NIFTY
Nifty
Historical option data for NIFTY
06 Sep 2024 04:11 PM IST
| NIFTY 25500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 6 Sept | 24852.15 | 9.75 | -20.80 | 4,70,42,200 | 22,69,200 | 57,02,000 | ||||
| 5 Sept | 25145.10 | 30.55 | -15.95 | 1,31,83,125 | 21,72,450 | 34,32,800 | ||||
| 4 Sept | 25198.70 | 46.5 | -26.50 | 64,37,700 | 2,43,900 | 12,60,350 | ||||
| 3 Sept | 25279.85 | 73 | -11.00 | 23,92,250 | 1,29,050 | 10,16,450 | ||||
| 2 Sept | 25278.70 | 84 | -26.55 | 26,85,425 | 4,18,275 | 8,87,400 | ||||
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| 30 Aug | 25235.90 | 110.55 | 25.60 | 17,42,625 | 1,29,000 | 4,69,125 | ||||
| 29 Aug | 25151.95 | 84.95 | 14.95 | 16,32,350 | 1,21,700 | 3,40,125 | ||||
| 28 Aug | 25052.35 | 70 | 1.50 | 6,44,200 | 64,775 | 2,18,425 | ||||
| 27 Aug | 25017.75 | 68.5 | -20.90 | 2,88,450 | 31,350 | 1,53,650 | ||||
| 26 Aug | 25010.60 | 89.4 | 29.40 | 2,55,150 | 41,700 | 1,22,300 | ||||
| 23 Aug | 24823.15 | 60 | 3.90 | 1,19,575 | 9,950 | 80,600 | ||||
| 22 Aug | 24811.50 | 56.1 | 0.45 | 42,750 | 2,725 | 70,650 | ||||
| 21 Aug | 24770.20 | 55.65 | 3.95 | 48,325 | 4,700 | 67,925 | ||||
| 20 Aug | 24698.85 | 51.7 | 5.70 | 1,03,525 | -12,650 | 63,225 | ||||
| 19 Aug | 24572.65 | 46 | -4.00 | 1,56,450 | -12,925 | 75,875 | ||||
| 16 Aug | 24541.15 | 50 | 19.00 | 1,44,375 | 68,675 | 88,800 | ||||
| 14 Aug | 24143.75 | 31 | -8.50 | 9,100 | 275 | 20,125 | ||||
| 13 Aug | 24139.00 | 39.5 | -15.50 | 27,875 | 14,975 | 19,850 | ||||
| 12 Aug | 24347.00 | 55 | -15.00 | 12,725 | 4,700 | 4,875 | ||||
| 9 Aug | 24367.50 | 70 | 275 | 175 | 175 | |||||
For Nifty - strike price 25500 expiring on 12SEP2024
Delta for 25500 CE is -
Historical price for 25500 CE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 9.75, which was -20.80 lower than the previous day. The implied volatity was -, the open interest changed by 2269200 which increased total open position to 5702000
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 30.55, which was -15.95 lower than the previous day. The implied volatity was -, the open interest changed by 2172450 which increased total open position to 3432800
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 46.5, which was -26.50 lower than the previous day. The implied volatity was -, the open interest changed by 243900 which increased total open position to 1260350
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 73, which was -11.00 lower than the previous day. The implied volatity was -, the open interest changed by 129050 which increased total open position to 1016450
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 84, which was -26.55 lower than the previous day. The implied volatity was -, the open interest changed by 418275 which increased total open position to 887400
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 110.55, which was 25.60 higher than the previous day. The implied volatity was -, the open interest changed by 129000 which increased total open position to 469125
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 84.95, which was 14.95 higher than the previous day. The implied volatity was -, the open interest changed by 121700 which increased total open position to 340125
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 70, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by 64775 which increased total open position to 218425
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 68.5, which was -20.90 lower than the previous day. The implied volatity was -, the open interest changed by 31350 which increased total open position to 153650
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 89.4, which was 29.40 higher than the previous day. The implied volatity was -, the open interest changed by 41700 which increased total open position to 122300
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 60, which was 3.90 higher than the previous day. The implied volatity was -, the open interest changed by 9950 which increased total open position to 80600
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 56.1, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 2725 which increased total open position to 70650
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 55.65, which was 3.95 higher than the previous day. The implied volatity was -, the open interest changed by 4700 which increased total open position to 67925
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 51.7, which was 5.70 higher than the previous day. The implied volatity was -, the open interest changed by -12650 which decreased total open position to 63225
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 46, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by -12925 which decreased total open position to 75875
