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 | 530.00 | 35.00 | - | 3,13,250 | -1,07,650 | 7,03,600 | |||
| 17 May | 22466.10 | 495.00 | - | 21,51,375 | -2,88,000 | 8,11,250 | ||||
| 16 May | 22403.85 | 472.60 | - | 65,90,350 | 4,33,275 | 10,99,250 | ||||
| 15 May | 22200.55 | 322.00 | - | 14,61,600 | 1,29,625 | 6,65,975 | ||||
| 14 May | 22217.85 | 357.00 | - | 11,72,650 | -40,525 | 5,36,350 | ||||
| 13 May | 22104.05 | 305.00 | - | 38,98,600 | 3,83,375 | 5,76,875 | ||||
| 10 May | 22055.20 | 265.85 | - | 9,83,150 | 58,375 | 1,93,500 | ||||
| 9 May | 21957.50 | 262.05 | - | 3,62,575 | 1,22,775 | 1,35,125 | ||||
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| 8 May | 22302.50 | 471.90 | - | 27,650 | 1,700 | 12,350 | ||||
| 7 May | 22302.50 | 482.00 | - | 13,075 | 5,350 | 10,650 | ||||
| 6 May | 22442.70 | 623.70 | - | 8,200 | 1,325 | 5,300 | ||||
| 3 May | 22475.85 | 630.00 | - | 825 | 3,975 | 3,975 | ||||
| 2 May | 22648.20 | 801.55 | - | 4,800 | -3,100 | 4,300 | ||||
| 30 Apr | 22604.85 | 760.00 | - | 175 | 150 | 7,400 | ||||
| 29 Apr | 22643.40 | 792.75 | - | 6,350 | 4,450 | 7,250 | ||||
| 26 Apr | 22419.95 | 706.20 | - | 100 | -200 | 2,800 | ||||
For NIFTY 50 - strike price 22000 expiring on 23MAY2024
Delta for 22000 CE is -
Historical price for 22000 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 530.00, which was 35.00 higher than the previous day. The implied volatity was -, the open interest changed by -107650 which decreased total open position to 703600
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 495.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -288000 which decreased total open position to 811250
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 472.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 433275 which increased total open position to 1099250
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 322.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 129625 which increased total open position to 665975
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 357.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -40525 which decreased total open position to 536350
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 305.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 383375 which increased total open position to 576875
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 265.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 58375 which increased total open position to 193500
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 262.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 122775 which increased total open position to 135125
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 471.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1700 which increased total open position to 12350
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 482.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5350 which increased total open position to 10650
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 623.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 1325 which increased total open position to 5300
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 630.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3975 which increased total open position to 3975
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 801.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -3100 which decreased total open position to 4300
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 760.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 7400
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 792.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 4450 which increased total open position to 7250
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 706.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 2800
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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 | 15.60 | -5.40 | - | 88,84,625 | 84,600 | 45,29,050 |
| 17 May | 22466.10 | 21.00 | - | 3,06,30,200 | 13,22,550 | 44,44,450 | |
| 16 May | 22403.85 | 33.00 | - | 2,74,96,275 | 11,19,200 | 31,21,900 | |
| 15 May | 22200.55 | 82.55 | - | 76,72,475 | 10,17,400 | 20,02,700 | |
| 14 May | 22217.85 | 82.00 | - | 36,21,325 | 2,33,050 | 9,85,300 | |
| 13 May | 22104.05 | 123.05 | - | 40,53,875 | 4,34,750 | 7,52,250 | |
| 10 May | 22055.20 | 171.05 | - | 18,16,400 | 1,41,025 | 3,17,500 | |
| 9 May | 21957.50 | 224.45 | - | 7,45,425 | 65,675 | 1,76,475 | |
| 8 May | 22302.50 | 105.95 | - | 2,40,400 | 22,325 | 1,10,800 | |
| 7 May | 22302.50 | 125.45 | - | 2,12,300 | -8,500 | 88,475 | |
| 6 May | 22442.70 | 89.35 | - | 1,92,200 | 18,825 | 96,975 | |
| 3 May | 22475.85 | 88.00 | - | 2,76,700 | 78,150 | 78,150 | |
| 2 May | 22648.20 | 59.30 | - | 54,775 | 17,825 | 82,400 | |
| 30 Apr | 22604.85 | 84.20 | - | 67,050 | 18,850 | 64,575 | |
| 29 Apr | 22643.40 | 77.00 | - | 56,425 | 13,800 | 45,725 | |
| 26 Apr | 22419.95 | 108.00 | - | 43,700 | 5,325 | 31,925 | |
For NIFTY 50 - strike price 22000 expiring on 23MAY2024
Delta for 22000 PE is -
Historical price for 22000 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 15.60, which was -5.40 lower than the previous day. The implied volatity was -, the open interest changed by 84600 which increased total open position to 4529050
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 21.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1322550 which increased total open position to 4444450
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 33.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1119200 which increased total open position to 3121900
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 82.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1017400 which increased total open position to 2002700
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 82.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 233050 which increased total open position to 985300
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 123.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 434750 which increased total open position to 752250
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 171.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 141025 which increased total open position to 317500
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 224.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 65675 which increased total open position to 176475
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 105.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 22325 which increased total open position to 110800
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 125.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -8500 which decreased total open position to 88475
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 89.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 18825 which increased total open position to 96975
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 88.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 78150 which increased total open position to 78150
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 59.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 17825 which increased total open position to 82400
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 84.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 18850 which increased total open position to 64575
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 77.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 13800 which increased total open position to 45725
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 108.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5325 which increased total open position to 31925