NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:28 PM IST
| NIFTY 28-Apr-2026 (4d) 23100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 0.04
Theta: -9.22
Gamma: 0.00025
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23871.95 | 805.3 | -261.95000000000005 | 21.14 | 746 | 7 | 3,434 | |||||||||
| 23 Apr | 24173.05 | 1068.55 | -217.70000000000005 | 19.6 | 485 | -184 | 3,426 | |||||||||
| 22 Apr | 24378.10 | 1290 | -202.04999999999995 | 21.27 | 456 | -95 | 3,610 | |||||||||
| 21 Apr | 24576.60 | 1492 | 212.04999999999995 | 25.03 | 855 | -563 | 3,737 | |||||||||
| 20 Apr | 24364.85 | 1250.75 | -44.950000000000045 | 25.32 | 336 | -4 | 4,375 | |||||||||
| 17 Apr | 24353.55 | 1303 | 153.1500000000001 | 21.6 | 128 | -30 | 4,378 | |||||||||
| 16 Apr | 24196.75 | 1143 | -64.95000000000005 | 13.97 | 696 | -467 | 4,410 | |||||||||
| 15 Apr | 24231.30 | 1202 | 273.35 | 19.46 | 616 | -305 | 4,877 | |||||||||
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| 13 Apr | 23842.65 | 920.2 | -188.89999999999986 | 22.27 | 1,521 | -369 | 5,186 | |||||||||
| 10 Apr | 24050.60 | 1125 | 170.45000000000005 | 21.44 | 2,035 | -955 | 5,561 | |||||||||
| 9 Apr | 23775.10 | 949.7 | -160.25 | 23.21 | 1,498 | -351 | 6,524 | |||||||||
| 8 Apr | 23997.35 | 1135.2 | 533.05 | 19.74 | 5,729 | -7,918 | 6,897 | |||||||||
| 7 Apr | 23123.65 | 620.1 | 41.45 | 24.2 | 9,337 | 175 | 9,417 | |||||||||
| 6 Apr | 22968.25 | 577.65 | 117.4 | 25.77 | 6,154 | 280 | 9,380 | |||||||||
| 2 Apr | 22713.10 | 469.95 | -11.2 | 23.89 | 7,439 | 6,734 | 9,103 | |||||||||
| 1 Apr | 22679.40 | 490 | 62.2 | 24.13 | 7,405 | 7,871 | 8,977 | |||||||||
| 30 Mar | 22331.40 | 436.4 | -206.95 | 26.37 | 6,971 | 8,370 | 9,197 | |||||||||
| 27 Mar | 22819.60 | 640.25 | -229.85 | 24.83 | 13,860 | 4,677 | 9,312 | |||||||||
| 25 Mar | 23306.45 | 879.2 | 203.4 | 22.96 | 3,774 | 4,635 | 4,635 | |||||||||
| 24 Mar | 22912.40 | 713.45 | 144.55 | 23.8 | 6,557 | 4,053 | 4,053 | |||||||||
| 23 Mar | 22512.65 | 562.2 | -214.65 | 25.63 | 2,284 | 166 | 1,935 | |||||||||
| 20 Mar | 23114.50 | 775 | 57 | 20.84 | 1,205 | 1,698 | 1,734 | |||||||||
| 19 Mar | 23002.15 | 765 | -371.7 | 20.99 | 3,158 | 1,554 | 1,629 | |||||||||
| 18 Mar | 23777.80 | 1125 | 64.95 | 17.47 | 71 | 755 | 822 | |||||||||
| 17 Mar | 23581.15 | 1050 | 60.35 | 19.85 | 274 | -40 | 823 | |||||||||
| 16 Mar | 23408.80 | 947.8 | 65.45 | 20.6 | 1,405 | 868 | 868 | |||||||||
| 13 Mar | 23151.10 | 923.45 | -290 | 22.41 | 2,056 | 874 | 874 | |||||||||
| 12 Mar | 23639.15 | 1208.2 | -167.05 | 21.47 | 210 | 367 | 367 | |||||||||
| 11 Mar | 23866.85 | 1375.25 | -387.6 | 21.7 | 62 | 3 | 375 | |||||||||
| 10 Mar | 24261.60 | 1762.85 | 195.9 | 23.34 | 450 | 117 | 372 | |||||||||
| 9 Mar | 24028.05 | 1566.95 | -290.05 | 23.63 | 440 | 229 | 256 | |||||||||
| 6 Mar | 24450.45 | 1857 | -111.2 | - | 0 | 0 | 27 | |||||||||
| 5 Mar | 24765.90 | 1857 | -111.2 | - | 32 | 0 | 0 | |||||||||
| 4 Mar | 24480.50 | 1857 | -111.2 | 18.42 | 32 | -4 | 26 | |||||||||
| 2 Mar | 24865.70 | 1968.2 | -456.8 | 7.89 | 29 | 11 | 30 | |||||||||
| 27 Feb | 25178.65 | 2400 | -220 | 9.74 | 4 | 1 | 19 | |||||||||
| 26 Feb | 25496.55 | 2620 | -78 | 11.5 | 7 | 2 | 13 | |||||||||
| 25 Feb | 25482.50 | 2698 | -172.55 | 20.89 | 5 | 2 | 9 | |||||||||
| 24 Feb | 25424.65 | 2870.55 | 130.55 | - | 0 | 0 | 7 | |||||||||
| 23 Feb | 25713.00 | 2870.55 | 130.55 | - | 0 | 0 | 7 | |||||||||
| 20 Feb | 25571.25 | 2870.55 | 130.55 | 13.3 | 1 | 0 | 6 | |||||||||
| 19 Feb | 25454.35 | 2740 | -288.85 | 8.5 | 2 | 1 | 7 | |||||||||
| 18 Feb | 25819.35 | 3029.95 | 109.95 | - | 5 | 2 | 6 | |||||||||
| 17 Feb | 25725.40 | 2920 | 201.3 | - | 0 | 0 | 4 | |||||||||
| 16 Feb | 25682.75 | 2920 | 201.3 | - | 2 | 0 | 2 | |||||||||
| 13 Feb | 25471.10 | 2700.55 | -214.8 | - | 3 | 0 | 2 | |||||||||
| 12 Feb | 25807.20 | 2915.35 | 14.6 | - | 0 | 0 | 2 | |||||||||
| 11 Feb | 25953.85 | 2915.35 | 14.6 | - | 0 | 0 | 2 | |||||||||
| 10 Feb | 25935.15 | 2915.35 | 14.6 | - | 0 | 0 | 2 | |||||||||
| 9 Feb | 25867.30 | 2915.35 | 14.6 | - | 0 | 0 | 2 | |||||||||
| 6 Feb | 25693.70 | 2915.35 | 14.6 | - | 1 | 0 | 2 | |||||||||
| 5 Feb | 25642.80 | 2892.3 | -138.15 | - | 2 | 0 | 2 | |||||||||
| 4 Feb | 25776.00 | 3016.4 | -34.45 | - | 2 | 0 | 2 | |||||||||
| 3 Feb | 25727.55 | 3050.85 | 1000.85 | - | 2 | 0 | 2 | |||||||||
