NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:28 PM IST
| NIFTY 28-Apr-2026 (4d) 23150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 0.03
Theta: -8.01
Gamma: 0.00026
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23871.95 | 755 | -272.8499999999999 | 19.32 | 66 | -24 | 543 | |||||||||
| 23 Apr | 24173.05 | 1005.65 | -254.35000000000002 | 19.89 | 10 | 0 | 568 | |||||||||
| 22 Apr | 24378.10 | 1260 | -183.79999999999995 | 22.4 | 16 | -10 | 569 | |||||||||
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| 21 Apr | 24576.60 | 1442.6 | 244.5999999999999 | 24.59 | 251 | -153 | 582 | |||||||||
| 20 Apr | 24364.85 | 1192.95 | -60.549999999999955 | 25.11 | 75 | -20 | 737 | |||||||||
| 17 Apr | 24353.55 | 1257 | 147 | 13.73 | 10 | -8 | 758 | |||||||||
| 16 Apr | 24196.75 | 1110 | -49.299999999999955 | 17.7 | 11 | 3 | 767 | |||||||||
| 15 Apr | 24231.30 | 1154.85 | 229.8499999999999 | 20.19 | 36 | -12 | 765 | |||||||||
| 13 Apr | 23842.65 | 925 | -140.0999999999999 | 21.73 | 39 | -6 | 777 | |||||||||
| 10 Apr | 24050.60 | 1072.75 | 169.5 | 19.79 | 50 | -4 | 796 | |||||||||
| 9 Apr | 23775.10 | 903.25 | -163.3499999999999 | 22.72 | 81 | -10 | 800 | |||||||||
| 8 Apr | 23997.35 | 1074.55 | 500.9 | 18.18 | 743 | 685 | 810 | |||||||||
| 7 Apr | 23123.65 | 582.1 | 32.1 | 23.73 | 2,586 | 1,115 | 1,195 | |||||||||
| 6 Apr | 22968.25 | 544.6 | 108.3 | 25.36 | 1,933 | 1,484 | 1,531 | |||||||||
| 2 Apr | 22713.10 | 446.65 | -10.9 | 23.77 | 607 | 592 | 629 | |||||||||
| 1 Apr | 22679.40 | 465.3 | 57.65 | 23.97 | 601 | -2,588 | 628 | |||||||||
| 30 Mar | 22331.40 | 424.6 | -194.8 | 26.61 | 1,006 | 661 | 723 | |||||||||
| 27 Mar | 22819.60 | 616.8 | -223.25 | 24.81 | 1,187 | 425 | 657 | |||||||||
| 25 Mar | 23306.45 | 859.8 | 203.4 | 23.31 | 570 | 207 | 232 | |||||||||
| 24 Mar | 22912.40 | 687.05 | 145.85 | 23.72 | 769 | -498 | 251 | |||||||||
| 23 Mar | 22512.65 | 541.3 | -213.15 | 25.89 | 967 | 309 | 649 | |||||||||
| 20 Mar | 23114.50 | 754.8 | 34.8 | 21.08 | 544 | 324 | 338 | |||||||||
| 19 Mar | 23002.15 | 736.3 | -380.7 | 20.92 | 591 | 338 | 338 | |||||||||
| 18 Mar | 23777.80 | 1117 | 85.65 | 18.57 | 9 | -1 | 64 | |||||||||
| 17 Mar | 23581.15 | 1031.35 | 71.5 | 20.33 | 10 | 66 | 66 | |||||||||
| 16 Mar | 23408.80 | 967.65 | 115.8 | 22.22 | 174 | -12 | 68 | |||||||||
| 13 Mar | 23151.10 | 861.25 | -342.95 | 21.29 | 281 | 80 | 80 | |||||||||
| 12 Mar | 23639.15 | 1204.2 | -110.05 | 22.41 | 9 | 48 | 48 | |||||||||
| 11 Mar | 23866.85 | 1313.4 | -196.1 | 20.81 | 6 | 0 | 46 | |||||||||
| 10 Mar | 24261.60 | 1509.5 | -190.5 | - | 90 | 46 | 46 | |||||||||
| 9 Mar | 24028.05 | 1509.5 | -190.5 | 22.85 | 90 | 45 | 45 | |||||||||
| 6 Mar | 24450.45 | 1700 | -1131.1 | - | 0 | 2 | 2 | |||||||||
| 5 Mar | 24765.90 | 1700 | -1131.1 | - | 1 | 0 | 0 | |||||||||
| 4 Mar | 24480.50 | 1700 | -1131.1 | 11.7 | 1 | 0 | 1 | |||||||||
| 2 Mar | 24865.70 | 2831.1 | 108.45 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 25178.65 | 2831.1 | 108.45 | - | 0 | 0 | 1 | |||||||||
| 26 Feb | 25496.55 | 2831.1 | 108.45 | - | 0 | 0 | 1 | |||||||||
| 25 Feb | 25482.50 | 2831.1 | 108.45 | - | 0 | 0 | 1 | |||||||||
| 24 Feb | 25424.65 | 2831.1 | 108.45 | - | 0 | 0 | 1 | |||||||||
| 23 Feb | 25713.00 | 2831.1 | 108.45 | - | 1 | 0 | 1 | |||||||||
| 20 Feb | 25571.25 | 2716.5 | 31.75 | - | 4 | 0 | 0 | |||||||||
| 19 Feb | 25454.35 | 2668.3 | -192.75 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 25819.35 | 2668.3 | -192.75 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 25725.40 | 2668.3 | -192.75 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 25682.75 | 2668.3 | -192.75 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 25471.10 | 2668.3 | -192.75 | - | 3 | -1 | 1 | |||||||||
| 12 Feb | 25807.20 | 2868.25 | -128.55 | - | 0 | 0 | 2 | |||||||||
| 11 Feb | 25953.85 | 2868.25 | -128.55 | - | 0 | 0 | 2 | |||||||||
| 10 Feb | 25935.15 | 2868.25 | -128.55 | - | 0 | 0 | 2 | |||||||||
| 9 Feb | 25867.30 | 2868.25 | -128.55 | - | 0 | 0 | 2 | |||||||||
| 6 Feb | 25693.70 | 2868.25 | -128.55 | - | 2 | 0 | 2 | |||||||||
| 5 Feb | 25642.80 | 2996.8 | 11.15 | - | 0 | 0 | 2 | |||||||||
| 4 Feb | 25776.00 | 2996.8 | 11.15 | - | 2 | 0 | 1 | |||||||||
| 3 Feb | 25727.55 | 2985.65 | 551.6 | - | 1 | 0 | 0 | |||||||||
| 2 Feb | 25088.40 | 2434.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23150 expiring on 28APR2026
Delta for 23150 CE is 0.93
Historical price for 23150 CE is as follows
On 24 Apr NIFTY was trading at 23871.95. The strike last trading price was 755, which was -272.8499999999999 lower than the previous day. The implied volatity was 19.32, the open interest changed by -24 which decreased total open position to 543
