NIFTY
Nifty
Historical option data for NIFTY
06 Sep 2024 04:11 PM IST
| NIFTY 24700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 6 Sept | 24852.15 | 257.7 | -252.30 | 65,47,100 | 3,51,425 | 5,26,500 | ||||
|
|
||||||||||
| 5 Sept | 25145.10 | 510 | -24.85 | 1,85,325 | 1,10,700 | 1,75,075 | ||||
| 4 Sept | 25198.70 | 534.85 | -92.25 | 82,375 | 37,475 | 64,375 | ||||
| 3 Sept | 25279.85 | 627.1 | 6.50 | 8,650 | 2,925 | 26,900 | ||||
| 2 Sept | 25278.70 | 620.6 | -54.40 | 40,925 | 8,050 | 23,975 | ||||
| 30 Aug | 25235.90 | 675 | 84.65 | 12,550 | -3,325 | 15,925 | ||||
| 29 Aug | 25151.95 | 590.35 | 89.00 | 22,450 | 2,925 | 19,250 | ||||
| 28 Aug | 25052.35 | 501.35 | 18.55 | 13,300 | -8,475 | 16,325 | ||||
| 27 Aug | 25017.75 | 482.8 | -39.55 | 36,350 | 775 | 24,800 | ||||
| 26 Aug | 25010.60 | 522.35 | 117.40 | 28,675 | 50 | 24,025 | ||||
| 23 Aug | 24823.15 | 404.95 | 13.50 | 22,800 | 7,200 | 23,975 | ||||
| 22 Aug | 24811.50 | 391.45 | 14.30 | 12,950 | 5,275 | 16,775 | ||||
| 21 Aug | 24770.20 | 377.15 | 38.35 | 20,150 | 5,975 | 11,500 | ||||
| 20 Aug | 24698.85 | 338.8 | 44.95 | 14,700 | 3,450 | 5,525 | ||||
| 19 Aug | 24572.65 | 293.85 | 1.20 | 3,975 | 700 | 2,075 | ||||
| 16 Aug | 24541.15 | 292.65 | -36.15 | 3,275 | 1,375 | 1,375 | ||||
| 14 Aug | 24143.75 | 328.8 | 0.00 | 0 | 0 | 0 | ||||
| 13 Aug | 24139.00 | 328.8 | 0.00 | 0 | 0 | 0 | ||||
| 12 Aug | 24347.00 | 328.8 | 0.00 | 0 | 0 | 0 | ||||
| 9 Aug | 24367.50 | 328.8 | 0 | 0 | 0 | |||||
For Nifty - strike price 24700 expiring on 12SEP2024
Delta for 24700 CE is -
Historical price for 24700 CE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 257.7, which was -252.30 lower than the previous day. The implied volatity was -, the open interest changed by 351425 which increased total open position to 526500
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 510, which was -24.85 lower than the previous day. The implied volatity was -, the open interest changed by 110700 which increased total open position to 175075
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 534.85, which was -92.25 lower than the previous day. The implied volatity was -, the open interest changed by 37475 which increased total open position to 64375
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 627.1, which was 6.50 higher than the previous day. The implied volatity was -, the open interest changed by 2925 which increased total open position to 26900
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 620.6, which was -54.40 lower than the previous day. The implied volatity was -, the open interest changed by 8050 which increased total open position to 23975
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 675, which was 84.65 higher than the previous day. The implied volatity was -, the open interest changed by -3325 which decreased total open position to 15925
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 590.35, which was 89.00 higher than the previous day. The implied volatity was -, the open interest changed by 2925 which increased total open position to 19250
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 501.35, which was 18.55 higher than the previous day. The implied volatity was -, the open interest changed by -8475 which decreased total open position to 16325
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 482.8, which was -39.55 lower than the previous day. The implied volatity was -, the open interest changed by 775 which increased total open position to 24800
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 522.35, which was 117.40 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 24025
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 404.95, which was 13.50 higher than the previous day. The implied volatity was -, the open interest changed by 7200 which increased total open position to 23975
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 391.45, which was 14.30 higher than the previous day. The implied volatity was -, the open interest changed by 5275 which increased total open position to 16775
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 377.15, which was 38.35 higher than the previous day. The implied volatity was -, the open interest changed by 5975 which increased total open position to 11500
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 338.8, which was 44.95 higher than the previous day. The implied volatity was -, the open interest changed by 3450 which increased total open position to 5525
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 293.85, which was 1.20 higher than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 2075
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 292.65, which was -36.15 lower than the previous day. The implied volatity was -, the open interest changed by 1375 which increased total open position to 1375
