NIFTY
NIFTY 50
Historical option data for NIFTY
18 May 2024 04:08 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
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| 18 May | 22502.00 | 2331.95 | 0.00 | - | 0 | 50 | 0 | |||
| 17 May | 22466.10 | 2331.95 | - | 25 | 50 | 875 | ||||
| 16 May | 22403.85 | 2204.85 | - | 450 | 325 | 825 | ||||
| 15 May | 22200.55 | 1990.00 | - | 50 | 0 | 500 | ||||
| 14 May | 22217.85 | 1911.60 | - | 500 | 100 | 500 | ||||
| 13 May | 22104.05 | 1951.55 | - | 600 | 400 | 400 | ||||
| 10 May | 22055.20 | 1943.20 | - | 0 | 0 | 0 | ||||
For NIFTY 50 - strike price 20200 expiring on 23MAY2024
Delta for 20200 CE is -
Historical price for 20200 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 2331.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 2331.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 875
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 2204.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 825
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1990.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 500
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1911.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 500
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1951.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 400
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 1943.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 18 May | 22502.00 | 1.40 | 0.25 | - | 27,90,975 | 3,22,350 | 52,38,500 |
| 17 May | 22466.10 | 1.15 | - | 92,34,350 | 8,34,800 | 49,16,150 | |
| 16 May | 22403.85 | 1.50 | - | 51,11,225 | 31,36,375 | 40,81,350 | |
| 15 May | 22200.55 | 1.95 | - | 10,64,175 | 7,02,650 | 9,44,975 | |
| 14 May | 22217.85 | 2.50 | - | 3,14,875 | 1,21,100 | 2,42,325 | |
| 13 May | 22104.05 | 3.20 | - | 2,60,225 | 92,150 | 1,21,225 | |
| 10 May | 22055.20 | 3.40 | - | 65,050 | 29,075 | 29,075 | |
For NIFTY 50 - strike price 20200 expiring on 23MAY2024
Delta for 20200 PE is -
Historical price for 20200 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1.40, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 322350 which increased total open position to 5238500
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 834800 which increased total open position to 4916150
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 3136375 which increased total open position to 4081350
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 702650 which increased total open position to 944975
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 2.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 121100 which increased total open position to 242325
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 3.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 92150 which increased total open position to 121225
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 3.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 29075 which increased total open position to 29075