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1005.65, which was -254.35000000000002 lower than the previous day. The implied volatity was 19.89, the open interest changed by 0 which decreased total open position to 568
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1260, which was -183.79999999999995 lower than the previous day. The implied volatity was 22.4, the open interest changed by -10 which decreased total open position to 569
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1442.6, which was 244.5999999999999 higher than the previous day. The implied volatity was 24.59, the open interest changed by -153 which decreased total open position to 582
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1192.95, which was -60.549999999999955 lower than the previous day. The implied volatity was 25.11, the open interest changed by -20 which decreased total open position to 737
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1257, which was 147 higher than the previous day. The implied volatity was 13.73, the open interest changed by -8 which decreased total open position to 758
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1110, which was -49.299999999999955 lower than the previous day. The implied volatity was 17.7, the open interest changed by 3 which increased total open position to 767
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1154.85, which was 229.8499999999999 higher than the previous day. The implied volatity was 20.19, the open interest changed by -12 which decreased total open position to 765
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 925, which was -140.0999999999999 lower than the previous day. The implied volatity was 21.73, the open interest changed by -6 which decreased total open position to 777
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1072.75, which was 169.5 higher than the previous day. The implied volatity was 19.79, the open interest changed by -4 which decreased total open position to 796
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 903.25, which was -163.3499999999999 lower than the previous day. The implied volatity was 22.72, the open interest changed by -10 which decreased total open position to 800
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1074.55, which was 500.9 higher than the previous day. The implied volatity was 18.18, the open interest changed by 685 which increased total open position to 810
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 582.1, which was 32.1 higher than the previous day. The implied volatity was 23.73, the open interest changed by 1115 which increased total open position to 1195
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 544.6, which was 108.3 higher than the previous day. The implied volatity was 25.36, the open interest changed by 1484 which increased total open position to 1531
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 446.65, which was -10.9 lower than the previous day. The implied volatity was 23.77, the open interest changed by 592 which increased total open position to 629
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 465.3, which was 57.65 higher than the previous day. The implied volatity was 23.97, the open interest changed by -2588 which decreased total open position to 628
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 424.6, which was -194.8 lower than the previous day. The implied volatity was 26.61, the open interest changed by 661 which increased total open position to 723
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 616.8, which was -223.25 lower than the previous day. The implied volatity was 24.81, the open interest changed by 425 which increased total open position to 657
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 859.8, which was 203.4 higher than the previous day. The implied volatity was 23.31, the open interest changed by 207 which increased total open position to 232
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 687.05, which was 145.85 higher than the previous day. The implied volatity was 23.72, the open interest changed by -498 which decreased total open position to 251
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 541.3, which was -213.15 lower than the previous day. The implied volatity was 25.89, the open interest changed by 309 which increased total open position to 649
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 754.8, which was 34.8 higher than the previous day. The implied volatity was 21.08, the open interest changed by 324 which increased total open position to 338