| 2 Feb | 25088.40 | 2050 | -429.55 | - | 2 | 0 | 0 | |||||||||
For Nifty - strike price 23100 expiring on 28APR2026
Delta for 23100 CE is 0.93
Historical price for 23100 CE is as follows
On 24 Apr NIFTY was trading at 23871.95. The strike last trading price was 805.3, which was -261.95000000000005 lower than the previous day. The implied volatity was 21.14, the open interest changed by 7 which increased total open position to 3434
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1068.55, which was -217.70000000000005 lower than the previous day. The implied volatity was 19.6, the open interest changed by -184 which decreased total open position to 3426
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1290, which was -202.04999999999995 lower than the previous day. The implied volatity was 21.27, the open interest changed by -95 which decreased total open position to 3610
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1492, which was 212.04999999999995 higher than the previous day. The implied volatity was 25.03, the open interest changed by -563 which decreased total open position to 3737
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1250.75, which was -44.950000000000045 lower than the previous day. The implied volatity was 25.32, the open interest changed by -4 which decreased total open position to 4375
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1303, which was 153.1500000000001 higher than the previous day. The implied volatity was 21.6, the open interest changed by -30 which decreased total open position to 4378
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1143, which was -64.95000000000005 lower than the previous day. The implied volatity was 13.97, the open interest changed by -467 which decreased total open position to 4410
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1202, which was 273.35 higher than the previous day. The implied volatity was 19.46, the open interest changed by -305 which decreased total open position to 4877
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 920.2, which was -188.89999999999986 lower than the previous day. The implied volatity was 22.27, the open interest changed by -369 which decreased total open position to 5186
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1125, which was 170.45000000000005 higher than the previous day. The implied volatity was 21.44, the open interest changed by -955 which decreased total open position to 5561
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 949.7, which was -160.25 lower than the previous day. The implied volatity was 23.21, the open interest changed by -351 which decreased total open position to 6524
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1135.2, which was 533.05 higher than the previous day. The implied volatity was 19.74, the open interest changed by -7918 which decreased total open position to 6897
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 620.1, which was 41.45 higher than the previous day. The implied volatity was 24.2, the open interest changed by 175 which increased total open position to 9417
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 577.65, which was 117.4 higher than the previous day. The implied volatity was 25.77, the open interest changed by 280 which increased total open position to 9380
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 469.95, which was -11.2 lower than the previous day. The implied volatity was 23.89, the open interest changed by 6734 which increased total open position to 9103
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 490, which was 62.2 higher than the previous day. The implied volatity was 24.13, the open interest changed by 7871 which increased total open position to 8977
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 436.4, which was -206.95 lower than the previous day. The implied volatity was 26.37, the open interest changed by 8370 which increased total open position to 9197
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 640.25, which was -229.85 lower than the previous day. The implied volatity was 24.83, the open interest changed by 4677 which increased total open position to 9312
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 879.2, which was 203.4 higher than the previous day. The implied volatity was 22.96, the open interest changed by 4635 which increased total open position to 4635
