NIFTY
Nifty
Historical option data for NIFTY
16 Sep 2024 04:11 PM IST
| NIFTY 24800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 16 Sept | 25383.75 | 615 | 63.60 | 1,24,700 | -7,850 | 2,34,800 | ||||
| 13 Sept | 25356.50 | 551.4 | 8.70 | 2,47,325 | -24,500 | 2,42,650 | ||||
| 12 Sept | 25388.90 | 542.7 | 304.65 | 25,30,050 | -6,500 | 2,67,150 | ||||
| 11 Sept | 24918.45 | 238.05 | -107.10 | 12,17,400 | -11,725 | 2,73,650 | ||||
| 10 Sept | 25041.10 | 345.15 | 46.10 | 11,68,875 | 85,300 | 2,85,375 | ||||
| 9 Sept | 24936.40 | 299.05 | 5.00 | 16,31,875 | 48,300 | 2,00,075 | ||||
| 6 Sept | 24852.15 | 294.05 | -202.75 | 7,71,150 | 1,10,150 | 1,51,775 | ||||
| 5 Sept | 25145.10 | 496.8 | -21.30 | 48,225 | 34,450 | 41,625 | ||||
| 4 Sept | 25198.70 | 518.1 | -85.55 | 2,750 | 400 | 7,175 | ||||
| 3 Sept | 25279.85 | 603.65 | 10.10 | 6,125 | 3,700 | 6,775 | ||||
| 2 Sept | 25278.70 | 593.55 | -31.90 | 1,325 | -75 | 3,075 | ||||
| 30 Aug | 25235.90 | 625.45 | 80.35 | 1,075 | 700 | 3,150 | ||||
| 29 Aug | 25151.95 | 545.1 | 36.55 | 700 | 100 | 2,450 | ||||
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| 28 Aug | 25052.35 | 508.55 | 33.55 | 725 | 50 | 2,350 | ||||
| 27 Aug | 25017.75 | 475 | -41.95 | 2,150 | 1,450 | 2,300 | ||||
| 26 Aug | 25010.60 | 516.95 | 108.50 | 44,000 | -2,250 | 850 | ||||
| 23 Aug | 24823.15 | 408.45 | 20.45 | 5,200 | 2,625 | 3,100 | ||||
| 22 Aug | 24811.50 | 388 | 85.40 | 825 | 475 | 475 | ||||
| 21 Aug | 24770.20 | 302.6 | 0.00 | 0 | 0 | 0 | ||||
| 20 Aug | 24698.85 | 302.6 | 0.00 | 0 | 0 | 0 | ||||
| 19 Aug | 24572.65 | 302.6 | 0.00 | 0 | 0 | 0 | ||||
| 16 Aug | 24541.15 | 302.6 | 0 | 0 | 0 | |||||
For Nifty - strike price 24800 expiring on 19SEP2024
Delta for 24800 CE is -
Historical price for 24800 CE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 615, which was 63.60 higher than the previous day. The implied volatity was -, the open interest changed by -7850 which decreased total open position to 234800
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 551.4, which was 8.70 higher than the previous day. The implied volatity was -, the open interest changed by -24500 which decreased total open position to 242650
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 542.7, which was 304.65 higher than the previous day. The implied volatity was -, the open interest changed by -6500 which decreased total open position to 267150
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 238.05, which was -107.10 lower than the previous day. The implied volatity was -, the open interest changed by -11725 which decreased total open position to 273650
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 345.15, which was 46.10 higher than the previous day. The implied volatity was -, the open interest changed by 85300 which increased total open position to 285375
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 299.05, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by 48300 which increased total open position to 200075
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 294.05, which was -202.75 lower than the previous day. The implied volatity was -, the open interest changed by 110150 which increased total open position to 151775
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 496.8, which was -21.30 lower than the previous day. The implied volatity was -, the open interest changed by 34450 which increased total open position to 41625
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 518.1, which was -85.55 lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 7175
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 603.65, which was 10.10 higher than the previous day. The implied volatity was -, the open interest changed by 3700 which increased total open position to 6775
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 593.55, which was -31.90 lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 3075
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 625.45, which was 80.35 higher than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 3150
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 545.1, which was 36.55 higher than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 2450
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 508.55, which was 33.55 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2350
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 475, which was -41.95 lower than the previous day. The implied volatity was -, the open interest changed by 1450 which increased total open position to 2300
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 516.95, which was 108.50 higher than the previous day. The implied volatity was -, the open interest changed by -2250 which decreased total open position to 850
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 408.45, which was 20.45 higher than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 3100
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 388, which was 85.40 higher than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 475
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 302.6, 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 302.6, 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 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 302.6, 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 302.6, 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 |
| 16 Sept | 25383.75 | 9.4 | -7.40 | 1,93,42,675 | 1,83,325 | 31,22,750 |
