NIFTY
Nifty
Historical option data for NIFTY
16 Sep 2024 04:11 PM IST
| NIFTY 24750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 16 Sept | 25383.75 | 667.3 | 69.15 | 9,600 | 100 | 28,775 | ||||
| 13 Sept | 25356.50 | 598.15 | 11.35 | 15,175 | -2,750 | 28,675 | ||||
| 12 Sept | 25388.90 | 586.8 | 313.05 | 1,78,475 | -12,350 | 31,425 | ||||
| 11 Sept | 24918.45 | 273.75 | -111.95 | 79,900 | 9,750 | 43,775 | ||||
| 10 Sept | 25041.10 | 385.7 | 45.90 | 1,00,350 | 2,500 | 34,025 | ||||
| 9 Sept | 24936.40 | 339.8 | 11.95 | 1,70,300 | 11,175 | 31,525 | ||||
| 6 Sept | 24852.15 | 327.85 | -216.10 | 1,07,500 | 18,025 | 20,350 | ||||
| 5 Sept | 25145.10 | 543.95 | -0.05 | 2,050 | 175 | 2,325 | ||||
| 4 Sept | 25198.70 | 544 | -109.25 | 175 | 325 | 2,150 | ||||
| 3 Sept | 25279.85 | 653.25 | -26.45 | 2,100 | -50 | 1,825 | ||||
| 2 Sept | 25278.70 | 679.7 | 40.35 | 1,125 | -175 | 1,875 | ||||
| 30 Aug | 25235.90 | 639.35 | 138.40 | 175 | -25 | 2,050 | ||||
| 29 Aug | 25151.95 | 500.95 | -76.05 | 2,275 | 1,575 | 2,075 | ||||
| 28 Aug | 25052.35 | 577 | 23.35 | 425 | 25 | 500 | ||||
|
|
||||||||||
| 27 Aug | 25017.75 | 553.65 | -2.80 | 675 | 75 | 475 | ||||
| 26 Aug | 25010.60 | 556.45 | 113.85 | 600 | -175 | 400 | ||||
| 23 Aug | 24823.15 | 442.6 | 30.85 | 650 | 225 | 575 | ||||
| 22 Aug | 24811.50 | 411.75 | -2.25 | 450 | 125 | 350 | ||||
| 21 Aug | 24770.20 | 414 | 53.60 | 200 | -50 | 225 | ||||
| 20 Aug | 24698.85 | 360.4 | 88.90 | 150 | 275 | 275 | ||||
| 19 Aug | 24572.65 | 271.5 | 0.00 | 0 | 0 | 0 | ||||
| 16 Aug | 24541.15 | 271.5 | 200 | 0 | 0 | |||||
For Nifty - strike price 24750 expiring on 19SEP2024
Delta for 24750 CE is -
Historical price for 24750 CE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 667.3, which was 69.15 higher than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 28775
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 598.15, which was 11.35 higher than the previous day. The implied volatity was -, the open interest changed by -2750 which decreased total open position to 28675
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 586.8, which was 313.05 higher than the previous day. The implied volatity was -, the open interest changed by -12350 which decreased total open position to 31425
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 273.75, which was -111.95 lower than the previous day. The implied volatity was -, the open interest changed by 9750 which increased total open position to 43775
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 385.7, which was 45.90 higher than the previous day. The implied volatity was -, the open interest changed by 2500 which increased total open position to 34025
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 339.8, which was 11.95 higher than the previous day. The implied volatity was -, the open interest changed by 11175 which increased total open position to 31525
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 327.85, which was -216.10 lower than the previous day. The implied volatity was -, the open interest changed by 18025 which increased total open position to 20350
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 543.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 2325
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 544, which was -109.25 lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 2150
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 653.25, which was -26.45 lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 1825
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 679.7, which was 40.35 higher than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 1875
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 639.35, which was 138.40 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 2050
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 500.95, which was -76.05 lower than the previous day. The implied volatity was -, the open interest changed by 1575 which increased total open position to 2075
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 577, which was 23.35 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 500
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 553.65, which was -2.80 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 475
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 556.45, which was 113.85 higher than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 400
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 442.6, which was 30.85 higher than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 575
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 411.75, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 350
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 414, which was 53.60 higher than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 225
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 360.4, which was 88.90 higher than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 275
