NIFTY
Nifty
Historical option data for NIFTY
29 Oct 2024 04:11 PM IST
NIFTY 24800 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
29 Oct | 24466.85 | 8.25 | 1.15 | 5,96,43,975 | -2,07,125 | 55,64,050 | ||||
28 Oct | 24339.15 | 7.1 | -2.85 | 4,80,52,250 | 16,41,975 | 58,34,100 | ||||
25 Oct | 24180.80 | 9.95 | -31.05 | 3,54,18,525 | 6,10,875 | 41,92,125 | ||||
24 Oct | 24399.40 | 41 | -16.25 | 1,25,17,700 | -42,34,525 | 36,02,050 | ||||
23 Oct | 24435.50 | 57.25 | -29.75 | 79,24,350 | -37,76,675 | 24,03,750 | ||||
22 Oct | 24472.10 | 87 | -96.00 | 1,02,06,250 | 4,94,800 | 22,09,325 | ||||
21 Oct | 24781.10 | 183 | -121.90 | 65,91,700 | 4,53,375 | 18,00,625 | ||||
18 Oct | 24854.05 | 304.9 | 49.90 | 48,86,100 | 2,34,400 | 13,49,775 | ||||
17 Oct | 24749.85 | 255 | -117.00 | 32,06,225 | 7,27,050 | 11,18,950 | ||||
16 Oct | 24971.30 | 372 | -89.00 | 4,60,675 | -1,80,650 | 3,96,600 | ||||
15 Oct | 25057.35 | 461 | -66.65 | 2,99,150 | 5,000 | 3,84,350 | ||||
14 Oct | 25127.95 | 527.65 | 95.65 | 2,52,925 | -15,275 | 3,81,375 | ||||
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11 Oct | 24964.25 | 432 | -53.15 | 3,04,825 | 3,77,025 | 3,96,725 | ||||
10 Oct | 24998.45 | 485.15 | -39.75 | 2,53,925 | 3,71,975 | 3,94,425 | ||||
9 Oct | 24981.95 | 524.9 | -36.50 | 6,89,575 | 3,46,750 | 3,66,475 | ||||
8 Oct | 25013.15 | 561.4 | 84.40 | 11,14,275 | 4,48,325 | 4,65,050 | ||||
7 Oct | 24795.75 | 477 | -119.35 | 13,48,150 | 4,58,725 | 4,58,750 | ||||
4 Oct | 25014.60 | 596.35 | -191.75 | 2,73,550 | 1,22,175 | 1,22,175 | ||||
3 Oct | 25250.10 | 788.1 | -419.55 | 35,850 | 3,775 | 58,725 | ||||
1 Oct | 25796.90 | 1207.65 | -52.85 | 3,300 | -7,175 | 48,900 | ||||
30 Sept | 25810.85 | 1260.5 | -280.85 | 6,250 | -11,300 | 48,725 | ||||
27 Sept | 26178.95 | 1541.35 | 32.35 | 2,775 | 48,425 | 48,425 | ||||
26 Sept | 26216.05 | 1509 | 114.85 | 12,800 | 48,725 | 48,725 | ||||
25 Sept | 26004.15 | 1394.15 | 19.50 | 4,400 | 49,125 | 49,125 | ||||
24 Sept | 25940.40 | 1374.65 | 42.10 | 5,750 | 50,000 | 50,000 | ||||
23 Sept | 25939.05 | 1332.55 | 113.70 | 4,200 | 50,150 | 50,225 | ||||
20 Sept | 25790.95 | 1218.85 | 259.20 | 17,675 | 51,400 | 51,400 | ||||
19 Sept | 25415.80 | 959.65 | 54.75 | 18,650 | 53,300 | 53,300 | ||||
18 Sept | 25377.55 | 904.9 | -40.70 | 12,575 | 55,450 | 55,450 | ||||
17 Sept | 25418.55 | 945.6 | 10.05 | 8,775 | 59,750 | 59,750 | ||||
16 Sept | 25383.75 | 935.55 | 50.75 | 6,150 | 62,650 | 62,650 | ||||
13 Sept | 25356.50 | 884.8 | 12.55 | 11,775 | 63,050 | 63,050 | ||||
12 Sept | 25388.90 | 872.25 | 246.05 | 74,050 | 66,425 | 66,425 | ||||
11 Sept | 24918.45 | 626.2 | -95.50 | 25,500 | 55,375 | 55,375 | ||||
10 Sept | 25041.10 | 721.7 | 43.55 | 57,650 | 56,200 | 56,200 | ||||
9 Sept | 24936.40 | 678.15 | 16.15 | 58,025 | 59,175 | 61,325 | ||||
6 Sept | 24852.15 | 662 | -204.00 | 42,725 | 41,350 | 41,425 | ||||
5 Sept | 25145.10 | 866 | -20.00 | 4,225 | 31,600 | 31,675 | ||||
4 Sept | 25198.70 | 886 | -59.85 | 8,675 | 31,650 | 31,725 | ||||
3 Sept | 25279.85 | 945.85 | 8.55 | 4,150 | 32,850 | 32,925 | ||||
2 Sept | 25278.70 | 937.3 | -27.50 | 4,050 | 34,750 | 34,825 | ||||
30 Aug | 25235.90 | 964.8 | 97.60 | 8,425 | 35,825 | 35,900 | ||||
29 Aug | 25151.95 | 867.2 | 49.30 | 17,850 | 38,625 | 38,700 | ||||
28 Aug | 25052.35 | 817.9 | 28.25 | 13,025 | -50 | 34,475 | ||||
27 Aug | 25017.75 | 789.65 | -29.30 | 15,475 | 34,350 | 34,450 | ||||
26 Aug | 25010.60 | 818.95 | 115.95 | 17,400 | 34,375 | 34,450 | ||||
23 Aug | 24823.15 | 703 | 21.00 | 28,300 | 17,350 | 32,150 | ||||
22 Aug | 24811.50 | 682 | 5.05 | 13,225 | 4,275 | 14,425 | ||||
21 Aug | 24770.20 | 676.95 | 40.95 | 5,700 | 2,350 | 9,575 | ||||
20 Aug | 24698.85 | 636 | 51.05 | 4,850 | -325 | 7,225 | ||||
19 Aug | 24572.65 | 584.95 | -13.55 | 5,050 | 1,750 | 7,550 | ||||
16 Aug | 24541.15 | 598.5 | 159.50 | 5,025 | 1,775 | 5,850 | ||||
14 Aug | 24143.75 | 439 | -9.00 | 1,125 | 450 | 4,075 | ||||
13 Aug | 24139.00 | 448 | -131.70 | 2,075 | 275 | 3,625 | ||||
12 Aug | 24347.00 | 579.7 | 32.60 | 700 | 25 | 3,325 | ||||
9 Aug | 24367.50 | 547.1 | 70.10 | 550 | 50 | 3,375 | ||||
8 Aug | 24117.00 | 477 | -39.40 | 525 | 75 | 3,325 | ||||
7 Aug | 24297.50 | 516.4 | 67.40 | 350 | 75 | 3,250 | ||||
