NIFTY
Nifty
Historical option data for NIFTY
18 Oct 2024 02:00 PM IST
| NIFTY 25500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 18 Oct | 24868.95 | 6.75 | -2.75 | 2,58,83,775 | 12,72,525 | 42,52,875 | ||||
| 17 Oct | 24749.85 | 9.5 | -9.50 | 99,71,975 | 16,12,300 | 29,80,350 | ||||
| 16 Oct | 24971.30 | 19 | -17.00 | 55,83,700 | 3,78,825 | 13,68,050 | ||||
| 15 Oct | 25057.35 | 36 | -24.00 | 35,02,750 | 2,30,350 | 9,89,225 | ||||
|
|
||||||||||
| 14 Oct | 25127.95 | 60 | 20.75 | 22,52,675 | 2,36,000 | 7,58,875 | ||||
| 11 Oct | 24964.25 | 39.25 | -38.10 | 15,96,850 | 1,85,325 | 5,22,875 | ||||
| 10 Oct | 24998.45 | 77.35 | -21.40 | 6,50,200 | 1,68,050 | 3,37,550 | ||||
| 9 Oct | 24981.95 | 98.75 | -22.80 | 3,12,575 | 27,875 | 1,69,500 | ||||
| 8 Oct | 25013.15 | 121.55 | 17.55 | 2,30,625 | 13,075 | 1,41,625 | ||||
| 7 Oct | 24795.75 | 104 | -55.70 | 1,68,300 | 10,175 | 1,28,550 | ||||
| 4 Oct | 25014.60 | 159.7 | -102.10 | 3,56,100 | 69,825 | 1,18,375 | ||||
| 3 Oct | 25250.10 | 261.8 | -318.00 | 89,325 | 46,050 | 48,550 | ||||
| 1 Oct | 25796.90 | 579.8 | -45.20 | 2,050 | 75 | 2,500 | ||||
| 30 Sept | 25810.85 | 625 | -248.75 | 2,550 | 800 | 2,425 | ||||
| 27 Sept | 26178.95 | 873.75 | 37.85 | 775 | 200 | 1,625 | ||||
| 26 Sept | 26216.05 | 835.9 | 93.40 | 1,675 | 175 | 1,425 | ||||
| 25 Sept | 26004.15 | 742.5 | -1.40 | 350 | 75 | 1,250 | ||||
| 24 Sept | 25940.40 | 743.9 | 19.30 | 875 | 175 | 1,175 | ||||
| 23 Sept | 25939.05 | 724.6 | 109.30 | 1,325 | 100 | 1,000 | ||||
| 20 Sept | 25790.95 | 615.3 | 2,375 | 900 | 900 | |||||
For Nifty - strike price 25500 expiring on 24OCT2024
Delta for 25500 CE is -
Historical price for 25500 CE is as follows
On 18 Oct NIFTY was trading at 24868.95. The strike last trading price was 6.75, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 1272525 which increased total open position to 4252875
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 9.5, which was -9.50 lower than the previous day. The implied volatity was -, the open interest changed by 1612300 which increased total open position to 2980350
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 19, which was -17.00 lower than the previous day. The implied volatity was -, the open interest changed by 378825 which increased total open position to 1368050
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 36, which was -24.00 lower than the previous day. The implied volatity was -, the open interest changed by 230350 which increased total open position to 989225
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 60, which was 20.75 higher than the previous day. The implied volatity was -, the open interest changed by 236000 which increased total open position to 758875
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 39.25, which was -38.10 lower than the previous day. The implied volatity was -, the open interest changed by 185325 which increased total open position to 522875
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 77.35, which was -21.40 lower than the previous day. The implied volatity was -, the open interest changed by 168050 which increased total open position to 337550
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 98.75, which was -22.80 lower than the previous day. The implied volatity was -, the open interest changed by 27875 which increased total open position to 169500
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 121.55, which was 17.55 higher than the previous day. The implied volatity was -, the open interest changed by 13075 which increased total open position to 141625
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 104, which was -55.70 lower than the previous day. The implied volatity was -, the open interest changed by 10175 which increased total open position to 128550
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 159.7, which was -102.10 lower than the previous day. The implied volatity was -, the open interest changed by 69825 which increased total open position to 118375
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 261.8, which was -318.00 lower than the previous day. The implied volatity was -, the open interest changed by 46050 which increased total open position to 48550
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 579.8, which was -45.20 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 2500
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 625, which was -248.75 lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 2425
On 27 Sept NIFTY was trading at 26178.95. The strike last trading price was 873.75, which was 37.85 higher than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1625
On 26 Sept NIFTY was trading at 26216.05. The strike last trading price was 835.9, which was 93.40 higher than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 1425
On 25 Sept NIFTY was trading at 26004.15. The strike last trading price was 742.5, which was -1.40 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1250
On 24 Sept NIFTY was trading at 25940.40. The strike last trading price was 743.9, which was 19.30 higher than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 1175
On 23 Sept NIFTY was trading at 25939.05. The strike last trading price was 724.6, which was 109.30 higher than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1000
On 20 Sept NIFTY was trading at 25790.95. The strike last trading price was 615.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 900
| NIFTY 25500 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 18 Oct | 24868.95 | 585.10 | -113.60 | 4,41,550 | -37,000 | 3,76,975 |