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 736.3, which was -380.7 lower than the previous day. The implied volatity was 20.92, the open interest changed by 338 which increased total open position to 338
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1117, which was 85.65 higher than the previous day. The implied volatity was 18.57, the open interest changed by -1 which decreased total open position to 64
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1031.35, which was 71.5 higher than the previous day. The implied volatity was 20.33, the open interest changed by 66 which increased total open position to 66
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 967.65, which was 115.8 higher than the previous day. The implied volatity was 22.22, the open interest changed by -12 which decreased total open position to 68
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 861.25, which was -342.95 lower than the previous day. The implied volatity was 21.29, the open interest changed by 80 which increased total open position to 80
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1204.2, which was -110.05 lower than the previous day. The implied volatity was 22.41, the open interest changed by 48 which increased total open position to 48
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1313.4, which was -196.1 lower than the previous day. The implied volatity was 20.81, the open interest changed by 0 which decreased total open position to 46
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1509.5, which was -190.5 lower than the previous day. The implied volatity was -, the open interest changed by 46 which increased total open position to 46
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1509.5, which was -190.5 lower than the previous day. The implied volatity was 22.85, the open interest changed by 45 which increased total open position to 45
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1700, which was -1131.1 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1700, which was -1131.1 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 1700, which was -1131.1 lower than the previous day. The implied volatity was 11.7, the open interest changed by 0 which decreased total open position to 1
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 2831.1, which was 108.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 2831.1, which was 108.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 2831.1, which was 108.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 2831.1, which was 108.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 2831.1, which was 108.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 2831.1, which was 108.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 2716.5, which was 31.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 2668.3, which was -192.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 2668.3, which was -192.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 2668.3, which was -192.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 2668.3, which was -192.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 2668.3, which was -192.75 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 2868.25, which was -128.55 lower 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 2868.25, which was -128.55 lower 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 2868.25, which was -128.55 lower 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 2868.25, which was -128.55 lower 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 2868.25, which was -128.55 lower 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 2996.8, which was 11.15 higher 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 2996.8, which was 11.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 2985.65, which was 551.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 2434.05, 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 28-Apr-2026 (4d) 23150 PE | |||||||
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Delta: -0.06
Vega: 0.03
Theta: -3.15
Gamma: 0.00024
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23871.95 | 11.8 | 4.200000000000001 | 18.2 | 1,95,107 | 11,202 | 21,250 |
| 23 Apr | 24173.05 | 6.75 | -2.4000000000000004 | 19.28 | 75,258 | 3,127 | 10,180 |
| 22 Apr | 24378.10 | 7.8 | -4.45 | 21.15 | 78,181 | 2,412 | 7,080 |
| 21 Apr | 24576.60 | 13 | -22.049999999999997 | 24.46 | 15,127 | 2,499 | 4,714 |
| 20 Apr | 24364.85 | 37.3 | 4.399999999999999 | 25.04 | 6,067 | 517 | 2,215 |
| 17 Apr | 24353.55 | 31.6 | -22 | 21.24 | 5,016 | 392 | 1,712 |
| 16 Apr | 24196.75 | 56.1 | -11.600000000000001 | 21.33 | 1,637 | 179 | 1,321 |
| 15 Apr | 24231.30 | 69.35 | -103.20000000000002 | 22.27 | 2,438 | 82 | 1,141 |
