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 | 1.75 | 0.10 | - | 37,34,175 | 2,45,950 | 28,25,900 | |||
| 17 May | 22466.10 | 1.65 | - | 1,70,30,550 | 10,01,900 | 25,79,950 | ||||
| 16 May | 22403.85 | 3.30 | - | 71,81,975 | 12,36,700 | 15,78,050 | ||||
| 15 May | 22200.55 | 2.55 | - | 10,27,400 | 94,050 | 3,41,350 | ||||
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| 14 May | 22217.85 | 5.10 | - | 6,04,425 | 1,32,125 | 2,47,300 | ||||
| 13 May | 22104.05 | 6.65 | - | 4,79,875 | 30,425 | 1,15,175 | ||||
| 10 May | 22055.20 | 5.65 | - | 1,77,925 | 9,275 | 84,750 | ||||
| 9 May | 21957.50 | 9.15 | - | 4,12,825 | -10,325 | 75,475 | ||||
| 8 May | 22302.50 | 17.45 | - | 2,07,625 | 5,025 | 85,800 | ||||
| 7 May | 22302.50 | 22.00 | - | 1,69,125 | 21,850 | 80,775 | ||||
| 6 May | 22442.70 | 37.35 | - | 1,57,275 | 32,525 | 58,925 | ||||
| 3 May | 22475.85 | 43.00 | - | 79,075 | 26,400 | 26,400 | ||||
| 2 May | 22648.20 | 73.00 | - | 12,775 | 450 | 13,775 | ||||
| 30 Apr | 22604.85 | 70.00 | - | 20,925 | 3,650 | 13,325 | ||||
| 29 Apr | 22643.40 | 78.65 | - | 12,025 | 675 | 9,675 | ||||
| 26 Apr | 22419.95 | 61.05 | - | 22,725 | 3,000 | 9,000 | ||||
For NIFTY 50 - strike price 23200 expiring on 23MAY2024
Delta for 23200 CE is -
Historical price for 23200 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1.75, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 245950 which increased total open position to 2825900
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1001900 which increased total open position to 2579950
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 3.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1236700 which increased total open position to 1578050
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 2.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 94050 which increased total open position to 341350
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 5.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 132125 which increased total open position to 247300
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 6.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 30425 which increased total open position to 115175
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 5.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 9275 which increased total open position to 84750
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 9.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -10325 which decreased total open position to 75475
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 17.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 5025 which increased total open position to 85800
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 22.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 21850 which increased total open position to 80775
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 37.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 32525 which increased total open position to 58925
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 43.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 26400 which increased total open position to 26400
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 73.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 13775
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 70.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3650 which increased total open position to 13325
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 78.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 9675
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 61.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 9000
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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 | 688.00 | -32.50 | - | 1,975 | 575 | 11,650 |
| 17 May | 22466.10 | 720.50 | - | 7,025 | 875 | 11,075 | |
| 16 May | 22403.85 | 774.65 | - | 11,675 | 8,400 | 10,200 | |
| 15 May | 22200.55 | 950.15 | - | 350 | 100 | 1,800 | |
| 14 May | 22217.85 | 921.35 | - | 325 | -50 | 1,700 | |
| 13 May | 22104.05 | 1028.55 | - | 100 | 1,750 | 1,750 | |
| 10 May | 22055.20 | 837.20 | - | 0 | -150 | 0 | |
| 9 May | 21957.50 | 837.20 | - | 0 | -150 | 1,750 | |
| 8 May | 22302.50 | 837.20 | - | 1,975 | -25 | 1,900 | |
| 7 May | 22302.50 | 840.55 | - | 450 | 25 | 1,925 | |
| 6 May | 22442.70 | 704.05 | - | 1,925 | 100 | 1,900 | |
| 3 May | 22475.85 | 594.15 | - | 25 | 1,800 | 1,800 | |
| 2 May | 22648.20 | 520.00 | - | 1,825 | 1,800 | 1,800 | |
| 30 Apr | 22604.85 | 532.00 | - | 25 | 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 23200 expiring on 23MAY2024
Delta for 23200 PE is -
Historical price for 23200 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 688.00, which was -32.50 lower than the previous day. The implied volatity was -, the open interest changed by 575 which increased total open position to 11650
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 720.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 11075
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 774.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 8400 which increased total open position to 10200
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 950.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1800
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 921.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 1700
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1028.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 1750
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 837.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 0
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 837.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 1750
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 837.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 1900
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 840.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1925
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 704.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1900
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 594.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 1800
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 520.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 1800
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 532.00, 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 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