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 | 387.75 | 29.25 | - | 67,925 | 6,475 | 1,71,325 | |||
| 17 May | 22466.10 | 358.50 | - | 7,15,700 | -2,675 | 1,64,850 | ||||
| 16 May | 22403.85 | 345.35 | - | 80,33,325 | 22,850 | 1,67,525 | ||||
| 15 May | 22200.55 | 221.00 | - | 13,41,000 | 39,800 | 1,44,675 | ||||
| 14 May | 22217.85 | 249.80 | - | 12,40,075 | -15,825 | 1,04,875 | ||||
| 13 May | 22104.05 | 211.65 | - | 8,13,925 | 46,825 | 1,20,700 | ||||
| 10 May | 22055.20 | 184.35 | - | 4,17,625 | 16,100 | 73,875 | ||||
| 9 May | 21957.50 | 190.40 | - | 1,43,525 | 53,775 | 57,775 | ||||
| 8 May | 22302.50 | 367.50 | - | 9,750 | 875 | 4,000 | ||||
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| 7 May | 22302.50 | 383.00 | - | 5,800 | 900 | 3,125 | ||||
| 6 May | 22442.70 | 505.80 | - | 100 | -75 | 2,225 | ||||
| 3 May | 22475.85 | 530.10 | - | 4,050 | 2,300 | 2,300 | ||||
| 2 May | 22648.20 | 540.50 | - | 0 | 0 | 50 | ||||
| 30 Apr | 22604.85 | 540.50 | - | 0 | 0 | 50 | ||||
| 29 Apr | 22643.40 | 540.50 | - | 0 | 0 | 50 | ||||
| 26 Apr | 22419.95 | 540.50 | - | 0 | 50 | 50 | ||||
For NIFTY 50 - strike price 22150 expiring on 23MAY2024
Delta for 22150 CE is -
Historical price for 22150 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 387.75, which was 29.25 higher than the previous day. The implied volatity was -, the open interest changed by 6475 which increased total open position to 171325
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 358.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -2675 which decreased total open position to 164850
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 345.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 22850 which increased total open position to 167525
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 221.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 39800 which increased total open position to 144675
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 249.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -15825 which decreased total open position to 104875
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 211.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 46825 which increased total open position to 120700
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 184.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 16100 which increased total open position to 73875
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 190.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 53775 which increased total open position to 57775
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 367.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 4000
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 383.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 3125
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 505.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 2225
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 530.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 2300 which increased total open position to 2300
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 540.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 540.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 540.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 540.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
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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 | 26.70 | -9.20 | - | 31,67,125 | 1,98,625 | 11,83,625 |
| 17 May | 22466.10 | 35.90 | - | 1,39,66,425 | 3,83,600 | 9,85,000 | |
| 16 May | 22403.85 | 55.50 | - | 1,34,30,150 | 4,29,925 | 6,01,400 | |
| 15 May | 22200.55 | 131.50 | - | 23,62,875 | 78,000 | 1,71,475 | |
| 14 May | 22217.85 | 126.35 | - | 11,60,450 | 32,525 | 93,475 | |
| 13 May | 22104.05 | 185.60 | - | 3,19,700 | 33,975 | 60,950 | |
| 10 May | 22055.20 | 238.65 | - | 2,31,875 | 15,450 | 26,975 | |
| 9 May | 21957.50 | 293.10 | - | 67,275 | 7,525 | 11,525 | |
| 8 May | 22302.50 | 150.00 | - | 19,625 | 625 | 4,000 | |
| 7 May | 22302.50 | 171.60 | - | 11,025 | 950 | 3,375 | |
| 6 May | 22442.70 | 124.65 | - | 4,025 | 75 | 2,425 | |
| 3 May | 22475.85 | 125.65 | - | 4,625 | 2,350 | 2,350 | |
| 2 May | 22648.20 | 77.40 | - | 425 | 0 | 1,400 | |
| 30 Apr | 22604.85 | 99.60 | - | 275 | 0 | 1,400 | |
| 29 Apr | 22643.40 | 107.95 | - | 1,000 | -100 | 1,400 | |
| 26 Apr | 22419.95 | 120.05 | - | 1,700 | 850 | 1,500 | |
For NIFTY 50 - strike price 22150 expiring on 23MAY2024
Delta for 22150 PE is -
Historical price for 22150 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 26.70, which was -9.20 lower than the previous day. The implied volatity was -, the open interest changed by 198625 which increased total open position to 1183625
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 35.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 383600 which increased total open position to 985000
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 55.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 429925 which increased total open position to 601400
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 131.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 78000 which increased total open position to 171475
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 126.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 32525 which increased total open position to 93475
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 185.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 33975 which increased total open position to 60950
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 238.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 15450 which increased total open position to 26975
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 293.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 7525 which increased total open position to 11525
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 150.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 4000
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 171.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 950 which increased total open position to 3375
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 124.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 2425
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 125.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 2350 which increased total open position to 2350
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 77.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1400
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 99.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1400
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 107.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 1400
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 120.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 1500