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 | 266.00 | 27.30 | - | 12,08,000 | -2,11,375 | 9,13,825 | |||
| 17 May | 22466.10 | 238.70 | - | 2,43,08,925 | -5,90,500 | 11,25,200 | ||||
| 16 May | 22403.85 | 233.90 | - | 3,46,49,925 | 5,10,625 | 17,15,700 | ||||
| 15 May | 22200.55 | 142.55 | - | 82,07,750 | 6,37,800 | 12,05,075 | ||||
| 14 May | 22217.85 | 164.00 | - | 30,94,100 | 2,10,350 | 5,67,275 | ||||
| 13 May | 22104.05 | 141.25 | - | 21,83,025 | 1,08,200 | 3,56,925 | ||||
| 10 May | 22055.20 | 123.35 | - | 10,69,225 | 29,875 | 2,48,725 | ||||
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| 9 May | 21957.50 | 128.40 | - | 6,61,425 | 1,53,850 | 2,18,850 | ||||
| 8 May | 22302.50 | 273.35 | - | 2,58,925 | 32,425 | 65,000 | ||||
| 7 May | 22302.50 | 292.45 | - | 1,47,500 | 22,450 | 32,575 | ||||
| 6 May | 22442.70 | 403.00 | - | 22,300 | 2,175 | 10,125 | ||||
| 3 May | 22475.85 | 407.00 | - | 9,350 | 7,950 | 7,950 | ||||
| 2 May | 22648.20 | 551.20 | - | 400 | -150 | 5,450 | ||||
| 30 Apr | 22604.85 | 531.75 | - | 675 | -75 | 5,600 | ||||
| 29 Apr | 22643.40 | 519.00 | - | 2,150 | 225 | 5,675 | ||||
| 26 Apr | 22419.95 | 436.95 | - | 6,000 | 1,100 | 5,450 | ||||
For NIFTY 50 - strike price 22300 expiring on 23MAY2024
Delta for 22300 CE is -
Historical price for 22300 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 266.00, which was 27.30 higher than the previous day. The implied volatity was -, the open interest changed by -211375 which decreased total open position to 913825
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 238.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -590500 which decreased total open position to 1125200
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 233.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 510625 which increased total open position to 1715700
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 142.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 637800 which increased total open position to 1205075
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 164.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 210350 which increased total open position to 567275
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 141.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 108200 which increased total open position to 356925
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 123.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 29875 which increased total open position to 248725
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 128.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 153850 which increased total open position to 218850
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 273.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 32425 which increased total open position to 65000
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 292.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 22450 which increased total open position to 32575
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 403.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2175 which increased total open position to 10125
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 407.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 7950 which increased total open position to 7950
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 551.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 5450
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 531.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 5600
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 519.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 5675
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 436.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 5450
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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 | 49.80 | -15.10 | - | 76,30,200 | 3,31,675 | 38,52,250 |
| 17 May | 22466.10 | 64.90 | - | 6,05,85,325 | 14,61,400 | 35,20,575 | |
| 16 May | 22403.85 | 94.00 | - | 2,46,20,000 | 12,04,250 | 20,59,175 | |
| 15 May | 22200.55 | 200.00 | - | 53,92,550 | 6,18,975 | 8,54,925 | |
| 14 May | 22217.85 | 192.75 | - | 13,29,425 | 96,950 | 2,35,950 | |
| 13 May | 22104.05 | 260.00 | - | 2,36,075 | 18,500 | 1,39,000 | |
| 10 May | 22055.20 | 325.30 | - | 1,52,800 | 18,200 | 1,20,500 | |
| 9 May | 21957.50 | 379.90 | - | 3,77,825 | 7,850 | 1,02,300 | |
| 8 May | 22302.50 | 208.45 | - | 2,33,650 | 34,975 | 94,450 | |
| 7 May | 22302.50 | 237.20 | - | 1,78,500 | 11,650 | 59,475 | |
| 6 May | 22442.70 | 169.30 | - | 86,000 | -13,825 | 47,825 | |
| 3 May | 22475.85 | 170.70 | - | 1,21,300 | 61,650 | 61,650 | |
| 2 May | 22648.20 | 106.85 | - | 32,700 | 17,375 | 43,525 | |
| 30 Apr | 22604.85 | 140.10 | - | 13,525 | -700 | 26,150 | |
| 29 Apr | 22643.40 | 128.00 | - | 23,975 | 1,100 | 26,850 | |
| 26 Apr | 22419.95 | 188.80 | - | 9,050 | 1,050 | 25,750 | |
For NIFTY 50 - strike price 22300 expiring on 23MAY2024
Delta for 22300 PE is -
Historical price for 22300 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 49.80, which was -15.10 lower than the previous day. The implied volatity was -, the open interest changed by 331675 which increased total open position to 3852250
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 64.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1461400 which increased total open position to 3520575
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 94.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1204250 which increased total open position to 2059175
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 200.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 618975 which increased total open position to 854925
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 192.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 96950 which increased total open position to 235950
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 260.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 18500 which increased total open position to 139000
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 325.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 18200 which increased total open position to 120500
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 379.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 7850 which increased total open position to 102300
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 208.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 34975 which increased total open position to 94450
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 237.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 11650 which increased total open position to 59475
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 169.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -13825 which decreased total open position to 47825
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 170.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 61650 which increased total open position to 61650
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 106.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 17375 which increased total open position to 43525
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 140.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -700 which decreased total open position to 26150
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 128.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 26850
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 188.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 25750