NIFTY
Nifty
Historical option data for NIFTY
16 Sep 2024 04:11 PM IST
| NIFTY 24850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
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|
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| 16 Sept | 25383.75 | 564.8 | 64.00 | 57,225 | -8,450 | 48,625 | ||||
| 13 Sept | 25356.50 | 500.8 | 13.65 | 86,300 | -9,150 | 57,075 | ||||
| 12 Sept | 25388.90 | 487.15 | 280.15 | 5,73,200 | -57,975 | 66,225 | ||||
| 11 Sept | 24918.45 | 207 | -104.40 | 4,14,900 | 55,600 | 1,24,200 | ||||
| 10 Sept | 25041.10 | 311.4 | 38.75 | 3,71,275 | -7,600 | 68,600 | ||||
| 9 Sept | 24936.40 | 272.65 | 2.15 | 7,08,100 | 21,425 | 76,200 | ||||
| 6 Sept | 24852.15 | 270.5 | -192.90 | 3,69,125 | 51,275 | 54,775 | ||||
| 5 Sept | 25145.10 | 463.4 | -5.60 | 850 | 575 | 3,500 | ||||
| 4 Sept | 25198.70 | 469 | -93.85 | 3,650 | 1,950 | 2,925 | ||||
| 3 Sept | 25279.85 | 562.85 | 2.90 | 1,875 | -75 | 975 | ||||
| 2 Sept | 25278.70 | 559.95 | -37.10 | 425 | 350 | 1,050 | ||||
| 30 Aug | 25235.90 | 597.05 | 78.75 | 375 | -250 | 700 | ||||
| 29 Aug | 25151.95 | 518.3 | 47.25 | 1,800 | -50 | 950 | ||||
| 28 Aug | 25052.35 | 471.05 | 22.90 | 725 | -25 | 1,000 | ||||
| 27 Aug | 25017.75 | 448.15 | -21.60 | 700 | 275 | 1,025 | ||||
| 26 Aug | 25010.60 | 469.75 | 91.70 | 4,800 | -1,050 | 750 | ||||
| 23 Aug | 24823.15 | 378.05 | 18.80 | 4,875 | 1,650 | 1,800 | ||||
| 22 Aug | 24811.50 | 359.25 | 73.30 | 300 | 150 | 150 | ||||
| 21 Aug | 24770.20 | 285.95 | 0.00 | 0 | 0 | 0 | ||||
| 20 Aug | 24698.85 | 285.95 | 0.00 | 0 | 0 | 0 | ||||
| 19 Aug | 24572.65 | 285.95 | 0.00 | 0 | 0 | 0 | ||||
| 16 Aug | 24541.15 | 285.95 | 0 | 0 | 0 | |||||
For Nifty - strike price 24850 expiring on 19SEP2024
Delta for 24850 CE is -
Historical price for 24850 CE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 564.8, which was 64.00 higher than the previous day. The implied volatity was -, the open interest changed by -8450 which decreased total open position to 48625
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 500.8, which was 13.65 higher than the previous day. The implied volatity was -, the open interest changed by -9150 which decreased total open position to 57075
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 487.15, which was 280.15 higher than the previous day. The implied volatity was -, the open interest changed by -57975 which decreased total open position to 66225
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 207, which was -104.40 lower than the previous day. The implied volatity was -, the open interest changed by 55600 which increased total open position to 124200
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 311.4, which was 38.75 higher than the previous day. The implied volatity was -, the open interest changed by -7600 which decreased total open position to 68600
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 272.65, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 21425 which increased total open position to 76200
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 270.5, which was -192.90 lower than the previous day. The implied volatity was -, the open interest changed by 51275 which increased total open position to 54775
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 463.4, which was -5.60 lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 3500
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 469, which was -93.85 lower than the previous day. The implied volatity was -, the open interest changed by 1950 which increased total open position to 2925
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 562.85, which was 2.90 higher than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 975
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 559.95, which was -37.10 lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 1050
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 597.05, which was 78.75 higher than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 700
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 518.3, which was 47.25 higher than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 950
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 471.05, which was 22.90 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1000
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 448.15, which was -21.60 lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 1025
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 469.75, which was 91.70 higher than the previous day. The implied volatity was -, the open interest changed by -1050 which decreased total open position to 750
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 378.05, which was 18.80 higher than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 1800
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 359.25, which was 73.30 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 285.95, 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 285.95, 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 285.95, 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 285.95, 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 |
