NIFTY
Nifty
Historical option data for NIFTY
27 Mar 2026 04:10 PM IST
| NIFTY 30-MAR-2026 23100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.31
Vega: 7.29
Theta: -29.46
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 Mar | 22819.60 | 91.8 | -306.55 | 22.69 | 19,98,900 | 43,150 | 55,860 | |||||||||
| 25 Mar | 23306.45 | 410.75 | 171.05 | 25.53 | 3,29,129 | -3,406 | 12,834 | |||||||||
| 24 Mar | 22912.40 | 268 | 102.05 | 26.97 | 1,45,338 | -27,631 | 16,255 | |||||||||
| 23 Mar | 22512.65 | 164.25 | -222.25 | 30.3 | 53,931 | -27,228 | 11,583 | |||||||||
| 20 Mar | 23114.50 | 378.55 | 28.05 | 21.46 | 42,371 | 1,791 | 9,027 | |||||||||
| 19 Mar | 23002.15 | 388.65 | -418.55 | 25.26 | 38,190 | 2,203 | 7,271 | |||||||||
| 18 Mar | 23777.80 | 793.05 | 81.25 | 16.59 | 1,627 | -342 | 2,730 | |||||||||
| 17 Mar | 23581.15 | 721.35 | 79.4 | 22.42 | 4,316 | -713 | 3,104 | |||||||||
| 16 Mar | 23408.80 | 610.1 | 52.45 | 22.92 | 29,867 | 305 | 3,899 | |||||||||
| 13 Mar | 23151.10 | 573.05 | -310.8 | 24.1 | 9,415 | 3,054 | 3,598 | |||||||||
| 12 Mar | 23639.15 | 889.55 | -212.55 | 23.98 | 237 | -3 | 90 | |||||||||
| 11 Mar | 23866.85 | 1102.1 | -308.5 | 26.42 | 17 | -2 | 92 | |||||||||
| 10 Mar | 24261.60 | 1421 | 191 | 23.55 | 20 | -89 | 93 | |||||||||
| 9 Mar | 24028.05 | 1230 | -586.2 | 25.17 | 60 | 94 | 95 | |||||||||
| 6 Mar | 24450.45 | 1816.2 | 246.2 | - | 0 | 60 | 61 | |||||||||
| 5 Mar | 24765.90 | 1816.2 | 246.2 | 17.67 | 3 | 47 | 61 | |||||||||
| 4 Mar | 24480.50 | 1570 | -280 | 16.46 | 9 | 8 | 60 | |||||||||
| 2 Mar | 24865.70 | 1850 | -400 | 13.31 | 9 | 8 | 53 | |||||||||
| 27 Feb | 25178.65 | 2250 | -363.6 | 16.13 | 6 | -5 | 46 | |||||||||
| 26 Feb | 25496.55 | 2613.6 | 123.6 | - | 0 | 48 | 51 | |||||||||
| 25 Feb | 25482.50 | 2613.6 | 123.6 | 21.3 | 24 | 18 | 50 | |||||||||
| 24 Feb | 25424.65 | 2490 | -185 | 14.58 | 5 | 4 | 31 | |||||||||
| 23 Feb | 25713.00 | 2675 | 0 | 20.79 | 16 | 20 | 21 | |||||||||
| 20 Feb | 25571.25 | 2675 | 101.8 | 9.85 | 8 | -2 | 5 | |||||||||
| 19 Feb | 25454.35 | 2573.2 | -326.8 | - | 0 | 6 | 7 | |||||||||
| 18 Feb | 25819.35 | 2573.2 | -326.8 | - | 0 | 6 | 7 | |||||||||
| 17 Feb | 25725.40 | 2573.2 | -326.8 | - | 0 | 6 | 7 | |||||||||
| 16 Feb | 25682.75 | 2573.2 | -326.8 | - | 0 | 6 | 7 | |||||||||
| 13 Feb | 25471.10 | 2573.2 | -326.8 | 13.88 | 3 | 5 | 6 | |||||||||
| 12 Feb | 25807.20 | 2900 | -120 | 1348530000 | 2 | 0 | 5 | |||||||||
| 11 Feb | 25953.85 | 3020 | 252.95 | - | 1 | 5 | 5 | |||||||||
| 10 Feb | 25935.15 | 2772.85 | -144.6 | - | 0 | 0 | 5 | |||||||||
| 9 Feb | 25867.30 | 2772.85 | -144.6 | - | 0 | 5 | 5 | |||||||||
| 6 Feb | 25693.70 | 2772.85 | -144.6 | - | 0 | 5 | 5 | |||||||||
| 5 Feb | 25642.80 | 2772.85 | -144.6 | - | 2 | 0 | 4 | |||||||||
| 4 Feb | 25776.00 | 2917.45 | 19.05 | 10.71 | 4 | 2 | 2 | |||||||||
| 3 Feb | 25727.55 | 2898.4 | 680.4 | - | 1 | 1 | 1 | |||||||||
| 2 Feb | 25088.40 | 2216.5 | -983.2 | - | 2 | 1 | 1 | |||||||||
| 1 Feb | 24825.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 25320.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 25418.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 25342.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Jan | 25175.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Jan | 25048.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Jan | 25289.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Jan | 25157.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Jan | 25232.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 25585.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 25694.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 25665.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 25732.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 25790.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 25683.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 25876.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 26140.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 26178.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 26250.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 26328.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 26146.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 31 Dec | 26129.60 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23100 expiring on 30MAR2026
Delta for 23100 CE is 0.31
Historical price for 23100 CE is as follows
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 91.8, which was -306.55 lower than the previous day. The implied volatity was 22.69, the open interest changed by 43150 which increased total open position to 55860
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 410.75, which was 171.05 higher than the previous day. The implied volatity was 25.53, the open interest changed by -3406 which decreased total open position to 12834
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 268, which was 102.05 higher than the previous day. The implied volatity was 26.97, the open interest changed by -27631 which decreased total open position to 16255
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 164.25, which was -222.25 lower than the previous day. The implied volatity was 30.3, the open interest changed by -27228 which decreased total open position to 11583
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 378.55, which was 28.05 higher than the previous day. The implied volatity was 21.46, the open interest changed by 1791 which increased total open position to 9027
