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 | |||
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| 18 May | 22502.00 | 1154.00 | 28.10 | - | 25 | -100 | 800 | |||
| 17 May | 22466.10 | 1125.90 | - | 900 | 125 | 900 | ||||
| 16 May | 22403.85 | 1085.00 | - | 100 | -75 | 775 | ||||
| 15 May | 22200.55 | 903.70 | - | 325 | 850 | 850 | ||||
| 14 May | 22217.85 | 857.40 | - | 0 | 775 | 0 | ||||
| 13 May | 22104.05 | 857.40 | - | 1,375 | 775 | 775 | ||||
| 10 May | 22055.20 | 906.15 | - | 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 21350 expiring on 23MAY2024
Delta for 21350 CE is -
Historical price for 21350 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1154.00, which was 28.10 higher than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 800
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1125.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 900
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1085.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 775
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 903.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 850
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 857.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 775 which increased total open position to 0
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 857.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 775 which increased total open position to 775
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 906.15, 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 | 3.35 | -0.15 | - | 7,86,600 | 84,800 | 5,42,100 |
| 17 May | 22466.10 | 3.50 | - | 46,47,075 | 2,40,350 | 4,57,300 | |
| 16 May | 22403.85 | 5.30 | - | 29,65,025 | 72,025 | 2,16,950 | |
| 15 May | 22200.55 | 9.25 | - | 6,19,300 | 80,925 | 1,44,925 | |
| 14 May | 22217.85 | 14.25 | - | 3,15,875 | -21,450 | 64,000 | |
| 13 May | 22104.05 | 22.70 | - | 6,90,900 | 27,600 | 85,450 | |
| 10 May | 22055.20 | 32.55 | - | 3,01,700 | 36,725 | 57,850 | |
| 9 May | 21957.50 | 55.00 | - | 52,200 | 16,725 | 21,125 | |
| 8 May | 22302.50 | 21.00 | - | 12,125 | 1,475 | 4,400 | |
| 7 May | 22302.50 | 30.45 | - | 1,600 | 250 | 2,925 | |
| 6 May | 22442.70 | 22.20 | - | 5,525 | 2,675 | 2,675 | |
| 3 May | 22475.85 | 20.00 | - | 50 | 0 | 0 | |
| 2 May | 22648.20 | 111.75 | - | 0 | 0 | 0 | |
| 30 Apr | 22604.85 | 111.75 | - | 0 | 0 | 0 | |
| 29 Apr | 22643.40 | 111.75 | - | 0 | 0 | 0 | |
| 26 Apr | 22419.95 | 111.75 | - | 0 | 0 | 0 | |
For NIFTY 50 - strike price 21350 expiring on 23MAY2024
Delta for 21350 PE is -
Historical price for 21350 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 3.35, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 84800 which increased total open position to 542100
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 3.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 240350 which increased total open position to 457300
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 5.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 72025 which increased total open position to 216950
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 9.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 80925 which increased total open position to 144925
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 14.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -21450 which decreased total open position to 64000
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 22.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 27600 which increased total open position to 85450
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 32.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 36725 which increased total open position to 57850
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 55.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 16725 which increased total open position to 21125
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 21.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1475 which increased total open position to 4400
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 30.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 2925
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 22.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 2675 which increased total open position to 2675
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 20.00, 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 111.75, 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 111.75, 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 111.75, 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 111.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0