NIFTY
Nifty
Historical option data for NIFTY
16 Sep 2024 04:11 PM IST
| NIFTY 24600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 16 Sept | 25383.75 | 808.8 | 68.65 | 10,150 | -3,575 | 54,400 | ||||
| 13 Sept | 25356.50 | 740.15 | 12.80 | 21,775 | -2,500 | 57,975 | ||||
| 12 Sept | 25388.90 | 727.35 | 345.25 | 2,10,775 | 7,225 | 60,475 | ||||
| 11 Sept | 24918.45 | 382.1 | -130.70 | 1,09,350 | 12,575 | 53,250 | ||||
| 10 Sept | 25041.10 | 512.8 | 67.10 | 72,175 | 11,075 | 40,675 | ||||
| 9 Sept | 24936.40 | 445.7 | 24.15 | 74,700 | 10,550 | 29,600 | ||||
| 6 Sept | 24852.15 | 421.55 | -243.45 | 66,975 | 12,575 | 19,050 | ||||
| 5 Sept | 25145.10 | 665 | -16.70 | 3,400 | 1,800 | 6,475 | ||||
| 4 Sept | 25198.70 | 681.7 | -121.10 | 4,075 | 4,675 | 4,675 | ||||
| 3 Sept | 25279.85 | 802.8 | 0.00 | 0 | 200 | 0 | ||||
| 2 Sept | 25278.70 | 802.8 | 30.70 | 2,125 | 200 | 1,800 | ||||
| 30 Aug | 25235.90 | 772.1 | 54.10 | 1,200 | -875 | 1,600 | ||||
| 29 Aug | 25151.95 | 718 | 59.05 | 1,350 | 400 | 2,475 | ||||
| 28 Aug | 25052.35 | 658.95 | 17.90 | 1,250 | 875 | 2,075 | ||||
| 27 Aug | 25017.75 | 641.05 | -38.30 | 1,275 | 50 | 1,200 | ||||
| 26 Aug | 25010.60 | 679.35 | 152.00 | 875 | -50 | 1,150 | ||||
| 23 Aug | 24823.15 | 527.35 | -2.40 | 1,875 | 600 | 1,200 | ||||
| 22 Aug | 24811.50 | 529.75 | 27.75 | 750 | -25 | 600 | ||||
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| 21 Aug | 24770.20 | 502 | 31.25 | 375 | 150 | 625 | ||||
| 20 Aug | 24698.85 | 470.75 | 56.75 | 1,075 | 175 | 475 | ||||
| 19 Aug | 24572.65 | 414 | 73.25 | 1,275 | 275 | 300 | ||||
| 16 Aug | 24541.15 | 340.75 | 50 | 25 | 25 | |||||
For Nifty - strike price 24600 expiring on 19SEP2024
Delta for 24600 CE is -
Historical price for 24600 CE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 808.8, which was 68.65 higher than the previous day. The implied volatity was -, the open interest changed by -3575 which decreased total open position to 54400
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 740.15, which was 12.80 higher than the previous day. The implied volatity was -, the open interest changed by -2500 which decreased total open position to 57975
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 727.35, which was 345.25 higher than the previous day. The implied volatity was -, the open interest changed by 7225 which increased total open position to 60475
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 382.1, which was -130.70 lower than the previous day. The implied volatity was -, the open interest changed by 12575 which increased total open position to 53250
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 512.8, which was 67.10 higher than the previous day. The implied volatity was -, the open interest changed by 11075 which increased total open position to 40675
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 445.7, which was 24.15 higher than the previous day. The implied volatity was -, the open interest changed by 10550 which increased total open position to 29600
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 421.55, which was -243.45 lower than the previous day. The implied volatity was -, the open interest changed by 12575 which increased total open position to 19050
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 665, which was -16.70 lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 6475
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 681.7, which was -121.10 lower than the previous day. The implied volatity was -, the open interest changed by 4675 which increased total open position to 4675
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 802.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 0
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 802.8, which was 30.70 higher than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1800
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 772.1, which was 54.10 higher than the previous day. The implied volatity was -, the open interest changed by -875 which decreased total open position to 1600
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 718, which was 59.05 higher than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 2475
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 658.95, which was 17.90 higher than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 2075
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 641.05, which was -38.30 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1200
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 679.35, which was 152.00 higher than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 1150
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 527.35, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 1200
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 529.75, which was 27.75 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 600
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 502, which was 31.25 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 625
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 470.75, which was 56.75 higher than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 475
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 414, which was 73.25 higher than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 300
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 340.75, 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 |
| 16 Sept | 25383.75 | 6.2 | -4.50 | 1,43,00,200 | 11,05,300 | 31,51,075 |
