NIFTY
Nifty
Historical option data for NIFTY
08 May 2026 04:10 PM IST
| NIFTY 12-May-2026 (2d) 22900 CE | ||||||||||||||||
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Delta: 0.99
Vega: 0.01
Theta: 1.69
Gamma: 0.00005
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 May | 24176.15 | 1279.1 | -199.55000000000018 (-13.50%) | 21.34 | 4 | 0 | 26 | |||||||||
| 7 May | 24326.65 | 1478.65 | -53.34999999999991 (-3.48%) | 23.02 | 3 | 0 | 25 | |||||||||
| 6 May | 24330.95 | 1532 | 378.1500000000001 (32.77%) | 39.23 | 14 | -1 | 27 | |||||||||
| 5 May | 24032.80 | 1197 | -73.45000000000005 (-5.78%) | 22.89 | 21 | 10 | 28 | |||||||||
| 4 May | 24119.30 | 1254.9 | 104.90000000000009 (9.12%) | 18.25 | 20 | 13 | 16 | |||||||||
| 30 Apr | 23997.55 | 1150 | 469.65 (69.03%) | 19.57 | 7 | 5 | 5 | |||||||||
| 29 Apr | 24177.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 23995.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 24092.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 23897.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 24173.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 22 Apr | 24378.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 24576.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 24364.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 24353.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 24196.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 22900 expiring on 12MAY2026
Delta for 22900 CE is 0.99
Historical price for 22900 CE is as follows
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 1279.1, which was -199.55000000000018 lower than the previous day. The implied volatity was 21.34, the open interest changed by 0 which decreased total open position to 26
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 1478.65, which was -53.34999999999991 lower than the previous day. The implied volatity was 23.02, the open interest changed by 0 which decreased total open position to 25
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 1532, which was 378.1500000000001 higher than the previous day. The implied volatity was 39.23, the open interest changed by -1 which decreased total open position to 27
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 1197, which was -73.45000000000005 lower than the previous day. The implied volatity was 22.89, the open interest changed by 10 which increased total open position to 28
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 1254.9, which was 104.90000000000009 higher than the previous day. The implied volatity was 18.25, the open interest changed by 13 which increased total open position to 16
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 1150, which was 469.65 higher than the previous day. The implied volatity was 19.57, the open interest changed by 5 which increased total open position to 5
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTY 12-May-2026 (2d) 22900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0
Theta: 2.2
Gamma: 0.00003
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 May | 24176.15 | 1.2 | -1.0000000000000002 (-45.45%) | 20.55 | 2,00,229 | -571 | 59,851 |
| 7 May | 24326.65 | 1.75 | -2.3499999999999996 (-57.32%) | 21.37 | 2,09,085 | -11,900 | 60,567 |
| 6 May | 24330.95 | 3.65 | -3.85 (-51.33%) | 21.69 | 4,59,087 | 50,042 | 72,735 |
| 5 May | 24032.80 | 6.75 | -5.65 (-45.56%) | 18.58 | 1,01,173 | 12,117 | 22,688 |
| 4 May | 24119.30 | 12.6 | -21.1 (-62.61%) | 20.47 | 44,455 | 8,466 | 10,602 |
| 30 Apr | 23997.55 | 30.5 | 5 (19.61%) | 19.61 | 16,202 | 1,673 | 3,809 |
| 29 Apr | 24177.65 | 25.85 | -16.449999999999996 (-38.89%) | 19.49 | 8,509 | 1,116 | 2,143 |
| 28 Apr | 23995.70 | 40.4 | -6.399999999999999 (-13.68%) | 19.25 | 2,137 | 725 | 999 |
| 27 Apr | 24092.70 | 45.3 | -271.95 (-85.72%) | 20.32 | 652 | 274 | 274 |
| 24 Apr | 23897.95 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 24173.05 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 24378.10 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 24576.60 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 24364.85 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 24353.55 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 24196.75 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 22900 expiring on 12MAY2026
Delta for 22900 PE is -0.01
Historical price for 22900 PE is as follows
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 1.2, which was -1.0000000000000002 lower than the previous day. The implied volatity was 20.55, the open interest changed by -571 which decreased total open position to 59851
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 1.75, which was -2.3499999999999996 lower than the previous day. The implied volatity was 21.37, the open interest changed by -11900 which decreased total open position to 60567
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 3.65, which was -3.85 lower than the previous day. The implied volatity was 21.69, the open interest changed by 50042 which increased total open position to 72735
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 6.75, which was -5.65 lower than the previous day. The implied volatity was 18.58, the open interest changed by 12117 which increased total open position to 22688
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 12.6, which was -21.1 lower than the previous day. The implied volatity was 20.47, the open interest changed by 8466 which increased total open position to 10602
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 30.5, which was 5 higher than the previous day. The implied volatity was 19.61, the open interest changed by 1673 which increased total open position to 3809
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 25.85, which was -16.449999999999996 lower than the previous day. The implied volatity was 19.49, the open interest changed by 1116 which increased total open position to 2143
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 40.4, which was -6.399999999999999 lower than the previous day. The implied volatity was 19.25, the open interest changed by 725 which increased total open position to 999
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 45.3, which was -271.95 lower than the previous day. The implied volatity was 20.32, the open interest changed by 274 which increased total open position to 274
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
