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 | 32.45 | 4.95 | - | 46,36,125 | 2,61,400 | 14,36,625 | |||
| 17 May | 22466.10 | 27.50 | - | 2,30,74,400 | 5,63,525 | 11,75,225 | ||||
| 16 May | 22403.85 | 39.70 | - | 76,87,000 | 3,24,825 | 6,11,700 | ||||
| 15 May | 22200.55 | 21.70 | - | 16,03,900 | 1,40,550 | 2,86,875 | ||||
| 14 May | 22217.85 | 30.15 | - | 7,55,675 | 38,600 | 1,46,325 | ||||
| 13 May | 22104.05 | 29.85 | - | 6,02,900 | 28,675 | 1,07,725 | ||||
| 10 May | 22055.20 | 25.65 | - | 3,48,250 | 13,800 | 79,050 | ||||
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| 9 May | 21957.50 | 31.85 | - | 2,06,500 | 44,425 | 65,250 | ||||
| 8 May | 22302.50 | 88.30 | - | 24,250 | 975 | 20,825 | ||||
| 7 May | 22302.50 | 99.05 | - | 37,325 | 4,875 | 19,850 | ||||
| 6 May | 22442.70 | 158.10 | - | 19,125 | 5,050 | 14,975 | ||||
| 3 May | 22475.85 | 166.25 | - | 20,850 | 9,925 | 9,925 | ||||
| 2 May | 22648.20 | 253.20 | - | 3,100 | 450 | 2,150 | ||||
| 30 Apr | 22604.85 | 237.15 | - | 3,725 | 600 | 1,700 | ||||
| 29 Apr | 22643.40 | 260.00 | - | 1,575 | 225 | 1,100 | ||||
| 26 Apr | 22419.95 | 192.00 | - | 975 | 175 | 875 | ||||
For NIFTY 50 - strike price 22750 expiring on 23MAY2024
Delta for 22750 CE is -
Historical price for 22750 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 32.45, which was 4.95 higher than the previous day. The implied volatity was -, the open interest changed by 261400 which increased total open position to 1436625
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 27.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 563525 which increased total open position to 1175225
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 39.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 324825 which increased total open position to 611700
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 21.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 140550 which increased total open position to 286875
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 30.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 38600 which increased total open position to 146325
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 29.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 28675 which increased total open position to 107725
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 25.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 13800 which increased total open position to 79050
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 31.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 44425 which increased total open position to 65250
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 88.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 20825
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 99.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 4875 which increased total open position to 19850
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 158.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 5050 which increased total open position to 14975
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 166.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 9925 which increased total open position to 9925
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 253.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 2150
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 237.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 1700
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 260.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 1100
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 192.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 875
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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 | 265.10 | -36.90 | - | 1,17,650 | 15,650 | 51,800 |
| 17 May | 22466.10 | 302.00 | - | 3,36,300 | 9,150 | 36,150 | |
| 16 May | 22403.85 | 348.95 | - | 49,775 | 6,700 | 27,000 | |
| 15 May | 22200.55 | 532.75 | - | 12,700 | 4,525 | 20,300 | |
| 14 May | 22217.85 | 507.10 | - | 14,125 | 10,175 | 15,775 | |
| 13 May | 22104.05 | 625.50 | - | 500 | -50 | 5,600 | |
| 10 May | 22055.20 | 662.85 | - | 975 | -125 | 5,650 | |
| 9 May | 21957.50 | 722.40 | - | 7,300 | 175 | 5,775 | |
| 8 May | 22302.50 | 463.90 | - | 8,325 | 1,200 | 5,600 | |
| 7 May | 22302.50 | 484.30 | - | 5,300 | 1,150 | 4,400 | |
| 6 May | 22442.70 | 370.50 | - | 11,050 | -750 | 3,250 | |
| 3 May | 22475.85 | 376.70 | - | 22,500 | 4,000 | 4,000 | |
| 2 May | 22648.20 | 249.00 | - | 2,300 | 575 | 3,525 | |
| 30 Apr | 22604.85 | 301.60 | - | 10,650 | 2,950 | 2,950 | |
| 29 Apr | 22643.40 | 764.60 | - | 0 | 0 | 0 | |
| 26 Apr | 22419.95 | 764.60 | - | 0 | 0 | 0 | |
For NIFTY 50 - strike price 22750 expiring on 23MAY2024
Delta for 22750 PE is -
Historical price for 22750 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 265.10, which was -36.90 lower than the previous day. The implied volatity was -, the open interest changed by 15650 which increased total open position to 51800
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 302.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 9150 which increased total open position to 36150
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 348.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 6700 which increased total open position to 27000
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 532.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 4525 which increased total open position to 20300
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 507.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 10175 which increased total open position to 15775
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 625.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 5600
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 662.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 5650
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 722.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 5775
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 463.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 5600
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 484.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1150 which increased total open position to 4400
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 370.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 3250
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 376.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 4000
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 249.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 3525
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 301.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 2950 which increased total open position to 2950
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 764.60, 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 764.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0