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 | 912.15 | 29.45 | - | 125 | 25 | 47,300 | |||
| 17 May | 22466.10 | 882.70 | - | 11,350 | -375 | 47,275 | ||||
| 16 May | 22403.85 | 835.00 | - | 82,625 | 30,675 | 47,650 | ||||
| 15 May | 22200.55 | 660.00 | - | 7,250 | 900 | 16,975 | ||||
| 14 May | 22217.85 | 697.30 | - | 14,600 | -875 | 16,075 | ||||
| 13 May | 22104.05 | 619.00 | - | 69,625 | 14,275 | 16,950 | ||||
| 10 May | 22055.20 | 559.00 | - | 4,625 | 850 | 2,675 | ||||
| 9 May | 21957.50 | 521.80 | - | 3,400 | 1,825 | 1,825 | ||||
| 8 May | 22302.50 | 700.00 | - | 25 | 0 | 0 | ||||
| 7 May | 22302.50 | 720.25 | - | 0 | 0 | 0 | ||||
| 6 May | 22442.70 | 720.25 | - | 0 | 0 | 0 | ||||
| 3 May | 22475.85 | 720.25 | - | 0 | 0 | 0 | ||||
| 2 May | 22648.20 | 720.25 | - | 0 | 0 | 0 | ||||
| 30 Apr | 22604.85 | 720.25 | - | 0 | 0 | 0 | ||||
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| 29 Apr | 22643.40 | 720.25 | - | 0 | 0 | 0 | ||||
| 26 Apr | 22419.95 | 720.25 | - | 0 | 0 | 0 | ||||
For NIFTY 50 - strike price 21600 expiring on 23MAY2024
Delta for 21600 CE is -
Historical price for 21600 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 912.15, which was 29.45 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 47300
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 882.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 47275
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 835.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 30675 which increased total open position to 47650
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 660.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 16975
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 697.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -875 which decreased total open position to 16075
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 619.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 14275 which increased total open position to 16950
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 559.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 2675
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 521.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1825 which increased total open position to 1825
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 700.00, 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 720.25, 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 720.25, 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 720.25, 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 720.25, 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 720.25, 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 720.25, 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 720.25, 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 | 5.25 | -0.95 | - | 35,68,800 | 68,600 | 14,20,200 |
| 17 May | 22466.10 | 6.20 | - | 1,08,93,650 | 41,800 | 13,51,600 | |
| 16 May | 22403.85 | 9.00 | - | 89,22,300 | 7,02,575 | 13,09,800 | |
| 15 May | 22200.55 | 22.35 | - | 20,65,975 | 3,16,425 | 6,07,225 | |
| 14 May | 22217.85 | 25.95 | - | 11,64,075 | 1,05,075 | 2,90,800 | |
| 13 May | 22104.05 | 43.00 | - | 14,20,000 | 34,300 | 1,85,725 | |
| 10 May | 22055.20 | 62.90 | - | 6,54,925 | 14,700 | 1,51,425 | |
| 9 May | 21957.50 | 92.60 | - | 3,26,625 | 40,775 | 1,36,725 | |
| 8 May | 22302.50 | 39.65 | - | 1,75,825 | 29,650 | 95,950 | |
| 7 May | 22302.50 | 53.95 | - | 1,04,925 | 14,325 | 66,300 | |
| 6 May | 22442.70 | 37.40 | - | 62,125 | 16,500 | 51,975 | |
| 3 May | 22475.85 | 37.40 | - | 64,475 | 35,475 | 35,475 | |
| 2 May | 22648.20 | 23.50 | - | 15,075 | 5,075 | 29,650 | |
| 30 Apr | 22604.85 | 40.00 | - | 31,200 | 22,600 | 24,575 | |
| 29 Apr | 22643.40 | 35.95 | - | 1,775 | 1,500 | 1,975 | |
| 26 Apr | 22419.95 | 49.20 | - | 675 | 475 | 475 | |
For NIFTY 50 - strike price 21600 expiring on 23MAY2024
Delta for 21600 PE is -
Historical price for 21600 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 5.25, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 68600 which increased total open position to 1420200
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 6.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 41800 which increased total open position to 1351600
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 9.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 702575 which increased total open position to 1309800
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 22.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 316425 which increased total open position to 607225
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 25.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 105075 which increased total open position to 290800
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 43.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 34300 which increased total open position to 185725
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 62.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 14700 which increased total open position to 151425
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 92.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 40775 which increased total open position to 136725
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 39.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 29650 which increased total open position to 95950
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 53.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 14325 which increased total open position to 66300
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 37.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 51975
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 37.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 35475 which increased total open position to 35475
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 23.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 5075 which increased total open position to 29650
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 40.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 22600 which increased total open position to 24575
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 35.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1975
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 49.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 475