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 | 0.60 | -0.15 | - | 41,375 | -3,050 | 51,750 | |||
| 17 May | 22466.10 | 0.75 | - | 9,83,150 | 36,400 | 54,800 | ||||
| 16 May | 22403.85 | 1.20 | - | 42,050 | 7,575 | 18,400 | ||||
| 15 May | 22200.55 | 1.45 | - | 5,475 | -875 | 10,825 | ||||
| 14 May | 22217.85 | 2.40 | - | 15,875 | 6,650 | 11,700 | ||||
| 13 May | 22104.05 | 2.85 | - | 12,275 | 2,475 | 5,050 | ||||
| 10 May | 22055.20 | 2.50 | - | 3,825 | -950 | 2,575 | ||||
| 9 May | 21957.50 | 3.95 | - | 6,550 | 1,775 | 3,525 | ||||
| 8 May | 22302.50 | 3.55 | - | 2,275 | -325 | 1,750 | ||||
| 7 May | 22302.50 | 5.80 | - | 900 | -125 | 2,075 | ||||
| 6 May | 22442.70 | 5.90 | - | 8,050 | -4,150 | 2,200 | ||||
| 3 May | 22475.85 | 7.15 | - | 5,050 | 6,350 | 6,350 | ||||
| 2 May | 22648.20 | 7.05 | - | 200 | 6,350 | 6,350 | ||||
| 30 Apr | 22604.85 | 15.00 | - | 0 | 75 | 0 | ||||
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| 29 Apr | 22643.40 | 15.00 | - | 0 | 75 | 0 | ||||
| 26 Apr | 22419.95 | 15.00 | - | 125 | 75 | 6,225 | ||||
For NIFTY 50 - strike price 24050 expiring on 23MAY2024
Delta for 24050 CE is -
Historical price for 24050 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 -3050 which decreased total open position to 51750
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 36400 which increased total open position to 54800
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 7575 which increased total open position to 18400
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -875 which decreased total open position to 10825
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 6650 which increased total open position to 11700
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 2.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2475 which increased total open position to 5050
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 -950 which decreased total open position to 2575
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 3.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1775 which increased total open position to 3525
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -325 which decreased total open position to 1750
On 7 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 -125 which decreased total open position to 2075
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 5.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -4150 which decreased total open position to 2200
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 7.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 6350 which increased total open position to 6350
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 7.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 6350 which increased total open position to 6350
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 15.00, 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 15.00, 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 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 15.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 6225
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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 | 1640.30 | 0.00 | - | 0 | 500 | 0 |
| 17 May | 22466.10 | 1640.30 | - | 0 | 500 | 0 | |
| 16 May | 22403.85 | 1640.30 | - | 650 | 500 | 1,600 | |
| 15 May | 22200.55 | 1780.95 | - | 250 | 25 | 1,100 | |
| 14 May | 22217.85 | 1852.20 | - | 25 | 500 | 1,075 | |
| 13 May | 22104.05 | 1894.00 | - | 550 | 425 | 575 | |
| 10 May | 22055.20 | 1940.15 | - | 525 | 150 | 150 | |
| 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 24050 expiring on 23MAY2024
Delta for 24050 PE is -
Historical price for 24050 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1640.30, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 0
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1640.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 0
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1640.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 1600
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1780.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1100
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1852.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 1075
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1894.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 425 which increased total open position to 575
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 1940.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150
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