NIFTY
Nifty
Historical option data for NIFTY
16 Sep 2024 04:11 PM IST
| NIFTY 24900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
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|
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| 16 Sept | 25383.75 | 516.1 | 59.70 | 2,45,975 | -8,300 | 3,50,975 | ||||
| 13 Sept | 25356.50 | 456.4 | 9.80 | 5,98,350 | -18,025 | 3,59,275 | ||||
| 12 Sept | 25388.90 | 446.6 | 266.60 | 50,90,075 | -3,34,350 | 3,77,300 | ||||
| 11 Sept | 24918.45 | 180 | -93.90 | 28,94,225 | 3,73,400 | 7,11,650 | ||||
| 10 Sept | 25041.10 | 273.9 | 33.45 | 27,93,050 | -86,200 | 3,38,250 | ||||
| 9 Sept | 24936.40 | 240.45 | 0.50 | 24,97,175 | 1,97,375 | 4,24,450 | ||||
| 6 Sept | 24852.15 | 239.95 | -181.70 | 14,10,425 | 2,08,875 | 2,27,075 | ||||
| 5 Sept | 25145.10 | 421.65 | -25.10 | 22,000 | 7,175 | 18,200 | ||||
| 4 Sept | 25198.70 | 446.75 | -65.05 | 21,400 | 4,825 | 11,025 | ||||
| 3 Sept | 25279.85 | 511.8 | -18.20 | 1,975 | 925 | 6,200 | ||||
| 2 Sept | 25278.70 | 530 | -40.00 | 1,800 | -275 | 5,275 | ||||
| 30 Aug | 25235.90 | 570 | 83.95 | 4,275 | 275 | 5,550 | ||||
| 29 Aug | 25151.95 | 486.05 | 60.15 | 4,550 | 575 | 5,275 | ||||
| 28 Aug | 25052.35 | 425.9 | 0.90 | 2,300 | 525 | 4,700 | ||||
| 27 Aug | 25017.75 | 425 | -21.70 | 5,400 | 1,775 | 4,175 | ||||
| 26 Aug | 25010.60 | 446.7 | 103.90 | 2,600 | 500 | 2,400 | ||||
| 23 Aug | 24823.15 | 342.8 | 13.55 | 2,125 | 1,475 | 1,900 | ||||
| 22 Aug | 24811.50 | 329.25 | 18.85 | 1,125 | 200 | 425 | ||||
| 21 Aug | 24770.20 | 310.4 | 40.40 | 325 | 225 | 225 | ||||
| 20 Aug | 24698.85 | 270 | 0.00 | 0 | 0 | 0 | ||||
| 19 Aug | 24572.65 | 270 | 0.00 | 0 | 0 | 0 | ||||
| 16 Aug | 24541.15 | 270 | 0 | 0 | 0 | |||||
For Nifty - strike price 24900 expiring on 19SEP2024
Delta for 24900 CE is -
Historical price for 24900 CE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 516.1, which was 59.70 higher than the previous day. The implied volatity was -, the open interest changed by -8300 which decreased total open position to 350975
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 456.4, which was 9.80 higher than the previous day. The implied volatity was -, the open interest changed by -18025 which decreased total open position to 359275
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 446.6, which was 266.60 higher than the previous day. The implied volatity was -, the open interest changed by -334350 which decreased total open position to 377300
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 180, which was -93.90 lower than the previous day. The implied volatity was -, the open interest changed by 373400 which increased total open position to 711650
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 273.9, which was 33.45 higher than the previous day. The implied volatity was -, the open interest changed by -86200 which decreased total open position to 338250
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 240.45, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by 197375 which increased total open position to 424450
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 239.95, which was -181.70 lower than the previous day. The implied volatity was -, the open interest changed by 208875 which increased total open position to 227075
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 421.65, which was -25.10 lower than the previous day. The implied volatity was -, the open interest changed by 7175 which increased total open position to 18200
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 446.75, which was -65.05 lower than the previous day. The implied volatity was -, the open interest changed by 4825 which increased total open position to 11025
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 511.8, which was -18.20 lower than the previous day. The implied volatity was -, the open interest changed by 925 which increased total open position to 6200
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 530, which was -40.00 lower than the previous day. The implied volatity was -, the open interest changed by -275 which decreased total open position to 5275
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 570, which was 83.95 higher than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 5550
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 486.05, which was 60.15 higher than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 5275
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 425.9, which was 0.90 higher than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 4700
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 425, which was -21.70 lower than the previous day. The implied volatity was -, the open interest changed by 1775 which increased total open position to 4175
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 446.7, which was 103.90 higher than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 2400
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 342.8, which was 13.55 higher than the previous day. The implied volatity was -, the open interest changed by 1475 which increased total open position to 1900
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 329.25, which was 18.85 higher than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 425
