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 | 0.80 | -0.05 | - | 88,475 | 11,650 | 96,775 | |||
| 17 May | 22466.10 | 0.85 | - | 12,45,175 | 68,300 | 85,125 | ||||
| 16 May | 22403.85 | 1.15 | - | 60,900 | 9,825 | 16,825 | ||||
| 15 May | 22200.55 | 1.40 | - | 8,425 | 1,800 | 7,000 | ||||
| 14 May | 22217.85 | 2.40 | - | 2,900 | -1,025 | 5,200 | ||||
| 13 May | 22104.05 | 2.95 | - | 11,850 | 1,225 | 6,225 | ||||
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| 10 May | 22055.20 | 2.70 | - | 35,900 | 475 | 5,000 | ||||
| 9 May | 21957.50 | 5.05 | - | 6,425 | 2,900 | 4,525 | ||||
| 8 May | 22302.50 | 5.80 | - | 925 | 0 | 1,625 | ||||
| 7 May | 22302.50 | 7.65 | - | 925 | 475 | 1,625 | ||||
| 6 May | 22442.70 | 7.30 | - | 1,850 | 325 | 1,150 | ||||
| 3 May | 22475.85 | 10.85 | - | 500 | 825 | 825 | ||||
| 2 May | 22648.20 | 13.50 | - | 100 | 150 | 825 | ||||
| 30 Apr | 22604.85 | 15.20 | - | 150 | 50 | 675 | ||||
| 29 Apr | 22643.40 | 16.25 | - | 125 | 625 | 625 | ||||
| 26 Apr | 22419.95 | 22.15 | - | 0 | 400 | 0 | ||||
For NIFTY 50 - strike price 23750 expiring on 23MAY2024
Delta for 23750 CE is -
Historical price for 23750 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 0.80, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 11650 which increased total open position to 96775
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 0.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 68300 which increased total open position to 85125
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 9825 which increased total open position to 16825
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 7000
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 2.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -1025 which decreased total open position to 5200
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1225 which increased total open position to 6225
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 2.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 475 which increased total open position to 5000
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 5.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 2900 which increased total open position to 4525
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 5.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1625
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 475 which increased total open position to 1625
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 7.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 1150
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 10.85, 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 2 May NIFTY was trading at 22648.20. The strike last trading price was 13.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 825
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 15.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 675
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 16.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 625
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 22.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 0
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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 | 1406.95 | 0.00 | - | 0 | 50 | 0 |
| 17 May | 22466.10 | 1406.95 | - | 0 | 50 | 0 | |
| 16 May | 22403.85 | 1406.95 | - | 325 | 50 | 700 | |
| 15 May | 22200.55 | 1549.70 | - | 75 | 150 | 650 | |
| 14 May | 22217.85 | 1463.25 | - | 150 | 400 | 500 | |
| 13 May | 22104.05 | 1600.40 | - | 500 | 100 | 100 | |
| 10 May | 22055.20 | 1615.05 | - | 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 23750 expiring on 23MAY2024
Delta for 23750 PE is -
Historical price for 23750 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1406.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1406.95, 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 16 May NIFTY was trading at 22403.85. The strike last trading price was 1406.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 700
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1549.70, 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 1463.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 500
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1600.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 100
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 1615.05, 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