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 | -0.10 | - | 50,750 | -3,225 | 1,11,500 | |||
| 17 May | 22466.10 | 0.70 | - | 5,14,800 | 81,000 | 1,14,725 | ||||
| 16 May | 22403.85 | 1.30 | - | 61,425 | 19,925 | 33,725 | ||||
| 15 May | 22200.55 | 1.45 | - | 21,850 | 7,075 | 13,800 | ||||
| 14 May | 22217.85 | 2.10 | - | 12,075 | 2,425 | 6,725 | ||||
| 13 May | 22104.05 | 2.55 | - | 18,225 | -1,050 | 4,300 | ||||
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| 10 May | 22055.20 | 2.60 | - | 6,800 | 2,250 | 5,350 | ||||
| 9 May | 21957.50 | 3.85 | - | 8,425 | 900 | 3,100 | ||||
| 8 May | 22302.50 | 5.65 | - | 50 | 25 | 2,200 | ||||
| 7 May | 22302.50 | 5.75 | - | 2,100 | 2,175 | 2,175 | ||||
| 6 May | 22442.70 | 6.45 | - | 0 | 1,350 | 0 | ||||
| 3 May | 22475.85 | 6.45 | - | 1,650 | 1,350 | 1,350 | ||||
| 2 May | 22648.20 | 16.95 | - | 0 | -50 | 0 | ||||
| 30 Apr | 22604.85 | 16.95 | - | 0 | -50 | 0 | ||||
| 29 Apr | 22643.40 | 16.95 | - | 0 | -50 | 0 | ||||
| 26 Apr | 22419.95 | 16.95 | - | 25 | -50 | 50 | ||||
For NIFTY 50 - strike price 24150 expiring on 23MAY2024
Delta for 24150 CE is -
Historical price for 24150 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 0.60, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -3225 which decreased total open position to 111500
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 0.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 81000 which increased total open position to 114725
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 19925 which increased total open position to 33725
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 7075 which increased total open position to 13800
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 2.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 2425 which increased total open position to 6725
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 2.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -1050 which decreased total open position to 4300
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 2.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 5350
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 3.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 3100
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 5.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 2200
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 5.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2175 which increased total open position to 2175
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 6.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 0
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 6.45, 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 2 May NIFTY was trading at 22648.20. The strike last trading price was 16.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 0
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 16.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 0
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 16.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 0
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 16.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 50
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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 | 1740.40 | 0.00 | - | 0 | 650 | 0 |
| 17 May | 22466.10 | 1740.40 | - | 0 | 650 | 0 | |
| 16 May | 22403.85 | 1740.40 | - | 500 | 650 | 1,925 | |
| 15 May | 22200.55 | 1894.85 | - | 350 | 150 | 1,275 | |
| 14 May | 22217.85 | 1861.65 | - | 175 | 150 | 1,125 | |
| 13 May | 22104.05 | 1994.45 | - | 500 | 675 | 975 | |
| 10 May | 22055.20 | 2010.15 | - | 625 | 300 | 300 | |
| 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 24150 expiring on 23MAY2024
Delta for 24150 PE is -
Historical price for 24150 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1740.40, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 650 which increased total open position to 0
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1740.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 650 which increased total open position to 0
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1740.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 650 which increased total open position to 1925
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1894.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1275
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1861.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1125
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1994.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 975
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 2010.15, 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 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