NIFTY
Nifty
Historical option data for NIFTY
06 Sep 2024 04:11 PM IST
| NIFTY 25000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 6 Sept | 24852.15 | 94.4 | -166.10 | 9,37,55,925 | 53,24,750 | 67,39,700 | ||||
| 5 Sept | 25145.10 | 260.5 | -31.50 | 36,59,400 | 7,68,125 | 14,14,950 | ||||
| 4 Sept | 25198.70 | 292 | -74.65 | 32,31,100 | 3,60,400 | 6,46,825 | ||||
| 3 Sept | 25279.85 | 366.65 | -4.35 | 7,24,225 | 46,800 | 2,86,425 | ||||
| 2 Sept | 25278.70 | 371 | -47.05 | 5,57,775 | -5,650 | 2,39,625 | ||||
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| 30 Aug | 25235.90 | 418.05 | 67.05 | 10,49,150 | 17,375 | 2,45,275 | ||||
| 29 Aug | 25151.95 | 351 | 51.50 | 17,85,050 | 28,425 | 2,27,900 | ||||
| 28 Aug | 25052.35 | 299.5 | 19.50 | 7,54,625 | 12,025 | 1,99,475 | ||||
| 27 Aug | 25017.75 | 280 | -38.85 | 4,25,550 | 29,100 | 1,87,450 | ||||
| 26 Aug | 25010.60 | 318.85 | 88.90 | 5,54,675 | 74,100 | 1,58,350 | ||||
| 23 Aug | 24823.15 | 229.95 | 12.95 | 1,68,425 | 41,925 | 84,250 | ||||
| 22 Aug | 24811.50 | 217 | 3.55 | 42,975 | 10,125 | 42,325 | ||||
| 21 Aug | 24770.20 | 213.45 | 24.00 | 39,050 | 4,775 | 32,200 | ||||
| 20 Aug | 24698.85 | 189.45 | 26.45 | 37,200 | 4,100 | 27,425 | ||||
| 19 Aug | 24572.65 | 163 | -12.00 | 23,300 | 4,950 | 23,325 | ||||
| 16 Aug | 24541.15 | 175 | 82.30 | 52,300 | 12,275 | 18,375 | ||||
| 14 Aug | 24143.75 | 92.7 | -20.90 | 6,350 | 1,700 | 6,100 | ||||
| 13 Aug | 24139.00 | 113.6 | -31.60 | 7,800 | 3,225 | 4,400 | ||||
| 12 Aug | 24347.00 | 145.2 | -87.85 | 2,125 | 1,175 | 1,175 | ||||
| 9 Aug | 24367.50 | 233.05 | 0 | 0 | 0 | |||||
For Nifty - strike price 25000 expiring on 12SEP2024
Delta for 25000 CE is -
Historical price for 25000 CE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 94.4, which was -166.10 lower than the previous day. The implied volatity was -, the open interest changed by 5324750 which increased total open position to 6739700
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 260.5, which was -31.50 lower than the previous day. The implied volatity was -, the open interest changed by 768125 which increased total open position to 1414950
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 292, which was -74.65 lower than the previous day. The implied volatity was -, the open interest changed by 360400 which increased total open position to 646825
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 366.65, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by 46800 which increased total open position to 286425
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 371, which was -47.05 lower than the previous day. The implied volatity was -, the open interest changed by -5650 which decreased total open position to 239625
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 418.05, which was 67.05 higher than the previous day. The implied volatity was -, the open interest changed by 17375 which increased total open position to 245275
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 351, which was 51.50 higher than the previous day. The implied volatity was -, the open interest changed by 28425 which increased total open position to 227900
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 299.5, which was 19.50 higher than the previous day. The implied volatity was -, the open interest changed by 12025 which increased total open position to 199475
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 280, which was -38.85 lower than the previous day. The implied volatity was -, the open interest changed by 29100 which increased total open position to 187450
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 318.85, which was 88.90 higher than the previous day. The implied volatity was -, the open interest changed by 74100 which increased total open position to 158350
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 229.95, which was 12.95 higher than the previous day. The implied volatity was -, the open interest changed by 41925 which increased total open position to 84250
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 217, which was 3.55 higher than the previous day. The implied volatity was -, the open interest changed by 10125 which increased total open position to 42325
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 213.45, which was 24.00 higher than the previous day. The implied volatity was -, the open interest changed by 4775 which increased total open position to 32200
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 189.45, which was 26.45 higher than the previous day. The implied volatity was -, the open interest changed by 4100 which increased total open position to 27425
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 163, which was -12.00 lower than the previous day. The implied volatity was -, the open interest changed by 4950 which increased total open position to 23325
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 175, which was 82.30 higher than the previous day. The implied volatity was -, the open interest changed by 12275 which increased total open position to 18375
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 92.7, which was -20.90 lower than the previous day. The implied volatity was -, the open interest changed by 1700 which increased total open position to 6100
