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 | 4.00 | 0.40 | - | 31,79,775 | 2,12,750 | 8,65,800 | |||
| 17 May | 22466.10 | 3.60 | - | 1,15,05,500 | 2,25,800 | 6,53,050 | ||||
| 16 May | 22403.85 | 7.55 | - | 33,41,150 | 1,82,700 | 4,27,250 | ||||
| 15 May | 22200.55 | 4.85 | - | 9,06,075 | 1,55,575 | 2,44,550 | ||||
| 14 May | 22217.85 | 9.45 | - | 3,78,900 | 52,325 | 88,975 | ||||
| 13 May | 22104.05 | 10.20 | - | 2,13,125 | 6,000 | 36,650 | ||||
| 10 May | 22055.20 | 9.05 | - | 1,55,675 | 4,400 | 30,650 | ||||
| 9 May | 21957.50 | 14.55 | - | 1,05,300 | -1,050 | 26,250 | ||||
| 8 May | 22302.50 | 30.75 | - | 1,06,925 | 8,000 | 27,300 | ||||
| 7 May | 22302.50 | 38.30 | - | 30,575 | 15,575 | 19,300 | ||||
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| 6 May | 22442.70 | 64.25 | - | 10,775 | 1,200 | 3,725 | ||||
| 3 May | 22475.85 | 71.00 | - | 1,225 | 2,525 | 2,525 | ||||
| 2 May | 22648.20 | 122.50 | - | 1,825 | 175 | 2,375 | ||||
| 30 Apr | 22604.85 | 119.90 | - | 3,525 | 1,400 | 2,200 | ||||
| 29 Apr | 22643.40 | 102.90 | - | 1,250 | 0 | 800 | ||||
| 26 Apr | 22419.95 | 76.65 | - | 1,600 | 800 | 800 | ||||
For NIFTY 50 - strike price 23050 expiring on 23MAY2024
Delta for 23050 CE is -
Historical price for 23050 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 4.00, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by 212750 which increased total open position to 865800
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 3.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 225800 which increased total open position to 653050
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 7.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 182700 which increased total open position to 427250
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 4.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 155575 which increased total open position to 244550
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 9.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 52325 which increased total open position to 88975
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 10.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 36650
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 9.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 4400 which increased total open position to 30650
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 14.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -1050 which decreased total open position to 26250
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 30.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 27300
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 38.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 15575 which increased total open position to 19300
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 64.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 3725
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 71.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2525 which increased total open position to 2525
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 122.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 2375
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 119.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 2200
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 102.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 800
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 76.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 800
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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 | 563.45 | -25.00 | - | 100 | -25 | 625 |
| 17 May | 22466.10 | 588.45 | - | 1,525 | 325 | 650 | |
| 16 May | 22403.85 | 614.80 | - | 825 | 325 | 325 | |
| 15 May | 22200.55 | 913.80 | - | 0 | 0 | 0 | |
| 14 May | 22217.85 | 913.80 | - | 0 | 0 | 0 | |
| 13 May | 22104.05 | 913.80 | - | 25 | 0 | 0 | |
| 10 May | 22055.20 | 996.45 | - | 0 | 0 | 0 | |
| 9 May | 21957.50 | 996.45 | - | 0 | 0 | 0 | |
| 8 May | 22302.50 | 996.45 | - | 0 | 0 | 0 | |
| 7 May | 22302.50 | 996.45 | - | 0 | 0 | 0 | |
| 6 May | 22442.70 | 996.45 | - | 0 | 0 | 0 | |
| 3 May | 22475.85 | 996.45 | - | 0 | 0 | 0 | |
| 2 May | 22648.20 | 996.45 | - | 0 | 0 | 0 | |
| 30 Apr | 22604.85 | 996.45 | - | 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 23050 expiring on 23MAY2024
Delta for 23050 PE is -
Historical price for 23050 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 563.45, which was -25.00 lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 625
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 588.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 650
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 614.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 325
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 913.80, 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 14 May NIFTY was trading at 22217.85. The strike last trading price was 913.80, 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 13 May NIFTY was trading at 22104.05. The strike last trading price was 913.80, 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 10 May NIFTY was trading at 22055.20. The strike last trading price was 996.45, 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 996.45, 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 8 May NIFTY was trading at 22302.50. The strike last trading price was 996.45, 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 7 May NIFTY was trading at 22302.50. The strike last trading price was 996.45, 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 6 May NIFTY was trading at 22442.70. The strike last trading price was 996.45, 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 3 May NIFTY was trading at 22475.85. The strike last trading price was 996.45, 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 2 May NIFTY was trading at 22648.20. The strike last trading price was 996.45, 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 996.45, 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