[--[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 22338.75 875.00 - 2,88,100 49,300 1,82,850
29 Feb 21982.80 626.55 - 2,82,900 46,550 1,33,550
28 Feb 21951.15 527.45 - 1,00,050 27,900 87,000
27 Feb 22198.35 791.85 - 23,050 3,150 59,100
26 Feb 22122.05 754.95 - 12,100 3,850 55,950
23 Feb 22212.70 820.00 - 5,000 1,750 52,100
22 Feb 22217.45 857.20 - 48,300 -15,800 50,350
21 Feb 22055.05 672.95 - 36,050 16,400 66,150
20 Feb 22196.95 849.25 - 82,250 550 49,750
19 Feb 22122.25 811.95 - 5,900 1,100 49,200
16 Feb 22040.70 742.00 - 36,500 11,950 48,100
15 Feb 21910.75 682.55 - 26,900 10,150 36,150
14 Feb 21840.05 611.00 - 34,300 6,350 26,000
13 Feb 21743.25 543.05 - 10,750 4,450 19,650
12 Feb 21616.05 486.00 - 13,350 15,200 15,200
9 Feb 21778.70 576.90 - 10,200 6,000 7,750


For NIFTY 50 - strike price 21500 expiring on 07MAR2024

Delta for 21500 CE is n/a

Historical price for 21500 CE is as follows

On 1 Mar NIFTY was trading at 22338.75. The strike last trading price was 875.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 49300 which increased total open position to 182850


On 29 Feb NIFTY was trading at 21982.80. The strike last trading price was 626.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 46550 which increased total open position to 133550


On 28 Feb NIFTY was trading at 21951.15. The strike last trading price was 527.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 27900 which increased total open position to 87000


On 27 Feb NIFTY was trading at 22198.35. The strike last trading price was 791.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 3150 which increased total open position to 59100


On 26 Feb NIFTY was trading at 22122.05. The strike last trading price was 754.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 3850 which increased total open position to 55950


On 23 Feb NIFTY was trading at 22212.70. The strike last trading price was 820.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 52100


On 22 Feb NIFTY was trading at 22217.45. The strike last trading price was 857.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -15800 which decreased total open position to 50350


On 21 Feb NIFTY was trading at 22055.05. The strike last trading price was 672.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 16400 which increased total open position to 66150


On 20 Feb NIFTY was trading at 22196.95. The strike last trading price was 849.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 49750


On 19 Feb NIFTY was trading at 22122.25. The strike last trading price was 811.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 49200


On 16 Feb NIFTY was trading at 22040.70. The strike last trading price was 742.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 11950 which increased total open position to 48100


On 15 Feb NIFTY was trading at 21910.75. The strike last trading price was 682.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 10150 which increased total open position to 36150


On 14 Feb NIFTY was trading at 21840.05. The strike last trading price was 611.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6350 which increased total open position to 26000


On 13 Feb NIFTY was trading at 21743.25. The strike last trading price was 543.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 4450 which increased total open position to 19650


On 12 Feb NIFTY was trading at 21616.05. The strike last trading price was 486.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 15200 which increased total open position to 15200


On 9 Feb NIFTY was trading at 21778.70. The strike last trading price was 576.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 7750


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 9.65 - 2,19,48,250 13,18,950 38,39,900
29 Feb 21982.80 20.40 - 1,36,95,600 15,51,500 25,20,950
28 Feb 21951.15 58.95 - 51,78,550 1,87,750 9,69,450
27 Feb 22198.35 25.30 - 19,65,000 1,97,100 7,81,700
26 Feb 22122.05 33.35 - 14,26,050 1,02,600 5,84,600
23 Feb 22212.70 31.80 - 15,48,600 2,33,750 4,82,000
22 Feb 22217.45 36.50 - 15,14,750 99,200 2,48,250
21 Feb 22055.05 77.55 - 4,40,900 35,250 1,49,050
20 Feb 22196.95 62.00 - 2,49,800 17,450 1,13,800
19 Feb 22122.25 77.45 - 2,22,500 13,400 96,350
16 Feb 22040.70 88.85 - 1,83,500 40,200 82,950
15 Feb 21910.75 101.15 - 1,23,400 13,800 42,750
14 Feb 21840.05 137.90 - 46,550 8,400 28,950
13 Feb 21743.25 180.00 - 22,400 3,500 20,550
12 Feb 21616.05 237.45 - 29,650 17,050 17,050
9 Feb 21778.70 184.25 - 22,950 10,250 10,500


For NIFTY 50 - strike price 21500 expiring on 07MAR2024

Delta for 21500 PE is n/a

Historical price for 21500 PE is as follows

On 1 Mar NIFTY was trading at 22338.75. The strike last trading price was 9.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1318950 which increased total open position to 3839900


On 29 Feb NIFTY was trading at 21982.80. The strike last trading price was 20.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1551500 which increased total open position to 2520950


On 28 Feb NIFTY was trading at 21951.15. The strike last trading price was 58.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 187750 which increased total open position to 969450


On 27 Feb NIFTY was trading at 22198.35. The strike last trading price was 25.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 197100 which increased total open position to 781700


On 26 Feb NIFTY was trading at 22122.05. The strike last trading price was 33.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 102600 which increased total open position to 584600


On 23 Feb NIFTY was trading at 22212.70. The strike last trading price was 31.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 233750 which increased total open position to 482000


On 22 Feb NIFTY was trading at 22217.45. The strike last trading price was 36.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 99200 which increased total open position to 248250


On 21 Feb NIFTY was trading at 22055.05. The strike last trading price was 77.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 35250 which increased total open position to 149050


On 20 Feb NIFTY was trading at 22196.95. The strike last trading price was 62.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 17450 which increased total open position to 113800


On 19 Feb NIFTY was trading at 22122.25. The strike last trading price was 77.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 13400 which increased total open position to 96350


On 16 Feb NIFTY was trading at 22040.70. The strike last trading price was 88.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 40200 which increased total open position to 82950


On 15 Feb NIFTY was trading at 21910.75. The strike last trading price was 101.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 13800 which increased total open position to 42750


On 14 Feb NIFTY was trading at 21840.05. The strike last trading price was 137.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 8400 which increased total open position to 28950


On 13 Feb NIFTY was trading at 21743.25. The strike last trading price was 180.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3500 which increased total open position to 20550


On 12 Feb NIFTY was trading at 21616.05. The strike last trading price was 237.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 17050 which increased total open position to 17050


On 9 Feb NIFTY was trading at 21778.70. The strike last trading price was 184.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 10250 which increased total open position to 10500