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 | -0.20 | - | 63,475 | -6,750 | 3,74,850 | |||
| 17 May | 22466.10 | 0.80 | - | 11,32,525 | 1,00,575 | 3,81,600 | ||||
| 16 May | 22403.85 | 1.10 | - | 5,30,350 | 2,41,550 | 2,81,025 | ||||
| 15 May | 22200.55 | 1.35 | - | 44,125 | 15,875 | 39,475 | ||||
| 14 May | 22217.85 | 2.20 | - | 45,050 | 5,350 | 23,600 | ||||
| 13 May | 22104.05 | 2.35 | - | 69,875 | 2,550 | 18,250 | ||||
| 10 May | 22055.20 | 2.65 | - | 23,050 | 4,275 | 15,700 | ||||
| 9 May | 21957.50 | 3.55 | - | 37,500 | 6,200 | 11,425 | ||||
| 8 May | 22302.50 | 4.00 | - | 2,525 | 2,000 | 5,225 | ||||
| 7 May | 22302.50 | 5.20 | - | 650 | 125 | 3,225 | ||||
| 6 May | 22442.70 | 4.50 | - | 625 | 0 | 3,100 | ||||
| 3 May | 22475.85 | 6.00 | - | 525 | 3,100 | 3,100 | ||||
| 2 May | 22648.20 | 6.30 | - | 5,350 | 2,900 | 3,100 | ||||
| 30 Apr | 22604.85 | 8.65 | - | 1,450 | 200 | 200 | ||||
| 29 Apr | 22643.40 | 9.25 | - | 0 | 0 | 0 | ||||
| 26 Apr | 22419.95 | 9.25 | - | 0 | 0 | 0 | ||||
For NIFTY 50 - strike price 24200 expiring on 23MAY2024
Delta for 24200 CE is -
Historical price for 24200 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 0.60, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by -6750 which decreased total open position to 374850
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 100575 which increased total open position to 381600
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 241550 which increased total open position to 281025
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 15875 which increased total open position to 39475
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 5350 which increased total open position to 23600
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 2.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 2550 which increased total open position to 18250
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 2.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 4275 which increased total open position to 15700
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 6200 which increased total open position to 11425
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 4.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 5225
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 5.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 3225
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 4.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3100
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 6.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3100 which increased total open position to 3100
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 6.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 2900 which increased total open position to 3100
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 8.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 9.25, 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 9.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased 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 | 1798.55 | 0.00 | - | 0 | 850 | 0 |
| 17 May | 22466.10 | 1798.55 | - | 0 | 850 | 0 | |
| 16 May | 22403.85 | 1798.55 | - | 600 | 850 | 2,200 | |
| 15 May | 22200.55 | 1963.05 | - | 300 | 150 | 1,350 | |
| 14 May | 22217.85 | 1911.55 | - | 175 | 400 | 1,200 | |
| 13 May | 22104.05 | 2042.50 | - | 600 | 550 | 800 | |
| 10 May | 22055.20 | 2060.00 | - | 600 | 250 | 250 | |
| 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 24200 expiring on 23MAY2024
Delta for 24200 PE is -
Historical price for 24200 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1798.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 0
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1798.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 0
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1798.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 2200
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1963.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1350
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1911.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 1200
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 2042.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 800
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 2060.00, 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 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