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 | 926.85 | 0.00 | - | 0 | -150 | 0 | |||
| 17 May | 22466.10 | 926.85 | - | 1,350 | -150 | 2,600 | ||||
| 16 May | 22403.85 | 881.80 | - | 1,875 | 375 | 2,750 | ||||
| 15 May | 22200.55 | 705.35 | - | 875 | 125 | 2,375 | ||||
| 14 May | 22217.85 | 726.90 | - | 350 | -100 | 2,250 | ||||
| 13 May | 22104.05 | 667.45 | - | 4,800 | 1,225 | 2,350 | ||||
| 10 May | 22055.20 | 605.50 | - | 2,825 | 1,125 | 1,125 | ||||
| 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 | ||||
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| 26 Apr | 22419.95 | 0.00 | - | 0 | 0 | 0 | ||||
For NIFTY 50 - strike price 21550 expiring on 23MAY2024
Delta for 21550 CE is -
Historical price for 21550 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 926.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 0
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 926.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 2600
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 881.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 2750
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 705.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 2375
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 726.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 2250
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 667.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1225 which increased total open position to 2350
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 605.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 1125
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 | 5.15 | -0.35 | - | 16,55,900 | 97,225 | 10,72,550 |
| 17 May | 22466.10 | 5.50 | - | 69,31,750 | 6,72,475 | 9,75,325 | |
| 16 May | 22403.85 | 8.10 | - | 27,12,725 | 1,62,925 | 3,02,850 | |
| 15 May | 22200.55 | 18.10 | - | 8,42,025 | 60,350 | 1,39,925 | |
| 14 May | 22217.85 | 21.25 | - | 5,38,325 | -24,800 | 79,575 | |
| 13 May | 22104.05 | 38.00 | - | 5,58,825 | 66,950 | 1,04,375 | |
| 10 May | 22055.20 | 55.35 | - | 1,79,775 | 26,575 | 37,425 | |
| 9 May | 21957.50 | 82.20 | - | 23,725 | 1,775 | 10,850 | |
| 8 May | 22302.50 | 35.50 | - | 15,150 | 5,650 | 9,075 | |
| 7 May | 22302.50 | 47.55 | - | 7,400 | 250 | 3,425 | |
| 6 May | 22442.70 | 36.00 | - | 12,525 | 2,900 | 3,175 | |
| 3 May | 22475.85 | 29.00 | - | 1,875 | 275 | 275 | |
| 2 May | 22648.20 | 24.55 | - | 125 | 50 | 50 | |
| 30 Apr | 22604.85 | 159.95 | - | 0 | 0 | 0 | |
| 29 Apr | 22643.40 | 159.95 | - | 0 | 0 | 0 | |
| 26 Apr | 22419.95 | 159.95 | - | 0 | 0 | 0 | |
For NIFTY 50 - strike price 21550 expiring on 23MAY2024
Delta for 21550 PE is -
Historical price for 21550 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 5.15, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 97225 which increased total open position to 1072550
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 5.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 672475 which increased total open position to 975325
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 8.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 162925 which increased total open position to 302850
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 18.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 60350 which increased total open position to 139925
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 21.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -24800 which decreased total open position to 79575
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 38.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 66950 which increased total open position to 104375
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 55.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 26575 which increased total open position to 37425
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 82.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1775 which increased total open position to 10850
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 35.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 5650 which increased total open position to 9075
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 47.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 3425
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 36.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2900 which increased total open position to 3175
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 29.00, 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 2 May NIFTY was trading at 22648.20. The strike last trading price was 24.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 159.95, 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 159.95, 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 159.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0