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 271.5, 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 271.5, 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 |
| 16 Sept | 25383.75 | 8 | -6.70 | 79,00,000 | 2,03,400 | 8,92,100 |
| 13 Sept | 25356.50 | 14.7 | -9.50 | 76,72,275 | 3,31,450 | 6,88,700 |
| 12 Sept | 25388.90 | 24.2 | -79.80 | 42,01,400 | 80,950 | 3,57,250 |
| 11 Sept | 24918.45 | 104 | 36.00 | 16,49,475 | 56,400 | 2,76,300 |
| 10 Sept | 25041.10 | 68 | -54.70 | 8,39,000 | 1,12,350 | 2,19,900 |
| 9 Sept | 24936.40 | 122.7 | -72.85 | 5,14,500 | 73,075 | 1,07,550 |
| 6 Sept | 24852.15 | 195.55 | 113.70 | 3,04,250 | 6,725 | 34,475 |
| 5 Sept | 25145.10 | 81.85 | -22.15 | 37,550 | 14,500 | 27,750 |
| 4 Sept | 25198.70 | 104 | 29.00 | 13,425 | 7,875 | 13,250 |
| 3 Sept | 25279.85 | 75 | -21.10 | 13,400 | 2,700 | 5,375 |
| 2 Sept | 25278.70 | 96.1 | 14.15 | 1,300 | 175 | 2,675 |
| 30 Aug | 25235.90 | 81.95 | -25.25 | 3,775 | 1,975 | 2,500 |
| 29 Aug | 25151.95 | 107.2 | -35.90 | 100 | 0 | 525 |
| 28 Aug | 25052.35 | 143.1 | -7.65 | 275 | 175 | 525 |
| 27 Aug | 25017.75 | 150.75 | -83.05 | 850 | 350 | 350 |
| 26 Aug | 25010.60 | 233.8 | 0.00 | 0 | 50 | 0 |
| 23 Aug | 24823.15 | 233.8 | 0.00 | 0 | 50 | 0 |
| 22 Aug | 24811.50 | 233.8 | -520.70 | 75 | 50 | 50 |
| 21 Aug | 24770.20 | 754.5 | 0.00 | 0 | 0 | 0 |
| 20 Aug | 24698.85 | 754.5 | 754.50 | 0 | 0 | 0 |
| 19 Aug | 24572.65 | 0 | 0.00 | 0 | 0 | 0 |
| 16 Aug | 24541.15 | 0 | 0 | 0 | 0 | |
For Nifty - strike price 24750 expiring on 19SEP2024
Delta for 24750 PE is -
Historical price for 24750 PE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 8, which was -6.70 lower than the previous day. The implied volatity was -, the open interest changed by 203400 which increased total open position to 892100
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 14.7, which was -9.50 lower than the previous day. The implied volatity was -, the open interest changed by 331450 which increased total open position to 688700
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 24.2, which was -79.80 lower than the previous day. The implied volatity was -, the open interest changed by 80950 which increased total open position to 357250
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 104, which was 36.00 higher than the previous day. The implied volatity was -, the open interest changed by 56400 which increased total open position to 276300
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 68, which was -54.70 lower than the previous day. The implied volatity was -, the open interest changed by 112350 which increased total open position to 219900
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 122.7, which was -72.85 lower than the previous day. The implied volatity was -, the open interest changed by 73075 which increased total open position to 107550
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 195.55, which was 113.70 higher than the previous day. The implied volatity was -, the open interest changed by 6725 which increased total open position to 34475
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 81.85, which was -22.15 lower than the previous day. The implied volatity was -, the open interest changed by 14500 which increased total open position to 27750
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 104, which was 29.00 higher than the previous day. The implied volatity was -, the open interest changed by 7875 which increased total open position to 13250
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 75, which was -21.10 lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 5375
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 96.1, which was 14.15 higher than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 2675
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 81.95, which was -25.25 lower than the previous day. The implied volatity was -, the open interest changed by 1975 which increased total open position to 2500
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 107.2, which was -35.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 525
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 143.1, which was -7.65 lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 525
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 150.75, which was -83.05 lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 350
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 233.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 233.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 233.8, which was -520.70 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 754.5, 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 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 754.5, which was 754.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 0, 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 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