6 Aug | 23992.55 | 449 | -71.00 | 525 | -75 | 3,050 | ||||
5 Aug | 24055.60 | 520 | -208.00 | 1,175 | 375 | 3,350 | ||||
2 Aug | 24702.00 | 728.00 | 4,100 | 2,250 | 2,950 |
For Nifty - strike price 24800 expiring on 31OCT2024
Delta for 24800 CE is -
Historical price for 24800 CE is as follows
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 8.25, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by -207125 which decreased total open position to 5564050
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 7.1, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by 1641975 which increased total open position to 5834100
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 9.95, which was -31.05 lower than the previous day. The implied volatity was -, the open interest changed by 610875 which increased total open position to 4192125
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 41, which was -16.25 lower than the previous day. The implied volatity was -, the open interest changed by -4234525 which decreased total open position to 3602050
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 57.25, which was -29.75 lower than the previous day. The implied volatity was -, the open interest changed by -3776675 which decreased total open position to 2403750
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 87, which was -96.00 lower than the previous day. The implied volatity was -, the open interest changed by 494800 which increased total open position to 2209325
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 183, which was -121.90 lower than the previous day. The implied volatity was -, the open interest changed by 453375 which increased total open position to 1800625
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 304.9, which was 49.90 higher than the previous day. The implied volatity was -, the open interest changed by 234400 which increased total open position to 1349775
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 255, which was -117.00 lower than the previous day. The implied volatity was -, the open interest changed by 727050 which increased total open position to 1118950
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 372, which was -89.00 lower than the previous day. The implied volatity was -, the open interest changed by -180650 which decreased total open position to 396600
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 461, which was -66.65 lower than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 384350
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 527.65, which was 95.65 higher than the previous day. The implied volatity was -, the open interest changed by -15275 which decreased total open position to 381375
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 432, which was -53.15 lower than the previous day. The implied volatity was -, the open interest changed by 377025 which increased total open position to 396725
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 485.15, which was -39.75 lower than the previous day. The implied volatity was -, the open interest changed by 371975 which increased total open position to 394425
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 524.9, which was -36.50 lower than the previous day. The implied volatity was -, the open interest changed by 346750 which increased total open position to 366475
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 561.4, which was 84.40 higher than the previous day. The implied volatity was -, the open interest changed by 448325 which increased total open position to 465050
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 477, which was -119.35 lower than the previous day. The implied volatity was -, the open interest changed by 458725 which increased total open position to 458750
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 596.35, which was -191.75 lower than the previous day. The implied volatity was -, the open interest changed by 122175 which increased total open position to 122175
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 788.1, which was -419.55 lower than the previous day. The implied volatity was -, the open interest changed by 3775 which increased total open position to 58725
