NIFTY
Nifty
Historical option data for NIFTY
29 Oct 2024 04:11 PM IST
NIFTY 24700 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
29 Oct | 24466.85 | 17.25 | 3.70 | 7,17,44,025 | 16,28,700 | 50,61,900 | ||||
28 Oct | 24339.15 | 13.55 | -2.15 | 5,42,80,275 | -4,85,400 | 34,65,375 | ||||
25 Oct | 24180.80 | 15.7 | -48.30 | 3,02,57,425 | 9,54,550 | 39,50,775 | ||||
24 Oct | 24399.40 | 64 | -20.65 | 1,31,07,300 | 7,03,175 | 30,55,550 | ||||
23 Oct | 24435.50 | 84.65 | -38.35 | 88,36,575 | 7,54,075 | 23,59,550 | ||||
22 Oct | 24472.10 | 123 | -113.75 | 71,07,525 | 9,44,300 | 16,52,000 | ||||
21 Oct | 24781.10 | 236.75 | -139.55 | 25,65,475 | 1,78,025 | 7,05,650 | ||||
18 Oct | 24854.05 | 376.3 | 61.25 | 31,71,650 | -2,97,150 | 5,38,175 | ||||
17 Oct | 24749.85 | 315.05 | -123.25 | 10,33,325 | 1,37,125 | 3,69,025 | ||||
16 Oct | 24971.30 | 438.3 | -94.15 | 1,81,450 | 1,16,875 | 1,29,200 | ||||
15 Oct | 25057.35 | 532.45 | -82.55 | 2,03,150 | 83,150 | 90,350 | ||||
14 Oct | 25127.95 | 615 | 116.00 | 79,625 | 84,075 | 92,200 | ||||
11 Oct | 24964.25 | 499 | -76.90 | 97,500 | -20,150 | 95,900 | ||||
10 Oct | 24998.45 | 575.9 | -19.65 | 81,025 | 1,500 | 98,575 | ||||
9 Oct | 24981.95 | 595.55 | -31.65 | 1,29,100 | 39,425 | 1,00,400 | ||||
8 Oct | 25013.15 | 627.2 | 81.20 | 3,46,700 | 21,575 | 1,06,775 | ||||
7 Oct | 24795.75 | 546 | -125.80 | 3,19,375 | 77,675 | 77,675 | ||||
4 Oct | 25014.60 | 671.8 | -197.95 | 85,225 | 3,500 | 48,425 | ||||
3 Oct | 25250.10 | 869.75 | -421.70 | 29,000 | -1,225 | 33,025 | ||||
1 Oct | 25796.90 | 1291.45 | -53.55 | 3,575 | 34,275 | 34,275 | ||||
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||||||||||
30 Sept | 25810.85 | 1345 | -323.15 | 1,200 | 32,075 | 32,075 | ||||
27 Sept | 26178.95 | 1668.15 | 68.15 | 4,750 | -1,650 | 32,700 | ||||
26 Sept | 26216.05 | 1600 | 132.50 | 11,525 | 38,450 | 38,450 | ||||
25 Sept | 26004.15 | 1467.5 | 22.50 | 475 | 32,925 | 33,225 | ||||
24 Sept | 25940.40 | 1445 | 33.80 | 19,650 | 32,800 | 33,100 | ||||
23 Sept | 25939.05 | 1411.2 | 119.20 | 4,600 | 19,900 | 20,200 | ||||
20 Sept | 25790.95 | 1292 | 250.65 | 17,625 | 9,625 | 20,900 | ||||
19 Sept | 25415.80 | 1041.35 | 61.10 | 6,350 | 11,100 | 11,400 | ||||
18 Sept | 25377.55 | 980.25 | -37.75 | 1,525 | 8,650 | 8,650 | ||||
17 Sept | 25418.55 | 1018 | 8.05 | 825 | 8,725 | 8,725 | ||||
16 Sept | 25383.75 | 1009.95 | 44.95 | 1,900 | 8,375 | 8,675 | ||||
13 Sept | 25356.50 | 965 | 27.50 | 2,475 | -550 | 9,150 | ||||
12 Sept | 25388.90 | 937.5 | 244.75 | 21,175 | 7,750 | 9,675 | ||||
11 Sept | 24918.45 | 692.75 | -99.25 | 5,675 | 11,875 | 12,125 | ||||
10 Sept | 25041.10 | 792 | 50.15 | 22,525 | 375 | 10,600 | ||||
9 Sept | 24936.40 | 741.85 | 28.30 | 16,025 | 1,950 | 10,250 | ||||
6 Sept | 24852.15 | 713.55 | -228.35 | 13,775 | -1,500 | 8,225 | ||||
5 Sept | 25145.10 | 941.9 | -23.10 | 1,950 | 9,650 | 9,700 | ||||
4 Sept | 25198.70 | 965 | -44.95 | 4,150 | 9,125 | 9,175 | ||||
3 Sept | 25279.85 | 1009.95 | -2.05 | 4,750 | 325 | 11,000 | ||||
2 Sept | 25278.70 | 1012 | -25.30 | 1,750 | -175 | 10,700 | ||||
30 Aug | 25235.90 | 1037.3 | 70.30 | 3,025 | 10,850 | 10,875 | ||||
29 Aug | 25151.95 | 967 | 83.95 | 4,950 | 9,875 | 9,900 | ||||
28 Aug | 25052.35 | 883.05 | 22.85 | 5,275 | -350 | 11,700 | ||||
27 Aug | 25017.75 | 860.2 | -28.80 | 5,500 | -100 | 12,050 | ||||
26 Aug | 25010.60 | 889 | 124.00 | 9,125 | -2,550 | 12,250 | ||||
23 Aug | 24823.15 | 765 | 18.65 | 4,950 | -750 | 15,050 | ||||
22 Aug | 24811.50 | 746.35 | 6.35 | 6,375 | 1,550 | 15,875 | ||||
21 Aug | 24770.20 | 740 | 38.40 | 12,475 | 4,725 | 14,400 | ||||
20 Aug | 24698.85 | 701.6 | 55.60 | 12,550 | 6,200 | 9,675 | ||||
19 Aug | 24572.65 | 646 | -4.30 | 2,500 | -175 | 3,425 | ||||
16 Aug | 24541.15 | 650.3 | 166.35 | 3,150 | 825 | 3,500 | ||||
14 Aug | 24143.75 | 483.95 | -12.05 | 375 | 250 | 2,675 | ||||
13 Aug | 24139.00 | 496 | -85.85 | 300 | -75 | 2,425 | ||||
12 Aug | 24347.00 | 581.85 | -30.20 | 750 | -50 | 2,525 | ||||
9 Aug | 24367.50 | 612.05 | 90.05 | 1,125 | 275 | 2,925 | ||||
8 Aug | 24117.00 | 522 | -79.05 | 1,075 | 225 | 2,625 | ||||
7 Aug | 24297.50 | 601.05 | 103.05 | 875 | 725 | 2,450 | ||||
6 Aug | 23992.55 | 498 | -40.20 | 875 | 25 | 1,725 | ||||
5 Aug | 24055.60 | 538.2 | -251.80 | 1,500 | 375 | 1,750 | ||||
2 Aug | 24702.00 | 790.00 | 1,625 | 950 | 1,350 |
For Nifty - strike price 24700 expiring on 31OCT2024
Delta for 24700 CE is -
Historical price for 24700 CE is as follows
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 17.25, which was 3.70 higher than the previous day. The implied volatity was -, the open interest changed by 1628700 which increased total open position to 5061900
