NIFTY
Nifty
Historical option data for NIFTY
06 Sep 2024 04:11 PM IST
| NIFTY 24750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 6 Sept | 24852.15 | 224 | -241.95 | 36,85,175 | 1,55,750 | 1,72,550 | ||||
| 5 Sept | 25145.10 | 465.95 | -19.80 | 23,275 | 7,200 | 16,800 | ||||
| 4 Sept | 25198.70 | 485.75 | -111.00 | 8,300 | 850 | 9,600 | ||||
| 3 Sept | 25279.85 | 596.75 | 20.05 | 1,675 | 300 | 8,750 | ||||
| 2 Sept | 25278.70 | 576.7 | -52.70 | 4,400 | -600 | 8,450 | ||||
| 30 Aug | 25235.90 | 629.4 | 89.15 | 7,950 | -525 | 9,050 | ||||
| 29 Aug | 25151.95 | 540.25 | 82.35 | 15,800 | 6,225 | 9,575 | ||||
| 28 Aug | 25052.35 | 457.9 | 9.35 | 3,675 | -650 | 3,350 | ||||
| 27 Aug | 25017.75 | 448.55 | -38.75 | 5,225 | -250 | 4,000 | ||||
| 26 Aug | 25010.60 | 487.3 | 121.20 | 7,575 | 650 | 4,250 | ||||
| 23 Aug | 24823.15 | 366.1 | 3.40 | 10,950 | 50 | 3,600 | ||||
| 22 Aug | 24811.50 | 362.7 | 13.15 | 2,925 | 175 | 3,550 | ||||
| 21 Aug | 24770.20 | 349.55 | 39.55 | 4,925 | 75 | 3,375 | ||||
| 20 Aug | 24698.85 | 310 | 36.85 | 6,800 | 2,800 | 3,300 | ||||
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| 19 Aug | 24572.65 | 273.15 | 5.70 | 1,500 | 275 | 500 | ||||
| 16 Aug | 24541.15 | 267.45 | -43.65 | 250 | 225 | 225 | ||||
| 14 Aug | 24143.75 | 311.1 | 0.00 | 0 | 0 | 0 | ||||
| 13 Aug | 24139.00 | 311.1 | 0.00 | 0 | 0 | 0 | ||||
| 12 Aug | 24347.00 | 311.1 | 0.00 | 0 | 0 | 0 | ||||
| 9 Aug | 24367.50 | 311.1 | 0 | 0 | 0 | |||||
For Nifty - strike price 24750 expiring on 12SEP2024
Delta for 24750 CE is -
Historical price for 24750 CE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 224, which was -241.95 lower than the previous day. The implied volatity was -, the open interest changed by 155750 which increased total open position to 172550
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 465.95, which was -19.80 lower than the previous day. The implied volatity was -, the open interest changed by 7200 which increased total open position to 16800
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 485.75, which was -111.00 lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 9600
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 596.75, which was 20.05 higher than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 8750
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 576.7, which was -52.70 lower than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 8450
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 629.4, which was 89.15 higher than the previous day. The implied volatity was -, the open interest changed by -525 which decreased total open position to 9050
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 540.25, which was 82.35 higher than the previous day. The implied volatity was -, the open interest changed by 6225 which increased total open position to 9575
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 457.9, which was 9.35 higher than the previous day. The implied volatity was -, the open interest changed by -650 which decreased total open position to 3350
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 448.55, which was -38.75 lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 4000
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 487.3, which was 121.20 higher than the previous day. The implied volatity was -, the open interest changed by 650 which increased total open position to 4250
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 366.1, which was 3.40 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 3600
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 362.7, which was 13.15 higher than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 3550
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 349.55, which was 39.55 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 3375
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 310, which was 36.85 higher than the previous day. The implied volatity was -, the open interest changed by 2800 which increased total open position to 3300
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 273.15, which was 5.70 higher than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 500
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 267.45, which was -43.65 lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 225
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 311.1, 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 311.1, 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 311.1, 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 311.1, 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 24750 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 6 Sept | 24852.15 | 109.05 | 79.05 | 2,88,42,450 | 1,45,925 | 6,52,225 |
