NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 04:10 PM IST
| NIFTY 28-Apr-2026 (4d) 23200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.91
Vega: 0.04
Theta: -10.54
Gamma: 0.00029
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23897.95 | 743 | -223.70000000000005 | 20.88 | 2,288 | -124 | 2,586 | |||||||||
| 23 Apr | 24173.05 | 971 | -217.70000000000005 | 19.05 | 989 | -370 | 2,711 | |||||||||
| 22 Apr | 24378.10 | 1200.55 | -195.75 | 22.2 | 561 | -112 | 3,083 | |||||||||
| 21 Apr | 24576.60 | 1399.1 | 216 | 24.39 | 588 | -334 | 3,199 | |||||||||
| 20 Apr | 24364.85 | 1162.75 | -40.25 | 24.94 | 690 | -135 | 3,657 | |||||||||
| 17 Apr | 24353.55 | 1210.95 | 153.75 | 15.95 | 696 | -416 | 3,816 | |||||||||
| 16 Apr | 24196.75 | 1041 | -77.40000000000009 | 14.8 | 807 | -276 | 4,232 | |||||||||
| 15 Apr | 24231.30 | 1108 | 262.6 | 19.72 | 1,104 | -460 | 4,511 | |||||||||
| 13 Apr | 23842.65 | 841.4 | -183.14999999999998 | 21.86 | 1,587 | -269 | 4,974 | |||||||||
| 10 Apr | 24050.60 | 1042 | 160.5 | 21.06 | 981 | -236 | 5,292 | |||||||||
| 9 Apr | 23775.10 | 873.45 | -152.70000000000005 | 22.83 | 1,279 | -71 | 5,676 | |||||||||
| 8 Apr | 23997.35 | 1051.95 | 507.15 | 19.48 | 9,028 | 4,705 | 5,748 | |||||||||
| 7 Apr | 23123.65 | 560.75 | 39.6 | 23.86 | 11,405 | -635 | 9,995 | |||||||||
| 6 Apr | 22968.25 | 521.5 | 104.7 | 25.37 | 9,995 | 10,617 | 10,866 | |||||||||
| 2 Apr | 22713.10 | 421.95 | -12.3 | 23.58 | 7,244 | 7,413 | 9,744 | |||||||||
| 1 Apr | 22679.40 | 443.5 | 53.3 | 23.91 | 9,293 | -659 | 9,136 | |||||||||
| 30 Mar | 22331.40 | 404.65 | -187.45 | 26.49 | 9,019 | 462 | 9,766 | |||||||||
| 27 Mar | 22819.60 | 577.8 | -228 | 24.15 | 15,323 | 8,859 | 9,305 | |||||||||
| 25 Mar | 23306.45 | 820.35 | 188.1 | 22.99 | 5,562 | 3,854 | 3,919 | |||||||||
| 24 Mar | 22912.40 | 658.4 | 134.65 | 23.57 | 5,019 | -2,984 | 4,000 | |||||||||
| 23 Mar | 22512.65 | 516 | -203.9 | 25.66 | 6,792 | 831 | 3,323 | |||||||||
| 20 Mar | 23114.50 | 720 | 48.9 | 20.8 | 4,237 | 768 | 2,489 | |||||||||
| 19 Mar | 23002.15 | 700 | -354.3 | 20.63 | 4,025 | 1,767 | 1,767 | |||||||||
| 18 Mar | 23777.80 | 1050.15 | 71.15 | 17.36 | 369 | 1,308 | 1,498 | |||||||||
| 17 Mar | 23581.15 | 977.55 | 72.05 | 19.58 | 657 | 120 | 1,609 | |||||||||
| 16 Mar | 23408.80 | 890.75 | 76.05 | 20.66 | 2,433 | 1,497 | 1,497 | |||||||||
| 13 Mar | 23151.10 | 832 | -292.35 | 21.26 | 2,436 | 717 | 1,184 | |||||||||
| 12 Mar | 23639.15 | 1118.7 | -171.55 | 20.66 | 185 | -1 | 466 | |||||||||
| 11 Mar | 23866.85 | 1282.55 | -209.25 | 20.93 | 18 | 467 | 467 | |||||||||
| 10 Mar | 24261.60 | 1467.6 | -1304.5 | - | 685 | 468 | 468 | |||||||||
| 9 Mar | 24028.05 | 1467.6 | -1304.5 | 22.61 | 685 | 468 | 468 | |||||||||
| 6 Mar | 24450.45 | 2772.1 | 180.3 | - | 0 | 1 | 1 | |||||||||
| 5 Mar | 24765.90 | 2772.1 | 180.3 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 24480.50 | 2772.1 | 180.3 | - | 0 | 0 | 1 | |||||||||
| 2 Mar | 24865.70 | 2772.1 | 180.3 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 25178.65 | 2772.1 | 180.3 | - | 0 | 0 | 1 | |||||||||
| 26 Feb | 25496.55 | 2772.1 | 180.3 | - | 0 | 0 | 1 | |||||||||
| 25 Feb | 25482.50 | 2772.1 | 180.3 | - | 0 | 0 | 1 | |||||||||
| 24 Feb | 25424.65 | 2772.1 | 180.3 | - | 0 | 0 | 1 | |||||||||
| 23 Feb | 25713.00 | 2772.1 | 180.3 | - | 0 | 0 | 1 | |||||||||
| 20 Feb | 25571.25 | 2772.1 | 180.3 | 12.7 | 1 | 0 | 0 | |||||||||
| 19 Feb | 25454.35 | 2591 | -196.55 | 20.15 | 3 | 0 | 1 | |||||||||
| 18 Feb | 25819.35 | 2787.55 | 146.05 | - | 0 | 0 | 1 | |||||||||
| 17 Feb | 25725.40 | 2787.55 | 146.05 | - | 0 | 0 | 1 | |||||||||
| 16 Feb | 25682.75 | 2787.55 | 146.05 | - | 1 | 0 | 1 | |||||||||
| 13 Feb | 25471.10 | 2626.05 | -186.1 | - | 2 | -1 | 1 | |||||||||
| 12 Feb | 25807.20 | 2818.75 | 9.8 | - | 0 | 0 | 2 | |||||||||
| 11 Feb | 25953.85 | 2818.75 | 9.8 | - | 0 | 0 | 2 | |||||||||
| 10 Feb | 25935.15 | 2818.75 | 9.8 | - | 0 | 0 | 2 | |||||||||
| 9 Feb | 25867.30 | 2818.75 | 9.8 | - | 0 | 0 | 2 | |||||||||
| 6 Feb | 25693.70 | 2818.75 | 9.8 | - | 2 | 0 | 2 | |||||||||
| 5 Feb | 25642.80 | 2809.95 | -139.3 | - | 2 | 0 | 2 | |||||||||
|
|
||||||||||||||||
| 4 Feb | 25776.00 | 2949.25 | 43.25 | - | 2 | 0 | 1 | |||||||||
