NIFTY
NIFTY 50
Historical option data for NIFTY
18 Apr 2024 06:57 PM IST
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Delta: 0.99
Gamma: 0.0000
Theta: -5.60
Vega: 0.12
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 18 Apr | 21995.85 | 2482.05 | -127.95 | 28.59 | 10,050 | -5,650 | 1,72,200 | |||
| 16 Apr | 22147.90 | 2610.00 | - | 5,750 | -5,300 | 1,77,900 | ||||
| 15 Apr | 22272.50 | 2751.55 | - | 11,150 | -10,400 | 1,83,200 | ||||
| 12 Apr | 22519.40 | 2994.05 | - | 1,900 | -250 | 1,93,600 | ||||
| 10 Apr | 22753.80 | 3196.00 | - | 1,250 | -800 | 1,93,900 | ||||
| 9 Apr | 22642.75 | 3115.00 | - | 5,200 | -2,250 | 1,94,700 | ||||
| 8 Apr | 22666.30 | 3135.00 | - | 2,600 | -950 | 1,97,000 | ||||
| 5 Apr | 22513.70 | 2988.00 | - | 1,350 | 200 | 1,97,900 | ||||
| 4 Apr | 22514.65 | 3002.20 | - | 3,750 | 700 | 1,97,700 | ||||
| 3 Apr | 22434.65 | 2920.35 | - | 5,700 | -150 | 1,97,000 | ||||
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| 2 Apr | 22453.30 | 2952.65 | - | 1,300 | 800 | 1,97,050 | ||||
| 1 Apr | 22462.00 | 2991.00 | - | 24,300 | -17,600 | 1,96,250 | ||||
For NIFTY 50 - strike price 19600 expiring on 25APR2024
Delta for 19600 CE is 0.99
Historical price for 19600 CE is as follows
On 18 Apr NIFTY was trading at 21995.85. The strike last trading price was 2482.05, which was -127.95 lower than the previous day. The implied volatity was 28.59, the open interest changed by -5650 which decreased total open position to 172200
On 16 Apr NIFTY was trading at 22147.90. The strike last trading price was 2610.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -5300 which decreased total open position to 177900
On 15 Apr NIFTY was trading at 22272.50. The strike last trading price was 2751.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -10400 which decreased total open position to 183200
On 12 Apr NIFTY was trading at 22519.40. The strike last trading price was 2994.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 193600
On 10 Apr NIFTY was trading at 22753.80. The strike last trading price was 3196.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -800 which decreased total open position to 193900
On 9 Apr NIFTY was trading at 22642.75. The strike last trading price was 3115.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -2250 which decreased total open position to 194700
On 8 Apr NIFTY was trading at 22666.30. The strike last trading price was 3135.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -950 which decreased total open position to 197000
On 5 Apr NIFTY was trading at 22513.70. The strike last trading price was 2988.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 197900
On 4 Apr NIFTY was trading at 22514.65. The strike last trading price was 3002.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 197700
On 3 Apr NIFTY was trading at 22434.65. The strike last trading price was 2920.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 197000
On 2 Apr NIFTY was trading at 22453.30. The strike last trading price was 2952.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 197050
On 1 Apr NIFTY was trading at 22462.00. The strike last trading price was 2991.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -17600 which decreased total open position to 196250
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Delta: -0.00
Gamma: 0.0000
Theta: -1.05
Vega: 0.45
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 18 Apr | 21995.85 | 1.70 | 0.05 | 33.89 | 18,69,300 | 10,15,200 | 12,33,950 |
| 16 Apr | 22147.90 | 1.55 | - | 3,09,000 | 9,900 | 2,17,800 | |
| 15 Apr | 22272.50 | 2.85 | - | 2,06,350 | 250 | 2,07,900 | |
| 12 Apr | 22519.40 | 1.85 | - | 1,21,750 | -1,500 | 2,07,150 | |
| 10 Apr | 22753.80 | 2.80 | - | 72,900 | 7,050 | 2,08,200 | |
| 9 Apr | 22642.75 | 2.10 | - | 1,02,700 | 400 | 2,01,150 | |
| 8 Apr | 22666.30 | 2.75 | - | 1,85,100 | 7,000 | 1,99,800 | |
| 5 Apr | 22513.70 | 2.45 | - | 17,100 | 1,250 | 1,92,800 | |
| 4 Apr | 22514.65 | 2.35 | - | 42,900 | -12,400 | 1,91,550 | |
| 3 Apr | 22434.65 | 2.65 | - | 62,400 | -6,100 | 2,03,950 | |
| 2 Apr | 22453.30 | 3.85 | - | 15,650 | 3,400 | 2,09,950 | |
| 1 Apr | 22462.00 | 3.80 | - | 35,650 | -5,450 | 2,06,550 | |
For NIFTY 50 - strike price 19600 expiring on 25APR2024
Delta for 19600 PE is -0.00
Historical price for 19600 PE is as follows
On 18 Apr NIFTY was trading at 21995.85. The strike last trading price was 1.70, which was 0.05 higher than the previous day. The implied volatity was 33.89, the open interest changed by 1015200 which increased total open position to 1233950
On 16 Apr NIFTY was trading at 22147.90. The strike last trading price was 1.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 9900 which increased total open position to 217800
On 15 Apr NIFTY was trading at 22272.50. The strike last trading price was 2.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 207900
On 12 Apr NIFTY was trading at 22519.40. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 207150
On 10 Apr NIFTY was trading at 22753.80. The strike last trading price was 2.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 7050 which increased total open position to 208200
On 9 Apr NIFTY was trading at 22642.75. The strike last trading price was 2.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 201150
On 8 Apr NIFTY was trading at 22666.30. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 7000 which increased total open position to 199800
On 5 Apr NIFTY was trading at 22513.70. The strike last trading price was 2.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1250 which increased total open position to 192800
On 4 Apr NIFTY was trading at 22514.65. The strike last trading price was 2.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -12400 which decreased total open position to 191550
On 3 Apr NIFTY was trading at 22434.65. The strike last trading price was 2.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -6100 which decreased total open position to 203950
On 2 Apr NIFTY was trading at 22453.30. The strike last trading price was 3.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 3400 which increased total open position to 209950
On 1 Apr NIFTY was trading at 22462.00. The strike last trading price was 3.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -5450 which decreased total open position to 206550