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 | |||
| 18 May | 22502.00 | 2235.00 | 0.00 | - | 0 | 350 | 0 | |||
| 17 May | 22466.10 | 2235.00 | - | 150 | 350 | 1,450 | ||||
| 16 May | 22403.85 | 2167.65 | - | 650 | 500 | 1,100 | ||||
| 15 May | 22200.55 | 2003.40 | - | 250 | 100 | 600 | ||||
| 14 May | 22217.85 | 1887.00 | - | 25 | 150 | 500 | ||||
| 13 May | 22104.05 | 1900.55 | - | 500 | 350 | 350 | ||||
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| 10 May | 22055.20 | 1894.65 | - | 0 | 0 | 0 | ||||
| 9 May | 21957.50 | 0.00 | - | 0 | 0 | 0 | ||||
For NIFTY 50 - strike price 20250 expiring on 23MAY2024
Delta for 20250 CE is -
Historical price for 20250 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 2235.00, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 0
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 2235.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 1450
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 2167.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 1100
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 2003.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 600
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1887.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 500
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1900.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 350
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 1894.65, 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 May NIFTY was trading at 21957.50. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 1.60 | 0.45 | - | 4,85,900 | -38,475 | 13,22,225 |
| 17 May | 22466.10 | 1.15 | - | 25,68,425 | 2,01,475 | 13,60,700 | |
| 16 May | 22403.85 | 1.55 | - | 13,57,450 | 7,24,375 | 11,59,225 | |
| 15 May | 22200.55 | 2.00 | - | 4,16,000 | 3,23,625 | 4,34,850 | |
| 14 May | 22217.85 | 2.90 | - | 1,31,025 | 61,000 | 1,11,225 | |
| 13 May | 22104.05 | 3.30 | - | 87,400 | 8,100 | 50,225 | |
| 10 May | 22055.20 | 2.95 | - | 95,800 | 37,475 | 42,125 | |
| 9 May | 21957.50 | 3.05 | - | 5,650 | 4,650 | 4,650 | |
For NIFTY 50 - strike price 20250 expiring on 23MAY2024
Delta for 20250 PE is -
Historical price for 20250 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1.60, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by -38475 which decreased total open position to 1322225
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 201475 which increased total open position to 1360700
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 724375 which increased total open position to 1159225
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 2.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 323625 which increased total open position to 434850
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 2.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 61000 which increased total open position to 111225
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 3.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 8100 which increased total open position to 50225
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 37475 which increased total open position to 42125
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 3.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 4650 which increased total open position to 4650