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 | 1215.00 | 0.00 | - | 0 | 1,200 | 0 | |||
| 17 May | 22466.10 | 1215.00 | - | 0 | 1,200 | 0 | ||||
| 16 May | 22403.85 | 1215.00 | - | 1,325 | 1,200 | 2,450 | ||||
| 15 May | 22200.55 | 1132.00 | - | 775 | 1,100 | 1,250 | ||||
| 14 May | 22217.85 | 1192.15 | - | 500 | 100 | 150 | ||||
| 13 May | 22104.05 | 1088.70 | - | 150 | -25 | 50 | ||||
| 10 May | 22055.20 | 1017.30 | - | 100 | 75 | 75 | ||||
| 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 | ||||
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| 26 Apr | 22419.95 | 0.00 | - | 0 | 0 | 0 | ||||
For NIFTY 50 - strike price 21100 expiring on 23MAY2024
Delta for 21100 CE is -
Historical price for 21100 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1215.00, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 0
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1215.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 0
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1215.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 2450
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1132.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 1250
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1192.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 150
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1088.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 50
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 1017.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75
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 | 2.35 | 0.15 | - | 13,57,875 | -98,050 | 7,33,650 |
| 17 May | 22466.10 | 2.20 | - | 83,78,575 | -1,21,300 | 8,31,700 | |
| 16 May | 22403.85 | 3.40 | - | 73,56,650 | 7,75,900 | 9,53,000 | |
| 15 May | 22200.55 | 4.70 | - | 7,13,500 | 54,825 | 1,77,100 | |
| 14 May | 22217.85 | 8.35 | - | 5,19,550 | 13,225 | 1,22,275 | |
| 13 May | 22104.05 | 13.65 | - | 6,61,100 | 72,900 | 1,09,050 | |
| 10 May | 22055.20 | 17.25 | - | 2,04,000 | 16,325 | 36,150 | |
| 9 May | 21957.50 | 27.80 | - | 69,625 | 11,475 | 19,825 | |
| 8 May | 22302.50 | 11.20 | - | 15,700 | -75 | 8,350 | |
| 7 May | 22302.50 | 17.00 | - | 7,125 | 950 | 8,425 | |
| 6 May | 22442.70 | 11.40 | - | 6,975 | 2,900 | 7,475 | |
| 3 May | 22475.85 | 11.40 | - | 3,250 | 4,575 | 4,575 | |
| 2 May | 22648.20 | 9.00 | - | 4,750 | 4,700 | 4,700 | |
| 30 Apr | 22604.85 | 16.85 | - | 0 | 50 | 0 | |
| 29 Apr | 22643.40 | 16.85 | - | 75 | 50 | 50 | |
| 26 Apr | 22419.95 | 67.95 | - | 0 | 0 | 0 | |
For NIFTY 50 - strike price 21100 expiring on 23MAY2024
Delta for 21100 PE is -
Historical price for 21100 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 2.35, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by -98050 which decreased total open position to 733650
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 2.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -121300 which decreased total open position to 831700
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 3.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 775900 which increased total open position to 953000
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 4.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 54825 which increased total open position to 177100
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 8.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 13225 which increased total open position to 122275
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 13.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 72900 which increased total open position to 109050
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 17.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 16325 which increased total open position to 36150
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 27.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 11475 which increased total open position to 19825
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 11.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 8350
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 17.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 950 which increased total open position to 8425
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 11.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 2900 which increased total open position to 7475
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 11.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 4575 which increased total open position to 4575
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 9.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4700 which increased total open position to 4700
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 16.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 16.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 67.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0