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 | |||
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| 18 May | 22502.00 | 5.50 | 0.65 | - | 1,05,11,925 | 4,68,125 | 56,42,175 | |||
| 17 May | 22466.10 | 4.85 | - | 3,31,72,375 | 19,00,775 | 51,74,050 | ||||
| 16 May | 22403.85 | 9.90 | - | 1,92,43,125 | 20,32,400 | 32,73,275 | ||||
| 15 May | 22200.55 | 6.10 | - | 34,85,300 | 3,02,175 | 12,40,875 | ||||
| 14 May | 22217.85 | 10.80 | - | 23,11,875 | 3,50,825 | 9,38,700 | ||||
| 13 May | 22104.05 | 12.00 | - | 23,06,800 | 1,55,975 | 5,87,875 | ||||
| 10 May | 22055.20 | 10.30 | - | 15,02,125 | 57,300 | 4,31,900 | ||||
| 9 May | 21957.50 | 15.80 | - | 8,73,175 | 1,32,675 | 3,74,600 | ||||
| 8 May | 22302.50 | 37.50 | - | 6,46,725 | 91,600 | 2,41,925 | ||||
| 7 May | 22302.50 | 45.65 | - | 3,29,650 | 63,325 | 1,50,325 | ||||
| 6 May | 22442.70 | 75.00 | - | 2,12,775 | 20,825 | 87,000 | ||||
| 3 May | 22475.85 | 82.00 | - | 1,63,450 | 66,175 | 66,175 | ||||
| 2 May | 22648.20 | 139.95 | - | 28,025 | 5,200 | 25,025 | ||||
| 30 Apr | 22604.85 | 131.65 | - | 35,000 | 1,325 | 19,825 | ||||
| 29 Apr | 22643.40 | 142.00 | - | 45,700 | -1,625 | 18,500 | ||||
| 26 Apr | 22419.95 | 102.00 | - | 31,475 | 4,525 | 20,125 | ||||
For NIFTY 50 - strike price 23000 expiring on 23MAY2024
Delta for 23000 CE is -
Historical price for 23000 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 5.50, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 468125 which increased total open position to 5642175
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 4.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1900775 which increased total open position to 5174050
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 9.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 2032400 which increased total open position to 3273275
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 6.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 302175 which increased total open position to 1240875
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 10.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 350825 which increased total open position to 938700
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 12.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 155975 which increased total open position to 587875
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 10.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 57300 which increased total open position to 431900
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 15.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 132675 which increased total open position to 374600
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 37.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 91600 which increased total open position to 241925
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 45.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 63325 which increased total open position to 150325
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 75.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 20825 which increased total open position to 87000
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 82.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 66175 which increased total open position to 66175
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 139.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 5200 which increased total open position to 25025
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 131.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1325 which increased total open position to 19825
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 142.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1625 which decreased total open position to 18500
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 102.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4525 which increased total open position to 20125
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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 | 490.00 | -35.40 | - | 99,650 | 11,475 | 2,44,000 |
| 17 May | 22466.10 | 525.40 | - | 6,49,050 | 89,775 | 2,32,525 | |
| 16 May | 22403.85 | 571.10 | - | 2,28,775 | 1,15,250 | 1,42,750 | |
| 15 May | 22200.55 | 759.55 | - | 19,275 | 7,625 | 27,500 | |
| 14 May | 22217.85 | 734.80 | - | 15,250 | 5,725 | 19,875 | |
| 13 May | 22104.05 | 833.10 | - | 2,900 | -275 | 14,150 | |
| 10 May | 22055.20 | 911.65 | - | 9,025 | -250 | 14,425 | |
| 9 May | 21957.50 | 957.95 | - | 8,475 | -1,775 | 14,675 | |
| 8 May | 22302.50 | 662.40 | - | 16,125 | 100 | 16,450 | |
| 7 May | 22302.50 | 685.55 | - | 9,950 | -25 | 16,350 | |
| 6 May | 22442.70 | 535.80 | - | 18,475 | -2,325 | 16,375 | |
| 3 May | 22475.85 | 538.00 | - | 18,425 | 18,700 | 18,700 | |
| 2 May | 22648.20 | 381.10 | - | 10,700 | 2,500 | 18,475 | |
| 30 Apr | 22604.85 | 437.40 | - | 27,550 | 15,725 | 15,975 | |
| 29 Apr | 22643.40 | 415.00 | - | 675 | 250 | 250 | |
| 26 Apr | 22419.95 | 657.35 | - | 0 | 50 | 0 | |
For NIFTY 50 - strike price 23000 expiring on 23MAY2024
Delta for 23000 PE is -
Historical price for 23000 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 490.00, which was -35.40 lower than the previous day. The implied volatity was -, the open interest changed by 11475 which increased total open position to 244000
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 525.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 89775 which increased total open position to 232525
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 571.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 115250 which increased total open position to 142750
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 759.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 7625 which increased total open position to 27500
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 734.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 5725 which increased total open position to 19875
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 833.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -275 which decreased total open position to 14150
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 911.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 14425
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 957.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -1775 which decreased total open position to 14675
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 662.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 16450
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 685.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 16350
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 535.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -2325 which decreased total open position to 16375
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 538.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 18700 which increased total open position to 18700
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 381.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 2500 which increased total open position to 18475
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 437.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 15725 which increased total open position to 15975
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 415.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 250
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 657.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0