NIFTY
Nifty
Historical option data for NIFTY
16 Sep 2024 04:11 PM IST
| NIFTY 25200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 16 Sept | 25383.75 | 246.4 | 38.40 | 1,03,46,800 | -5,12,600 | 11,20,500 | ||||
| 13 Sept | 25356.50 | 208 | -6.00 | 1,86,20,825 | -2,33,925 | 16,33,100 | ||||
| 12 Sept | 25388.90 | 214 | 153.50 | 2,18,34,400 | 6,67,000 | 18,67,025 | ||||
| 11 Sept | 24918.45 | 60.5 | -49.70 | 67,15,375 | 5,36,650 | 12,00,025 | ||||
| 10 Sept | 25041.10 | 110.2 | 8.25 | 33,02,675 | 1,65,475 | 6,63,375 | ||||
| 9 Sept | 24936.40 | 101.95 | -8.15 | 17,24,725 | 70,500 | 4,97,900 | ||||
| 6 Sept | 24852.15 | 110.1 | -117.90 | 22,04,175 | 2,37,225 | 4,27,400 | ||||
| 5 Sept | 25145.10 | 228 | -20.45 | 4,67,900 | 66,625 | 1,90,175 | ||||
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| 4 Sept | 25198.70 | 248.45 | -58.05 | 2,70,400 | 93,225 | 1,23,550 | ||||
| 3 Sept | 25279.85 | 306.5 | -7.15 | 47,825 | 5,700 | 30,325 | ||||
| 2 Sept | 25278.70 | 313.65 | -39.35 | 64,725 | 2,175 | 24,625 | ||||
| 30 Aug | 25235.90 | 353 | 50.10 | 86,100 | 16,550 | 22,450 | ||||
| 29 Aug | 25151.95 | 302.9 | 43.90 | 15,900 | 2,875 | 5,900 | ||||
| 28 Aug | 25052.35 | 259 | 18.00 | 7,475 | 1,900 | 3,025 | ||||
| 27 Aug | 25017.75 | 241 | -23.00 | 1,575 | 375 | 1,125 | ||||
| 26 Aug | 25010.60 | 264 | 74.85 | 1,925 | 750 | 750 | ||||
| 23 Aug | 24823.15 | 189.15 | 0.00 | 0 | 0 | 0 | ||||
| 22 Aug | 24811.50 | 189.15 | 0.00 | 0 | 0 | 0 | ||||
| 21 Aug | 24770.20 | 189.15 | 0.00 | 0 | 0 | 0 | ||||
| 20 Aug | 24698.85 | 189.15 | 0.00 | 0 | 0 | 0 | ||||
| 19 Aug | 24572.65 | 189.15 | 0.00 | 0 | 0 | 0 | ||||
| 16 Aug | 24541.15 | 189.15 | 0 | 0 | 0 | |||||
For Nifty - strike price 25200 expiring on 19SEP2024
Delta for 25200 CE is -
Historical price for 25200 CE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 246.4, which was 38.40 higher than the previous day. The implied volatity was -, the open interest changed by -512600 which decreased total open position to 1120500
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 208, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by -233925 which decreased total open position to 1633100
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 214, which was 153.50 higher than the previous day. The implied volatity was -, the open interest changed by 667000 which increased total open position to 1867025
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 60.5, which was -49.70 lower than the previous day. The implied volatity was -, the open interest changed by 536650 which increased total open position to 1200025
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 110.2, which was 8.25 higher than the previous day. The implied volatity was -, the open interest changed by 165475 which increased total open position to 663375
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 101.95, which was -8.15 lower than the previous day. The implied volatity was -, the open interest changed by 70500 which increased total open position to 497900
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 110.1, which was -117.90 lower than the previous day. The implied volatity was -, the open interest changed by 237225 which increased total open position to 427400
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 228, which was -20.45 lower than the previous day. The implied volatity was -, the open interest changed by 66625 which increased total open position to 190175
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 248.45, which was -58.05 lower than the previous day. The implied volatity was -, the open interest changed by 93225 which increased total open position to 123550
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 306.5, which was -7.15 lower than the previous day. The implied volatity was -, the open interest changed by 5700 which increased total open position to 30325
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 313.65, which was -39.35 lower than the previous day. The implied volatity was -, the open interest changed by 2175 which increased total open position to 24625
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 353, which was 50.10 higher than the previous day. The implied volatity was -, the open interest changed by 16550 which increased total open position to 22450
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 302.9, which was 43.90 higher than the previous day. The implied volatity was -, the open interest changed by 2875 which increased total open position to 5900
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 259, which was 18.00 higher than the previous day. The implied volatity was -, the open interest changed by 1900 which increased total open position to 3025
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 241, which was -23.00 lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 1125
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 264, which was 74.85 higher than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 750