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 13.55, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by -485400 which decreased total open position to 3465375
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 15.7, which was -48.30 lower than the previous day. The implied volatity was -, the open interest changed by 954550 which increased total open position to 3950775
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 64, which was -20.65 lower than the previous day. The implied volatity was -, the open interest changed by 703175 which increased total open position to 3055550
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 84.65, which was -38.35 lower than the previous day. The implied volatity was -, the open interest changed by 754075 which increased total open position to 2359550
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 123, which was -113.75 lower than the previous day. The implied volatity was -, the open interest changed by 944300 which increased total open position to 1652000
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 236.75, which was -139.55 lower than the previous day. The implied volatity was -, the open interest changed by 178025 which increased total open position to 705650
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 376.3, which was 61.25 higher than the previous day. The implied volatity was -, the open interest changed by -297150 which decreased total open position to 538175
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 315.05, which was -123.25 lower than the previous day. The implied volatity was -, the open interest changed by 137125 which increased total open position to 369025
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 438.3, which was -94.15 lower than the previous day. The implied volatity was -, the open interest changed by 116875 which increased total open position to 129200
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 532.45, which was -82.55 lower than the previous day. The implied volatity was -, the open interest changed by 83150 which increased total open position to 90350
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 615, which was 116.00 higher than the previous day. The implied volatity was -, the open interest changed by 84075 which increased total open position to 92200
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 499, which was -76.90 lower than the previous day. The implied volatity was -, the open interest changed by -20150 which decreased total open position to 95900
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 575.9, which was -19.65 lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 98575
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 595.55, which was -31.65 lower than the previous day. The implied volatity was -, the open interest changed by 39425 which increased total open position to 100400
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 627.2, which was 81.20 higher than the previous day. The implied volatity was -, the open interest changed by 21575 which increased total open position to 106775
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 546, which was -125.80 lower than the previous day. The implied volatity was -, the open interest changed by 77675 which increased total open position to 77675
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 671.8, which was -197.95 lower than the previous day. The implied volatity was -, the open interest changed by 3500 which increased total open position to 48425
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 869.75, which was -421.70 lower than the previous day. The implied volatity was -, the open interest changed by -1225 which decreased total open position to 33025
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 1291.45, which was -53.55 lower than the previous day. The implied volatity was -, the open interest changed by 34275 which increased total open position to 34275
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 1345, which was -323.15 lower than the previous day. The implied volatity was -, the open interest changed by 32075 which increased total open position to 32075
On 27 Sept NIFTY was trading at 26178.95. The strike last trading price was 1668.15, which was 68.15 higher than the previous day. The implied volatity was -, the open interest changed by -1650 which decreased total open position to 32700
On 26 Sept NIFTY was trading at 26216.05. The strike last trading price was 1600, which was 132.50 higher than the previous day. The implied volatity was -, the open interest changed by 38450 which increased total open position to 38450
