[--[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 22338.75 822.85 - 16,950 -2,250 23,950
29 Feb 21982.80 569.75 - 37,100 12,900 26,200
28 Feb 21951.15 487.35 - 12,550 8,650 13,300
27 Feb 22198.35 730.25 - 250 0 4,650
26 Feb 22122.05 710.30 - 7,400 1,550 4,650
23 Feb 22212.70 800.00 - 100 -50 3,100
22 Feb 22217.45 770.00 - 150 100 3,150
21 Feb 22055.05 823.70 - 100 3,050 3,050
20 Feb 22196.95 800.00 - 0 0 0
19 Feb 22122.25 800.00 - 50 0 3,100
16 Feb 22040.70 716.85 - 250 -50 3,100
15 Feb 21910.75 643.30 - 250 -300 3,150
14 Feb 21840.05 560.15 - 8,300 3,200 3,450
13 Feb 21743.25 444.85 - 400 250 250
12 Feb 21616.05 461.25 - 100 0 0
9 Feb 21778.70 568.05 - 0 0 0


For NIFTY 50 - strike price 21550 expiring on 07MAR2024

Delta for 21550 CE is n/a

Historical price for 21550 CE is as follows

On 1 Mar NIFTY was trading at 22338.75. The strike last trading price was 822.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -2250 which decreased total open position to 23950


On 29 Feb NIFTY was trading at 21982.80. The strike last trading price was 569.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 12900 which increased total open position to 26200


On 28 Feb NIFTY was trading at 21951.15. The strike last trading price was 487.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 8650 which increased total open position to 13300


On 27 Feb NIFTY was trading at 22198.35. The strike last trading price was 730.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4650


On 26 Feb NIFTY was trading at 22122.05. The strike last trading price was 710.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1550 which increased total open position to 4650


On 23 Feb NIFTY was trading at 22212.70. The strike last trading price was 800.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 3100


On 22 Feb NIFTY was trading at 22217.45. The strike last trading price was 770.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 3150


On 21 Feb NIFTY was trading at 22055.05. The strike last trading price was 823.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 3050 which increased total open position to 3050


On 20 Feb NIFTY was trading at 22196.95. The strike last trading price was 800.00, 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 19 Feb NIFTY was trading at 22122.25. The strike last trading price was 800.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3100


On 16 Feb NIFTY was trading at 22040.70. The strike last trading price was 716.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 3100


On 15 Feb NIFTY was trading at 21910.75. The strike last trading price was 643.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 3150


On 14 Feb NIFTY was trading at 21840.05. The strike last trading price was 560.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 3450


On 13 Feb NIFTY was trading at 21743.25. The strike last trading price was 444.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 250


On 12 Feb NIFTY was trading at 21616.05. The strike last trading price was 461.25, 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 568.05, 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 10.95 - 91,85,500 6,35,700 10,36,450
29 Feb 21982.80 25.55 - 40,19,200 1,92,450 4,00,750
28 Feb 21951.15 67.20 - 11,37,600 1,18,100 2,08,300
27 Feb 22198.35 29.10 - 3,32,600 3,300 90,200
26 Feb 22122.05 39.00 - 1,86,600 7,150 86,900
23 Feb 22212.70 35.95 - 2,56,850 56,250 79,750
22 Feb 22217.45 40.45 - 88,900 12,900 23,500
21 Feb 22055.05 86.00 - 14,350 1,900 10,600
20 Feb 22196.95 68.50 - 14,250 1,550 8,700
19 Feb 22122.25 84.10 - 10,300 2,150 7,150
16 Feb 22040.70 99.00 - 8,400 2,150 5,000
15 Feb 21910.75 108.75 - 700 50 2,850
14 Feb 21840.05 155.60 - 8,700 1,950 2,800
13 Feb 21743.25 211.30 - 600 550 850
12 Feb 21616.05 251.05 - 600 300 300
9 Feb 21778.70 269.05 - 0 0 0


For NIFTY 50 - strike price 21550 expiring on 07MAR2024

Delta for 21550 PE is n/a

Historical price for 21550 PE is as follows

On 1 Mar NIFTY was trading at 22338.75. The strike last trading price was 10.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 635700 which increased total open position to 1036450


On 29 Feb NIFTY was trading at 21982.80. The strike last trading price was 25.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 192450 which increased total open position to 400750


On 28 Feb NIFTY was trading at 21951.15. The strike last trading price was 67.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 118100 which increased total open position to 208300


On 27 Feb NIFTY was trading at 22198.35. The strike last trading price was 29.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 3300 which increased total open position to 90200


On 26 Feb NIFTY was trading at 22122.05. The strike last trading price was 39.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 7150 which increased total open position to 86900


On 23 Feb NIFTY was trading at 22212.70. The strike last trading price was 35.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 56250 which increased total open position to 79750


On 22 Feb NIFTY was trading at 22217.45. The strike last trading price was 40.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 12900 which increased total open position to 23500


On 21 Feb NIFTY was trading at 22055.05. The strike last trading price was 86.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1900 which increased total open position to 10600


On 20 Feb NIFTY was trading at 22196.95. The strike last trading price was 68.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1550 which increased total open position to 8700


On 19 Feb NIFTY was trading at 22122.25. The strike last trading price was 84.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 2150 which increased total open position to 7150


On 16 Feb NIFTY was trading at 22040.70. The strike last trading price was 99.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2150 which increased total open position to 5000


On 15 Feb NIFTY was trading at 21910.75. The strike last trading price was 108.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 2850


On 14 Feb NIFTY was trading at 21840.05. The strike last trading price was 155.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 1950 which increased total open position to 2800


On 13 Feb NIFTY was trading at 21743.25. The strike last trading price was 211.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 850


On 12 Feb NIFTY was trading at 21616.05. The strike last trading price was 251.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 300


On 9 Feb NIFTY was trading at 21778.70. The strike last trading price was 269.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0