NIFTY
Nifty
Historical option data for NIFTY
06 Sep 2024 04:11 PM IST
| NIFTY 24600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 6 Sept | 24852.15 | 331.9 | -272.80 | 18,31,000 | 1,17,725 | 1,91,050 | ||||
| 5 Sept | 25145.10 | 604.7 | -19.30 | 63,700 | 44,650 | 73,325 | ||||
| 4 Sept | 25198.70 | 624 | -89.35 | 32,550 | 15,400 | 28,675 | ||||
| 3 Sept | 25279.85 | 713.35 | 2.90 | 6,975 | 4,600 | 13,275 | ||||
| 2 Sept | 25278.70 | 710.45 | -50.65 | 5,525 | 1,600 | 8,675 | ||||
| 30 Aug | 25235.90 | 761.1 | 91.10 | 2,650 | 1,250 | 7,075 | ||||
| 29 Aug | 25151.95 | 670 | 83.50 | 11,775 | 400 | 5,825 | ||||
| 28 Aug | 25052.35 | 586.5 | 26.40 | 7,725 | 550 | 5,425 | ||||
| 27 Aug | 25017.75 | 560.1 | -50.15 | 3,275 | 400 | 4,875 | ||||
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| 26 Aug | 25010.60 | 610.25 | 139.50 | 17,350 | -300 | 4,475 | ||||
| 23 Aug | 24823.15 | 470.75 | 15.70 | 1,800 | -250 | 4,775 | ||||
| 22 Aug | 24811.50 | 455.05 | 18.35 | 7,400 | -2,375 | 5,025 | ||||
| 21 Aug | 24770.20 | 436.7 | 36.70 | 4,725 | -1,225 | 7,400 | ||||
| 20 Aug | 24698.85 | 400 | 50.00 | 14,200 | 2,575 | 8,625 | ||||
| 19 Aug | 24572.65 | 350 | -10.00 | 14,750 | 4,200 | 6,050 | ||||
| 16 Aug | 24541.15 | 360 | 146.35 | 11,450 | 525 | 1,850 | ||||
| 14 Aug | 24143.75 | 213.65 | -6.35 | 2,900 | 900 | 1,325 | ||||
| 13 Aug | 24139.00 | 220 | -67.90 | 1,175 | -75 | 425 | ||||
| 12 Aug | 24347.00 | 287.9 | -8.45 | 850 | 475 | 500 | ||||
| 9 Aug | 24367.50 | 296.35 | 875 | 25 | 25 | |||||
For Nifty - strike price 24600 expiring on 12SEP2024
Delta for 24600 CE is -
Historical price for 24600 CE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 331.9, which was -272.80 lower than the previous day. The implied volatity was -, the open interest changed by 117725 which increased total open position to 191050
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 604.7, which was -19.30 lower than the previous day. The implied volatity was -, the open interest changed by 44650 which increased total open position to 73325
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 624, which was -89.35 lower than the previous day. The implied volatity was -, the open interest changed by 15400 which increased total open position to 28675
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 713.35, which was 2.90 higher than the previous day. The implied volatity was -, the open interest changed by 4600 which increased total open position to 13275
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 710.45, which was -50.65 lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 8675
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 761.1, which was 91.10 higher than the previous day. The implied volatity was -, the open interest changed by 1250 which increased total open position to 7075
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 670, which was 83.50 higher than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 5825
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 586.5, which was 26.40 higher than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 5425
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 560.1, which was -50.15 lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 4875
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 610.25, which was 139.50 higher than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 4475
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 470.75, which was 15.70 higher than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 4775
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 455.05, which was 18.35 higher than the previous day. The implied volatity was -, the open interest changed by -2375 which decreased total open position to 5025
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 436.7, which was 36.70 higher than the previous day. The implied volatity was -, the open interest changed by -1225 which decreased total open position to 7400
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 400, which was 50.00 higher than the previous day. The implied volatity was -, the open interest changed by 2575 which increased total open position to 8625
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 350, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by 4200 which increased total open position to 6050
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 360, which was 146.35 higher than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 1850
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 213.65, which was -6.35 lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 1325
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 220, which was -67.90 lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 425
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 287.9, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 500
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 296.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25
| NIFTY 24600 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 6 Sept | 24852.15 | 65.3 | 48.70 | 4,34,09,125 | 5,62,900 | 28,63,850 |