On 25 Sept NIFTY was trading at 26004.15. The strike last trading price was 1467.5, which was 22.50 higher than the previous day. The implied volatity was -, the open interest changed by 32925 which increased total open position to 33225
On 24 Sept NIFTY was trading at 25940.40. The strike last trading price was 1445, which was 33.80 higher than the previous day. The implied volatity was -, the open interest changed by 32800 which increased total open position to 33100
On 23 Sept NIFTY was trading at 25939.05. The strike last trading price was 1411.2, which was 119.20 higher than the previous day. The implied volatity was -, the open interest changed by 19900 which increased total open position to 20200
On 20 Sept NIFTY was trading at 25790.95. The strike last trading price was 1292, which was 250.65 higher than the previous day. The implied volatity was -, the open interest changed by 9625 which increased total open position to 20900
On 19 Sept NIFTY was trading at 25415.80. The strike last trading price was 1041.35, which was 61.10 higher than the previous day. The implied volatity was -, the open interest changed by 11100 which increased total open position to 11400
On 18 Sept NIFTY was trading at 25377.55. The strike last trading price was 980.25, which was -37.75 lower than the previous day. The implied volatity was -, the open interest changed by 8650 which increased total open position to 8650
On 17 Sept NIFTY was trading at 25418.55. The strike last trading price was 1018, which was 8.05 higher than the previous day. The implied volatity was -, the open interest changed by 8725 which increased total open position to 8725
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 1009.95, which was 44.95 higher than the previous day. The implied volatity was -, the open interest changed by 8375 which increased total open position to 8675
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 965, which was 27.50 higher than the previous day. The implied volatity was -, the open interest changed by -550 which decreased total open position to 9150
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 937.5, which was 244.75 higher than the previous day. The implied volatity was -, the open interest changed by 7750 which increased total open position to 9675
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 692.75, which was -99.25 lower than the previous day. The implied volatity was -, the open interest changed by 11875 which increased total open position to 12125
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 792, which was 50.15 higher than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 10600
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 741.85, which was 28.30 higher than the previous day. The implied volatity was -, the open interest changed by 1950 which increased total open position to 10250
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 713.55, which was -228.35 lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 8225
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 941.9, which was -23.10 lower than the previous day. The implied volatity was -, the open interest changed by 9650 which increased total open position to 9700
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 965, which was -44.95 lower than the previous day. The implied volatity was -, the open interest changed by 9125 which increased total open position to 9175
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 1009.95, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 11000
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 1012, which was -25.30 lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 10700
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 1037.3, which was 70.30 higher than the previous day. The implied volatity was -, the open interest changed by 10850 which increased total open position to 10875
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 967, which was 83.95 higher than the previous day. The implied volatity was -, the open interest changed by 9875 which increased total open position to 9900
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 883.05, which was 22.85 higher than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 11700
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 860.2, which was -28.80 lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 12050
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 889, which was 124.00 higher than the previous day. The implied volatity was -, the open interest changed by -2550 which decreased total open position to 12250
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 765, which was 18.65 higher than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 15050
