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 | 1484.85 | 11.30 | - | 175 | -75 | 24,400 | |||
| 17 May | 22466.10 | 1473.55 | - | 7,025 | -1,700 | 24,475 | ||||
| 16 May | 22403.85 | 1440.00 | - | 25,125 | 14,125 | 26,175 | ||||
| 15 May | 22200.55 | 1240.80 | - | 10,575 | 6,225 | 12,050 | ||||
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| 14 May | 22217.85 | 1277.90 | - | 4,300 | 2,700 | 5,825 | ||||
| 13 May | 22104.05 | 1184.95 | - | 2,825 | 1,650 | 3,125 | ||||
| 10 May | 22055.20 | 1089.00 | - | 1,625 | 1,475 | 1,475 | ||||
| 9 May | 21957.50 | 1196.75 | - | 0 | 0 | 0 | ||||
| 8 May | 22302.50 | 1196.75 | - | 0 | 0 | 0 | ||||
| 7 May | 22302.50 | 1196.75 | - | 0 | 0 | 0 | ||||
| 6 May | 22442.70 | 1196.75 | - | 0 | 0 | 0 | ||||
| 3 May | 22475.85 | 1196.75 | - | 0 | 0 | 0 | ||||
| 2 May | 22648.20 | 1196.75 | - | 0 | 0 | 0 | ||||
| 30 Apr | 22604.85 | 1196.75 | - | 0 | 0 | 0 | ||||
| 29 Apr | 22643.40 | 1196.75 | - | 0 | 0 | 0 | ||||
| 26 Apr | 22419.95 | 1196.75 | - | 0 | 0 | 0 | ||||
For NIFTY 50 - strike price 21000 expiring on 23MAY2024
Delta for 21000 CE is -
Historical price for 21000 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1484.85, which was 11.30 higher than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 24400
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1473.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -1700 which decreased total open position to 24475
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1440.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 14125 which increased total open position to 26175
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1240.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 6225 which increased total open position to 12050
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1277.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 5825
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1184.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 3125
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 1089.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1475 which increased total open position to 1475
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 1196.75, 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 1196.75, 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 1196.75, 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 1196.75, 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 1196.75, 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 1196.75, 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 1196.75, 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 1196.75, 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 1196.75, 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 | 2.15 | 0.05 | - | 32,00,300 | 35,800 | 35,23,775 |
| 17 May | 22466.10 | 2.10 | - | 1,69,25,575 | 2,15,250 | 34,87,975 | |
| 16 May | 22403.85 | 2.75 | - | 1,33,86,975 | 21,73,925 | 32,72,725 | |
| 15 May | 22200.55 | 4.00 | - | 31,92,925 | 3,89,100 | 10,98,800 | |
| 14 May | 22217.85 | 7.50 | - | 14,14,275 | 2,46,650 | 7,09,700 | |
| 13 May | 22104.05 | 11.00 | - | 21,25,325 | 1,11,425 | 4,63,050 | |
| 10 May | 22055.20 | 14.45 | - | 12,46,350 | 2,18,725 | 3,51,625 | |
| 9 May | 21957.50 | 22.00 | - | 3,03,725 | 28,350 | 1,32,900 | |
| 8 May | 22302.50 | 10.05 | - | 1,50,575 | 31,800 | 1,04,550 | |
| 7 May | 22302.50 | 14.45 | - | 1,31,975 | 10,025 | 72,750 | |
| 6 May | 22442.70 | 8.85 | - | 60,875 | 1,525 | 62,725 | |
| 3 May | 22475.85 | 11.35 | - | 86,125 | 61,200 | 61,200 | |
| 2 May | 22648.20 | 7.40 | - | 33,475 | 2,925 | 30,425 | |
| 30 Apr | 22604.85 | 14.00 | - | 20,450 | 1,075 | 27,500 | |
| 29 Apr | 22643.40 | 15.10 | - | 26,525 | 10,375 | 26,425 | |
| 26 Apr | 22419.95 | 17.55 | - | 6,500 | -100 | 16,050 | |
For NIFTY 50 - strike price 21000 expiring on 23MAY2024
Delta for 21000 PE is -
Historical price for 21000 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 2.15, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 35800 which increased total open position to 3523775
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 2.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 215250 which increased total open position to 3487975
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2173925 which increased total open position to 3272725
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 4.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 389100 which increased total open position to 1098800
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 7.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 246650 which increased total open position to 709700
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 11.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 111425 which increased total open position to 463050
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 14.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 218725 which increased total open position to 351625
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 22.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 28350 which increased total open position to 132900
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 10.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 31800 which increased total open position to 104550
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 14.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 10025 which increased total open position to 72750
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 8.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1525 which increased total open position to 62725
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 11.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 61200 which increased total open position to 61200
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 7.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 2925 which increased total open position to 30425
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 14.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1075 which increased total open position to 27500
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 15.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 10375 which increased total open position to 26425
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 17.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 16050