[--[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 1362.65 - 96,300 11,650 1,02,650
29 Feb 21982.80 1110.00 - 55,650 33,800 91,000
28 Feb 21951.15 970.80 - 35,550 27,150 57,200
27 Feb 22198.35 1265.00 - 10,600 5,400 30,050
26 Feb 22122.05 1221.35 - 15,250 12,750 24,650
23 Feb 22212.70 1299.00 - 4,800 3,950 11,900
22 Feb 22217.45 1328.15 - 6,600 5,900 7,950
21 Feb 22055.05 1170.00 - 2,000 1,850 2,050
20 Feb 22196.95 1305.00 - 50 200 200
19 Feb 22122.25 1164.75 - 0 150 0
16 Feb 22040.70 1164.75 - 200 150 150
15 Feb 21910.75 875.00 - 0 0 0
14 Feb 21840.05 875.00 - 100 0 50
13 Feb 21743.25 874.00 - 50 50 50
12 Feb 21616.05 876.75 - 50 0 0
9 Feb 21778.70 954.10 - 0 0 0


For NIFTY 50 - strike price 21000 expiring on 07MAR2024

Delta for 21000 CE is n/a

Historical price for 21000 CE is as follows

On 1 Mar NIFTY was trading at 22338.75. The strike last trading price was 1362.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 11650 which increased total open position to 102650


On 29 Feb NIFTY was trading at 21982.80. The strike last trading price was 1110.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 33800 which increased total open position to 91000


On 28 Feb NIFTY was trading at 21951.15. The strike last trading price was 970.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 27150 which increased total open position to 57200


On 27 Feb NIFTY was trading at 22198.35. The strike last trading price was 1265.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5400 which increased total open position to 30050


On 26 Feb NIFTY was trading at 22122.05. The strike last trading price was 1221.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 12750 which increased total open position to 24650


On 23 Feb NIFTY was trading at 22212.70. The strike last trading price was 1299.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3950 which increased total open position to 11900


On 22 Feb NIFTY was trading at 22217.45. The strike last trading price was 1328.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 5900 which increased total open position to 7950


On 21 Feb NIFTY was trading at 22055.05. The strike last trading price was 1170.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1850 which increased total open position to 2050


On 20 Feb NIFTY was trading at 22196.95. The strike last trading price was 1305.00, 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 19 Feb NIFTY was trading at 22122.25. The strike last trading price was 1164.75, 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 16 Feb NIFTY was trading at 22040.70. The strike last trading price was 1164.75, 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 875.00, 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 14 Feb NIFTY was trading at 21840.05. The strike last trading price was 875.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50


On 13 Feb NIFTY was trading at 21743.25. The strike last trading price was 874.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50


On 12 Feb NIFTY was trading at 21616.05. The strike last trading price was 876.75, 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 954.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


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 3.40 - 3,02,83,350 28,19,700 72,67,850
29 Feb 21982.80 4.25 - 1,31,76,500 33,28,800 44,48,150
28 Feb 21951.15 12.55 - 48,15,100 6,05,500 11,19,350
27 Feb 22198.35 5.95 - 12,73,550 1,43,350 5,13,850
26 Feb 22122.05 7.50 - 9,24,500 90,700 3,70,500
23 Feb 22212.70 8.25 - 8,46,750 -40,150 2,79,800
22 Feb 22217.45 10.95 - 8,38,250 1,23,900 3,19,950
21 Feb 22055.05 24.75 - 4,13,600 89,250 1,96,050
20 Feb 22196.95 18.80 - 2,79,900 7,000 1,06,800
19 Feb 22122.25 27.80 - 2,15,200 24,150 99,800
16 Feb 22040.70 33.15 - 1,99,200 20,150 75,650
15 Feb 21910.75 37.40 - 1,03,400 31,450 55,500
14 Feb 21840.05 55.30 - 86,450 -2,000 24,050
13 Feb 21743.25 77.05 - 44,700 6,200 26,050
12 Feb 21616.05 103.45 - 39,550 19,850 19,850
9 Feb 21778.70 81.00 - 1,13,850 4,650 13,500


For NIFTY 50 - strike price 21000 expiring on 07MAR2024

Delta for 21000 PE is n/a

Historical price for 21000 PE is as follows

On 1 Mar NIFTY was trading at 22338.75. The strike last trading price was 3.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 2819700 which increased total open position to 7267850


On 29 Feb NIFTY was trading at 21982.80. The strike last trading price was 4.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 3328800 which increased total open position to 4448150


On 28 Feb NIFTY was trading at 21951.15. The strike last trading price was 12.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 605500 which increased total open position to 1119350


On 27 Feb NIFTY was trading at 22198.35. The strike last trading price was 5.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 143350 which increased total open position to 513850


On 26 Feb NIFTY was trading at 22122.05. The strike last trading price was 7.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 90700 which increased total open position to 370500


On 23 Feb NIFTY was trading at 22212.70. The strike last trading price was 8.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -40150 which decreased total open position to 279800


On 22 Feb NIFTY was trading at 22217.45. The strike last trading price was 10.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 123900 which increased total open position to 319950


On 21 Feb NIFTY was trading at 22055.05. The strike last trading price was 24.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 89250 which increased total open position to 196050


On 20 Feb NIFTY was trading at 22196.95. The strike last trading price was 18.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 7000 which increased total open position to 106800


On 19 Feb NIFTY was trading at 22122.25. The strike last trading price was 27.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 24150 which increased total open position to 99800


On 16 Feb NIFTY was trading at 22040.70. The strike last trading price was 33.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 20150 which increased total open position to 75650


On 15 Feb NIFTY was trading at 21910.75. The strike last trading price was 37.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 31450 which increased total open position to 55500


On 14 Feb NIFTY was trading at 21840.05. The strike last trading price was 55.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -2000 which decreased total open position to 24050


On 13 Feb NIFTY was trading at 21743.25. The strike last trading price was 77.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 6200 which increased total open position to 26050


On 12 Feb NIFTY was trading at 21616.05. The strike last trading price was 103.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 19850 which increased total open position to 19850


On 9 Feb NIFTY was trading at 21778.70. The strike last trading price was 81.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4650 which increased total open position to 13500