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 | 7.50 | 0.40 | - | 48,73,225 | 1,12,525 | 10,68,875 | |||
| 17 May | 22466.10 | 7.10 | - | 1,89,39,000 | 4,70,350 | 9,56,350 | ||||
| 16 May | 22403.85 | 13.05 | - | 59,27,325 | 3,03,300 | 4,86,000 | ||||
| 15 May | 22200.55 | 7.80 | - | 10,99,850 | 74,275 | 1,82,700 | ||||
| 14 May | 22217.85 | 12.10 | - | 5,19,175 | 27,050 | 1,08,425 | ||||
| 13 May | 22104.05 | 14.95 | - | 3,87,225 | 47,225 | 81,375 | ||||
| 10 May | 22055.20 | 12.00 | - | 1,74,650 | 8,800 | 34,150 | ||||
| 9 May | 21957.50 | 17.90 | - | 1,21,775 | 6,100 | 25,350 | ||||
| 8 May | 22302.50 | 45.90 | - | 39,850 | 12,275 | 19,250 | ||||
| 7 May | 22302.50 | 55.80 | - | 14,000 | 1,700 | 6,975 | ||||
| 6 May | 22442.70 | 89.20 | - | 11,950 | 3,550 | 5,275 | ||||
| 3 May | 22475.85 | 95.00 | - | 5,025 | 1,725 | 1,725 | ||||
| 2 May | 22648.20 | 159.50 | - | 1,350 | 200 | 500 | ||||
| 30 Apr | 22604.85 | 193.25 | - | 300 | 300 | 300 | ||||
| 29 Apr | 22643.40 | 163.55 | - | 250 | 0 | 0 | ||||
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| 26 Apr | 22419.95 | 121.90 | - | 0 | 0 | 0 | ||||
For NIFTY 50 - strike price 22950 expiring on 23MAY2024
Delta for 22950 CE is -
Historical price for 22950 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 7.50, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by 112525 which increased total open position to 1068875
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 7.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 470350 which increased total open position to 956350
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 13.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 303300 which increased total open position to 486000
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 7.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 74275 which increased total open position to 182700
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 12.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 27050 which increased total open position to 108425
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 14.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 47225 which increased total open position to 81375
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 12.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 8800 which increased total open position to 34150
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 17.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 6100 which increased total open position to 25350
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 45.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 12275 which increased total open position to 19250
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 55.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1700 which increased total open position to 6975
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 89.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 3550 which increased total open position to 5275
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 95.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1725 which increased total open position to 1725
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 159.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 500
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 193.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 300
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 163.55, 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 121.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased 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 | 443.50 | -36.50 | - | 3,450 | 1,375 | 30,175 |
| 17 May | 22466.10 | 480.00 | - | 29,500 | 6,650 | 28,800 | |
| 16 May | 22403.85 | 524.10 | - | 10,925 | 1,625 | 22,150 | |
| 15 May | 22200.55 | 716.10 | - | 10,425 | 10,025 | 20,525 | |
| 14 May | 22217.85 | 681.35 | - | 10,700 | 10,025 | 10,500 | |
| 13 May | 22104.05 | 784.80 | - | 225 | 475 | 475 | |
| 10 May | 22055.20 | 505.90 | - | 0 | 0 | 0 | |
| 9 May | 21957.50 | 505.90 | - | 0 | 0 | 475 | |
| 8 May | 22302.50 | 505.90 | - | 0 | 0 | 475 | |
| 7 May | 22302.50 | 505.90 | - | 0 | 475 | 475 | |
| 6 May | 22442.70 | 505.90 | - | 0 | 300 | 0 | |
| 3 May | 22475.85 | 505.90 | - | 925 | 300 | 300 | |
| 2 May | 22648.20 | 916.40 | - | 0 | 0 | 0 | |
| 30 Apr | 22604.85 | 916.40 | - | 0 | 0 | 0 | |
| 29 Apr | 22643.40 | 0.00 | - | 0 | 0 | 0 | |
| 26 Apr | 22419.95 | 0.00 | - | 0 | 0 | 0 | |
For NIFTY 50 - strike price 22950 expiring on 23MAY2024
Delta for 22950 PE is -
Historical price for 22950 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 443.50, which was -36.50 lower than the previous day. The implied volatity was -, the open interest changed by 1375 which increased total open position to 30175
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 480.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6650 which increased total open position to 28800
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 524.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1625 which increased total open position to 22150
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 716.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 10025 which increased total open position to 20525
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 681.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 10025 which increased total open position to 10500
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 784.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 475
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 505.90, 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 9 May NIFTY was trading at 21957.50. The strike last trading price was 505.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 475
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 505.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 475
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 505.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 475
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 505.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 0
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 505.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 300
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 916.40, 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 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 916.40, 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 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 0.00, 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 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0