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 | 623.20 | 31.60 | - | 38,800 | -10,175 | 68,850 | |||
| 17 May | 22466.10 | 591.60 | - | 1,45,125 | -14,450 | 79,025 | ||||
| 16 May | 22403.85 | 561.00 | - | 5,60,125 | 16,325 | 93,475 | ||||
| 15 May | 22200.55 | 399.05 | - | 1,78,275 | -9,425 | 77,150 | ||||
| 14 May | 22217.85 | 436.05 | - | 1,96,900 | -7,950 | 86,575 | ||||
| 13 May | 22104.05 | 373.45 | - | 14,48,900 | 65,200 | 94,525 | ||||
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| 10 May | 22055.20 | 331.35 | - | 1,62,500 | 7,025 | 29,325 | ||||
| 9 May | 21957.50 | 323.95 | - | 39,425 | 14,875 | 22,300 | ||||
| 8 May | 22302.50 | 544.35 | - | 6,150 | 50 | 7,425 | ||||
| 7 May | 22302.50 | 555.05 | - | 1,900 | 550 | 7,375 | ||||
| 6 May | 22442.70 | 704.65 | - | 7,125 | 1,950 | 6,825 | ||||
| 3 May | 22475.85 | 706.75 | - | 5,650 | 4,875 | 4,875 | ||||
| 2 May | 22648.20 | 752.95 | - | 0 | 0 | 50 | ||||
| 30 Apr | 22604.85 | 752.95 | - | 0 | 0 | 50 | ||||
| 29 Apr | 22643.40 | 752.95 | - | 50 | 0 | 50 | ||||
| 26 Apr | 22419.95 | 752.95 | - | 50 | 50 | 50 | ||||
For NIFTY 50 - strike price 21900 expiring on 23MAY2024
Delta for 21900 CE is -
Historical price for 21900 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 623.20, which was 31.60 higher than the previous day. The implied volatity was -, the open interest changed by -10175 which decreased total open position to 68850
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 591.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -14450 which decreased total open position to 79025
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 561.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 16325 which increased total open position to 93475
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 399.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -9425 which decreased total open position to 77150
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 436.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -7950 which decreased total open position to 86575
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 373.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 65200 which increased total open position to 94525
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 331.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 7025 which increased total open position to 29325
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 323.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 14875 which increased total open position to 22300
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 544.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 7425
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 555.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 7375
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 704.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1950 which increased total open position to 6825
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 706.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 4875 which increased total open position to 4875
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 752.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 752.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 752.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 752.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
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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 | 10.60 | -3.85 | - | 51,84,550 | 2,91,500 | 17,67,800 |
| 17 May | 22466.10 | 14.45 | - | 1,49,42,875 | 4,41,450 | 14,76,300 | |
| 16 May | 22403.85 | 23.00 | - | 1,18,08,425 | 5,47,325 | 10,34,850 | |
| 15 May | 22200.55 | 60.00 | - | 27,25,675 | 1,66,625 | 4,87,525 | |
| 14 May | 22217.85 | 62.00 | - | 16,49,825 | 85,900 | 3,20,900 | |
| 13 May | 22104.05 | 97.75 | - | 30,07,575 | 1,16,100 | 2,35,000 | |
| 10 May | 22055.20 | 134.20 | - | 7,36,450 | 17,750 | 1,18,900 | |
| 9 May | 21957.50 | 180.90 | - | 3,17,150 | 49,950 | 1,01,150 | |
| 8 May | 22302.50 | 83.30 | - | 82,450 | 8,425 | 51,200 | |
| 7 May | 22302.50 | 102.30 | - | 71,900 | 12,500 | 42,775 | |
| 6 May | 22442.70 | 75.00 | - | 62,625 | 17,425 | 30,275 | |
| 3 May | 22475.85 | 71.85 | - | 30,850 | 12,850 | 12,850 | |
| 2 May | 22648.20 | 48.50 | - | 22,925 | 7,950 | 9,925 | |
| 30 Apr | 22604.85 | 66.80 | - | 1,550 | 825 | 1,975 | |
| 29 Apr | 22643.40 | 64.25 | - | 1,600 | 175 | 1,150 | |
| 26 Apr | 22419.95 | 87.80 | - | 2,675 | 475 | 975 | |
For NIFTY 50 - strike price 21900 expiring on 23MAY2024
Delta for 21900 PE is -
Historical price for 21900 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 10.60, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by 291500 which increased total open position to 1767800
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 14.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 441450 which increased total open position to 1476300
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 23.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 547325 which increased total open position to 1034850
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 60.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 166625 which increased total open position to 487525
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 62.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 85900 which increased total open position to 320900
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 97.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 116100 which increased total open position to 235000
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 134.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 17750 which increased total open position to 118900
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 180.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 49950 which increased total open position to 101150
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 83.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 8425 which increased total open position to 51200
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 102.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 12500 which increased total open position to 42775
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 75.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 17425 which increased total open position to 30275
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 71.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 12850 which increased total open position to 12850
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 48.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 7950 which increased total open position to 9925
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 66.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 1975
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 64.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 1150
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 87.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 975