NIFTY
Nifty
Historical option data for NIFTY
06 Sep 2024 04:11 PM IST
| NIFTY 25400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 6 Sept | 24852.15 | 15.35 | -38.15 | 4,11,78,600 | 8,08,825 | 30,31,725 | ||||
| 5 Sept | 25145.10 | 53.5 | -21.30 | 96,10,550 | 13,87,325 | 22,22,900 | ||||
| 4 Sept | 25198.70 | 74.8 | -38.00 | 50,41,650 | 2,30,225 | 8,35,575 | ||||
| 3 Sept | 25279.85 | 112.8 | -11.30 | 17,56,725 | 2,06,900 | 6,05,350 | ||||
| 2 Sept | 25278.70 | 124.1 | -30.90 | 12,76,650 | 1,39,975 | 3,98,450 | ||||
| 30 Aug | 25235.90 | 155 | 32.35 | 9,12,500 | 88,150 | 2,58,475 | ||||
| 29 Aug | 25151.95 | 122.65 | 19.75 | 7,44,250 | 97,075 | 1,70,325 | ||||
| 28 Aug | 25052.35 | 102.9 | 3.35 | 2,51,200 | 17,300 | 73,250 | ||||
| 27 Aug | 25017.75 | 99.55 | -19.45 | 1,36,000 | 16,650 | 55,950 | ||||
| 26 Aug | 25010.60 | 119 | 48.95 | 86,400 | 12,950 | 39,300 | ||||
| 23 Aug | 24823.15 | 70.05 | -5.45 | 60,525 | 6,675 | 26,350 | ||||
| 22 Aug | 24811.50 | 75.5 | 0.50 | 24,950 | 4,750 | 19,675 | ||||
| 21 Aug | 24770.20 | 75 | 7.00 | 19,900 | 7,075 | 14,925 | ||||
| 20 Aug | 24698.85 | 68 | 8.00 | 8,850 | 750 | 7,850 | ||||
| 19 Aug | 24572.65 | 60 | -8.25 | 11,350 | 5,000 | 7,100 | ||||
| 16 Aug | 24541.15 | 68.25 | -3.70 | 5,100 | 2,100 | 2,100 | ||||
| 14 Aug | 24143.75 | 71.95 | -68.75 | 25 | 0 | 0 | ||||
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| 13 Aug | 24139.00 | 140.7 | 0.00 | 0 | 0 | 0 | ||||
| 12 Aug | 24347.00 | 140.7 | 0.00 | 0 | 0 | 0 | ||||
| 9 Aug | 24367.50 | 140.7 | 0 | 0 | 0 | |||||
For Nifty - strike price 25400 expiring on 12SEP2024
Delta for 25400 CE is -
Historical price for 25400 CE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 15.35, which was -38.15 lower than the previous day. The implied volatity was -, the open interest changed by 808825 which increased total open position to 3031725
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 53.5, which was -21.30 lower than the previous day. The implied volatity was -, the open interest changed by 1387325 which increased total open position to 2222900
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 74.8, which was -38.00 lower than the previous day. The implied volatity was -, the open interest changed by 230225 which increased total open position to 835575
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 112.8, which was -11.30 lower than the previous day. The implied volatity was -, the open interest changed by 206900 which increased total open position to 605350
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 124.1, which was -30.90 lower than the previous day. The implied volatity was -, the open interest changed by 139975 which increased total open position to 398450
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 155, which was 32.35 higher than the previous day. The implied volatity was -, the open interest changed by 88150 which increased total open position to 258475
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 122.65, which was 19.75 higher than the previous day. The implied volatity was -, the open interest changed by 97075 which increased total open position to 170325
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 102.9, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by 17300 which increased total open position to 73250
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 99.55, which was -19.45 lower than the previous day. The implied volatity was -, the open interest changed by 16650 which increased total open position to 55950
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 119, which was 48.95 higher than the previous day. The implied volatity was -, the open interest changed by 12950 which increased total open position to 39300
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 70.05, which was -5.45 lower than the previous day. The implied volatity was -, the open interest changed by 6675 which increased total open position to 26350
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 75.5, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by 4750 which increased total open position to 19675
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 75, which was 7.00 higher than the previous day. The implied volatity was -, the open interest changed by 7075 which increased total open position to 14925
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 68, which was 8.00 higher than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 7850
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 60, which was -8.25 lower than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 7100
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 68.25, which was -3.70 lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 2100
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 71.95, which was -68.75 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 140.7, 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 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 140.7, 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 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 140.7, 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 25400 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 6 Sept | 24852.15 | 552 | 284.60 | 21,00,050 | -88,525 | 2,05,625 |
| 5 Sept | 25145.10 | 267.4 | -4.20 | 17,72,025 | 88,350 | 2,94,150 |
| 4 Sept | 25198.70 | 271.6 | 50.65 | 6,86,800 | -375 | 2,05,800 |
| 3 Sept | 25279.85 | 220.95 | -21.05 | 7,38,875 | 48,175 | 2,06,175 |
| 2 Sept | 25278.70 | 242 | 27.00 | 9,64,525 | 87,025 | 1,58,000 |
| 30 Aug | 25235.90 | 215 | -81.10 | 2,47,925 | 58,825 | 70,975 |
| 29 Aug | 25151.95 | 296.1 | -73.90 | 40,650 | 7,250 | 12,150 |
| 28 Aug | 25052.35 | 370 | -44.60 | 6,775 | 1,400 | 4,900 |
| 27 Aug | 25017.75 | 414.6 | 12.60 | 7,000 | 2,025 | 3,500 |
| 26 Aug | 25010.60 | 402 | -845.50 | 3,600 | 1,475 | 1,475 |
| 23 Aug | 24823.15 | 1247.5 | 0.00 | 0 | 0 | 0 |
| 22 Aug | 24811.50 | 1247.5 | 1247.50 | 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 | 0.00 | 0 | 0 | 0 |
| 14 Aug | 24143.75 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Aug | 24139.00 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Aug | 24347.00 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Aug | 24367.50 | 0 | 0 | 0 | 0 | |
For Nifty - strike price 25400 expiring on 12SEP2024
Delta for 25400 PE is -
Historical price for 25400 PE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 552, which was 284.60 higher than the previous day. The implied volatity was -, the open interest changed by -88525 which decreased total open position to 205625
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 267.4, which was -4.20 lower than the previous day. The implied volatity was -, the open interest changed by 88350 which increased total open position to 294150
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 271.6, which was 50.65 higher than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 205800
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 220.95, which was -21.05 lower than the previous day. The implied volatity was -, the open interest changed by 48175 which increased total open position to 206175
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 242, which was 27.00 higher than the previous day. The implied volatity was -, the open interest changed by 87025 which increased total open position to 158000
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 215, which was -81.10 lower than the previous day. The implied volatity was -, the open interest changed by 58825 which increased total open position to 70975
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 296.1, which was -73.90 lower than the previous day. The implied volatity was -, the open interest changed by 7250 which increased total open position to 12150
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 370, which was -44.60 lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 4900
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 414.6, which was 12.60 higher than the previous day. The implied volatity was -, the open interest changed by 2025 which increased total open position to 3500
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 402, which was -845.50 lower than the previous day. The implied volatity was -, the open interest changed by 1475 which increased total open position to 1475
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 1247.5, 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 1247.5, which was 1247.50 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 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 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 13 Aug NIFTY was trading at 24139.00. 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 12 Aug NIFTY was trading at 24347.00. 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 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