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 | 1013.75 | 34.70 | - | 12,200 | 650 | 70,525 | |||
| 17 May | 22466.10 | 979.05 | - | 1,21,350 | -29,125 | 69,875 | ||||
| 16 May | 22403.85 | 944.50 | - | 1,72,125 | 62,550 | 99,000 | ||||
| 15 May | 22200.55 | 753.90 | - | 32,550 | 13,400 | 36,450 | ||||
| 14 May | 22217.85 | 789.95 | - | 24,875 | 2,025 | 23,050 | ||||
| 13 May | 22104.05 | 707.25 | - | 1,01,275 | 15,700 | 21,025 | ||||
| 10 May | 22055.20 | 643.00 | - | 11,450 | 4,750 | 5,325 | ||||
| 9 May | 21957.50 | 615.35 | - | 1,050 | 575 | 575 | ||||
| 8 May | 22302.50 | 793.05 | - | 0 | 0 | 0 | ||||
| 7 May | 22302.50 | 793.05 | - | 0 | 0 | 0 | ||||
| 6 May | 22442.70 | 793.05 | - | 0 | 0 | 0 | ||||
| 3 May | 22475.85 | 793.05 | - | 0 | 0 | 0 | ||||
| 2 May | 22648.20 | 793.05 | - | 0 | 0 | 0 | ||||
| 30 Apr | 22604.85 | 793.05 | - | 0 | 0 | 0 | ||||
| 29 Apr | 22643.40 | 793.05 | - | 0 | 0 | 0 | ||||
| 26 Apr | 22419.95 | 793.05 | - | 0 | 0 | 0 | ||||
For NIFTY 50 - strike price 21500 expiring on 23MAY2024
Delta for 21500 CE is -
Historical price for 21500 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1013.75, which was 34.70 higher than the previous day. The implied volatity was -, the open interest changed by 650 which increased total open position to 70525
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 979.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -29125 which decreased total open position to 69875
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 944.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 62550 which increased total open position to 99000
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 753.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 13400 which increased total open position to 36450
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 789.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 2025 which increased total open position to 23050
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 707.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 15700 which increased total open position to 21025
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 643.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4750 which increased total open position to 5325
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 615.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 575
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 793.05, 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 793.05, 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 793.05, 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 793.05, 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 793.05, 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 793.05, 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 793.05, 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 793.05, 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 | 4.70 | -0.50 | - | 75,21,650 | 7,68,750 | 59,93,400 |
| 17 May | 22466.10 | 5.20 | - | 1,73,80,400 | 33,65,525 | 52,24,650 | |
| 16 May | 22403.85 | 7.25 | - | 1,21,26,150 | 11,72,300 | 18,59,125 | |
| 15 May | 22200.55 | 15.60 | - | 22,68,875 | 1,84,425 | 6,86,825 | |
| 14 May | 22217.85 | 19.20 | - | 18,29,125 | 58,725 | 5,02,400 | |
| 13 May | 22104.05 | 33.95 | - | 22,16,625 | 2,09,000 | 4,43,675 | |
| 10 May | 22055.20 | 48.95 | - | 7,66,225 | 39,775 | 2,34,675 | |
| 9 May | 21957.50 | 74.85 | - | 3,54,250 | 83,600 | 1,94,900 | |
| 8 May | 22302.50 | 30.70 | - | 1,75,775 | 9,625 | 1,11,300 | |
| 7 May | 22302.50 | 42.35 | - | 88,225 | 10,950 | 1,01,675 | |
| 6 May | 22442.70 | 32.35 | - | 33,600 | 6,550 | 90,725 | |
| 3 May | 22475.85 | 31.00 | - | 1,83,900 | 84,175 | 84,175 | |
| 2 May | 22648.20 | 19.45 | - | 34,625 | 1,100 | 46,975 | |
| 30 Apr | 22604.85 | 29.80 | - | 35,075 | 12,000 | 45,875 | |
| 29 Apr | 22643.40 | 28.70 | - | 9,650 | -475 | 33,875 | |
| 26 Apr | 22419.95 | 38.00 | - | 33,875 | 28,250 | 34,350 | |
For NIFTY 50 - strike price 21500 expiring on 23MAY2024
Delta for 21500 PE is -
Historical price for 21500 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 4.70, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 768750 which increased total open position to 5993400
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 5.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 3365525 which increased total open position to 5224650
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 7.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1172300 which increased total open position to 1859125
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 15.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 184425 which increased total open position to 686825
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 19.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 58725 which increased total open position to 502400
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 33.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 209000 which increased total open position to 443675
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 48.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 39775 which increased total open position to 234675
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 74.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 83600 which increased total open position to 194900
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 30.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 9625 which increased total open position to 111300
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 42.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 10950 which increased total open position to 101675
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 32.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 6550 which increased total open position to 90725
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 31.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 84175 which increased total open position to 84175
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 19.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 46975
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 29.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 45875
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 28.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -475 which decreased total open position to 33875
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 38.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 28250 which increased total open position to 34350