NIFTY
Nifty
Historical option data for NIFTY
15 May 2026 04:10 PM IST
| NIFTY 19-May-2026 (2d) 23250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 0.07
Theta: -15
Gamma: 0.00058
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 May | 23643.50 | 454.8 | -39.30000000000001 (-7.95%) | 17.86 | 4,027 | -138 | 1,585 | |||||||||
| 14 May | 23689.60 | 525.8 | 179.14999999999998 (51.68%) | 20.04 | 19,563 | -278 | 1,743 | |||||||||
| 13 May | 23412.60 | 347.3 | 7.699999999999989 (2.27%) | 18.96 | 1,00,602 | 1,482 | 2,016 | |||||||||
| 12 May | 23379.55 | 365.15 | -314.85 (-46.30%) | 0 | 2,113 | 517 | 537 | |||||||||
| 11 May | 23815.85 | 668.8 | -380.4000000000001 (-36.26%) | 0 | 26 | 13 | 19 | |||||||||
| 8 May | 24176.15 | 1049.2 | -89.39999999999986 (-7.85%) | 13.77 | 4 | 0 | 2 | |||||||||
| 7 May | 24326.65 | 1138.6 | 260.7499999999999 (29.70%) | 16.12 | 2 | 0 | 2 | |||||||||
| 6 May | 24330.95 | 877.85 | -185.35000000000002 (-17.43%) | 17.98 | 1 | 0 | 1 | |||||||||
| 5 May | 24032.80 | 1063.2 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 4 May | 24119.30 | 1063.2 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 30 Apr | 23997.55 | 1063.2 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 29 Apr | 24177.65 | 1063.2 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 28 Apr | 23995.70 | 1063.2 | 0 (0.00%) | 19.06 | 0 | 0 | 1 | |||||||||
| 27 Apr | 24092.70 | 1063.2 | 113.90000000000009 (12.00%) | 19.06 | 1 | 0 | 0 | |||||||||
| 24 Apr | 23897.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 24173.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 24378.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 24576.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 24364.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 24353.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 24196.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23250 expiring on 19MAY2026
Delta for 23250 CE is 0.82
Historical price for 23250 CE is as follows
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 454.8, which was -39.30000000000001 lower than the previous day. The implied volatity was 17.86, the open interest changed by -138 which decreased total open position to 1585
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 525.8, which was 179.14999999999998 higher than the previous day. The implied volatity was 20.04, the open interest changed by -278 which decreased total open position to 1743
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 347.3, which was 7.699999999999989 higher than the previous day. The implied volatity was 18.96, the open interest changed by 1482 which increased total open position to 2016
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 365.15, which was -314.85 lower than the previous day. The implied volatity was 0, the open interest changed by 517 which increased total open position to 537
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 668.8, which was -380.4000000000001 lower than the previous day. The implied volatity was 0, the open interest changed by 13 which increased total open position to 19
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 1049.2, which was -89.39999999999986 lower than the previous day. The implied volatity was 13.77, the open interest changed by 0 which decreased total open position to 2
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 1138.6, which was 260.7499999999999 higher than the previous day. The implied volatity was 16.12, the open interest changed by 0 which decreased total open position to 2
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 877.85, which was -185.35000000000002 lower than the previous day. The implied volatity was 17.98, the open interest changed by 0 which decreased total open position to 1
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 1063.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 1063.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 1063.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 1063.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 1063.2, which was 0 lower than the previous day. The implied volatity was 19.06, the open interest changed by 0 which decreased total open position to 1
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 1063.2, which was 113.90000000000009 higher than the previous day. The implied volatity was 19.06, the open interest changed by 0 which decreased total open position to 0
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTY 19-May-2026 (2d) 23250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.17
Vega: 0.07
Theta: -10.35
Gamma: 0.00058
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 May | 23643.50 | 40.9 | -5.649999999999999 (-12.14%) | 17.08 | 8,40,157 | 3,489 | 24,068 |
| 14 May | 23689.60 | 38.2 | -98.45 (-72.05%) | 16.16 | 4,15,126 | 5,027 | 20,857 |
| 13 May | 23412.60 | 126.6 | -33.150000000000006 (-20.75%) | 17.34 | 8,40,327 | 12,318 | 16,392 |