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 189.15, 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 189.15, 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 189.15, 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 189.15, 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 189.15, 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 189.15, 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 25200 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 16 Sept | 25383.75 | 41 | -33.00 | 4,05,58,475 | 2,71,975 | 44,94,125 |
| 13 Sept | 25356.50 | 74 | -25.90 | 4,49,65,175 | 15,97,375 | 42,22,150 |
| 12 Sept | 25388.90 | 99.9 | -241.10 | 1,45,85,750 | 23,50,375 | 26,24,775 |
| 11 Sept | 24918.45 | 341 | 99.00 | 16,80,550 | 34,825 | 2,74,400 |
| 10 Sept | 25041.10 | 242 | -93.00 | 9,58,800 | 1,21,825 | 2,39,575 |
| 9 Sept | 24936.40 | 335 | -87.50 | 2,24,900 | -6,550 | 1,17,750 |
| 6 Sept | 24852.15 | 422.5 | 203.10 | 5,88,550 | -82,875 | 1,24,300 |
| 5 Sept | 25145.10 | 219.4 | -13.20 | 6,12,100 | 1,34,700 | 2,07,175 |
| 4 Sept | 25198.70 | 232.6 | 40.00 | 2,08,650 | 24,350 | 72,475 |
| 3 Sept | 25279.85 | 192.6 | -15.95 | 54,250 | 8,250 | 48,125 |
| 2 Sept | 25278.70 | 208.55 | 16.30 | 94,850 | 14,875 | 39,875 |
| 30 Aug | 25235.90 | 192.25 | -55.75 | 83,675 | 15,475 | 25,000 |
| 29 Aug | 25151.95 | 248 | -73.40 | 28,550 | 8,050 | 9,525 |
| 28 Aug | 25052.35 | 321.4 | -749.20 | 3,350 | 1,475 | 1,475 |
| 27 Aug | 25017.75 | 1070.6 | 0.00 | 0 | 0 | 0 |
| 26 Aug | 25010.60 | 1070.6 | 1070.60 | 0 | 0 | 0 |
| 23 Aug | 24823.15 | 0 | 0.00 | 0 | 0 | 0 |
| 22 Aug | 24811.50 | 0 | 0.00 | 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 25200 expiring on 19SEP2024
Delta for 25200 PE is -
Historical price for 25200 PE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 41, which was -33.00 lower than the previous day. The implied volatity was -, the open interest changed by 271975 which increased total open position to 4494125
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 74, which was -25.90 lower than the previous day. The implied volatity was -, the open interest changed by 1597375 which increased total open position to 4222150
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 99.9, which was -241.10 lower than the previous day. The implied volatity was -, the open interest changed by 2350375 which increased total open position to 2624775
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 341, which was 99.00 higher than the previous day. The implied volatity was -, the open interest changed by 34825 which increased total open position to 274400
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 242, which was -93.00 lower than the previous day. The implied volatity was -, the open interest changed by 121825 which increased total open position to 239575
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 335, which was -87.50 lower than the previous day. The implied volatity was -, the open interest changed by -6550 which decreased total open position to 117750
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 422.5, which was 203.10 higher than the previous day. The implied volatity was -, the open interest changed by -82875 which decreased total open position to 124300
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 219.4, which was -13.20 lower than the previous day. The implied volatity was -, the open interest changed by 134700 which increased total open position to 207175
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 232.6, which was 40.00 higher than the previous day. The implied volatity was -, the open interest changed by 24350 which increased total open position to 72475
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 192.6, which was -15.95 lower than the previous day. The implied volatity was -, the open interest changed by 8250 which increased total open position to 48125
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 208.55, which was 16.30 higher than the previous day. The implied volatity was -, the open interest changed by 14875 which increased total open position to 39875
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 192.25, which was -55.75 lower than the previous day. The implied volatity was -, the open interest changed by 15475 which increased total open position to 25000
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 248, which was -73.40 lower than the previous day. The implied volatity was -, the open interest changed by 8050 which increased total open position to 9525
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 321.4, which was -749.20 lower than the previous day. The implied volatity was -, the open interest changed by 1475 which increased total open position to 1475
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 1070.6, 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 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 1070.6, which was 1070.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Aug NIFTY was trading at 24823.15. 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 22 Aug NIFTY was trading at 24811.50. 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 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