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 | 1.45 | 0.15 | - | 8,74,550 | 30,550 | 5,97,300 | |||
| 17 May | 22466.10 | 1.30 | - | 38,25,775 | 1,91,975 | 5,66,750 | ||||
| 16 May | 22403.85 | 2.10 | - | 11,51,325 | 1,97,000 | 3,74,775 | ||||
| 15 May | 22200.55 | 1.90 | - | 4,02,575 | 59,175 | 1,77,775 | ||||
| 14 May | 22217.85 | 3.40 | - | 2,69,625 | 96,425 | 1,18,600 | ||||
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| 13 May | 22104.05 | 4.35 | - | 1,09,300 | 6,675 | 22,175 | ||||
| 10 May | 22055.20 | 4.05 | - | 37,425 | 6,175 | 15,500 | ||||
| 9 May | 21957.50 | 8.35 | - | 21,825 | 150 | 9,325 | ||||
| 8 May | 22302.50 | 11.10 | - | 10,650 | 325 | 9,175 | ||||
| 7 May | 22302.50 | 13.95 | - | 9,325 | -3,350 | 8,850 | ||||
| 6 May | 22442.70 | 22.10 | - | 14,150 | 6,300 | 12,200 | ||||
| 3 May | 22475.85 | 25.80 | - | 7,250 | 5,900 | 5,900 | ||||
| 2 May | 22648.20 | 42.55 | - | 2,150 | 1,450 | 2,975 | ||||
| 30 Apr | 22604.85 | 44.55 | - | 1,575 | 1,525 | 1,525 | ||||
| 29 Apr | 22643.40 | 49.50 | - | 0 | 250 | 0 | ||||
| 26 Apr | 22419.95 | 49.50 | - | 125 | 250 | 700 | ||||
For NIFTY 50 - strike price 23350 expiring on 23MAY2024
Delta for 23350 CE is -
Historical price for 23350 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1.45, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 30550 which increased total open position to 597300
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 191975 which increased total open position to 566750
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 2.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 197000 which increased total open position to 374775
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 59175 which increased total open position to 177775
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 3.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 96425 which increased total open position to 118600
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 4.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 6675 which increased total open position to 22175
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 4.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 6175 which increased total open position to 15500
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 8.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 9325
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 11.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 9175
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 13.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -3350 which decreased total open position to 8850
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 22.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 6300 which increased total open position to 12200
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 25.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 5900 which increased total open position to 5900
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 42.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1450 which increased total open position to 2975
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 44.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1525 which increased total open position to 1525
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 49.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 0
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 49.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 700
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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 | 843.10 | -20.20 | - | 150 | 75 | 1,675 |
| 17 May | 22466.10 | 863.30 | - | 225 | 25 | 1,600 | |
| 16 May | 22403.85 | 914.75 | - | 625 | 925 | 1,575 | |
| 15 May | 22200.55 | 1098.30 | - | 350 | 150 | 650 | |
| 14 May | 22217.85 | 1064.95 | - | 150 | 300 | 500 | |
| 13 May | 22104.05 | 1172.30 | - | 500 | 200 | 200 | |
| 10 May | 22055.20 | 1250.90 | - | 0 | 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 23350 expiring on 23MAY2024
Delta for 23350 PE is -
Historical price for 23350 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 843.10, which was -20.20 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1675
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 863.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1600
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 914.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 925 which increased total open position to 1575
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1098.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 650
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1064.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 500
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1172.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 1250.90, 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