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 1207.65, which was -52.85 lower than the previous day. The implied volatity was -, the open interest changed by -7175 which decreased total open position to 48900
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 1260.5, which was -280.85 lower than the previous day. The implied volatity was -, the open interest changed by -11300 which decreased total open position to 48725
On 27 Sept NIFTY was trading at 26178.95. The strike last trading price was 1541.35, which was 32.35 higher than the previous day. The implied volatity was -, the open interest changed by 48425 which increased total open position to 48425
On 26 Sept NIFTY was trading at 26216.05. The strike last trading price was 1509, which was 114.85 higher than the previous day. The implied volatity was -, the open interest changed by 48725 which increased total open position to 48725
On 25 Sept NIFTY was trading at 26004.15. The strike last trading price was 1394.15, which was 19.50 higher than the previous day. The implied volatity was -, the open interest changed by 49125 which increased total open position to 49125
On 24 Sept NIFTY was trading at 25940.40. The strike last trading price was 1374.65, which was 42.10 higher than the previous day. The implied volatity was -, the open interest changed by 50000 which increased total open position to 50000
On 23 Sept NIFTY was trading at 25939.05. The strike last trading price was 1332.55, which was 113.70 higher than the previous day. The implied volatity was -, the open interest changed by 50150 which increased total open position to 50225
On 20 Sept NIFTY was trading at 25790.95. The strike last trading price was 1218.85, which was 259.20 higher than the previous day. The implied volatity was -, the open interest changed by 51400 which increased total open position to 51400
On 19 Sept NIFTY was trading at 25415.80. The strike last trading price was 959.65, which was 54.75 higher than the previous day. The implied volatity was -, the open interest changed by 53300 which increased total open position to 53300
On 18 Sept NIFTY was trading at 25377.55. The strike last trading price was 904.9, which was -40.70 lower than the previous day. The implied volatity was -, the open interest changed by 55450 which increased total open position to 55450
On 17 Sept NIFTY was trading at 25418.55. The strike last trading price was 945.6, which was 10.05 higher than the previous day. The implied volatity was -, the open interest changed by 59750 which increased total open position to 59750
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 935.55, which was 50.75 higher than the previous day. The implied volatity was -, the open interest changed by 62650 which increased total open position to 62650
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 884.8, which was 12.55 higher than the previous day. The implied volatity was -, the open interest changed by 63050 which increased total open position to 63050
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 872.25, which was 246.05 higher than the previous day. The implied volatity was -, the open interest changed by 66425 which increased total open position to 66425
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 626.2, which was -95.50 lower than the previous day. The implied volatity was -, the open interest changed by 55375 which increased total open position to 55375
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 721.7, which was 43.55 higher than the previous day. The implied volatity was -, the open interest changed by 56200 which increased total open position to 56200
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 678.15, which was 16.15 higher than the previous day. The implied volatity was -, the open interest changed by 59175 which increased total open position to 61325
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 662, which was -204.00 lower than the previous day. The implied volatity was -, the open interest changed by 41350 which increased total open position to 41425
