[--[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 22338.75 964.45 - 20,650 -1,500 61,250
29 Feb 21982.80 723.10 - 53,250 23,250 62,750
28 Feb 21951.15 614.40 - 48,500 29,850 39,500
27 Feb 22198.35 885.40 - 5,650 2,750 9,650
26 Feb 22122.05 834.40 - 7,450 4,850 6,900
23 Feb 22212.70 899.00 - 850 550 2,050
22 Feb 22217.45 930.00 - 1,100 150 1,500
21 Feb 22055.05 731.35 - 600 1,350 1,350
20 Feb 22196.95 932.00 - 0 50 0
19 Feb 22122.25 932.00 - 150 50 1,250
16 Feb 22040.70 840.65 - 150 -50 1,200
15 Feb 21910.75 720.00 - 550 150 1,250
14 Feb 21840.05 687.30 - 1,450 1,100 1,100
13 Feb 21743.25 550.00 - 0 0 0
12 Feb 21616.05 550.00 - 50 0 0
9 Feb 21778.70 662.80 - 0 0 0


For NIFTY 50 - strike price 21400 expiring on 07MAR2024

Delta for 21400 CE is n/a

Historical price for 21400 CE is as follows

On 1 Mar NIFTY was trading at 22338.75. The strike last trading price was 964.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 61250


On 29 Feb NIFTY was trading at 21982.80. The strike last trading price was 723.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 23250 which increased total open position to 62750


On 28 Feb NIFTY was trading at 21951.15. The strike last trading price was 614.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 29850 which increased total open position to 39500


On 27 Feb NIFTY was trading at 22198.35. The strike last trading price was 885.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 2750 which increased total open position to 9650


On 26 Feb NIFTY was trading at 22122.05. The strike last trading price was 834.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 4850 which increased total open position to 6900


On 23 Feb NIFTY was trading at 22212.70. The strike last trading price was 899.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 2050


On 22 Feb NIFTY was trading at 22217.45. The strike last trading price was 930.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1500


On 21 Feb NIFTY was trading at 22055.05. The strike last trading price was 731.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 1350


On 20 Feb NIFTY was trading at 22196.95. The strike last trading price was 932.00, 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 19 Feb NIFTY was trading at 22122.25. The strike last trading price was 932.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 1250


On 16 Feb NIFTY was trading at 22040.70. The strike last trading price was 840.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 1200


On 15 Feb NIFTY was trading at 21910.75. The strike last trading price was 720.00, 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 14 Feb NIFTY was trading at 21840.05. The strike last trading price was 687.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 1100


On 13 Feb NIFTY was trading at 21743.25. The strike last trading price was 550.00, 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 12 Feb NIFTY was trading at 21616.05. The strike last trading price was 550.00, 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 9 Feb NIFTY was trading at 21778.70. The strike last trading price was 662.80, 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 7.00 - 1,31,78,050 8,40,100 21,19,150
29 Feb 21982.80 14.95 - 57,63,200 5,45,100 12,79,050
28 Feb 21951.15 43.95 - 27,33,700 1,04,700 7,33,950
27 Feb 22198.35 17.85 - 13,90,350 1,23,600 6,29,250
26 Feb 22122.05 24.90 - 11,02,500 66,300 5,05,650
23 Feb 22212.70 24.95 - 7,83,900 1,18,100 4,39,350
22 Feb 22217.45 27.05 - 8,84,300 2,11,350 3,21,250
21 Feb 22055.05 62.05 - 4,16,850 36,750 1,09,900
20 Feb 22196.95 51.80 - 2,01,850 30,800 73,150
19 Feb 22122.25 62.55 - 1,51,400 27,600 42,350
16 Feb 22040.70 73.40 - 59,200 -650 14,750
15 Feb 21910.75 84.00 - 59,650 12,400 15,400
14 Feb 21840.05 117.00 - 12,950 1,350 3,000
13 Feb 21743.25 151.30 - 4,500 1,200 1,650
12 Feb 21616.05 203.85 - 750 450 450
9 Feb 21778.70 214.85 - 0 0 0


For NIFTY 50 - strike price 21400 expiring on 07MAR2024

Delta for 21400 PE is n/a

Historical price for 21400 PE is as follows

On 1 Mar NIFTY was trading at 22338.75. The strike last trading price was 7.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 840100 which increased total open position to 2119150


On 29 Feb NIFTY was trading at 21982.80. The strike last trading price was 14.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 545100 which increased total open position to 1279050


On 28 Feb NIFTY was trading at 21951.15. The strike last trading price was 43.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 104700 which increased total open position to 733950


On 27 Feb NIFTY was trading at 22198.35. The strike last trading price was 17.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 123600 which increased total open position to 629250


On 26 Feb NIFTY was trading at 22122.05. The strike last trading price was 24.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 66300 which increased total open position to 505650


On 23 Feb NIFTY was trading at 22212.70. The strike last trading price was 24.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 118100 which increased total open position to 439350


On 22 Feb NIFTY was trading at 22217.45. The strike last trading price was 27.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 211350 which increased total open position to 321250


On 21 Feb NIFTY was trading at 22055.05. The strike last trading price was 62.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 36750 which increased total open position to 109900


On 20 Feb NIFTY was trading at 22196.95. The strike last trading price was 51.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 30800 which increased total open position to 73150


On 19 Feb NIFTY was trading at 22122.25. The strike last trading price was 62.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 27600 which increased total open position to 42350


On 16 Feb NIFTY was trading at 22040.70. The strike last trading price was 73.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -650 which decreased total open position to 14750


On 15 Feb NIFTY was trading at 21910.75. The strike last trading price was 84.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 12400 which increased total open position to 15400


On 14 Feb NIFTY was trading at 21840.05. The strike last trading price was 117.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 3000


On 13 Feb NIFTY was trading at 21743.25. The strike last trading price was 151.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 1650


On 12 Feb NIFTY was trading at 21616.05. The strike last trading price was 203.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 450


On 9 Feb NIFTY was trading at 21778.70. The strike last trading price was 214.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0