Nifty Futures Historical Data
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Nifty Range Calculator
Calculate expected trading ranges for Nifty based on India VIX volatility index
Input Parameters
Expected Trading Range
| Range (±) | Lower Range | Higher Range | Total Range |
|---|---|---|---|
| 0.00 | 0.00 | 0.00 | 0.00 |
| Range (±) | Lower Range | Higher Range | Total Range |
|---|---|---|---|
| 0.00 | 0.00 | 0.00 | 0.00 |
| Range (±) | Lower Range | Higher Range | Total Range |
|---|---|---|---|
| 0.00 | 0.00 | 0.00 | 0.00 |
How the Nifty Range Calculator Works
The Nifty Range Calculator estimates the expected trading range for Nifty based on the current India VIX (Volatility Index).
India VIX measures the market's expectation of volatility over the near term. Higher VIX values indicate higher expected volatility and larger trading ranges.
The calculator uses the following formulas to estimate trading ranges:
Weekly Range = Nifty × (VIX / 100) × √(7/365)
Monthly Range = Nifty × (VIX / 100) × √(30/365)
Where:
- Nifty is the current value of the Nifty 50 index
- VIX is the current India VIX value
- √ represents the square root function
The results show the expected movement in points above and below the current index level for each time period.
Nifty Option Chain consists of all option prices traded for that particular day of Nifty Index
Delta, Theta, Gamma, Vega and RHO
Nifty Option chain consits of Strike price of call and put options, Their Last traded price, Volume, Turnover, Open Interest and Change in Open Interest