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 866, which was -20.00 lower than the previous day. The implied volatity was -, the open interest changed by 31600 which increased total open position to 31675
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 886, which was -59.85 lower than the previous day. The implied volatity was -, the open interest changed by 31650 which increased total open position to 31725
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 945.85, which was 8.55 higher than the previous day. The implied volatity was -, the open interest changed by 32850 which increased total open position to 32925
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 937.3, which was -27.50 lower than the previous day. The implied volatity was -, the open interest changed by 34750 which increased total open position to 34825
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 964.8, which was 97.60 higher than the previous day. The implied volatity was -, the open interest changed by 35825 which increased total open position to 35900
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 867.2, which was 49.30 higher than the previous day. The implied volatity was -, the open interest changed by 38625 which increased total open position to 38700
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 817.9, which was 28.25 higher than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 34475
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 789.65, which was -29.30 lower than the previous day. The implied volatity was -, the open interest changed by 34350 which increased total open position to 34450
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 818.95, which was 115.95 higher than the previous day. The implied volatity was -, the open interest changed by 34375 which increased total open position to 34450
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 703, which was 21.00 higher than the previous day. The implied volatity was -, the open interest changed by 17350 which increased total open position to 32150
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 682, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by 4275 which increased total open position to 14425
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 676.95, which was 40.95 higher than the previous day. The implied volatity was -, the open interest changed by 2350 which increased total open position to 9575
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 636, which was 51.05 higher than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 7225
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 584.95, which was -13.55 lower than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 7550
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 598.5, which was 159.50 higher than the previous day. The implied volatity was -, the open interest changed by 1775 which increased total open position to 5850
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 439, which was -9.00 lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 4075
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 448, which was -131.70 lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 3625
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 579.7, which was 32.60 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 3325
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 547.1, which was 70.10 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 3375
On 8 Aug NIFTY was trading at 24117.00. The strike last trading price was 477, which was -39.40 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 3325
On 7 Aug NIFTY was trading at 24297.50. The strike last trading price was 516.4, which was 67.40 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 3250
On 6 Aug NIFTY was trading at 23992.55. The strike last trading price was 449, which was -71.00 lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 3050
On 5 Aug NIFTY was trading at 24055.60. The strike last trading price was 520, which was -208.00 lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 3350
On 2 Aug NIFTY was trading at 24702.00. The strike last trading price was 728.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 2950
NIFTY 24800 PE | ||||||
---|---|---|---|---|---|---|
