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 | 0.70 | -0.10 | - | 44,300 | -2,275 | 75,075 | |||
| 17 May | 22466.10 | 0.80 | - | 10,63,650 | 70,125 | 77,350 | ||||
| 16 May | 22403.85 | 1.35 | - | 26,550 | 625 | 7,225 | ||||
| 15 May | 22200.55 | 1.35 | - | 9,400 | 2,300 | 6,600 | ||||
| 14 May | 22217.85 | 2.00 | - | 6,425 | 750 | 4,300 | ||||
| 13 May | 22104.05 | 2.65 | - | 11,200 | -75 | 3,550 | ||||
| 10 May | 22055.20 | 2.70 | - | 4,675 | 700 | 3,625 | ||||
| 9 May | 21957.50 | 4.55 | - | 5,700 | 0 | 2,925 | ||||
| 8 May | 22302.50 | 4.70 | - | 675 | 275 | 2,925 | ||||
| 7 May | 22302.50 | 7.40 | - | 700 | 450 | 2,650 | ||||
| 6 May | 22442.70 | 6.65 | - | 1,475 | 775 | 2,200 | ||||
| 3 May | 22475.85 | 7.00 | - | 275 | 1,425 | 1,425 | ||||
|
|
||||||||||
| 2 May | 22648.20 | 8.15 | - | 300 | 1,350 | 1,350 | ||||
| 30 Apr | 22604.85 | 11.25 | - | 0 | 75 | 0 | ||||
| 29 Apr | 22643.40 | 11.25 | - | 100 | 75 | 1,350 | ||||
| 26 Apr | 22419.95 | 12.55 | - | 1,500 | 1,275 | 1,275 | ||||
For NIFTY 50 - strike price 23950 expiring on 23MAY2024
Delta for 23950 CE is -
Historical price for 23950 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 0.70, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -2275 which decreased total open position to 75075
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 0.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 70125 which increased total open position to 77350
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 7225
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 2300 which increased total open position to 6600
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 2.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 4300
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 2.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 3550
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 700 which increased total open position to 3625
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 4.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2925
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 4.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 2925
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 7.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 2650
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 6.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 775 which increased total open position to 2200
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 7.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1425 which increased total open position to 1425
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 8.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 1350
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 11.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 11.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1350
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 12.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1275 which increased total open position to 1275
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 18 May | 22502.00 | 1590.85 | 0.00 | - | 0 | 250 | 0 |
| 17 May | 22466.10 | 1590.85 | - | 50 | 250 | 1,275 | |
| 16 May | 22403.85 | 1543.70 | - | 500 | 450 | 1,025 | |
| 15 May | 22200.55 | 1686.95 | - | 200 | 75 | 575 | |
| 14 May | 22217.85 | 1747.40 | - | 100 | 250 | 500 | |
| 13 May | 22104.05 | 1791.45 | - | 500 | 250 | 250 | |
| 10 May | 22055.20 | 1804.30 | - | 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 23950 expiring on 23MAY2024
Delta for 23950 PE is -
Historical price for 23950 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1590.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 0
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1590.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 1275
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1543.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 1025
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1686.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 575
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1747.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 500
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1791.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 250
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 1804.30, 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