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 713.45, which was 144.55 higher than the previous day. The implied volatity was 23.8, the open interest changed by 4053 which increased total open position to 4053
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 562.2, which was -214.65 lower than the previous day. The implied volatity was 25.63, the open interest changed by 166 which increased total open position to 1935
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 775, which was 57 higher than the previous day. The implied volatity was 20.84, the open interest changed by 1698 which increased total open position to 1734
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 765, which was -371.7 lower than the previous day. The implied volatity was 20.99, the open interest changed by 1554 which increased total open position to 1629
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1125, which was 64.95 higher than the previous day. The implied volatity was 17.47, the open interest changed by 755 which increased total open position to 822
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1050, which was 60.35 higher than the previous day. The implied volatity was 19.85, the open interest changed by -40 which decreased total open position to 823
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 947.8, which was 65.45 higher than the previous day. The implied volatity was 20.6, the open interest changed by 868 which increased total open position to 868
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 923.45, which was -290 lower than the previous day. The implied volatity was 22.41, the open interest changed by 874 which increased total open position to 874
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1208.2, which was -167.05 lower than the previous day. The implied volatity was 21.47, the open interest changed by 367 which increased total open position to 367
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1375.25, which was -387.6 lower than the previous day. The implied volatity was 21.7, the open interest changed by 3 which increased total open position to 375
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1762.85, which was 195.9 higher than the previous day. The implied volatity was 23.34, the open interest changed by 117 which increased total open position to 372
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1566.95, which was -290.05 lower than the previous day. The implied volatity was 23.63, the open interest changed by 229 which increased total open position to 256
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1857, which was -111.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1857, which was -111.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 1857, which was -111.2 lower than the previous day. The implied volatity was 18.42, the open interest changed by -4 which decreased total open position to 26
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 1968.2, which was -456.8 lower than the previous day. The implied volatity was 7.89, the open interest changed by 11 which increased total open position to 30
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 2400, which was -220 lower than the previous day. The implied volatity was 9.74, the open interest changed by 1 which increased total open position to 19
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 2620, which was -78 lower than the previous day. The implied volatity was 11.5, the open interest changed by 2 which increased total open position to 13
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 2698, which was -172.55 lower than the previous day. The implied volatity was 20.89, the open interest changed by 2 which increased total open position to 9
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 2870.55, which was 130.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 2870.55, which was 130.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 2870.55, which was 130.55 higher than the previous day. The implied volatity was 13.3, the open interest changed by 0 which decreased total open position to 6