Date | Close | Ltp | Change | Volume | Change OI | OI |
29 Oct | 24466.85 | 335 | -105.85 | 6,52,000 | -1,03,600 | 10,24,175 |
28 Oct | 24339.15 | 440.85 | -154.15 | 10,87,900 | -73,000 | 11,73,125 |
25 Oct | 24180.80 | 595 | 225.00 | 14,67,025 | 33,050 | 12,46,125 |
24 Oct | 24399.40 | 370 | 2.55 | 11,01,375 | -73,425 | 15,04,375 |
23 Oct | 24435.50 | 367.45 | 11.45 | 28,03,800 | -2,70,050 | 16,71,775 |
22 Oct | 24472.10 | 356 | 134.00 | 85,14,150 | -1,07,600 | 19,04,425 |
21 Oct | 24781.10 | 222 | 84.50 | 73,73,000 | 87,375 | 20,36,625 |
18 Oct | 24854.05 | 137.5 | -73.25 | 56,05,050 | 2,07,450 | 19,72,500 |
17 Oct | 24749.85 | 210.75 | 71.60 | 45,43,175 | 4,63,275 | 17,78,775 |
16 Oct | 24971.30 | 139.15 | 17.15 | 26,07,400 | 30,700 | 13,39,550 |
15 Oct | 25057.35 | 122 | 26.00 | 16,06,250 | -21,750 | 13,11,300 |
14 Oct | 25127.95 | 96 | -85.00 | 13,13,250 | 2,00,225 | 13,36,725 |
11 Oct | 24964.25 | 181 | 13.00 | 12,36,300 | -57,20,000 | 11,35,525 |
10 Oct | 24998.45 | 168 | -17.15 | 12,67,075 | -30,83,150 | 12,74,175 |
9 Oct | 24981.95 | 185.15 | -19.95 | 18,65,150 | -16,96,100 | 13,25,125 |
8 Oct | 25013.15 | 205.1 | -64.95 | 23,55,275 | -9,10,500 | 13,97,750 |
7 Oct | 24795.75 | 270.05 | 62.95 | 32,50,550 | -7,24,800 | 13,57,925 |
4 Oct | 25014.60 | 207.1 | 75.15 | 25,40,100 | -13,100 | 9,93,825 |
3 Oct | 25250.10 | 131.95 | 74.20 | 19,48,425 | 9,54,750 | 9,59,550 |
1 Oct | 25796.90 | 57.75 | -17.80 | 7,91,850 | 8,52,550 | 8,56,100 |
30 Sept | 25810.85 | 75.55 | 26.15 | 8,36,475 | 7,65,275 | 7,67,525 |
27 Sept | 26178.95 | 49.4 | -9.35 | 6,79,525 | 7,65,900 | 7,66,825 |
26 Sept | 26216.05 | 58.75 | -11.80 | 10,01,500 | 4,38,375 | 7,41,475 |
25 Sept | 26004.15 | 70.55 | -22.95 | 5,71,200 | 5,20,375 | 8,09,100 |
24 Sept | 25940.40 | 93.5 | -18.40 | 3,28,075 | 4,35,575 | 6,90,475 |
23 Sept | 25939.05 | 111.9 | -8.10 | 5,59,900 | 3,51,600 | 6,40,175 |
20 Sept | 25790.95 | 120 | -30.20 | 9,29,125 | 5,77,975 | 5,79,600 |
19 Sept | 25415.80 | 150.2 | -35.85 | 7,02,950 | 1,46,025 | 4,50,800 |
18 Sept | 25377.55 | 186.05 | 15.65 | 2,74,675 | 31,600 | 3,03,775 |
17 Sept | 25418.55 | 170.4 | 0.85 | 1,79,850 | 31,800 | 2,71,975 |
16 Sept | 25383.75 | 169.55 | -24.95 | 1,33,900 | 1,57,900 | 2,45,450 |
13 Sept | 25356.50 | 194.5 | -28.05 | 1,67,575 | 2,03,300 | 2,47,250 |
12 Sept | 25388.90 | 222.55 | -131.85 | 3,89,400 | 2,08,950 | 2,22,200 |
11 Sept | 24918.45 | 354.4 | 56.70 | 98,600 | 1,48,800 | 1,57,800 |
10 Sept | 25041.10 | 297.7 | -62.35 | 1,86,425 | 1,50,525 | 1,57,650 |
9 Sept | 24936.40 | 360.05 | -55.95 | 2,08,650 | 1,63,625 | 1,69,825 |
6 Sept | 24852.15 | 416 | 113.95 | 3,16,625 | 1,87,825 | 1,92,050 |
5 Sept | 25145.10 | 302.05 | -3.65 | 17,225 | 2,900 | 1,04,150 |
4 Sept | 25198.70 | 305.7 | 26.70 | 43,150 | 1,03,350 | 1,04,175 |
3 Sept | 25279.85 | 279 | -7.05 | 35,075 | 1,05,150 | 1,05,750 |
2 Sept | 25278.70 | 286.05 | 26.95 | 32,000 | 94,800 | 95,225 |
30 Aug | 25235.90 | 259.1 | -38.95 | 64,225 | 14,425 | 88,250 |
29 Aug | 25151.95 | 298.05 | -30.65 | 41,950 | 3,500 | 74,325 |
28 Aug | 25052.35 | 328.7 | -7.70 | 38,650 | 71,350 | 71,350 |
27 Aug | 25017.75 | 336.4 | 5.40 | 30,300 | 49,850 | 49,850 |
26 Aug | 25010.60 | 331 | -72.60 | 31,325 | 39,650 | 39,650 |
23 Aug | 24823.15 | 403.6 | 16.10 | 22,925 | 6,375 | 36,725 |
22 Aug | 24811.50 | 387.5 | -24.50 | 37,875 | 16,750 | 29,875 |
21 Aug | 24770.20 | 412 | -46.00 | 8,700 | 2,225 | 12,625 |
20 Aug | 24698.85 | 458 | -60.40 | 7,450 | 3,600 | 10,400 |
19 Aug | 24572.65 | 518.4 | -40.50 | 3,050 | 1,700 | 6,800 |
16 Aug | 24541.15 | 558.9 | -214.10 | 4,275 | 150 | 5,025 |
14 Aug | 24143.75 | 773 | 48.00 | 75 | 0 | 4,875 |
13 Aug | 24139.00 | 725 | 88.95 | 225 | 25 | 4,875 |
12 Aug | 24347.00 | 636.05 | -58.65 | 375 | 150 | 4,875 |
9 Aug | 24367.50 | 694.7 | -139.40 | 225 | -25 | 4,700 |
8 Aug | 24117.00 | 834.1 | 108.15 | 125 | 25 | 4,825 |
7 Aug | 24297.50 | 725.95 | -218.05 | 550 | -250 | 4,800 |
6 Aug | 23992.55 | 944 | 3.65 | 575 | -325 | 5,100 |
5 Aug | 24055.60 | 940.35 | 388.35 | 1,550 | 150 | 5,400 |
2 Aug | 24702.00 | 552.00 | 5,325 | 650 | 5,250 |
For Nifty - strike price 24800 expiring on 31OCT2024
Delta for 24800 PE is -
Historical price for 24800 PE is as follows
