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 | 0.55 | -0.10 | - | 1,02,500 | -8,975 | 6,05,300 | |||
| 17 May | 22466.10 | 0.65 | - | 12,82,275 | 64,100 | 6,14,275 | ||||
| 16 May | 22403.85 | 1.15 | - | 7,04,575 | 5,09,250 | 5,50,175 | ||||
| 15 May | 22200.55 | 1.35 | - | 28,075 | -3,550 | 40,925 | ||||
| 14 May | 22217.85 | 2.30 | - | 56,025 | 21,400 | 44,475 | ||||
| 13 May | 22104.05 | 1.90 | - | 37,300 | 1,050 | 23,075 | ||||
| 10 May | 22055.20 | 2.40 | - | 34,075 | 12,625 | 22,025 | ||||
| 9 May | 21957.50 | 3.15 | - | 19,150 | 100 | 9,400 | ||||
| 8 May | 22302.50 | 3.60 | - | 175 | 50 | 9,300 | ||||
| 7 May | 22302.50 | 5.25 | - | 600 | 75 | 9,250 | ||||
| 6 May | 22442.70 | 5.15 | - | 1,375 | -50 | 9,175 | ||||
| 3 May | 22475.85 | 5.80 | - | 575 | 9,225 | 9,225 | ||||
| 2 May | 22648.20 | 4.30 | - | 30,050 | 8,225 | 9,875 | ||||
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| 30 Apr | 22604.85 | 7.90 | - | 900 | -125 | 1,650 | ||||
| 29 Apr | 22643.40 | 5.35 | - | 1,675 | 450 | 1,775 | ||||
| 26 Apr | 22419.95 | 6.90 | - | 1,400 | 1,325 | 1,325 | ||||
For NIFTY 50 - strike price 24300 expiring on 23MAY2024
Delta for 24300 CE is -
Historical price for 24300 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -8975 which decreased total open position to 605300
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 64100 which increased total open position to 614275
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 509250 which increased total open position to 550175
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 -3550 which decreased total open position to 40925
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 21400 which increased total open position to 44475
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 23075
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 2.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 12625 which increased total open position to 22025
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 3.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 9400
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 3.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 9300
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 9250
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 5.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 9175
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 5.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 9225 which increased total open position to 9225
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 4.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 8225 which increased total open position to 9875
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 -125 which decreased total open position to 1650
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 5.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 1775
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 6.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1325 which increased total open position to 1325
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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 | 1850.45 | 0.00 | - | 0 | 550 | 0 |
| 17 May | 22466.10 | 1850.45 | - | 0 | 550 | 0 | |
| 16 May | 22403.85 | 1850.45 | - | 700 | 550 | 1,200 | |
| 15 May | 22200.55 | 2062.80 | - | 300 | 150 | 650 | |
| 14 May | 22217.85 | 2011.25 | - | 175 | 300 | 500 | |
| 13 May | 22104.05 | 2141.85 | - | 350 | 200 | 200 | |
| 10 May | 22055.20 | 2202.00 | - | 150 | 0 | 0 | |
| 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 24300 expiring on 23MAY2024
Delta for 24300 PE is -
Historical price for 24300 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1850.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 0
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1850.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 0
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1850.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 1200
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 2062.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 650
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 2011.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 500
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 2141.85, 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 10 May NIFTY was trading at 22055.20. The strike last trading price was 2202.00, 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 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