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 | 225.65 | 25.40 | - | 7,36,050 | -73,650 | 5,98,850 | |||
| 17 May | 22466.10 | 200.25 | - | 2,63,33,800 | -3,550 | 6,72,500 | ||||
| 16 May | 22403.85 | 199.55 | - | 1,07,45,950 | 4,54,575 | 6,76,050 | ||||
| 15 May | 22200.55 | 121.45 | - | 19,77,850 | 99,875 | 2,21,475 | ||||
| 14 May | 22217.85 | 143.35 | - | 12,15,600 | 3,500 | 1,21,600 | ||||
| 13 May | 22104.05 | 122.60 | - | 9,63,600 | 19,575 | 1,18,100 | ||||
| 10 May | 22055.20 | 107.00 | - | 4,20,375 | 55,725 | 98,525 | ||||
| 9 May | 21957.50 | 113.05 | - | 81,175 | 24,950 | 42,800 | ||||
| 8 May | 22302.50 | 246.75 | - | 43,625 | 5,800 | 17,850 | ||||
| 7 May | 22302.50 | 266.55 | - | 23,875 | 10,450 | 12,050 | ||||
| 6 May | 22442.70 | 369.55 | - | 6,275 | 475 | 1,600 | ||||
| 3 May | 22475.85 | 380.00 | - | 2,400 | 1,125 | 1,125 | ||||
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| 2 May | 22648.20 | 520.00 | - | 75 | 0 | 100 | ||||
| 30 Apr | 22604.85 | 393.40 | - | 0 | 0 | 100 | ||||
| 29 Apr | 22643.40 | 393.40 | - | 25 | 0 | 100 | ||||
| 26 Apr | 22419.95 | 388.80 | - | 75 | 0 | 100 | ||||
For NIFTY 50 - strike price 22350 expiring on 23MAY2024
Delta for 22350 CE is -
Historical price for 22350 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 225.65, which was 25.40 higher than the previous day. The implied volatity was -, the open interest changed by -73650 which decreased total open position to 598850
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 200.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -3550 which decreased total open position to 672500
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 199.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 454575 which increased total open position to 676050
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 121.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 99875 which increased total open position to 221475
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 143.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 3500 which increased total open position to 121600
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 122.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 19575 which increased total open position to 118100
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 107.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 55725 which increased total open position to 98525
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 113.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 24950 which increased total open position to 42800
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 246.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 5800 which increased total open position to 17850
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 266.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 10450 which increased total open position to 12050
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 369.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 1600
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 380.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 1125
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 520.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 393.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 393.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 388.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100
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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 | 61.60 | -17.35 | - | 36,36,775 | 26,875 | 17,04,125 |
| 17 May | 22466.10 | 78.95 | - | 4,41,38,450 | 10,59,375 | 16,77,250 | |
| 16 May | 22403.85 | 112.90 | - | 60,31,800 | 5,27,900 | 6,17,875 | |
| 15 May | 22200.55 | 230.15 | - | 6,05,100 | 54,700 | 89,975 | |
| 14 May | 22217.85 | 215.25 | - | 2,15,550 | 22,375 | 35,275 | |
| 13 May | 22104.05 | 290.00 | - | 36,100 | 4,150 | 12,900 | |
| 10 May | 22055.20 | 359.30 | - | 25,925 | 450 | 8,750 | |
| 9 May | 21957.50 | 416.75 | - | 30,500 | 1,150 | 8,300 | |
| 8 May | 22302.50 | 230.05 | - | 31,775 | 1,125 | 7,150 | |
| 7 May | 22302.50 | 257.30 | - | 43,950 | 975 | 6,025 | |
| 6 May | 22442.70 | 200.15 | - | 15,000 | 950 | 5,050 | |
| 3 May | 22475.85 | 187.65 | - | 11,450 | 4,100 | 4,100 | |
| 2 May | 22648.20 | 125.25 | - | 850 | 125 | 1,050 | |
| 30 Apr | 22604.85 | 163.85 | - | 1,025 | 0 | 925 | |
| 29 Apr | 22643.40 | 144.50 | - | 100 | 150 | 925 | |
| 26 Apr | 22419.95 | 200.95 | - | 1,175 | 375 | 775 | |
For NIFTY 50 - strike price 22350 expiring on 23MAY2024
Delta for 22350 PE is -
Historical price for 22350 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 61.60, which was -17.35 lower than the previous day. The implied volatity was -, the open interest changed by 26875 which increased total open position to 1704125
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 78.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1059375 which increased total open position to 1677250
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 112.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 527900 which increased total open position to 617875
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 230.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 54700 which increased total open position to 89975
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 215.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 22375 which increased total open position to 35275
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 290.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4150 which increased total open position to 12900
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 359.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 8750
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 416.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1150 which increased total open position to 8300
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 230.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 7150
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 257.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 6025
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 200.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 950 which increased total open position to 5050
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 187.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 4100 which increased total open position to 4100
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 125.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 1050
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 163.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 925
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 144.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 925
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 200.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 775