| 12 May | 23379.55 | 150.95 | 87.39999999999999 (137.53%) | 0 | 40,311 | 1,793 | 4,164 |
| 11 May | 23815.85 | 63.45 | 36.400000000000006 (134.57%) | 0 | 9,699 | 1,318 | 2,401 |
| 8 May | 24176.15 | 28.4 | 7.5 (35.89%) | 17.06 | 4,346 | 533 | 1,083 |
| 7 May | 24326.65 | 19.25 | -7.550000000000001 (-28.17%) | 16.68 | 4,646 | -225 | 573 |
| 6 May | 24330.95 | 24.35 | -44.300000000000004 (-64.53%) | 17.09 | 4,454 | 250 | 783 |
| 5 May | 24032.80 | 65.65 | -10.899999999999991 (-14.24%) | 17.74 | 551 | 256 | 524 |
| 4 May | 24119.30 | 77.7 | -42.2 (-35.20%) | 19.11 | 430 | 161 | 230 |
| 30 Apr | 23997.55 | 119.65 | 33 (38.08%) | 19.15 | 169 | 2 | 71 |
| 29 Apr | 24177.65 | 86.65 | -53.54999999999998 (-38.20%) | 18.5 | 82 | -22 | 71 |
| 28 Apr | 23995.70 | 137.75 | 5.849999999999994 (4.44%) | 19.09 | 56 | 18 | 92 |
| 27 Apr | 24092.70 | 133.3 | -78.44999999999999 (-37.05%) | 19.25 | 44 | 31 | 62 |
| 24 Apr | 23897.95 | 211.85 | -15.650000000000006 (-6.88%) | 20.12 | 33 | 28 | 28 |
| 23 Apr | 24173.05 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 24378.10 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 24576.60 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 24364.85 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 24353.55 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 24196.75 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 23250 expiring on 19MAY2026
Delta for 23250 PE is -0.17
Historical price for 23250 PE is as follows
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 40.9, which was -5.649999999999999 lower than the previous day. The implied volatity was 17.08, the open interest changed by 3489 which increased total open position to 24068
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 38.2, which was -98.45 lower than the previous day. The implied volatity was 16.16, the open interest changed by 5027 which increased total open position to 20857
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 126.6, which was -33.150000000000006 lower than the previous day. The implied volatity was 17.34, the open interest changed by 12318 which increased total open position to 16392
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 150.95, which was 87.39999999999999 higher than the previous day. The implied volatity was 0, the open interest changed by 1793 which increased total open position to 4164
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 63.45, which was 36.400000000000006 higher than the previous day. The implied volatity was 0, the open interest changed by 1318 which increased total open position to 2401
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 28.4, which was 7.5 higher than the previous day. The implied volatity was 17.06, the open interest changed by 533 which increased total open position to 1083
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 19.25, which was -7.550000000000001 lower than the previous day. The implied volatity was 16.68, the open interest changed by -225 which decreased total open position to 573
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 24.35, which was -44.300000000000004 lower than the previous day. The implied volatity was 17.09, the open interest changed by 250 which increased total open position to 783
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 65.65, which was -10.899999999999991 lower than the previous day. The implied volatity was 17.74, the open interest changed by 256 which increased total open position to 524
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 77.7, which was -42.2 lower than the previous day. The implied volatity was 19.11, the open interest changed by 161 which increased total open position to 230
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 119.65, which was 33 higher than the previous day. The implied volatity was 19.15, the open interest changed by 2 which increased total open position to 71
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 86.65, which was -53.54999999999998 lower than the previous day. The implied volatity was 18.5, the open interest changed by -22 which decreased total open position to 71
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 137.75, which was 5.849999999999994 higher than the previous day. The implied volatity was 19.09, the open interest changed by 18 which increased total open position to 92
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 133.3, which was -78.44999999999999 lower than the previous day. The implied volatity was 19.25, the open interest changed by 31 which increased total open position to 62
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 211.85, which was -15.650000000000006 lower than the previous day. The implied volatity was 20.12, the open interest changed by 28 which increased total open position to 28
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
