NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:30 PM IST
| NIFTY 28-Apr-2026 (4d) 23300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.9
Vega: 0.05
Theta: -10.59
Gamma: 0.00038
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23878.45 | 617.5 | -253.60000000000002 | 18.39 | 2,364 | -204 | 3,454 | |||||||||
| 23 Apr | 24173.05 | 871.3 | -224.1500000000001 | 18.55 | 973 | -117 | 3,668 | |||||||||
| 22 Apr | 24378.10 | 1092.95 | -203.54999999999995 | 19.78 | 336 | -155 | 3,787 | |||||||||
| 21 Apr | 24576.60 | 1296.55 | 215.29999999999995 | 23.76 | 638 | 138 | 3,999 | |||||||||
| 20 Apr | 24364.85 | 1059.55 | -53.75 | 15.11 | 1,265 | 530 | 3,934 | |||||||||
| 17 Apr | 24353.55 | 1120 | 150.75 | 16.74 | 268 | -4 | 3,411 | |||||||||
| 16 Apr | 24196.75 | 962 | -70.79999999999995 | 15.99 | 649 | -164 | 3,427 | |||||||||
| 15 Apr | 24231.30 | 1018.5 | 245.89999999999998 | 18.84 | 716 | -299 | 3,592 | |||||||||
| 13 Apr | 23842.65 | 765.25 | -182 | 21.67 | 1,467 | -129 | 3,900 | |||||||||
| 10 Apr | 24050.60 | 954.5 | 153.5 | 19.78 | 752 | -230 | 4,031 | |||||||||
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| 9 Apr | 23775.10 | 803.75 | -136.10000000000002 | 22.75 | 1,876 | -63 | 4,309 | |||||||||
| 8 Apr | 23997.35 | 960 | 471.3 | 18.61 | 6,727 | 3,725 | 4,377 | |||||||||
| 7 Apr | 23123.65 | 504 | 34.7 | 23.57 | 6,719 | -39,045 | 7,729 | |||||||||
| 6 Apr | 22968.25 | 468 | 93.5 | 24.95 | 6,278 | 7,650 | 7,979 | |||||||||
| 2 Apr | 22713.10 | 378.7 | -11.7 | 23.35 | 7,603 | -22,864 | 7,528 | |||||||||
| 1 Apr | 22679.40 | 395.05 | 42.4 | 23.46 | 8,051 | -8,996 | 7,258 | |||||||||
| 30 Mar | 22331.40 | 377.1 | -167.05 | 26.71 | 6,798 | -776 | 7,695 | |||||||||
| 27 Mar | 22819.60 | 538 | -207.25 | 24.28 | 9,589 | 7,417 | 7,477 | |||||||||
| 25 Mar | 23306.45 | 754.35 | 172 | 22.58 | 7,343 | 2,797 | 5,002 | |||||||||
| 24 Mar | 22912.40 | 605.05 | 129.05 | 23.33 | 3,327 | 868 | 3,847 | |||||||||
| 23 Mar | 22512.65 | 465.05 | -196.5 | 25.14 | 3,056 | 3,415 | 3,565 | |||||||||
| 20 Mar | 23114.50 | 659.25 | 46.4 | 20.5 | 4,123 | 3,834 | 3,834 | |||||||||
| 19 Mar | 23002.15 | 653.45 | -348.8 | 20.71 | 4,885 | 1,149 | 3,375 | |||||||||
| 18 Mar | 23777.80 | 978.5 | 65.75 | 17.29 | 1,113 | 2,232 | 2,232 | |||||||||
| 17 Mar | 23581.15 | 907.3 | 67.45 | 19.35 | 1,442 | 2,844 | 2,844 | |||||||||
| 16 Mar | 23408.80 | 821.6 | 64.7 | 20.27 | 1,792 | 2,256 | 2,373 | |||||||||
| 13 Mar | 23151.10 | 770.75 | -280.4 | 21 | 3,943 | 2,085 | 2,085 | |||||||||
| 12 Mar | 23639.15 | 1045.1 | -175.95 | 20.33 | 58 | 40 | 40 | |||||||||
| 11 Mar | 23866.85 | 1221.05 | -251.25 | 21.06 | 64 | 34 | 34 | |||||||||
| 10 Mar | 24261.60 | 1472.3 | 73.35 | 17.87 | 1 | 0 | 53 | |||||||||
| 9 Mar | 24028.05 | 1398.95 | -1066.45 | 22.6 | 90 | 53 | 53 | |||||||||
| 6 Mar | 24450.45 | 2465.4 | -245.05 | - | 0 | 1 | 1 | |||||||||
| 5 Mar | 24765.90 | 2465.4 | -245.05 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 24480.50 | 2465.4 | -245.05 | - | 0 | 0 | 1 | |||||||||
| 2 Mar | 24865.70 | 2465.4 | -245.05 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 25178.65 | 2465.4 | -245.05 | - | 0 | 0 | 1 | |||||||||
| 26 Feb | 25496.55 | 2465.4 | -245.05 | - | 0 | 0 | 1 | |||||||||
| 25 Feb | 25482.50 | 2465.4 | -245.05 | - | 1 | 0 | 1 | |||||||||
| 24 Feb | 25424.65 | 2465.4 | -245.05 | - | 1 | 0 | 0 | |||||||||
| 23 Feb | 25713.00 | 2699.05 | 157.2 | - | 2 | 1 | 1 | |||||||||
