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 | 479.25 | 28.05 | - | 8,325 | -175 | 69,850 | |||
| 17 May | 22466.10 | 451.20 | - | 1,94,075 | -3,875 | 70,025 | ||||
| 16 May | 22403.85 | 425.00 | - | 17,22,750 | 19,700 | 73,900 | ||||
| 15 May | 22200.55 | 289.65 | - | 2,05,600 | 6,825 | 54,200 | ||||
| 14 May | 22217.85 | 334.20 | - | 2,34,925 | -22,950 | 47,375 | ||||
| 13 May | 22104.05 | 270.85 | - | 8,56,625 | 18,875 | 70,325 | ||||
| 10 May | 22055.20 | 241.95 | - | 3,15,300 | 30,075 | 51,450 | ||||
| 9 May | 21957.50 | 235.50 | - | 81,250 | 19,050 | 21,375 | ||||
| 8 May | 22302.50 | 436.80 | - | 10,125 | 1,175 | 2,325 | ||||
| 7 May | 22302.50 | 452.10 | - | 750 | 325 | 1,150 | ||||
| 6 May | 22442.70 | 584.90 | - | 1,375 | 800 | 825 | ||||
| 3 May | 22475.85 | 784.55 | - | 25 | 25 | 25 | ||||
| 2 May | 22648.20 | 784.55 | - | 25 | 0 | 0 | ||||
| 30 Apr | 22604.85 | 443.15 | - | 0 | 0 | 0 | ||||
| 29 Apr | 22643.40 | 443.15 | - | 0 | 0 | 0 | ||||
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| 26 Apr | 22419.95 | 443.15 | - | 0 | 0 | 0 | ||||
For NIFTY 50 - strike price 22050 expiring on 23MAY2024
Delta for 22050 CE is -
Historical price for 22050 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 479.25, which was 28.05 higher than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 69850
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 451.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -3875 which decreased total open position to 70025
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 425.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 19700 which increased total open position to 73900
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 289.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 6825 which increased total open position to 54200
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 334.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -22950 which decreased total open position to 47375
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 270.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 18875 which increased total open position to 70325
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 241.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 30075 which increased total open position to 51450
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 235.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 19050 which increased total open position to 21375
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 436.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1175 which increased total open position to 2325
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 452.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 1150
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 584.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 825
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 784.55, 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 2 May NIFTY was trading at 22648.20. The strike last trading price was 784.55, 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 443.15, 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 443.15, 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 443.15, 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 | 18.55 | -6.60 | - | 25,69,475 | 56,975 | 8,63,100 |
| 17 May | 22466.10 | 25.15 | - | 1,12,48,825 | 3,44,125 | 8,06,125 | |
| 16 May | 22403.85 | 39.00 | - | 77,75,775 | 2,74,200 | 4,62,000 | |
| 15 May | 22200.55 | 98.35 | - | 13,83,975 | 75,250 | 1,87,800 | |
| 14 May | 22217.85 | 96.90 | - | 5,70,425 | 14,975 | 1,12,550 | |
| 13 May | 22104.05 | 140.35 | - | 7,12,575 | 30,375 | 97,575 | |
| 10 May | 22055.20 | 192.00 | - | 4,33,650 | 42,175 | 67,200 | |
| 9 May | 21957.50 | 259.40 | - | 71,925 | 14,650 | 25,025 | |
| 8 May | 22302.50 | 118.70 | - | 23,200 | 5,125 | 10,375 | |
| 7 May | 22302.50 | 139.40 | - | 13,725 | 3,375 | 5,250 | |
| 6 May | 22442.70 | 100.45 | - | 1,600 | 325 | 1,875 | |
| 3 May | 22475.85 | 99.40 | - | 975 | 1,550 | 1,550 | |
| 2 May | 22648.20 | 65.00 | - | 1,450 | 1,200 | 1,375 | |
| 30 Apr | 22604.85 | 92.75 | - | 375 | 125 | 175 | |
| 29 Apr | 22643.40 | 95.00 | - | 50 | 50 | 50 | |
| 26 Apr | 22419.95 | 177.80 | - | 0 | 0 | 0 | |
For NIFTY 50 - strike price 22050 expiring on 23MAY2024
Delta for 22050 PE is -
Historical price for 22050 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 18.55, which was -6.60 lower than the previous day. The implied volatity was -, the open interest changed by 56975 which increased total open position to 863100
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 25.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 344125 which increased total open position to 806125
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 39.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 274200 which increased total open position to 462000
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 98.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 75250 which increased total open position to 187800
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 96.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 14975 which increased total open position to 112550
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 140.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 30375 which increased total open position to 97575
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 192.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 42175 which increased total open position to 67200
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 259.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 14650 which increased total open position to 25025
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 118.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 5125 which increased total open position to 10375
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 139.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 3375 which increased total open position to 5250
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 100.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 1875
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 99.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1550 which increased total open position to 1550
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 65.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 1375
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 92.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 175
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 95.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 177.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0