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 50, which was 19.00 higher than the previous day. The implied volatity was -, the open interest changed by 68675 which increased total open position to 88800
On 14 Aug NIFTY was trading at 24143.75. The strike last trading price was 31, which was -8.50 lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 20125
On 13 Aug NIFTY was trading at 24139.00. The strike last trading price was 39.5, which was -15.50 lower than the previous day. The implied volatity was -, the open interest changed by 14975 which increased total open position to 19850
On 12 Aug NIFTY was trading at 24347.00. The strike last trading price was 55, which was -15.00 lower than the previous day. The implied volatity was -, the open interest changed by 4700 which increased total open position to 4875
On 9 Aug NIFTY was trading at 24367.50. The strike last trading price was 70, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 175
| NIFTY 25500 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 6 Sept | 24852.15 | 647.8 | 306.15 | 16,67,875 | -1,39,650 | 2,99,175 |
| 5 Sept | 25145.10 | 341.65 | -3.35 | 13,02,350 | 1,90,900 | 4,38,825 |
| 4 Sept | 25198.70 | 345 | 64.00 | 6,45,450 | 14,450 | 2,47,925 |
| 3 Sept | 25279.85 | 281 | -18.55 | 6,23,525 | 68,600 | 2,33,475 |
| 2 Sept | 25278.70 | 299.55 | 29.35 | 6,04,850 | 1,03,925 | 1,64,875 |
| 30 Aug | 25235.90 | 270.2 | -84.80 | 2,06,500 | 28,075 | 60,950 |
| 29 Aug | 25151.95 | 355 | -92.55 | 1,04,475 | 23,850 | 32,875 |
| 28 Aug | 25052.35 | 447.55 | -38.45 | 32,075 | 3,550 | 9,025 |
| 27 Aug | 25017.75 | 486 | 15.55 | 12,025 | 1,400 | 5,475 |
| 26 Aug | 25010.60 | 470.45 | -161.30 | 13,275 | 4,075 | 4,075 |
| 23 Aug | 24823.15 | 631.75 | -697.30 | 250 | 0 | 0 |
| 22 Aug | 24811.50 | 1329.05 | 0.00 | 0 | 0 | 0 |
| 21 Aug | 24770.20 | 1329.05 | 0.00 | 0 | 0 | 0 |
| 20 Aug | 24698.85 | 1329.05 | 0.00 | 0 | 0 | 0 |
| 19 Aug | 24572.65 | 1329.05 | 0.00 | 0 | 0 | 0 |
| 16 Aug | 24541.15 | 1329.05 | 0.00 | 0 | 0 | 0 |
| 14 Aug | 24143.75 | 1329.05 | 1329.05 | 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 25500 expiring on 12SEP2024
Delta for 25500 PE is -
Historical price for 25500 PE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 647.8, which was 306.15 higher than the previous day. The implied volatity was -, the open interest changed by -139650 which decreased total open position to 299175
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 341.65, which was -3.35 lower than the previous day. The implied volatity was -, the open interest changed by 190900 which increased total open position to 438825
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 345, which was 64.00 higher than the previous day. The implied volatity was -, the open interest changed by 14450 which increased total open position to 247925
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 281, which was -18.55 lower than the previous day. The implied volatity was -, the open interest changed by 68600 which increased total open position to 233475
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 299.55, which was 29.35 higher than the previous day. The implied volatity was -, the open interest changed by 103925 which increased total open position to 164875
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 270.2, which was -84.80 lower than the previous day. The implied volatity was -, the open interest changed by 28075 which increased total open position to 60950
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 355, which was -92.55 lower than the previous day. The implied volatity was -, the open interest changed by 23850 which increased total open position to 32875
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 447.55, which was -38.45 lower than the previous day. The implied volatity was -, the open interest changed by 3550 which increased total open position to 9025
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 486, which was 15.55 higher than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 5475
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 470.45, which was -161.30 lower than the previous day. The implied volatity was -, the open interest changed by 4075 which increased total open position to 4075
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 631.75, which was -697.30 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 1329.05, 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 1329.05, 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 1329.05, 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 1329.05, 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 1329.05, 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 1329.05, which was 1329.05 higher 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