NIFTY
Nifty
Historical option data for NIFTY
16 Sep 2024 04:11 PM IST
| NIFTY 24650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 16 Sept | 25383.75 | 767.15 | 68.85 | 3,275 | 1,025 | 12,500 | ||||
| 13 Sept | 25356.50 | 698.3 | 24.95 | 5,775 | -1,450 | 11,475 | ||||
| 12 Sept | 25388.90 | 673.35 | 324.90 | 60,000 | -10,825 | 12,925 | ||||
| 11 Sept | 24918.45 | 348.45 | -119.45 | 24,500 | 6,950 | 23,750 | ||||
| 10 Sept | 25041.10 | 467.9 | 60.10 | 30,150 | 4,500 | 16,800 | ||||
| 9 Sept | 24936.40 | 407.8 | 15.80 | 41,425 | 1,650 | 12,300 | ||||
| 6 Sept | 24852.15 | 392 | -226.75 | 43,025 | 10,175 | 10,650 | ||||
| 5 Sept | 25145.10 | 618.75 | 13.40 | 125 | 0 | 475 | ||||
| 4 Sept | 25198.70 | 605.35 | -131.10 | 100 | -25 | 475 | ||||
| 3 Sept | 25279.85 | 736.45 | -4.30 | 50 | 0 | 500 | ||||
| 2 Sept | 25278.70 | 740.75 | 63.25 | 25 | 500 | 500 | ||||
| 30 Aug | 25235.90 | 677.5 | 0.00 | 0 | 125 | 0 | ||||
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| 29 Aug | 25151.95 | 677.5 | 68.20 | 975 | 125 | 400 | ||||
| 28 Aug | 25052.35 | 609.3 | -2.20 | 25 | 0 | 275 | ||||
| 27 Aug | 25017.75 | 611.5 | 11.10 | 100 | -25 | 275 | ||||
| 26 Aug | 25010.60 | 600.4 | 103.40 | 150 | -50 | 300 | ||||
| 23 Aug | 24823.15 | 497 | 13.00 | 150 | 0 | 350 | ||||
| 22 Aug | 24811.50 | 484 | 14.70 | 325 | 0 | 350 | ||||
| 21 Aug | 24770.20 | 469.3 | 23.45 | 1,075 | 50 | 350 | ||||
| 20 Aug | 24698.85 | 445.85 | 62.85 | 950 | 150 | 300 | ||||
| 19 Aug | 24572.65 | 383 | 26.15 | 275 | 150 | 150 | ||||
| 16 Aug | 24541.15 | 356.85 | 0 | 0 | 0 | |||||
For Nifty - strike price 24650 expiring on 19SEP2024
Delta for 24650 CE is -
Historical price for 24650 CE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 767.15, which was 68.85 higher than the previous day. The implied volatity was -, the open interest changed by 1025 which increased total open position to 12500
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 698.3, which was 24.95 higher than the previous day. The implied volatity was -, the open interest changed by -1450 which decreased total open position to 11475
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 673.35, which was 324.90 higher than the previous day. The implied volatity was -, the open interest changed by -10825 which decreased total open position to 12925
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 348.45, which was -119.45 lower than the previous day. The implied volatity was -, the open interest changed by 6950 which increased total open position to 23750
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 467.9, which was 60.10 higher than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 16800
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 407.8, which was 15.80 higher than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 12300
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 392, which was -226.75 lower than the previous day. The implied volatity was -, the open interest changed by 10175 which increased total open position to 10650
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 618.75, which was 13.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 475
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 605.35, which was -131.10 lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 475
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 736.45, which was -4.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 500
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 740.75, which was 63.25 higher than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 500
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 677.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 0
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 677.5, which was 68.20 higher than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 400
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 609.3, which was -2.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 275
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 611.5, which was 11.10 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 275
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 600.4, which was 103.40 higher than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 300
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 497, which was 13.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 350
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 484, which was 14.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 350
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 469.3, which was 23.45 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 350
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 445.85, which was 62.85 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 300
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 383, which was 26.15 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 356.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTY 24650 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 16 Sept | 25383.75 | 6.8 | -5.05 | 57,58,525 | 3,61,150 | 8,88,800 |
