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 | 45.15 | 6.15 | - | 80,57,575 | 1,76,375 | 28,76,275 | |||
| 17 May | 22466.10 | 39.00 | - | 4,30,15,325 | 12,08,025 | 26,99,900 | ||||
| 16 May | 22403.85 | 49.70 | - | 1,36,83,275 | 6,17,600 | 14,91,875 | ||||
| 15 May | 22200.55 | 27.10 | - | 33,66,900 | 4,07,450 | 8,74,275 | ||||
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| 14 May | 22217.85 | 37.25 | - | 19,08,375 | 83,750 | 4,66,825 | ||||
| 13 May | 22104.05 | 33.85 | - | 21,32,075 | 1,16,775 | 3,83,075 | ||||
| 10 May | 22055.20 | 30.85 | - | 10,37,600 | 1,19,650 | 2,66,300 | ||||
| 9 May | 21957.50 | 37.35 | - | 5,94,850 | 70,475 | 1,46,650 | ||||
| 8 May | 22302.50 | 99.35 | - | 1,77,100 | 33,625 | 76,175 | ||||
| 7 May | 22302.50 | 114.60 | - | 79,075 | 14,225 | 42,550 | ||||
| 6 May | 22442.70 | 182.00 | - | 47,200 | 5,500 | 28,325 | ||||
| 3 May | 22475.85 | 185.80 | - | 62,925 | 22,825 | 22,825 | ||||
| 2 May | 22648.20 | 284.00 | - | 37,750 | 2,075 | 13,125 | ||||
| 30 Apr | 22604.85 | 265.80 | - | 15,000 | 2,250 | 11,050 | ||||
| 29 Apr | 22643.40 | 284.55 | - | 10,475 | 475 | 8,800 | ||||
| 26 Apr | 22419.95 | 210.35 | - | 7,325 | 3,275 | 8,325 | ||||
For NIFTY 50 - strike price 22700 expiring on 23MAY2024
Delta for 22700 CE is -
Historical price for 22700 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 45.15, which was 6.15 higher than the previous day. The implied volatity was -, the open interest changed by 176375 which increased total open position to 2876275
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 39.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1208025 which increased total open position to 2699900
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 49.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 617600 which increased total open position to 1491875
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 27.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 407450 which increased total open position to 874275
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 37.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 83750 which increased total open position to 466825
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 33.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 116775 which increased total open position to 383075
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 30.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 119650 which increased total open position to 266300
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 37.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 70475 which increased total open position to 146650
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 99.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 33625 which increased total open position to 76175
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 114.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 14225 which increased total open position to 42550
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 182.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 28325
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 185.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 22825 which increased total open position to 22825
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 284.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2075 which increased total open position to 13125
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 265.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 11050
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 284.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 8800
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 210.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 3275 which increased total open position to 8325
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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 | 230.00 | -30.30 | - | 4,77,600 | 27,900 | 2,45,200 |
| 17 May | 22466.10 | 260.30 | - | 24,71,025 | 1,26,875 | 2,17,300 | |
| 16 May | 22403.85 | 311.20 | - | 3,63,275 | 56,750 | 90,425 | |
| 15 May | 22200.55 | 484.60 | - | 56,500 | 16,075 | 33,675 | |
| 14 May | 22217.85 | 462.30 | - | 21,400 | 3,750 | 17,600 | |
| 13 May | 22104.05 | 558.05 | - | 9,025 | -825 | 13,850 | |
| 10 May | 22055.20 | 630.90 | - | 6,150 | 375 | 14,675 | |
| 9 May | 21957.50 | 690.00 | - | 24,050 | 1,075 | 14,300 | |
| 8 May | 22302.50 | 432.45 | - | 17,550 | 2,125 | 13,225 | |
| 7 May | 22302.50 | 455.00 | - | 10,800 | 1,050 | 11,100 | |
| 6 May | 22442.70 | 339.85 | - | 37,200 | -3,250 | 10,050 | |
| 3 May | 22475.85 | 348.10 | - | 61,150 | 13,300 | 13,300 | |
| 2 May | 22648.20 | 233.90 | - | 33,900 | 2,925 | 12,600 | |
| 30 Apr | 22604.85 | 243.65 | - | 30,125 | 5,000 | 9,675 | |
| 29 Apr | 22643.40 | 264.00 | - | 2,275 | 1,250 | 4,675 | |
| 26 Apr | 22419.95 | 360.85 | - | 3,950 | 3,425 | 3,425 | |
For NIFTY 50 - strike price 22700 expiring on 23MAY2024
Delta for 22700 PE is -
Historical price for 22700 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 230.00, which was -30.30 lower than the previous day. The implied volatity was -, the open interest changed by 27900 which increased total open position to 245200
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 260.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 126875 which increased total open position to 217300
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 311.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 56750 which increased total open position to 90425
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 484.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 16075 which increased total open position to 33675
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 462.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 3750 which increased total open position to 17600
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 558.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -825 which decreased total open position to 13850
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 630.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 14675
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 690.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1075 which increased total open position to 14300
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 432.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 2125 which increased total open position to 13225
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 455.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 11100
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 339.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -3250 which decreased total open position to 10050
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 348.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 13300 which increased total open position to 13300
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 233.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 2925 which increased total open position to 12600
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 243.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 9675
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 264.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1250 which increased total open position to 4675
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 360.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 3425 which increased total open position to 3425