[--[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 1308.30 - 0 50 0
29 Feb 21982.80 1308.30 - 300 50 1,700
28 Feb 21951.15 1420.00 - 550 300 1,650
27 Feb 22198.35 1580.00 - 350 350 1,350
26 Feb 22122.05 1520.00 - 1,150 1,000 1,000
23 Feb 22212.70 1203.15 - 0 0 0
22 Feb 22217.45 1203.15 - 0 0 0
21 Feb 22055.05 1203.15 - 0 0 0
20 Feb 22196.95 1203.15 - 0 0 0
19 Feb 22122.25 1203.15 - 0 0 0
16 Feb 22040.70 1203.15 - 0 0 0
15 Feb 21910.75 1203.15 - 0 0 0
14 Feb 21840.05 1203.15 - 0 0 0
13 Feb 21743.25 1203.15 - 0 0 0
12 Feb 21616.05 1203.15 - 0 0 0
9 Feb 21778.70 1203.15 - 0 0 0


For NIFTY 50 - strike price 20700 expiring on 07MAR2024

Delta for 20700 CE is n/a

Historical price for 20700 CE is as follows

On 1 Mar NIFTY was trading at 22338.75. The strike last trading price was 1308.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 0


On 29 Feb NIFTY was trading at 21982.80. The strike last trading price was 1308.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1700


On 28 Feb NIFTY was trading at 21951.15. The strike last trading price was 1420.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 1650


On 27 Feb NIFTY was trading at 22198.35. The strike last trading price was 1580.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 1350


On 26 Feb NIFTY was trading at 22122.05. The strike last trading price was 1520.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 1000


On 23 Feb NIFTY was trading at 22212.70. The strike last trading price was 1203.15, 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 22 Feb NIFTY was trading at 22217.45. The strike last trading price was 1203.15, 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 21 Feb NIFTY was trading at 22055.05. The strike last trading price was 1203.15, 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 1203.15, 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 1203.15, 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 1203.15, 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 1203.15, 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 1203.15, 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 1203.15, 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 1203.15, 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 1203.15, 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 - 54,22,200 2,38,850 9,77,500
29 Feb 21982.80 2.60 - 23,93,550 4,53,250 7,38,650
28 Feb 21951.15 5.35 - 7,35,650 68,950 2,85,400
27 Feb 22198.35 4.30 - 3,25,750 1,00,850 2,16,450
26 Feb 22122.05 4.35 - 2,38,400 22,700 1,15,600
23 Feb 22212.70 4.90 - 2,45,650 66,250 92,900
22 Feb 22217.45 6.05 - 49,450 12,800 26,650
21 Feb 22055.05 13.90 - 24,500 -2,850 13,850
20 Feb 22196.95 13.15 - 29,050 7,250 16,700
19 Feb 22122.25 16.45 - 11,450 2,900 9,450
16 Feb 22040.70 17.00 - 1,350 1,350 6,550
15 Feb 21910.75 20.50 - 7,250 5,200 5,200
14 Feb 21840.05 60.10 - 0 0 0
13 Feb 21743.25 60.10 - 0 0 0
12 Feb 21616.05 60.10 - 0 0 0
9 Feb 21778.70 60.10 - 0 0 0


For NIFTY 50 - strike price 20700 expiring on 07MAR2024

Delta for 20700 PE is n/a

Historical price for 20700 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 238850 which increased total open position to 977500


On 29 Feb NIFTY was trading at 21982.80. The strike last trading price was 2.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 453250 which increased total open position to 738650


On 28 Feb NIFTY was trading at 21951.15. The strike last trading price was 5.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 68950 which increased total open position to 285400


On 27 Feb NIFTY was trading at 22198.35. The strike last trading price was 4.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 100850 which increased total open position to 216450


On 26 Feb NIFTY was trading at 22122.05. The strike last trading price was 4.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 22700 which increased total open position to 115600


On 23 Feb NIFTY was trading at 22212.70. The strike last trading price was 4.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 66250 which increased total open position to 92900


On 22 Feb NIFTY was trading at 22217.45. The strike last trading price was 6.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 12800 which increased total open position to 26650


On 21 Feb NIFTY was trading at 22055.05. The strike last trading price was 13.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -2850 which decreased total open position to 13850


On 20 Feb NIFTY was trading at 22196.95. The strike last trading price was 13.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 7250 which increased total open position to 16700


On 19 Feb NIFTY was trading at 22122.25. The strike last trading price was 16.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 2900 which increased total open position to 9450


On 16 Feb NIFTY was trading at 22040.70. The strike last trading price was 17.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 6550


On 15 Feb NIFTY was trading at 21910.75. The strike last trading price was 20.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 5200 which increased total open position to 5200


On 14 Feb NIFTY was trading at 21840.05. The strike last trading price was 60.10, 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 60.10, 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 60.10, 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 60.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0