NIFTY
NIFTY 50
Historical option data for NIFTY
18 May 2024 04:08 PM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 18 May | 22502.00 | 1.25 | -0.10 | - | 40,49,950 | 1,19,025 | 31,30,975 | |||
| 17 May | 22466.10 | 1.35 | - | 1,59,36,800 | 5,56,375 | 30,11,950 | ||||
| 16 May | 22403.85 | 1.55 | - | 81,20,725 | 18,17,550 | 24,55,575 | ||||
| 15 May | 22200.55 | 1.60 | - | 11,44,450 | 3,74,775 | 6,38,025 | ||||
| 14 May | 22217.85 | 3.20 | - | 4,99,450 | 83,475 | 2,63,250 | ||||
| 13 May | 22104.05 | 3.25 | - | 4,46,775 | 60,325 | 1,79,775 | ||||
|
|
||||||||||
| 10 May | 22055.20 | 3.70 | - | 3,20,975 | 10,175 | 1,19,450 | ||||
| 9 May | 21957.50 | 6.80 | - | 2,02,925 | 22,275 | 1,09,275 | ||||
| 8 May | 22302.50 | 8.10 | - | 1,36,825 | -2,475 | 87,000 | ||||
| 7 May | 22302.50 | 10.40 | - | 1,47,875 | -23,375 | 89,475 | ||||
| 6 May | 22442.70 | 13.65 | - | 2,05,775 | 2,350 | 1,12,850 | ||||
| 3 May | 22475.85 | 15.15 | - | 1,97,150 | 1,10,500 | 1,10,500 | ||||
| 2 May | 22648.20 | 23.85 | - | 66,775 | 24,950 | 91,450 | ||||
| 30 Apr | 22604.85 | 23.75 | - | 95,475 | 23,475 | 66,500 | ||||
| 29 Apr | 22643.40 | 31.40 | - | 60,025 | 24,300 | 43,025 | ||||
| 26 Apr | 22419.95 | 24.10 | - | 22,450 | 10,725 | 18,725 | ||||
For NIFTY 50 - strike price 23500 expiring on 23MAY2024
Delta for 23500 CE is -
Historical price for 23500 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1.25, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 119025 which increased total open position to 3130975
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 556375 which increased total open position to 3011950
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1817550 which increased total open position to 2455575
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 374775 which increased total open position to 638025
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 3.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 83475 which increased total open position to 263250
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 3.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 60325 which increased total open position to 179775
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 3.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 10175 which increased total open position to 119450
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 6.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 22275 which increased total open position to 109275
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 8.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -2475 which decreased total open position to 87000
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 10.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -23375 which decreased total open position to 89475
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 13.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 2350 which increased total open position to 112850
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 15.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 110500 which increased total open position to 110500
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 23.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 24950 which increased total open position to 91450
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 23.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 23475 which increased total open position to 66500
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 31.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 24300 which increased total open position to 43025
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 24.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 10725 which increased total open position to 18725
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 18 May | 22502.00 | 980.35 | -42.65 | - | 1,025 | 400 | 8,525 |
| 17 May | 22466.10 | 1023.00 | - | 8,175 | 4,475 | 8,125 | |
| 16 May | 22403.85 | 1073.45 | - | 5,300 | 2,500 | 3,650 | |
| 15 May | 22200.55 | 1245.10 | - | 400 | 100 | 1,150 | |
| 14 May | 22217.85 | 1214.40 | - | 100 | 100 | 1,050 | |
| 13 May | 22104.05 | 1324.25 | - | 500 | 675 | 950 | |
| 10 May | 22055.20 | 1388.80 | - | 400 | 0 | 275 | |
| 9 May | 21957.50 | 938.10 | - | 0 | 0 | 275 | |
| 8 May | 22302.50 | 938.10 | - | 0 | 0 | 275 | |
| 7 May | 22302.50 | 938.10 | - | 0 | 0 | 275 | |
| 6 May | 22442.70 | 938.10 | - | 250 | 200 | 275 | |
| 3 May | 22475.85 | 828.30 | - | 150 | 75 | 75 | |
| 2 May | 22648.20 | 840.05 | - | 75 | 75 | 75 | |
| 30 Apr | 22604.85 | 900.00 | - | 0 | 0 | 0 | |
| 29 Apr | 22643.40 | 900.00 | - | 150 | 0 | 50 | |
| 26 Apr | 22419.95 | 900.00 | - | 150 | 50 | 50 | |
For NIFTY 50 - strike price 23500 expiring on 23MAY2024
Delta for 23500 PE is -
Historical price for 23500 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 980.35, which was -42.65 lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 8525
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1023.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4475 which increased total open position to 8125
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1073.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 2500 which increased total open position to 3650
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1245.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1150
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1214.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1050
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1324.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 950
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 1388.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 275
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 938.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 275
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 938.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 275
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 938.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 275
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 938.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 275
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 828.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 840.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75
On 30 Apr NIFTY was trading at 22604.85. 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 0
On 29 Apr NIFTY was trading at 22643.40. 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 50
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 900.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50