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 | 302.05 | 24.30 | - | 1,59,950 | -31,275 | 3,76,925 | |||
| 17 May | 22466.10 | 277.75 | - | 38,23,325 | -1,35,750 | 4,08,200 | ||||
| 16 May | 22403.85 | 269.05 | - | 1,24,11,400 | 2,02,175 | 5,43,950 | ||||
| 15 May | 22200.55 | 167.00 | - | 33,54,975 | 1,69,050 | 3,41,775 | ||||
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| 14 May | 22217.85 | 194.00 | - | 12,78,175 | 86,175 | 1,72,725 | ||||
| 13 May | 22104.05 | 162.95 | - | 7,59,475 | 31,525 | 86,550 | ||||
| 10 May | 22055.20 | 141.10 | - | 2,77,200 | 20,850 | 55,025 | ||||
| 9 May | 21957.50 | 148.65 | - | 1,10,025 | 25,150 | 34,175 | ||||
| 8 May | 22302.50 | 300.85 | - | 50,150 | 3,975 | 9,025 | ||||
| 7 May | 22302.50 | 325.70 | - | 26,425 | 4,500 | 5,050 | ||||
| 6 May | 22442.70 | 436.80 | - | 650 | 225 | 550 | ||||
| 3 May | 22475.85 | 437.60 | - | 450 | 325 | 325 | ||||
| 2 May | 22648.20 | 563.55 | - | 50 | 0 | 275 | ||||
| 30 Apr | 22604.85 | 563.55 | - | 50 | -25 | 275 | ||||
| 29 Apr | 22643.40 | 563.55 | - | 50 | 0 | 300 | ||||
| 26 Apr | 22419.95 | 648.40 | - | 25 | 0 | 300 | ||||
For NIFTY 50 - strike price 22250 expiring on 23MAY2024
Delta for 22250 CE is -
Historical price for 22250 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 302.05, which was 24.30 higher than the previous day. The implied volatity was -, the open interest changed by -31275 which decreased total open position to 376925
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 277.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -135750 which decreased total open position to 408200
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 269.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 202175 which increased total open position to 543950
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 167.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 169050 which increased total open position to 341775
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 194.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 86175 which increased total open position to 172725
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 162.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 31525 which increased total open position to 86550
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 141.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 20850 which increased total open position to 55025
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 148.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 25150 which increased total open position to 34175
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 300.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 3975 which increased total open position to 9025
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 325.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 5050
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 436.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 550
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 437.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 325
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 563.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 275
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 563.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 275
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 563.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 300
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 648.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 300
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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 | 40.80 | -11.50 | - | 39,74,125 | 1,68,275 | 15,41,875 |
| 17 May | 22466.10 | 52.30 | - | 2,29,22,750 | 6,81,025 | 13,73,600 | |
| 16 May | 22403.85 | 79.30 | - | 99,57,800 | 5,25,400 | 6,92,575 | |
| 15 May | 22200.55 | 173.40 | - | 23,76,525 | 74,625 | 1,67,175 | |
| 14 May | 22217.85 | 166.15 | - | 8,09,600 | 61,550 | 92,550 | |
| 13 May | 22104.05 | 233.90 | - | 1,27,575 | 15,450 | 31,000 | |
| 10 May | 22055.20 | 294.95 | - | 62,150 | 6,050 | 15,550 | |
| 9 May | 21957.50 | 354.20 | - | 52,575 | 1,900 | 9,500 | |
| 8 May | 22302.50 | 186.20 | - | 44,175 | -75 | 7,600 | |
| 7 May | 22302.50 | 211.85 | - | 20,625 | 3,375 | 7,675 | |
| 6 May | 22442.70 | 155.30 | - | 11,525 | 1,600 | 4,300 | |
| 3 May | 22475.85 | 153.90 | - | 2,650 | 2,700 | 2,700 | |
| 2 May | 22648.20 | 103.40 | - | 1,000 | 250 | 1,800 | |
| 30 Apr | 22604.85 | 126.20 | - | 550 | 150 | 1,550 | |
| 29 Apr | 22643.40 | 123.10 | - | 250 | 400 | 1,400 | |
| 26 Apr | 22419.95 | 164.75 | - | 1,350 | 950 | 1,000 | |
For NIFTY 50 - strike price 22250 expiring on 23MAY2024
Delta for 22250 PE is -
Historical price for 22250 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 40.80, which was -11.50 lower than the previous day. The implied volatity was -, the open interest changed by 168275 which increased total open position to 1541875
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 52.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 681025 which increased total open position to 1373600
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 79.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 525400 which increased total open position to 692575
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 173.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 74625 which increased total open position to 167175
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 166.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 61550 which increased total open position to 92550
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 233.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 15450 which increased total open position to 31000
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 294.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 6050 which increased total open position to 15550
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 354.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1900 which increased total open position to 9500
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 186.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 7600
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 211.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 3375 which increased total open position to 7675
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 155.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 4300
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 153.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 2700
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 103.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 1800
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 126.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1550
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 123.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 1400
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 164.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 950 which increased total open position to 1000