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 | 1050.05 | 0.00 | - | 0 | -125 | 0 | |||
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| 17 May | 22466.10 | 1050.05 | - | 575 | -125 | 5,175 | ||||
| 16 May | 22403.85 | 940.15 | - | 875 | 200 | 5,300 | ||||
| 15 May | 22200.55 | 803.40 | - | 5,350 | 2,825 | 5,100 | ||||
| 14 May | 22217.85 | 747.45 | - | 25 | 0 | 2,275 | ||||
| 13 May | 22104.05 | 747.45 | - | 4,400 | 2,275 | 2,275 | ||||
| 10 May | 22055.20 | 829.40 | - | 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 21450 expiring on 23MAY2024
Delta for 21450 CE is -
Historical price for 21450 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1050.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 0
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1050.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 5175
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 940.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 5300
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 803.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 2825 which increased total open position to 5100
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 747.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2275
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 747.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 2275 which increased total open position to 2275
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 829.40, 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 | 3.95 | -0.35 | - | 9,62,175 | -5,475 | 5,50,850 |
| 17 May | 22466.10 | 4.30 | - | 46,81,125 | 1,03,075 | 5,56,325 | |
| 16 May | 22403.85 | 6.55 | - | 37,72,175 | 1,35,575 | 4,53,250 | |
| 15 May | 22200.55 | 12.85 | - | 10,14,850 | 1,96,575 | 3,17,675 | |
| 14 May | 22217.85 | 17.25 | - | 4,90,600 | -8,675 | 1,21,100 | |
| 13 May | 22104.05 | 30.15 | - | 7,76,150 | 64,700 | 1,29,775 | |
| 10 May | 22055.20 | 42.05 | - | 2,09,275 | 50,950 | 65,075 | |
| 9 May | 21957.50 | 70.40 | - | 56,725 | 9,300 | 14,125 | |
| 8 May | 22302.50 | 27.75 | - | 10,850 | -275 | 4,825 | |
| 7 May | 22302.50 | 38.80 | - | 6,100 | 2,275 | 5,100 | |
| 6 May | 22442.70 | 27.75 | - | 6,250 | 1,750 | 2,825 | |
| 3 May | 22475.85 | 26.80 | - | 400 | 1,075 | 1,075 | |
| 2 May | 22648.20 | 16.85 | - | 1,275 | 1,000 | 1,275 | |
| 30 Apr | 22604.85 | 23.40 | - | 25 | 25 | 275 | |
| 29 Apr | 22643.40 | 31.80 | - | 175 | 150 | 250 | |
| 26 Apr | 22419.95 | 31.05 | - | 25 | 100 | 100 | |
For NIFTY 50 - strike price 21450 expiring on 23MAY2024
Delta for 21450 PE is -
Historical price for 21450 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 3.95, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by -5475 which decreased total open position to 550850
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 4.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 103075 which increased total open position to 556325
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 6.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 135575 which increased total open position to 453250
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 12.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 196575 which increased total open position to 317675
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 17.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -8675 which decreased total open position to 121100
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 30.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 64700 which increased total open position to 129775
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 42.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 50950 which increased total open position to 65075
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 70.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 9300 which increased total open position to 14125
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 27.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -275 which decreased total open position to 4825
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 38.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 2275 which increased total open position to 5100
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 27.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 2825
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 26.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1075 which increased total open position to 1075
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 16.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 1275
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 23.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 275
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 31.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 250
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 31.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 100