NIFTY
Nifty
Historical option data for NIFTY
06 Sep 2024 04:11 PM IST
| NIFTY 24800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 6 Sept | 24852.15 | 193.9 | -229.10 | 2,81,33,075 | 10,77,950 | 14,79,075 | ||||
| 5 Sept | 25145.10 | 423 | -26.40 | 4,68,825 | 1,50,525 | 4,01,125 | ||||
| 4 Sept | 25198.70 | 449.4 | -82.80 | 4,97,150 | 2,12,425 | 2,50,600 | ||||
| 3 Sept | 25279.85 | 532.2 | -0.90 | 17,125 | 3,325 | 38,175 | ||||
| 2 Sept | 25278.70 | 533.1 | -52.65 | 31,375 | 8,850 | 34,850 | ||||
| 30 Aug | 25235.90 | 585.75 | 79.00 | 27,025 | -3,400 | 26,000 | ||||
| 29 Aug | 25151.95 | 506.75 | 77.15 | 52,225 | 6,200 | 29,400 | ||||
| 28 Aug | 25052.35 | 429.6 | 28.35 | 44,725 | -7,550 | 23,200 | ||||
| 27 Aug | 25017.75 | 401.25 | -52.85 | 57,125 | 400 | 30,750 | ||||
| 26 Aug | 25010.60 | 454.1 | 117.10 | 60,650 | 1,900 | 30,350 | ||||
| 23 Aug | 24823.15 | 337 | 14.00 | 91,425 | 8,250 | 28,450 | ||||
| 22 Aug | 24811.50 | 323 | 8.00 | 38,475 | 14,825 | 20,200 | ||||
| 21 Aug | 24770.20 | 315 | 30.40 | 8,400 | -1,400 | 5,375 | ||||
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| 20 Aug | 24698.85 | 284.6 | 36.85 | 6,650 | 2,100 | 6,775 | ||||
| 19 Aug | 24572.65 | 247.75 | -7.25 | 5,975 | 25 | 4,675 | ||||
| 16 Aug | 24541.15 | 255 | 126.75 | 12,125 | 3,700 | 4,650 | ||||
| 14 Aug | 24143.75 | 128.25 | -31.35 | 1,500 | -575 | 950 | ||||
| 13 Aug | 24139.00 | 159.6 | -62.40 | 1,275 | 25 | 1,525 | ||||
| 12 Aug | 24347.00 | 222 | -72.10 | 2,150 | 1,500 | 1,500 | ||||
| 9 Aug | 24367.50 | 294.1 | 0 | 0 | 0 | |||||
For Nifty - strike price 24800 expiring on 12SEP2024
Delta for 24800 CE is -
Historical price for 24800 CE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 193.9, which was -229.10 lower than the previous day. The implied volatity was -, the open interest changed by 1077950 which increased total open position to 1479075
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 423, which was -26.40 lower than the previous day. The implied volatity was -, the open interest changed by 150525 which increased total open position to 401125
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 449.4, which was -82.80 lower than the previous day. The implied volatity was -, the open interest changed by 212425 which increased total open position to 250600
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 532.2, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by 3325 which increased total open position to 38175
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 533.1, which was -52.65 lower than the previous day. The implied volatity was -, the open interest changed by 8850 which increased total open position to 34850
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 585.75, which was 79.00 higher than the previous day. The implied volatity was -, the open interest changed by -3400 which decreased total open position to 26000
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 506.75, which was 77.15 higher than the previous day. The implied volatity was -, the open interest changed by 6200 which increased total open position to 29400
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 429.6, which was 28.35 higher than the previous day. The implied volatity was -, the open interest changed by -7550 which decreased total open position to 23200
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 401.25, which was -52.85 lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 30750
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 454.1, which was 117.10 higher than the previous day. The implied volatity was -, the open interest changed by 1900 which increased total open position to 30350
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 337, which was 14.00 higher than the previous day. The implied volatity was -, the open interest changed by 8250 which increased total open position to 28450
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 323, which was 8.00 higher than the previous day. The implied volatity was -, the open interest changed by 14825 which increased total open position to 20200
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 315, which was 30.40 higher than the previous day. The implied volatity was -, the open interest changed by -1400 which decreased total open position to 5375
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 284.6, which was 36.85 higher than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 6775
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 247.75, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 4675
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 255, which was 126.75 higher than the previous day. The implied volatity was -, the open interest changed by 3700 which increased total open position to 4650
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 128.25, which was -31.35 lower than the previous day. The implied volatity was -, the open interest changed by -575 which decreased total open position to 950
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 159.6, which was -62.40 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1525
