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 | 101.95 | 13.90 | - | 93,17,700 | 2,07,525 | 11,87,275 | |||
| 17 May | 22466.10 | 88.05 | - | 3,59,70,225 | 4,25,000 | 9,79,750 | ||||
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| 16 May | 22403.85 | 98.00 | - | 76,30,625 | 3,57,825 | 5,54,750 | ||||
| 15 May | 22200.55 | 54.25 | - | 17,99,750 | 71,575 | 1,96,925 | ||||
| 14 May | 22217.85 | 68.45 | - | 9,28,525 | 34,775 | 1,25,350 | ||||
| 13 May | 22104.05 | 59.00 | - | 6,65,300 | 22,725 | 90,575 | ||||
| 10 May | 22055.20 | 54.50 | - | 2,11,775 | 23,650 | 67,850 | ||||
| 9 May | 21957.50 | 60.50 | - | 98,350 | 27,800 | 44,200 | ||||
| 8 May | 22302.50 | 155.10 | - | 37,850 | 4,325 | 16,400 | ||||
| 7 May | 22302.50 | 172.50 | - | 23,600 | 3,700 | 12,075 | ||||
| 6 May | 22442.70 | 252.30 | - | 19,275 | 2,575 | 8,375 | ||||
| 3 May | 22475.85 | 261.10 | - | 14,500 | 5,800 | 5,800 | ||||
| 2 May | 22648.20 | 373.10 | - | 2,275 | 375 | 2,650 | ||||
| 30 Apr | 22604.85 | 373.20 | - | 1,225 | -25 | 2,275 | ||||
| 29 Apr | 22643.40 | 373.95 | - | 5,350 | -25 | 2,300 | ||||
| 26 Apr | 22419.95 | 287.00 | - | 3,650 | 1,875 | 2,325 | ||||
For NIFTY 50 - strike price 22550 expiring on 23MAY2024
Delta for 22550 CE is -
Historical price for 22550 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 101.95, which was 13.90 higher than the previous day. The implied volatity was -, the open interest changed by 207525 which increased total open position to 1187275
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 88.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 425000 which increased total open position to 979750
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 98.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 357825 which increased total open position to 554750
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 54.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 71575 which increased total open position to 196925
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 68.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 34775 which increased total open position to 125350
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 59.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 22725 which increased total open position to 90575
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 54.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 23650 which increased total open position to 67850
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 60.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 27800 which increased total open position to 44200
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 155.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 4325 which increased total open position to 16400
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 172.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 3700 which increased total open position to 12075
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 252.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 2575 which increased total open position to 8375
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 261.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 5800 which increased total open position to 5800
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 373.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 2650
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 373.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 2275
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 373.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 2300
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 287.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1875 which increased total open position to 2325
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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 | 138.00 | -26.00 | - | 37,66,925 | 1,64,175 | 5,03,575 |
| 17 May | 22466.10 | 164.00 | - | 1,05,12,000 | 2,75,475 | 3,39,400 | |
| 16 May | 22403.85 | 211.00 | - | 3,92,675 | 52,575 | 63,925 | |
| 15 May | 22200.55 | 362.75 | - | 21,750 | 4,750 | 11,350 | |
| 14 May | 22217.85 | 345.10 | - | 10,075 | 2,875 | 6,600 | |
| 13 May | 22104.05 | 440.45 | - | 7,875 | -25 | 3,725 | |
| 10 May | 22055.20 | 504.00 | - | 6,800 | 1,100 | 3,750 | |
| 9 May | 21957.50 | 556.45 | - | 15,675 | -1,275 | 2,650 | |
| 8 May | 22302.50 | 335.25 | - | 14,025 | -5,525 | 3,925 | |
| 7 May | 22302.50 | 362.05 | - | 8,200 | 1,025 | 9,450 | |
| 6 May | 22442.70 | 265.85 | - | 25,450 | 5,650 | 8,425 | |
| 3 May | 22475.85 | 271.00 | - | 8,250 | 2,775 | 2,775 | |
| 2 May | 22648.20 | 181.60 | - | 1,850 | 350 | 2,025 | |
| 30 Apr | 22604.85 | 221.50 | - | 1,950 | 400 | 1,675 | |
| 29 Apr | 22643.40 | 207.50 | - | 1,750 | 1,075 | 1,275 | |
| 26 Apr | 22419.95 | 267.75 | - | 925 | -50 | 200 | |
For NIFTY 50 - strike price 22550 expiring on 23MAY2024
Delta for 22550 PE is -
Historical price for 22550 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 138.00, which was -26.00 lower than the previous day. The implied volatity was -, the open interest changed by 164175 which increased total open position to 503575
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 164.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 275475 which increased total open position to 339400
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 211.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 52575 which increased total open position to 63925
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 362.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 4750 which increased total open position to 11350
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 345.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 2875 which increased total open position to 6600
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 440.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 3725
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 504.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 3750
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 556.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -1275 which decreased total open position to 2650
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 335.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -5525 which decreased total open position to 3925
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 362.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1025 which increased total open position to 9450
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 265.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 5650 which increased total open position to 8425
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 271.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2775 which increased total open position to 2775
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 181.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 2025
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 221.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 1675
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 207.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1075 which increased total open position to 1275
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 267.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 200