Historical Implied Volatility for NSE Options
This table can list the historical volatility for particular NSE options strike
Date Call % Diff Est Call Call OI CHG OI Contract Strike Price Company Call Price Strike Put Price CHG OI Put OI Est Put Put % Diff Expiry Date Future Price
2021-03-01
3.97
10.47
7,147,800
655,500
TATAMOTORS 330
TATAMOTORS
23.60
330.00
23.00
644,100
1,915,200
9.80
3.99
2021-03-25
330.45
2021-03-01
4.00
6.28
4,178,100
-433,200
TATAMOTORS 340
TATAMOTORS
19.50
340.00
28.95
-34,200
353,400
15.61
4.04
2021-03-25
330.45
2021-03-01
3.77
3.50
5,882,400
-963,300
TATAMOTORS 350
TATAMOTORS
15.95
350.00
35.45
11,400
473,100
22.82
3.82
2021-03-25
330.45
2021-03-01
3.18
91.10
79,950
66,300
IRCTC 1900
IRCTC
153.20
1,900.00
97.80
14,950
14,950
35.40
3.19
2021-03-25
1,954.40
2021-03-01
3.56
41.10
204,425
176,800
IRCTC 2000
IRCTC
110.70
2,000.00
154.30
1,300
1,625
85.34
3.53
2021-03-25
1,954.40
2021-03-01
3.45
5.92
2,997,000
1,068,000
ZEEL 220
ZEEL
13.45
220.00
15.15
84,000
327,000
7.58
3.47
2021-03-25
218.20
2021-03-01
2.87
3.05
3,693,600
1,238,800
BEL 150
BEL
7.25
150.00
10.75
22,800
22,800
6.45
2.94
2021-03-25
146.50
2021-03-01
2.60
15.80
1,475,500
176,800
UPL 600
UPL
31.20
600.00
36.75
1,300
92,300
21.12
2.63
2021-03-25
594.25
2021-03-01
2.44
1.66
11,092,200
1,638,000
COALINDIA 160
COALINDIA
5.35
160.00
13.90
21,000
357,000
10.25
2.41
2021-03-25
151.30
2021-03-01
1.79
16.09
2,939,300
-1,258,000
TATASTEEL 750
TATASTEEL
29.25
750.00
44.60
3,400
499,800
30.99
1.85
2021-03-25
734.60
Date Call % Diff Est Call Call OI CHG OI Contract Strike Price Company Call Price Strike Put Price CHG OI Put OI Est Put Put % Diff Expiry Date Future Price