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 2740, which was -288.85 lower than the previous day. The implied volatity was 8.5, the open interest changed by 1 which increased total open position to 7
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 3029.95, which was 109.95 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 6
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 2920, which was 201.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 2920, which was 201.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 2700.55, which was -214.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 2915.35, which was 14.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 2915.35, which was 14.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 2915.35, which was 14.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 2915.35, which was 14.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 2915.35, which was 14.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 2892.3, which was -138.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 3016.4, which was -34.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 3050.85, which was 1000.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 2050, which was -429.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTY 28-Apr-2026 (4d) 23100 PE | |||||||
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Delta: -0.05
Vega: 0.03
Theta: -2.39
Gamma: 0.00021
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23871.95 | 9.8 | 3.3500000000000005 | 18.46 | 2,92,877 | 18,884 | 46,349 |
| 23 Apr | 24173.05 | 5.85 | -2.1000000000000005 | 19.63 | 1,87,644 | -7,975 | 27,743 |
| 22 Apr | 24378.10 | 6.95 | -4.6499999999999995 | 21.44 | 1,56,819 | 11,257 | 35,803 |
| 21 Apr | 24576.60 | 12.35 | -20.15 | 24.94 | 67,026 | 7,327 | 24,662 |
| 20 Apr | 24364.85 | 34.2 | 4.100000000000001 | 25.3 | 34,386 | 3,446 | 17,418 |
| 17 Apr | 24353.55 | 29.25 | -19.65 | 21.53 | 26,386 | 2,652 | 13,977 |
| 16 Apr | 24196.75 | 51 | -11.399999999999999 | 21.4 | 15,581 | -894 | 11,328 |
| 15 Apr | 24231.30 | 63.65 | -97.19999999999999 | 22.45 | 16,119 | -227 | 12,255 |
| 13 Apr | 23842.65 | 159.25 | 44.849999999999994 | 23.11 | 12,835 | -191 | 12,748 |
| 10 Apr | 24050.60 | 118.1 | -69.4 | 21.7 | 12,784 | 24 | 12,945 |
| 9 Apr | 23775.10 | 183.5 | 35.44999999999999 | 21.42 | 11,670 | 2,151 | 12,947 |
| 8 Apr | 23997.35 | 139.8 | -390.65 | 22.59 | 21,010 | -3,99,276 | 10,793 |
| 7 Apr | 23123.65 | 524.8 | -77.45 | 27.37 | 9,086 | 8,624 | 10,715 |
| 6 Apr | 22968.25 | 608.05 | -166.65 | 26.96 | 4,143 | 5,823 | 10,089 |
| 2 Apr | 22713.10 | 761.9 | 2.95 | 26.24 | 1,544 | 8,672 | 9,425 |
| 1 Apr | 22679.40 | 744.7 | -336.95 | 25.21 | 5,819 | 9,351 | 9,670 |
| 30 Mar | 22331.40 | 1027.2 | 209.55 | 28.55 | 5,042 | -990 | 10,130 |
| 27 Mar | 22819.60 | 815.35 | 282.15 | 29.04 | 14,808 | 8,539 | 11,390 |
| 25 Mar | 23306.45 | 524.7 | -191.65 | 25.43 | 5,089 | 6,311 | 6,456 |
| 24 Mar | 22912.40 | 701.85 | -295.05 | 26.15 | 5,402 | 5,569 | 5,601 |
| 23 Mar | 22512.65 | 1004 | 416.9 | 28.3 | 2,408 | 2,721 | 4,316 |
| 20 Mar | 23114.50 | 587 | -51.45 | 23.97 | 3,534 | 4,177 | 5,234 |
| 19 Mar | 23002.15 | 600 | 276.25 | 23.56 | 5,210 | 5,184 | 5,184 |
| 18 Mar | 23777.80 | 320.9 | -74.45 | 22.01 | 2,398 | 337 | 5,203 |
| 17 Mar | 23581.15 | 396 | -103.15 | 22.25 | 1,432 | -27 | 4,874 |
| 16 Mar | 23408.80 | 513.25 | -96.5 | 23.64 | 3,229 | 4,950 | 4,950 |
| 13 Mar | 23151.10 | 600.4 | 187.55 | 23.57 | 6,288 | 5,732 | 5,732 |
| 12 Mar | 23639.15 | 415.55 | 54.55 | 22.92 | 3,044 | 4,920 | 4,920 |
| 11 Mar | 23866.85 | 369.25 | 146.4 | 23.3 | 3,204 | 5,170 | 5,255 |
| 10 Mar | 24261.60 | 222.4 | -149.45 | 21.6 | 3,558 | 23 | 5,829 |
| 9 Mar | 24028.05 | 379.25 | 160.1 | 24.74 | 5,207 | 5,672 | 5,804 |
| 6 Mar | 24450.45 | 218.8 | 61.85 | 22.21 | 3,848 | -830 | 6,875 |
| 5 Mar | 24765.90 | 152.7 | -82.25 | 21.11 | 5,951 | -196 | 7,834 |
| 4 Mar | 24480.50 | 239.55 | 128.35 | 22.77 | 14,951 | 3,042 | 8,037 |
| 2 Mar | 24865.70 | 107 | 56.85 | 19.16 | 10,068 | 2,320 | 5,020 |
| 27 Feb | 25178.65 | 50.6 | 14.5 | 17.11 | 1,984 | 868 | 2,705 |
| 26 Feb | 25496.55 | 36.1 | -5 | 17.23 | 631 | 56 | 1,825 |
| 25 Feb | 25482.50 | 41.95 | -7.35 | 17.58 | 1,694 | 310 | 1,775 |
| 24 Feb | 25424.65 | 49.3 | 1.25 | 18.02 | 538 | 40 | 1,465 |
| 23 Feb | 25713.00 | 49.2 | -1.25 | 19.04 | 648 | 369 | 1,425 |