| 3 Feb | 25727.55 | 2906 | 517.2 | - | 1 | 0 | 0 | |||||||||
| 2 Feb | 25088.40 | 2388.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23200 expiring on 28APR2026
Delta for 23200 CE is 0.91
Historical price for 23200 CE is as follows
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 743, which was -223.70000000000005 lower than the previous day. The implied volatity was 20.88, the open interest changed by -124 which decreased total open position to 2586
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 971, which was -217.70000000000005 lower than the previous day. The implied volatity was 19.05, the open interest changed by -370 which decreased total open position to 2711
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1200.55, which was -195.75 lower than the previous day. The implied volatity was 22.2, the open interest changed by -112 which decreased total open position to 3083
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1399.1, which was 216 higher than the previous day. The implied volatity was 24.39, the open interest changed by -334 which decreased total open position to 3199
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1162.75, which was -40.25 lower than the previous day. The implied volatity was 24.94, the open interest changed by -135 which decreased total open position to 3657
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1210.95, which was 153.75 higher than the previous day. The implied volatity was 15.95, the open interest changed by -416 which decreased total open position to 3816
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1041, which was -77.40000000000009 lower than the previous day. The implied volatity was 14.8, the open interest changed by -276 which decreased total open position to 4232
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1108, which was 262.6 higher than the previous day. The implied volatity was 19.72, the open interest changed by -460 which decreased total open position to 4511
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 841.4, which was -183.14999999999998 lower than the previous day. The implied volatity was 21.86, the open interest changed by -269 which decreased total open position to 4974
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1042, which was 160.5 higher than the previous day. The implied volatity was 21.06, the open interest changed by -236 which decreased total open position to 5292
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 873.45, which was -152.70000000000005 lower than the previous day. The implied volatity was 22.83, the open interest changed by -71 which decreased total open position to 5676
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1051.95, which was 507.15 higher than the previous day. The implied volatity was 19.48, the open interest changed by 4705 which increased total open position to 5748
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 560.75, which was 39.6 higher than the previous day. The implied volatity was 23.86, the open interest changed by -635 which decreased total open position to 9995
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 521.5, which was 104.7 higher than the previous day. The implied volatity was 25.37, the open interest changed by 10617 which increased total open position to 10866
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 421.95, which was -12.3 lower than the previous day. The implied volatity was 23.58, the open interest changed by 7413 which increased total open position to 9744
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 443.5, which was 53.3 higher than the previous day. The implied volatity was 23.91, the open interest changed by -659 which decreased total open position to 9136
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 404.65, which was -187.45 lower than the previous day. The implied volatity was 26.49, the open interest changed by 462 which increased total open position to 9766
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 577.8, which was -228 lower than the previous day. The implied volatity was 24.15, the open interest changed by 8859 which increased total open position to 9305
