[--[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 1853.55 - 1,250 1,050 27,250
29 Feb 21982.80 1608.10 - 15,650 15,100 26,200
28 Feb 21951.15 1479.00 - 4,800 4,700 11,100
27 Feb 22198.35 1760.00 - 3,500 3,700 6,400
26 Feb 22122.05 1720.00 - 2,950 2,700 2,700
23 Feb 22212.70 1620.00 - 0 150 0
22 Feb 22217.45 1620.00 - 200 150 150
21 Feb 22055.05 1380.30 - 0 0 0
20 Feb 22196.95 1380.30 - 0 0 0
19 Feb 22122.25 1380.30 - 0 0 0
16 Feb 22040.70 1380.30 - 0 0 0
15 Feb 21910.75 1380.30 - 0 0 0
14 Feb 21840.05 1380.30 - 0 0 0
13 Feb 21743.25 1380.30 - 0 0 0
12 Feb 21616.05 1380.30 - 0 0 0
9 Feb 21778.70 1380.30 - 0 0 0


For NIFTY 50 - strike price 20500 expiring on 07MAR2024

Delta for 20500 CE is n/a

Historical price for 20500 CE is as follows

On 1 Mar NIFTY was trading at 22338.75. The strike last trading price was 1853.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 27250


On 29 Feb NIFTY was trading at 21982.80. The strike last trading price was 1608.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 15100 which increased total open position to 26200


On 28 Feb NIFTY was trading at 21951.15. The strike last trading price was 1479.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4700 which increased total open position to 11100


On 27 Feb NIFTY was trading at 22198.35. The strike last trading price was 1760.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3700 which increased total open position to 6400


On 26 Feb NIFTY was trading at 22122.05. The strike last trading price was 1720.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 2700


On 23 Feb NIFTY was trading at 22212.70. The strike last trading price was 1620.00, 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 22 Feb NIFTY was trading at 22217.45. The strike last trading price was 1620.00, 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 21 Feb NIFTY was trading at 22055.05. The strike last trading price was 1380.30, 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 20 Feb NIFTY was trading at 22196.95. The strike last trading price was 1380.30, 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 19 Feb NIFTY was trading at 22122.25. The strike last trading price was 1380.30, 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 16 Feb NIFTY was trading at 22040.70. The strike last trading price was 1380.30, 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 15 Feb NIFTY was trading at 21910.75. The strike last trading price was 1380.30, 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 1380.30, 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 1380.30, 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 1380.30, 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 1380.30, 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 1.85 - 77,55,300 3,93,500 16,50,600
29 Feb 21982.80 1.95 - 31,18,300 9,89,050 12,57,100
28 Feb 21951.15 3.15 - 7,59,800 94,950 2,68,050
27 Feb 22198.35 4.25 - 2,02,150 49,950 1,73,100
26 Feb 22122.05 3.15 - 2,54,450 -9,500 1,23,150
23 Feb 22212.70 3.40 - 1,77,900 -7,950 1,32,650
22 Feb 22217.45 4.20 - 3,80,650 84,800 1,40,600
21 Feb 22055.05 7.55 - 80,250 10,300 55,800
20 Feb 22196.95 9.75 - 41,350 9,150 45,500
19 Feb 22122.25 11.05 - 64,650 -3,350 36,350
16 Feb 22040.70 11.95 - 39,650 3,500 39,700
15 Feb 21910.75 13.70 - 45,200 1,300 36,200
14 Feb 21840.05 19.25 - 49,250 16,500 34,900
13 Feb 21743.25 28.65 - 14,950 7,100 18,400
12 Feb 21616.05 40.55 - 24,200 11,300 11,300
9 Feb 21778.70 36.10 - 35,850 650 8,100


For NIFTY 50 - strike price 20500 expiring on 07MAR2024

Delta for 20500 PE is n/a

Historical price for 20500 PE is as follows

On 1 Mar NIFTY was trading at 22338.75. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 393500 which increased total open position to 1650600


On 29 Feb NIFTY was trading at 21982.80. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 989050 which increased total open position to 1257100


On 28 Feb NIFTY was trading at 21951.15. The strike last trading price was 3.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 94950 which increased total open position to 268050


On 27 Feb NIFTY was trading at 22198.35. The strike last trading price was 4.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 49950 which increased total open position to 173100


On 26 Feb NIFTY was trading at 22122.05. The strike last trading price was 3.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -9500 which decreased total open position to 123150


On 23 Feb NIFTY was trading at 22212.70. The strike last trading price was 3.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -7950 which decreased total open position to 132650


On 22 Feb NIFTY was trading at 22217.45. The strike last trading price was 4.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 84800 which increased total open position to 140600


On 21 Feb NIFTY was trading at 22055.05. The strike last trading price was 7.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 10300 which increased total open position to 55800


On 20 Feb NIFTY was trading at 22196.95. The strike last trading price was 9.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 9150 which increased total open position to 45500


On 19 Feb NIFTY was trading at 22122.25. The strike last trading price was 11.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -3350 which decreased total open position to 36350


On 16 Feb NIFTY was trading at 22040.70. The strike last trading price was 11.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 3500 which increased total open position to 39700


On 15 Feb NIFTY was trading at 21910.75. The strike last trading price was 13.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 1300 which increased total open position to 36200


On 14 Feb NIFTY was trading at 21840.05. The strike last trading price was 19.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 34900


On 13 Feb NIFTY was trading at 21743.25. The strike last trading price was 28.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 7100 which increased total open position to 18400


On 12 Feb NIFTY was trading at 21616.05. The strike last trading price was 40.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 11300 which increased total open position to 11300


On 9 Feb NIFTY was trading at 21778.70. The strike last trading price was 36.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 650 which increased total open position to 8100