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 | 3.05 | 0.60 | - | 41,06,950 | -36,300 | 19,71,900 | |||
| 17 May | 22466.10 | 2.45 | - | 1,55,28,850 | 9,33,100 | 20,08,200 | ||||
| 16 May | 22403.85 | 5.70 | - | 75,12,825 | 6,06,700 | 10,75,100 | ||||
| 15 May | 22200.55 | 3.65 | - | 14,90,875 | 2,61,375 | 4,68,400 | ||||
| 14 May | 22217.85 | 7.20 | - | 7,56,425 | 76,700 | 2,07,025 | ||||
| 13 May | 22104.05 | 9.35 | - | 7,15,275 | 24,425 | 1,30,325 | ||||
| 10 May | 22055.20 | 8.05 | - | 4,29,775 | 15,550 | 1,05,900 | ||||
| 9 May | 21957.50 | 13.40 | - | 9,63,600 | -86,275 | 90,350 | ||||
| 8 May | 22302.50 | 23.25 | - | 4,29,875 | 32,850 | 1,76,625 | ||||
| 7 May | 22302.50 | 32.05 | - | 1,98,800 | 18,675 | 1,43,775 | ||||
| 6 May | 22442.70 | 53.00 | - | 2,43,850 | 40,000 | 1,25,100 | ||||
| 3 May | 22475.85 | 58.20 | - | 1,92,400 | 85,100 | 85,100 | ||||
| 2 May | 22648.20 | 100.10 | - | 25,875 | 16,375 | 24,775 | ||||
| 30 Apr | 22604.85 | 98.55 | - | 14,500 | 7,975 | 8,400 | ||||
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| 29 Apr | 22643.40 | 111.25 | - | 1,100 | 425 | 425 | ||||
| 26 Apr | 22419.95 | 77.85 | - | 0 | 0 | 0 | ||||
For NIFTY 50 - strike price 23100 expiring on 23MAY2024
Delta for 23100 CE is -
Historical price for 23100 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 3.05, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by -36300 which decreased total open position to 1971900
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 2.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 933100 which increased total open position to 2008200
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 5.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 606700 which increased total open position to 1075100
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 3.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 261375 which increased total open position to 468400
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 7.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 76700 which increased total open position to 207025
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 9.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 24425 which increased total open position to 130325
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 8.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 15550 which increased total open position to 105900
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 13.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -86275 which decreased total open position to 90350
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 23.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 32850 which increased total open position to 176625
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 32.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 18675 which increased total open position to 143775
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 53.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 125100
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 58.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 85100 which increased total open position to 85100
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 100.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 16375 which increased total open position to 24775
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 98.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 7975 which increased total open position to 8400
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 111.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 425
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 77.85, 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 | 585.00 | -43.20 | - | 725 | -25 | 7,700 |
| 17 May | 22466.10 | 628.20 | - | 6,625 | 1,125 | 7,725 | |
| 16 May | 22403.85 | 674.20 | - | 3,950 | 1,475 | 6,600 | |
| 15 May | 22200.55 | 858.60 | - | 3,775 | -2,175 | 5,125 | |
| 14 May | 22217.85 | 900.00 | - | 100 | 0 | 7,300 | |
| 13 May | 22104.05 | 1060.00 | - | 600 | -825 | 7,300 | |
| 10 May | 22055.20 | 1004.00 | - | 1,900 | -1,100 | 8,125 | |
| 9 May | 21957.50 | 1063.90 | - | 3,300 | -2,100 | 9,225 | |
| 8 May | 22302.50 | 727.40 | - | 8,850 | -3,000 | 11,325 | |
| 7 May | 22302.50 | 767.00 | - | 2,425 | -500 | 14,325 | |
| 6 May | 22442.70 | 619.50 | - | 4,975 | -375 | 14,825 | |
| 3 May | 22475.85 | 549.30 | - | 800 | 15,200 | 15,200 | |
| 2 May | 22648.20 | 427.50 | - | 15,375 | 100 | 15,125 | |
| 30 Apr | 22604.85 | 427.50 | - | 15,375 | 15,025 | 15,025 | |
| 29 Apr | 22643.40 | 0.00 | - | 0 | 0 | 0 | |
| 26 Apr | 22419.95 | 0.00 | - | 0 | 0 | 0 | |
For NIFTY 50 - strike price 23100 expiring on 23MAY2024
Delta for 23100 PE is -
Historical price for 23100 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 585.00, which was -43.20 lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 7700
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 628.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 7725
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 674.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1475 which increased total open position to 6600
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 858.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -2175 which decreased total open position to 5125
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 900.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7300
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1060.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -825 which decreased total open position to 7300
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 1004.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1100 which decreased total open position to 8125
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 1063.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -2100 which decreased total open position to 9225
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 727.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -3000 which decreased total open position to 11325
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 767.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -500 which decreased total open position to 14325
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 619.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 14825
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 549.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 15200 which increased total open position to 15200
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 427.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 15125
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 427.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 15025 which increased total open position to 15025
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