| 13 Apr | 23842.65 | 173.3 | 52.10000000000001 | 23.24 | 957 | 19 | 1,035 |
| 10 Apr | 24050.60 | 125.5 | -73.55000000000001 | 21.54 | 1,192 | 92 | 1,014 |
| 9 Apr | 23775.10 | 194.2 | 38.29999999999998 | 21.23 | 658 | -75 | 919 |
| 8 Apr | 23997.35 | 147.8 | -401.5 | 22.41 | 1,828 | -51,407 | 994 |
| 7 Apr | 23123.65 | 549.4 | -74.95 | 27.41 | 826 | 584 | 1,030 |
| 6 Apr | 22968.25 | 630.9 | -151.55 | 26.83 | 166 | 689 | 689 |
| 2 Apr | 22713.10 | 804.9 | 17.25 | 26.83 | 244 | 608 | 684 |
| 1 Apr | 22679.40 | 776.45 | -339.25 | 25.33 | 442 | 706 | 706 |
| 30 Mar | 22331.40 | 1075 | 233.85 | 29.22 | 387 | 41 | 754 |
| 27 Mar | 22819.60 | 840.5 | 285.55 | 28.99 | 653 | 716 | 716 |
| 25 Mar | 23306.45 | 544.95 | -194 | 25.39 | 976 | 500 | 500 |
| 24 Mar | 22912.40 | 765.65 | -258.05 | 27.53 | 706 | -13 | 663 |
| 23 Mar | 22512.65 | 1042.45 | 436.7 | 28.45 | 930 | -31 | 676 |
| 20 Mar | 23114.50 | 599.7 | -48.5 | 23.63 | 655 | 302 | 703 |
| 19 Mar | 23002.15 | 614.9 | 282.95 | 23.3 | 591 | 561 | 561 |
| 18 Mar | 23777.80 | 330.6 | -72.15 | 21.8 | 281 | 69 | 613 |
| 17 Mar | 23581.15 | 405.45 | -104.95 | 21.98 | 199 | -15 | 546 |
| 16 Mar | 23408.80 | 535.1 | -91.55 | 23.69 | 612 | 560 | 560 |
| 13 Mar | 23151.10 | 610.45 | 183.9 | 23.19 | 533 | 36 | 522 |
| 12 Mar | 23639.15 | 424.4 | 56.05 | 22.65 | 486 | -18 | 486 |
| 11 Mar | 23866.85 | 373.15 | 143.25 | 22.91 | 310 | 504 | 504 |
| 10 Mar | 24261.60 | 230.5 | -151.4 | 21.48 | 224 | 3 | 504 |
| 9 Mar | 24028.05 | 393.65 | 167.9 | 24.72 | 320 | -62 | 501 |
| 6 Mar | 24450.45 | 228.05 | 72.6 | 22.16 | 65 | -40 | 562 |
| 5 Mar | 24765.90 | 158.75 | -81.35 | 21.01 | 162 | -44 | 605 |
| 4 Mar | 24480.50 | 240.95 | 125.75 | 22.41 | 1,283 | 365 | 649 |
| 2 Mar | 24865.70 | 111.5 | 60.2 | 19.05 | 561 | 137 | 278 |
| 27 Feb | 25178.65 | 51.9 | 9.85 | 16.93 | 161 | 48 | 143 |
| 26 Feb | 25496.55 | 42.05 | -0.7 | 17.52 | 32 | -4 | 96 |
| 25 Feb | 25482.50 | 43 | -6.7 | 17.41 | 101 | 14 | 100 |
| 24 Feb | 25424.65 | 48.65 | 1.55 | 17.7 | 17 | -2 | 85 |
| 23 Feb | 25713.00 | 48 | -1.15 | 18.68 | 22 | 7 | 86 |
| 20 Feb | 25571.25 | 49.15 | 4.95 | 17.82 | 41 | 32 | 79 |
| 19 Feb | 25454.35 | 44.2 | 3 | 16.64 | 16 | 1 | 48 |
| 18 Feb | 25819.35 | 41.2 | -3.3 | 18 | 7 | 1 | 47 |
| 17 Feb | 25725.40 | 44.5 | -5.75 | 17.82 | 5 | 0 | 46 |
| 16 Feb | 25682.75 | 50.25 | -0.6 | 18.04 | 172 | 30 | 46 |
| 13 Feb | 25471.10 | 50.85 | 11.3 | 16.84 | 14 | 5 | 15 |
| 12 Feb | 25807.20 | 39.55 | 1.3 | - | 0 | 0 | 10 |
| 11 Feb | 25953.85 | 39.55 | 1.3 | - | 0 | 0 | 10 |
| 10 Feb | 25935.15 | 39.55 | 1.3 | - | 0 | 0 | 10 |
| 9 Feb | 25867.30 | 39.55 | 1.3 | - | 0 | 0 | 10 |
| 6 Feb | 25693.70 | 39.55 | 1.3 | 16.31 | 5 | 0 | 9 |
| 5 Feb | 25642.80 | 38.25 | -43.2 | 16 | 5 | 0 | 14 |
| 4 Feb | 25776.00 | 81.1 | 26.95 | - | 0 | 0 | 14 |
| 3 Feb | 25727.55 | 81.1 | 26.95 | - | 0 | 0 | 14 |
| 2 Feb | 25088.40 | 81.1 | 26.95 | 16.21 | 15 | 9 | 9 |
For Nifty - strike price 23150 expiring on 28APR2026
Delta for 23150 PE is -0.06
Historical price for 23150 PE is as follows
On 24 Apr NIFTY was trading at 23871.95. The strike last trading price was 11.8, which was 4.200000000000001 higher than the previous day. The implied volatity was 18.2, the open interest changed by 11202 which increased total open position to 21250
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 6.75, which was -2.4000000000000004 lower than the previous day. The implied volatity was 19.28, the open interest changed by 3127 which increased total open position to 10180
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 7.8, which was -4.45 lower than the previous day. The implied volatity was 21.15, the open interest changed by 2412 which increased total open position to 7080
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 13, which was -22.049999999999997 lower than the previous day. The implied volatity was 24.46, the open interest changed by 2499 which increased total open position to 4714
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 37.3, which was 4.399999999999999 higher than the previous day. The implied volatity was 25.04, the open interest changed by 517 which increased total open position to 2215
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 31.6, which was -22 lower than the previous day. The implied volatity was 21.24, the open interest changed by 392 which increased total open position to 1712
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 56.1, which was -11.600000000000001 lower than the previous day. The implied volatity was 21.33, the open interest changed by 179 which increased total open position to 1321
