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 | 80.45 | 11.45 | - | 94,04,775 | 69,225 | 22,38,825 | |||
| 17 May | 22466.10 | 69.00 | - | 4,92,01,225 | 2,01,150 | 21,69,600 | ||||
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| 16 May | 22403.85 | 79.00 | - | 1,83,08,250 | 11,40,100 | 19,68,450 | ||||
| 15 May | 22200.55 | 43.15 | - | 34,97,400 | 3,35,800 | 8,28,350 | ||||
| 14 May | 22217.85 | 57.00 | - | 20,85,475 | 58,800 | 4,92,550 | ||||
| 13 May | 22104.05 | 50.60 | - | 20,88,600 | 1,52,575 | 4,33,750 | ||||
| 10 May | 22055.20 | 44.80 | - | 8,07,800 | 62,200 | 2,81,175 | ||||
| 9 May | 21957.50 | 50.95 | - | 4,81,750 | 1,36,150 | 2,18,975 | ||||
| 8 May | 22302.50 | 134.35 | - | 1,61,550 | 4,125 | 82,825 | ||||
| 7 May | 22302.50 | 149.55 | - | 1,14,125 | 14,300 | 78,700 | ||||
| 6 May | 22442.70 | 227.90 | - | 1,25,000 | 13,575 | 64,400 | ||||
| 3 May | 22475.85 | 245.00 | - | 91,650 | 50,825 | 50,825 | ||||
| 2 May | 22648.20 | 349.00 | - | 18,200 | 3,700 | 25,425 | ||||
| 30 Apr | 22604.85 | 324.00 | - | 15,950 | -1,350 | 21,725 | ||||
| 29 Apr | 22643.40 | 340.60 | - | 18,925 | 4,300 | 23,075 | ||||
| 26 Apr | 22419.95 | 262.75 | - | 29,000 | 13,975 | 18,775 | ||||
For NIFTY 50 - strike price 22600 expiring on 23MAY2024
Delta for 22600 CE is -
Historical price for 22600 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 80.45, which was 11.45 higher than the previous day. The implied volatity was -, the open interest changed by 69225 which increased total open position to 2238825
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 69.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 201150 which increased total open position to 2169600
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 79.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1140100 which increased total open position to 1968450
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 43.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 335800 which increased total open position to 828350
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 57.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 58800 which increased total open position to 492550
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 50.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 152575 which increased total open position to 433750
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 44.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 62200 which increased total open position to 281175
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 50.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 136150 which increased total open position to 218975
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 134.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 4125 which increased total open position to 82825
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 149.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 14300 which increased total open position to 78700
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 227.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 13575 which increased total open position to 64400
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 245.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50825 which increased total open position to 50825
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 349.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3700 which increased total open position to 25425
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 324.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1350 which decreased total open position to 21725
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 340.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 4300 which increased total open position to 23075
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 262.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 13975 which increased total open position to 18775
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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 | 165.00 | -28.90 | - | 26,06,575 | 1,65,175 | 6,40,500 |
| 17 May | 22466.10 | 193.90 | - | 1,12,11,825 | 2,36,600 | 4,75,325 | |
| 16 May | 22403.85 | 240.00 | - | 10,20,175 | 1,66,775 | 2,38,725 | |
| 15 May | 22200.55 | 399.70 | - | 2,08,225 | 42,525 | 71,950 | |
| 14 May | 22217.85 | 379.50 | - | 48,425 | -350 | 29,425 | |
| 13 May | 22104.05 | 469.90 | - | 16,600 | 1,050 | 29,775 | |
| 10 May | 22055.20 | 546.00 | - | 23,150 | -2,200 | 28,725 | |
| 9 May | 21957.50 | 609.00 | - | 37,275 | -3,175 | 30,925 | |
| 8 May | 22302.50 | 366.35 | - | 39,475 | -9,875 | 34,100 | |
| 7 May | 22302.50 | 393.00 | - | 37,825 | 5,675 | 43,975 | |
| 6 May | 22442.70 | 288.25 | - | 72,700 | -6,825 | 38,300 | |
| 3 May | 22475.85 | 284.75 | - | 1,14,675 | 45,125 | 45,125 | |
| 2 May | 22648.20 | 190.85 | - | 31,325 | 6,575 | 37,525 | |
| 30 Apr | 22604.85 | 237.10 | - | 21,525 | 4,825 | 30,950 | |
| 29 Apr | 22643.40 | 224.70 | - | 26,900 | 12,450 | 26,125 | |
| 26 Apr | 22419.95 | 310.95 | - | 23,125 | 8,825 | 13,675 | |
For NIFTY 50 - strike price 22600 expiring on 23MAY2024
Delta for 22600 PE is -
Historical price for 22600 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 165.00, which was -28.90 lower than the previous day. The implied volatity was -, the open interest changed by 165175 which increased total open position to 640500
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 193.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 236600 which increased total open position to 475325
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 240.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 166775 which increased total open position to 238725
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 399.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 42525 which increased total open position to 71950
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 379.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 29425
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 469.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 29775
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 546.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -2200 which decreased total open position to 28725
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 609.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -3175 which decreased total open position to 30925
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 366.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -9875 which decreased total open position to 34100
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 393.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5675 which increased total open position to 43975
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 288.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -6825 which decreased total open position to 38300
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 284.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 45125 which increased total open position to 45125
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 190.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 6575 which increased total open position to 37525
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 237.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 4825 which increased total open position to 30950
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 224.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 12450 which increased total open position to 26125
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 310.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 8825 which increased total open position to 13675