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 746.35, which was 6.35 higher than the previous day. The implied volatity was -, the open interest changed by 1550 which increased total open position to 15875
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 740, which was 38.40 higher than the previous day. The implied volatity was -, the open interest changed by 4725 which increased total open position to 14400
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 701.6, which was 55.60 higher than the previous day. The implied volatity was -, the open interest changed by 6200 which increased total open position to 9675
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 646, which was -4.30 lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 3425
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 650.3, which was 166.35 higher than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 3500
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 483.95, which was -12.05 lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 2675
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 496, which was -85.85 lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 2425
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 581.85, which was -30.20 lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 2525
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 612.05, which was 90.05 higher than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 2925
On 8 Aug NIFTY was trading at 24117.00. The strike last trading price was 522, which was -79.05 lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 2625
On 7 Aug NIFTY was trading at 24297.50. The strike last trading price was 601.05, which was 103.05 higher than the previous day. The implied volatity was -, the open interest changed by 725 which increased total open position to 2450
On 6 Aug NIFTY was trading at 23992.55. The strike last trading price was 498, which was -40.20 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1725
On 5 Aug NIFTY was trading at 24055.60. The strike last trading price was 538.2, which was -251.80 lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 1750
On 2 Aug NIFTY was trading at 24702.00. The strike last trading price was 790.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 950 which increased total open position to 1350
NIFTY 24700 PE | ||||||
---|---|---|---|---|---|---|
Date | Close | Ltp | Change | Volume | Change OI | OI |
29 Oct | 24466.85 | 244 | -104.80 | 16,07,950 | 9,000 | 8,22,325 |
28 Oct | 24339.15 | 348.8 | -154.20 | 27,02,375 | 21,275 | 9,77,850 |
25 Oct | 24180.80 | 503 | 206.70 | 21,77,775 | -1,72,925 | 9,56,575 |
24 Oct | 24399.40 | 296.3 | -7.70 | 25,65,475 | -57,225 | 11,69,575 |
23 Oct | 24435.50 | 304 | 14.60 | 44,27,975 | -4,21,225 | 10,86,025 |
22 Oct | 24472.10 | 289.4 | 110.40 | 82,34,525 | 1,27,575 | 14,84,675 |
21 Oct | 24781.10 | 179 | 69.70 | 45,30,000 | 2,11,525 | 13,59,700 |
18 Oct | 24854.05 | 109.3 | -61.15 | 50,15,275 | 1,16,100 | 11,72,800 |
17 Oct | 24749.85 | 170.45 | 60.45 | 28,34,950 | -15,275 | 10,65,700 |
16 Oct | 24971.30 | 110 | 11.30 | 14,74,675 | 3,39,425 | 10,82,075 |
15 Oct | 25057.35 | 98.7 | 17.95 | 8,35,425 | -13,41,650 | 7,57,725 |
14 Oct | 25127.95 | 80.75 | -70.20 | 9,14,850 | 39,225 | 7,09,600 |
11 Oct | 24964.25 | 150.95 | 6.80 | 7,94,175 | 6,47,300 | 7,03,050 |
10 Oct | 24998.45 | 144.15 | -22.85 | 9,35,375 | 1,05,550 | 7,89,600 |
9 Oct | 24981.95 | 167 | -11.10 | 13,49,600 | 4,05,925 | 6,85,925 |
8 Oct | 25013.15 | 178.1 | -58.95 | 12,95,500 | 6,45,225 | 6,62,575 |
7 Oct | 24795.75 | 237.05 | 57.05 | 15,40,125 | 5,70,700 | 6,48,875 |
4 Oct | 25014.60 | 180 | 71.60 | 15,64,325 | 4,91,125 | 5,48,900 |
3 Oct | 25250.10 | 108.4 | 55.70 | 16,22,850 | 4,75,650 | 5,01,050 |
1 Oct | 25796.90 | 52.7 | -17.35 | 5,34,425 | 4,69,550 | 4,71,125 |
30 Sept | 25810.85 | 70.05 | 24.60 | 5,84,525 | 4,65,875 | 4,67,050 |
27 Sept | 26178.95 | 45.45 | -3.25 | 3,67,625 | 4,52,925 | 4,59,125 |
26 Sept | 26216.05 | 48.7 | -14.85 | 6,67,075 | -15,975 | 4,87,375 |
25 Sept | 26004.15 | 63.55 | -21.90 | 5,00,500 | 4,96,625 | 4,97,425 |
24 Sept | 25940.40 | 85.45 | -15.05 | 3,32,325 | 4,18,750 | 4,21,325 |
23 Sept | 25939.05 | 100.5 | -6.35 | 4,06,150 | 3,58,175 | 3,60,725 |
20 Sept | 25790.95 | 106.85 | -27.85 | 8,09,525 | 1,09,725 | 3,12,575 |
19 Sept | 25415.80 | 134.7 | -39.55 | 6,47,525 | 2,38,975 | 2,41,500 |
18 Sept | 25377.55 | 174.25 | 22.80 | 1,71,075 | 17,375 | 1,64,200 |
17 Sept | 25418.55 | 151.45 | 1.05 | 1,05,150 | 1,47,250 | 1,47,250 |
16 Sept | 25383.75 | 150.4 | -19.65 | 1,09,725 | 1,33,775 | 1,33,775 |
13 Sept | 25356.50 | 170.05 | -28.90 | 1,07,725 | 18,925 | 1,26,725 |
