NIFTY
Nifty
Historical option data for NIFTY
06 Sep 2024 04:11 PM IST
| NIFTY 24850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 6 Sept | 24852.15 | 164.45 | -214.05 | 2,61,26,050 | 18,02,050 | 18,26,750 | ||||
| 5 Sept | 25145.10 | 378.5 | -25.55 | 48,875 | 9,925 | 24,700 | ||||
| 4 Sept | 25198.70 | 404.05 | -93.10 | 25,200 | 4,850 | 14,775 | ||||
| 3 Sept | 25279.85 | 497.15 | 6.35 | 2,200 | 75 | 9,925 | ||||
| 2 Sept | 25278.70 | 490.8 | -47.35 | 5,225 | 150 | 9,850 | ||||
| 30 Aug | 25235.90 | 538.15 | 69.15 | 14,475 | 1,475 | 9,700 | ||||
| 29 Aug | 25151.95 | 469 | 77.95 | 37,000 | 1,000 | 8,225 | ||||
| 28 Aug | 25052.35 | 391.05 | 15.35 | 16,700 | 2,250 | 7,225 | ||||
| 27 Aug | 25017.75 | 375.7 | -20.65 | 7,675 | -600 | 4,975 | ||||
| 26 Aug | 25010.60 | 396.35 | 83.10 | 27,500 | 175 | 5,575 | ||||
| 23 Aug | 24823.15 | 313.25 | 18.75 | 24,425 | 1,750 | 5,400 | ||||
| 22 Aug | 24811.50 | 294.5 | 8.85 | 9,200 | 2,675 | 3,650 | ||||
| 21 Aug | 24770.20 | 285.65 | 20.35 | 1,475 | 700 | 975 | ||||
| 20 Aug | 24698.85 | 265.3 | -121.80 | 1,175 | 275 | 275 | ||||
| 19 Aug | 24572.65 | 387.1 | 109.25 | 50 | 0 | 0 | ||||
| 16 Aug | 24541.15 | 277.85 | 0.00 | 0 | 0 | 0 | ||||
| 14 Aug | 24143.75 | 277.85 | 0.00 | 0 | 0 | 0 | ||||
| 13 Aug | 24139.00 | 277.85 | 0.00 | 0 | 0 | 0 | ||||
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| 12 Aug | 24347.00 | 277.85 | 0.00 | 0 | 0 | 0 | ||||
| 9 Aug | 24367.50 | 277.85 | 0 | 0 | 0 | |||||
For Nifty - strike price 24850 expiring on 12SEP2024
Delta for 24850 CE is -
Historical price for 24850 CE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 164.45, which was -214.05 lower than the previous day. The implied volatity was -, the open interest changed by 1802050 which increased total open position to 1826750
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 378.5, which was -25.55 lower than the previous day. The implied volatity was -, the open interest changed by 9925 which increased total open position to 24700
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 404.05, which was -93.10 lower than the previous day. The implied volatity was -, the open interest changed by 4850 which increased total open position to 14775
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 497.15, which was 6.35 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 9925
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 490.8, which was -47.35 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 9850
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 538.15, which was 69.15 higher than the previous day. The implied volatity was -, the open interest changed by 1475 which increased total open position to 9700
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 469, which was 77.95 higher than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 8225
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 391.05, which was 15.35 higher than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 7225
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 375.7, which was -20.65 lower than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 4975
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 396.35, which was 83.10 higher than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 5575
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 313.25, which was 18.75 higher than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 5400
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 294.5, which was 8.85 higher than the previous day. The implied volatity was -, the open interest changed by 2675 which increased total open position to 3650
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 285.65, which was 20.35 higher than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 975
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 265.3, which was -121.80 lower 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 387.1, which was 109.25 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 277.85, 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 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 277.85, 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 277.85, 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 277.85, 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 277.85, 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 24850 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 6 Sept | 24852.15 | 151.3 | 107.50 | 4,73,13,150 | 13,97,775 | 17,68,350 |
| 5 Sept | 25145.10 | 43.8 | -12.60 | 21,24,425 | 1,54,175 | 3,70,575 |
| 4 Sept | 25198.70 | 56.4 | 9.15 | 12,91,350 | 68,750 | 2,16,400 |
| 3 Sept | 25279.85 | 47.25 | -9.85 | 4,22,825 | -16,250 | 1,47,650 |
| 2 Sept | 25278.70 | 57.1 | 5.25 | 3,90,275 | 50,475 | 1,63,900 |
| 30 Aug | 25235.90 | 51.85 | -33.25 | 3,11,650 | 18,225 | 1,13,425 |
| 29 Aug | 25151.95 | 85.1 | -33.35 | 2,02,050 | 76,450 | 95,200 |
| 28 Aug | 25052.35 | 118.45 | -20.40 | 29,500 | 2,050 | 18,750 |
| 27 Aug | 25017.75 | 138.85 | -10.60 | 9,875 | 825 | 16,700 |
| 26 Aug | 25010.60 | 149.45 | -72.60 | 28,850 | 9,750 | 15,875 |
| 23 Aug | 24823.15 | 222.05 | -8.70 | 17,800 | 5,625 | 6,125 |
| 22 Aug | 24811.50 | 230.75 | -607.70 | 925 | 500 | 500 |
| 21 Aug | 24770.20 | 838.45 | 0.00 | 0 | 0 | 0 |
| 20 Aug | 24698.85 | 838.45 | 0.00 | 0 | 0 | 0 |
| 19 Aug | 24572.65 | 838.45 | 0.00 | 0 | 0 | 0 |
| 16 Aug | 24541.15 | 838.45 | 0.00 | 0 | 0 | 0 |
| 14 Aug | 24143.75 | 838.45 | 0.00 | 0 | 0 | 0 |
| 13 Aug | 24139.00 | 838.45 | 0.00 | 0 | 0 | 0 |
| 12 Aug | 24347.00 | 838.45 | 0.00 | 0 | 0 | 0 |
| 9 Aug | 24367.50 | 838.45 | 0 | 0 | 0 | |
For Nifty - strike price 24850 expiring on 12SEP2024
Delta for 24850 PE is -
Historical price for 24850 PE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 151.3, which was 107.50 higher than the previous day. The implied volatity was -, the open interest changed by 1397775 which increased total open position to 1768350
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 43.8, which was -12.60 lower than the previous day. The implied volatity was -, the open interest changed by 154175 which increased total open position to 370575
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 56.4, which was 9.15 higher than the previous day. The implied volatity was -, the open interest changed by 68750 which increased total open position to 216400
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 47.25, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by -16250 which decreased total open position to 147650
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 57.1, which was 5.25 higher than the previous day. The implied volatity was -, the open interest changed by 50475 which increased total open position to 163900
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 51.85, which was -33.25 lower than the previous day. The implied volatity was -, the open interest changed by 18225 which increased total open position to 113425
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 85.1, which was -33.35 lower than the previous day. The implied volatity was -, the open interest changed by 76450 which increased total open position to 95200
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 118.45, which was -20.40 lower than the previous day. The implied volatity was -, the open interest changed by 2050 which increased total open position to 18750
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 138.85, which was -10.60 lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 16700
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 149.45, which was -72.60 lower than the previous day. The implied volatity was -, the open interest changed by 9750 which increased total open position to 15875
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 222.05, which was -8.70 lower than the previous day. The implied volatity was -, the open interest changed by 5625 which increased total open position to 6125
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 230.75, which was -607.70 lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 500
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 838.45, 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 838.45, 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 838.45, 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 838.45, 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 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 838.45, 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 838.45, 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 838.45, 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 838.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0