| 13 Sept | 25356.50 | 16.8 | -11.15 | 1,82,14,125 | 8,45,625 | 29,39,425 |
| 12 Sept | 25388.90 | 27.95 | -91.05 | 1,74,16,375 | 9,67,050 | 20,93,800 |
| 11 Sept | 24918.45 | 119 | 40.15 | 62,79,150 | 4,74,900 | 11,26,750 |
| 10 Sept | 25041.10 | 78.85 | -58.80 | 31,42,950 | 1,21,100 | 6,51,850 |
| 9 Sept | 24936.40 | 137.65 | -73.30 | 22,26,325 | 1,41,000 | 5,30,750 |
| 6 Sept | 24852.15 | 210.95 | 118.95 | 21,70,025 | 1,97,075 | 3,89,750 |
| 5 Sept | 25145.10 | 92 | -10.40 | 3,13,250 | 78,600 | 1,92,675 |
| 4 Sept | 25198.70 | 102.4 | 18.50 | 2,38,775 | 55,700 | 1,14,075 |
| 3 Sept | 25279.85 | 83.9 | -12.10 | 42,675 | 6,200 | 58,375 |
| 2 Sept | 25278.70 | 96 | 6.30 | 73,400 | 22,025 | 52,175 |
| 30 Aug | 25235.90 | 89.7 | -35.30 | 93,325 | 1,275 | 30,150 |
| 29 Aug | 25151.95 | 125 | -31.15 | 56,600 | 12,475 | 28,875 |
| 28 Aug | 25052.35 | 156.15 | -16.20 | 21,050 | 275 | 16,400 |
| 27 Aug | 25017.75 | 172.35 | 1.10 | 12,525 | 5,175 | 16,125 |
| 26 Aug | 25010.60 | 171.25 | -75.75 | 12,700 | 4,800 | 10,950 |
| 23 Aug | 24823.15 | 247 | -3.55 | 15,075 | 5,275 | 6,150 |
| 22 Aug | 24811.50 | 250.55 | -24.80 | 1,725 | 775 | 875 |
| 21 Aug | 24770.20 | 275.35 | -511.45 | 250 | 100 | 100 |
| 20 Aug | 24698.85 | 786.8 | 0.00 | 0 | 0 | 0 |
| 19 Aug | 24572.65 | 786.8 | 786.80 | 0 | 0 | 0 |
| 16 Aug | 24541.15 | 0 | 0 | 0 | 0 | |
For Nifty - strike price 24800 expiring on 19SEP2024
Delta for 24800 PE is -
Historical price for 24800 PE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 9.4, which was -7.40 lower than the previous day. The implied volatity was -, the open interest changed by 183325 which increased total open position to 3122750
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 16.8, which was -11.15 lower than the previous day. The implied volatity was -, the open interest changed by 845625 which increased total open position to 2939425
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 27.95, which was -91.05 lower than the previous day. The implied volatity was -, the open interest changed by 967050 which increased total open position to 2093800
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 119, which was 40.15 higher than the previous day. The implied volatity was -, the open interest changed by 474900 which increased total open position to 1126750
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 78.85, which was -58.80 lower than the previous day. The implied volatity was -, the open interest changed by 121100 which increased total open position to 651850
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 137.65, which was -73.30 lower than the previous day. The implied volatity was -, the open interest changed by 141000 which increased total open position to 530750
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 210.95, which was 118.95 higher than the previous day. The implied volatity was -, the open interest changed by 197075 which increased total open position to 389750
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 92, which was -10.40 lower than the previous day. The implied volatity was -, the open interest changed by 78600 which increased total open position to 192675
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 102.4, which was 18.50 higher than the previous day. The implied volatity was -, the open interest changed by 55700 which increased total open position to 114075
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 83.9, which was -12.10 lower than the previous day. The implied volatity was -, the open interest changed by 6200 which increased total open position to 58375
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 96, which was 6.30 higher than the previous day. The implied volatity was -, the open interest changed by 22025 which increased total open position to 52175
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 89.7, which was -35.30 lower than the previous day. The implied volatity was -, the open interest changed by 1275 which increased total open position to 30150
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 125, which was -31.15 lower than the previous day. The implied volatity was -, the open interest changed by 12475 which increased total open position to 28875
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 156.15, which was -16.20 lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 16400
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 172.35, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by 5175 which increased total open position to 16125
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 171.25, which was -75.75 lower than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 10950
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 247, which was -3.55 lower than the previous day. The implied volatity was -, the open interest changed by 5275 which increased total open position to 6150
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 250.55, which was -24.80 lower than the previous day. The implied volatity was -, the open interest changed by 775 which increased total open position to 875
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 275.35, which was -511.45 lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 100
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 786.8, 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 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 786.8, which was 786.80 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