12 Sept | 25388.90 | 198.95 | -119.30 | 1,89,250 | 61,400 | 1,07,500 |
11 Sept | 24918.45 | 318.25 | 46.50 | 41,275 | 67,500 | 1,09,650 |
10 Sept | 25041.10 | 271.75 | -58.00 | 61,875 | 7,025 | 1,08,600 |
9 Sept | 24936.40 | 329.75 | -52.25 | 64,700 | 99,100 | 1,01,525 |
6 Sept | 24852.15 | 382 | 103.50 | 87,750 | 2,175 | 98,475 |
5 Sept | 25145.10 | 278.5 | 1.20 | 50,075 | -7,775 | 96,450 |
4 Sept | 25198.70 | 277.3 | 25.45 | 28,950 | 4,350 | 1,05,500 |
3 Sept | 25279.85 | 251.85 | -9.20 | 45,825 | 97,675 | 1,01,175 |
2 Sept | 25278.70 | 261.05 | 23.15 | 1,03,575 | 48,275 | 93,050 |
30 Aug | 25235.90 | 237.9 | -32.25 | 44,050 | 4,950 | 44,825 |
29 Aug | 25151.95 | 270.15 | -26.35 | 18,775 | 3,850 | 39,875 |
28 Aug | 25052.35 | 296.5 | -10.45 | 37,375 | 32,950 | 36,075 |
27 Aug | 25017.75 | 306.95 | 3.75 | 7,775 | 325 | 23,325 |
26 Aug | 25010.60 | 303.2 | -61.85 | 20,375 | 2,225 | 22,950 |
23 Aug | 24823.15 | 365.05 | 14.30 | 12,275 | 3,500 | 20,750 |
22 Aug | 24811.50 | 350.75 | -29.25 | 12,375 | 75 | 17,225 |
21 Aug | 24770.20 | 380 | -44.00 | 12,850 | 6,325 | 17,100 |
20 Aug | 24698.85 | 424 | -68.90 | 14,975 | 7,625 | 10,775 |
19 Aug | 24572.65 | 492.9 | -22.10 | 3,000 | 925 | 3,075 |
16 Aug | 24541.15 | 515 | -210.00 | 2,225 | 875 | 1,950 |
14 Aug | 24143.75 | 725 | -14.00 | 50 | -25 | 1,050 |
13 Aug | 24139.00 | 739 | 111.00 | 275 | 250 | 1,050 |
12 Aug | 24347.00 | 628 | -12.00 | 400 | 0 | 750 |
9 Aug | 24367.50 | 640 | -132.00 | 200 | -50 | 725 |
8 Aug | 24117.00 | 772 | 0.00 | 0 | 0 | 0 |
7 Aug | 24297.50 | 772 | 0.00 | 0 | 0 | 0 |
6 Aug | 23992.55 | 772 | -128.00 | 275 | 0 | 775 |
5 Aug | 24055.60 | 900 | 390.00 | 300 | -25 | 800 |
2 Aug | 24702.00 | 510.00 | 1,450 | 525 | 850 |
For Nifty - strike price 24700 expiring on 31OCT2024
Delta for 24700 PE is -
Historical price for 24700 PE is as follows
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 244, which was -104.80 lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 822325
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 348.8, which was -154.20 lower than the previous day. The implied volatity was -, the open interest changed by 21275 which increased total open position to 977850
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 503, which was 206.70 higher than the previous day. The implied volatity was -, the open interest changed by -172925 which decreased total open position to 956575
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 296.3, which was -7.70 lower than the previous day. The implied volatity was -, the open interest changed by -57225 which decreased total open position to 1169575
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 304, which was 14.60 higher than the previous day. The implied volatity was -, the open interest changed by -421225 which decreased total open position to 1086025
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 289.4, which was 110.40 higher than the previous day. The implied volatity was -, the open interest changed by 127575 which increased total open position to 1484675
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 179, which was 69.70 higher than the previous day. The implied volatity was -, the open interest changed by 211525 which increased total open position to 1359700
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 109.3, which was -61.15 lower than the previous day. The implied volatity was -, the open interest changed by 116100 which increased total open position to 1172800
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 170.45, which was 60.45 higher than the previous day. The implied volatity was -, the open interest changed by -15275 which decreased total open position to 1065700
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 110, which was 11.30 higher than the previous day. The implied volatity was -, the open interest changed by 339425 which increased total open position to 1082075
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 98.7, which was 17.95 higher than the previous day. The implied volatity was -, the open interest changed by -1341650 which decreased total open position to 757725
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 80.75, which was -70.20 lower than the previous day. The implied volatity was -, the open interest changed by 39225 which increased total open position to 709600
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 150.95, which was 6.80 higher than the previous day. The implied volatity was -, the open interest changed by 647300 which increased total open position to 703050