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 310.4, which was 40.40 higher than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 225
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 270, 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 270, 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 270, 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 24900 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 16 Sept | 25383.75 | 12.05 | -10.55 | 1,58,37,125 | 7,75,850 | 35,95,475 |
| 13 Sept | 25356.50 | 22.6 | -14.50 | 2,07,62,375 | 11,23,975 | 28,19,625 |
| 12 Sept | 25388.90 | 37.1 | -122.90 | 1,73,04,025 | 3,79,400 | 16,95,650 |
| 11 Sept | 24918.45 | 160 | 56.30 | 65,53,425 | 7,12,550 | 13,16,250 |
| 10 Sept | 25041.10 | 103.7 | -72.90 | 32,82,050 | 1,63,250 | 6,03,700 |
| 9 Sept | 24936.40 | 176.6 | -81.00 | 18,61,025 | 1,82,850 | 4,40,450 |
| 6 Sept | 24852.15 | 257.6 | 142.50 | 17,71,500 | 1,47,225 | 2,57,600 |
| 5 Sept | 25145.10 | 115.1 | -11.90 | 2,24,750 | 43,925 | 1,10,375 |
| 4 Sept | 25198.70 | 127 | 23.00 | 1,54,900 | 24,150 | 66,450 |
| 3 Sept | 25279.85 | 104 | -17.80 | 62,750 | 17,725 | 42,300 |
| 2 Sept | 25278.70 | 121.8 | 12.55 | 73,375 | 9,750 | 24,575 |
| 30 Aug | 25235.90 | 109.25 | -40.80 | 50,050 | 25 | 14,825 |
| 29 Aug | 25151.95 | 150.05 | -37.35 | 24,375 | 7,475 | 14,800 |
| 28 Aug | 25052.35 | 187.4 | -14.40 | 12,500 | 3,750 | 7,325 |
| 27 Aug | 25017.75 | 201.8 | -3.20 | 4,225 | 575 | 3,575 |
| 26 Aug | 25010.60 | 205 | -94.70 | 6,800 | 3,000 | 3,000 |
| 23 Aug | 24823.15 | 299.7 | -553.80 | 25 | 0 | 0 |
| 22 Aug | 24811.50 | 853.5 | 0.00 | 0 | 0 | 0 |
| 21 Aug | 24770.20 | 853.5 | 0.00 | 0 | 0 | 0 |
| 20 Aug | 24698.85 | 853.5 | 853.50 | 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 24900 expiring on 19SEP2024
Delta for 24900 PE is -
Historical price for 24900 PE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 12.05, which was -10.55 lower than the previous day. The implied volatity was -, the open interest changed by 775850 which increased total open position to 3595475
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 22.6, which was -14.50 lower than the previous day. The implied volatity was -, the open interest changed by 1123975 which increased total open position to 2819625
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 37.1, which was -122.90 lower than the previous day. The implied volatity was -, the open interest changed by 379400 which increased total open position to 1695650
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 160, which was 56.30 higher than the previous day. The implied volatity was -, the open interest changed by 712550 which increased total open position to 1316250
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 103.7, which was -72.90 lower than the previous day. The implied volatity was -, the open interest changed by 163250 which increased total open position to 603700
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 176.6, which was -81.00 lower than the previous day. The implied volatity was -, the open interest changed by 182850 which increased total open position to 440450
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 257.6, which was 142.50 higher than the previous day. The implied volatity was -, the open interest changed by 147225 which increased total open position to 257600
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 115.1, which was -11.90 lower than the previous day. The implied volatity was -, the open interest changed by 43925 which increased total open position to 110375
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 127, which was 23.00 higher than the previous day. The implied volatity was -, the open interest changed by 24150 which increased total open position to 66450
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 104, which was -17.80 lower than the previous day. The implied volatity was -, the open interest changed by 17725 which increased total open position to 42300
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 121.8, which was 12.55 higher than the previous day. The implied volatity was -, the open interest changed by 9750 which increased total open position to 24575
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 109.25, which was -40.80 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 14825
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 150.05, which was -37.35 lower than the previous day. The implied volatity was -, the open interest changed by 7475 which increased total open position to 14800
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 187.4, which was -14.40 lower than the previous day. The implied volatity was -, the open interest changed by 3750 which increased total open position to 7325
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 201.8, which was -3.20 lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 3575
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 205, which was -94.70 lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 3000
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 299.7, which was -553.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 853.5, 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 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 853.5, 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 853.5, which was 853.50 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