NIFTY
Nifty
Historical option data for NIFTY
16 Sep 2024 04:11 PM IST
| NIFTY 25500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 16 Sept | 25383.75 | 62.5 | 6.55 | 6,96,65,575 | 3,94,075 | 46,84,925 | ||||
| 13 Sept | 25356.50 | 55.95 | -8.45 | 7,09,84,150 | 6,68,125 | 42,90,850 | ||||
| 12 Sept | 25388.90 | 64.4 | 48.95 | 2,58,61,700 | 22,69,625 | 36,22,725 | ||||
| 11 Sept | 24918.45 | 15.45 | -15.55 | 60,32,450 | 4,01,925 | 13,53,100 | ||||
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| 10 Sept | 25041.10 | 31 | -1.75 | 36,21,300 | 1,46,625 | 9,51,175 | ||||
| 9 Sept | 24936.40 | 32.75 | -7.90 | 22,71,800 | 2,90,050 | 8,04,550 | ||||
| 6 Sept | 24852.15 | 40.65 | -50.45 | 28,27,400 | 2,75,750 | 5,14,500 | ||||
| 5 Sept | 25145.10 | 91.1 | -18.65 | 5,32,400 | 1,01,850 | 2,38,750 | ||||
| 4 Sept | 25198.70 | 109.75 | -38.00 | 2,32,600 | 42,200 | 1,36,900 | ||||
| 3 Sept | 25279.85 | 147.75 | -8.25 | 98,875 | 6,425 | 94,700 | ||||
| 2 Sept | 25278.70 | 156 | -29.45 | 1,08,500 | 18,275 | 88,275 | ||||
| 30 Aug | 25235.90 | 185.45 | 41.45 | 1,10,525 | 25,925 | 70,000 | ||||
| 29 Aug | 25151.95 | 144 | 16.00 | 73,725 | 16,250 | 44,075 | ||||
| 28 Aug | 25052.35 | 128 | 7.05 | 37,250 | -675 | 27,825 | ||||
| 27 Aug | 25017.75 | 120.95 | -11.55 | 33,550 | 13,075 | 28,500 | ||||
| 26 Aug | 25010.60 | 132.5 | 36.50 | 27,700 | 5,325 | 15,425 | ||||
| 23 Aug | 24823.15 | 96 | 6.45 | 9,700 | 575 | 10,100 | ||||
| 22 Aug | 24811.50 | 89.55 | 5.85 | 4,700 | 900 | 9,525 | ||||
| 21 Aug | 24770.20 | 83.7 | 10.40 | 11,900 | 8,625 | 8,625 | ||||
| 20 Aug | 24698.85 | 73.3 | 0.00 | 0 | 1,200 | 0 | ||||
| 19 Aug | 24572.65 | 73.3 | -4.70 | 1,875 | 1,200 | 3,425 | ||||
| 16 Aug | 24541.15 | 78 | 3,875 | 2,225 | 2,225 | |||||
For Nifty - strike price 25500 expiring on 19SEP2024
Delta for 25500 CE is -
Historical price for 25500 CE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 62.5, which was 6.55 higher than the previous day. The implied volatity was -, the open interest changed by 394075 which increased total open position to 4684925
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 55.95, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by 668125 which increased total open position to 4290850
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 64.4, which was 48.95 higher than the previous day. The implied volatity was -, the open interest changed by 2269625 which increased total open position to 3622725
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 15.45, which was -15.55 lower than the previous day. The implied volatity was -, the open interest changed by 401925 which increased total open position to 1353100
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 31, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 146625 which increased total open position to 951175
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 32.75, which was -7.90 lower than the previous day. The implied volatity was -, the open interest changed by 290050 which increased total open position to 804550
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 40.65, which was -50.45 lower than the previous day. The implied volatity was -, the open interest changed by 275750 which increased total open position to 514500
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 91.1, which was -18.65 lower than the previous day. The implied volatity was -, the open interest changed by 101850 which increased total open position to 238750
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 109.75, which was -38.00 lower than the previous day. The implied volatity was -, the open interest changed by 42200 which increased total open position to 136900
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 147.75, which was -8.25 lower than the previous day. The implied volatity was -, the open interest changed by 6425 which increased total open position to 94700
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 156, which was -29.45 lower than the previous day. The implied volatity was -, the open interest changed by 18275 which increased total open position to 88275
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 185.45, which was 41.45 higher than the previous day. The implied volatity was -, the open interest changed by 25925 which increased total open position to 70000
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 144, which was 16.00 higher than the previous day. The implied volatity was -, the open interest changed by 16250 which increased total open position to 44075
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 128, which was 7.05 higher than the previous day. The implied volatity was -, the open interest changed by -675 which decreased total open position to 27825
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 120.95, which was -11.55 lower than the previous day. The implied volatity was -, the open interest changed by 13075 which increased total open position to 28500
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 132.5, which was 36.50 higher than the previous day. The implied volatity was -, the open interest changed by 5325 which increased total open position to 15425
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 96, which was 6.45 higher than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 10100