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 144.15, which was -22.85 lower than the previous day. The implied volatity was -, the open interest changed by 105550 which increased total open position to 789600
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 167, which was -11.10 lower than the previous day. The implied volatity was -, the open interest changed by 405925 which increased total open position to 685925
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 178.1, which was -58.95 lower than the previous day. The implied volatity was -, the open interest changed by 645225 which increased total open position to 662575
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 237.05, which was 57.05 higher than the previous day. The implied volatity was -, the open interest changed by 570700 which increased total open position to 648875
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 180, which was 71.60 higher than the previous day. The implied volatity was -, the open interest changed by 491125 which increased total open position to 548900
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 108.4, which was 55.70 higher than the previous day. The implied volatity was -, the open interest changed by 475650 which increased total open position to 501050
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 52.7, which was -17.35 lower than the previous day. The implied volatity was -, the open interest changed by 469550 which increased total open position to 471125
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 70.05, which was 24.60 higher than the previous day. The implied volatity was -, the open interest changed by 465875 which increased total open position to 467050
On 27 Sept NIFTY was trading at 26178.95. The strike last trading price was 45.45, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by 452925 which increased total open position to 459125
On 26 Sept NIFTY was trading at 26216.05. The strike last trading price was 48.7, which was -14.85 lower than the previous day. The implied volatity was -, the open interest changed by -15975 which decreased total open position to 487375
On 25 Sept NIFTY was trading at 26004.15. The strike last trading price was 63.55, which was -21.90 lower than the previous day. The implied volatity was -, the open interest changed by 496625 which increased total open position to 497425
On 24 Sept NIFTY was trading at 25940.40. The strike last trading price was 85.45, which was -15.05 lower than the previous day. The implied volatity was -, the open interest changed by 418750 which increased total open position to 421325
On 23 Sept NIFTY was trading at 25939.05. The strike last trading price was 100.5, which was -6.35 lower than the previous day. The implied volatity was -, the open interest changed by 358175 which increased total open position to 360725
On 20 Sept NIFTY was trading at 25790.95. The strike last trading price was 106.85, which was -27.85 lower than the previous day. The implied volatity was -, the open interest changed by 109725 which increased total open position to 312575
On 19 Sept NIFTY was trading at 25415.80. The strike last trading price was 134.7, which was -39.55 lower than the previous day. The implied volatity was -, the open interest changed by 238975 which increased total open position to 241500
On 18 Sept NIFTY was trading at 25377.55. The strike last trading price was 174.25, which was 22.80 higher than the previous day. The implied volatity was -, the open interest changed by 17375 which increased total open position to 164200
On 17 Sept NIFTY was trading at 25418.55. The strike last trading price was 151.45, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 147250 which increased total open position to 147250
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 150.4, which was -19.65 lower than the previous day. The implied volatity was -, the open interest changed by 133775 which increased total open position to 133775
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 170.05, which was -28.90 lower than the previous day. The implied volatity was -, the open interest changed by 18925 which increased total open position to 126725
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 198.95, which was -119.30 lower than the previous day. The implied volatity was -, the open interest changed by 61400 which increased total open position to 107500
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 318.25, which was 46.50 higher than the previous day. The implied volatity was -, the open interest changed by 67500 which increased total open position to 109650
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 271.75, which was -58.00 lower than the previous day. The implied volatity was -, the open interest changed by 7025 which increased total open position to 108600
