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NIFTY Aug 24000 PE implied volatility calculation

Can you calculate IV for this - NIFTY 4th w AUG 24000 PE NFO 55.40 -75.05 (-57.53%) Bid Orders Qty. 55.40 1 130 55.35 1 65 55.30 16 4485 55.25 11 2405 55.20 17 6630 Total 33,46,395 Offer Orders Qty. 55.45 2 845 55.50 12 4095 55.55 22 9035 55.60 12 2860 55.65 10 2145 Total 14,01,660 Open79.35 Low51.55 Prev. Close130.45 High79.60 Volume3,97,55,300Avg. price62.04 Lower circuit0.05Upper circuit437.20 LTQ130LTT2026-07-29 12:26:33 ExpiryN/AOI10083710 NIFTY 5024,225.95 -

1 day ago
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I understand you're asking about the implied volatility for a NIFTY option, but the option chain data you've shared doesn't include an IV figure directly - it shows the bid/ask prices and option details.

Let me fetch the NIFTY option chain with implied volatility to calculate what you need.The NIFTY 50 index isn't available directly in the database. Let me check for the NIFTY ETF or other NIFTY-related tickers.Unfortunately, the NIFTY 50 index and NIFTY options are not available in the database I have access to. My tools only cover US equity options — the database doesn't contain Indian markets, NSE indices, or NIFTY options chains.

Here's what I can tell you from the data you provided about the NIFTY 24000 PE (Aug 4th week expiry):

Key observations from the market data:

  • Underlying: NIFTY 50 at 24,225.95
  • Option: 24000 Put (OTM by ~225 points / ~0.9%)
  • Bid/Ask mid: ~55.43
  • Bid-Ask spread: ₹0.05 (very tight — good liquidity)
  • Previous close: 130.45 → Now ~55.40 (down ₹75.05 / -57.53%)
  • Volume: 397.55 lakh (very active)
  • OI: 100.84 lakh
  • Day range: 51.55 – 79.60

On IV: I cannot compute the exact implied volatility without an options pricing model and the precise parameters (time to expiry in exact days, risk-free rate, dividend yield). For a rough sense: a 24000 put that's ~0.9% OTM with ~3-4 weeks to expiry trading at ₹55 (when NIFTY is ~24,226) suggests IV is elevated — but a precise figure requires a proper options calculator. You can plug the mid-price (~55.43), spot (24,225.95), strike (24,000), days to expiry, and risk-free rate into any Black-Scholes calculator to back out the IV.

1 day ago