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iShares S&P India Nifty 50 INDY 42.51 0.48 1.14%

INDY Historical Options Analysis

Explore INDY (iShares S&P India Nifty 50) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

INDY / Comparative study

3 signals / 501 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.28
14.92
Mean
19.98
Window
+348.0%
ATM IV z 0.51
0.47
Mean
0.36
Window
+290.2%
IV Percentile z 0.18
66.14
Mean
60.83
Window
+770.3%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.73 0.70
ATM IV 0.73 1.00 0.66
IV Percent... 0.70 0.66 1.00
Source observations

Data inspector

1-50 of 501
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 42.51 14.92 0.47 66.14
2026-09-18 42.03 15.43 0.49 69.05
2026-09-17 42.14 14.75 0.47 65.87
2026-09-16 41.76 15.57 0.49 69.44
2026-09-15 41.83 15.12 0.48 67.86
2026-09-14 42.46 13.02 0.43 58.17
2026-09-11 42.51 12.19 0.41 55.56
2026-09-10 42.13 12.94 0.43 58.33
2026-09-09 42.55 11.67 0.39 54.76
2026-09-08 42.99 10.35 0.36 52.78
2026-09-07 43.74 9.41 0.34 47.81
2026-09-04 43.74 8.18 0.31 45.24
2026-09-03 43.79 17.37 0.54 76.98
2026-09-02 43.85 16.57 0.52 73.81
2026-09-01 43.6 17.46 0.54 77.29
2026-08-31 43.64 16.77 0.52 76
2026-08-28 43.64 15.23 0.48 70.12
2026-08-27 43.58 14.97 0.48 69.72
2026-08-26 43.74 12.77 0.42 59.76
2026-08-25 44.09 13.99 0.45 64.94
2026-08-24 43.33 13.46 0.44 63.2
2026-08-21 43.56 14.09 0.45 65.74
2026-08-20 43.5 14.1 0.45 66.14
2026-08-19 43.43 14.08 0.45 66.14
2026-08-18 43.33 19.07 0.58 83.27
2026-08-17 43.5 18.43 0.56 81.6
2026-08-14 43.63 14.85 0.47 70.12
2026-08-13 43.77 14.3 0.46 68.13
2026-08-12 43.75 14.1 0.45 68.13
2026-08-11 43.97 14.71 0.47 70.12
2026-08-10 43.97 14.51 0.46 69.6
2026-08-07 44.28 13.3 0.43 66.53
2026-08-06 44.09 13.56 0.44 67.73
2026-08-05 44.27 13.03 0.43 66.53
2026-08-04 44.42 17.52 0.54 78.88
2026-08-03 44.16 12.17 0.41 64.8
2026-07-31 43.75 9.79 0.35 58.96
2026-07-30 43.72 10.22 0.36 60.96
2026-07-29 43.39 8.82 0.32 54.98
2026-07-28 43.57 9.05 0.33 56.57
2026-07-27 43.1 7.35 0.29 54
2026-07-24 42.38 4.57 0.22 31.08
2026-07-23 42.05 3.43 0.19 14.74
2026-07-22 42.53 4.65 0.22 33.07
2026-07-21 43.02 5.75 0.25 47.81
2026-07-20 42.84 5.28 0.24 37.6
2026-07-17 43.37 5.99 0.25 51
2026-07-16 42.95 4.81 0.22 35.86
2026-07-15 42.9 4.62 0.22 33.86
2026-07-14 42.88 4.55 0.22 32.67