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 222, which was -72.10 lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1500
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 294.1, 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 24800 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 6 Sept | 24852.15 | 128.4 | 92.00 | 7,54,01,825 | 7,98,775 | 26,61,650 |
| 5 Sept | 25145.10 | 36.4 | -11.00 | 69,08,450 | 7,34,975 | 18,62,875 |
| 4 Sept | 25198.70 | 47.4 | 6.40 | 45,61,475 | 3,36,275 | 11,27,900 |
| 3 Sept | 25279.85 | 41 | -11.05 | 17,81,525 | 1,36,125 | 7,91,625 |
| 2 Sept | 25278.70 | 52.05 | 4.05 | 16,50,500 | 1,24,575 | 6,55,500 |
| 30 Aug | 25235.90 | 48 | -32.00 | 13,87,900 | 1,60,125 | 5,30,925 |
| 29 Aug | 25151.95 | 80 | -27.80 | 13,83,475 | 1,48,450 | 3,70,800 |
| 28 Aug | 25052.35 | 107.8 | -18.25 | 5,35,800 | 1,20,400 | 2,22,350 |
| 27 Aug | 25017.75 | 126.05 | -4.65 | 2,28,675 | 36,625 | 1,01,950 |
| 26 Aug | 25010.60 | 130.7 | -75.05 | 1,25,475 | 23,425 | 65,325 |
| 23 Aug | 24823.15 | 205.75 | -1.80 | 1,09,900 | 26,825 | 41,900 |
| 22 Aug | 24811.50 | 207.55 | -30.00 | 36,000 | 10,575 | 15,075 |
| 21 Aug | 24770.20 | 237.55 | -52.95 | 5,175 | 3,025 | 4,500 |
| 20 Aug | 24698.85 | 290.5 | -479.50 | 2,450 | 1,475 | 1,475 |
| 19 Aug | 24572.65 | 770 | 0.00 | 0 | 0 | 0 |
| 16 Aug | 24541.15 | 770 | 0.00 | 0 | 0 | 150 |
| 14 Aug | 24143.75 | 770 | 0.00 | 0 | 150 | 150 |
| 13 Aug | 24139.00 | 770 | 0.00 | 0 | 150 | 0 |
| 12 Aug | 24347.00 | 770 | 0.00 | 150 | 150 | 150 |
| 9 Aug | 24367.50 | 770 | 150 | 0 | 0 | |
For Nifty - strike price 24800 expiring on 12SEP2024
Delta for 24800 PE is -
Historical price for 24800 PE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 128.4, which was 92.00 higher than the previous day. The implied volatity was -, the open interest changed by 798775 which increased total open position to 2661650
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 36.4, which was -11.00 lower than the previous day. The implied volatity was -, the open interest changed by 734975 which increased total open position to 1862875
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 47.4, which was 6.40 higher than the previous day. The implied volatity was -, the open interest changed by 336275 which increased total open position to 1127900
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 41, which was -11.05 lower than the previous day. The implied volatity was -, the open interest changed by 136125 which increased total open position to 791625
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 52.05, which was 4.05 higher than the previous day. The implied volatity was -, the open interest changed by 124575 which increased total open position to 655500
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 48, which was -32.00 lower than the previous day. The implied volatity was -, the open interest changed by 160125 which increased total open position to 530925
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 80, which was -27.80 lower than the previous day. The implied volatity was -, the open interest changed by 148450 which increased total open position to 370800
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 107.8, which was -18.25 lower than the previous day. The implied volatity was -, the open interest changed by 120400 which increased total open position to 222350
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 126.05, which was -4.65 lower than the previous day. The implied volatity was -, the open interest changed by 36625 which increased total open position to 101950
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 130.7, which was -75.05 lower than the previous day. The implied volatity was -, the open interest changed by 23425 which increased total open position to 65325
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 205.75, which was -1.80 lower than the previous day. The implied volatity was -, the open interest changed by 26825 which increased total open position to 41900
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 207.55, which was -30.00 lower than the previous day. The implied volatity was -, the open interest changed by 10575 which increased total open position to 15075
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 237.55, which was -52.95 lower than the previous day. The implied volatity was -, the open interest changed by 3025 which increased total open position to 4500
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 290.5, which was -479.50 lower than the previous day. The implied volatity was -, the open interest changed by 1475 which increased total open position to 1475
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 770, 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 770, 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 150
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 770, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 770, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 770, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 770, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0