| 20 Feb | 25571.25 | 51.55 | 0.75 | 18.27 | 258 | 53 | 1,056 |
| 19 Feb | 25454.35 | 53.95 | 13 | 17.65 | 421 | -27 | 1,000 |
| 18 Feb | 25819.35 | 40 | -3.9 | 18.14 | 178 | 26 | 1,027 |
| 17 Feb | 25725.40 | 44.6 | -6.7 | 18.07 | 363 | -52 | 1,001 |
| 16 Feb | 25682.75 | 51.35 | -4.65 | 18.37 | 660 | 237 | 1,053 |
| 13 Feb | 25471.10 | 60 | 24.25 | 17.76 | 740 | 262 | 808 |
| 12 Feb | 25807.20 | 35.75 | 4.15 | 17.16 | 59 | 18 | 547 |
| 11 Feb | 25953.85 | 31.5 | -1.2 | 17.23 | 54 | 19 | 529 |
| 10 Feb | 25935.15 | 32.15 | -6.6 | 17.11 | 96 | -19 | 511 |
| 9 Feb | 25867.30 | 39.3 | -0.35 | 17.5 | 185 | 25 | 530 |
| 6 Feb | 25693.70 | 39.95 | 1.45 | 16.57 | 302 | 181 | 506 |
| 5 Feb | 25642.80 | 38.55 | 2.75 | 16.25 | 373 | 213 | 326 |
| 4 Feb | 25776.00 | 39 | -6.45 | 16.6 | 87 | 39 | 112 |
| 3 Feb | 25727.55 | 45.45 | -32.8 | 16.95 | 95 | 54 | 68 |
| 2 Feb | 25088.40 | 77.9 | 27.55 | 16.3 | 16 | 9 | 9 |
For Nifty - strike price 23100 expiring on 28APR2026
Delta for 23100 PE is -0.05
Historical price for 23100 PE is as follows
On 24 Apr NIFTY was trading at 23871.95. The strike last trading price was 9.8, which was 3.3500000000000005 higher than the previous day. The implied volatity was 18.46, the open interest changed by 18884 which increased total open position to 46349
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 5.85, which was -2.1000000000000005 lower than the previous day. The implied volatity was 19.63, the open interest changed by -7975 which decreased total open position to 27743
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 6.95, which was -4.6499999999999995 lower than the previous day. The implied volatity was 21.44, the open interest changed by 11257 which increased total open position to 35803
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 12.35, which was -20.15 lower than the previous day. The implied volatity was 24.94, the open interest changed by 7327 which increased total open position to 24662
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 34.2, which was 4.100000000000001 higher than the previous day. The implied volatity was 25.3, the open interest changed by 3446 which increased total open position to 17418
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 29.25, which was -19.65 lower than the previous day. The implied volatity was 21.53, the open interest changed by 2652 which increased total open position to 13977
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 51, which was -11.399999999999999 lower than the previous day. The implied volatity was 21.4, the open interest changed by -894 which decreased total open position to 11328
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 63.65, which was -97.19999999999999 lower than the previous day. The implied volatity was 22.45, the open interest changed by -227 which decreased total open position to 12255
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 159.25, which was 44.849999999999994 higher than the previous day. The implied volatity was 23.11, the open interest changed by -191 which decreased total open position to 12748
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 118.1, which was -69.4 lower than the previous day. The implied volatity was 21.7, the open interest changed by 24 which increased total open position to 12945
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 183.5, which was 35.44999999999999 higher than the previous day. The implied volatity was 21.42, the open interest changed by 2151 which increased total open position to 12947
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 139.8, which was -390.65 lower than the previous day. The implied volatity was 22.59, the open interest changed by -399276 which decreased total open position to 10793
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 524.8, which was -77.45 lower than the previous day. The implied volatity was 27.37, the open interest changed by 8624 which increased total open position to 10715
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 608.05, which was -166.65 lower than the previous day. The implied volatity was 26.96, the open interest changed by 5823 which increased total open position to 10089
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 761.9, which was 2.95 higher than the previous day. The implied volatity was 26.24, the open interest changed by 8672 which increased total open position to 9425
