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 | 1.05 | 0.05 | - | 4,94,300 | 10,875 | 3,53,700 | |||
| 17 May | 22466.10 | 1.00 | - | 29,28,475 | 1,51,175 | 3,42,825 | ||||
| 16 May | 22403.85 | 1.30 | - | 6,50,600 | 34,950 | 1,91,650 | ||||
| 15 May | 22200.55 | 1.55 | - | 2,69,850 | 68,825 | 1,56,700 | ||||
| 14 May | 22217.85 | 2.30 | - | 1,32,575 | 52,400 | 87,875 | ||||
| 13 May | 22104.05 | 2.75 | - | 1,29,525 | -4,925 | 35,475 | ||||
| 10 May | 22055.20 | 3.00 | - | 91,750 | 2,200 | 40,400 | ||||
| 9 May | 21957.50 | 5.55 | - | 91,250 | 15,650 | 38,200 | ||||
| 8 May | 22302.50 | 5.85 | - | 43,800 | -7,700 | 22,550 | ||||
| 7 May | 22302.50 | 7.65 | - | 28,950 | -4,900 | 30,250 | ||||
| 6 May | 22442.70 | 8.30 | - | 47,200 | -2,125 | 35,150 | ||||
| 3 May | 22475.85 | 10.45 | - | 47,300 | 37,275 | 37,275 | ||||
| 2 May | 22648.20 | 12.35 | - | 10,400 | 4,075 | 19,200 | ||||
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| 30 Apr | 22604.85 | 12.25 | - | 22,125 | 10,050 | 15,125 | ||||
| 29 Apr | 22643.40 | 17.20 | - | 7,550 | 800 | 5,075 | ||||
| 26 Apr | 22419.95 | 14.65 | - | 4,100 | 3,175 | 4,275 | ||||
For NIFTY 50 - strike price 23700 expiring on 23MAY2024
Delta for 23700 CE is -
Historical price for 23700 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 10875 which increased total open position to 353700
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 151175 which increased total open position to 342825
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 34950 which increased total open position to 191650
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 68825 which increased total open position to 156700
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 2.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 52400 which increased total open position to 87875
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -4925 which decreased total open position to 35475
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 3.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2200 which increased total open position to 40400
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 5.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 15650 which increased total open position to 38200
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 5.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -7700 which decreased total open position to 22550
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 7.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -4900 which decreased total open position to 30250
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 8.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -2125 which decreased total open position to 35150
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 10.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 37275 which increased total open position to 37275
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 12.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 4075 which increased total open position to 19200
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 12.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 10050 which increased total open position to 15125
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 17.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 5075
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 14.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 3175 which increased total open position to 4275
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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 | 1354.60 | 0.00 | - | 0 | 225 | 0 |
| 17 May | 22466.10 | 1354.60 | - | 0 | 225 | 0 | |
| 16 May | 22403.85 | 1354.60 | - | 550 | 225 | 825 | |
| 15 May | 22200.55 | 1511.25 | - | 25 | 100 | 600 | |
| 14 May | 22217.85 | 1413.25 | - | 100 | 200 | 500 | |
| 13 May | 22104.05 | 1554.10 | - | 500 | 300 | 300 | |
| 10 May | 22055.20 | 1568.35 | - | 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 23700 expiring on 23MAY2024
Delta for 23700 PE is -
Historical price for 23700 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1354.60, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 0
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1354.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 0
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1354.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 825
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1511.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 600
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1413.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 500
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1554.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 300
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 1568.35, 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