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 388.65, which was -418.55 lower than the previous day. The implied volatity was 25.26, the open interest changed by 2203 which increased total open position to 7271
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 793.05, which was 81.25 higher than the previous day. The implied volatity was 16.59, the open interest changed by -342 which decreased total open position to 2730
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 721.35, which was 79.4 higher than the previous day. The implied volatity was 22.42, the open interest changed by -713 which decreased total open position to 3104
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 610.1, which was 52.45 higher than the previous day. The implied volatity was 22.92, the open interest changed by 305 which increased total open position to 3899
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 573.05, which was -310.8 lower than the previous day. The implied volatity was 24.1, the open interest changed by 3054 which increased total open position to 3598
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 889.55, which was -212.55 lower than the previous day. The implied volatity was 23.98, the open interest changed by -3 which decreased total open position to 90
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1102.1, which was -308.5 lower than the previous day. The implied volatity was 26.42, the open interest changed by -2 which decreased total open position to 92
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1421, which was 191 higher than the previous day. The implied volatity was 23.55, the open interest changed by -89 which decreased total open position to 93
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1230, which was -586.2 lower than the previous day. The implied volatity was 25.17, the open interest changed by 94 which increased total open position to 95
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1816.2, which was 246.2 higher than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 61
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1816.2, which was 246.2 higher than the previous day. The implied volatity was 17.67, the open interest changed by 47 which increased total open position to 61
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 1570, which was -280 lower than the previous day. The implied volatity was 16.46, the open interest changed by 8 which increased total open position to 60
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 1850, which was -400 lower than the previous day. The implied volatity was 13.31, the open interest changed by 8 which increased total open position to 53
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 2250, which was -363.6 lower than the previous day. The implied volatity was 16.13, the open interest changed by -5 which decreased total open position to 46
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 2613.6, which was 123.6 higher than the previous day. The implied volatity was -, the open interest changed by 48 which increased total open position to 51
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 2613.6, which was 123.6 higher than the previous day. The implied volatity was 21.3, the open interest changed by 18 which increased total open position to 50
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 2490, which was -185 lower than the previous day. The implied volatity was 14.58, the open interest changed by 4 which increased total open position to 31
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 2675, which was 0 lower than the previous day. The implied volatity was 20.79, the open interest changed by 20 which increased total open position to 21
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 2675, which was 101.8 higher than the previous day. The implied volatity was 9.85, the open interest changed by -2 which decreased total open position to 5
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 2573.2, which was -326.8 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 7
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 2573.2, which was -326.8 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 7
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 2573.2, which was -326.8 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 7
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 2573.2, which was -326.8 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 7
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 2573.2, which was -326.8 lower than the previous day. The implied volatity was 13.88, the open interest changed by 5 which increased total open position to 6
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 2900, which was -120 lower than the previous day. The implied volatity was 1348530000, the open interest changed by 0 which decreased total open position to 5
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 3020, which was 252.95 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 2772.85, which was -144.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 2772.85, which was -144.6 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 2772.85, which was -144.6 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 2772.85, which was -144.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 2917.45, which was 19.05 higher than the previous day. The implied volatity was 10.71, the open interest changed by 2 which increased total open position to 2