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 328.8, 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 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 328.8, 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 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 328.8, 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 328.8, 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 24700 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 6 Sept | 24852.15 | 93 | 68.45 | 5,15,17,175 | 3,01,800 | 21,81,475 |
| 5 Sept | 25145.10 | 24.55 | -9.70 | 60,00,550 | 10,27,450 | 18,79,675 |
| 4 Sept | 25198.70 | 34.25 | 3.25 | 32,78,900 | 2,69,825 | 8,52,225 |
| 3 Sept | 25279.85 | 31 | -8.90 | 11,25,475 | 1,58,200 | 5,82,400 |
| 2 Sept | 25278.70 | 39.9 | 1.55 | 9,71,750 | 93,875 | 4,24,200 |
| 30 Aug | 25235.90 | 38.35 | -19.20 | 7,73,525 | 1,06,350 | 3,30,325 |
| 29 Aug | 25151.95 | 57.55 | -27.45 | 8,72,125 | 90,800 | 2,23,975 |
| 28 Aug | 25052.35 | 85 | -15.40 | 2,30,800 | 17,275 | 1,33,175 |
| 27 Aug | 25017.75 | 100.4 | -5.60 | 1,93,825 | 47,625 | 1,15,900 |
| 26 Aug | 25010.60 | 106 | -64.00 | 1,16,600 | 28,975 | 68,275 |
| 23 Aug | 24823.15 | 170 | -1.00 | 69,000 | 24,300 | 39,300 |
| 22 Aug | 24811.50 | 171 | -30.45 | 22,475 | 2,175 | 15,000 |
| 21 Aug | 24770.20 | 201.45 | -46.55 | 25,025 | 1,200 | 12,825 |
| 20 Aug | 24698.85 | 248 | -492.45 | 22,425 | 11,625 | 11,625 |
| 19 Aug | 24572.65 | 740.45 | 0.00 | 0 | 0 | 0 |
| 16 Aug | 24541.15 | 740.45 | 0.00 | 0 | 0 | 0 |
| 14 Aug | 24143.75 | 740.45 | 0.00 | 0 | 0 | 0 |
| 13 Aug | 24139.00 | 740.45 | 0.00 | 0 | 0 | 0 |
| 12 Aug | 24347.00 | 740.45 | 0.00 | 0 | 0 | 0 |
| 9 Aug | 24367.50 | 740.45 | 0 | 0 | 0 | |
For Nifty - strike price 24700 expiring on 12SEP2024
Delta for 24700 PE is -
Historical price for 24700 PE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 93, which was 68.45 higher than the previous day. The implied volatity was -, the open interest changed by 301800 which increased total open position to 2181475
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 24.55, which was -9.70 lower than the previous day. The implied volatity was -, the open interest changed by 1027450 which increased total open position to 1879675
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 34.25, which was 3.25 higher than the previous day. The implied volatity was -, the open interest changed by 269825 which increased total open position to 852225
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 31, which was -8.90 lower than the previous day. The implied volatity was -, the open interest changed by 158200 which increased total open position to 582400
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 39.9, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by 93875 which increased total open position to 424200
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 38.35, which was -19.20 lower than the previous day. The implied volatity was -, the open interest changed by 106350 which increased total open position to 330325
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 57.55, which was -27.45 lower than the previous day. The implied volatity was -, the open interest changed by 90800 which increased total open position to 223975
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 85, which was -15.40 lower than the previous day. The implied volatity was -, the open interest changed by 17275 which increased total open position to 133175
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 100.4, which was -5.60 lower than the previous day. The implied volatity was -, the open interest changed by 47625 which increased total open position to 115900
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 106, which was -64.00 lower than the previous day. The implied volatity was -, the open interest changed by 28975 which increased total open position to 68275
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 170, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 24300 which increased total open position to 39300
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 171, which was -30.45 lower than the previous day. The implied volatity was -, the open interest changed by 2175 which increased total open position to 15000
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 201.45, which was -46.55 lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 12825
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 248, which was -492.45 lower than the previous day. The implied volatity was -, the open interest changed by 11625 which increased total open position to 11625
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 740.45, 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 740.45, 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 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 740.45, 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 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 740.45, 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 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 740.45, 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 740.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0