NIFTY
Nifty
Historical option data for NIFTY
06 Sep 2024 04:11 PM IST
| NIFTY 24950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 6 Sept | 24852.15 | 115.1 | -182.95 | 3,24,14,250 | 13,23,100 | 13,72,275 | ||||
| 5 Sept | 25145.10 | 298.05 | -24.60 | 1,60,625 | 31,875 | 49,175 | ||||
| 4 Sept | 25198.70 | 322.65 | -87.90 | 1,76,400 | 6,475 | 17,300 | ||||
| 3 Sept | 25279.85 | 410.55 | 0.70 | 10,375 | 3,375 | 10,825 | ||||
| 2 Sept | 25278.70 | 409.85 | -46.90 | 10,375 | -550 | 7,450 | ||||
| 30 Aug | 25235.90 | 456.75 | 75.15 | 12,775 | -500 | 8,000 | ||||
| 29 Aug | 25151.95 | 381.6 | 61.60 | 40,050 | 3,825 | 8,500 | ||||
| 28 Aug | 25052.35 | 320 | 8.30 | 19,400 | -1,000 | 4,675 | ||||
| 27 Aug | 25017.75 | 311.7 | -38.40 | 19,050 | 1,850 | 5,675 | ||||
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| 26 Aug | 25010.60 | 350.1 | 94.40 | 24,275 | 3,075 | 3,825 | ||||
| 23 Aug | 24823.15 | 255.7 | 10.70 | 4,075 | 100 | 750 | ||||
| 22 Aug | 24811.50 | 245 | 1.95 | 975 | 150 | 650 | ||||
| 21 Aug | 24770.20 | 243.05 | 72.15 | 9,550 | 500 | 500 | ||||
| 20 Aug | 24698.85 | 170.9 | 0.00 | 0 | 175 | 0 | ||||
| 19 Aug | 24572.65 | 170.9 | -14.10 | 1,175 | 175 | 450 | ||||
| 16 Aug | 24541.15 | 185 | -62.30 | 875 | 275 | 275 | ||||
| 14 Aug | 24143.75 | 247.3 | 0.00 | 0 | 0 | 0 | ||||
| 13 Aug | 24139.00 | 247.3 | 0.00 | 0 | 0 | 0 | ||||
| 12 Aug | 24347.00 | 247.3 | 0.00 | 0 | 0 | 0 | ||||
| 9 Aug | 24367.50 | 247.3 | 0 | 0 | 0 | |||||
For Nifty - strike price 24950 expiring on 12SEP2024
Delta for 24950 CE is -
Historical price for 24950 CE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 115.1, which was -182.95 lower than the previous day. The implied volatity was -, the open interest changed by 1323100 which increased total open position to 1372275
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 298.05, which was -24.60 lower than the previous day. The implied volatity was -, the open interest changed by 31875 which increased total open position to 49175
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 322.65, which was -87.90 lower than the previous day. The implied volatity was -, the open interest changed by 6475 which increased total open position to 17300
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 410.55, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by 3375 which increased total open position to 10825
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 409.85, which was -46.90 lower than the previous day. The implied volatity was -, the open interest changed by -550 which decreased total open position to 7450
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 456.75, which was 75.15 higher than the previous day. The implied volatity was -, the open interest changed by -500 which decreased total open position to 8000
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 381.6, which was 61.60 higher than the previous day. The implied volatity was -, the open interest changed by 3825 which increased total open position to 8500
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 320, which was 8.30 higher than the previous day. The implied volatity was -, the open interest changed by -1000 which decreased total open position to 4675
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 311.7, which was -38.40 lower than the previous day. The implied volatity was -, the open interest changed by 1850 which increased total open position to 5675
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 350.1, which was 94.40 higher than the previous day. The implied volatity was -, the open interest changed by 3075 which increased total open position to 3825
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 255.7, which was 10.70 higher than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 750
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 245, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 650
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 243.05, which was 72.15 higher than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 500
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 170.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 0
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 170.9, which was -14.10 lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 450
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 185, which was -62.30 lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 275
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 247.3, 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 247.3, 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 247.3, 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 247.3, 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 24950 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 6 Sept | 24852.15 | 200.75 | 137.00 | 3,79,83,700 | 3,76,950 | 8,24,650 |
| 5 Sept | 25145.10 | 63.75 | -10.40 | 25,56,850 | 1,97,675 | 4,47,700 |
| 4 Sept | 25198.70 | 74.15 | 9.95 | 12,43,275 | 1,54,100 | 2,50,025 |
| 3 Sept | 25279.85 | 64.2 | -18.30 | 3,42,850 | 20,425 | 95,925 |
| 2 Sept | 25278.70 | 82.5 | 13.60 | 4,48,725 | -200 | 75,500 |
| 30 Aug | 25235.90 | 68.9 | -38.15 | 3,14,875 | 40,300 | 75,700 |
| 29 Aug | 25151.95 | 107.05 | -44.45 | 1,22,025 | 14,300 | 35,400 |
| 28 Aug | 25052.35 | 151.5 | -28.30 | 63,325 | 7,250 | 21,100 |
| 27 Aug | 25017.75 | 179.8 | 2.60 | 23,175 | 4,025 | 13,850 |
| 26 Aug | 25010.60 | 177.2 | -730.00 | 34,975 | 9,825 | 9,825 |
| 23 Aug | 24823.15 | 907.2 | 0.00 | 0 | 0 | 0 |
| 22 Aug | 24811.50 | 907.2 | 0.00 | 0 | 0 | 0 |
| 21 Aug | 24770.20 | 907.2 | 0.00 | 0 | 0 | 0 |
| 20 Aug | 24698.85 | 907.2 | 0.00 | 0 | 0 | 0 |
| 19 Aug | 24572.65 | 907.2 | 907.20 | 0 | 0 | 0 |
| 16 Aug | 24541.15 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Aug | 24143.75 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Aug | 24139.00 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Aug | 24347.00 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Aug | 24367.50 | 0 | 0 | 0 | 0 | |
For Nifty - strike price 24950 expiring on 12SEP2024
Delta for 24950 PE is -
Historical price for 24950 PE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 200.75, which was 137.00 higher than the previous day. The implied volatity was -, the open interest changed by 376950 which increased total open position to 824650
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 63.75, which was -10.40 lower than the previous day. The implied volatity was -, the open interest changed by 197675 which increased total open position to 447700
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 74.15, which was 9.95 higher than the previous day. The implied volatity was -, the open interest changed by 154100 which increased total open position to 250025
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 64.2, which was -18.30 lower than the previous day. The implied volatity was -, the open interest changed by 20425 which increased total open position to 95925
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 82.5, which was 13.60 higher than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 75500
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 68.9, which was -38.15 lower than the previous day. The implied volatity was -, the open interest changed by 40300 which increased total open position to 75700
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 107.05, which was -44.45 lower than the previous day. The implied volatity was -, the open interest changed by 14300 which increased total open position to 35400
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 151.5, which was -28.30 lower than the previous day. The implied volatity was -, the open interest changed by 7250 which increased total open position to 21100
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 179.8, which was 2.60 higher than the previous day. The implied volatity was -, the open interest changed by 4025 which increased total open position to 13850
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 177.2, which was -730.00 lower than the previous day. The implied volatity was -, the open interest changed by 9825 which increased total open position to 9825
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 907.2, 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 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 907.2, 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 907.2, 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 907.2, 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 907.2, which was 907.20 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 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 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 13 Aug NIFTY was trading at 24139.00. 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 12 Aug NIFTY was trading at 24347.00. 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 9 Aug NIFTY was trading at 24367.50. 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