| 5 Sept | 25145.10 | 30 | -10.25 | 23,00,150 | 2,67,300 | 5,06,300 |
| 4 Sept | 25198.70 | 40.25 | 5.40 | 17,40,600 | 43,500 | 2,39,000 |
| 3 Sept | 25279.85 | 34.85 | -9.55 | 3,64,850 | 38,775 | 1,95,500 |
| 2 Sept | 25278.70 | 44.4 | 2.45 | 3,12,600 | 25,025 | 1,56,725 |
| 30 Aug | 25235.90 | 41.95 | -24.05 | 4,48,750 | 89,650 | 1,31,700 |
| 29 Aug | 25151.95 | 66 | -32.95 | 72,900 | 20,350 | 42,050 |
| 28 Aug | 25052.35 | 98.95 | -14.75 | 26,350 | 5,300 | 21,700 |
| 27 Aug | 25017.75 | 113.7 | -6.75 | 6,625 | 650 | 16,400 |
| 26 Aug | 25010.60 | 120.45 | -68.80 | 19,700 | 11,275 | 15,750 |
| 23 Aug | 24823.15 | 189.25 | -3.10 | 8,100 | 675 | 4,475 |
| 22 Aug | 24811.50 | 192.35 | -22.70 | 2,150 | 275 | 3,800 |
| 21 Aug | 24770.20 | 215.05 | -33.40 | 4,475 | 3,275 | 3,525 |
| 20 Aug | 24698.85 | 248.45 | -98.90 | 100 | 0 | 250 |
| 19 Aug | 24572.65 | 347.35 | -77.65 | 375 | 125 | 250 |
| 16 Aug | 24541.15 | 425 | 0.00 | 0 | 0 | 125 |
| 14 Aug | 24143.75 | 425 | 0.00 | 0 | 0 | 125 |
| 13 Aug | 24139.00 | 425 | 0.00 | 0 | 125 | 125 |
| 12 Aug | 24347.00 | 425 | 0.00 | 0 | 0 | 0 |
| 9 Aug | 24367.50 | 425 | 125 | 0 | 0 | |
For Nifty - strike price 24750 expiring on 12SEP2024
Delta for 24750 PE is -
Historical price for 24750 PE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 109.05, which was 79.05 higher than the previous day. The implied volatity was -, the open interest changed by 145925 which increased total open position to 652225
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 30, which was -10.25 lower than the previous day. The implied volatity was -, the open interest changed by 267300 which increased total open position to 506300
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 40.25, which was 5.40 higher than the previous day. The implied volatity was -, the open interest changed by 43500 which increased total open position to 239000
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 34.85, which was -9.55 lower than the previous day. The implied volatity was -, the open interest changed by 38775 which increased total open position to 195500
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 44.4, which was 2.45 higher than the previous day. The implied volatity was -, the open interest changed by 25025 which increased total open position to 156725
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 41.95, which was -24.05 lower than the previous day. The implied volatity was -, the open interest changed by 89650 which increased total open position to 131700
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 66, which was -32.95 lower than the previous day. The implied volatity was -, the open interest changed by 20350 which increased total open position to 42050
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 98.95, which was -14.75 lower than the previous day. The implied volatity was -, the open interest changed by 5300 which increased total open position to 21700
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 113.7, which was -6.75 lower than the previous day. The implied volatity was -, the open interest changed by 650 which increased total open position to 16400
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 120.45, which was -68.80 lower than the previous day. The implied volatity was -, the open interest changed by 11275 which increased total open position to 15750
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 189.25, which was -3.10 lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 4475
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 192.35, which was -22.70 lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 3800
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 215.05, which was -33.40 lower than the previous day. The implied volatity was -, the open interest changed by 3275 which increased total open position to 3525
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 248.45, which was -98.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 250
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 347.35, which was -77.65 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 250
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 425, 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 125
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 425, 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 125
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 425, 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 125
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 425, 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 425, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0