NIFTY
Nifty
Historical option data for NIFTY
16 Sep 2024 04:11 PM IST
| NIFTY 25700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 16 Sept | 25383.75 | 15.3 | -1.90 | 3,34,92,975 | 10,22,375 | 36,81,050 | ||||
| 13 Sept | 25356.50 | 17.2 | -4.80 | 3,63,50,900 | 8,82,400 | 26,58,675 | ||||
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| 12 Sept | 25388.90 | 22 | 16.20 | 1,59,22,700 | 11,08,275 | 17,76,275 | ||||
| 11 Sept | 24918.45 | 5.8 | -5.60 | 29,53,000 | 86,750 | 6,68,000 | ||||
| 10 Sept | 25041.10 | 11.4 | -3.60 | 18,43,600 | 2,70,550 | 5,81,250 | ||||
| 9 Sept | 24936.40 | 15 | -5.00 | 9,79,000 | 45,700 | 3,10,700 | ||||
| 6 Sept | 24852.15 | 20 | -22.25 | 17,88,375 | 58,725 | 2,65,000 | ||||
| 5 Sept | 25145.10 | 42.25 | -11.95 | 3,09,675 | 1,26,000 | 2,06,275 | ||||
| 4 Sept | 25198.70 | 54.2 | -27.45 | 1,78,700 | 27,850 | 80,275 | ||||
| 3 Sept | 25279.85 | 81.65 | -5.20 | 58,075 | 8,225 | 52,425 | ||||
| 2 Sept | 25278.70 | 86.85 | -14.20 | 81,975 | 12,250 | 44,200 | ||||
| 30 Aug | 25235.90 | 101.05 | 24.55 | 1,04,725 | 7,850 | 31,950 | ||||
| 29 Aug | 25151.95 | 76.5 | 2.50 | 1,01,050 | -11,450 | 24,100 | ||||
| 28 Aug | 25052.35 | 74 | 4.00 | 40,875 | 8,400 | 35,550 | ||||
| 27 Aug | 25017.75 | 70 | -6.40 | 20,300 | 12,500 | 27,150 | ||||
| 26 Aug | 25010.60 | 76.4 | 21.50 | 10,800 | 925 | 14,650 | ||||
| 23 Aug | 24823.15 | 54.9 | 4.95 | 17,350 | 9,050 | 13,725 | ||||
| 22 Aug | 24811.50 | 49.95 | 0.85 | 4,800 | 2,650 | 4,675 | ||||
| 21 Aug | 24770.20 | 49.1 | 1.10 | 2,375 | 650 | 2,025 | ||||
| 20 Aug | 24698.85 | 48 | 7.30 | 2,000 | 975 | 1,375 | ||||
| 19 Aug | 24572.65 | 40.7 | 0.65 | 325 | 175 | 400 | ||||
| 16 Aug | 24541.15 | 40.05 | 350 | 225 | 225 | |||||
For Nifty - strike price 25700 expiring on 19SEP2024
Delta for 25700 CE is -
Historical price for 25700 CE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 15.3, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by 1022375 which increased total open position to 3681050
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 17.2, which was -4.80 lower than the previous day. The implied volatity was -, the open interest changed by 882400 which increased total open position to 2658675
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 22, which was 16.20 higher than the previous day. The implied volatity was -, the open interest changed by 1108275 which increased total open position to 1776275
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 5.8, which was -5.60 lower than the previous day. The implied volatity was -, the open interest changed by 86750 which increased total open position to 668000
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 11.4, which was -3.60 lower than the previous day. The implied volatity was -, the open interest changed by 270550 which increased total open position to 581250
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 15, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by 45700 which increased total open position to 310700
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 20, which was -22.25 lower than the previous day. The implied volatity was -, the open interest changed by 58725 which increased total open position to 265000
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 42.25, which was -11.95 lower than the previous day. The implied volatity was -, the open interest changed by 126000 which increased total open position to 206275
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 54.2, which was -27.45 lower than the previous day. The implied volatity was -, the open interest changed by 27850 which increased total open position to 80275
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 81.65, which was -5.20 lower than the previous day. The implied volatity was -, the open interest changed by 8225 which increased total open position to 52425
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 86.85, which was -14.20 lower than the previous day. The implied volatity was -, the open interest changed by 12250 which increased total open position to 44200
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 101.05, which was 24.55 higher than the previous day. The implied volatity was -, the open interest changed by 7850 which increased total open position to 31950
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 76.5, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by -11450 which decreased total open position to 24100
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 74, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by 8400 which increased total open position to 35550