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 820.35, which was 188.1 higher than the previous day. The implied volatity was 22.99, the open interest changed by 3854 which increased total open position to 3919
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 658.4, which was 134.65 higher than the previous day. The implied volatity was 23.57, the open interest changed by -2984 which decreased total open position to 4000
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 516, which was -203.9 lower than the previous day. The implied volatity was 25.66, the open interest changed by 831 which increased total open position to 3323
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 720, which was 48.9 higher than the previous day. The implied volatity was 20.8, the open interest changed by 768 which increased total open position to 2489
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 700, which was -354.3 lower than the previous day. The implied volatity was 20.63, the open interest changed by 1767 which increased total open position to 1767
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1050.15, which was 71.15 higher than the previous day. The implied volatity was 17.36, the open interest changed by 1308 which increased total open position to 1498
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 977.55, which was 72.05 higher than the previous day. The implied volatity was 19.58, the open interest changed by 120 which increased total open position to 1609
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 890.75, which was 76.05 higher than the previous day. The implied volatity was 20.66, the open interest changed by 1497 which increased total open position to 1497
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 832, which was -292.35 lower than the previous day. The implied volatity was 21.26, the open interest changed by 717 which increased total open position to 1184
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1118.7, which was -171.55 lower than the previous day. The implied volatity was 20.66, the open interest changed by -1 which decreased total open position to 466
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1282.55, which was -209.25 lower than the previous day. The implied volatity was 20.93, the open interest changed by 467 which increased total open position to 467
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1467.6, which was -1304.5 lower than the previous day. The implied volatity was -, the open interest changed by 468 which increased total open position to 468
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1467.6, which was -1304.5 lower than the previous day. The implied volatity was 22.61, the open interest changed by 468 which increased total open position to 468
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 2772.1, which was 180.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 2772.1, which was 180.3 higher 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 2772.1, which was 180.3 higher than the previous day. The implied volatity was -, 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 2772.1, which was 180.3 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 2772.1, which was 180.3 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 2772.1, which was 180.3 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 2772.1, which was 180.3 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 2772.1, which was 180.3 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 2772.1, which was 180.3 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 2772.1, which was 180.3 higher than the previous day. The implied volatity was 12.7, 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 2591, which was -196.55 lower than the previous day. The implied volatity was 20.15, the open interest changed by 0 which decreased total open position to 1