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 89.55, which was 5.85 higher than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 9525
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 83.7, which was 10.40 higher than the previous day. The implied volatity was -, the open interest changed by 8625 which increased total open position to 8625
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 73.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 0
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 73.3, which was -4.70 lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 3425
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 78, which was lower than the previous day. The implied volatity was -, the open interest changed by 2225 which increased total open position to 2225
| NIFTY 25500 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 16 Sept | 25383.75 | 157.05 | -65.75 | 2,90,36,100 | 2,18,400 | 10,49,350 |
| 13 Sept | 25356.50 | 222.8 | -27.20 | 1,84,65,575 | 2,78,900 | 8,30,950 |
| 12 Sept | 25388.90 | 250 | -341.45 | 24,12,375 | 4,73,875 | 5,52,050 |
| 11 Sept | 24918.45 | 591.45 | 127.35 | 1,78,600 | 6,475 | 78,175 |
| 10 Sept | 25041.10 | 464.1 | -105.45 | 2,38,025 | 42,050 | 71,700 |
| 9 Sept | 24936.40 | 569.55 | -85.25 | 29,625 | 2,925 | 29,650 |
| 6 Sept | 24852.15 | 654.8 | 272.80 | 95,800 | 1,075 | 26,725 |
| 5 Sept | 25145.10 | 382 | -6.85 | 17,975 | 275 | 25,650 |
| 4 Sept | 25198.70 | 388.85 | 52.75 | 34,650 | 7,300 | 25,375 |
| 3 Sept | 25279.85 | 336.1 | -17.50 | 27,450 | 5,650 | 18,075 |
| 2 Sept | 25278.70 | 353.6 | 31.90 | 28,425 | 8,775 | 12,425 |
| 30 Aug | 25235.90 | 321.7 | -78.35 | 6,075 | 3,225 | 3,650 |
| 29 Aug | 25151.95 | 400.05 | -906.45 | 1,825 | 425 | 425 |
| 28 Aug | 25052.35 | 1306.5 | 0.00 | 0 | 0 | 0 |
| 27 Aug | 25017.75 | 1306.5 | 0.00 | 0 | 0 | 0 |
| 26 Aug | 25010.60 | 1306.5 | 0.00 | 0 | 0 | 0 |
| 23 Aug | 24823.15 | 1306.5 | 0.00 | 0 | 0 | 0 |
| 22 Aug | 24811.50 | 1306.5 | 0.00 | 0 | 0 | 0 |
| 21 Aug | 24770.20 | 1306.5 | 1306.50 | 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 25500 expiring on 19SEP2024
Delta for 25500 PE is -
Historical price for 25500 PE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 157.05, which was -65.75 lower than the previous day. The implied volatity was -, the open interest changed by 218400 which increased total open position to 1049350
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 222.8, which was -27.20 lower than the previous day. The implied volatity was -, the open interest changed by 278900 which increased total open position to 830950
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 250, which was -341.45 lower than the previous day. The implied volatity was -, the open interest changed by 473875 which increased total open position to 552050
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 591.45, which was 127.35 higher than the previous day. The implied volatity was -, the open interest changed by 6475 which increased total open position to 78175
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 464.1, which was -105.45 lower than the previous day. The implied volatity was -, the open interest changed by 42050 which increased total open position to 71700
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 569.55, which was -85.25 lower than the previous day. The implied volatity was -, the open interest changed by 2925 which increased total open position to 29650
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 654.8, which was 272.80 higher than the previous day. The implied volatity was -, the open interest changed by 1075 which increased total open position to 26725
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 382, which was -6.85 lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 25650
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 388.85, which was 52.75 higher than the previous day. The implied volatity was -, the open interest changed by 7300 which increased total open position to 25375
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 336.1, which was -17.50 lower than the previous day. The implied volatity was -, the open interest changed by 5650 which increased total open position to 18075
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 353.6, which was 31.90 higher than the previous day. The implied volatity was -, the open interest changed by 8775 which increased total open position to 12425
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 321.7, which was -78.35 lower than the previous day. The implied volatity was -, the open interest changed by 3225 which increased total open position to 3650
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 400.05, which was -906.45 lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 425
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 1306.5, 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 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 1306.5, 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 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 1306.5, 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 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 1306.5, 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 1306.5, 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 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 1306.5, which was 1306.50 higher 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