NIFTY
Nifty
Historical option data for NIFTY
16 Sep 2024 04:11 PM IST
| NIFTY 24950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 16 Sept | 25383.75 | 469.8 | 56.95 | 61,675 | -7,425 | 1,02,125 | ||||
| 13 Sept | 25356.50 | 412.85 | 9.85 | 4,64,825 | 18,175 | 1,09,550 | ||||
| 12 Sept | 25388.90 | 403 | 248.00 | 36,50,150 | -1,99,700 | 91,375 | ||||
| 11 Sept | 24918.45 | 155 | -88.65 | 17,83,625 | 2,18,325 | 2,91,075 | ||||
| 10 Sept | 25041.10 | 243.65 | 28.80 | 10,88,100 | -36,200 | 72,750 | ||||
| 9 Sept | 24936.40 | 214.85 | 2.55 | 4,49,150 | 44,175 | 1,08,950 | ||||
| 6 Sept | 24852.15 | 212.3 | -171.50 | 4,92,975 | 63,150 | 64,775 | ||||
| 5 Sept | 25145.10 | 383.8 | -32.45 | 1,375 | 875 | 1,625 | ||||
| 4 Sept | 25198.70 | 416.25 | -72.70 | 525 | 225 | 750 | ||||
| 3 Sept | 25279.85 | 488.95 | 7.65 | 175 | 0 | 525 | ||||
| 2 Sept | 25278.70 | 481.3 | -26.15 | 700 | 25 | 525 | ||||
| 30 Aug | 25235.90 | 507.45 | 59.70 | 825 | -200 | 500 | ||||
| 29 Aug | 25151.95 | 447.75 | 37.80 | 3,500 | -200 | 700 | ||||
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| 28 Aug | 25052.35 | 409.95 | 21.70 | 11,675 | -275 | 900 | ||||
| 27 Aug | 25017.75 | 388.25 | -17.45 | 1,925 | 350 | 1,175 | ||||
| 26 Aug | 25010.60 | 405.7 | 85.70 | 4,825 | 550 | 825 | ||||
| 23 Aug | 24823.15 | 320 | 8.85 | 425 | 225 | 275 | ||||
| 22 Aug | 24811.50 | 311.15 | 56.40 | 175 | 50 | 50 | ||||
| 21 Aug | 24770.20 | 254.75 | 0.00 | 0 | 0 | 0 | ||||
| 20 Aug | 24698.85 | 254.75 | 0.00 | 0 | 0 | 0 | ||||
| 19 Aug | 24572.65 | 254.75 | 0.00 | 0 | 0 | 0 | ||||
| 16 Aug | 24541.15 | 254.75 | 0 | 0 | 0 | |||||
For Nifty - strike price 24950 expiring on 19SEP2024
Delta for 24950 CE is -
Historical price for 24950 CE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 469.8, which was 56.95 higher than the previous day. The implied volatity was -, the open interest changed by -7425 which decreased total open position to 102125
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 412.85, which was 9.85 higher than the previous day. The implied volatity was -, the open interest changed by 18175 which increased total open position to 109550
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 403, which was 248.00 higher than the previous day. The implied volatity was -, the open interest changed by -199700 which decreased total open position to 91375
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 155, which was -88.65 lower than the previous day. The implied volatity was -, the open interest changed by 218325 which increased total open position to 291075
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 243.65, which was 28.80 higher than the previous day. The implied volatity was -, the open interest changed by -36200 which decreased total open position to 72750
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 214.85, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 44175 which increased total open position to 108950
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 212.3, which was -171.50 lower than the previous day. The implied volatity was -, the open interest changed by 63150 which increased total open position to 64775
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 383.8, which was -32.45 lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 1625
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 416.25, which was -72.70 lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 750
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 488.95, which was 7.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 525
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 481.3, which was -26.15 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 525
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 507.45, which was 59.70 higher than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 500
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 447.75, which was 37.80 higher than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 700
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 409.95, which was 21.70 higher than the previous day. The implied volatity was -, the open interest changed by -275 which decreased total open position to 900
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 388.25, which was -17.45 lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 1175
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 405.7, which was 85.70 higher than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 825
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 320, which was 8.85 higher than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 275
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 311.15, which was 56.40 higher 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 254.75, 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 254.75, 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 254.75, 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 254.75, 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 |
