NIFTY
Nifty
Historical option data for NIFTY
11 Oct 2024 04:11 PM IST
| NIFTY 27700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 11 Oct | 24964.25 | 1.4 | -0.40 | 5,52,825 | 49,175 | 1,59,525 | ||||
| 10 Oct | 24998.45 | 1.8 | -0.15 | 2,35,825 | 89,450 | 1,10,350 | ||||
| 9 Oct | 24981.95 | 1.95 | -1.50 | 21,050 | 3,675 | 20,900 | ||||
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| 8 Oct | 25013.15 | 3.45 | -0.85 | 46,625 | -6,675 | 17,225 | ||||
| 7 Oct | 24795.75 | 4.3 | 0.35 | 9,750 | -1,225 | 23,900 | ||||
| 4 Oct | 25014.60 | 3.95 | -0.60 | 16,225 | -975 | 25,125 | ||||
| 3 Oct | 25250.10 | 4.55 | 1.25 | 41,525 | 7,875 | 26,100 | ||||
| 1 Oct | 25796.90 | 3.3 | -2.70 | 38,150 | 14,000 | 18,225 | ||||
| 30 Sept | 25810.85 | 6 | 0.00 | 9,450 | 1,475 | 4,225 | ||||
| 27 Sept | 26178.95 | 6 | -4.00 | 5,700 | 2,625 | 2,750 | ||||
| 26 Sept | 26216.05 | 10 | 325 | 125 | 125 | |||||
For Nifty - strike price 27700 expiring on 17OCT2024
Delta for 27700 CE is -
Historical price for 27700 CE is as follows
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 1.4, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 49175 which increased total open position to 159525
On 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 1.8, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 89450 which increased total open position to 110350
On 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 1.95, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by 3675 which increased total open position to 20900
On 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 3.45, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -6675 which decreased total open position to 17225
On 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 4.3, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by -1225 which decreased total open position to 23900
On 4 Oct NIFTY was trading at 25014.60. The strike last trading price was 3.95, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by -975 which decreased total open position to 25125
On 3 Oct NIFTY was trading at 25250.10. The strike last trading price was 4.55, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 7875 which increased total open position to 26100
On 1 Oct NIFTY was trading at 25796.90. The strike last trading price was 3.3, which was -2.70 lower than the previous day. The implied volatity was -, the open interest changed by 14000 which increased total open position to 18225
On 30 Sept NIFTY was trading at 25810.85. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1475 which increased total open position to 4225
On 27 Sept NIFTY was trading at 26178.95. The strike last trading price was 6, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 2750
On 26 Sept NIFTY was trading at 26216.05. The strike last trading price was 10, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 125
| NIFTY 27700 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 11 Oct | 24964.25 | 2150.95 | 0.00 | 0 | 0 | 0 |
| 10 Oct | 24998.45 | 2150.95 | 0.00 | 0 | 0 | 0 |
| 9 Oct | 24981.95 | 2150.95 | 0.00 | 0 | 0 | 0 |
| 8 Oct | 25013.15 | 2150.95 | 0.00 | 0 | 0 | 0 |
| 7 Oct | 24795.75 | 2150.95 | 0.00 | 0 | 0 | 0 |
| 4 Oct | 25014.60 | 2150.95 | 2150.95 | 0 | 0 | 0 |
| 3 Oct | 25250.10 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Oct | 25796.90 | 0 | 0.00 | 0 | 0 | 0 |
| 30 Sept | 25810.85 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Sept | 26178.95 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Sept | 26216.05 | 0 | 0 | 0 | 0 | |
For Nifty - strike price 27700 expiring on 17OCT2024
Delta for 27700 PE is -
Historical price for 27700 PE is as follows
On 11 Oct NIFTY was trading at 24964.25. The strike last trading price was 2150.95, 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 10 Oct NIFTY was trading at 24998.45. The strike last trading price was 2150.95, 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 9 Oct NIFTY was trading at 24981.95. The strike last trading price was 2150.95, 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 8 Oct NIFTY was trading at 25013.15. The strike last trading price was 2150.95, 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 7 Oct NIFTY was trading at 24795.75. The strike last trading price was 2150.95, 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 Oct NIFTY was trading at 25014.60. The strike last trading price was 2150.95, which was 2150.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Oct NIFTY was trading at 25250.10. 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 1 Oct NIFTY was trading at 25796.90. 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 30 Sept NIFTY was trading at 25810.85. 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 27 Sept NIFTY was trading at 26178.95. 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 26 Sept NIFTY was trading at 26216.05. 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