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 | 1458.95 | 0.00 | - | 0 | 400 | 0 | |||
| 17 May | 22466.10 | 1458.95 | - | 0 | 400 | 0 | ||||
| 16 May | 22403.85 | 1458.95 | - | 550 | 400 | 1,100 | ||||
| 15 May | 22200.55 | 1270.00 | - | 1,150 | 275 | 700 | ||||
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| 14 May | 22217.85 | 1360.00 | - | 50 | -75 | 425 | ||||
| 13 May | 22104.05 | 1234.15 | - | 1,100 | 500 | 500 | ||||
| 10 May | 22055.20 | 1240.65 | - | 0 | 0 | 0 | ||||
| 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 20950 expiring on 23MAY2024
Delta for 20950 CE is -
Historical price for 20950 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1458.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 0
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1458.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 0
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1458.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 1100
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1270.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 700
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1360.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 425
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1234.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 500
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 1240.65, 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
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 | 2.20 | 0.25 | - | 2,61,450 | -19,025 | 3,34,100 |
| 17 May | 22466.10 | 1.95 | - | 29,74,925 | 1,25,850 | 3,53,125 | |
| 16 May | 22403.85 | 3.05 | - | 9,72,525 | 1,34,025 | 2,27,275 | |
| 15 May | 22200.55 | 3.95 | - | 2,39,450 | 49,350 | 93,250 | |
| 14 May | 22217.85 | 5.90 | - | 1,81,625 | -3,200 | 43,900 | |
| 13 May | 22104.05 | 9.40 | - | 2,55,000 | 31,550 | 47,100 | |
| 10 May | 22055.20 | 12.55 | - | 68,975 | 6,025 | 15,550 | |
| 9 May | 21957.50 | 18.00 | - | 54,975 | 7,775 | 9,525 | |
| 8 May | 22302.50 | 8.40 | - | 1,850 | 1,725 | 1,750 | |
| 7 May | 22302.50 | 7.10 | - | 50 | 25 | 25 | |
| 6 May | 22442.70 | 49.05 | - | 0 | 0 | 0 | |
| 3 May | 22475.85 | 49.05 | - | 0 | 0 | 0 | |
| 2 May | 22648.20 | 49.05 | - | 0 | 0 | 0 | |
| 30 Apr | 22604.85 | 49.05 | - | 0 | 0 | 0 | |
| 29 Apr | 22643.40 | 49.05 | - | 0 | 0 | 0 | |
| 26 Apr | 22419.95 | 49.05 | - | 0 | 0 | 0 | |
For NIFTY 50 - strike price 20950 expiring on 23MAY2024
Delta for 20950 PE is -
Historical price for 20950 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 2.20, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by -19025 which decreased total open position to 334100
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 125850 which increased total open position to 353125
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 3.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 134025 which increased total open position to 227275
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 3.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 49350 which increased total open position to 93250
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 5.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -3200 which decreased total open position to 43900
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 9.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 31550 which increased total open position to 47100
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 12.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 6025 which increased total open position to 15550
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 18.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 7775 which increased total open position to 9525
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 8.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1725 which increased total open position to 1750
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 7.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 49.05, 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 49.05, 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 49.05, 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 49.05, 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 49.05, 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 49.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0