| 20 Feb | 25571.25 | 2529.4 | -328.4 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 25454.35 | 2529.4 | -328.4 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 25819.35 | 2529.4 | -328.4 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 25725.40 | 2529.4 | -328.4 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 25682.75 | 2529.4 | -328.4 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 25471.10 | 2529.4 | -328.4 | - | 3 | -1 | 1 | |||||||||
| 12 Feb | 25807.20 | 2857.8 | -92 | - | 1 | 0 | 2 | |||||||||
| 11 Feb | 25953.85 | 2949.8 | 232.35 | - | 0 | 0 | 2 | |||||||||
| 10 Feb | 25935.15 | 2949.8 | 232.35 | - | 1 | 0 | 2 | |||||||||
| 9 Feb | 25867.30 | 2724.5 | -129.65 | - | 0 | 0 | 2 | |||||||||
| 6 Feb | 25693.70 | 2724.5 | -129.65 | - | 2 | 0 | 2 | |||||||||
| 5 Feb | 25642.80 | 2854.15 | 10.3 | - | 0 | 0 | 2 | |||||||||
| 4 Feb | 25776.00 | 2854.15 | 10.3 | - | 2 | 0 | 1 | |||||||||
| 3 Feb | 25727.55 | 2843.85 | 544.8 | - | 1 | 0 | 0 | |||||||||
| 2 Feb | 25088.40 | 2299.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23300 expiring on 28APR2026
Delta for 23300 CE is 0.9
Historical price for 23300 CE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 617.5, which was -253.60000000000002 lower than the previous day. The implied volatity was 18.39, the open interest changed by -204 which decreased total open position to 3454
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 871.3, which was -224.1500000000001 lower than the previous day. The implied volatity was 18.55, the open interest changed by -117 which decreased total open position to 3668
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1092.95, which was -203.54999999999995 lower than the previous day. The implied volatity was 19.78, the open interest changed by -155 which decreased total open position to 3787
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1296.55, which was 215.29999999999995 higher than the previous day. The implied volatity was 23.76, the open interest changed by 138 which increased total open position to 3999
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1059.55, which was -53.75 lower than the previous day. The implied volatity was 15.11, the open interest changed by 530 which increased total open position to 3934
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1120, which was 150.75 higher than the previous day. The implied volatity was 16.74, the open interest changed by -4 which decreased total open position to 3411
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 962, which was -70.79999999999995 lower than the previous day. The implied volatity was 15.99, the open interest changed by -164 which decreased total open position to 3427
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1018.5, which was 245.89999999999998 higher than the previous day. The implied volatity was 18.84, the open interest changed by -299 which decreased total open position to 3592
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 765.25, which was -182 lower than the previous day. The implied volatity was 21.67, the open interest changed by -129 which decreased total open position to 3900
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 954.5, which was 153.5 higher than the previous day. The implied volatity was 19.78, the open interest changed by -230 which decreased total open position to 4031
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 803.75, which was -136.10000000000002 lower than the previous day. The implied volatity was 22.75, the open interest changed by -63 which decreased total open position to 4309
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 960, which was 471.3 higher than the previous day. The implied volatity was 18.61, the open interest changed by 3725 which increased total open position to 4377
