NIFTY
Nifty
Historical option data for NIFTY
16 Sep 2024 04:11 PM IST
| NIFTY 24700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 16 Sept | 25383.75 | 710.25 | 66.95 | 2,61,950 | 51,975 | 1,79,950 | ||||
| 13 Sept | 25356.50 | 643.3 | 10.30 | 58,775 | -9,150 | 1,27,975 | ||||
| 12 Sept | 25388.90 | 633 | 326.20 | 5,74,825 | 35,500 | 1,37,125 | ||||
| 11 Sept | 24918.45 | 306.8 | -122.60 | 2,23,000 | 35,450 | 1,01,625 | ||||
| 10 Sept | 25041.10 | 429.4 | 60.40 | 1,76,675 | 22,975 | 66,175 | ||||
| 9 Sept | 24936.40 | 369 | 14.60 | 3,06,100 | 6,650 | 43,200 | ||||
| 6 Sept | 24852.15 | 354.4 | -218.70 | 1,58,175 | 33,275 | 36,550 | ||||
| 5 Sept | 25145.10 | 573.1 | -29.65 | 2,600 | 775 | 3,275 | ||||
| 4 Sept | 25198.70 | 602.75 | -97.25 | 750 | 0 | 2,500 | ||||
| 3 Sept | 25279.85 | 700 | 15.00 | 100 | 0 | 2,500 | ||||
| 2 Sept | 25278.70 | 685 | 20.00 | 125 | 50 | 2,500 | ||||
| 30 Aug | 25235.90 | 665 | 32.25 | 200 | -225 | 2,450 | ||||
| 29 Aug | 25151.95 | 632.75 | 51.45 | 3,375 | 1,250 | 2,675 | ||||
| 28 Aug | 25052.35 | 581.3 | 35.10 | 1,150 | -775 | 1,425 | ||||
| 27 Aug | 25017.75 | 546.2 | -46.60 | 775 | -100 | 2,200 | ||||
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| 26 Aug | 25010.60 | 592.8 | 131.30 | 1,250 | -600 | 2,300 | ||||
| 23 Aug | 24823.15 | 461.5 | 4.50 | 4,300 | 1,925 | 2,900 | ||||
| 22 Aug | 24811.50 | 457 | 25.80 | 525 | -125 | 975 | ||||
| 21 Aug | 24770.20 | 431.2 | 36.45 | 3,050 | -225 | 1,100 | ||||
| 20 Aug | 24698.85 | 394.75 | 44.90 | 4,325 | 625 | 1,325 | ||||
| 19 Aug | 24572.65 | 349.85 | 11.80 | 1,275 | 700 | 700 | ||||
| 16 Aug | 24541.15 | 338.05 | 0 | 0 | 0 | |||||
For Nifty - strike price 24700 expiring on 19SEP2024
Delta for 24700 CE is -
Historical price for 24700 CE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 710.25, which was 66.95 higher than the previous day. The implied volatity was -, the open interest changed by 51975 which increased total open position to 179950
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 643.3, which was 10.30 higher than the previous day. The implied volatity was -, the open interest changed by -9150 which decreased total open position to 127975
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 633, which was 326.20 higher than the previous day. The implied volatity was -, the open interest changed by 35500 which increased total open position to 137125
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 306.8, which was -122.60 lower than the previous day. The implied volatity was -, the open interest changed by 35450 which increased total open position to 101625
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 429.4, which was 60.40 higher than the previous day. The implied volatity was -, the open interest changed by 22975 which increased total open position to 66175
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 369, which was 14.60 higher than the previous day. The implied volatity was -, the open interest changed by 6650 which increased total open position to 43200
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 354.4, which was -218.70 lower than the previous day. The implied volatity was -, the open interest changed by 33275 which increased total open position to 36550
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 573.1, which was -29.65 lower than the previous day. The implied volatity was -, the open interest changed by 775 which increased total open position to 3275
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 602.75, which was -97.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2500
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 700, which was 15.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2500
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 685, which was 20.00 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2500
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 665, which was 32.25 higher than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 2450
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 632.75, which was 51.45 higher than the previous day. The implied volatity was -, the open interest changed by 1250 which increased total open position to 2675
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 581.3, which was 35.10 higher than the previous day. The implied volatity was -, the open interest changed by -775 which decreased total open position to 1425
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 546.2, which was -46.60 lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 2200
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 592.8, which was 131.30 higher than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 2300
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 461.5, which was 4.50 higher than the previous day. The implied volatity was -, the open interest changed by 1925 which increased total open position to 2900
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 457, which was 25.80 higher than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 975
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 431.2, which was 36.45 higher than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 1100
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 394.75, which was 44.90 higher than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 1325
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 349.85, which was 11.80 higher than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 700
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 338.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTY 24700 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 16 Sept | 25383.75 | 7.55 | -5.50 | 1,20,92,075 | 2,82,200 | 19,20,300 |
