[--[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 22338.75 769.00 - 86,350 -650 42,200
29 Feb 21982.80 540.35 - 2,03,050 4,850 42,850
28 Feb 21951.15 447.75 - 47,600 12,750 38,000
27 Feb 22198.35 693.55 - 4,100 800 25,250
26 Feb 22122.05 664.20 - 5,800 1,450 24,450
23 Feb 22212.70 725.00 - 1,850 800 23,000
22 Feb 22217.45 773.30 - 11,700 1,050 22,200
21 Feb 22055.05 589.60 - 3,250 550 21,150
20 Feb 22196.95 727.30 - 350 -100 20,600
19 Feb 22122.25 739.80 - 1,850 -250 20,700
16 Feb 22040.70 650.50 - 12,600 5,450 20,950
15 Feb 21910.75 600.80 - 17,250 -1,150 15,500
14 Feb 21840.05 542.00 - 33,150 7,150 16,650
13 Feb 21743.25 471.60 - 17,050 4,450 9,500
12 Feb 21616.05 425.95 - 7,350 5,050 5,050
9 Feb 21778.70 505.45 - 3,100 1,800 2,100


For NIFTY 50 - strike price 21600 expiring on 07MAR2024

Delta for 21600 CE is n/a

Historical price for 21600 CE is as follows

On 1 Mar NIFTY was trading at 22338.75. The strike last trading price was 769.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -650 which decreased total open position to 42200


On 29 Feb NIFTY was trading at 21982.80. The strike last trading price was 540.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 4850 which increased total open position to 42850


On 28 Feb NIFTY was trading at 21951.15. The strike last trading price was 447.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 12750 which increased total open position to 38000


On 27 Feb NIFTY was trading at 22198.35. The strike last trading price was 693.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 25250


On 26 Feb NIFTY was trading at 22122.05. The strike last trading price was 664.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1450 which increased total open position to 24450


On 23 Feb NIFTY was trading at 22212.70. The strike last trading price was 725.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 23000


On 22 Feb NIFTY was trading at 22217.45. The strike last trading price was 773.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 22200


On 21 Feb NIFTY was trading at 22055.05. The strike last trading price was 589.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 21150


On 20 Feb NIFTY was trading at 22196.95. The strike last trading price was 727.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 20600


On 19 Feb NIFTY was trading at 22122.25. The strike last trading price was 739.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 20700


On 16 Feb NIFTY was trading at 22040.70. The strike last trading price was 650.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 5450 which increased total open position to 20950


On 15 Feb NIFTY was trading at 21910.75. The strike last trading price was 600.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -1150 which decreased total open position to 15500


On 14 Feb NIFTY was trading at 21840.05. The strike last trading price was 542.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 7150 which increased total open position to 16650


On 13 Feb NIFTY was trading at 21743.25. The strike last trading price was 471.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 4450 which increased total open position to 9500


On 12 Feb NIFTY was trading at 21616.05. The strike last trading price was 425.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 5050 which increased total open position to 5050


On 9 Feb NIFTY was trading at 21778.70. The strike last trading price was 505.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 2100


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 12.60 - 1,86,13,000 16,23,700 31,05,700
29 Feb 21982.80 30.95 - 1,02,08,850 7,04,600 14,82,000
28 Feb 21951.15 77.85 - 37,48,800 2,67,300 7,77,400
27 Feb 22198.35 33.20 - 14,08,800 73,100 5,10,100
26 Feb 22122.05 44.75 - 13,66,350 1,86,950 4,37,000
23 Feb 22212.70 41.10 - 10,17,100 74,100 2,50,050
22 Feb 22217.45 45.90 - 6,85,000 80,300 1,75,950
21 Feb 22055.05 93.55 - 2,47,000 35,750 95,650
20 Feb 22196.95 75.45 - 53,850 15,650 59,900
19 Feb 22122.25 91.60 - 50,200 12,050 44,250
16 Feb 22040.70 105.50 - 34,750 11,350 32,200
15 Feb 21910.75 125.00 - 11,750 700 20,850
14 Feb 21840.05 167.50 - 37,950 8,600 20,150
13 Feb 21743.25 212.85 - 28,700 5,950 11,550
12 Feb 21616.05 268.80 - 7,900 5,600 5,600
9 Feb 21778.70 220.35 - 3,500 1,000 3,200


For NIFTY 50 - strike price 21600 expiring on 07MAR2024

Delta for 21600 PE is n/a

Historical price for 21600 PE is as follows

On 1 Mar NIFTY was trading at 22338.75. The strike last trading price was 12.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 1623700 which increased total open position to 3105700


On 29 Feb NIFTY was trading at 21982.80. The strike last trading price was 30.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 704600 which increased total open position to 1482000


On 28 Feb NIFTY was trading at 21951.15. The strike last trading price was 77.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 267300 which increased total open position to 777400


On 27 Feb NIFTY was trading at 22198.35. The strike last trading price was 33.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 73100 which increased total open position to 510100


On 26 Feb NIFTY was trading at 22122.05. The strike last trading price was 44.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 186950 which increased total open position to 437000


On 23 Feb NIFTY was trading at 22212.70. The strike last trading price was 41.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 74100 which increased total open position to 250050


On 22 Feb NIFTY was trading at 22217.45. The strike last trading price was 45.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 80300 which increased total open position to 175950


On 21 Feb NIFTY was trading at 22055.05. The strike last trading price was 93.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 35750 which increased total open position to 95650


On 20 Feb NIFTY was trading at 22196.95. The strike last trading price was 75.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 15650 which increased total open position to 59900


On 19 Feb NIFTY was trading at 22122.25. The strike last trading price was 91.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 12050 which increased total open position to 44250


On 16 Feb NIFTY was trading at 22040.70. The strike last trading price was 105.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 11350 which increased total open position to 32200


On 15 Feb NIFTY was trading at 21910.75. The strike last trading price was 125.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 20850


On 14 Feb NIFTY was trading at 21840.05. The strike last trading price was 167.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 8600 which increased total open position to 20150


On 13 Feb NIFTY was trading at 21743.25. The strike last trading price was 212.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 5950 which increased total open position to 11550


On 12 Feb NIFTY was trading at 21616.05. The strike last trading price was 268.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 5600 which increased total open position to 5600


On 9 Feb NIFTY was trading at 21778.70. The strike last trading price was 220.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 3200