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 | |||
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| 18 May | 22502.00 | 1.15 | -0.05 | - | 2,10,650 | -1,000 | 1,56,475 | |||
| 17 May | 22466.10 | 1.20 | - | 19,93,375 | 1,24,625 | 1,57,475 | ||||
| 16 May | 22403.85 | 1.40 | - | 2,24,125 | 25,575 | 32,850 | ||||
| 15 May | 22200.55 | 1.60 | - | 6,850 | 625 | 7,275 | ||||
| 14 May | 22217.85 | 2.90 | - | 25,425 | -900 | 6,650 | ||||
| 13 May | 22104.05 | 3.20 | - | 35,775 | 750 | 7,550 | ||||
| 10 May | 22055.20 | 3.70 | - | 17,775 | 1,125 | 6,800 | ||||
| 9 May | 21957.50 | 6.50 | - | 18,050 | 1,825 | 5,675 | ||||
| 8 May | 22302.50 | 7.00 | - | 8,025 | 1,650 | 3,850 | ||||
| 7 May | 22302.50 | 9.00 | - | 2,450 | 200 | 2,200 | ||||
| 6 May | 22442.70 | 11.75 | - | 1,875 | 1,050 | 2,000 | ||||
| 3 May | 22475.85 | 15.40 | - | 500 | 950 | 950 | ||||
| 2 May | 22648.20 | 19.30 | - | 950 | 825 | 825 | ||||
| 30 Apr | 22604.85 | 26.80 | - | 0 | 50 | 0 | ||||
| 29 Apr | 22643.40 | 26.80 | - | 0 | 50 | 0 | ||||
| 26 Apr | 22419.95 | 26.80 | - | 300 | 50 | 50 | ||||
For NIFTY 50 - strike price 23550 expiring on 23MAY2024
Delta for 23550 CE is -
Historical price for 23550 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -1000 which decreased total open position to 156475
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 124625 which increased total open position to 157475
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 25575 which increased total open position to 32850
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 625 which increased total open position to 7275
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 2.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 6650
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 3.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 7550
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 1125 which increased total open position to 6800
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 6.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1825 which increased total open position to 5675
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 7.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 3850
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 9.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 2200
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 11.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 2000
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 15.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 950 which increased total open position to 950
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 19.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 825
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 26.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 26.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 26.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
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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 | 1071.20 | 0.00 | - | 0 | 400 | 0 |
| 17 May | 22466.10 | 1071.20 | - | 175 | 400 | 1,975 | |
| 16 May | 22403.85 | 1120.00 | - | 875 | 825 | 1,575 | |
| 15 May | 22200.55 | 1296.50 | - | 350 | 150 | 750 | |
| 14 May | 22217.85 | 1264.40 | - | 150 | 150 | 600 | |
| 13 May | 22104.05 | 1406.40 | - | 500 | 450 | 450 | |
| 10 May | 22055.20 | 1431.85 | - | 100 | 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 23550 expiring on 23MAY2024
Delta for 23550 PE is -
Historical price for 23550 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1071.20, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 0
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1071.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 1975
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1120.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 1575
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1296.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 750
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1264.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 600
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1406.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 450
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 1431.85, 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