NIFTY
Nifty
Historical option data for NIFTY
16 Sep 2024 04:11 PM IST
| NIFTY 25300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 16 Sept | 25383.75 | 171 | 26.20 | 3,73,59,550 | -5,82,625 | 19,41,375 | ||||
| 13 Sept | 25356.50 | 144.8 | -7.85 | 6,49,96,100 | 2,41,250 | 25,24,000 | ||||
| 12 Sept | 25388.90 | 152.65 | 114.00 | 2,33,02,675 | 13,11,800 | 22,82,750 | ||||
| 11 Sept | 24918.45 | 38.65 | -35.85 | 59,79,775 | 2,03,875 | 9,70,950 | ||||
| 10 Sept | 25041.10 | 74.5 | 2.50 | 31,99,650 | 1,66,200 | 7,67,075 | ||||
| 9 Sept | 24936.40 | 72 | -9.00 | 19,07,425 | 2,38,300 | 6,00,875 | ||||
| 6 Sept | 24852.15 | 81 | -96.00 | 16,13,350 | 1,36,675 | 3,62,575 | ||||
| 5 Sept | 25145.10 | 177 | -17.30 | 5,36,000 | 1,35,750 | 2,25,900 | ||||
| 4 Sept | 25198.70 | 194.3 | -50.95 | 1,46,250 | 23,475 | 90,150 | ||||
| 3 Sept | 25279.85 | 245.25 | -7.30 | 91,450 | 6,150 | 66,675 | ||||
| 2 Sept | 25278.70 | 252.55 | -37.45 | 1,15,825 | 29,200 | 60,525 | ||||
| 30 Aug | 25235.90 | 290 | 51.10 | 51,025 | 7,025 | 31,325 | ||||
| 29 Aug | 25151.95 | 238.9 | 30.90 | 46,350 | 11,225 | 24,300 | ||||
| 28 Aug | 25052.35 | 208 | 17.35 | 24,900 | 10,825 | 13,075 | ||||
|
|
||||||||||
| 27 Aug | 25017.75 | 190.65 | -32.95 | 5,625 | 750 | 2,250 | ||||
| 26 Aug | 25010.60 | 223.6 | -36.65 | 5,425 | 1,500 | 1,500 | ||||
| 23 Aug | 24823.15 | 260.25 | 94.55 | 25 | 0 | 0 | ||||
| 22 Aug | 24811.50 | 165.7 | 0.00 | 0 | 0 | 0 | ||||
| 21 Aug | 24770.20 | 165.7 | 0.00 | 0 | 0 | 0 | ||||
| 20 Aug | 24698.85 | 165.7 | 0.00 | 0 | 0 | 0 | ||||
| 19 Aug | 24572.65 | 165.7 | 0.00 | 0 | 0 | 0 | ||||
| 16 Aug | 24541.15 | 165.7 | 0 | 0 | 0 | |||||
For Nifty - strike price 25300 expiring on 19SEP2024
Delta for 25300 CE is -
Historical price for 25300 CE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 171, which was 26.20 higher than the previous day. The implied volatity was -, the open interest changed by -582625 which decreased total open position to 1941375
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 144.8, which was -7.85 lower than the previous day. The implied volatity was -, the open interest changed by 241250 which increased total open position to 2524000
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 152.65, which was 114.00 higher than the previous day. The implied volatity was -, the open interest changed by 1311800 which increased total open position to 2282750
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 38.65, which was -35.85 lower than the previous day. The implied volatity was -, the open interest changed by 203875 which increased total open position to 970950
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 74.5, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by 166200 which increased total open position to 767075
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 72, which was -9.00 lower than the previous day. The implied volatity was -, the open interest changed by 238300 which increased total open position to 600875
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 81, which was -96.00 lower than the previous day. The implied volatity was -, the open interest changed by 136675 which increased total open position to 362575
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 177, which was -17.30 lower than the previous day. The implied volatity was -, the open interest changed by 135750 which increased total open position to 225900
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 194.3, which was -50.95 lower than the previous day. The implied volatity was -, the open interest changed by 23475 which increased total open position to 90150
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 245.25, which was -7.30 lower than the previous day. The implied volatity was -, the open interest changed by 6150 which increased total open position to 66675
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 252.55, which was -37.45 lower than the previous day. The implied volatity was -, the open interest changed by 29200 which increased total open position to 60525
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 290, which was 51.10 higher than the previous day. The implied volatity was -, the open interest changed by 7025 which increased total open position to 31325
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 238.9, which was 30.90 higher than the previous day. The implied volatity was -, the open interest changed by 11225 which increased total open position to 24300
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 208, which was 17.35 higher than the previous day. The implied volatity was -, the open interest changed by 10825 which increased total open position to 13075
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 190.65, which was -32.95 lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 2250
