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First Trust India Nifty 50 NFTY 53.16 0.62 1.19%

NFTY Historical Options Analysis

Explore NFTY (First Trust 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

NFTY / Comparative study

3 signals / 507 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.87
2.72
Mean
23.5
Window
-59.0%
ATM IV z -0.44
0.26
Mean
0.46
Window
+36.5%
IV Percentile z -0.93
30
Mean
57.48
Window
+38.8%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.72 0.73
ATM IV 0.72 1.00 0.59
IV Percent... 0.73 0.59 1.00
Source observations

Data inspector

1-50 of 507
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 53.16 2.72 0.26 30
2026-09-18 52.54 2.66 0.23 24.68
2026-09-17 52.78 100 5.62 100
2026-09-16 51.85 100 4.33 100
2026-09-15 51.87 100 3.64 100
2026-09-14 52.79 100 2.92 100
2026-09-11 53.01 100 2.23 100
2026-09-10 52.73 95.25 2.12 99.57
2026-09-09 53.21 84.61 1.89 99.13
2026-09-08 53.43 81.47 1.82 99.13
2026-09-07 54.22 71.48 1.61 98.7
2026-09-04 54.22 34.42 0.82 91.34
2026-09-03 54.23 33.79 0.8 90.48
2026-09-02 54.52 31.06 0.75 88.31
2026-09-01 54.1 32.7 0.78 90
2026-08-31 54.16 30.9 0.74 88.65
2026-08-28 54.22 26.96 0.66 83.48
2026-08-27 54.1 27.62 0.67 84.78
2026-08-26 54.33 28.12 0.68 85.65
2026-08-25 54.77 26.66 0.65 84.35
2026-08-24 53.95 48.02 1.11 97.38
2026-08-21 54.27 43.53 1.01 96.96
2026-08-20 54.12 43.32 1.01 96.96
2026-08-19 54.28 42.17 0.98 96.52
2026-08-18 53.93 43.02 1 96.96
2026-08-17 54.23 63.29 1.43 98.69
2026-08-14 54.59 45.05 1.04 97.83
2026-08-13 54.72 40.6 0.95 97.83
2026-08-12 54.63 40.45 0.95 97.83
2026-08-11 54.84 35.65 0.84 96.96
2026-08-10 54.86 34.42 0.82 96.07
2026-08-07 55.14 28.51 0.69 91.3
2026-08-06 55.06 18.45 0.48 73.91
2026-08-05 55.41 24.57 0.61 84.35
2026-08-04 55.5 23.29 0.58 81.3
2026-08-03 55.03 22.83 0.57 81.22
2026-07-31 54.55 18.41 0.47 73.91
2026-07-30 54.61 21.44 0.54 79.13
2026-07-29 54.23 15.79 0.42 67.39
2026-07-28 54.48 14.8 0.4 65.65
2026-07-27 53.86 14.8 0.4 65.94
2026-07-24 52.76 16.33 0.43 68.7
2026-07-23 52.5 16.85 0.44 69.57
2026-07-22 52.95 14.71 0.4 66.09
2026-07-21 53.55 13.95 0.38 63.91
2026-07-20 53.48 13.58 0.37 60.7
2026-07-17 53.4 12.78 0.35 56.52
2026-07-16 53.14 13.47 0.37 59.57
2026-07-15 53.25 13.76 0.38 61.3
2026-07-14 53.28 14.62 0.39 65.65