[--[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 22338.75 715.50 - 15,950 -200 35,550
29 Feb 21982.80 495.55 - 62,650 11,600 35,750
28 Feb 21951.15 408.60 - 27,650 18,650 24,150
27 Feb 22198.35 645.00 - 500 550 5,500
26 Feb 22122.05 625.15 - 8,650 4,950 4,950
23 Feb 22212.70 674.75 - 0 4,250 0
22 Feb 22217.45 674.75 - 600 4,250 4,250
21 Feb 22055.05 697.65 - 0 0 0
20 Feb 22196.95 697.65 - 100 0 4,150
19 Feb 22122.25 697.65 - 50 0 4,150
16 Feb 22040.70 642.45 - 600 -300 4,150
15 Feb 21910.75 533.50 - 900 350 4,450
14 Feb 21840.05 489.40 - 8,050 2,850 4,100
13 Feb 21743.25 445.00 - 3,500 1,050 1,250
12 Feb 21616.05 399.15 - 500 200 200
9 Feb 21778.70 509.55 - 0 0 0


For NIFTY 50 - strike price 21650 expiring on 07MAR2024

Delta for 21650 CE is n/a

Historical price for 21650 CE is as follows

On 1 Mar NIFTY was trading at 22338.75. The strike last trading price was 715.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 35550


On 29 Feb NIFTY was trading at 21982.80. The strike last trading price was 495.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 11600 which increased total open position to 35750


On 28 Feb NIFTY was trading at 21951.15. The strike last trading price was 408.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 18650 which increased total open position to 24150


On 27 Feb NIFTY was trading at 22198.35. The strike last trading price was 645.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 5500


On 26 Feb NIFTY was trading at 22122.05. The strike last trading price was 625.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 4950 which increased total open position to 4950


On 23 Feb NIFTY was trading at 22212.70. The strike last trading price was 674.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 4250 which increased total open position to 0


On 22 Feb NIFTY was trading at 22217.45. The strike last trading price was 674.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 4250 which increased total open position to 4250


On 21 Feb NIFTY was trading at 22055.05. The strike last trading price was 697.65, 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 20 Feb NIFTY was trading at 22196.95. The strike last trading price was 697.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4150


On 19 Feb NIFTY was trading at 22122.25. The strike last trading price was 697.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4150


On 16 Feb NIFTY was trading at 22040.70. The strike last trading price was 642.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 4150


On 15 Feb NIFTY was trading at 21910.75. The strike last trading price was 533.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 4450


On 14 Feb NIFTY was trading at 21840.05. The strike last trading price was 489.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 2850 which increased total open position to 4100


On 13 Feb NIFTY was trading at 21743.25. The strike last trading price was 445.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 1250


On 12 Feb NIFTY was trading at 21616.05. The strike last trading price was 399.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200


On 9 Feb NIFTY was trading at 21778.70. The strike last trading price was 509.55, 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 14.35 - 90,36,900 6,41,200 10,30,900
29 Feb 21982.80 36.00 - 32,09,050 2,39,150 3,89,700
28 Feb 21951.15 89.20 - 14,28,400 76,550 1,50,550
27 Feb 22198.35 38.40 - 3,18,200 -600 74,000
26 Feb 22122.05 51.15 - 2,34,700 7,100 74,600
23 Feb 22212.70 45.90 - 2,66,850 33,150 67,500
22 Feb 22217.45 52.00 - 1,10,150 24,200 34,350
21 Feb 22055.05 109.10 - 25,650 2,050 10,150
20 Feb 22196.95 84.80 - 8,400 2,350 8,100
19 Feb 22122.25 100.75 - 5,900 450 5,750
16 Feb 22040.70 119.95 - 4,150 1,550 5,300
15 Feb 21910.75 139.00 - 2,600 -50 3,750
14 Feb 21840.05 186.00 - 7,100 1,900 3,800
13 Feb 21743.25 240.00 - 3,700 1,750 1,900
12 Feb 21616.05 301.80 - 600 150 150
9 Feb 21778.70 273.00 - 50 0 0


For NIFTY 50 - strike price 21650 expiring on 07MAR2024

Delta for 21650 PE is n/a

Historical price for 21650 PE is as follows

On 1 Mar NIFTY was trading at 22338.75. The strike last trading price was 14.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 641200 which increased total open position to 1030900


On 29 Feb NIFTY was trading at 21982.80. The strike last trading price was 36.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 239150 which increased total open position to 389700


On 28 Feb NIFTY was trading at 21951.15. The strike last trading price was 89.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 76550 which increased total open position to 150550


On 27 Feb NIFTY was trading at 22198.35. The strike last trading price was 38.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 74000


On 26 Feb NIFTY was trading at 22122.05. The strike last trading price was 51.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 7100 which increased total open position to 74600


On 23 Feb NIFTY was trading at 22212.70. The strike last trading price was 45.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 33150 which increased total open position to 67500


On 22 Feb NIFTY was trading at 22217.45. The strike last trading price was 52.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 24200 which increased total open position to 34350


On 21 Feb NIFTY was trading at 22055.05. The strike last trading price was 109.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 2050 which increased total open position to 10150


On 20 Feb NIFTY was trading at 22196.95. The strike last trading price was 84.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 2350 which increased total open position to 8100


On 19 Feb NIFTY was trading at 22122.25. The strike last trading price was 100.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 5750


On 16 Feb NIFTY was trading at 22040.70. The strike last trading price was 119.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1550 which increased total open position to 5300


On 15 Feb NIFTY was trading at 21910.75. The strike last trading price was 139.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 3750


On 14 Feb NIFTY was trading at 21840.05. The strike last trading price was 186.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1900 which increased total open position to 3800


On 13 Feb NIFTY was trading at 21743.25. The strike last trading price was 240.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 1900


On 12 Feb NIFTY was trading at 21616.05. The strike last trading price was 301.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150


On 9 Feb NIFTY was trading at 21778.70. The strike last trading price was 273.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0