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 329.75, which was -52.25 lower than the previous day. The implied volatity was -, the open interest changed by 99100 which increased total open position to 101525
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 382, which was 103.50 higher than the previous day. The implied volatity was -, the open interest changed by 2175 which increased total open position to 98475
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 278.5, which was 1.20 higher than the previous day. The implied volatity was -, the open interest changed by -7775 which decreased total open position to 96450
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 277.3, which was 25.45 higher than the previous day. The implied volatity was -, the open interest changed by 4350 which increased total open position to 105500
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 251.85, which was -9.20 lower than the previous day. The implied volatity was -, the open interest changed by 97675 which increased total open position to 101175
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 261.05, which was 23.15 higher than the previous day. The implied volatity was -, the open interest changed by 48275 which increased total open position to 93050
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 237.9, which was -32.25 lower than the previous day. The implied volatity was -, the open interest changed by 4950 which increased total open position to 44825
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 270.15, which was -26.35 lower than the previous day. The implied volatity was -, the open interest changed by 3850 which increased total open position to 39875
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 296.5, which was -10.45 lower than the previous day. The implied volatity was -, the open interest changed by 32950 which increased total open position to 36075
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 306.95, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 23325
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 303.2, which was -61.85 lower than the previous day. The implied volatity was -, the open interest changed by 2225 which increased total open position to 22950
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 365.05, which was 14.30 higher than the previous day. The implied volatity was -, the open interest changed by 3500 which increased total open position to 20750
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 350.75, which was -29.25 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 17225
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 380, which was -44.00 lower than the previous day. The implied volatity was -, the open interest changed by 6325 which increased total open position to 17100
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 424, which was -68.90 lower than the previous day. The implied volatity was -, the open interest changed by 7625 which increased total open position to 10775
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 492.9, which was -22.10 lower than the previous day. The implied volatity was -, the open interest changed by 925 which increased total open position to 3075
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 515, which was -210.00 lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 1950
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 725, which was -14.00 lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1050
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 739, which was 111.00 higher than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 1050
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 628, which was -12.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 750
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 640, which was -132.00 lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 725
On 8 Aug NIFTY was trading at 24117.00. The strike last trading price was 772, 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 7 Aug NIFTY was trading at 24297.50. The strike last trading price was 772, 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 6 Aug NIFTY was trading at 23992.55. The strike last trading price was 772, which was -128.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 775
On 5 Aug NIFTY was trading at 24055.60. The strike last trading price was 900, which was 390.00 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 800
On 2 Aug NIFTY was trading at 24702.00. The strike last trading price was 510.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 850