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 2898.4, which was 680.4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 2216.5, which was -983.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 1 Feb NIFTY was trading at 24825.45. 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 30 Jan NIFTY was trading at 25320.65. 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 29 Jan NIFTY was trading at 25418.90. 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 Jan NIFTY was trading at 25342.75. 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
On 27 Jan NIFTY was trading at 25175.40. 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 Jan NIFTY was trading at 25048.65. 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 22 Jan NIFTY was trading at 25289.90. 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 Jan NIFTY was trading at 25157.50. 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 Jan NIFTY was trading at 25232.50. 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 19 Jan NIFTY was trading at 25585.50. 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 Jan NIFTY was trading at 25694.35. 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 14 Jan NIFTY was trading at 25665.60. 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 13 Jan NIFTY was trading at 25732.30. 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 12 Jan NIFTY was trading at 25790.25. 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 9 Jan NIFTY was trading at 25683.30. 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 8 Jan NIFTY was trading at 25876.85. 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 7 Jan NIFTY was trading at 26140.75. 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
On 6 Jan NIFTY was trading at 26178.70. 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 5 Jan NIFTY was trading at 26250.30. 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 2 Jan NIFTY was trading at 26328.55. 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 1 Jan NIFTY was trading at 26146.55. 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 31 Dec NIFTY was trading at 26129.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| NIFTY 30MAR2026 23100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.65
Vega: 7.68
Theta: -33.98
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 Mar | 22819.60 | 388.25 | 191.35 | 29.78 | 13,78,331 | -13,245 | 14,530 |
| 25 Mar | 23306.45 | 195 | -210.35 | 27.58 | 6,10,474 | 16,650 | 28,831 |
| 24 Mar | 22912.40 | 381.15 | -359.15 | 27.76 | 39,603 | 453 | 7,409 |
| 23 Mar | 22512.65 | 761 | 422.6 | 33.51 | 20,311 | -41,709 | 6,988 |
| 20 Mar | 23114.50 | 334.75 | -56.35 | 25.05 | 75,886 | 2,869 | 12,824 |
| 19 Mar | 23002.15 | 355.7 | 232.35 | 24.11 | 72,227 | -938 | 10,668 |
| 18 Mar | 23777.80 | 123.4 | -65.05 | 22.79 | 22,735 | 3,810 | 11,995 |
| 17 Mar | 23581.15 | 190.3 | -115.55 | 23.07 | 18,432 | -1,994 | 8,521 |
| 16 Mar | 23408.80 | 314.7 | -131.15 | 25.78 | 52,885 | -22,500 | 11,040 |
| 13 Mar | 23151.10 | 437.7 | 174.05 | 26.26 | 28,588 | 833 | 17,343 |
| 12 Mar | 23639.15 | 267.5 | 42.55 | 25.76 | 26,641 | 14,395 | 16,515 |
| 11 Mar | 23866.85 | 233.1 | 116.35 | 26.51 | 14,708 | 921 | 12,260 |
| 10 Mar | 24261.60 | 115.8 | -152.5 | 24.24 | 11,075 | 11,606 | 12,163 |
| 9 Mar | 24028.05 | 275 | 138.95 | 29.82 | 22,859 | -51,449 | 11,362 |
| 6 Mar | 24450.45 | 132.8 | 44.9 | 25.44 | 9,407 | 2,027 | 7,989 |
| 5 Mar | 24765.90 | 88.75 | -72 | 24.38 | 9,834 | 1,641 | 6,947 |
| 4 Mar | 24480.50 | 159 | 94.55 | 26.29 | 14,370 | 2,448 | 5,314 |
| 2 Mar | 24865.70 | 61.75 | 39.65 | 21.91 | 6,886 | -1,21,185 | 2,874 |
| 27 Feb | 25178.65 | 21.8 | 4.9 | 18.73 | 1,211 | -85,265 | 2,399 |
| 26 Feb | 25496.55 | 16.7 | -4.1 | 19.42 | 887 | -89,908 | 2,243 |
| 25 Feb | 25482.50 | 20.6 | -3.65 | 19.78 | 2,828 | -50,154 | 1,982 |
| 24 Feb | 25424.65 | 24.3 | -2.65 | 19.83 | 1,692 | -19,900 | 1,154 |
| 23 Feb | 25713.00 | 27.8 | -2.85 | 21.79 | 525 | 110 | 451 |
| 20 Feb | 25571.25 | 30.95 | 1.15 | 20.64 | 385 | -3,479 | 335 |
| 19 Feb | 25454.35 | 32.7 | 9.25 | 19.77 | 244 | -36 | 264 |
| 18 Feb | 25819.35 | 22.55 | -4 | 20.28 | 150 | 33 | 302 |
| 17 Feb | 25725.40 | 27 | -7.45 | 20.32 | 358 | -674 | 270 |
| 16 Feb | 25682.75 | 34.5 | -6.75 | 20.86 | 311 | 128 | 260 |
| 13 Feb | 25471.10 | 43.3 | 20.5 | 20.01 | 217 | 92 | 138 |
| 12 Feb | 25807.20 | 22.8 | 2.4 | 19.13 | 10 | -336 | 46 |
| 11 Feb | 25953.85 | 20.4 | 0.3 | 19.28 | 15 | 0 | 53 |
| 10 Feb | 25935.15 | 19.75 | -5.5 | 18.89 | 22 | -220 | 55 |
| 9 Feb | 25867.30 | 25.25 | -0.55 | 19.3 | 18 | -163 | 56 |
| 6 Feb | 25693.70 | 27 | 2.8 | 18.18 | 20 | -157 | 57 |
| 5 Feb | 25642.80 | 24.2 | -1.8 | 17.52 | 11 | -1 | 58 |
| 4 Feb | 25776.00 | 26 | -4.2 | 18.07 | 62 | 28 | 58 |
| 3 Feb | 25727.55 | 30.35 | -24.2 | 18.36 | 78 | 33 | 46 |
| 2 Feb | 25088.40 | 54 | 35.2 | 17.28 | 78 | 60 | 60 |