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 70, which was -6.40 lower than the previous day. The implied volatity was -, the open interest changed by 12500 which increased total open position to 27150
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 76.4, which was 21.50 higher than the previous day. The implied volatity was -, the open interest changed by 925 which increased total open position to 14650
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 54.9, which was 4.95 higher than the previous day. The implied volatity was -, the open interest changed by 9050 which increased total open position to 13725
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 49.95, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 2650 which increased total open position to 4675
On 21 Aug NIFTY was trading at 24770.20. The strike last trading price was 49.1, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by 650 which increased total open position to 2025
On 20 Aug NIFTY was trading at 24698.85. The strike last trading price was 48, which was 7.30 higher than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 1375
On 19 Aug NIFTY was trading at 24572.65. The strike last trading price was 40.7, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 400
On 16 Aug NIFTY was trading at 24541.15. The strike last trading price was 40.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 225
| NIFTY 25700 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 16 Sept | 25383.75 | 311.65 | -71.35 | 18,10,425 | 1,78,000 | 2,73,900 |
| 13 Sept | 25356.50 | 383 | -26.15 | 13,56,500 | 55,425 | 95,900 |
| 12 Sept | 25388.90 | 409.15 | -372.55 | 2,19,600 | 27,400 | 40,475 |
| 11 Sept | 24918.45 | 781.7 | 140.10 | 5,575 | 575 | 13,075 |
| 10 Sept | 25041.10 | 641.6 | -127.40 | 21,175 | 10,200 | 12,500 |
| 9 Sept | 24936.40 | 769 | -64.65 | 1,225 | 100 | 2,300 |
| 6 Sept | 24852.15 | 833.65 | -640.55 | 57,750 | 2,200 | 2,200 |
| 5 Sept | 25145.10 | 1474.2 | 0.00 | 0 | 0 | 0 |
| 4 Sept | 25198.70 | 1474.2 | 0.00 | 0 | 0 | 0 |
| 3 Sept | 25279.85 | 1474.2 | 0.00 | 0 | 0 | 0 |
| 2 Sept | 25278.70 | 1474.2 | 0.00 | 0 | 0 | 0 |
| 30 Aug | 25235.90 | 1474.2 | 1474.20 | 0 | 0 | 0 |
| 29 Aug | 25151.95 | 0 | 0.00 | 0 | 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 25700 expiring on 19SEP2024
Delta for 25700 PE is -
Historical price for 25700 PE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 311.65, which was -71.35 lower than the previous day. The implied volatity was -, the open interest changed by 178000 which increased total open position to 273900
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 383, which was -26.15 lower than the previous day. The implied volatity was -, the open interest changed by 55425 which increased total open position to 95900
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 409.15, which was -372.55 lower than the previous day. The implied volatity was -, the open interest changed by 27400 which increased total open position to 40475
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 781.7, which was 140.10 higher than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 13075
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 641.6, which was -127.40 lower than the previous day. The implied volatity was -, the open interest changed by 10200 which increased total open position to 12500
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 769, which was -64.65 lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 2300
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 833.65, which was -640.55 lower than the previous day. The implied volatity was -, the open interest changed by 2200 which increased total open position to 2200
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 1474.2, 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 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 1474.2, 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 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 1474.2, 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 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 1474.2, 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 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 1474.2, which was 1474.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Aug NIFTY was trading at 25151.95. 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 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