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 | - | 27,37,150 | -2,25,850 | 18,78,125 | |||
| 17 May | 22466.10 | 1.40 | - | 1,18,94,700 | 12,31,375 | 21,03,975 | ||||
| 16 May | 22403.85 | 2.20 | - | 42,37,000 | 6,09,500 | 8,72,600 | ||||
| 15 May | 22200.55 | 2.00 | - | 5,69,175 | 1,15,075 | 2,63,100 | ||||
| 14 May | 22217.85 | 3.65 | - | 2,82,400 | 49,350 | 1,48,025 | ||||
| 13 May | 22104.05 | 5.15 | - | 4,13,850 | 18,675 | 98,675 | ||||
| 10 May | 22055.20 | 4.90 | - | 1,98,125 | 1,025 | 80,000 | ||||
| 9 May | 21957.50 | 8.55 | - | 3,08,675 | -33,275 | 78,975 | ||||
| 8 May | 22302.50 | 12.10 | - | 2,18,825 | -3,950 | 1,12,250 | ||||
| 7 May | 22302.50 | 16.35 | - | 1,64,075 | 16,625 | 1,16,200 | ||||
| 6 May | 22442.70 | 26.00 | - | 2,01,775 | 25,400 | 99,575 | ||||
| 3 May | 22475.85 | 29.20 | - | 1,49,275 | 74,175 | 74,175 | ||||
| 2 May | 22648.20 | 51.60 | - | 58,275 | 27,350 | 38,325 | ||||
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| 30 Apr | 22604.85 | 49.90 | - | 9,400 | 2,250 | 10,975 | ||||
| 29 Apr | 22643.40 | 60.00 | - | 10,525 | 7,225 | 8,725 | ||||
| 26 Apr | 22419.95 | 43.45 | - | 2,025 | 1,500 | 1,500 | ||||
For NIFTY 50 - strike price 23300 expiring on 23MAY2024
Delta for 23300 CE is -
Historical price for 23300 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 -225850 which decreased total open position to 1878125
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 1231375 which increased total open position to 2103975
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 2.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 609500 which increased total open position to 872600
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 2.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 115075 which increased total open position to 263100
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 3.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 49350 which increased total open position to 148025
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 5.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 18675 which increased total open position to 98675
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 4.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1025 which increased total open position to 80000
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 8.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -33275 which decreased total open position to 78975
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 12.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -3950 which decreased total open position to 112250
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 16.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 16625 which increased total open position to 116200
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 26.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 25400 which increased total open position to 99575
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 29.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 74175 which increased total open position to 74175
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 51.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 27350 which increased total open position to 38325
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 49.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 10975
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 60.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 7225 which increased total open position to 8725
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 43.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1500
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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 | 791.95 | -50.05 | - | 175 | 75 | 1,950 |
| 17 May | 22466.10 | 842.00 | - | 225 | -100 | 1,875 | |
| 16 May | 22403.85 | 864.30 | - | 1,250 | 1,050 | 1,975 | |
| 15 May | 22200.55 | 1048.15 | - | 275 | 25 | 925 | |
| 14 May | 22217.85 | 1027.90 | - | 250 | 525 | 900 | |
| 13 May | 22104.05 | 1124.20 | - | 600 | 350 | 375 | |
| 10 May | 22055.20 | 1185.10 | - | 100 | 0 | 25 | |
| 9 May | 21957.50 | 541.60 | - | 0 | 0 | 25 | |
| 8 May | 22302.50 | 541.60 | - | 0 | 0 | 25 | |
| 7 May | 22302.50 | 541.60 | - | 0 | 0 | 25 | |
| 6 May | 22442.70 | 541.60 | - | 0 | 0 | 25 | |
| 3 May | 22475.85 | 541.60 | - | 0 | 25 | 25 | |
| 2 May | 22648.20 | 541.60 | - | 0 | 0 | 25 | |
| 30 Apr | 22604.85 | 541.60 | - | 50 | 25 | 25 | |
| 29 Apr | 22643.40 | 0.00 | - | 0 | 0 | 0 | |
| 26 Apr | 22419.95 | 0.00 | - | 0 | 0 | 0 | |
For NIFTY 50 - strike price 23300 expiring on 23MAY2024
Delta for 23300 PE is -
Historical price for 23300 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 791.95, which was -50.05 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1950
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 842.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 1875
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 864.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 1975
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1048.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 925
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1027.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 900
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1124.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 375
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 1185.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 541.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 541.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 541.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 541.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 541.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 541.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 541.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25
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