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 2787.55, which was 146.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 2787.55, which was 146.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 2787.55, which was 146.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 2626.05, which was -186.1 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 2818.75, which was 9.8 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 2818.75, which was 9.8 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 2818.75, which was 9.8 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 2818.75, which was 9.8 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 2818.75, which was 9.8 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 2809.95, which was -139.3 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 2949.25, which was 43.25 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 2906, which was 517.2 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 2388.8, 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) 23200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.03
Theta: -3.51
Gamma: 0.00025
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23897.95 | 12.5 | 3.9499999999999993 | 18.22 | 6,97,875 | 17,414 | 82,697 |
| 23 Apr | 24173.05 | 7.9 | -2.1999999999999993 | 19 | 2,66,527 | 28,419 | 65,527 |
| 22 Apr | 24378.10 | 8.75 | -5.300000000000001 | 20.83 | 2,13,384 | 11,443 | 37,993 |
| 21 Apr | 24576.60 | 13.9 | -25 | 24.11 | 70,479 | 6,422 | 26,560 |
| 20 Apr | 24364.85 | 42.2 | 6.550000000000004 | 25.1 | 45,233 | 1,547 | 20,322 |
| 17 Apr | 24353.55 | 34 | -24 | 20.95 | 40,226 | 6,542 | 18,828 |
| 16 Apr | 24196.75 | 61.4 | -11.000000000000007 | 21.24 | 20,830 | 992 | 13,208 |
| 15 Apr | 24231.30 | 73.35 | -107.85 | 22.04 | 17,562 | 1,244 | 12,217 |
| 13 Apr | 23842.65 | 179.6 | 50.900000000000006 | 22.66 | 14,987 | 675 | 10,963 |
| 10 Apr | 24050.60 | 132 | -76.94999999999999 | 21.31 | 14,170 | 272 | 10,364 |
| 9 Apr | 23775.10 | 209.4 | 45.70000000000002 | 21.32 | 10,758 | 1,088 | 10,103 |
| 8 Apr | 23997.35 | 153.05 | -417.35 | 22.05 | 19,705 | 9,046 | 9,715 |
| 7 Apr | 23123.65 | 566 | -77.4 | 27.06 | 6,984 | 8,054 | 10,062 |
| 6 Apr | 22968.25 | 652.55 | -178.6 | 26.61 | 2,602 | 9,759 | 9,801 |
| 2 Apr | 22713.10 | 812.9 | 0.45 | 25.93 | 1,236 | 2,686 | 9,438 |
| 1 Apr | 22679.40 | 799.35 | -324.75 | 25.07 | 5,537 | 9,658 | 9,658 |
| 30 Mar | 22331.40 | 1112.65 | 248.35 | 29.46 | 4,305 | 10,515 | 10,515 |
| 27 Mar | 22819.60 | 868.55 | 298.7 | 29.08 | 15,922 | 10,826 | 10,826 |
| 25 Mar | 23306.45 | 562.4 | -190.5 | 25.24 | 7,236 | 5,187 | 5,390 |
| 24 Mar | 22912.40 | 745.45 | -297.2 | 25.89 | 4,173 | 516 | 4,695 |
| 23 Mar | 22512.65 | 1052.05 | 428.35 | 27.73 | 5,599 | 42 | 4,196 |
| 20 Mar | 23114.50 | 623.15 | -43.1 | 23.64 | 5,303 | 1,732 | 3,610 |
| 19 Mar | 23002.15 | 633.65 | 290.6 | 23.09 | 7,057 | 20 | 3,340 |
| 18 Mar | 23777.80 | 340.35 | -77.55 | 21.72 | 2,569 | 3,320 | 3,343 |
| 17 Mar | 23581.15 | 419.35 | -111.65 | 21.84 | 1,884 | 3,284 | 3,286 |
| 16 Mar | 23408.80 | 538.9 | -104.85 | 23.14 | 3,364 | 3,200 | 3,200 |
| 13 Mar | 23151.10 | 640 | 202.75 | 23.4 | 5,745 | 370 | 2,892 |
| 12 Mar | 23639.15 | 434.3 | 53.15 | 22.39 | 2,396 | 240 | 2,572 |
| 11 Mar | 23866.85 | 393.8 | 154.55 | 23.06 | 1,725 | 2,335 | 2,335 |
| 10 Mar | 24261.60 | 236.45 | -153.1 | 21.26 | 1,798 | 2,476 | 2,476 |
| 9 Mar | 24028.05 | 401.1 | 166.85 | 24.46 | 3,044 | 2,490 | 2,490 |
| 6 Mar | 24450.45 | 232.75 | 71.75 | 21.93 | 1,025 | 524 | 3,117 |
| 5 Mar | 24765.90 | 166 | -81.6 | 20.96 | 1,924 | 24 | 2,636 |
| 4 Mar | 24480.50 | 247.6 | 130.7 | 22.24 | 3,335 | 221 | 2,609 |
| 2 Mar | 24865.70 | 113.95 | 60.7 | 18.84 | 3,796 | 1,906 | 2,387 |
| 27 Feb | 25178.65 | 54.05 | 14.75 | 16.8 | 702 | 262 | 487 |
| 26 Feb | 25496.55 | 39.45 | -6 | 17.02 | 152 | 45 | 227 |
| 25 Feb | 25482.50 | 45.35 | -5.4 | 17.34 | 162 | -36 | 186 |
| 24 Feb | 25424.65 | 50.6 | 2.4 | 17.59 | 70 | -12 | 219 |
| 23 Feb | 25713.00 | 48.2 | -3 | 18.43 | 80 | 35 | 231 |
| 20 Feb | 25571.25 | 52.6 | -0.85 | 17.83 | 97 | 39 | 197 |
| 19 Feb | 25454.35 | 55.3 | 13.9 | 17.23 | 80 | 17 | 157 |
| 18 Feb | 25819.35 | 41.4 | -4.95 | 17.78 | 29 | -11 | 137 |
| 17 Feb | 25725.40 | 46.35 | -5.1 | 17.72 | 7 | -6 | 149 |
| 16 Feb | 25682.75 | 52.85 | -5.55 | 17.98 | 304 | 29 | 158 |
| 13 Feb | 25471.10 | 61.15 | 25.95 | 17.31 | 75 | 13 | 130 |
