NIFTY
Nifty
Historical option data for NIFTY
16 Sep 2024 04:11 PM IST
| NIFTY 25550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 16 Sept | 25383.75 | 45.3 | 4.05 | 2,69,54,750 | 3,46,525 | 16,35,275 | ||||
| 13 Sept | 25356.50 | 41.25 | -8.75 | 2,54,80,150 | 4,80,350 | 12,88,750 | ||||
| 12 Sept | 25388.90 | 50 | 38.50 | 71,52,225 | 4,27,700 | 8,08,400 | ||||
| 11 Sept | 24918.45 | 11.5 | -11.65 | 18,94,150 | 2,42,925 | 3,80,700 | ||||
| 10 Sept | 25041.10 | 23.15 | -1.95 | 8,56,125 | 37,400 | 1,37,775 | ||||
| 9 Sept | 24936.40 | 25.1 | -10.75 | 4,36,025 | 48,575 | 1,00,375 | ||||
| 6 Sept | 24852.15 | 35.85 | -42.20 | 5,27,375 | 39,975 | 51,800 | ||||
| 5 Sept | 25145.10 | 78.05 | -18.70 | 22,100 | 6,550 | 11,825 | ||||
| 4 Sept | 25198.70 | 96.75 | -44.10 | 16,175 | 3,975 | 5,275 | ||||
| 3 Sept | 25279.85 | 140.85 | 6.85 | 3,100 | 1,175 | 1,300 | ||||
| 2 Sept | 25278.70 | 134 | -112.25 | 150 | 125 | 125 | ||||
| 30 Aug | 25235.90 | 246.25 | 0.00 | 0 | 50 | 0 | ||||
| 29 Aug | 25151.95 | 246.25 | 0.00 | 0 | 50 | 0 | ||||
| 28 Aug | 25052.35 | 246.25 | 0.00 | 0 | 50 | 0 | ||||
| 27 Aug | 25017.75 | 246.25 | 127.50 | 75 | 50 | 50 | ||||
| 26 Aug | 25010.60 | 118.75 | 0.00 | 0 | 0 | 0 | ||||
| 23 Aug | 24823.15 | 118.75 | 0.00 | 0 | 0 | 0 | ||||
| 22 Aug | 24811.50 | 118.75 | 0.00 | 0 | 0 | 0 | ||||
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| 21 Aug | 24770.20 | 118.75 | 0.00 | 0 | 0 | 0 | ||||
| 20 Aug | 24698.85 | 118.75 | 0.00 | 0 | 0 | 0 | ||||
| 19 Aug | 24572.65 | 118.75 | 0.00 | 0 | 0 | 0 | ||||
| 16 Aug | 24541.15 | 118.75 | 0 | 0 | 0 | |||||
For Nifty - strike price 25550 expiring on 19SEP2024
Delta for 25550 CE is -
Historical price for 25550 CE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 45.3, which was 4.05 higher than the previous day. The implied volatity was -, the open interest changed by 346525 which increased total open position to 1635275
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 41.25, which was -8.75 lower than the previous day. The implied volatity was -, the open interest changed by 480350 which increased total open position to 1288750
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 50, which was 38.50 higher than the previous day. The implied volatity was -, the open interest changed by 427700 which increased total open position to 808400
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 11.5, which was -11.65 lower than the previous day. The implied volatity was -, the open interest changed by 242925 which increased total open position to 380700
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 23.15, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 37400 which increased total open position to 137775
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 25.1, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 48575 which increased total open position to 100375
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 35.85, which was -42.20 lower than the previous day. The implied volatity was -, the open interest changed by 39975 which increased total open position to 51800
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 78.05, which was -18.70 lower than the previous day. The implied volatity was -, the open interest changed by 6550 which increased total open position to 11825
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 96.75, which was -44.10 lower than the previous day. The implied volatity was -, the open interest changed by 3975 which increased total open position to 5275
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 140.85, which was 6.85 higher than the previous day. The implied volatity was -, the open interest changed by 1175 which increased total open position to 1300
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 134, which was -112.25 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 125
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 246.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 246.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 246.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 246.25, which was 127.50 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 118.75, 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 118.75, 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 118.75, 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 118.75, 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 118.75, 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 118.75, 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 118.75, 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 25550 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 16 Sept | 25383.75 | 189.8 | -67.45 | 46,77,050 | 1,21,500 | 2,32,225 |
| 13 Sept | 25356.50 | 257.25 | -29.65 | 24,88,700 | 62,900 | 1,10,725 |
| 12 Sept | 25388.90 | 286.9 | -351.15 | 2,05,000 | 39,575 | 47,825 |
| 11 Sept | 24918.45 | 638.05 | 137.35 | 4,275 | 575 | 8,250 |
| 10 Sept | 25041.10 | 500.7 | -125.20 | 6,275 | 950 | 7,675 |
| 9 Sept | 24936.40 | 625.9 | -69.25 | 400 | 250 | 6,725 |
| 6 Sept | 24852.15 | 695.15 | 293.15 | 26,525 | 6,075 | 6,475 |
| 5 Sept | 25145.10 | 402 | 55.55 | 875 | 400 | 400 |
| 4 Sept | 25198.70 | 346.45 | 0.00 | 0 | -50 | 0 |
| 3 Sept | 25279.85 | 346.45 | -37.30 | 200 | -50 | 700 |
| 2 Sept | 25278.70 | 383.75 | 26.00 | 1,150 | 475 | 750 |
| 30 Aug | 25235.90 | 357.75 | -69.80 | 1,200 | 275 | 275 |
| 29 Aug | 25151.95 | 427.55 | -920.20 | 25 | 0 | 0 |
| 28 Aug | 25052.35 | 1347.75 | 1347.75 | 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 25550 expiring on 19SEP2024
Delta for 25550 PE is -
Historical price for 25550 PE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 189.8, which was -67.45 lower than the previous day. The implied volatity was -, the open interest changed by 121500 which increased total open position to 232225
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 257.25, which was -29.65 lower than the previous day. The implied volatity was -, the open interest changed by 62900 which increased total open position to 110725
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 286.9, which was -351.15 lower than the previous day. The implied volatity was -, the open interest changed by 39575 which increased total open position to 47825
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 638.05, which was 137.35 higher than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 8250
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 500.7, which was -125.20 lower than the previous day. The implied volatity was -, the open interest changed by 950 which increased total open position to 7675
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 625.9, which was -69.25 lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 6725
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 695.15, which was 293.15 higher than the previous day. The implied volatity was -, the open interest changed by 6075 which increased total open position to 6475
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 402, which was 55.55 higher than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 400
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 346.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 0
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 346.45, which was -37.30 lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 700
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 383.75, which was 26.00 higher than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 750
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 357.75, which was -69.80 lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 275
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 427.55, which was -920.20 lower 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 1347.75, which was 1347.75 higher 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