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 | 821.40 | 0.00 | - | 0 | -550 | 0 | |||
| 17 May | 22466.10 | 821.40 | - | 1,425 | -550 | 8,075 | ||||
| 16 May | 22403.85 | 791.15 | - | 17,225 | 4,975 | 8,625 | ||||
| 15 May | 22200.55 | 617.00 | - | 3,450 | 825 | 3,650 | ||||
| 14 May | 22217.85 | 659.00 | - | 2,000 | 125 | 2,825 | ||||
| 13 May | 22104.05 | 576.40 | - | 30,100 | 1,550 | 2,700 | ||||
| 10 May | 22055.20 | 521.20 | - | 2,200 | 1,125 | 1,150 | ||||
| 9 May | 21957.50 | 995.60 | - | 25 | 0 | 25 | ||||
| 8 May | 22302.50 | 995.60 | - | 25 | 0 | 25 | ||||
| 7 May | 22302.50 | 995.60 | - | 25 | 0 | 25 | ||||
| 6 May | 22442.70 | 995.60 | - | 25 | 25 | 25 | ||||
| 3 May | 22475.85 | 1000.80 | - | 25 | 0 | 0 | ||||
| 2 May | 22648.20 | 0.00 | - | 0 | 0 | 0 | ||||
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| 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 21650 expiring on 23MAY2024
Delta for 21650 CE is -
Historical price for 21650 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 821.40, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -550 which decreased total open position to 0
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 821.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -550 which decreased total open position to 8075
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 791.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 4975 which increased total open position to 8625
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 617.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 3650
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 659.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 2825
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 576.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1550 which increased total open position to 2700
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 521.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 1150
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 995.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 995.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 995.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 995.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 1000.80, 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 | 6.00 | -1.20 | - | 16,62,925 | 80,100 | 8,36,950 |
| 17 May | 22466.10 | 7.20 | - | 70,27,850 | 4,48,875 | 7,56,850 | |
| 16 May | 22403.85 | 10.30 | - | 30,47,800 | 81,800 | 3,07,975 | |
| 15 May | 22200.55 | 25.40 | - | 8,45,975 | 91,850 | 2,26,175 | |
| 14 May | 22217.85 | 28.05 | - | 5,23,100 | 37,100 | 1,34,325 | |
| 13 May | 22104.05 | 50.75 | - | 6,83,525 | 61,700 | 97,225 | |
| 10 May | 22055.20 | 71.35 | - | 2,20,800 | 16,400 | 35,525 | |
| 9 May | 21957.50 | 114.45 | - | 51,875 | 4,250 | 19,125 | |
| 8 May | 22302.50 | 44.15 | - | 20,375 | 6,225 | 14,875 | |
| 7 May | 22302.50 | 59.55 | - | 4,050 | 725 | 8,650 | |
| 6 May | 22442.70 | 44.55 | - | 12,625 | 7,375 | 7,925 | |
| 3 May | 22475.85 | 38.15 | - | 750 | 550 | 550 | |
| 2 May | 22648.20 | 36.50 | - | 25 | 50 | 50 | |
| 30 Apr | 22604.85 | 35.00 | - | 50 | 0 | 0 | |
| 29 Apr | 22643.40 | 189.20 | - | 0 | 0 | 0 | |
| 26 Apr | 22419.95 | 189.20 | - | 0 | 0 | 0 | |
For NIFTY 50 - strike price 21650 expiring on 23MAY2024
Delta for 21650 PE is -
Historical price for 21650 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 6.00, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by 80100 which increased total open position to 836950
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 7.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 448875 which increased total open position to 756850
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 10.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 81800 which increased total open position to 307975
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 25.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 91850 which increased total open position to 226175
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 28.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 37100 which increased total open position to 134325
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 50.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 61700 which increased total open position to 97225
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 71.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 16400 which increased total open position to 35525
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 114.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 4250 which increased total open position to 19125
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 44.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 6225 which increased total open position to 14875
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 59.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 725 which increased total open position to 8650
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 44.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 7375 which increased total open position to 7925
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 38.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 550
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 36.50, 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 35.00, 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 189.20, 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 189.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0