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 | 10.80 | 1.00 | - | 68,25,825 | 1,23,575 | 25,16,000 | |||
| 17 May | 22466.10 | 9.80 | - | 2,57,02,325 | 52,975 | 23,92,425 | ||||
| 16 May | 22403.85 | 17.00 | - | 1,48,91,825 | 15,78,875 | 23,39,450 | ||||
| 15 May | 22200.55 | 9.85 | - | 19,71,425 | 2,37,050 | 7,60,575 | ||||
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| 14 May | 22217.85 | 15.45 | - | 13,00,475 | 71,050 | 5,23,525 | ||||
| 13 May | 22104.05 | 16.25 | - | 14,95,425 | 27,575 | 4,52,475 | ||||
| 10 May | 22055.20 | 15.60 | - | 12,27,950 | 28,900 | 4,24,900 | ||||
| 9 May | 21957.50 | 21.45 | - | 10,16,750 | 1,12,650 | 3,96,000 | ||||
| 8 May | 22302.50 | 55.40 | - | 5,66,750 | 2,29,175 | 2,83,350 | ||||
| 7 May | 22302.50 | 61.10 | - | 1,46,875 | 23,300 | 54,175 | ||||
| 6 May | 22442.70 | 111.95 | - | 50,975 | 11,100 | 30,875 | ||||
| 3 May | 22475.85 | 113.20 | - | 29,350 | 19,775 | 19,775 | ||||
| 2 May | 22648.20 | 175.50 | - | 5,175 | 700 | 8,750 | ||||
| 30 Apr | 22604.85 | 171.00 | - | 4,325 | -450 | 8,050 | ||||
| 29 Apr | 22643.40 | 183.45 | - | 29,525 | 6,525 | 8,500 | ||||
| 26 Apr | 22419.95 | 137.40 | - | 5,300 | 1,975 | 1,975 | ||||
For NIFTY 50 - strike price 22900 expiring on 23MAY2024
Delta for 22900 CE is -
Historical price for 22900 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 10.80, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by 123575 which increased total open position to 2516000
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 9.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 52975 which increased total open position to 2392425
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 17.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1578875 which increased total open position to 2339450
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 9.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 237050 which increased total open position to 760575
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 15.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 71050 which increased total open position to 523525
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 16.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 27575 which increased total open position to 452475
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 15.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 28900 which increased total open position to 424900
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 21.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 112650 which increased total open position to 396000
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 55.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 229175 which increased total open position to 283350
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 61.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 23300 which increased total open position to 54175
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 111.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 11100 which increased total open position to 30875
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 113.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 19775 which increased total open position to 19775
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 175.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 8750
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 171.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 8050
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 183.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 6525 which increased total open position to 8500
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 137.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1975 which increased total open position to 1975
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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 | 394.50 | -37.40 | - | 23,600 | 725 | 38,300 |
| 17 May | 22466.10 | 431.90 | - | 1,94,475 | 13,550 | 37,575 | |
| 16 May | 22403.85 | 475.10 | - | 36,100 | 4,100 | 24,025 | |
| 15 May | 22200.55 | 667.85 | - | 18,025 | 4,925 | 19,925 | |
| 14 May | 22217.85 | 637.65 | - | 6,400 | 5,050 | 15,000 | |
| 13 May | 22104.05 | 760.00 | - | 250 | -50 | 9,950 | |
| 10 May | 22055.20 | 824.65 | - | 25 | 0 | 10,000 | |
| 9 May | 21957.50 | 880.00 | - | 775 | -50 | 10,000 | |
| 8 May | 22302.50 | 583.65 | - | 25,875 | 8,150 | 10,050 | |
| 7 May | 22302.50 | 596.70 | - | 4,650 | -200 | 1,900 | |
| 6 May | 22442.70 | 464.95 | - | 7,525 | -575 | 2,100 | |
| 3 May | 22475.85 | 448.75 | - | 4,625 | 2,675 | 2,675 | |
| 2 May | 22648.20 | 332.00 | - | 225 | 150 | 2,525 | |
| 30 Apr | 22604.85 | 379.60 | - | 5,475 | 2,375 | 2,375 | |
| 29 Apr | 22643.40 | 877.35 | - | 0 | 0 | 0 | |
| 26 Apr | 22419.95 | 877.35 | - | 0 | 0 | 0 | |
For NIFTY 50 - strike price 22900 expiring on 23MAY2024
Delta for 22900 PE is -
Historical price for 22900 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 394.50, which was -37.40 lower than the previous day. The implied volatity was -, the open interest changed by 725 which increased total open position to 38300
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 431.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 13550 which increased total open position to 37575
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 475.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 4100 which increased total open position to 24025
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 667.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 4925 which increased total open position to 19925
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 637.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 5050 which increased total open position to 15000
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 760.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 9950
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 824.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10000
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 880.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 10000
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 583.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 8150 which increased total open position to 10050
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 596.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 1900
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 464.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -575 which decreased total open position to 2100
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 448.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2675 which increased total open position to 2675
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 332.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 2525
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 379.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 2375 which increased total open position to 2375
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 877.35, 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 877.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0