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 | 0.60 | -0.15 | - | 38,52,025 | 10,05,025 | 35,04,875 | |||
| 17 May | 22466.10 | 0.75 | - | 1,30,67,900 | 5,83,250 | 24,99,850 | ||||
| 16 May | 22403.85 | 1.20 | - | 45,06,075 | 13,17,125 | 19,16,600 | ||||
| 15 May | 22200.55 | 1.55 | - | 6,90,275 | 2,03,275 | 5,99,475 | ||||
| 14 May | 22217.85 | 2.20 | - | 3,77,775 | 15,125 | 3,96,200 | ||||
| 13 May | 22104.05 | 2.80 | - | 6,49,375 | 3,07,950 | 3,81,075 | ||||
| 10 May | 22055.20 | 2.50 | - | 67,775 | 6,375 | 73,125 | ||||
| 9 May | 21957.50 | 4.05 | - | 1,00,550 | 7,150 | 66,750 | ||||
| 8 May | 22302.50 | 3.80 | - | 61,775 | 12,400 | 59,600 | ||||
| 7 May | 22302.50 | 5.95 | - | 44,075 | 4,175 | 47,200 | ||||
| 6 May | 22442.70 | 6.25 | - | 36,725 | 3,275 | 43,025 | ||||
| 3 May | 22475.85 | 7.25 | - | 38,400 | 39,750 | 39,750 | ||||
| 2 May | 22648.20 | 7.50 | - | 21,400 | -125 | 28,675 | ||||
| 30 Apr | 22604.85 | 7.90 | - | 54,975 | 5,750 | 28,800 | ||||
| 29 Apr | 22643.40 | 9.75 | - | 31,700 | 14,575 | 23,050 | ||||
| 26 Apr | 22419.95 | 9.90 | - | 8,050 | 4,575 | 8,475 | ||||
For NIFTY 50 - strike price 24000 expiring on 23MAY2024
Delta for 24000 CE is -
Historical price for 24000 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 0.60, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 1005025 which increased total open position to 3504875
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 583250 which increased total open position to 2499850
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1317125 which increased total open position to 1916600
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 203275 which increased total open position to 599475
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 2.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 15125 which increased total open position to 396200
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 2.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 307950 which increased total open position to 381075
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 2.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 6375 which increased total open position to 73125
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 4.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 7150 which increased total open position to 66750
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 3.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 12400 which increased total open position to 59600
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 5.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 4175 which increased total open position to 47200
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 6.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 3275 which increased total open position to 43025
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 7.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 39750 which increased total open position to 39750
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 7.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 28675
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 7.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 5750 which increased total open position to 28800
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 9.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 14575 which increased total open position to 23050
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 9.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 4575 which increased total open position to 8475
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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 | 1496.25 | 0.00 | - | 0 | 200 | 0 |
| 17 May | 22466.10 | 1496.25 | - | 250 | 200 | 1,800 | |
| 16 May | 22403.85 | 1573.20 | - | 775 | 850 | 1,600 | |
| 15 May | 22200.55 | 1738.05 | - | 200 | 150 | 750 | |
| 14 May | 22217.85 | 1712.95 | - | 150 | 250 | 600 | |
| 13 May | 22104.05 | 1840.65 | - | 600 | 350 | 350 | |
| 10 May | 22055.20 | 1852.10 | - | 0 | 0 | 0 | |
| 9 May | 21957.50 | 1852.10 | - | 0 | 0 | 0 | |
| 8 May | 22302.50 | 1852.10 | - | 0 | 0 | 0 | |
| 7 May | 22302.50 | 1852.10 | - | 0 | 0 | 0 | |
| 6 May | 22442.70 | 1852.10 | - | 0 | 0 | 0 | |
| 3 May | 22475.85 | 1852.10 | - | 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 24000 expiring on 23MAY2024
Delta for 24000 PE is -
Historical price for 24000 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1496.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 0
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1496.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1800
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1573.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 1600
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1738.05, 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 1712.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 600
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1840.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 350
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 1852.10, 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 1852.10, 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 1852.10, 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 1852.10, 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 1852.10, 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 1852.10, 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