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 | 578.25 | 36.40 | - | 2,375 | -425 | 3,79,800 | |||
| 17 May | 22466.10 | 541.85 | - | 78,975 | -2,700 | 3,80,225 | ||||
| 16 May | 22403.85 | 513.90 | - | 8,71,900 | 3,57,925 | 3,82,925 | ||||
| 15 May | 22200.55 | 360.10 | - | 62,800 | -10,425 | 25,000 | ||||
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| 14 May | 22217.85 | 395.50 | - | 62,650 | -5,600 | 35,425 | ||||
| 13 May | 22104.05 | 342.40 | - | 7,44,350 | 11,025 | 41,025 | ||||
| 10 May | 22055.20 | 299.00 | - | 1,13,250 | 13,700 | 30,000 | ||||
| 9 May | 21957.50 | 300.00 | - | 43,325 | 16,275 | 16,300 | ||||
| 8 May | 22302.50 | 672.25 | - | 0 | 0 | 25 | ||||
| 7 May | 22302.50 | 672.25 | - | 25 | 0 | 25 | ||||
| 6 May | 22442.70 | 672.25 | - | 25 | 25 | 25 | ||||
| 3 May | 22475.85 | 672.25 | - | 25 | 0 | 0 | ||||
| 2 May | 22648.20 | 497.90 | - | 0 | 0 | 0 | ||||
| 30 Apr | 22604.85 | 497.90 | - | 0 | 0 | 0 | ||||
| 29 Apr | 22643.40 | 497.90 | - | 0 | 0 | 0 | ||||
| 26 Apr | 22419.95 | 497.90 | - | 0 | 0 | 0 | ||||
For NIFTY 50 - strike price 21950 expiring on 23MAY2024
Delta for 21950 CE is -
Historical price for 21950 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 578.25, which was 36.40 higher than the previous day. The implied volatity was -, the open interest changed by -425 which decreased total open position to 379800
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 541.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -2700 which decreased total open position to 380225
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 513.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 357925 which increased total open position to 382925
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 360.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -10425 which decreased total open position to 25000
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 395.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -5600 which decreased total open position to 35425
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 342.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 11025 which increased total open position to 41025
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 299.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 13700 which increased total open position to 30000
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 300.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 16275 which increased total open position to 16300
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 672.25, 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 672.25, 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 672.25, 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 672.25, 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 497.90, 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 497.90, 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 497.90, 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 497.90, 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 | 12.40 | -4.85 | - | 25,79,000 | -1,29,700 | 12,10,000 |
| 17 May | 22466.10 | 17.25 | - | 1,09,47,850 | 6,04,775 | 13,39,700 | |
| 16 May | 22403.85 | 26.20 | - | 63,56,775 | 5,99,500 | 7,34,925 | |
| 15 May | 22200.55 | 70.55 | - | 13,67,125 | 32,875 | 1,35,425 | |
| 14 May | 22217.85 | 70.80 | - | 8,76,500 | 6,950 | 1,02,550 | |
| 13 May | 22104.05 | 111.80 | - | 10,57,725 | 48,575 | 95,600 | |
| 10 May | 22055.20 | 153.50 | - | 3,71,400 | 23,775 | 47,025 | |
| 9 May | 21957.50 | 202.00 | - | 1,04,175 | 14,850 | 23,250 | |
| 8 May | 22302.50 | 93.10 | - | 45,150 | -12,225 | 8,400 | |
| 7 May | 22302.50 | 113.30 | - | 34,800 | 17,675 | 20,625 | |
| 6 May | 22442.70 | 81.90 | - | 7,700 | 2,125 | 2,950 | |
| 3 May | 22475.85 | 75.30 | - | 450 | 825 | 825 | |
| 2 May | 22648.20 | 54.55 | - | 725 | 325 | 775 | |
| 30 Apr | 22604.85 | 59.70 | - | 50 | 50 | 450 | |
| 29 Apr | 22643.40 | 70.05 | - | 225 | 400 | 400 | |
| 26 Apr | 22419.95 | 104.65 | - | 200 | 0 | 0 | |
For NIFTY 50 - strike price 21950 expiring on 23MAY2024
Delta for 21950 PE is -
Historical price for 21950 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 12.40, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by -129700 which decreased total open position to 1210000
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 17.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 604775 which increased total open position to 1339700
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 26.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 599500 which increased total open position to 734925
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 70.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 32875 which increased total open position to 135425
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 70.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 6950 which increased total open position to 102550
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 111.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 48575 which increased total open position to 95600
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 153.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 23775 which increased total open position to 47025
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 202.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 14850 which increased total open position to 23250
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 93.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -12225 which decreased total open position to 8400
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 113.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 17675 which increased total open position to 20625
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 81.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 2125 which increased total open position to 2950
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 75.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 825
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 54.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 775
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 59.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 450
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 70.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 400
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 104.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0