| 12 Feb | 25807.20 | 35.2 | 3.85 | 16.65 | 11 | -5 | 116 |
| 11 Feb | 25953.85 | 31.35 | -2.95 | 16.77 | 14 | 0 | 116 |
| 10 Feb | 25935.15 | 34.3 | -2.3 | 16.87 | 17 | -5 | 119 |
| 9 Feb | 25867.30 | 35.1 | -2.9 | 16.66 | 86 | 4 | 119 |
| 6 Feb | 25693.70 | 38 | -1.9 | 15.95 | 57 | -1 | 115 |
| 5 Feb | 25642.80 | 39.85 | 0.9 | 15.91 | 152 | 26 | 117 |
| 4 Feb | 25776.00 | 40.9 | -5.15 | 16.31 | 230 | -181 | 92 |
| 3 Feb | 25727.55 | 47.3 | -37.5 | 16.64 | 275 | -47 | 274 |
| 2 Feb | 25088.40 | 83.85 | 25.7 | 16.1 | 416 | 321 | 321 |
For Nifty - strike price 23200 expiring on 28APR2026
Delta for 23200 PE is -0.06
Historical price for 23200 PE is as follows
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 12.5, which was 3.9499999999999993 higher than the previous day. The implied volatity was 18.22, the open interest changed by 17414 which increased total open position to 82697
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 7.9, which was -2.1999999999999993 lower than the previous day. The implied volatity was 19, the open interest changed by 28419 which increased total open position to 65527
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 8.75, which was -5.300000000000001 lower than the previous day. The implied volatity was 20.83, the open interest changed by 11443 which increased total open position to 37993
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 13.9, which was -25 lower than the previous day. The implied volatity was 24.11, the open interest changed by 6422 which increased total open position to 26560
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 42.2, which was 6.550000000000004 higher than the previous day. The implied volatity was 25.1, the open interest changed by 1547 which increased total open position to 20322
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 34, which was -24 lower than the previous day. The implied volatity was 20.95, the open interest changed by 6542 which increased total open position to 18828
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 61.4, which was -11.000000000000007 lower than the previous day. The implied volatity was 21.24, the open interest changed by 992 which increased total open position to 13208
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 73.35, which was -107.85 lower than the previous day. The implied volatity was 22.04, the open interest changed by 1244 which increased total open position to 12217
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 179.6, which was 50.900000000000006 higher than the previous day. The implied volatity was 22.66, the open interest changed by 675 which increased total open position to 10963
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 132, which was -76.94999999999999 lower than the previous day. The implied volatity was 21.31, the open interest changed by 272 which increased total open position to 10364
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 209.4, which was 45.70000000000002 higher than the previous day. The implied volatity was 21.32, the open interest changed by 1088 which increased total open position to 10103
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 153.05, which was -417.35 lower than the previous day. The implied volatity was 22.05, the open interest changed by 9046 which increased total open position to 9715
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 566, which was -77.4 lower than the previous day. The implied volatity was 27.06, the open interest changed by 8054 which increased total open position to 10062
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 652.55, which was -178.6 lower than the previous day. The implied volatity was 26.61, the open interest changed by 9759 which increased total open position to 9801
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 812.9, which was 0.45 higher than the previous day. The implied volatity was 25.93, the open interest changed by 2686 which increased total open position to 9438
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 799.35, which was -324.75 lower than the previous day. The implied volatity was 25.07, the open interest changed by 9658 which increased total open position to 9658