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 69.35, which was -103.20000000000002 lower than the previous day. The implied volatity was 22.27, the open interest changed by 82 which increased total open position to 1141
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 173.3, which was 52.10000000000001 higher than the previous day. The implied volatity was 23.24, the open interest changed by 19 which increased total open position to 1035
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 125.5, which was -73.55000000000001 lower than the previous day. The implied volatity was 21.54, the open interest changed by 92 which increased total open position to 1014
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 194.2, which was 38.29999999999998 higher than the previous day. The implied volatity was 21.23, the open interest changed by -75 which decreased total open position to 919
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 147.8, which was -401.5 lower than the previous day. The implied volatity was 22.41, the open interest changed by -51407 which decreased total open position to 994
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 549.4, which was -74.95 lower than the previous day. The implied volatity was 27.41, the open interest changed by 584 which increased total open position to 1030
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 630.9, which was -151.55 lower than the previous day. The implied volatity was 26.83, the open interest changed by 689 which increased total open position to 689
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 804.9, which was 17.25 higher than the previous day. The implied volatity was 26.83, the open interest changed by 608 which increased total open position to 684
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 776.45, which was -339.25 lower than the previous day. The implied volatity was 25.33, the open interest changed by 706 which increased total open position to 706
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1075, which was 233.85 higher than the previous day. The implied volatity was 29.22, the open interest changed by 41 which increased total open position to 754
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 840.5, which was 285.55 higher than the previous day. The implied volatity was 28.99, the open interest changed by 716 which increased total open position to 716
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 544.95, which was -194 lower than the previous day. The implied volatity was 25.39, the open interest changed by 500 which increased total open position to 500
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 765.65, which was -258.05 lower than the previous day. The implied volatity was 27.53, the open interest changed by -13 which decreased total open position to 663
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1042.45, which was 436.7 higher than the previous day. The implied volatity was 28.45, the open interest changed by -31 which decreased total open position to 676
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 599.7, which was -48.5 lower than the previous day. The implied volatity was 23.63, the open interest changed by 302 which increased total open position to 703
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 614.9, which was 282.95 higher than the previous day. The implied volatity was 23.3, the open interest changed by 561 which increased total open position to 561
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 330.6, which was -72.15 lower than the previous day. The implied volatity was 21.8, the open interest changed by 69 which increased total open position to 613
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 405.45, which was -104.95 lower than the previous day. The implied volatity was 21.98, the open interest changed by -15 which decreased total open position to 546
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 535.1, which was -91.55 lower than the previous day. The implied volatity was 23.69, the open interest changed by 560 which increased total open position to 560
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 610.45, which was 183.9 higher than the previous day. The implied volatity was 23.19, the open interest changed by 36 which increased total open position to 522
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 424.4, which was 56.05 higher than the previous day. The implied volatity was 22.65, the open interest changed by -18 which decreased total open position to 486
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 373.15, which was 143.25 higher than the previous day. The implied volatity was 22.91, the open interest changed by 504 which increased total open position to 504
