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 | 1984.60 | -2.00 | - | 50 | 0 | 9,075 | |||
| 17 May | 22466.10 | 1986.60 | - | 325 | -50 | 9,075 | ||||
| 16 May | 22403.85 | 1915.80 | - | 2,250 | 1,750 | 9,125 | ||||
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| 15 May | 22200.55 | 1753.60 | - | 725 | 250 | 7,375 | ||||
| 14 May | 22217.85 | 1772.50 | - | 725 | 175 | 7,125 | ||||
| 13 May | 22104.05 | 1672.55 | - | 1,125 | 400 | 6,950 | ||||
| 10 May | 22055.20 | 1604.10 | - | 6,650 | 6,550 | 6,550 | ||||
| 9 May | 21957.50 | 0.00 | - | 0 | 0 | 0 | ||||
| 8 May | 22302.50 | 0.00 | - | 0 | 0 | 0 | ||||
| 7 May | 22302.50 | 0.00 | - | 0 | 0 | 0 | ||||
| 6 May | 22442.70 | 0.00 | - | 0 | 0 | 0 | ||||
| 3 May | 22475.85 | 0.00 | - | 0 | 0 | 0 | ||||
| 2 May | 22648.20 | 0.00 | - | 0 | 0 | 0 | ||||
| 30 Apr | 22604.85 | 0.00 | - | 0 | 0 | 0 | ||||
| 29 Apr | 22643.40 | 0.00 | - | 0 | 0 | 0 | ||||
| 26 Apr | 22419.95 | 0.00 | - | 0 | 0 | 0 | ||||
For NIFTY 50 - strike price 20500 expiring on 23MAY2024
Delta for 20500 CE is -
Historical price for 20500 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1984.60, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9075
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1986.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 9075
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1915.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 9125
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1753.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 7375
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1772.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 7125
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1672.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 6950
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 1604.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 6550 which increased total open position to 6550
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
On 8 May NIFTY was trading at 22302.50. 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
On 7 May NIFTY was trading at 22302.50. 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
On 6 May NIFTY was trading at 22442.70. 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
On 3 May NIFTY was trading at 22475.85. 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
On 2 May NIFTY was trading at 22648.20. 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
On 30 Apr NIFTY was trading at 22604.85. 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
On 29 Apr NIFTY was trading at 22643.40. 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
On 26 Apr NIFTY was trading at 22419.95. 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 | 1.45 | -0.05 | - | 14,21,575 | 29,775 | 15,84,300 |
| 17 May | 22466.10 | 1.50 | - | 73,49,275 | 3,27,950 | 15,54,525 | |
| 16 May | 22403.85 | 1.85 | - | 29,33,025 | 5,93,975 | 12,26,575 | |
| 15 May | 22200.55 | 2.40 | - | 13,16,850 | 4,33,475 | 6,32,600 | |
| 14 May | 22217.85 | 3.05 | - | 6,89,925 | -2,225 | 1,99,125 | |
| 13 May | 22104.05 | 5.30 | - | 9,92,000 | 1,24,625 | 2,01,350 | |
| 10 May | 22055.20 | 3.70 | - | 2,70,750 | 38,975 | 76,725 | |
| 9 May | 21957.50 | 7.25 | - | 70,750 | 20,800 | 37,750 | |
| 8 May | 22302.50 | 5.65 | - | 16,775 | 6,100 | 16,950 | |
| 7 May | 22302.50 | 6.00 | - | 11,825 | -1,750 | 10,850 | |
| 6 May | 22442.70 | 5.75 | - | 10,050 | 2,800 | 12,600 | |
| 3 May | 22475.85 | 5.85 | - | 24,025 | 9,800 | 9,800 | |
| 2 May | 22648.20 | 3.55 | - | 2,000 | 200 | 200 | |
| 30 Apr | 22604.85 | 16.15 | - | 0 | 0 | 0 | |
| 29 Apr | 22643.40 | 16.15 | - | 0 | 0 | 0 | |
| 26 Apr | 22419.95 | 16.15 | - | 0 | 0 | 0 | |
For NIFTY 50 - strike price 20500 expiring on 23MAY2024
Delta for 20500 PE is -
Historical price for 20500 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1.45, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 29775 which increased total open position to 1584300
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 327950 which increased total open position to 1554525
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 593975 which increased total open position to 1226575
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 2.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 433475 which increased total open position to 632600
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 3.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -2225 which decreased total open position to 199125
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 5.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 124625 which increased total open position to 201350
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 3.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 38975 which increased total open position to 76725
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 7.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 20800 which increased total open position to 37750
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 5.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 6100 which increased total open position to 16950
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 6.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1750 which decreased total open position to 10850
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 5.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2800 which increased total open position to 12600
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 5.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 9800 which increased total open position to 9800
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 16.15, 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 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 16.15, 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 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 16.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0