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 113.6, which was -31.60 lower than the previous day. The implied volatity was -, the open interest changed by 3225 which increased total open position to 4400
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 145.2, which was -87.85 lower than the previous day. The implied volatity was -, the open interest changed by 1175 which increased total open position to 1175
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 233.05, 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 25000 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 6 Sept | 24852.15 | 231.95 | 156.75 | 8,35,74,300 | -9,20,275 | 30,44,350 |
| 5 Sept | 25145.10 | 75.2 | -14.75 | 1,37,24,050 | 13,53,825 | 39,64,625 |
| 4 Sept | 25198.70 | 89.95 | 16.95 | 95,33,125 | 8,47,750 | 26,10,800 |
| 3 Sept | 25279.85 | 73 | -17.00 | 31,13,025 | 2,74,125 | 17,63,050 |
| 2 Sept | 25278.70 | 90 | 9.65 | 33,89,500 | 3,25,325 | 14,88,925 |
| 30 Aug | 25235.90 | 80.35 | -42.60 | 25,77,175 | 6,81,825 | 11,63,600 |
| 29 Aug | 25151.95 | 122.95 | -47.30 | 18,77,725 | 2,22,425 | 4,81,775 |
| 28 Aug | 25052.35 | 170.25 | -27.80 | 8,34,575 | 61,400 | 2,59,350 |
| 27 Aug | 25017.75 | 198.05 | 3.70 | 4,10,250 | 42,600 | 1,97,950 |
| 26 Aug | 25010.60 | 194.35 | -104.65 | 3,47,300 | 1,02,775 | 1,55,350 |
| 23 Aug | 24823.15 | 299 | -1.00 | 1,03,975 | 27,800 | 52,575 |
| 22 Aug | 24811.50 | 300 | -31.00 | 31,625 | 19,825 | 24,775 |
| 21 Aug | 24770.20 | 331 | -67.55 | 4,175 | 2,675 | 4,950 |
| 20 Aug | 24698.85 | 398.55 | -76.05 | 4,425 | 2,275 | 2,275 |
| 19 Aug | 24572.65 | 474.6 | -468.00 | 850 | 0 | 0 |
| 16 Aug | 24541.15 | 942.6 | 0.00 | 0 | 0 | 0 |
| 14 Aug | 24143.75 | 942.6 | 0.00 | 0 | 0 | 0 |
| 13 Aug | 24139.00 | 942.6 | 0.00 | 0 | 0 | 0 |
| 12 Aug | 24347.00 | 942.6 | 942.60 | 0 | 0 | 0 |
| 9 Aug | 24367.50 | 0 | 0 | 0 | 0 | |
For Nifty - strike price 25000 expiring on 12SEP2024
Delta for 25000 PE is -
Historical price for 25000 PE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 231.95, which was 156.75 higher than the previous day. The implied volatity was -, the open interest changed by -920275 which decreased total open position to 3044350
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 75.2, which was -14.75 lower than the previous day. The implied volatity was -, the open interest changed by 1353825 which increased total open position to 3964625
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 89.95, which was 16.95 higher than the previous day. The implied volatity was -, the open interest changed by 847750 which increased total open position to 2610800
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 73, which was -17.00 lower than the previous day. The implied volatity was -, the open interest changed by 274125 which increased total open position to 1763050
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 90, which was 9.65 higher than the previous day. The implied volatity was -, the open interest changed by 325325 which increased total open position to 1488925
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 80.35, which was -42.60 lower than the previous day. The implied volatity was -, the open interest changed by 681825 which increased total open position to 1163600
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 122.95, which was -47.30 lower than the previous day. The implied volatity was -, the open interest changed by 222425 which increased total open position to 481775
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 170.25, which was -27.80 lower than the previous day. The implied volatity was -, the open interest changed by 61400 which increased total open position to 259350
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 198.05, which was 3.70 higher than the previous day. The implied volatity was -, the open interest changed by 42600 which increased total open position to 197950
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 194.35, which was -104.65 lower than the previous day. The implied volatity was -, the open interest changed by 102775 which increased total open position to 155350
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 299, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 27800 which increased total open position to 52575
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 300, which was -31.00 lower than the previous day. The implied volatity was -, the open interest changed by 19825 which increased total open position to 24775
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 331, which was -67.55 lower than the previous day. The implied volatity was -, the open interest changed by 2675 which increased total open position to 4950
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 398.55, which was -76.05 lower than the previous day. The implied volatity was -, the open interest changed by 2275 which increased total open position to 2275
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 474.6, which was -468.00 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 942.6, 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 942.6, 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 942.6, 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 942.6, which was 942.60 higher 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