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 | 1.55 | 0.15 | - | 12,04,750 | 1,68,050 | 9,36,825 | |||
| 17 May | 22466.10 | 1.40 | - | 73,24,000 | 3,90,800 | 7,68,775 | ||||
| 16 May | 22403.85 | 2.90 | - | 15,96,725 | 1,07,700 | 3,77,975 | ||||
| 15 May | 22200.55 | 2.75 | - | 6,93,125 | 1,46,925 | 2,70,275 | ||||
| 14 May | 22217.85 | 4.35 | - | 2,70,000 | 5,700 | 1,23,350 | ||||
| 13 May | 22104.05 | 5.55 | - | 4,69,325 | 1,03,975 | 1,17,650 | ||||
| 10 May | 22055.20 | 5.50 | - | 35,350 | 525 | 13,675 | ||||
| 9 May | 21957.50 | 9.20 | - | 45,400 | -1,675 | 13,150 | ||||
| 8 May | 22302.50 | 14.70 | - | 83,050 | -20,050 | 14,825 | ||||
| 7 May | 22302.50 | 19.00 | - | 45,975 | 11,100 | 34,875 | ||||
| 6 May | 22442.70 | 31.30 | - | 40,325 | 19,575 | 23,775 | ||||
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| 3 May | 22475.85 | 35.60 | - | 7,225 | 4,200 | 4,200 | ||||
| 2 May | 22648.20 | 84.25 | - | 75 | 0 | 0 | ||||
| 30 Apr | 22604.85 | 71.55 | - | 0 | 0 | 0 | ||||
| 29 Apr | 22643.40 | 71.55 | - | 0 | 0 | 0 | ||||
| 26 Apr | 22419.95 | 71.55 | - | 0 | 0 | 0 | ||||
For NIFTY 50 - strike price 23250 expiring on 23MAY2024
Delta for 23250 CE is -
Historical price for 23250 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1.55, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 168050 which increased total open position to 936825
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 390800 which increased total open position to 768775
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 2.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 107700 which increased total open position to 377975
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 146925 which increased total open position to 270275
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 4.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 5700 which increased total open position to 123350
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 5.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 103975 which increased total open position to 117650
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 5.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 13675
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 9.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -1675 which decreased total open position to 13150
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 14.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -20050 which decreased total open position to 14825
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 19.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 11100 which increased total open position to 34875
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 31.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 19575 which increased total open position to 23775
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 35.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 4200 which increased total open position to 4200
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 84.25, 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 71.55, 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 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 71.55, 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 71.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 769.80 | 0.00 | - | 0 | 150 | 0 |
| 17 May | 22466.10 | 769.80 | - | 475 | 150 | 1,350 | |
| 16 May | 22403.85 | 796.65 | - | 550 | 650 | 1,200 | |
| 15 May | 22200.55 | 967.80 | - | 350 | 100 | 550 | |
| 14 May | 22217.85 | 968.20 | - | 100 | 50 | 450 | |
| 13 May | 22104.05 | 1107.00 | - | 50 | 400 | 400 | |
| 10 May | 22055.20 | 1146.70 | - | 400 | 0 | 0 | |
| 9 May | 21957.50 | 0.00 | - | 0 | 0 | 0 | |
| 8 May | 22302.50 | 0.00 | - | 0 | 0 | 0 | |
| 7 May | 22302.50 | 0.00 | - | 0 | 0 | 0 | |
| 6 May | 22442.70 | 0.00 | - | 0 | 0 | 0 | |
| 3 May | 22475.85 | 0.00 | - | 0 | 0 | 0 | |
| 2 May | 22648.20 | 0.00 | - | 0 | 0 | 0 | |
| 30 Apr | 22604.85 | 0.00 | - | 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 23250 expiring on 23MAY2024
Delta for 23250 PE is -
Historical price for 23250 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 769.80, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 769.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1350
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 796.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 650 which increased total open position to 1200
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 967.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 550
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 968.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 450
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1107.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 400
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 1146.70, 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 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 8 May NIFTY was trading at 22302.50. 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 7 May NIFTY was trading at 22302.50. 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 6 May NIFTY was trading at 22442.70. 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 3 May NIFTY was trading at 22475.85. 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 2 May NIFTY was trading at 22648.20. 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 30 Apr NIFTY was trading at 22604.85. 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 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