| 5 Sept | 25145.10 | 16.6 | -8.55 | 63,79,325 | 9,57,625 | 23,00,950 |
| 4 Sept | 25198.70 | 25.15 | 1.65 | 38,21,025 | 8,05,675 | 13,43,325 |
| 3 Sept | 25279.85 | 23.5 | -7.80 | 11,37,250 | 1,42,500 | 5,37,650 |
| 2 Sept | 25278.70 | 31.3 | 0.90 | 8,53,400 | 41,875 | 3,95,150 |
| 30 Aug | 25235.90 | 30.4 | -14.80 | 6,64,700 | 1,12,700 | 3,53,275 |
| 29 Aug | 25151.95 | 45.2 | -21.50 | 11,41,100 | 1,50,850 | 2,40,575 |
| 28 Aug | 25052.35 | 66.7 | -13.55 | 2,24,775 | 42,850 | 89,725 |
| 27 Aug | 25017.75 | 80.25 | -5.85 | 94,275 | 10,725 | 46,875 |
| 26 Aug | 25010.60 | 86.1 | -54.30 | 58,100 | 5,550 | 36,150 |
| 23 Aug | 24823.15 | 140.4 | 1.40 | 52,150 | 16,975 | 30,600 |
| 22 Aug | 24811.50 | 139 | -28.80 | 12,175 | 2,450 | 13,625 |
| 21 Aug | 24770.20 | 167.8 | -42.00 | 8,725 | 1,775 | 11,175 |
| 20 Aug | 24698.85 | 209.8 | -61.30 | 16,975 | 4,375 | 9,400 |
| 19 Aug | 24572.65 | 271.1 | -30.55 | 11,925 | 700 | 5,025 |
| 16 Aug | 24541.15 | 301.65 | -241.80 | 4,400 | 3,050 | 4,325 |
| 14 Aug | 24143.75 | 543.45 | -54.40 | 1,775 | 625 | 1,275 |
| 13 Aug | 24139.00 | 597.85 | -80.85 | 1,500 | 650 | 650 |
| 12 Aug | 24347.00 | 678.7 | 0.00 | 0 | 0 | 0 |
| 9 Aug | 24367.50 | 678.7 | 0 | 0 | 0 | |
For Nifty - strike price 24600 expiring on 12SEP2024
Delta for 24600 PE is -
Historical price for 24600 PE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 65.3, which was 48.70 higher than the previous day. The implied volatity was -, the open interest changed by 562900 which increased total open position to 2863850
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 16.6, which was -8.55 lower than the previous day. The implied volatity was -, the open interest changed by 957625 which increased total open position to 2300950
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 25.15, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 805675 which increased total open position to 1343325
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 23.5, which was -7.80 lower than the previous day. The implied volatity was -, the open interest changed by 142500 which increased total open position to 537650
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 31.3, which was 0.90 higher than the previous day. The implied volatity was -, the open interest changed by 41875 which increased total open position to 395150
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 30.4, which was -14.80 lower than the previous day. The implied volatity was -, the open interest changed by 112700 which increased total open position to 353275
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 45.2, which was -21.50 lower than the previous day. The implied volatity was -, the open interest changed by 150850 which increased total open position to 240575
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 66.7, which was -13.55 lower than the previous day. The implied volatity was -, the open interest changed by 42850 which increased total open position to 89725
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 80.25, which was -5.85 lower than the previous day. The implied volatity was -, the open interest changed by 10725 which increased total open position to 46875
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 86.1, which was -54.30 lower than the previous day. The implied volatity was -, the open interest changed by 5550 which increased total open position to 36150
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 140.4, which was 1.40 higher than the previous day. The implied volatity was -, the open interest changed by 16975 which increased total open position to 30600
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 139, which was -28.80 lower than the previous day. The implied volatity was -, the open interest changed by 2450 which increased total open position to 13625
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 167.8, which was -42.00 lower than the previous day. The implied volatity was -, the open interest changed by 1775 which increased total open position to 11175
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 209.8, which was -61.30 lower than the previous day. The implied volatity was -, the open interest changed by 4375 which increased total open position to 9400
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 271.1, which was -30.55 lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 5025
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 301.65, which was -241.80 lower than the previous day. The implied volatity was -, the open interest changed by 3050 which increased total open position to 4325
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 543.45, which was -54.40 lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 1275
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 597.85, which was -80.85 lower than the previous day. The implied volatity was -, the open interest changed by 650 which increased total open position to 650
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 678.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 678.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0