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 744.7, which was -336.95 lower than the previous day. The implied volatity was 25.21, the open interest changed by 9351 which increased total open position to 9670
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1027.2, which was 209.55 higher than the previous day. The implied volatity was 28.55, the open interest changed by -990 which decreased total open position to 10130
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 815.35, which was 282.15 higher than the previous day. The implied volatity was 29.04, the open interest changed by 8539 which increased total open position to 11390
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 524.7, which was -191.65 lower than the previous day. The implied volatity was 25.43, the open interest changed by 6311 which increased total open position to 6456
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 701.85, which was -295.05 lower than the previous day. The implied volatity was 26.15, the open interest changed by 5569 which increased total open position to 5601
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1004, which was 416.9 higher than the previous day. The implied volatity was 28.3, the open interest changed by 2721 which increased total open position to 4316
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 587, which was -51.45 lower than the previous day. The implied volatity was 23.97, the open interest changed by 4177 which increased total open position to 5234
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 600, which was 276.25 higher than the previous day. The implied volatity was 23.56, the open interest changed by 5184 which increased total open position to 5184
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 320.9, which was -74.45 lower than the previous day. The implied volatity was 22.01, the open interest changed by 337 which increased total open position to 5203
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 396, which was -103.15 lower than the previous day. The implied volatity was 22.25, the open interest changed by -27 which decreased total open position to 4874
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 513.25, which was -96.5 lower than the previous day. The implied volatity was 23.64, the open interest changed by 4950 which increased total open position to 4950
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 600.4, which was 187.55 higher than the previous day. The implied volatity was 23.57, the open interest changed by 5732 which increased total open position to 5732
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 415.55, which was 54.55 higher than the previous day. The implied volatity was 22.92, the open interest changed by 4920 which increased total open position to 4920
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 369.25, which was 146.4 higher than the previous day. The implied volatity was 23.3, the open interest changed by 5170 which increased total open position to 5255
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 222.4, which was -149.45 lower than the previous day. The implied volatity was 21.6, the open interest changed by 23 which increased total open position to 5829
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 379.25, which was 160.1 higher than the previous day. The implied volatity was 24.74, the open interest changed by 5672 which increased total open position to 5804
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 218.8, which was 61.85 higher than the previous day. The implied volatity was 22.21, the open interest changed by -830 which decreased total open position to 6875
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 152.7, which was -82.25 lower than the previous day. The implied volatity was 21.11, the open interest changed by -196 which decreased total open position to 7834
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 239.55, which was 128.35 higher than the previous day. The implied volatity was 22.77, the open interest changed by 3042 which increased total open position to 8037
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 107, which was 56.85 higher than the previous day. The implied volatity was 19.16, the open interest changed by 2320 which increased total open position to 5020
