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 | 1114.00 | 51.65 | - | 500 | 50 | 10,000 | |||
| 17 May | 22466.10 | 1062.35 | - | 1,475 | 475 | 9,950 | ||||
| 16 May | 22403.85 | 1028.30 | - | 7,550 | 3,500 | 9,475 | ||||
| 15 May | 22200.55 | 854.10 | - | 4,625 | 3,150 | 5,975 | ||||
| 14 May | 22217.85 | 868.75 | - | 250 | 0 | 2,825 | ||||
| 13 May | 22104.05 | 798.75 | - | 8,000 | 2,825 | 2,825 | ||||
| 10 May | 22055.20 | 867.35 | - | 0 | 0 | 0 | ||||
| 9 May | 21957.50 | 867.35 | - | 0 | 0 | 0 | ||||
| 8 May | 22302.50 | 867.35 | - | 0 | 0 | 0 | ||||
| 7 May | 22302.50 | 867.35 | - | 0 | 0 | 0 | ||||
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| 6 May | 22442.70 | 867.35 | - | 0 | 0 | 0 | ||||
| 3 May | 22475.85 | 867.35 | - | 0 | 0 | 0 | ||||
| 2 May | 22648.20 | 867.35 | - | 0 | 0 | 0 | ||||
| 30 Apr | 22604.85 | 867.35 | - | 0 | 0 | 0 | ||||
| 29 Apr | 22643.40 | 867.35 | - | 0 | 0 | 0 | ||||
| 26 Apr | 22419.95 | 867.35 | - | 0 | 0 | 0 | ||||
For NIFTY 50 - strike price 21400 expiring on 23MAY2024
Delta for 21400 CE is -
Historical price for 21400 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1114.00, which was 51.65 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 10000
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1062.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 9950
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1028.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 3500 which increased total open position to 9475
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 854.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 3150 which increased total open position to 5975
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 868.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2825
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 798.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2825 which increased total open position to 2825
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 867.35, 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 867.35, 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 867.35, 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 867.35, 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 867.35, 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 867.35, 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 867.35, 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 867.35, 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 867.35, 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 867.35, 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 | 3.75 | -0.05 | - | 27,91,000 | 38,575 | 16,67,000 |
| 17 May | 22466.10 | 3.80 | - | 96,05,900 | 6,83,425 | 16,28,425 | |
| 16 May | 22403.85 | 6.15 | - | 1,01,10,800 | 4,19,175 | 9,45,000 | |
| 15 May | 22200.55 | 11.10 | - | 20,17,775 | 1,63,150 | 5,25,825 | |
| 14 May | 22217.85 | 15.50 | - | 14,60,675 | 1,21,500 | 3,62,675 | |
| 13 May | 22104.05 | 25.25 | - | 15,40,700 | 86,675 | 2,41,175 | |
| 10 May | 22055.20 | 34.95 | - | 7,84,375 | 48,050 | 1,54,500 | |
| 9 May | 21957.50 | 58.40 | - | 3,42,600 | 50,425 | 1,06,450 | |
| 8 May | 22302.50 | 23.20 | - | 1,33,850 | 39,700 | 56,025 | |
| 7 May | 22302.50 | 33.85 | - | 34,200 | -1,125 | 16,325 | |
| 6 May | 22442.70 | 26.15 | - | 14,575 | 6,325 | 17,450 | |
| 3 May | 22475.85 | 24.05 | - | 21,625 | 11,125 | 11,125 | |
| 2 May | 22648.20 | 15.00 | - | 1,325 | 2,275 | 3,325 | |
| 30 Apr | 22604.85 | 25.80 | - | 1,700 | 100 | 1,050 | |
| 29 Apr | 22643.40 | 25.85 | - | 1,250 | 675 | 950 | |
| 26 Apr | 22419.95 | 35.00 | - | 50 | 25 | 275 | |
For NIFTY 50 - strike price 21400 expiring on 23MAY2024
Delta for 21400 PE is -
Historical price for 21400 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 3.75, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 38575 which increased total open position to 1667000
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 3.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 683425 which increased total open position to 1628425
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 6.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 419175 which increased total open position to 945000
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 11.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 163150 which increased total open position to 525825
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 15.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 121500 which increased total open position to 362675
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 25.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 86675 which increased total open position to 241175
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 34.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 48050 which increased total open position to 154500
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 58.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 50425 which increased total open position to 106450
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 23.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 39700 which increased total open position to 56025
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 33.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -1125 which decreased total open position to 16325
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 26.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 6325 which increased total open position to 17450
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 24.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 11125 which increased total open position to 11125
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 15.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2275 which increased total open position to 3325
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 25.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1050
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 25.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 950
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 35.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 275