NIFTY
Nifty
Historical option data for NIFTY
06 Sep 2024 04:11 PM IST
| NIFTY 26500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 6 Sept | 24852.15 | 1.85 | 0.70 | 2,29,77,800 | 23,54,375 | 42,70,650 | ||||
| 5 Sept | 25145.10 | 1.15 | -0.45 | 61,45,975 | 14,47,925 | 19,16,275 | ||||
| 4 Sept | 25198.70 | 1.6 | -0.15 | 10,33,100 | 1,52,050 | 4,68,350 | ||||
| 3 Sept | 25279.85 | 1.75 | -0.55 | 3,08,725 | 46,175 | 3,16,300 | ||||
| 2 Sept | 25278.70 | 2.3 | -0.45 | 4,87,900 | -39,475 | 2,70,125 | ||||
| 30 Aug | 25235.90 | 2.75 | 0.70 | 3,81,175 | 1,20,275 | 3,09,600 | ||||
| 29 Aug | 25151.95 | 2.05 | -1.10 | 4,01,400 | 1,36,200 | 1,89,325 | ||||
| 28 Aug | 25052.35 | 3.15 | -0.15 | 81,625 | 28,075 | 53,125 | ||||
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| 27 Aug | 25017.75 | 3.3 | -0.70 | 22,175 | 7,450 | 25,050 | ||||
| 26 Aug | 25010.60 | 4 | -0.85 | 20,150 | 11,250 | 17,600 | ||||
| 23 Aug | 24823.15 | 4.85 | 0.70 | 4,700 | 3,125 | 6,350 | ||||
| 22 Aug | 24811.50 | 4.15 | 5,400 | 3,225 | 3,225 | |||||
For Nifty - strike price 26500 expiring on 12SEP2024
Delta for 26500 CE is -
Historical price for 26500 CE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 1.85, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by 2354375 which increased total open position to 4270650
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 1.15, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 1447925 which increased total open position to 1916275
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 1.6, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 152050 which increased total open position to 468350
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 1.75, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 46175 which increased total open position to 316300
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 2.3, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by -39475 which decreased total open position to 270125
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 2.75, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by 120275 which increased total open position to 309600
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 2.05, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by 136200 which increased total open position to 189325
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 3.15, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 28075 which increased total open position to 53125
On 27 Aug NIFTY was trading at 25017.75. The strike last trading price was 3.3, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by 7450 which increased total open position to 25050
On 26 Aug NIFTY was trading at 25010.60. The strike last trading price was 4, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by 11250 which increased total open position to 17600
On 23 Aug NIFTY was trading at 24823.15. The strike last trading price was 4.85, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by 3125 which increased total open position to 6350
On 22 Aug NIFTY was trading at 24811.50. The strike last trading price was 4.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 3225 which increased total open position to 3225
| NIFTY 26500 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 6 Sept | 24852.15 | 1617 | 308.20 | 2,025 | 225 | 1,325 |
| 5 Sept | 25145.10 | 1308.8 | -46.20 | 1,475 | 1,050 | 1,100 |
| 4 Sept | 25198.70 | 1355 | -13.65 | 100 | 50 | 50 |
| 3 Sept | 25279.85 | 1368.65 | 0.00 | 0 | 25 | 0 |
| 2 Sept | 25278.70 | 1368.65 | 0.00 | 0 | 25 | 0 |
| 30 Aug | 25235.90 | 1368.65 | 0.00 | 0 | 25 | 0 |
| 29 Aug | 25151.95 | 1368.65 | -3.00 | 25 | 25 | 25 |
| 28 Aug | 25052.35 | 1371.65 | 0.00 | 0 | 0 | 0 |
| 27 Aug | 25017.75 | 1371.65 | 0.00 | 0 | 0 | 0 |
| 26 Aug | 25010.60 | 1371.65 | 1371.65 | 25 | 0 | 0 |
| 23 Aug | 24823.15 | 0 | 0.00 | 0 | 0 | 0 |
| 22 Aug | 24811.50 | 0 | 0 | 0 | 0 | |
For Nifty - strike price 26500 expiring on 12SEP2024
Delta for 26500 PE is -
Historical price for 26500 PE is as follows
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 1617, which was 308.20 higher than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 1325
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 1308.8, which was -46.20 lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 1100
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 1355, which was -13.65 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 1368.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 1368.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 30 Aug NIFTY was trading at 25235.90. The strike last trading price was 1368.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 29 Aug NIFTY was trading at 25151.95. The strike last trading price was 1368.65, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25
On 28 Aug NIFTY was trading at 25052.35. The strike last trading price was 1371.65, 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 1371.65, 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 1371.65, which was 1371.65 higher 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0