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 | 652.75 | 15.20 | - | 2,500 | -400 | 29,450 | |||
| 17 May | 22466.10 | 637.55 | - | 20,975 | -3,950 | 29,850 | ||||
| 16 May | 22403.85 | 603.90 | - | 2,01,900 | 18,150 | 33,800 | ||||
| 15 May | 22200.55 | 442.65 | - | 20,900 | -3,350 | 15,650 | ||||
| 14 May | 22217.85 | 475.35 | - | 20,425 | -2,025 | 19,000 | ||||
| 13 May | 22104.05 | 412.00 | - | 4,44,650 | 11,900 | 21,025 | ||||
| 10 May | 22055.20 | 367.05 | - | 14,100 | 725 | 9,125 | ||||
| 9 May | 21957.50 | 359.05 | - | 14,075 | 8,400 | 8,400 | ||||
| 8 May | 22302.50 | 600.70 | - | 25 | 0 | 0 | ||||
| 7 May | 22302.50 | 556.65 | - | 0 | 0 | 0 | ||||
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| 6 May | 22442.70 | 556.65 | - | 0 | 0 | 0 | ||||
| 3 May | 22475.85 | 556.65 | - | 0 | 0 | 0 | ||||
| 2 May | 22648.20 | 556.65 | - | 0 | 0 | 0 | ||||
| 30 Apr | 22604.85 | 556.65 | - | 0 | 0 | 0 | ||||
| 29 Apr | 22643.40 | 556.65 | - | 0 | 0 | 0 | ||||
| 26 Apr | 22419.95 | 556.65 | - | 0 | 0 | 0 | ||||
For NIFTY 50 - strike price 21850 expiring on 23MAY2024
Delta for 21850 CE is -
Historical price for 21850 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 652.75, which was 15.20 higher than the previous day. The implied volatity was -, the open interest changed by -400 which decreased total open position to 29450
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 637.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -3950 which decreased total open position to 29850
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 603.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 18150 which increased total open position to 33800
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 442.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -3350 which decreased total open position to 15650
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 475.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -2025 which decreased total open position to 19000
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 412.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 11900 which increased total open position to 21025
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 367.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 725 which increased total open position to 9125
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 359.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 8400 which increased total open position to 8400
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 600.70, 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 556.65, 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 556.65, 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 556.65, 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 556.65, 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 556.65, 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 556.65, 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 556.65, 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 | 9.60 | -2.40 | - | 22,32,575 | 35,175 | 11,18,075 |
| 17 May | 22466.10 | 12.00 | - | 77,36,325 | 6,93,500 | 10,82,900 | |
| 16 May | 22403.85 | 19.20 | - | 46,52,250 | 2,10,375 | 3,89,400 | |
| 15 May | 22200.55 | 48.20 | - | 11,04,050 | 83,925 | 1,79,025 | |
| 14 May | 22217.85 | 53.05 | - | 7,62,275 | 32,400 | 95,100 | |
| 13 May | 22104.05 | 86.45 | - | 8,65,425 | 15,550 | 62,700 | |
| 10 May | 22055.20 | 119.45 | - | 2,33,900 | 13,875 | 47,150 | |
| 9 May | 21957.50 | 160.85 | - | 85,975 | 18,650 | 33,275 | |
| 8 May | 22302.50 | 72.60 | - | 35,600 | 4,275 | 14,625 | |
| 7 May | 22302.50 | 93.15 | - | 12,200 | 6,625 | 10,350 | |
| 6 May | 22442.70 | 66.00 | - | 6,175 | 3,725 | 3,725 | |
| 3 May | 22475.85 | 57.85 | - | 1,925 | 0 | 0 | |
| 2 May | 22648.20 | 258.80 | - | 0 | 0 | 0 | |
| 30 Apr | 22604.85 | 258.80 | - | 0 | 0 | 0 | |
| 29 Apr | 22643.40 | 258.80 | - | 0 | 0 | 0 | |
| 26 Apr | 22419.95 | 258.80 | - | 0 | 0 | 0 | |
For NIFTY 50 - strike price 21850 expiring on 23MAY2024
Delta for 21850 PE is -
Historical price for 21850 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 9.60, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by 35175 which increased total open position to 1118075
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 12.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 693500 which increased total open position to 1082900
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 19.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 210375 which increased total open position to 389400
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 48.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 83925 which increased total open position to 179025
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 53.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 32400 which increased total open position to 95100
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 86.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 15550 which increased total open position to 62700
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 119.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 13875 which increased total open position to 47150
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 160.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 18650 which increased total open position to 33275
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 72.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 4275 which increased total open position to 14625
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 93.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 6625 which increased total open position to 10350
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 66.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3725 which increased total open position to 3725
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 57.85, 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 258.80, 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 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 258.80, 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 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 258.80, 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 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 258.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0