NIFTY
NIFTY 50
Historical option data for NIFTY
18 May 2024 04:08 PM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 18 May | 22502.00 | 1864.15 | 0.00 | - | 0 | 350 | 0 | |||
| 17 May | 22466.10 | 1864.15 | - | 225 | 350 | 1,075 | ||||
|
|
||||||||||
| 16 May | 22403.85 | 1807.65 | - | 675 | 325 | 725 | ||||
| 15 May | 22200.55 | 1656.70 | - | 250 | 25 | 400 | ||||
| 14 May | 22217.85 | 1535.55 | - | 25 | -25 | 375 | ||||
| 13 May | 22104.05 | 1360.00 | - | 25 | 225 | 400 | ||||
| 10 May | 22055.20 | 1516.70 | - | 425 | 25 | 175 | ||||
| 9 May | 21957.50 | 1895.00 | - | 0 | 0 | 150 | ||||
| 8 May | 22302.50 | 1895.00 | - | 150 | 0 | 150 | ||||
| 7 May | 22302.50 | 1895.00 | - | 150 | 0 | 150 | ||||
| 6 May | 22442.70 | 1895.00 | - | 150 | 0 | 150 | ||||
| 3 May | 22475.85 | 1895.00 | - | 150 | 150 | 150 | ||||
| 2 May | 22648.20 | 1895.00 | - | 150 | 0 | 150 | ||||
| 30 Apr | 22604.85 | 1895.00 | - | 150 | 0 | 150 | ||||
| 29 Apr | 22643.40 | 1895.00 | - | 150 | 0 | 150 | ||||
| 26 Apr | 22419.95 | 1895.00 | - | 150 | 0 | 150 | ||||
For NIFTY 50 - strike price 20600 expiring on 23MAY2024
Delta for 20600 CE is -
Historical price for 20600 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1864.15, 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 1864.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 1075
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1807.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 725
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1656.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 400
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1535.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 375
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1360.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 400
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 1516.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 175
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 1895.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 1895.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 1895.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 1895.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 1895.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 1895.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 1895.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 1895.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 1895.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 18 May | 22502.00 | 1.65 | 0.10 | - | 3,45,075 | 2,400 | 5,31,000 |
| 17 May | 22466.10 | 1.55 | - | 31,21,000 | 1,32,775 | 5,28,600 | |
| 16 May | 22403.85 | 2.15 | - | 15,32,725 | 1,54,600 | 3,95,825 | |
| 15 May | 22200.55 | 2.35 | - | 8,76,250 | 1,97,425 | 2,41,225 | |
| 14 May | 22217.85 | 4.15 | - | 1,36,850 | 38,800 | 43,800 | |
| 13 May | 22104.05 | 4.95 | - | 7,825 | 5,000 | 5,000 | |
| 10 May | 22055.20 | 21.05 | - | 0 | 0 | 0 | |
| 9 May | 21957.50 | 21.05 | - | 0 | 0 | 0 | |
| 8 May | 22302.50 | 21.05 | - | 0 | 0 | 0 | |
| 7 May | 22302.50 | 21.05 | - | 0 | 0 | 0 | |
| 6 May | 22442.70 | 21.05 | - | 0 | 0 | 0 | |
| 3 May | 22475.85 | 21.05 | - | 0 | 0 | 0 | |
| 2 May | 22648.20 | 21.05 | - | 0 | 0 | 0 | |
| 30 Apr | 22604.85 | 21.05 | - | 0 | 0 | 0 | |
| 29 Apr | 22643.40 | 21.05 | - | 0 | 0 | 0 | |
| 26 Apr | 22419.95 | 21.05 | - | 0 | 0 | 0 | |
For NIFTY 50 - strike price 20600 expiring on 23MAY2024
Delta for 20600 PE is -
Historical price for 20600 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1.65, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 2400 which increased total open position to 531000
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 132775 which increased total open position to 528600
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 2.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 154600 which increased total open position to 395825
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 2.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 197425 which increased total open position to 241225
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 4.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 38800 which increased total open position to 43800
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 4.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 5000
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 21.05, 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 21.05, 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 21.05, 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 21.05, 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 21.05, 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 21.05, 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 21.05, 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 21.05, 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 21.05, 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 21.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0