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 504, which was 34.7 higher than the previous day. The implied volatity was 23.57, the open interest changed by -39045 which decreased total open position to 7729
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 468, which was 93.5 higher than the previous day. The implied volatity was 24.95, the open interest changed by 7650 which increased total open position to 7979
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 378.7, which was -11.7 lower than the previous day. The implied volatity was 23.35, the open interest changed by -22864 which decreased total open position to 7528
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 395.05, which was 42.4 higher than the previous day. The implied volatity was 23.46, the open interest changed by -8996 which decreased total open position to 7258
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 377.1, which was -167.05 lower than the previous day. The implied volatity was 26.71, the open interest changed by -776 which decreased total open position to 7695
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 538, which was -207.25 lower than the previous day. The implied volatity was 24.28, the open interest changed by 7417 which increased total open position to 7477
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 754.35, which was 172 higher than the previous day. The implied volatity was 22.58, the open interest changed by 2797 which increased total open position to 5002
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 605.05, which was 129.05 higher than the previous day. The implied volatity was 23.33, the open interest changed by 868 which increased total open position to 3847
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 465.05, which was -196.5 lower than the previous day. The implied volatity was 25.14, the open interest changed by 3415 which increased total open position to 3565
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 659.25, which was 46.4 higher than the previous day. The implied volatity was 20.5, the open interest changed by 3834 which increased total open position to 3834
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 653.45, which was -348.8 lower than the previous day. The implied volatity was 20.71, the open interest changed by 1149 which increased total open position to 3375
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 978.5, which was 65.75 higher than the previous day. The implied volatity was 17.29, the open interest changed by 2232 which increased total open position to 2232
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 907.3, which was 67.45 higher than the previous day. The implied volatity was 19.35, the open interest changed by 2844 which increased total open position to 2844
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 821.6, which was 64.7 higher than the previous day. The implied volatity was 20.27, the open interest changed by 2256 which increased total open position to 2373
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 770.75, which was -280.4 lower than the previous day. The implied volatity was 21, the open interest changed by 2085 which increased total open position to 2085
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1045.1, which was -175.95 lower than the previous day. The implied volatity was 20.33, the open interest changed by 40 which increased total open position to 40