On 29 Oct NIFTY was trading at 24466.85. The strike last trading price was 335, which was -105.85 lower than the previous day. The implied volatity was -, the open interest changed by -103600 which decreased total open position to 1024175
On 28 Oct NIFTY was trading at 24339.15. The strike last trading price was 440.85, which was -154.15 lower than the previous day. The implied volatity was -, the open interest changed by -73000 which decreased total open position to 1173125
On 25 Oct NIFTY was trading at 24180.80. The strike last trading price was 595, which was 225.00 higher than the previous day. The implied volatity was -, the open interest changed by 33050 which increased total open position to 1246125
On 24 Oct NIFTY was trading at 24399.40. The strike last trading price was 370, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by -73425 which decreased total open position to 1504375
On 23 Oct NIFTY was trading at 24435.50. The strike last trading price was 367.45, which was 11.45 higher than the previous day. The implied volatity was -, the open interest changed by -270050 which decreased total open position to 1671775
On 22 Oct NIFTY was trading at 24472.10. The strike last trading price was 356, which was 134.00 higher than the previous day. The implied volatity was -, the open interest changed by -107600 which decreased total open position to 1904425
On 21 Oct NIFTY was trading at 24781.10. The strike last trading price was 222, which was 84.50 higher than the previous day. The implied volatity was -, the open interest changed by 87375 which increased total open position to 2036625
On 18 Oct NIFTY was trading at 24854.05. The strike last trading price was 137.5, which was -73.25 lower than the previous day. The implied volatity was -, the open interest changed by 207450 which increased total open position to 1972500
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 210.75, which was 71.60 higher than the previous day. The implied volatity was -, the open interest changed by 463275 which increased total open position to 1778775
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 139.15, which was 17.15 higher than the previous day. The implied volatity was -, the open interest changed by 30700 which increased total open position to 1339550
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 122, which was 26.00 higher than the previous day. The implied volatity was -, the open interest changed by -21750 which decreased total open position to 1311300
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 96, which was -85.00 lower than the previous day. The implied volatity was -, the open interest changed by 200225 which increased total open position to 1336725
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 181, which was 13.00 higher than the previous day. The implied volatity was -, the open interest changed by -5720000 which decreased total open position to 1135525
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 168, which was -17.15 lower than the previous day. The implied volatity was -, the open interest changed by -3083150 which decreased total open position to 1274175
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 185.15, which was -19.95 lower than the previous day. The implied volatity was -, the open interest changed by -1696100 which decreased total open position to 1325125
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 205.1, which was -64.95 lower than the previous day. The implied volatity was -, the open interest changed by -910500 which decreased total open position to 1397750
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 270.05, which was 62.95 higher than the previous day. The implied volatity was -, the open interest changed by -724800 which decreased total open position to 1357925
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 207.1, which was 75.15 higher than the previous day. The implied volatity was -, the open interest changed by -13100 which decreased total open position to 993825
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 131.95, which was 74.20 higher than the previous day. The implied volatity was -, the open interest changed by 954750 which increased total open position to 959550