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 223.6, which was -36.65 lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1500
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 260.25, which was 94.55 higher 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 165.7, 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 165.7, 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 165.7, 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 165.7, 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 165.7, 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 25300 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 16 Sept | 25383.75 | 65.7 | -44.25 | 6,02,17,250 | 6,00,950 | 38,84,175 |
| 13 Sept | 25356.50 | 109.95 | -29.25 | 7,44,65,975 | 10,10,600 | 32,83,225 |
| 12 Sept | 25388.90 | 139.2 | -282.05 | 1,14,87,550 | 21,26,775 | 22,72,625 |
| 11 Sept | 24918.45 | 421.25 | 117.70 | 5,49,350 | -6,100 | 1,45,850 |
| 10 Sept | 25041.10 | 303.55 | -106.45 | 3,84,400 | 78,600 | 1,51,950 |
| 9 Sept | 24936.40 | 410 | -82.60 | 78,450 | -1,750 | 73,350 |
| 6 Sept | 24852.15 | 492.6 | 225.60 | 2,38,275 | -39,425 | 75,100 |
| 5 Sept | 25145.10 | 267 | -9.85 | 2,27,925 | 54,725 | 1,14,525 |
| 4 Sept | 25198.70 | 276.85 | 44.00 | 1,16,275 | -8,050 | 59,800 |
| 3 Sept | 25279.85 | 232.85 | -18.15 | 1,15,725 | 15,900 | 67,850 |
| 2 Sept | 25278.70 | 251 | 24.00 | 2,02,200 | 39,150 | 51,950 |
| 30 Aug | 25235.90 | 227 | -61.45 | 35,225 | 12,425 | 12,800 |
| 29 Aug | 25151.95 | 288.45 | -858.00 | 750 | 375 | 375 |
| 28 Aug | 25052.35 | 1146.45 | 0.00 | 0 | 0 | 0 |
| 27 Aug | 25017.75 | 1146.45 | 0.00 | 0 | 0 | 0 |
| 26 Aug | 25010.60 | 1146.45 | 1146.45 | 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 25300 expiring on 19SEP2024
Delta for 25300 PE is -
Historical price for 25300 PE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 65.7, which was -44.25 lower than the previous day. The implied volatity was -, the open interest changed by 600950 which increased total open position to 3884175
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 109.95, which was -29.25 lower than the previous day. The implied volatity was -, the open interest changed by 1010600 which increased total open position to 3283225
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 139.2, which was -282.05 lower than the previous day. The implied volatity was -, the open interest changed by 2126775 which increased total open position to 2272625
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 421.25, which was 117.70 higher than the previous day. The implied volatity was -, the open interest changed by -6100 which decreased total open position to 145850
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 303.55, which was -106.45 lower than the previous day. The implied volatity was -, the open interest changed by 78600 which increased total open position to 151950
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 410, which was -82.60 lower than the previous day. The implied volatity was -, the open interest changed by -1750 which decreased total open position to 73350
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 492.6, which was 225.60 higher than the previous day. The implied volatity was -, the open interest changed by -39425 which decreased total open position to 75100
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 267, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by 54725 which increased total open position to 114525
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 276.85, which was 44.00 higher than the previous day. The implied volatity was -, the open interest changed by -8050 which decreased total open position to 59800
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 232.85, which was -18.15 lower than the previous day. The implied volatity was -, the open interest changed by 15900 which increased total open position to 67850
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 251, which was 24.00 higher than the previous day. The implied volatity was -, the open interest changed by 39150 which increased total open position to 51950
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 227, which was -61.45 lower than the previous day. The implied volatity was -, the open interest changed by 12425 which increased total open position to 12800
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 288.45, which was -858.00 lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 375
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 1146.45, 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 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 1146.45, 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 1146.45, which was 1146.45 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