| 16 Sept | 25383.75 | 14.35 | -12.95 | 86,08,625 | 1,38,400 | 8,71,375 |
| 13 Sept | 25356.50 | 27.3 | -15.20 | 1,01,96,325 | 1,66,575 | 7,32,975 |
| 12 Sept | 25388.90 | 42.5 | -141.50 | 77,84,925 | 3,69,750 | 5,66,400 |
| 11 Sept | 24918.45 | 184 | 62.90 | 19,24,500 | 61,675 | 1,96,650 |
| 10 Sept | 25041.10 | 121.1 | -76.00 | 11,79,675 | 62,775 | 1,34,975 |
| 9 Sept | 24936.40 | 197.1 | -79.15 | 2,97,850 | 13,375 | 72,200 |
| 6 Sept | 24852.15 | 276.25 | 149.20 | 4,20,275 | 44,850 | 58,825 |
| 5 Sept | 25145.10 | 127.05 | -12.95 | 16,700 | 1,550 | 13,975 |
| 4 Sept | 25198.70 | 140 | 20.70 | 9,100 | 2,700 | 12,425 |
| 3 Sept | 25279.85 | 119.3 | -14.10 | 16,000 | 5,400 | 9,725 |
| 2 Sept | 25278.70 | 133.4 | 10.15 | 12,875 | -5,400 | 4,325 |
| 30 Aug | 25235.90 | 123.25 | -48.65 | 12,250 | 4,650 | 9,725 |
| 29 Aug | 25151.95 | 171.9 | -37.40 | 9,500 | 3,500 | 5,075 |
| 28 Aug | 25052.35 | 209.3 | -8.75 | 2,000 | 1,150 | 1,575 |
| 27 Aug | 25017.75 | 218.05 | -1.65 | 375 | 75 | 425 |
| 26 Aug | 25010.60 | 219.7 | -668.20 | 825 | 350 | 350 |
| 23 Aug | 24823.15 | 887.9 | 0.00 | 0 | 0 | 0 |
| 22 Aug | 24811.50 | 887.9 | 887.90 | 0 | 0 | 0 |
| 21 Aug | 24770.20 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Aug | 24698.85 | 0 | 0.00 | 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 24950 expiring on 19SEP2024
Delta for 24950 PE is -
Historical price for 24950 PE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 14.35, which was -12.95 lower than the previous day. The implied volatity was -, the open interest changed by 138400 which increased total open position to 871375
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 27.3, which was -15.20 lower than the previous day. The implied volatity was -, the open interest changed by 166575 which increased total open position to 732975
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 42.5, which was -141.50 lower than the previous day. The implied volatity was -, the open interest changed by 369750 which increased total open position to 566400
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 184, which was 62.90 higher than the previous day. The implied volatity was -, the open interest changed by 61675 which increased total open position to 196650
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 121.1, which was -76.00 lower than the previous day. The implied volatity was -, the open interest changed by 62775 which increased total open position to 134975
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 197.1, which was -79.15 lower than the previous day. The implied volatity was -, the open interest changed by 13375 which increased total open position to 72200
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 276.25, which was 149.20 higher than the previous day. The implied volatity was -, the open interest changed by 44850 which increased total open position to 58825
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 127.05, which was -12.95 lower than the previous day. The implied volatity was -, the open interest changed by 1550 which increased total open position to 13975
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 140, which was 20.70 higher than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 12425
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 119.3, which was -14.10 lower than the previous day. The implied volatity was -, the open interest changed by 5400 which increased total open position to 9725
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 133.4, which was 10.15 higher than the previous day. The implied volatity was -, the open interest changed by -5400 which decreased total open position to 4325
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 123.25, which was -48.65 lower than the previous day. The implied volatity was -, the open interest changed by 4650 which increased total open position to 9725
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 171.9, which was -37.40 lower than the previous day. The implied volatity was -, the open interest changed by 3500 which increased total open position to 5075
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 209.3, which was -8.75 lower than the previous day. The implied volatity was -, the open interest changed by 1150 which increased total open position to 1575
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 218.05, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 425
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 219.7, which was -668.20 lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 350
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 887.9, 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 887.9, which was 887.90 higher 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 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 20 Aug NIFTY was trading at 24698.85. 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 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