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 57.75, which was -17.80 lower than the previous day. The implied volatity was -, the open interest changed by 852550 which increased total open position to 856100
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 75.55, which was 26.15 higher than the previous day. The implied volatity was -, the open interest changed by 765275 which increased total open position to 767525
On 27 Sept NIFTY was trading at 26178.95. The strike last trading price was 49.4, which was -9.35 lower than the previous day. The implied volatity was -, the open interest changed by 765900 which increased total open position to 766825
On 26 Sept NIFTY was trading at 26216.05. The strike last trading price was 58.75, which was -11.80 lower than the previous day. The implied volatity was -, the open interest changed by 438375 which increased total open position to 741475
On 25 Sept NIFTY was trading at 26004.15. The strike last trading price was 70.55, which was -22.95 lower than the previous day. The implied volatity was -, the open interest changed by 520375 which increased total open position to 809100
On 24 Sept NIFTY was trading at 25940.40. The strike last trading price was 93.5, which was -18.40 lower than the previous day. The implied volatity was -, the open interest changed by 435575 which increased total open position to 690475
On 23 Sept NIFTY was trading at 25939.05. The strike last trading price was 111.9, which was -8.10 lower than the previous day. The implied volatity was -, the open interest changed by 351600 which increased total open position to 640175
On 20 Sept NIFTY was trading at 25790.95. The strike last trading price was 120, which was -30.20 lower than the previous day. The implied volatity was -, the open interest changed by 577975 which increased total open position to 579600
On 19 Sept NIFTY was trading at 25415.80. The strike last trading price was 150.2, which was -35.85 lower than the previous day. The implied volatity was -, the open interest changed by 146025 which increased total open position to 450800
On 18 Sept NIFTY was trading at 25377.55. The strike last trading price was 186.05, which was 15.65 higher than the previous day. The implied volatity was -, the open interest changed by 31600 which increased total open position to 303775
On 17 Sept NIFTY was trading at 25418.55. The strike last trading price was 170.4, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 31800 which increased total open position to 271975
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 169.55, which was -24.95 lower than the previous day. The implied volatity was -, the open interest changed by 157900 which increased total open position to 245450
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 194.5, which was -28.05 lower than the previous day. The implied volatity was -, the open interest changed by 203300 which increased total open position to 247250
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 222.55, which was -131.85 lower than the previous day. The implied volatity was -, the open interest changed by 208950 which increased total open position to 222200
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 354.4, which was 56.70 higher than the previous day. The implied volatity was -, the open interest changed by 148800 which increased total open position to 157800
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 297.7, which was -62.35 lower than the previous day. The implied volatity was -, the open interest changed by 150525 which increased total open position to 157650
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 360.05, which was -55.95 lower than the previous day. The implied volatity was -, the open interest changed by 163625 which increased total open position to 169825
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 416, which was 113.95 higher than the previous day. The implied volatity was -, the open interest changed by 187825 which increased total open position to 192050
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 302.05, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by 2900 which increased total open position to 104150