| 1 Feb | 24825.45 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 25320.65 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 25418.90 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 25342.75 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Jan | 25175.40 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 25048.65 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Jan | 25289.90 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Jan | 25157.50 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Jan | 25232.50 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Jan | 25585.50 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jan | 25694.35 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Jan | 25665.60 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Jan | 25732.30 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jan | 25790.25 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jan | 25683.30 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 25876.85 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 26140.75 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Jan | 26178.70 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jan | 26250.30 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 26328.55 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jan | 26146.55 | 0 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 26129.60 | 0 | 0 | 0 | 0 | 0 | 0 |
For Nifty - strike price 23100 expiring on 30MAR2026
Delta for 23100 PE is -0.65
Historical price for 23100 PE is as follows
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 388.25, which was 191.35 higher than the previous day. The implied volatity was 29.78, the open interest changed by -13245 which decreased total open position to 14530
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 195, which was -210.35 lower than the previous day. The implied volatity was 27.58, the open interest changed by 16650 which increased total open position to 28831
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 381.15, which was -359.15 lower than the previous day. The implied volatity was 27.76, the open interest changed by 453 which increased total open position to 7409
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 761, which was 422.6 higher than the previous day. The implied volatity was 33.51, the open interest changed by -41709 which decreased total open position to 6988
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 334.75, which was -56.35 lower than the previous day. The implied volatity was 25.05, the open interest changed by 2869 which increased total open position to 12824
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 355.7, which was 232.35 higher than the previous day. The implied volatity was 24.11, the open interest changed by -938 which decreased total open position to 10668
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 123.4, which was -65.05 lower than the previous day. The implied volatity was 22.79, the open interest changed by 3810 which increased total open position to 11995
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 190.3, which was -115.55 lower than the previous day. The implied volatity was 23.07, the open interest changed by -1994 which decreased total open position to 8521
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 314.7, which was -131.15 lower than the previous day. The implied volatity was 25.78, the open interest changed by -22500 which decreased total open position to 11040
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 437.7, which was 174.05 higher than the previous day. The implied volatity was 26.26, the open interest changed by 833 which increased total open position to 17343
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 267.5, which was 42.55 higher than the previous day. The implied volatity was 25.76, the open interest changed by 14395 which increased total open position to 16515
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 233.1, which was 116.35 higher than the previous day. The implied volatity was 26.51, the open interest changed by 921 which increased total open position to 12260
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 115.8, which was -152.5 lower than the previous day. The implied volatity was 24.24, the open interest changed by 11606 which increased total open position to 12163
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 275, which was 138.95 higher than the previous day. The implied volatity was 29.82, the open interest changed by -51449 which decreased total open position to 11362
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 132.8, which was 44.9 higher than the previous day. The implied volatity was 25.44, the open interest changed by 2027 which increased total open position to 7989
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 88.75, which was -72 lower than the previous day. The implied volatity was 24.38, the open interest changed by 1641 which increased total open position to 6947
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 159, which was 94.55 higher than the previous day. The implied volatity was 26.29, the open interest changed by 2448 which increased total open position to 5314
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 61.75, which was 39.65 higher than the previous day. The implied volatity was 21.91, the open interest changed by -121185 which decreased total open position to 2874
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 21.8, which was 4.9 higher than the previous day. The implied volatity was 18.73, the open interest changed by -85265 which decreased total open position to 2399
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 16.7, which was -4.1 lower than the previous day. The implied volatity was 19.42, the open interest changed by -89908 which decreased total open position to 2243
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 20.6, which was -3.65 lower than the previous day. The implied volatity was 19.78, the open interest changed by -50154 which decreased total open position to 1982
