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 | - | 4,64,975 | 82,200 | 2,05,575 | |||
| 17 May | 22466.10 | 0.75 | - | 5,53,350 | 87,725 | 1,23,375 | ||||
| 16 May | 22403.85 | 1.10 | - | 35,925 | 6,975 | 35,650 | ||||
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| 15 May | 22200.55 | 1.15 | - | 17,750 | 2,925 | 28,675 | ||||
| 14 May | 22217.85 | 2.30 | - | 24,750 | 6,500 | 25,750 | ||||
| 13 May | 22104.05 | 2.05 | - | 32,250 | 12,625 | 19,250 | ||||
| 10 May | 22055.20 | 2.10 | - | 6,000 | 2,025 | 6,625 | ||||
| 9 May | 21957.50 | 3.30 | - | 9,150 | 1,500 | 4,600 | ||||
| 8 May | 22302.50 | 3.75 | - | 50 | -25 | 3,100 | ||||
| 7 May | 22302.50 | 5.10 | - | 300 | -350 | 3,125 | ||||
| 6 May | 22442.70 | 5.30 | - | 3,850 | -600 | 3,475 | ||||
| 3 May | 22475.85 | 6.15 | - | 750 | 4,075 | 4,075 | ||||
| 2 May | 22648.20 | 5.05 | - | 3,775 | 1,000 | 4,300 | ||||
| 30 Apr | 22604.85 | 8.10 | - | 1,950 | 1,150 | 3,300 | ||||
| 29 Apr | 22643.40 | 7.00 | - | 3,025 | 2,000 | 2,150 | ||||
| 26 Apr | 22419.95 | 4.00 | - | 250 | 150 | 150 | ||||
For NIFTY 50 - strike price 24250 expiring on 23MAY2024
Delta for 24250 CE is -
Historical price for 24250 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 82200 which increased total open position to 205575
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 87725 which increased total open position to 123375
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 6975 which increased total open position to 35650
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 2925 which increased total open position to 28675
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 2.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 6500 which increased total open position to 25750
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 2.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 12625 which increased total open position to 19250
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 2.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 2025 which increased total open position to 6625
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 3.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 4600
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 3.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 3100
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 5.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 3125
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 5.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 3475
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 6.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 4075 which increased total open position to 4075
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 5.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 4300
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 8.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1150 which increased total open position to 3300
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 7.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 2150
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 4.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150
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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 | 1850.20 | 0.00 | - | 0 | 100 | 0 |
| 17 May | 22466.10 | 1850.20 | - | 0 | 100 | 0 | |
| 16 May | 22403.85 | 1850.20 | - | 500 | 100 | 1,400 | |
| 15 May | 22200.55 | 1998.50 | - | 100 | 150 | 1,300 | |
| 14 May | 22217.85 | 1961.45 | - | 150 | 350 | 1,150 | |
| 13 May | 22104.05 | 2091.45 | - | 650 | 650 | 800 | |
| 10 May | 22055.20 | 2109.40 | - | 500 | 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 24250 expiring on 23MAY2024
Delta for 24250 PE is -
Historical price for 24250 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1850.20, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 0
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1850.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 0
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1850.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 1400
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1998.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1300
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1961.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 1150
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 2091.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 650 which increased total open position to 800
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 2109.40, 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