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 | 129.00 | 16.10 | - | 2,04,88,875 | 6,125 | 43,93,125 | |||
| 17 May | 22466.10 | 112.90 | - | 10,88,71,775 | 12,99,350 | 43,87,000 | ||||
| 16 May | 22403.85 | 119.70 | - | 2,76,97,550 | 16,67,800 | 30,87,650 | ||||
| 15 May | 22200.55 | 67.50 | - | 73,54,475 | 7,12,800 | 14,19,850 | ||||
| 14 May | 22217.85 | 84.00 | - | 31,34,625 | 1,80,900 | 7,07,050 | ||||
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| 13 May | 22104.05 | 74.25 | - | 29,65,750 | 1,22,925 | 5,26,150 | ||||
| 10 May | 22055.20 | 64.85 | - | 13,58,575 | 92,500 | 4,03,225 | ||||
| 9 May | 21957.50 | 72.00 | - | 7,61,225 | 1,58,700 | 3,10,725 | ||||
| 8 May | 22302.50 | 174.95 | - | 2,35,650 | 13,425 | 1,52,025 | ||||
| 7 May | 22302.50 | 194.90 | - | 1,83,125 | 33,125 | 1,38,600 | ||||
| 6 May | 22442.70 | 280.00 | - | 1,25,950 | 350 | 1,05,475 | ||||
| 3 May | 22475.85 | 285.00 | - | 1,05,925 | 1,05,125 | 1,05,125 | ||||
| 2 May | 22648.20 | 411.95 | - | 14,775 | 1,775 | 73,800 | ||||
| 30 Apr | 22604.85 | 386.85 | - | 19,075 | -850 | 72,025 | ||||
| 29 Apr | 22643.40 | 406.55 | - | 77,775 | 31,925 | 72,875 | ||||
| 26 Apr | 22419.95 | 313.75 | - | 38,000 | 26,100 | 40,950 | ||||
For NIFTY 50 - strike price 22500 expiring on 23MAY2024
Delta for 22500 CE is -
Historical price for 22500 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 129.00, which was 16.10 higher than the previous day. The implied volatity was -, the open interest changed by 6125 which increased total open position to 4393125
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 112.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1299350 which increased total open position to 4387000
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 119.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 1667800 which increased total open position to 3087650
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 67.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 712800 which increased total open position to 1419850
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 84.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 180900 which increased total open position to 707050
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 74.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 122925 which increased total open position to 526150
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 64.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 92500 which increased total open position to 403225
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 72.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 158700 which increased total open position to 310725
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 174.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 13425 which increased total open position to 152025
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 194.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 33125 which increased total open position to 138600
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 280.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 105475
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 285.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 105125 which increased total open position to 105125
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 411.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1775 which increased total open position to 73800
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 386.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -850 which decreased total open position to 72025
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 406.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 31925 which increased total open position to 72875
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 313.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 26100 which increased total open position to 40950
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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 | 114.45 | -22.55 | - | 1,67,05,275 | 10,83,100 | 41,83,675 |
| 17 May | 22466.10 | 137.00 | - | 6,40,70,450 | 18,50,225 | 31,00,575 | |
| 16 May | 22403.85 | 181.40 | - | 45,64,525 | 9,28,875 | 12,50,350 | |
| 15 May | 22200.55 | 326.00 | - | 5,76,850 | 59,725 | 3,21,475 | |
| 14 May | 22217.85 | 312.00 | - | 3,91,775 | 1,40,050 | 2,61,750 | |
| 13 May | 22104.05 | 395.75 | - | 2,09,350 | 19,525 | 1,21,700 | |
| 10 May | 22055.20 | 467.65 | - | 54,700 | -1,550 | 1,02,175 | |
| 9 May | 21957.50 | 523.10 | - | 91,150 | -12,975 | 1,03,725 | |
| 8 May | 22302.50 | 309.50 | - | 1,08,150 | 13,450 | 1,16,700 | |
| 7 May | 22302.50 | 332.55 | - | 85,800 | -3,900 | 1,03,250 | |
| 6 May | 22442.70 | 241.60 | - | 1,23,500 | 6,850 | 1,07,150 | |
| 3 May | 22475.85 | 248.00 | - | 1,54,275 | 1,00,300 | 1,00,300 | |
| 2 May | 22648.20 | 158.35 | - | 68,800 | -600 | 98,175 | |
| 30 Apr | 22604.85 | 209.40 | - | 57,025 | 9,200 | 98,775 | |
| 29 Apr | 22643.40 | 188.30 | - | 1,03,625 | 40,000 | 89,575 | |
| 26 Apr | 22419.95 | 258.50 | - | 71,675 | 23,625 | 49,575 | |
For NIFTY 50 - strike price 22500 expiring on 23MAY2024
Delta for 22500 PE is -
Historical price for 22500 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 114.45, which was -22.55 lower than the previous day. The implied volatity was -, the open interest changed by 1083100 which increased total open position to 4183675
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 137.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1850225 which increased total open position to 3100575
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 181.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 928875 which increased total open position to 1250350
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 326.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 59725 which increased total open position to 321475
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 312.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 140050 which increased total open position to 261750
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 395.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 19525 which increased total open position to 121700
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 467.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -1550 which decreased total open position to 102175
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 523.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -12975 which decreased total open position to 103725
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 309.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 13450 which increased total open position to 116700
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 332.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -3900 which decreased total open position to 103250
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 241.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 6850 which increased total open position to 107150
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 248.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 100300 which increased total open position to 100300
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 158.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 98175
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 209.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 9200 which increased total open position to 98775
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 188.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 89575
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 258.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 23625 which increased total open position to 49575