NIFTY
NIFTY 50
Historical option data for NIFTY
18 Apr 2024 06:57 PM IST
|
Delta: 0.00
Gamma: 0.0000
Theta: 0.00
Vega: 0.00
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 18 Apr | 21995.85 | 2692.40 | 82.55 | 0.00 | 0 | -450 | 0 | |||
| 16 Apr | 22147.90 | 2692.40 | - | 0 | 0 | 0 | ||||
| 15 Apr | 22272.50 | 2692.40 | - | 0 | 0 | 0 | ||||
| 12 Apr | 22519.40 | 2692.40 | - | 0 | 0 | 0 | ||||
| 10 Apr | 22753.80 | 2692.40 | - | 0 | 0 | 0 | ||||
| 9 Apr | 22642.75 | 2692.40 | - | 0 | 0 | 0 | ||||
| 8 Apr | 22666.30 | 2692.40 | - | 0 | 0 | 0 | ||||
| 5 Apr | 22513.70 | 2692.40 | - | 0 | 250 | 0 | ||||
| 4 Apr | 22514.65 | 2692.40 | - | 250 | 100 | 200 | ||||
|
|
||||||||||
| 3 Apr | 22434.65 | 2609.85 | - | 150 | 0 | 100 | ||||
| 2 Apr | 22453.30 | 2550.70 | - | 0 | 50 | 0 | ||||
| 1 Apr | 22462.00 | 2550.70 | - | 0 | 50 | 0 | ||||
For NIFTY 50 - strike price 19950 expiring on 25APR2024
Delta for 19950 CE is 0.00
Historical price for 19950 CE is as follows
On 18 Apr NIFTY was trading at 21995.85. The strike last trading price was 2692.40, which was 82.55 higher than the previous day. The implied volatity was 0.00, the open interest changed by -450 which decreased total open position to 0
On 16 Apr NIFTY was trading at 22147.90. The strike last trading price was 2692.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr NIFTY was trading at 22272.50. The strike last trading price was 2692.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Apr NIFTY was trading at 22519.40. The strike last trading price was 2692.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr NIFTY was trading at 22753.80. The strike last trading price was 2692.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr NIFTY was trading at 22642.75. The strike last trading price was 2692.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr NIFTY was trading at 22666.30. The strike last trading price was 2692.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Apr NIFTY was trading at 22513.70. The strike last trading price was 2692.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 0
On 4 Apr NIFTY was trading at 22514.65. The strike last trading price was 2692.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 200
On 3 Apr NIFTY was trading at 22434.65. The strike last trading price was 2609.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100
On 2 Apr NIFTY was trading at 22453.30. The strike last trading price was 2550.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 1 Apr NIFTY was trading at 22462.00. The strike last trading price was 2550.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
|
Delta: -0.00
Gamma: 0.0000
Theta: -1.34
Vega: 0.63
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 18 Apr | 21995.85 | 2.35 | 0.25 | 30.50 | 34,500 | 3,050 | 10,300 |
| 16 Apr | 22147.90 | 2.10 | - | 17,550 | 2,500 | 7,700 | |
| 15 Apr | 22272.50 | 3.40 | - | 7,450 | 4,050 | 5,200 | |
| 12 Apr | 22519.40 | 2.35 | - | 1,200 | -450 | 1,200 | |
| 10 Apr | 22753.80 | 3.00 | - | 4,150 | 1,100 | 1,100 | |
| 9 Apr | 22642.75 | 2.70 | - | 0 | 2,150 | 0 | |
| 8 Apr | 22666.30 | 2.70 | - | 2,150 | 0 | 0 | |
| 5 Apr | 22513.70 | 89.00 | - | 0 | 0 | 0 | |
| 4 Apr | 22514.65 | 89.00 | - | 0 | 0 | 0 | |
| 3 Apr | 22434.65 | 89.00 | - | 0 | 0 | 0 | |
| 2 Apr | 22453.30 | 89.00 | - | 0 | 0 | 0 | |
| 1 Apr | 22462.00 | 89.00 | - | 0 | 0 | 0 | |
For NIFTY 50 - strike price 19950 expiring on 25APR2024
Delta for 19950 PE is -0.00
Historical price for 19950 PE is as follows
On 18 Apr NIFTY was trading at 21995.85. The strike last trading price was 2.35, which was 0.25 higher than the previous day. The implied volatity was 30.50, the open interest changed by 3050 which increased total open position to 10300
On 16 Apr NIFTY was trading at 22147.90. The strike last trading price was 2.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 2500 which increased total open position to 7700
On 15 Apr NIFTY was trading at 22272.50. The strike last trading price was 3.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 4050 which increased total open position to 5200
On 12 Apr NIFTY was trading at 22519.40. The strike last trading price was 2.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 1200
On 10 Apr NIFTY was trading at 22753.80. The strike last trading price was 3.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 1100
On 9 Apr NIFTY was trading at 22642.75. The strike last trading price was 2.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 2150 which increased total open position to 0
On 8 Apr NIFTY was trading at 22666.30. The strike last trading price was 2.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Apr NIFTY was trading at 22513.70. The strike last trading price was 89.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Apr NIFTY was trading at 22514.65. The strike last trading price was 89.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Apr NIFTY was trading at 22434.65. The strike last trading price was 89.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr NIFTY was trading at 22453.30. The strike last trading price was 89.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr NIFTY was trading at 22462.00. The strike last trading price was 89.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0