[--[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 1066.85 - 7,300 50 43,350
29 Feb 21982.80 821.75 - 48,450 34,250 43,300
28 Feb 21951.15 703.30 - 11,150 3,650 9,050
27 Feb 22198.35 965.20 - 2,300 4,100 5,400
26 Feb 22122.05 927.00 - 3,700 250 1,300
23 Feb 22212.70 1031.00 - 900 -150 1,050
22 Feb 22217.45 1040.00 - 250 50 1,200
21 Feb 22055.05 937.35 - 100 50 1,150
20 Feb 22196.95 964.00 - 700 -150 1,100
19 Feb 22122.25 1042.70 - 400 150 1,250
16 Feb 22040.70 901.75 - 200 450 1,100
15 Feb 21910.75 778.15 - 1,050 600 650
14 Feb 21840.05 586.25 - 100 50 50
13 Feb 21743.25 730.55 - 0 0 0
12 Feb 21616.05 730.55 - 0 0 0
9 Feb 21778.70 730.55 - 0 0 0


For NIFTY 50 - strike price 21300 expiring on 07MAR2024

Delta for 21300 CE is n/a

Historical price for 21300 CE is as follows

On 1 Mar NIFTY was trading at 22338.75. The strike last trading price was 1066.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 43350


On 29 Feb NIFTY was trading at 21982.80. The strike last trading price was 821.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 34250 which increased total open position to 43300


On 28 Feb NIFTY was trading at 21951.15. The strike last trading price was 703.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 3650 which increased total open position to 9050


On 27 Feb NIFTY was trading at 22198.35. The strike last trading price was 965.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 4100 which increased total open position to 5400


On 26 Feb NIFTY was trading at 22122.05. The strike last trading price was 927.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 1300


On 23 Feb NIFTY was trading at 22212.70. The strike last trading price was 1031.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 1050


On 22 Feb NIFTY was trading at 22217.45. The strike last trading price was 1040.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1200


On 21 Feb NIFTY was trading at 22055.05. The strike last trading price was 937.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1150


On 20 Feb NIFTY was trading at 22196.95. The strike last trading price was 964.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 1100


On 19 Feb NIFTY was trading at 22122.25. The strike last trading price was 1042.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1250


On 16 Feb NIFTY was trading at 22040.70. The strike last trading price was 901.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 1100


On 15 Feb NIFTY was trading at 21910.75. The strike last trading price was 778.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 650


On 14 Feb NIFTY was trading at 21840.05. The strike last trading price was 586.25, 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 13 Feb NIFTY was trading at 21743.25. The strike last trading price was 730.55, 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 730.55, 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 730.55, 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 5.50 - 1,86,14,350 27,38,950 41,99,550
29 Feb 21982.80 10.10 - 50,62,250 7,65,600 14,60,600
28 Feb 21951.15 31.90 - 29,40,100 1,72,300 6,95,000
27 Feb 22198.35 13.15 - 10,63,050 1,67,000 5,22,700
26 Feb 22122.05 18.55 - 6,77,000 73,400 3,55,700
23 Feb 22212.70 17.85 - 10,09,200 -2,500 2,82,300
22 Feb 22217.45 22.15 - 8,62,450 1,66,650 2,84,800
21 Feb 22055.05 48.95 - 3,17,800 29,950 1,18,150
20 Feb 22196.95 42.15 - 1,68,100 30,500 88,200
19 Feb 22122.25 51.85 - 1,95,800 24,300 57,700
16 Feb 22040.70 61.00 - 80,650 23,950 33,400
15 Feb 21910.75 69.00 - 26,800 3,900 9,450
14 Feb 21840.05 94.00 - 15,850 850 5,550
13 Feb 21743.25 129.95 - 6,100 850 4,700
12 Feb 21616.05 172.60 - 8,300 3,850 3,850
9 Feb 21778.70 138.10 - 1,350 700 850


For NIFTY 50 - strike price 21300 expiring on 07MAR2024

Delta for 21300 PE is n/a

Historical price for 21300 PE is as follows

On 1 Mar NIFTY was trading at 22338.75. The strike last trading price was 5.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 2738950 which increased total open position to 4199550


On 29 Feb NIFTY was trading at 21982.80. The strike last trading price was 10.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 765600 which increased total open position to 1460600


On 28 Feb NIFTY was trading at 21951.15. The strike last trading price was 31.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 172300 which increased total open position to 695000


On 27 Feb NIFTY was trading at 22198.35. The strike last trading price was 13.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 167000 which increased total open position to 522700


On 26 Feb NIFTY was trading at 22122.05. The strike last trading price was 18.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 73400 which increased total open position to 355700


On 23 Feb NIFTY was trading at 22212.70. The strike last trading price was 17.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -2500 which decreased total open position to 282300


On 22 Feb NIFTY was trading at 22217.45. The strike last trading price was 22.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 166650 which increased total open position to 284800


On 21 Feb NIFTY was trading at 22055.05. The strike last trading price was 48.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 29950 which increased total open position to 118150


On 20 Feb NIFTY was trading at 22196.95. The strike last trading price was 42.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 30500 which increased total open position to 88200


On 19 Feb NIFTY was trading at 22122.25. The strike last trading price was 51.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 24300 which increased total open position to 57700


On 16 Feb NIFTY was trading at 22040.70. The strike last trading price was 61.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 23950 which increased total open position to 33400


On 15 Feb NIFTY was trading at 21910.75. The strike last trading price was 69.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3900 which increased total open position to 9450


On 14 Feb NIFTY was trading at 21840.05. The strike last trading price was 94.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 5550


On 13 Feb NIFTY was trading at 21743.25. The strike last trading price was 129.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 850 which increased total open position to 4700


On 12 Feb NIFTY was trading at 21616.05. The strike last trading price was 172.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 3850 which increased total open position to 3850


On 9 Feb NIFTY was trading at 21778.70. The strike last trading price was 138.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 850