[--[65.84.65.76]--]
NIFTY
NIFTY 50

22338.75 355.95 (1.62%)

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Historical option data for NIFTY

01 Mar 2024 04:28 PM IST
Delta: n/a
Gamma: n/a
Theta: n/a
Rho: n/a
Date Symbol Close Ltp Chng IV Volume Chng OI OI
1 Mar 22338.75 2323.00 - 2,550 -1,550 61,900
29 Feb 21982.80 2098.95 - 43,700 42,300 63,450
28 Feb 21951.15 1965.80 - 11,550 11,000 21,150
27 Feb 22198.35 2270.00 - 3,500 3,250 10,150
26 Feb 22122.05 2203.55 - 7,800 6,100 6,900
23 Feb 22212.70 2295.00 - 150 100 800
22 Feb 22217.45 2305.00 - 600 700 700
21 Feb 22055.05 2160.00 - 0 150 0
20 Feb 22196.95 2160.00 - 150 150 350
19 Feb 22122.25 2150.00 - 50 50 200
16 Feb 22040.70 2170.00 - 200 150 150
15 Feb 21910.75 1848.95 - 0 0 0
14 Feb 21840.05 1848.95 - 0 0 0
13 Feb 21743.25 1848.95 - 0 0 0
12 Feb 21616.05 1848.95 - 0 0 0
9 Feb 21778.70 1848.95 - 0 0 0


For NIFTY 50 - strike price 20000 expiring on 07MAR2024

Delta for 20000 CE is n/a

Historical price for 20000 CE is as follows

On 1 Mar NIFTY was trading at 22338.75. The strike last trading price was 2323.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1550 which decreased total open position to 61900


On 29 Feb NIFTY was trading at 21982.80. The strike last trading price was 2098.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 42300 which increased total open position to 63450


On 28 Feb NIFTY was trading at 21951.15. The strike last trading price was 1965.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 21150


On 27 Feb NIFTY was trading at 22198.35. The strike last trading price was 2270.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3250 which increased total open position to 10150


On 26 Feb NIFTY was trading at 22122.05. The strike last trading price was 2203.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 6100 which increased total open position to 6900


On 23 Feb NIFTY was trading at 22212.70. The strike last trading price was 2295.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 800


On 22 Feb NIFTY was trading at 22217.45. The strike last trading price was 2305.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 700


On 21 Feb NIFTY was trading at 22055.05. The strike last trading price was 2160.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0


On 20 Feb NIFTY was trading at 22196.95. The strike last trading price was 2160.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 350


On 19 Feb NIFTY was trading at 22122.25. The strike last trading price was 2150.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 200


On 16 Feb NIFTY was trading at 22040.70. The strike last trading price was 2170.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150


On 15 Feb NIFTY was trading at 21910.75. The strike last trading price was 1848.95, 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 14 Feb NIFTY was trading at 21840.05. The strike last trading price was 1848.95, 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 13 Feb NIFTY was trading at 21743.25. The strike last trading price was 1848.95, 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 12 Feb NIFTY was trading at 21616.05. The strike last trading price was 1848.95, 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 Feb NIFTY was trading at 21778.70. The strike last trading price was 1848.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: n/a
Gamma: n/a
Theta: n/a
Rho: n/a
Date Symbol Close Ltp Chng IV Volume Chng OI OI
1 Mar 22338.75 1.60 - 85,84,650 3,95,600 26,91,700
29 Feb 21982.80 1.55 - 39,24,450 20,79,400 22,96,100
28 Feb 21951.15 2.80 - 3,64,950 28,550 2,16,700
27 Feb 22198.35 2.40 - 1,96,950 76,300 1,88,150
26 Feb 22122.05 2.25 - 69,100 13,600 1,11,850
23 Feb 22212.70 2.90 - 61,250 10,700 98,250
22 Feb 22217.45 2.90 - 2,12,800 23,650 87,550
21 Feb 22055.05 5.05 - 26,850 7,500 63,900
20 Feb 22196.95 5.40 - 44,350 -2,550 56,400
19 Feb 22122.25 7.40 - 40,500 8,700 58,950
16 Feb 22040.70 9.75 - 86,500 -38,700 50,250
15 Feb 21910.75 9.20 - 62,500 -350 88,950
14 Feb 21840.05 12.10 - 41,750 8,650 89,300
13 Feb 21743.25 15.65 - 41,700 1,650 80,650
12 Feb 21616.05 20.45 - 1,32,950 79,000 79,000
9 Feb 21778.70 16.00 - 20,750 7,900 13,200


For NIFTY 50 - strike price 20000 expiring on 07MAR2024

Delta for 20000 PE is n/a

Historical price for 20000 PE is as follows

On 1 Mar NIFTY was trading at 22338.75. The strike last trading price was 1.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 395600 which increased total open position to 2691700


On 29 Feb NIFTY was trading at 21982.80. The strike last trading price was 1.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2079400 which increased total open position to 2296100


On 28 Feb NIFTY was trading at 21951.15. The strike last trading price was 2.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 28550 which increased total open position to 216700


On 27 Feb NIFTY was trading at 22198.35. The strike last trading price was 2.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 76300 which increased total open position to 188150


On 26 Feb NIFTY was trading at 22122.05. The strike last trading price was 2.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 13600 which increased total open position to 111850


On 23 Feb NIFTY was trading at 22212.70. The strike last trading price was 2.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 10700 which increased total open position to 98250


On 22 Feb NIFTY was trading at 22217.45. The strike last trading price was 2.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 23650 which increased total open position to 87550


On 21 Feb NIFTY was trading at 22055.05. The strike last trading price was 5.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 63900


On 20 Feb NIFTY was trading at 22196.95. The strike last trading price was 5.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -2550 which decreased total open position to 56400


On 19 Feb NIFTY was trading at 22122.25. The strike last trading price was 7.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 8700 which increased total open position to 58950


On 16 Feb NIFTY was trading at 22040.70. The strike last trading price was 9.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -38700 which decreased total open position to 50250


On 15 Feb NIFTY was trading at 21910.75. The strike last trading price was 9.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -350 which decreased total open position to 88950


On 14 Feb NIFTY was trading at 21840.05. The strike last trading price was 12.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 8650 which increased total open position to 89300


On 13 Feb NIFTY was trading at 21743.25. The strike last trading price was 15.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 80650


On 12 Feb NIFTY was trading at 21616.05. The strike last trading price was 20.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 79000 which increased total open position to 79000


On 9 Feb NIFTY was trading at 21778.70. The strike last trading price was 16.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 7900 which increased total open position to 13200