NIFTY
Nifty
Historical option data for NIFTY
16 Sep 2024 04:11 PM IST
| NIFTY 25000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
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|
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| 16 Sept | 25383.75 | 420.75 | 55.50 | 25,42,250 | -3,22,075 | 13,06,525 | ||||
| 13 Sept | 25356.50 | 365.25 | -0.60 | 59,82,925 | -9,50,525 | 16,28,600 | ||||
| 12 Sept | 25388.90 | 365.85 | 236.70 | 3,28,98,550 | 5,42,850 | 25,79,125 | ||||
| 11 Sept | 24918.45 | 129.15 | -82.85 | 1,19,22,300 | 11,44,225 | 20,36,275 | ||||
| 10 Sept | 25041.10 | 212 | 24.00 | 74,08,450 | 1,30,625 | 8,92,050 | ||||
| 9 Sept | 24936.40 | 188 | -2.95 | 31,11,975 | 1,23,675 | 7,61,425 | ||||
| 6 Sept | 24852.15 | 190.95 | -162.45 | 30,69,625 | 5,22,600 | 6,37,750 | ||||
| 5 Sept | 25145.10 | 353.4 | -21.60 | 2,12,000 | 67,575 | 1,15,150 | ||||
| 4 Sept | 25198.70 | 375 | -65.75 | 2,89,225 | 23,400 | 47,575 | ||||
| 3 Sept | 25279.85 | 440.75 | -7.35 | 7,175 | 3,775 | 24,175 | ||||
| 2 Sept | 25278.70 | 448.1 | -43.80 | 13,175 | 350 | 20,400 | ||||
| 30 Aug | 25235.90 | 491.9 | 70.05 | 25,950 | 2,475 | 20,050 | ||||
| 29 Aug | 25151.95 | 421.85 | 49.25 | 41,400 | -900 | 17,575 | ||||
| 28 Aug | 25052.35 | 372.6 | 19.35 | 26,875 | 4,275 | 18,475 | ||||
| 27 Aug | 25017.75 | 353.25 | -22.80 | 22,975 | 1,725 | 14,200 | ||||
| 26 Aug | 25010.60 | 376.05 | 86.05 | 39,900 | -1,125 | 12,475 | ||||
| 23 Aug | 24823.15 | 290 | 12.05 | 21,525 | 8,750 | 13,600 | ||||
| 22 Aug | 24811.50 | 277.95 | 15.65 | 5,900 | 1,075 | 4,850 | ||||
| 21 Aug | 24770.20 | 262.3 | 24.20 | 9,150 | 875 | 3,775 | ||||
| 20 Aug | 24698.85 | 238.1 | 27.40 | 4,375 | 1,250 | 2,900 | ||||
| 19 Aug | 24572.65 | 210.7 | -19.30 | 2,400 | 1,525 | 1,650 | ||||
| 16 Aug | 24541.15 | 230 | 300 | 125 | 125 | |||||
For Nifty - strike price 25000 expiring on 19SEP2024
Delta for 25000 CE is -
Historical price for 25000 CE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 420.75, which was 55.50 higher than the previous day. The implied volatity was -, the open interest changed by -322075 which decreased total open position to 1306525
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 365.25, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by -950525 which decreased total open position to 1628600
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 365.85, which was 236.70 higher than the previous day. The implied volatity was -, the open interest changed by 542850 which increased total open position to 2579125
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 129.15, which was -82.85 lower than the previous day. The implied volatity was -, the open interest changed by 1144225 which increased total open position to 2036275
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 212, which was 24.00 higher than the previous day. The implied volatity was -, the open interest changed by 130625 which increased total open position to 892050
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 188, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 123675 which increased total open position to 761425
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 190.95, which was -162.45 lower than the previous day. The implied volatity was -, the open interest changed by 522600 which increased total open position to 637750
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 353.4, which was -21.60 lower than the previous day. The implied volatity was -, the open interest changed by 67575 which increased total open position to 115150
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 375, which was -65.75 lower than the previous day. The implied volatity was -, the open interest changed by 23400 which increased total open position to 47575
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 440.75, which was -7.35 lower than the previous day. The implied volatity was -, the open interest changed by 3775 which increased total open position to 24175
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 448.1, which was -43.80 lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 20400
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 491.9, which was 70.05 higher than the previous day. The implied volatity was -, the open interest changed by 2475 which increased total open position to 20050
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 421.85, which was 49.25 higher than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 17575
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 372.6, which was 19.35 higher than the previous day. The implied volatity was -, the open interest changed by 4275 which increased total open position to 18475
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 353.25, which was -22.80 lower than the previous day. The implied volatity was -, the open interest changed by 1725 which increased total open position to 14200
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 376.05, which was 86.05 higher than the previous day. The implied volatity was -, the open interest changed by -1125 which decreased total open position to 12475
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 290, which was 12.05 higher than the previous day. The implied volatity was -, the open interest changed by 8750 which increased total open position to 13600
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 277.95, which was 15.65 higher than the previous day. The implied volatity was -, the open interest changed by 1075 which increased total open position to 4850
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 262.3, which was 24.20 higher than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 3775
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 238.1, which was 27.40 higher than the previous day. The implied volatity was -, the open interest changed by 1250 which increased total open position to 2900