| 13 Sept | 25356.50 | 13.05 | -8.15 | 1,17,92,475 | 5,975 | 16,38,100 |
| 12 Sept | 25388.90 | 21.2 | -66.80 | 1,14,25,325 | 7,62,625 | 16,32,125 |
| 11 Sept | 24918.45 | 88 | 29.75 | 51,23,675 | 4,15,975 | 8,69,500 |
| 10 Sept | 25041.10 | 58.25 | -49.30 | 24,51,325 | 2,24,800 | 4,53,525 |
| 9 Sept | 24936.40 | 107.55 | -67.15 | 11,28,325 | 42,350 | 2,28,725 |
| 6 Sept | 24852.15 | 174.7 | 101.20 | 11,98,075 | -60,075 | 1,86,375 |
| 5 Sept | 25145.10 | 73.5 | -10.15 | 3,89,700 | 1,46,125 | 2,46,450 |
| 4 Sept | 25198.70 | 83.65 | 16.65 | 2,05,925 | 66,000 | 1,00,325 |
| 3 Sept | 25279.85 | 67 | -10.80 | 30,950 | -2,300 | 34,325 |
| 2 Sept | 25278.70 | 77.8 | 1.90 | 55,325 | 11,875 | 36,625 |
| 30 Aug | 25235.90 | 75.9 | -29.40 | 52,650 | 10,850 | 24,750 |
| 29 Aug | 25151.95 | 105.3 | -22.10 | 27,475 | 6,150 | 13,900 |
| 28 Aug | 25052.35 | 127.4 | -14.75 | 7,050 | -175 | 7,750 |
| 27 Aug | 25017.75 | 142.15 | -7.70 | 7,325 | 1,475 | 7,925 |
| 26 Aug | 25010.60 | 149.85 | -63.80 | 7,075 | 1,525 | 6,450 |
| 23 Aug | 24823.15 | 213.65 | 1.50 | 4,500 | 1,900 | 4,925 |
| 22 Aug | 24811.50 | 212.15 | -22.85 | 1,525 | 275 | 3,025 |
| 21 Aug | 24770.20 | 235 | -41.85 | 4,150 | 2,600 | 2,750 |
| 20 Aug | 24698.85 | 276.85 | -446.10 | 175 | 150 | 150 |
| 19 Aug | 24572.65 | 722.95 | 722.95 | 0 | 0 | 0 |
| 16 Aug | 24541.15 | 0 | 0 | 0 | 0 | |
For Nifty - strike price 24700 expiring on 19SEP2024
Delta for 24700 PE is -
Historical price for 24700 PE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 7.55, which was -5.50 lower than the previous day. The implied volatity was -, the open interest changed by 282200 which increased total open position to 1920300
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 13.05, which was -8.15 lower than the previous day. The implied volatity was -, the open interest changed by 5975 which increased total open position to 1638100
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 21.2, which was -66.80 lower than the previous day. The implied volatity was -, the open interest changed by 762625 which increased total open position to 1632125
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 88, which was 29.75 higher than the previous day. The implied volatity was -, the open interest changed by 415975 which increased total open position to 869500
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 58.25, which was -49.30 lower than the previous day. The implied volatity was -, the open interest changed by 224800 which increased total open position to 453525
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 107.55, which was -67.15 lower than the previous day. The implied volatity was -, the open interest changed by 42350 which increased total open position to 228725
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 174.7, which was 101.20 higher than the previous day. The implied volatity was -, the open interest changed by -60075 which decreased total open position to 186375
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 73.5, which was -10.15 lower than the previous day. The implied volatity was -, the open interest changed by 146125 which increased total open position to 246450
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 83.65, which was 16.65 higher than the previous day. The implied volatity was -, the open interest changed by 66000 which increased total open position to 100325
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 67, which was -10.80 lower than the previous day. The implied volatity was -, the open interest changed by -2300 which decreased total open position to 34325
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 77.8, which was 1.90 higher than the previous day. The implied volatity was -, the open interest changed by 11875 which increased total open position to 36625
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 75.9, which was -29.40 lower than the previous day. The implied volatity was -, the open interest changed by 10850 which increased total open position to 24750
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 105.3, which was -22.10 lower than the previous day. The implied volatity was -, the open interest changed by 6150 which increased total open position to 13900
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 127.4, which was -14.75 lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 7750
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 142.15, which was -7.70 lower than the previous day. The implied volatity was -, the open interest changed by 1475 which increased total open position to 7925
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 149.85, which was -63.80 lower than the previous day. The implied volatity was -, the open interest changed by 1525 which increased total open position to 6450
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 213.65, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by 1900 which increased total open position to 4925
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 212.15, which was -22.85 lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 3025
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 235, which was -41.85 lower than the previous day. The implied volatity was -, the open interest changed by 2600 which increased total open position to 2750
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 276.85, which was -446.10 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 722.95, which was 722.95 higher 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 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