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1112.65, which was 248.35 higher than the previous day. The implied volatity was 29.46, the open interest changed by 10515 which increased total open position to 10515
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 868.55, which was 298.7 higher than the previous day. The implied volatity was 29.08, the open interest changed by 10826 which increased total open position to 10826
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 562.4, which was -190.5 lower than the previous day. The implied volatity was 25.24, the open interest changed by 5187 which increased total open position to 5390
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 745.45, which was -297.2 lower than the previous day. The implied volatity was 25.89, the open interest changed by 516 which increased total open position to 4695
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1052.05, which was 428.35 higher than the previous day. The implied volatity was 27.73, the open interest changed by 42 which increased total open position to 4196
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 623.15, which was -43.1 lower than the previous day. The implied volatity was 23.64, the open interest changed by 1732 which increased total open position to 3610
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 633.65, which was 290.6 higher than the previous day. The implied volatity was 23.09, the open interest changed by 20 which increased total open position to 3340
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 340.35, which was -77.55 lower than the previous day. The implied volatity was 21.72, the open interest changed by 3320 which increased total open position to 3343
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 419.35, which was -111.65 lower than the previous day. The implied volatity was 21.84, the open interest changed by 3284 which increased total open position to 3286
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 538.9, which was -104.85 lower than the previous day. The implied volatity was 23.14, the open interest changed by 3200 which increased total open position to 3200
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 640, which was 202.75 higher than the previous day. The implied volatity was 23.4, the open interest changed by 370 which increased total open position to 2892
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 434.3, which was 53.15 higher than the previous day. The implied volatity was 22.39, the open interest changed by 240 which increased total open position to 2572
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 393.8, which was 154.55 higher than the previous day. The implied volatity was 23.06, the open interest changed by 2335 which increased total open position to 2335
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 236.45, which was -153.1 lower than the previous day. The implied volatity was 21.26, the open interest changed by 2476 which increased total open position to 2476
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 401.1, which was 166.85 higher than the previous day. The implied volatity was 24.46, the open interest changed by 2490 which increased total open position to 2490
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 232.75, which was 71.75 higher than the previous day. The implied volatity was 21.93, the open interest changed by 524 which increased total open position to 3117
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 166, which was -81.6 lower than the previous day. The implied volatity was 20.96, the open interest changed by 24 which increased total open position to 2636
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 247.6, which was 130.7 higher than the previous day. The implied volatity was 22.24, the open interest changed by 221 which increased total open position to 2609
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 113.95, which was 60.7 higher than the previous day. The implied volatity was 18.84, the open interest changed by 1906 which increased total open position to 2387
