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 | 1189.50 | 0.00 | - | 0 | 25 | 0 | |||
| 17 May | 22466.10 | 1189.50 | - | 125 | 25 | 1,925 | ||||
| 16 May | 22403.85 | 1130.50 | - | 2,575 | 1,625 | 1,900 | ||||
| 15 May | 22200.55 | 900.00 | - | 325 | 275 | 275 | ||||
| 14 May | 22217.85 | 886.65 | - | 0 | 275 | 0 | ||||
| 13 May | 22104.05 | 886.65 | - | 600 | 275 | 275 | ||||
| 10 May | 22055.20 | 945.65 | - | 0 | 0 | 0 | ||||
| 9 May | 21957.50 | 945.65 | - | 0 | 0 | 0 | ||||
| 8 May | 22302.50 | 945.65 | - | 0 | 0 | 0 | ||||
| 7 May | 22302.50 | 945.65 | - | 0 | 0 | 0 | ||||
| 6 May | 22442.70 | 945.65 | - | 0 | 0 | 0 | ||||
| 3 May | 22475.85 | 945.65 | - | 0 | 0 | 0 | ||||
| 2 May | 22648.20 | 945.65 | - | 0 | 0 | 0 | ||||
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| 30 Apr | 22604.85 | 945.65 | - | 0 | 0 | 0 | ||||
| 29 Apr | 22643.40 | 945.65 | - | 0 | 0 | 0 | ||||
| 26 Apr | 22419.95 | 945.65 | - | 0 | 0 | 0 | ||||
For NIFTY 50 - strike price 21300 expiring on 23MAY2024
Delta for 21300 CE is -
Historical price for 21300 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1189.50, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1189.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1925
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1130.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1625 which increased total open position to 1900
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 900.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 275
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 886.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 0
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 886.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 275
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 945.65, 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 945.65, 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 8 May NIFTY was trading at 22302.50. The strike last trading price was 945.65, 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 7 May NIFTY was trading at 22302.50. The strike last trading price was 945.65, 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 6 May NIFTY was trading at 22442.70. The strike last trading price was 945.65, 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 3 May NIFTY was trading at 22475.85. The strike last trading price was 945.65, 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 2 May NIFTY was trading at 22648.20. The strike last trading price was 945.65, 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 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 945.65, 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 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 945.65, 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 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 945.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 3.20 | -0.05 | - | 35,29,900 | -2,40,975 | 15,81,625 |
| 17 May | 22466.10 | 3.25 | - | 1,27,78,325 | 7,03,125 | 18,22,600 | |
| 16 May | 22403.85 | 4.60 | - | 1,01,52,325 | 7,70,450 | 11,19,475 | |
| 15 May | 22200.55 | 7.95 | - | 12,95,400 | 1,53,250 | 3,49,025 | |
| 14 May | 22217.85 | 12.40 | - | 8,50,000 | 17,900 | 1,95,775 | |
| 13 May | 22104.05 | 19.15 | - | 14,08,800 | 17,150 | 1,77,875 | |
| 10 May | 22055.20 | 27.00 | - | 4,98,575 | 1,02,775 | 1,60,725 | |
| 9 May | 21957.50 | 47.55 | - | 2,05,500 | 28,850 | 57,950 | |
| 8 May | 22302.50 | 18.45 | - | 45,475 | 7,650 | 29,100 | |
| 7 May | 22302.50 | 27.45 | - | 49,750 | -17,075 | 21,450 | |
| 6 May | 22442.70 | 20.65 | - | 20,100 | 6,125 | 38,525 | |
| 3 May | 22475.85 | 20.20 | - | 53,800 | 32,400 | 32,400 | |
| 2 May | 22648.20 | 16.00 | - | 2,025 | 1,650 | 3,650 | |
| 30 Apr | 22604.85 | 23.00 | - | 600 | 200 | 2,000 | |
| 29 Apr | 22643.40 | 24.85 | - | 1,875 | 1,125 | 1,800 | |
| 26 Apr | 22419.95 | 27.50 | - | 450 | 675 | 675 | |
For NIFTY 50 - strike price 21300 expiring on 23MAY2024
Delta for 21300 PE is -
Historical price for 21300 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 3.20, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -240975 which decreased total open position to 1581625
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 3.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 703125 which increased total open position to 1822600
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 4.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 770450 which increased total open position to 1119475
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 7.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 153250 which increased total open position to 349025
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 12.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 17900 which increased total open position to 195775
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 19.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 17150 which increased total open position to 177875
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 27.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 102775 which increased total open position to 160725
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 47.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 28850 which increased total open position to 57950
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 18.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 7650 which increased total open position to 29100
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 27.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -17075 which decreased total open position to 21450
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 20.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 6125 which increased total open position to 38525
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 20.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 32400 which increased total open position to 32400
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 16.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 3650
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 23.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 2000
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 24.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 1800
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 27.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 675