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 50.6, which was 14.5 higher than the previous day. The implied volatity was 17.11, the open interest changed by 868 which increased total open position to 2705
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 36.1, which was -5 lower than the previous day. The implied volatity was 17.23, the open interest changed by 56 which increased total open position to 1825
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 41.95, which was -7.35 lower than the previous day. The implied volatity was 17.58, the open interest changed by 310 which increased total open position to 1775
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 49.3, which was 1.25 higher than the previous day. The implied volatity was 18.02, the open interest changed by 40 which increased total open position to 1465
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 49.2, which was -1.25 lower than the previous day. The implied volatity was 19.04, the open interest changed by 369 which increased total open position to 1425
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 51.55, which was 0.75 higher than the previous day. The implied volatity was 18.27, the open interest changed by 53 which increased total open position to 1056
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 53.95, which was 13 higher than the previous day. The implied volatity was 17.65, the open interest changed by -27 which decreased total open position to 1000
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 40, which was -3.9 lower than the previous day. The implied volatity was 18.14, the open interest changed by 26 which increased total open position to 1027
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 44.6, which was -6.7 lower than the previous day. The implied volatity was 18.07, the open interest changed by -52 which decreased total open position to 1001
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 51.35, which was -4.65 lower than the previous day. The implied volatity was 18.37, the open interest changed by 237 which increased total open position to 1053
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 60, which was 24.25 higher than the previous day. The implied volatity was 17.76, the open interest changed by 262 which increased total open position to 808
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 35.75, which was 4.15 higher than the previous day. The implied volatity was 17.16, the open interest changed by 18 which increased total open position to 547
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 31.5, which was -1.2 lower than the previous day. The implied volatity was 17.23, the open interest changed by 19 which increased total open position to 529
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 32.15, which was -6.6 lower than the previous day. The implied volatity was 17.11, the open interest changed by -19 which decreased total open position to 511
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 39.3, which was -0.35 lower than the previous day. The implied volatity was 17.5, the open interest changed by 25 which increased total open position to 530
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 39.95, which was 1.45 higher than the previous day. The implied volatity was 16.57, the open interest changed by 181 which increased total open position to 506
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 38.55, which was 2.75 higher than the previous day. The implied volatity was 16.25, the open interest changed by 213 which increased total open position to 326
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 39, which was -6.45 lower than the previous day. The implied volatity was 16.6, the open interest changed by 39 which increased total open position to 112
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 45.45, which was -32.8 lower than the previous day. The implied volatity was 16.95, the open interest changed by 54 which increased total open position to 68
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 77.9, which was 27.55 higher than the previous day. The implied volatity was 16.3, the open interest changed by 9 which increased total open position to 9