| 16 Sept | 25383.75 | 10.4 | -8.60 | 1,17,19,325 | 2,55,900 | 18,63,225 |
| 13 Sept | 25356.50 | 19 | -11.20 | 99,26,625 | 11,41,250 | 16,07,325 |
| 12 Sept | 25388.90 | 30.2 | -108.80 | 50,38,200 | 2,63,475 | 4,66,075 |
| 11 Sept | 24918.45 | 139 | 46.85 | 19,79,425 | 41,950 | 2,02,600 |
| 10 Sept | 25041.10 | 92.15 | -60.45 | 9,86,175 | 77,425 | 1,60,650 |
| 9 Sept | 24936.40 | 152.6 | -84.95 | 6,87,025 | 17,075 | 83,225 |
| 6 Sept | 24852.15 | 237.55 | 136.65 | 4,74,400 | 55,600 | 66,150 |
| 5 Sept | 25145.10 | 100.9 | -11.45 | 20,325 | 2,775 | 10,550 |
| 4 Sept | 25198.70 | 112.35 | 16.90 | 16,125 | 2,650 | 7,775 |
| 3 Sept | 25279.85 | 95.45 | -13.40 | 6,175 | 1,175 | 5,125 |
| 2 Sept | 25278.70 | 108.85 | 8.85 | 7,150 | -900 | 3,950 |
| 30 Aug | 25235.90 | 100 | -30.20 | 4,525 | 2,425 | 4,850 |
| 29 Aug | 25151.95 | 130.2 | -41.15 | 1,725 | 525 | 2,425 |
| 28 Aug | 25052.35 | 171.35 | -16.65 | 3,450 | 1,100 | 1,900 |
| 27 Aug | 25017.75 | 188 | -6.00 | 525 | 25 | 800 |
| 26 Aug | 25010.60 | 194 | -68.10 | 1,225 | 250 | 775 |
| 23 Aug | 24823.15 | 262.1 | -13.95 | 650 | 475 | 525 |
| 22 Aug | 24811.50 | 276.05 | -543.75 | 150 | 50 | 50 |
| 21 Aug | 24770.20 | 819.8 | 0.00 | 0 | 0 | 0 |
| 20 Aug | 24698.85 | 819.8 | 819.80 | 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 24850 expiring on 19SEP2024
Delta for 24850 PE is -
Historical price for 24850 PE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 10.4, which was -8.60 lower than the previous day. The implied volatity was -, the open interest changed by 255900 which increased total open position to 1863225
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 19, which was -11.20 lower than the previous day. The implied volatity was -, the open interest changed by 1141250 which increased total open position to 1607325
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 30.2, which was -108.80 lower than the previous day. The implied volatity was -, the open interest changed by 263475 which increased total open position to 466075
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 139, which was 46.85 higher than the previous day. The implied volatity was -, the open interest changed by 41950 which increased total open position to 202600
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 92.15, which was -60.45 lower than the previous day. The implied volatity was -, the open interest changed by 77425 which increased total open position to 160650
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 152.6, which was -84.95 lower than the previous day. The implied volatity was -, the open interest changed by 17075 which increased total open position to 83225
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 237.55, which was 136.65 higher than the previous day. The implied volatity was -, the open interest changed by 55600 which increased total open position to 66150
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 100.9, which was -11.45 lower than the previous day. The implied volatity was -, the open interest changed by 2775 which increased total open position to 10550
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 112.35, which was 16.90 higher than the previous day. The implied volatity was -, the open interest changed by 2650 which increased total open position to 7775
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 95.45, which was -13.40 lower than the previous day. The implied volatity was -, the open interest changed by 1175 which increased total open position to 5125
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 108.85, which was 8.85 higher than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 3950
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 100, which was -30.20 lower than the previous day. The implied volatity was -, the open interest changed by 2425 which increased total open position to 4850
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 130.2, which was -41.15 lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 2425
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 171.35, which was -16.65 lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 1900
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 188, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 800
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 194, which was -68.10 lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 775
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 262.1, which was -13.95 lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 525
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 276.05, which was -543.75 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 819.8, 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 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 819.8, which was 819.80 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