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1221.05, which was -251.25 lower than the previous day. The implied volatity was 21.06, the open interest changed by 34 which increased total open position to 34
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1472.3, which was 73.35 higher than the previous day. The implied volatity was 17.87, the open interest changed by 0 which decreased total open position to 53
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1398.95, which was -1066.45 lower than the previous day. The implied volatity was 22.6, the open interest changed by 53 which increased total open position to 53
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 2465.4, which was -245.05 lower 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 2465.4, which was -245.05 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 2465.4, which was -245.05 lower 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 2465.4, which was -245.05 lower 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 2465.4, which was -245.05 lower 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 2465.4, which was -245.05 lower 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 2465.4, which was -245.05 lower 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 2465.4, which was -245.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 2699.05, which was 157.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 2529.4, which was -328.4 lower 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 2529.4, which was -328.4 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 2529.4, which was -328.4 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 2529.4, which was -328.4 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 2529.4, which was -328.4 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 2529.4, which was -328.4 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 2857.8, which was -92 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 2949.8, which was 232.35 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 2949.8, which was 232.35 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 2724.5, which was -129.65 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 2724.5, which was -129.65 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 2854.15, which was 10.3 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 2854.15, which was 10.3 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 2843.85, which was 544.8 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 2299.05, 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) 23300 PE | |||||||
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Delta: -0.09
Vega: 0.04
Theta: -5.71
Gamma: 0.00036
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23878.45 | 20 | 8.2 | 17.43 | 5,26,401 | 1,548 | 63,415 |
| 23 Apr | 24173.05 | 11 | -2 | 18.51 | 2,96,355 | 25,466 | 61,847 |
| 22 Apr | 24378.10 | 11.55 | -5.449999999999999 | 20.37 | 2,02,386 | 12,130 | 36,458 |
| 21 Apr | 24576.60 | 16.9 | -30.300000000000004 | 23.51 | 82,127 | 8,741 | 24,187 |
| 20 Apr | 24364.85 | 50.55 | 7.699999999999996 | 24.62 | 45,680 | 1,284 | 15,603 |
| 17 Apr | 24353.55 | 41.25 | -28.150000000000006 | 20.68 | 28,735 | 5,220 | 14,583 |
| 16 Apr | 24196.75 | 73.35 | -10.5 | 20.96 | 26,264 | 2,973 | 14,060 |
| 15 Apr | 24231.30 | 85.2 | -120.24999999999999 | 21.65 | 19,241 | 740 | 11,102 |
| 13 Apr | 23842.65 | 197.2 | 52 | 22.04 | 13,514 | 1,486 | 10,370 |
| 10 Apr | 24050.60 | 147.35 | -86.65 | 20.78 | 9,931 | 447 | 8,907 |
| 9 Apr | 23775.10 | 231.95 | 49.94999999999999 | 20.86 | 13,537 | 2,336 | 8,467 |