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 230.5, which was -151.4 lower than the previous day. The implied volatity was 21.48, the open interest changed by 3 which increased total open position to 504
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 393.65, which was 167.9 higher than the previous day. The implied volatity was 24.72, the open interest changed by -62 which decreased total open position to 501
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 228.05, which was 72.6 higher than the previous day. The implied volatity was 22.16, the open interest changed by -40 which decreased total open position to 562
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 158.75, which was -81.35 lower than the previous day. The implied volatity was 21.01, the open interest changed by -44 which decreased total open position to 605
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 240.95, which was 125.75 higher than the previous day. The implied volatity was 22.41, the open interest changed by 365 which increased total open position to 649
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 111.5, which was 60.2 higher than the previous day. The implied volatity was 19.05, the open interest changed by 137 which increased total open position to 278
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 51.9, which was 9.85 higher than the previous day. The implied volatity was 16.93, the open interest changed by 48 which increased total open position to 143
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 42.05, which was -0.7 lower than the previous day. The implied volatity was 17.52, the open interest changed by -4 which decreased total open position to 96
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 43, which was -6.7 lower than the previous day. The implied volatity was 17.41, the open interest changed by 14 which increased total open position to 100
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 48.65, which was 1.55 higher than the previous day. The implied volatity was 17.7, the open interest changed by -2 which decreased total open position to 85
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 48, which was -1.15 lower than the previous day. The implied volatity was 18.68, the open interest changed by 7 which increased total open position to 86
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 49.15, which was 4.95 higher than the previous day. The implied volatity was 17.82, the open interest changed by 32 which increased total open position to 79
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 44.2, which was 3 higher than the previous day. The implied volatity was 16.64, the open interest changed by 1 which increased total open position to 48
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 41.2, which was -3.3 lower than the previous day. The implied volatity was 18, the open interest changed by 1 which increased total open position to 47
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 44.5, which was -5.75 lower than the previous day. The implied volatity was 17.82, the open interest changed by 0 which decreased total open position to 46
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 50.25, which was -0.6 lower than the previous day. The implied volatity was 18.04, the open interest changed by 30 which increased total open position to 46
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 50.85, which was 11.3 higher than the previous day. The implied volatity was 16.84, the open interest changed by 5 which increased total open position to 15
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 39.55, which was 1.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 39.55, which was 1.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 39.55, which was 1.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 39.55, which was 1.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 39.55, which was 1.3 higher than the previous day. The implied volatity was 16.31, the open interest changed by 0 which decreased total open position to 9
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 38.25, which was -43.2 lower than the previous day. The implied volatity was 16, the open interest changed by 0 which decreased total open position to 14
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 81.1, which was 26.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 81.1, which was 26.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 81.1, which was 26.95 higher than the previous day. The implied volatity was 16.21, the open interest changed by 9 which increased total open position to 9
