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 | 721.00 | 30.95 | - | 5,500 | -2,800 | 64,125 | |||
| 17 May | 22466.10 | 690.05 | - | 92,025 | -5,125 | 66,925 | ||||
| 16 May | 22403.85 | 655.20 | - | 3,14,000 | 21,925 | 72,050 | ||||
| 15 May | 22200.55 | 482.55 | - | 1,24,025 | 11,000 | 50,125 | ||||
| 14 May | 22217.85 | 519.90 | - | 1,11,625 | -10,225 | 39,125 | ||||
| 13 May | 22104.05 | 454.00 | - | 5,32,225 | 13,650 | 49,350 | ||||
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| 10 May | 22055.20 | 401.55 | - | 79,575 | 18,375 | 35,700 | ||||
| 9 May | 21957.50 | 390.00 | - | 36,050 | 11,200 | 17,325 | ||||
| 8 May | 22302.50 | 631.75 | - | 2,350 | -400 | 6,125 | ||||
| 7 May | 22302.50 | 636.90 | - | 2,525 | 225 | 6,525 | ||||
| 6 May | 22442.70 | 767.00 | - | 400 | 300 | 6,300 | ||||
| 3 May | 22475.85 | 782.05 | - | 3,800 | 6,000 | 6,000 | ||||
| 2 May | 22648.20 | 1002.85 | - | 3,050 | 3,025 | 3,025 | ||||
| 30 Apr | 22604.85 | 587.50 | - | 0 | 0 | 0 | ||||
| 29 Apr | 22643.40 | 587.50 | - | 0 | 0 | 0 | ||||
| 26 Apr | 22419.95 | 587.50 | - | 0 | 0 | 0 | ||||
For NIFTY 50 - strike price 21800 expiring on 23MAY2024
Delta for 21800 CE is -
Historical price for 21800 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 721.00, which was 30.95 higher than the previous day. The implied volatity was -, the open interest changed by -2800 which decreased total open position to 64125
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 690.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -5125 which decreased total open position to 66925
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 655.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 21925 which increased total open position to 72050
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 482.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 50125
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 519.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -10225 which decreased total open position to 39125
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 454.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 13650 which increased total open position to 49350
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 401.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 18375 which increased total open position to 35700
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 390.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 11200 which increased total open position to 17325
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 631.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -400 which decreased total open position to 6125
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 636.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 6525
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 767.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 6300
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 782.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 6000
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 1002.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 3025 which increased total open position to 3025
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 587.50, 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 587.50, 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 587.50, 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 | 8.85 | -1.65 | - | 60,28,100 | 11,500 | 22,52,775 |
| 17 May | 22466.10 | 10.50 | - | 1,37,59,950 | 7,54,575 | 22,41,275 | |
| 16 May | 22403.85 | 16.10 | - | 1,39,72,425 | 4,39,600 | 14,86,700 | |
| 15 May | 22200.55 | 42.30 | - | 31,44,775 | 4,51,925 | 10,47,100 | |
| 14 May | 22217.85 | 46.40 | - | 20,49,900 | 1,08,975 | 5,95,175 | |
| 13 May | 22104.05 | 74.80 | - | 37,58,950 | 2,72,625 | 4,86,200 | |
| 10 May | 22055.20 | 105.00 | - | 11,15,550 | 58,800 | 2,13,575 | |
| 9 May | 21957.50 | 149.70 | - | 3,17,950 | 38,975 | 1,54,775 | |
| 8 May | 22302.50 | 65.00 | - | 1,94,700 | 13,300 | 1,15,800 | |
| 7 May | 22302.50 | 82.00 | - | 98,250 | 6,125 | 1,02,500 | |
| 6 May | 22442.70 | 58.55 | - | 86,675 | 18,175 | 96,375 | |
| 3 May | 22475.85 | 57.50 | - | 1,13,500 | 78,200 | 78,200 | |
| 2 May | 22648.20 | 37.75 | - | 7,800 | 2,550 | 9,750 | |
| 30 Apr | 22604.85 | 52.70 | - | 4,225 | -125 | 7,200 | |
| 29 Apr | 22643.40 | 51.00 | - | 2,075 | 425 | 7,325 | |
| 26 Apr | 22419.95 | 71.90 | - | 4,850 | 2,600 | 6,900 | |
For NIFTY 50 - strike price 21800 expiring on 23MAY2024
Delta for 21800 PE is -
Historical price for 21800 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 8.85, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 11500 which increased total open position to 2252775
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 10.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 754575 which increased total open position to 2241275
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 16.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 439600 which increased total open position to 1486700
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 42.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 451925 which increased total open position to 1047100
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 46.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 108975 which increased total open position to 595175
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 74.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 272625 which increased total open position to 486200
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 105.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 58800 which increased total open position to 213575
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 149.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 38975 which increased total open position to 154775
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 65.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 13300 which increased total open position to 115800
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 82.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6125 which increased total open position to 102500
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 58.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 18175 which increased total open position to 96375
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 57.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 78200 which increased total open position to 78200
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 37.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2550 which increased total open position to 9750
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 52.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 7200
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 51.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 7325
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 71.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 2600 which increased total open position to 6900