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 305.7, which was 26.70 higher than the previous day. The implied volatity was -, the open interest changed by 103350 which increased total open position to 104175
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 279, which was -7.05 lower than the previous day. The implied volatity was -, the open interest changed by 105150 which increased total open position to 105750
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 286.05, which was 26.95 higher than the previous day. The implied volatity was -, the open interest changed by 94800 which increased total open position to 95225
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 259.1, which was -38.95 lower than the previous day. The implied volatity was -, the open interest changed by 14425 which increased total open position to 88250
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 298.05, which was -30.65 lower than the previous day. The implied volatity was -, the open interest changed by 3500 which increased total open position to 74325
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 328.7, which was -7.70 lower than the previous day. The implied volatity was -, the open interest changed by 71350 which increased total open position to 71350
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 336.4, which was 5.40 higher than the previous day. The implied volatity was -, the open interest changed by 49850 which increased total open position to 49850
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 331, which was -72.60 lower than the previous day. The implied volatity was -, the open interest changed by 39650 which increased total open position to 39650
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 403.6, which was 16.10 higher than the previous day. The implied volatity was -, the open interest changed by 6375 which increased total open position to 36725
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 387.5, which was -24.50 lower than the previous day. The implied volatity was -, the open interest changed by 16750 which increased total open position to 29875
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 412, which was -46.00 lower than the previous day. The implied volatity was -, the open interest changed by 2225 which increased total open position to 12625
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 458, which was -60.40 lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 10400
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 518.4, which was -40.50 lower than the previous day. The implied volatity was -, the open interest changed by 1700 which increased total open position to 6800
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 558.9, which was -214.10 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 5025
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 773, which was 48.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4875
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 725, which was 88.95 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 4875
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 636.05, which was -58.65 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 4875
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 694.7, which was -139.40 lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 4700
On 8 Aug NIFTY was trading at 24117.00. The strike last trading price was 834.1, which was 108.15 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 4825
On 7 Aug NIFTY was trading at 24297.50. The strike last trading price was 725.95, which was -218.05 lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 4800
On 6 Aug NIFTY was trading at 23992.55. The strike last trading price was 944, which was 3.65 higher than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 5100
On 5 Aug NIFTY was trading at 24055.60. The strike last trading price was 940.35, which was 388.35 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 5400
On 2 Aug NIFTY was trading at 24702.00. The strike last trading price was 552.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 650 which increased total open position to 5250