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 210.7, which was -19.30 lower than the previous day. The implied volatity was -, the open interest changed by 1525 which increased total open position to 1650
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 230, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 125
| NIFTY 25000 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 16 Sept | 25383.75 | 17.9 | -15.50 | 3,64,19,925 | 6,61,650 | 60,10,475 |
| 13 Sept | 25356.50 | 33.4 | -18.60 | 4,02,77,675 | -20,075 | 53,48,825 |
| 12 Sept | 25388.90 | 52 | -157.05 | 4,00,72,275 | 37,66,150 | 53,68,900 |
| 11 Sept | 24918.45 | 209.05 | 66.40 | 1,08,71,825 | 5,05,250 | 16,02,750 |
| 10 Sept | 25041.10 | 142.65 | -80.35 | 57,64,700 | 5,72,800 | 10,97,500 |
| 9 Sept | 24936.40 | 223 | -85.90 | 16,41,625 | -1,20,675 | 5,24,700 |
| 6 Sept | 24852.15 | 308.9 | 161.95 | 25,17,750 | 3,02,075 | 6,45,375 |
| 5 Sept | 25145.10 | 146.95 | -10.30 | 5,28,175 | 1,60,375 | 3,43,300 |
| 4 Sept | 25198.70 | 157.25 | 28.15 | 4,16,525 | 67,625 | 1,82,925 |
| 3 Sept | 25279.85 | 129.1 | -14.90 | 97,475 | 27,325 | 1,15,300 |
| 2 Sept | 25278.70 | 144 | 13.50 | 1,37,100 | 15,825 | 87,975 |
| 30 Aug | 25235.90 | 130.5 | -53.45 | 1,19,950 | 17,950 | 72,150 |
| 29 Aug | 25151.95 | 183.95 | -36.30 | 1,19,325 | 23,375 | 54,200 |
| 28 Aug | 25052.35 | 220.25 | -23.85 | 80,025 | 11,875 | 30,825 |
| 27 Aug | 25017.75 | 244.1 | -4.20 | 40,725 | 4,875 | 18,950 |
| 26 Aug | 25010.60 | 248.3 | -88.10 | 35,050 | 8,000 | 14,075 |
| 23 Aug | 24823.15 | 336.4 | 16.25 | 13,100 | 5,950 | 6,075 |
| 22 Aug | 24811.50 | 320.15 | -602.75 | 175 | 125 | 125 |
| 21 Aug | 24770.20 | 922.9 | 0.00 | 0 | 0 | 0 |
| 20 Aug | 24698.85 | 922.9 | 0.00 | 0 | 0 | 0 |
| 19 Aug | 24572.65 | 922.9 | 0.00 | 0 | 0 | 0 |
| 16 Aug | 24541.15 | 922.9 | 0 | 0 | 0 | |
For Nifty - strike price 25000 expiring on 19SEP2024
Delta for 25000 PE is -
Historical price for 25000 PE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 17.9, which was -15.50 lower than the previous day. The implied volatity was -, the open interest changed by 661650 which increased total open position to 6010475
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 33.4, which was -18.60 lower than the previous day. The implied volatity was -, the open interest changed by -20075 which decreased total open position to 5348825
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 52, which was -157.05 lower than the previous day. The implied volatity was -, the open interest changed by 3766150 which increased total open position to 5368900
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 209.05, which was 66.40 higher than the previous day. The implied volatity was -, the open interest changed by 505250 which increased total open position to 1602750
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 142.65, which was -80.35 lower than the previous day. The implied volatity was -, the open interest changed by 572800 which increased total open position to 1097500
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 223, which was -85.90 lower than the previous day. The implied volatity was -, the open interest changed by -120675 which decreased total open position to 524700
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 308.9, which was 161.95 higher than the previous day. The implied volatity was -, the open interest changed by 302075 which increased total open position to 645375
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 146.95, which was -10.30 lower than the previous day. The implied volatity was -, the open interest changed by 160375 which increased total open position to 343300
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 157.25, which was 28.15 higher than the previous day. The implied volatity was -, the open interest changed by 67625 which increased total open position to 182925
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 129.1, which was -14.90 lower than the previous day. The implied volatity was -, the open interest changed by 27325 which increased total open position to 115300
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 144, which was 13.50 higher than the previous day. The implied volatity was -, the open interest changed by 15825 which increased total open position to 87975
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 130.5, which was -53.45 lower than the previous day. The implied volatity was -, the open interest changed by 17950 which increased total open position to 72150
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 183.95, which was -36.30 lower than the previous day. The implied volatity was -, the open interest changed by 23375 which increased total open position to 54200
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 220.25, which was -23.85 lower than the previous day. The implied volatity was -, the open interest changed by 11875 which increased total open position to 30825
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 244.1, which was -4.20 lower than the previous day. The implied volatity was -, the open interest changed by 4875 which increased total open position to 18950
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 248.3, which was -88.10 lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 14075
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 336.4, which was 16.25 higher than the previous day. The implied volatity was -, the open interest changed by 5950 which increased total open position to 6075
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 320.15, which was -602.75 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 125
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 922.9, 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 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 922.9, 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 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 922.9, 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 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 922.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0