| 13 Sept | 25356.50 | 11.85 | -7.25 | 55,13,225 | 1,99,350 | 5,27,650 |
| 12 Sept | 25388.90 | 19.1 | -53.85 | 35,56,025 | 1,25,300 | 3,28,300 |
| 11 Sept | 24918.45 | 72.95 | 25.10 | 13,24,250 | 1,22,400 | 2,03,000 |
| 10 Sept | 25041.10 | 47.85 | -46.20 | 8,39,600 | 38,850 | 80,600 |
| 9 Sept | 24936.40 | 94.05 | -63.35 | 2,97,375 | 4,675 | 41,750 |
| 6 Sept | 24852.15 | 157.4 | 92.10 | 3,67,300 | 21,500 | 37,075 |
| 5 Sept | 25145.10 | 65.3 | -10.30 | 14,050 | 5,875 | 15,575 |
| 4 Sept | 25198.70 | 75.6 | 14.00 | 9,425 | 2,575 | 9,700 |
| 3 Sept | 25279.85 | 61.6 | -10.30 | 12,325 | 5,450 | 7,125 |
| 2 Sept | 25278.70 | 71.9 | -42.60 | 900 | 1,675 | 1,675 |
| 30 Aug | 25235.90 | 114.5 | 0.00 | 0 | -25 | 0 |
| 29 Aug | 25151.95 | 114.5 | -6.10 | 525 | -25 | 1,875 |
| 28 Aug | 25052.35 | 120.6 | 0.00 | 50 | 0 | 1,900 |
| 27 Aug | 25017.75 | 120.6 | -17.50 | 125 | 100 | 1,900 |
| 26 Aug | 25010.60 | 138.1 | -61.70 | 2,150 | 775 | 1,800 |
| 23 Aug | 24823.15 | 199.8 | -52.20 | 625 | 1,025 | 1,025 |
| 22 Aug | 24811.50 | 252 | 0.00 | 0 | 25 | 0 |
| 21 Aug | 24770.20 | 252 | -17.60 | 150 | 25 | 950 |
| 20 Aug | 24698.85 | 269.6 | -82.75 | 3,225 | 700 | 925 |
| 19 Aug | 24572.65 | 352.35 | 352.35 | 450 | 225 | 225 |
| 16 Aug | 24541.15 | 0 | 0 | 0 | 0 | |
For Nifty - strike price 24650 expiring on 19SEP2024
Delta for 24650 PE is -
Historical price for 24650 PE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 6.8, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 361150 which increased total open position to 888800
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 11.85, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by 199350 which increased total open position to 527650
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 19.1, which was -53.85 lower than the previous day. The implied volatity was -, the open interest changed by 125300 which increased total open position to 328300
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 72.95, which was 25.10 higher than the previous day. The implied volatity was -, the open interest changed by 122400 which increased total open position to 203000
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 47.85, which was -46.20 lower than the previous day. The implied volatity was -, the open interest changed by 38850 which increased total open position to 80600
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 94.05, which was -63.35 lower than the previous day. The implied volatity was -, the open interest changed by 4675 which increased total open position to 41750
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 157.4, which was 92.10 higher than the previous day. The implied volatity was -, the open interest changed by 21500 which increased total open position to 37075
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 65.3, which was -10.30 lower than the previous day. The implied volatity was -, the open interest changed by 5875 which increased total open position to 15575
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 75.6, which was 14.00 higher than the previous day. The implied volatity was -, the open interest changed by 2575 which increased total open position to 9700
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 61.6, which was -10.30 lower than the previous day. The implied volatity was -, the open interest changed by 5450 which increased total open position to 7125
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 71.9, which was -42.60 lower than the previous day. The implied volatity was -, the open interest changed by 1675 which increased total open position to 1675
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 114.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 0
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 114.5, which was -6.10 lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1875
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 120.6, 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 1900
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 120.6, which was -17.50 lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1900
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 138.1, which was -61.70 lower than the previous day. The implied volatity was -, the open interest changed by 775 which increased total open position to 1800
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 199.8, which was -52.20 lower than the previous day. The implied volatity was -, the open interest changed by 1025 which increased total open position to 1025
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 252, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 252, which was -17.60 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 950
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 269.6, which was -82.75 lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 925
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 352.35, which was 352.35 higher than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 225
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0