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 54.05, which was 14.75 higher than the previous day. The implied volatity was 16.8, the open interest changed by 262 which increased total open position to 487
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 39.45, which was -6 lower than the previous day. The implied volatity was 17.02, the open interest changed by 45 which increased total open position to 227
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 45.35, which was -5.4 lower than the previous day. The implied volatity was 17.34, the open interest changed by -36 which decreased total open position to 186
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 50.6, which was 2.4 higher than the previous day. The implied volatity was 17.59, the open interest changed by -12 which decreased total open position to 219
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 48.2, which was -3 lower than the previous day. The implied volatity was 18.43, the open interest changed by 35 which increased total open position to 231
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 52.6, which was -0.85 lower than the previous day. The implied volatity was 17.83, the open interest changed by 39 which increased total open position to 197
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 55.3, which was 13.9 higher than the previous day. The implied volatity was 17.23, the open interest changed by 17 which increased total open position to 157
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 41.4, which was -4.95 lower than the previous day. The implied volatity was 17.78, the open interest changed by -11 which decreased total open position to 137
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 46.35, which was -5.1 lower than the previous day. The implied volatity was 17.72, the open interest changed by -6 which decreased total open position to 149
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 52.85, which was -5.55 lower than the previous day. The implied volatity was 17.98, the open interest changed by 29 which increased total open position to 158
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 61.15, which was 25.95 higher than the previous day. The implied volatity was 17.31, the open interest changed by 13 which increased total open position to 130
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 35.2, which was 3.85 higher than the previous day. The implied volatity was 16.65, the open interest changed by -5 which decreased total open position to 116
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 31.35, which was -2.95 lower than the previous day. The implied volatity was 16.77, the open interest changed by 0 which decreased total open position to 116
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 34.3, which was -2.3 lower than the previous day. The implied volatity was 16.87, the open interest changed by -5 which decreased total open position to 119
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 35.1, which was -2.9 lower than the previous day. The implied volatity was 16.66, the open interest changed by 4 which increased total open position to 119
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 38, which was -1.9 lower than the previous day. The implied volatity was 15.95, the open interest changed by -1 which decreased total open position to 115
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 39.85, which was 0.9 higher than the previous day. The implied volatity was 15.91, the open interest changed by 26 which increased total open position to 117
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 40.9, which was -5.15 lower than the previous day. The implied volatity was 16.31, the open interest changed by -181 which decreased total open position to 92
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 47.3, which was -37.5 lower than the previous day. The implied volatity was 16.64, the open interest changed by -47 which decreased total open position to 274
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 83.85, which was 25.7 higher than the previous day. The implied volatity was 16.1, the open interest changed by 321 which increased total open position to 321