| 13 Sept | 25356.50 | 10.7 | -5.90 | 1,42,17,775 | 3,68,700 | 20,45,775 |
| 12 Sept | 25388.90 | 16.6 | -46.45 | 1,17,33,475 | 6,53,050 | 16,77,075 |
| 11 Sept | 24918.45 | 63.05 | 20.05 | 38,88,900 | 4,19,450 | 10,24,025 |
| 10 Sept | 25041.10 | 43 | -40.25 | 24,16,100 | 3,26,475 | 6,04,575 |
| 9 Sept | 24936.40 | 83.25 | -60.15 | 10,58,775 | 1,09,650 | 2,78,100 |
| 6 Sept | 24852.15 | 143.4 | 84.45 | 12,21,550 | 20,100 | 1,68,450 |
| 5 Sept | 25145.10 | 58.95 | -7.80 | 3,02,625 | 80,075 | 1,48,350 |
| 4 Sept | 25198.70 | 66.75 | 11.75 | 1,41,550 | 31,975 | 68,275 |
| 3 Sept | 25279.85 | 55 | -11.40 | 29,250 | 6,450 | 36,300 |
| 2 Sept | 25278.70 | 66.4 | 6.50 | 45,450 | 7,625 | 29,850 |
| 30 Aug | 25235.90 | 59.9 | -25.10 | 62,275 | 4,100 | 22,225 |
| 29 Aug | 25151.95 | 85 | -22.00 | 59,375 | 9,575 | 18,125 |
| 28 Aug | 25052.35 | 107 | -13.00 | 12,050 | 3,775 | 8,550 |
| 27 Aug | 25017.75 | 120 | -8.90 | 4,925 | 825 | 4,775 |
| 26 Aug | 25010.60 | 128.9 | -47.10 | 5,225 | 2,375 | 3,950 |
| 23 Aug | 24823.15 | 176 | -0.25 | 2,025 | 475 | 1,575 |
| 22 Aug | 24811.50 | 176.25 | -25.00 | 825 | 575 | 1,100 |
| 21 Aug | 24770.20 | 201.25 | -48.05 | 600 | 475 | 525 |
| 20 Aug | 24698.85 | 249.3 | -445.75 | 25 | 50 | 50 |
| 19 Aug | 24572.65 | 695.05 | 0.00 | 0 | 0 | 0 |
| 16 Aug | 24541.15 | 695.05 | 50 | 0 | 0 | |
For Nifty - strike price 24600 expiring on 19SEP2024
Delta for 24600 PE is -
Historical price for 24600 PE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 6.2, which was -4.50 lower than the previous day. The implied volatity was -, the open interest changed by 1105300 which increased total open position to 3151075
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 10.7, which was -5.90 lower than the previous day. The implied volatity was -, the open interest changed by 368700 which increased total open position to 2045775
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 16.6, which was -46.45 lower than the previous day. The implied volatity was -, the open interest changed by 653050 which increased total open position to 1677075
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 63.05, which was 20.05 higher than the previous day. The implied volatity was -, the open interest changed by 419450 which increased total open position to 1024025
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 43, which was -40.25 lower than the previous day. The implied volatity was -, the open interest changed by 326475 which increased total open position to 604575
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 83.25, which was -60.15 lower than the previous day. The implied volatity was -, the open interest changed by 109650 which increased total open position to 278100
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 143.4, which was 84.45 higher than the previous day. The implied volatity was -, the open interest changed by 20100 which increased total open position to 168450
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 58.95, which was -7.80 lower than the previous day. The implied volatity was -, the open interest changed by 80075 which increased total open position to 148350
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 66.75, which was 11.75 higher than the previous day. The implied volatity was -, the open interest changed by 31975 which increased total open position to 68275
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 55, which was -11.40 lower than the previous day. The implied volatity was -, the open interest changed by 6450 which increased total open position to 36300
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 66.4, which was 6.50 higher than the previous day. The implied volatity was -, the open interest changed by 7625 which increased total open position to 29850
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 59.9, which was -25.10 lower than the previous day. The implied volatity was -, the open interest changed by 4100 which increased total open position to 22225
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 85, which was -22.00 lower than the previous day. The implied volatity was -, the open interest changed by 9575 which increased total open position to 18125
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 107, which was -13.00 lower than the previous day. The implied volatity was -, the open interest changed by 3775 which increased total open position to 8550
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 120, which was -8.90 lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 4775
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 128.9, which was -47.10 lower than the previous day. The implied volatity was -, the open interest changed by 2375 which increased total open position to 3950
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 176, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 1575
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 176.25, which was -25.00 lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 1100
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 201.25, which was -48.05 lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 525
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 249.3, which was -445.75 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 695.05, 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 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 695.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0