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 | 61.00 | 9.55 | - | 44,56,000 | 1,62,075 | 10,76,675 | |||
| 17 May | 22466.10 | 51.45 | - | 2,36,85,300 | 4,12,825 | 9,14,600 | ||||
| 16 May | 22403.85 | 64.05 | - | 69,03,900 | 2,72,475 | 5,01,775 | ||||
| 15 May | 22200.55 | 35.10 | - | 16,45,775 | 52,550 | 2,29,300 | ||||
| 14 May | 22217.85 | 46.00 | - | 7,34,750 | 42,700 | 1,76,750 | ||||
| 13 May | 22104.05 | 42.70 | - | 6,29,975 | 59,325 | 1,34,050 | ||||
| 10 May | 22055.20 | 36.05 | - | 3,81,100 | 26,950 | 74,725 | ||||
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| 9 May | 21957.50 | 44.65 | - | 1,30,075 | 31,550 | 47,775 | ||||
| 8 May | 22302.50 | 118.80 | - | 26,425 | 3,575 | 16,225 | ||||
| 7 May | 22302.50 | 131.30 | - | 20,325 | 3,225 | 12,650 | ||||
| 6 May | 22442.70 | 203.45 | - | 19,500 | 2,275 | 9,425 | ||||
| 3 May | 22475.85 | 210.65 | - | 12,375 | 7,150 | 7,150 | ||||
| 2 May | 22648.20 | 320.40 | - | 9,200 | 1,925 | 2,450 | ||||
| 30 Apr | 22604.85 | 189.80 | - | 2,575 | 75 | 525 | ||||
| 29 Apr | 22643.40 | 311.45 | - | 1,850 | 450 | 450 | ||||
| 26 Apr | 22419.95 | 278.50 | - | 0 | 50 | 0 | ||||
For NIFTY 50 - strike price 22650 expiring on 23MAY2024
Delta for 22650 CE is -
Historical price for 22650 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 61.00, which was 9.55 higher than the previous day. The implied volatity was -, the open interest changed by 162075 which increased total open position to 1076675
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 51.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 412825 which increased total open position to 914600
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 64.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 272475 which increased total open position to 501775
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 35.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 52550 which increased total open position to 229300
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 46.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 42700 which increased total open position to 176750
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 42.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 59325 which increased total open position to 134050
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 36.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 26950 which increased total open position to 74725
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 44.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 31550 which increased total open position to 47775
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 118.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 3575 which increased total open position to 16225
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 131.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 3225 which increased total open position to 12650
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 203.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 2275 which increased total open position to 9425
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 210.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 7150 which increased total open position to 7150
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 320.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1925 which increased total open position to 2450
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 189.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 525
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 311.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 450
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 278.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
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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 | 196.00 | -27.70 | - | 4,52,950 | 29,825 | 2,00,600 |
| 17 May | 22466.10 | 223.70 | - | 21,94,950 | 1,36,000 | 1,70,775 | |
| 16 May | 22403.85 | 276.10 | - | 1,13,725 | 26,800 | 34,775 | |
| 15 May | 22200.55 | 440.15 | - | 13,350 | 3,300 | 7,975 | |
| 14 May | 22217.85 | 422.40 | - | 4,300 | 1,600 | 4,675 | |
| 13 May | 22104.05 | 518.45 | - | 575 | 425 | 3,075 | |
| 10 May | 22055.20 | 587.70 | - | 6,025 | -175 | 2,650 | |
| 9 May | 21957.50 | 640.05 | - | 11,500 | -200 | 2,825 | |
| 8 May | 22302.50 | 403.00 | - | 4,075 | 250 | 3,025 | |
| 7 May | 22302.50 | 411.30 | - | 4,975 | -1,275 | 2,775 | |
| 6 May | 22442.70 | 317.95 | - | 10,475 | 2,350 | 4,050 | |
| 3 May | 22475.85 | 319.90 | - | 11,925 | 1,700 | 1,700 | |
| 2 May | 22648.20 | 210.75 | - | 8,925 | 3,575 | 3,625 | |
| 30 Apr | 22604.85 | 245.55 | - | 375 | 50 | 50 | |
| 29 Apr | 22643.40 | 693.50 | - | 0 | 0 | 0 | |
| 26 Apr | 22419.95 | 693.50 | - | 0 | 0 | 0 | |
For NIFTY 50 - strike price 22650 expiring on 23MAY2024
Delta for 22650 PE is -
Historical price for 22650 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 196.00, which was -27.70 lower than the previous day. The implied volatity was -, the open interest changed by 29825 which increased total open position to 200600
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 223.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 136000 which increased total open position to 170775
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 276.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 26800 which increased total open position to 34775
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 440.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 3300 which increased total open position to 7975
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 422.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 4675
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 518.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 3075
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 587.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -175 which decreased total open position to 2650
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 640.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 2825
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 403.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 3025
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 411.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -1275 which decreased total open position to 2775
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 317.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 2350 which increased total open position to 4050
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 319.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1700 which increased total open position to 1700
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 210.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 3575 which increased total open position to 3625
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 245.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 693.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 693.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0