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 | 436.70 | 31.70 | - | 1,30,700 | -12,225 | 5,58,675 | |||
| 17 May | 22466.10 | 405.00 | - | 14,23,900 | -1,28,900 | 5,70,900 | ||||
| 16 May | 22403.85 | 382.15 | - | 1,13,69,125 | 3,65,875 | 6,99,800 | ||||
| 15 May | 22200.55 | 254.00 | - | 18,73,375 | 47,175 | 3,33,925 | ||||
| 14 May | 22217.85 | 282.30 | - | 18,59,325 | -9,500 | 2,86,750 | ||||
| 13 May | 22104.05 | 241.80 | - | 24,04,875 | 84,775 | 2,96,250 | ||||
| 10 May | 22055.20 | 213.60 | - | 10,73,325 | 84,225 | 2,11,475 | ||||
| 9 May | 21957.50 | 212.45 | - | 3,53,725 | 1,11,125 | 1,27,250 | ||||
| 8 May | 22302.50 | 399.45 | - | 23,500 | 7,575 | 16,125 | ||||
| 7 May | 22302.50 | 412.25 | - | 8,900 | 600 | 8,550 | ||||
| 6 May | 22442.70 | 545.50 | - | 10,075 | 2,675 | 7,950 | ||||
| 3 May | 22475.85 | 548.30 | - | 11,825 | 5,275 | 5,275 | ||||
| 2 May | 22648.20 | 674.55 | - | 0 | 0 | 0 | ||||
| 30 Apr | 22604.85 | 674.55 | - | 1,000 | 0 | 1,100 | ||||
| 29 Apr | 22643.40 | 545.40 | - | 50 | 0 | 1,100 | ||||
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| 26 Apr | 22419.95 | 655.15 | - | 125 | 0 | 1,100 | ||||
For NIFTY 50 - strike price 22100 expiring on 23MAY2024
Delta for 22100 CE is -
Historical price for 22100 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 436.70, which was 31.70 higher than the previous day. The implied volatity was -, the open interest changed by -12225 which decreased total open position to 558675
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 405.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -128900 which decreased total open position to 570900
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 382.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 365875 which increased total open position to 699800
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 254.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 47175 which increased total open position to 333925
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 282.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -9500 which decreased total open position to 286750
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 241.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 84775 which increased total open position to 296250
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 213.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 84225 which increased total open position to 211475
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 212.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 111125 which increased total open position to 127250
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 399.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 7575 which increased total open position to 16125
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 412.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 8550
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 545.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 2675 which increased total open position to 7950
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 548.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 5275 which increased total open position to 5275
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 674.55, 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 674.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1100
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 545.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1100
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 655.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1100
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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 | 21.60 | -8.20 | - | 48,14,575 | 1,24,450 | 23,61,300 |
| 17 May | 22466.10 | 29.80 | - | 2,49,85,475 | 5,04,475 | 22,36,850 | |
| 16 May | 22403.85 | 46.40 | - | 2,45,83,150 | 8,97,950 | 17,32,375 | |
| 15 May | 22200.55 | 113.95 | - | 47,85,725 | 2,34,525 | 8,34,425 | |
| 14 May | 22217.85 | 110.05 | - | 30,56,600 | 3,22,925 | 5,99,900 | |
| 13 May | 22104.05 | 163.10 | - | 14,35,525 | 93,025 | 2,76,975 | |
| 10 May | 22055.20 | 214.50 | - | 10,36,750 | 41,275 | 1,83,950 | |
| 9 May | 21957.50 | 266.05 | - | 3,92,375 | 60,450 | 1,42,675 | |
| 8 May | 22302.50 | 132.25 | - | 1,59,750 | 10,650 | 82,225 | |
| 7 May | 22302.50 | 155.30 | - | 1,46,250 | 40,200 | 71,575 | |
| 6 May | 22442.70 | 113.30 | - | 74,975 | 16,725 | 31,375 | |
| 3 May | 22475.85 | 114.70 | - | 53,150 | 14,650 | 14,650 | |
| 2 May | 22648.20 | 74.55 | - | 3,225 | 1,425 | 6,500 | |
| 30 Apr | 22604.85 | 100.75 | - | 1,725 | 500 | 5,075 | |
| 29 Apr | 22643.40 | 90.50 | - | 5,075 | 1,225 | 4,575 | |
| 26 Apr | 22419.95 | 131.40 | - | 2,950 | 450 | 3,350 | |
For NIFTY 50 - strike price 22100 expiring on 23MAY2024
Delta for 22100 PE is -
Historical price for 22100 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 21.60, which was -8.20 lower than the previous day. The implied volatity was -, the open interest changed by 124450 which increased total open position to 2361300
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 29.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 504475 which increased total open position to 2236850
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 46.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 897950 which increased total open position to 1732375
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 113.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 234525 which increased total open position to 834425
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 110.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 322925 which increased total open position to 599900
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 163.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 93025 which increased total open position to 276975
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 214.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 41275 which increased total open position to 183950
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 266.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 60450 which increased total open position to 142675
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 132.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 10650 which increased total open position to 82225
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 155.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 40200 which increased total open position to 71575
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 113.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 16725 which increased total open position to 31375
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 114.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 14650 which increased total open position to 14650
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 74.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1425 which increased total open position to 6500
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 100.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 5075
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 90.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1225 which increased total open position to 4575
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 131.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 3350