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 24.3, which was -2.65 lower than the previous day. The implied volatity was 19.83, the open interest changed by -19900 which decreased total open position to 1154
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 27.8, which was -2.85 lower than the previous day. The implied volatity was 21.79, the open interest changed by 110 which increased total open position to 451
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 30.95, which was 1.15 higher than the previous day. The implied volatity was 20.64, the open interest changed by -3479 which decreased total open position to 335
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 32.7, which was 9.25 higher than the previous day. The implied volatity was 19.77, the open interest changed by -36 which decreased total open position to 264
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 22.55, which was -4 lower than the previous day. The implied volatity was 20.28, the open interest changed by 33 which increased total open position to 302
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 27, which was -7.45 lower than the previous day. The implied volatity was 20.32, the open interest changed by -674 which decreased total open position to 270
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 34.5, which was -6.75 lower than the previous day. The implied volatity was 20.86, the open interest changed by 128 which increased total open position to 260
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 43.3, which was 20.5 higher than the previous day. The implied volatity was 20.01, the open interest changed by 92 which increased total open position to 138
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 22.8, which was 2.4 higher than the previous day. The implied volatity was 19.13, the open interest changed by -336 which decreased total open position to 46
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 20.4, which was 0.3 higher than the previous day. The implied volatity was 19.28, the open interest changed by 0 which decreased total open position to 53
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 19.75, which was -5.5 lower than the previous day. The implied volatity was 18.89, the open interest changed by -220 which decreased total open position to 55
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 25.25, which was -0.55 lower than the previous day. The implied volatity was 19.3, the open interest changed by -163 which decreased total open position to 56
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 27, which was 2.8 higher than the previous day. The implied volatity was 18.18, the open interest changed by -157 which decreased total open position to 57
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 24.2, which was -1.8 lower than the previous day. The implied volatity was 17.52, the open interest changed by -1 which decreased total open position to 58
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 26, which was -4.2 lower than the previous day. The implied volatity was 18.07, the open interest changed by 28 which increased total open position to 58
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 30.35, which was -24.2 lower than the previous day. The implied volatity was 18.36, the open interest changed by 33 which increased total open position to 46
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 54, which was 35.2 higher than the previous day. The implied volatity was 17.28, the open interest changed by 60 which increased total open position to 60
On 1 Feb NIFTY was trading at 24825.45. 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 30 Jan NIFTY was trading at 25320.65. 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 29 Jan NIFTY was trading at 25418.90. 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 Jan NIFTY was trading at 25342.75. 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
On 27 Jan NIFTY was trading at 25175.40. 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 Jan NIFTY was trading at 25048.65. 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 22 Jan NIFTY was trading at 25289.90. 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 Jan NIFTY was trading at 25157.50. 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 Jan NIFTY was trading at 25232.50. 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 19 Jan NIFTY was trading at 25585.50. 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 Jan NIFTY was trading at 25694.35. 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 14 Jan NIFTY was trading at 25665.60. 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 13 Jan NIFTY was trading at 25732.30. 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 12 Jan NIFTY was trading at 25790.25. 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 9 Jan NIFTY was trading at 25683.30. 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 8 Jan NIFTY was trading at 25876.85. 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 7 Jan NIFTY was trading at 26140.75. 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
On 6 Jan NIFTY was trading at 26178.70. 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 5 Jan NIFTY was trading at 26250.30. 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 2 Jan NIFTY was trading at 26328.55. 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 1 Jan NIFTY was trading at 26146.55. 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 31 Dec NIFTY was trading at 26129.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
