NIFTY
NIFTY 50
Historical option data for NIFTY
26 Apr 2024 04:21 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 26 Apr | 22419.95 | 423.35 | - | 4,09,525 | 41,300 | 2,16,550 | ||||
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| 25 Apr | 22570.35 | 506.75 | - | 4,97,900 | 14,850 | 1,75,250 | ||||
| 24 Apr | 22402.40 | 398.00 | - | 1,56,750 | -54,800 | 1,60,400 | ||||
| 23 Apr | 22368.00 | 365.95 | - | 2,75,750 | -40,650 | 2,15,200 | ||||
| 22 Apr | 22336.40 | 422.70 | - | 5,36,200 | -50,050 | 2,55,850 | ||||
| 19 Apr | 22147.00 | 271.90 | 29.90 | 12.10 | 28,69,950 | 97,000 | 3,05,900 | |||
| 18 Apr | 21995.85 | 250.00 | -72.35 | 13.67 | 8,68,050 | 44,100 | 2,09,500 | |||
| 16 Apr | 22147.90 | 335.05 | - | 3,55,450 | 1,53,100 | 1,66,150 | ||||
| 15 Apr | 22272.50 | 446.50 | - | 16,650 | 13,050 | 13,050 | ||||
For NIFTY 50 - strike price 22100 expiring on 02MAY2024
Delta for 22100 CE is -
Historical price for 22100 CE is as follows
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 423.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 41300 which increased total open position to 216550
On 25 Apr NIFTY was trading at 22570.35. The strike last trading price was 506.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 14850 which increased total open position to 175250
On 24 Apr NIFTY was trading at 22402.40. The strike last trading price was 398.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -54800 which decreased total open position to 160400
On 23 Apr NIFTY was trading at 22368.00. The strike last trading price was 365.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -40650 which decreased total open position to 215200
On 22 Apr NIFTY was trading at 22336.40. The strike last trading price was 422.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -50050 which decreased total open position to 255850
On 19 Apr NIFTY was trading at 22147.00. The strike last trading price was 271.90, which was 29.90 higher than the previous day. The implied volatity was 12.10, the open interest changed by 97000 which increased total open position to 305900
On 18 Apr NIFTY was trading at 21995.85. The strike last trading price was 250.00, which was -72.35 lower than the previous day. The implied volatity was 13.67, the open interest changed by 44100 which increased total open position to 209500
On 16 Apr NIFTY was trading at 22147.90. The strike last trading price was 335.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 153100 which increased total open position to 166150
On 15 Apr NIFTY was trading at 22272.50. The strike last trading price was 446.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 13050 which increased total open position to 13050
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 26 Apr | 22419.95 | 24.65 | - | 2,34,04,850 | 5,53,000 | 20,33,150 | |
| 25 Apr | 22570.35 | 28.35 | - | 97,80,400 | 8,52,600 | 14,80,150 | |
| 24 Apr | 22402.40 | 41.40 | - | 27,87,750 | 1,16,900 | 6,27,550 | |
| 23 Apr | 22368.00 | 71.00 | - | 23,04,650 | 1,02,650 | 5,10,650 | |
| 22 Apr | 22336.40 | 73.70 | - | 20,22,700 | 79,350 | 4,08,000 | |
| 19 Apr | 22147.00 | 179.00 | -36.85 | 14.29 | 15,21,900 | 48,250 | 3,28,650 |
| 18 Apr | 21995.85 | 200.95 | 37.10 | 12.49 | 16,15,050 | 86,400 | 2,79,750 |
| 16 Apr | 22147.90 | 158.95 | - | 6,95,150 | 87,700 | 1,94,600 | |
| 15 Apr | 22272.50 | 120.00 | - | 4,15,650 | 22,900 | 1,06,900 | |
For NIFTY 50 - strike price 22100 expiring on 02MAY2024
Delta for 22100 PE is -
Historical price for 22100 PE is as follows
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 24.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 553000 which increased total open position to 2033150
On 25 Apr NIFTY was trading at 22570.35. The strike last trading price was 28.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 852600 which increased total open position to 1480150
On 24 Apr NIFTY was trading at 22402.40. The strike last trading price was 41.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 116900 which increased total open position to 627550
On 23 Apr NIFTY was trading at 22368.00. The strike last trading price was 71.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 102650 which increased total open position to 510650
On 22 Apr NIFTY was trading at 22336.40. The strike last trading price was 73.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 79350 which increased total open position to 408000
On 19 Apr NIFTY was trading at 22147.00. The strike last trading price was 179.00, which was -36.85 lower than the previous day. The implied volatity was 14.29, the open interest changed by 48250 which increased total open position to 328650
On 18 Apr NIFTY was trading at 21995.85. The strike last trading price was 200.95, which was 37.10 higher than the previous day. The implied volatity was 12.49, the open interest changed by 86400 which increased total open position to 279750
On 16 Apr NIFTY was trading at 22147.90. The strike last trading price was 158.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 87700 which increased total open position to 194600
On 15 Apr NIFTY was trading at 22272.50. The strike last trading price was 120.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 22900 which increased total open position to 106900