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 | 33.25 | - | 1,450 | -875 | 38,100 | |||
| 17 May | 22466.10 | 788.15 | - | 30,325 | -2,250 | 38,975 | ||||
| 16 May | 22403.85 | 741.10 | - | 1,14,225 | 19,225 | 41,225 | ||||
| 15 May | 22200.55 | 569.25 | - | 25,225 | 5,475 | 22,000 | ||||
| 14 May | 22217.85 | 604.10 | - | 55,525 | 1,900 | 16,525 | ||||
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| 13 May | 22104.05 | 538.65 | - | 1,69,425 | 7,900 | 14,625 | ||||
| 10 May | 22055.20 | 475.80 | - | 15,850 | 2,125 | 6,725 | ||||
| 9 May | 21957.50 | 455.45 | - | 11,475 | 3,225 | 4,600 | ||||
| 8 May | 22302.50 | 722.30 | - | 2,075 | 950 | 1,375 | ||||
| 7 May | 22302.50 | 706.85 | - | 575 | 425 | 425 | ||||
| 6 May | 22442.70 | 652.00 | - | 0 | 0 | 0 | ||||
| 3 May | 22475.85 | 652.00 | - | 0 | 0 | 0 | ||||
| 2 May | 22648.20 | 652.00 | - | 0 | 0 | 0 | ||||
| 30 Apr | 22604.85 | 652.00 | - | 0 | 0 | 0 | ||||
| 29 Apr | 22643.40 | 652.00 | - | 0 | 0 | 0 | ||||
| 26 Apr | 22419.95 | 652.00 | - | 0 | 0 | 0 | ||||
For NIFTY 50 - strike price 21700 expiring on 23MAY2024
Delta for 21700 CE is -
Historical price for 21700 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 821.40, which was 33.25 higher than the previous day. The implied volatity was -, the open interest changed by -875 which decreased total open position to 38100
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 788.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -2250 which decreased total open position to 38975
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 741.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 19225 which increased total open position to 41225
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 569.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 5475 which increased total open position to 22000
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 604.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1900 which increased total open position to 16525
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 538.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 7900 which increased total open position to 14625
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 475.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 2125 which increased total open position to 6725
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 455.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 3225 which increased total open position to 4600
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 722.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 950 which increased total open position to 1375
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 706.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 425
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 652.00, 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 652.00, 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 652.00, 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 652.00, 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 652.00, 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 652.00, 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 | 6.85 | -1.15 | - | 53,16,125 | 3,66,850 | 19,10,475 |
| 17 May | 22466.10 | 8.00 | - | 1,16,34,500 | 4,14,575 | 15,43,625 | |
| 16 May | 22403.85 | 11.85 | - | 89,81,375 | 6,15,550 | 11,29,050 | |
| 15 May | 22200.55 | 30.95 | - | 23,73,550 | 1,57,475 | 5,13,500 | |
| 14 May | 22217.85 | 33.20 | - | 20,89,575 | -1,19,300 | 3,56,025 | |
| 13 May | 22104.05 | 57.00 | - | 24,92,925 | 3,52,450 | 4,75,325 | |
| 10 May | 22055.20 | 81.75 | - | 7,42,225 | 32,875 | 1,22,875 | |
| 9 May | 21957.50 | 118.15 | - | 3,71,650 | -6,225 | 90,000 | |
| 8 May | 22302.50 | 47.15 | - | 2,44,450 | 58,500 | 96,225 | |
| 7 May | 22302.50 | 65.55 | - | 73,350 | -1,900 | 37,725 | |
| 6 May | 22442.70 | 47.65 | - | 78,100 | 19,500 | 39,625 | |
| 3 May | 22475.85 | 49.35 | - | 56,300 | 20,125 | 20,125 | |
| 2 May | 22648.20 | 30.05 | - | 10,475 | 6,700 | 11,225 | |
| 30 Apr | 22604.85 | 46.00 | - | 775 | -50 | 4,525 | |
| 29 Apr | 22643.40 | 43.75 | - | 7,500 | 2,225 | 4,575 | |
| 26 Apr | 22419.95 | 60.05 | - | 2,450 | 1,250 | 2,350 | |
For NIFTY 50 - strike price 21700 expiring on 23MAY2024
Delta for 21700 PE is -
Historical price for 21700 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 6.85, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 366850 which increased total open position to 1910475
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 8.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 414575 which increased total open position to 1543625
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 11.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 615550 which increased total open position to 1129050
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 30.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 157475 which increased total open position to 513500
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 33.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -119300 which decreased total open position to 356025
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 57.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 352450 which increased total open position to 475325
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 81.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 32875 which increased total open position to 122875
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 118.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -6225 which decreased total open position to 90000
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 47.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 58500 which increased total open position to 96225
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 65.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -1900 which decreased total open position to 37725
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 47.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 19500 which increased total open position to 39625
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 49.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 20125 which increased total open position to 20125
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 30.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 6700 which increased total open position to 11225
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 46.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 4525
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 43.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2225 which increased total open position to 4575
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 60.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1250 which increased total open position to 2350