NIFTY
NIFTY 50
Historical option data for NIFTY
18 May 2024 04:08 PM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 18 May | 22502.00 | 189.65 | 19.70 | - | 43,90,875 | -4,76,025 | 21,83,600 | |||
| 17 May | 22466.10 | 169.95 | - | 9,13,67,075 | 8,33,300 | 26,59,625 | ||||
| 16 May | 22403.85 | 170.30 | - | 2,47,14,525 | 11,01,550 | 18,26,325 | ||||
| 15 May | 22200.55 | 100.00 | - | 53,69,875 | 2,67,825 | 7,24,775 | ||||
| 14 May | 22217.85 | 118.80 | - | 27,10,975 | 26,175 | 4,56,950 | ||||
| 13 May | 22104.05 | 103.85 | - | 25,34,625 | 1,98,300 | 4,30,775 | ||||
| 10 May | 22055.20 | 89.85 | - | 9,86,150 | 67,200 | 2,32,475 | ||||
| 9 May | 21957.50 | 98.00 | - | 3,91,575 | 80,600 | 1,65,275 | ||||
| 8 May | 22302.50 | 221.85 | - | 1,71,375 | 16,575 | 84,675 | ||||
| 7 May | 22302.50 | 238.00 | - | 1,25,900 | 44,100 | 68,100 | ||||
| 6 May | 22442.70 | 341.05 | - | 41,725 | 3,950 | 24,000 | ||||
| 3 May | 22475.85 | 341.00 | - | 45,050 | 20,050 | 20,050 | ||||
| 2 May | 22648.20 | 479.80 | - | 2,550 | 925 | 12,975 | ||||
|
|
||||||||||
| 30 Apr | 22604.85 | 450.10 | - | 2,600 | -1,075 | 12,050 | ||||
| 29 Apr | 22643.40 | 476.65 | - | 7,350 | 1,925 | 13,125 | ||||
| 26 Apr | 22419.95 | 372.10 | - | 10,100 | 2,600 | 11,200 | ||||
For NIFTY 50 - strike price 22400 expiring on 23MAY2024
Delta for 22400 CE is -
Historical price for 22400 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 189.65, which was 19.70 higher than the previous day. The implied volatity was -, the open interest changed by -476025 which decreased total open position to 2183600
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 169.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 833300 which increased total open position to 2659625
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 170.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1101550 which increased total open position to 1826325
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 100.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 267825 which increased total open position to 724775
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 118.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 26175 which increased total open position to 456950
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 103.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 198300 which increased total open position to 430775
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 89.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 67200 which increased total open position to 232475
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 98.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 80600 which increased total open position to 165275
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 221.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 16575 which increased total open position to 84675
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 238.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 44100 which increased total open position to 68100
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 341.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 3950 which increased total open position to 24000
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 341.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 20050 which increased total open position to 20050
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 479.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 925 which increased total open position to 12975
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 450.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -1075 which decreased total open position to 12050
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 476.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1925 which increased total open position to 13125
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 372.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 2600 which increased total open position to 11200
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 18 May | 22502.00 | 76.20 | -18.20 | - | 1,00,19,775 | 5,07,025 | 48,08,225 |
| 17 May | 22466.10 | 94.40 | - | 9,50,85,450 | 27,85,475 | 43,01,200 | |
| 16 May | 22403.85 | 133.05 | - | 93,55,350 | 13,95,125 | 15,15,725 | |
| 15 May | 22200.55 | 259.95 | - | 7,44,675 | 27,075 | 1,20,600 | |
| 14 May | 22217.85 | 247.95 | - | 3,66,725 | 47,025 | 93,525 | |
| 13 May | 22104.05 | 317.20 | - | 1,26,050 | -23,075 | 46,500 | |
| 10 May | 22055.20 | 392.35 | - | 57,650 | -8,275 | 69,575 | |
| 9 May | 21957.50 | 455.80 | - | 1,55,075 | 20,400 | 77,850 | |
| 8 May | 22302.50 | 256.50 | - | 1,39,825 | -725 | 57,450 | |
| 7 May | 22302.50 | 282.05 | - | 1,55,500 | 17,550 | 58,175 | |
| 6 May | 22442.70 | 203.70 | - | 1,54,325 | 14,800 | 40,625 | |
| 3 May | 22475.85 | 207.60 | - | 52,300 | 25,825 | 25,825 | |
| 2 May | 22648.20 | 131.45 | - | 13,200 | 2,700 | 21,750 | |
| 30 Apr | 22604.85 | 170.75 | - | 14,525 | -725 | 19,050 | |
| 29 Apr | 22643.40 | 156.15 | - | 15,375 | 2,875 | 19,775 | |
| 26 Apr | 22419.95 | 219.65 | - | 8,925 | 2,600 | 16,900 | |
For NIFTY 50 - strike price 22400 expiring on 23MAY2024
Delta for 22400 PE is -
Historical price for 22400 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 76.20, which was -18.20 lower than the previous day. The implied volatity was -, the open interest changed by 507025 which increased total open position to 4808225
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 94.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 2785475 which increased total open position to 4301200
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 133.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1395125 which increased total open position to 1515725
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 259.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 27075 which increased total open position to 120600
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 247.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 47025 which increased total open position to 93525
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 317.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -23075 which decreased total open position to 46500
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 392.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -8275 which decreased total open position to 69575
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 455.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 20400 which increased total open position to 77850
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 256.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -725 which decreased total open position to 57450
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 282.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 17550 which increased total open position to 58175
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 203.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 14800 which increased total open position to 40625
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 207.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 25825 which increased total open position to 25825
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 131.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 21750
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 170.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -725 which decreased total open position to 19050
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 156.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 2875 which increased total open position to 19775
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 219.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 2600 which increased total open position to 16900