NIFTY
Nifty
Historical option data for NIFTY
16 Sep 2024 04:11 PM IST
| NIFTY 25450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 16 Sept | 25383.75 | 83.45 | 11.45 | 5,52,21,700 | -46,375 | 30,70,150 | ||||
| 13 Sept | 25356.50 | 72 | -11.30 | 3,93,53,825 | 5,26,150 | 31,16,525 | ||||
| 12 Sept | 25388.90 | 83.3 | 63.80 | 1,00,57,425 | 22,71,100 | 25,90,375 | ||||
| 11 Sept | 24918.45 | 19.5 | -19.65 | 17,53,600 | 1,65,200 | 3,19,275 | ||||
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| 10 Sept | 25041.10 | 39.15 | -1.85 | 10,20,475 | 64,725 | 1,54,075 | ||||
| 9 Sept | 24936.40 | 41 | -9.00 | 3,56,850 | 32,850 | 89,350 | ||||
| 6 Sept | 24852.15 | 50 | -59.70 | 5,71,325 | 44,800 | 56,500 | ||||
| 5 Sept | 25145.10 | 109.7 | -21.90 | 28,150 | 2,975 | 11,700 | ||||
| 4 Sept | 25198.70 | 131.6 | -43.55 | 19,950 | 4,450 | 8,725 | ||||
| 3 Sept | 25279.85 | 175.15 | 3.05 | 3,525 | 1,925 | 4,275 | ||||
| 2 Sept | 25278.70 | 172.1 | -31.50 | 9,050 | 1,025 | 2,350 | ||||
| 30 Aug | 25235.90 | 203.6 | 45.55 | 2,225 | 1,050 | 1,325 | ||||
| 29 Aug | 25151.95 | 158.05 | -117.60 | 975 | -375 | 275 | ||||
| 28 Aug | 25052.35 | 275.65 | 126.60 | 100 | 0 | 650 | ||||
| 27 Aug | 25017.75 | 149.05 | -38.95 | 725 | 650 | 650 | ||||
| 26 Aug | 25010.60 | 188 | 0.00 | 0 | 75 | 0 | ||||
| 23 Aug | 24823.15 | 188 | 0.00 | 0 | 75 | 0 | ||||
| 22 Aug | 24811.50 | 188 | 0.00 | 50 | 75 | 75 | ||||
| 21 Aug | 24770.20 | 188 | 0.00 | 0 | 25 | 0 | ||||
| 20 Aug | 24698.85 | 188 | -50.45 | 50 | 25 | 25 | ||||
| 19 Aug | 24572.65 | 238.45 | 102.40 | 25 | 0 | 0 | ||||
| 16 Aug | 24541.15 | 136.05 | 0 | 0 | 0 | |||||
For Nifty - strike price 25450 expiring on 19SEP2024
Delta for 25450 CE is -
Historical price for 25450 CE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 83.45, which was 11.45 higher than the previous day. The implied volatity was -, the open interest changed by -46375 which decreased total open position to 3070150
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 72, which was -11.30 lower than the previous day. The implied volatity was -, the open interest changed by 526150 which increased total open position to 3116525
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 83.3, which was 63.80 higher than the previous day. The implied volatity was -, the open interest changed by 2271100 which increased total open position to 2590375
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 19.5, which was -19.65 lower than the previous day. The implied volatity was -, the open interest changed by 165200 which increased total open position to 319275
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 39.15, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 64725 which increased total open position to 154075
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 41, which was -9.00 lower than the previous day. The implied volatity was -, the open interest changed by 32850 which increased total open position to 89350
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 50, which was -59.70 lower than the previous day. The implied volatity was -, the open interest changed by 44800 which increased total open position to 56500
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 109.7, which was -21.90 lower than the previous day. The implied volatity was -, the open interest changed by 2975 which increased total open position to 11700
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 131.6, which was -43.55 lower than the previous day. The implied volatity was -, the open interest changed by 4450 which increased total open position to 8725
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 175.15, which was 3.05 higher than the previous day. The implied volatity was -, the open interest changed by 1925 which increased total open position to 4275
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 172.1, which was -31.50 lower than the previous day. The implied volatity was -, the open interest changed by 1025 which increased total open position to 2350
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 203.6, which was 45.55 higher than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 1325
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 158.05, which was -117.60 lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 275
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 275.65, which was 126.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 650
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 149.05, which was -38.95 lower than the previous day. The implied volatity was -, the open interest changed by 650 which increased total open position to 650
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 188, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 188, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 188, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 188, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 188, which was -50.45 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 238.45, which was 102.40 higher 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 136.05, 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 25450 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 16 Sept | 25383.75 | 128.3 | -60.40 | 2,92,80,800 | 3,30,000 | 6,92,750 |
| 13 Sept | 25356.50 | 188.7 | -26.35 | 1,18,32,400 | 1,62,575 | 3,62,750 |
| 12 Sept | 25388.90 | 215.05 | -335.80 | 8,65,825 | 1,90,000 | 2,00,175 |
| 11 Sept | 24918.45 | 550.85 | 131.80 | 9,825 | 200 | 10,175 |
| 10 Sept | 25041.10 | 419.05 | -105.15 | 41,450 | 8,600 | 9,975 |
| 9 Sept | 24936.40 | 524.2 | -86.25 | 2,575 | 75 | 1,375 |
| 6 Sept | 24852.15 | 610.45 | 261.25 | 13,925 | -275 | 1,300 |
| 5 Sept | 25145.10 | 349.2 | -9.70 | 1,700 | 25 | 1,575 |
| 4 Sept | 25198.70 | 358.9 | 58.75 | 2,975 | -450 | 1,550 |
| 3 Sept | 25279.85 | 300.15 | -17.00 | 1,525 | 275 | 2,000 |
| 2 Sept | 25278.70 | 317.15 | -7.85 | 3,475 | 1,650 | 1,725 |
| 30 Aug | 25235.90 | 325 | -61.60 | 50 | 75 | 75 |
| 29 Aug | 25151.95 | 386.6 | 386.60 | 50 | 0 | 0 |
| 28 Aug | 25052.35 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Aug | 25017.75 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Aug | 25010.60 | 0 | 0.00 | 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 25450 expiring on 19SEP2024
Delta for 25450 PE is -
Historical price for 25450 PE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 128.3, which was -60.40 lower than the previous day. The implied volatity was -, the open interest changed by 330000 which increased total open position to 692750
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 188.7, which was -26.35 lower than the previous day. The implied volatity was -, the open interest changed by 162575 which increased total open position to 362750
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 215.05, which was -335.80 lower than the previous day. The implied volatity was -, the open interest changed by 190000 which increased total open position to 200175
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 550.85, which was 131.80 higher than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 10175
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 419.05, which was -105.15 lower than the previous day. The implied volatity was -, the open interest changed by 8600 which increased total open position to 9975
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 524.2, which was -86.25 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1375
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 610.45, which was 261.25 higher than the previous day. The implied volatity was -, the open interest changed by -275 which decreased total open position to 1300
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 349.2, which was -9.70 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1575
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 358.9, which was 58.75 higher than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 1550
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 300.15, which was -17.00 lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 2000
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 317.15, which was -7.85 lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 1725
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 325, which was -61.60 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 386.6, which was 386.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Aug NIFTY was trading at 25052.35. 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 27 Aug NIFTY was trading at 25017.75. 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 26 Aug NIFTY was trading at 25010.60. 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 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