| 17 Oct | 24749.85 | 698.7 | 184.55 | 5,99,975 | -24,300 | 4,13,975 |
| 16 Oct | 24971.30 | 514.15 | 70.10 | 5,60,300 | 1,68,350 | 4,38,275 |
| 15 Oct | 25057.35 | 444.05 | 72.45 | 3,96,300 | 62,175 | 2,69,925 |
| 14 Oct | 25127.95 | 371.6 | -163.40 | 3,20,025 | 1,58,125 | 2,07,750 |
| 11 Oct | 24964.25 | 535 | 36.30 | 70,200 | 425 | 49,625 |
| 10 Oct | 24998.45 | 498.7 | -21.75 | 1,61,000 | -54,400 | 49,200 |
| 9 Oct | 24981.95 | 520.45 | -2.55 | 24,725 | 175 | 1,03,600 |
| 8 Oct | 25013.15 | 523 | -112.00 | 20,250 | -9,125 | 1,03,425 |
| 7 Oct | 24795.75 | 635 | 140.10 | 40,625 | -3,775 | 1,12,550 |
| 4 Oct | 25014.60 | 494.9 | 181.95 | 2,35,700 | 27,975 | 1,16,325 |
| 3 Oct | 25250.10 | 312.95 | 183.20 | 1,90,000 | 55,875 | 88,350 |
| 1 Oct | 25796.90 | 129.75 | -24.75 | 49,325 | -10,650 | 32,475 |
| 30 Sept | 25810.85 | 154.5 | 61.65 | 59,000 | 5,075 | 43,125 |
| 27 Sept | 26178.95 | 92.85 | -12.15 | 45,475 | 4,750 | 38,050 |
| 26 Sept | 26216.05 | 105 | -40.05 | 20,475 | 7,050 | 33,300 |
| 25 Sept | 26004.15 | 145.05 | -39.85 | 16,250 | 5,250 | 26,250 |
| 24 Sept | 25940.40 | 184.9 | -27.55 | 16,950 | 6,700 | 21,000 |
| 23 Sept | 25939.05 | 212.45 | -22.75 | 17,450 | 4,250 | 14,300 |
| 20 Sept | 25790.95 | 235.2 | 15,225 | 10,050 | 10,050 | |
For Nifty - strike price 25500 expiring on 24OCT2024
Delta for 25500 PE is -
Historical price for 25500 PE is as follows
On 18 Oct NIFTY was trading at 24868.95. The strike last trading price was 585.10, which was -113.60 lower than the previous day. The implied volatity was -, the open interest changed by -37000 which decreased total open position to 376975
On 17 Oct NIFTY was trading at 24749.85. The strike last trading price was 698.7, which was 184.55 higher than the previous day. The implied volatity was -, the open interest changed by -24300 which decreased total open position to 413975
On 16 Oct NIFTY was trading at 24971.30. The strike last trading price was 514.15, which was 70.10 higher than the previous day. The implied volatity was -, the open interest changed by 168350 which increased total open position to 438275
On 15 Oct NIFTY was trading at 25057.35. The strike last trading price was 444.05, which was 72.45 higher than the previous day. The implied volatity was -, the open interest changed by 62175 which increased total open position to 269925
On 14 Oct NIFTY was trading at 25127.95. The strike last trading price was 371.6, which was -163.40 lower than the previous day. The implied volatity was -, the open interest changed by 158125 which increased total open position to 207750
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 535, which was 36.30 higher than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 49625
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 498.7, which was -21.75 lower than the previous day. The implied volatity was -, the open interest changed by -54400 which decreased total open position to 49200
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 520.45, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 103600
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 523, which was -112.00 lower than the previous day. The implied volatity was -, the open interest changed by -9125 which decreased total open position to 103425
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 635, which was 140.10 higher than the previous day. The implied volatity was -, the open interest changed by -3775 which decreased total open position to 112550
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 494.9, which was 181.95 higher than the previous day. The implied volatity was -, the open interest changed by 27975 which increased total open position to 116325
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 312.95, which was 183.20 higher than the previous day. The implied volatity was -, the open interest changed by 55875 which increased total open position to 88350
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 129.75, which was -24.75 lower than the previous day. The implied volatity was -, the open interest changed by -10650 which decreased total open position to 32475
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 154.5, which was 61.65 higher than the previous day. The implied volatity was -, the open interest changed by 5075 which increased total open position to 43125
On 27 Sept NIFTY was trading at 26178.95. The strike last trading price was 92.85, which was -12.15 lower than the previous day. The implied volatity was -, the open interest changed by 4750 which increased total open position to 38050
On 26 Sept NIFTY was trading at 26216.05. The strike last trading price was 105, which was -40.05 lower than the previous day. The implied volatity was -, the open interest changed by 7050 which increased total open position to 33300
On 25 Sept NIFTY was trading at 26004.15. The strike last trading price was 145.05, which was -39.85 lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 26250
On 24 Sept NIFTY was trading at 25940.40. The strike last trading price was 184.9, which was -27.55 lower than the previous day. The implied volatity was -, the open interest changed by 6700 which increased total open position to 21000
On 23 Sept NIFTY was trading at 25939.05. The strike last trading price was 212.45, which was -22.75 lower than the previous day. The implied volatity was -, the open interest changed by 4250 which increased total open position to 14300
On 20 Sept NIFTY was trading at 25790.95. The strike last trading price was 235.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 10050 which increased total open position to 10050