| 8 Apr | 23997.35 | 169.45 | -445.7 | 21.61 | 12,868 | 3,155 | 6,097 |
| 7 Apr | 23123.65 | 616.9 | -75.05 | 27.03 | 2,142 | 2,598 | 5,708 |
| 6 Apr | 22968.25 | 699.8 | -174.95 | 26.26 | 1,958 | 5,796 | 6,009 |
| 2 Apr | 22713.10 | 877 | 11.5 | 26.09 | 800 | 5,054 | 6,026 |
| 1 Apr | 22679.40 | 860.2 | -339.75 | 25.09 | 3,624 | 5,718 | 6,403 |
| 30 Mar | 22331.40 | 1150 | 237.8 | 28.28 | 2,270 | 6,925 | 7,143 |
| 27 Mar | 22819.60 | 918.25 | 307.4 | 28.87 | 12,344 | 2,376 | 10,850 |
| 25 Mar | 23306.45 | 600.8 | -206.7 | 25 | 12,503 | 8,453 | 8,476 |
| 24 Mar | 22912.40 | 788.3 | -315.35 | 25.57 | 1,885 | 2,028 | 3,852 |
| 23 Mar | 22512.65 | 1118.95 | 452.6 | 27.91 | 2,543 | 3,739 | 3,740 |
| 20 Mar | 23114.50 | 663.45 | -52.6 | 23.38 | 6,062 | 2,851 | 4,490 |
| 19 Mar | 23002.15 | 681.15 | 314.65 | 23.09 | 7,503 | 4,429 | 4,429 |
| 18 Mar | 23777.80 | 366.65 | -82 | 21.33 | 3,283 | 2,506 | 3,212 |
| 17 Mar | 23581.15 | 449.15 | -117.9 | 21.55 | 3,072 | 3,460 | 3,828 |
| 16 Mar | 23408.80 | 581.35 | -107.35 | 23.13 | 2,646 | 3,201 | 3,350 |
| 13 Mar | 23151.10 | 686.75 | 225.25 | 23.41 | 6,608 | 1,933 | 2,974 |
| 12 Mar | 23639.15 | 461.7 | 53.05 | 22.08 | 1,306 | -102 | 1,046 |
| 11 Mar | 23866.85 | 414 | 160.2 | 22.64 | 1,186 | 1,054 | 1,064 |
| 10 Mar | 24261.60 | 253.9 | -160.25 | 21.02 | 1,576 | 1,070 | 1,074 |
| 9 Mar | 24028.05 | 424.3 | 176.2 | 24.18 | 3,215 | 55 | 1,130 |
| 6 Mar | 24450.45 | 242.3 | 68.65 | 21.44 | 1,421 | -87 | 1,075 |
| 5 Mar | 24765.90 | 177.05 | -86.15 | 20.67 | 960 | 1,187 | 1,187 |
| 4 Mar | 24480.50 | 264 | 132.9 | 22 | 2,992 | 676 | 1,265 |
| 2 Mar | 24865.70 | 124.65 | 67.45 | 18.68 | 1,654 | 264 | 589 |
| 27 Feb | 25178.65 | 59.6 | 17.3 | 16.62 | 231 | 120 | 327 |
| 26 Feb | 25496.55 | 42.3 | -5.35 | 16.74 | 132 | -13 | 208 |
| 25 Feb | 25482.50 | 47.35 | -5.65 | 16.97 | 125 | 4 | 226 |
| 24 Feb | 25424.65 | 52.95 | 2.45 | 17.22 | 225 | -26 | 230 |
| 23 Feb | 25713.00 | 50.1 | -4.45 | 18.06 | 148 | -30 | 257 |
| 20 Feb | 25571.25 | 55.95 | -2.75 | 17.55 | 84 | 31 | 280 |
| 19 Feb | 25454.35 | 59.2 | 16.25 | 16.97 | 116 | 32 | 250 |
| 18 Feb | 25819.35 | 42.55 | -5.3 | 17.38 | 125 | 21 | 218 |
| 17 Feb | 25725.40 | 46.85 | -8.7 | 17.26 | 237 | -107 | 197 |
| 16 Feb | 25682.75 | 55.7 | -5.55 | 17.68 | 397 | -206 | 306 |
| 13 Feb | 25471.10 | 67 | 32.9 | 17.17 | 1,124 | 491 | 515 |
| 12 Feb | 25807.20 | 34.1 | -1.1 | - | 0 | 0 | 24 |
| 11 Feb | 25953.85 | 34.1 | -1.1 | 16.59 | 6 | 0 | 26 |
| 10 Feb | 25935.15 | 35.2 | -4.9 | 16.51 | 10 | -5 | 31 |
| 9 Feb | 25867.30 | 41 | -1.1 | - | 0 | 0 | 36 |
| 6 Feb | 25693.70 | 41 | -1.1 | 15.75 | 7 | 0 | 36 |
| 5 Feb | 25642.80 | 42 | 0.75 | 15.63 | 21 | 3 | 31 |
| 4 Feb | 25776.00 | 41.25 | -21.65 | 15.89 | 2 | 0 | 27 |
| 3 Feb | 25727.55 | 62.9 | -27.9 | 17.25 | 5 | 0 | 22 |
| 2 Feb | 25088.40 | 90 | 23.15 | 15.89 | 38 | 15 | 15 |
For Nifty - strike price 23300 expiring on 28APR2026
Delta for 23300 PE is -0.09
Historical price for 23300 PE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 20, which was 8.2 higher than the previous day. The implied volatity was 17.43, the open interest changed by 1548 which increased total open position to 63415
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 11, which was -2 lower than the previous day. The implied volatity was 18.51, the open interest changed by 25466 which increased total open position to 61847
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 11.55, which was -5.449999999999999 lower than the previous day. The implied volatity was 20.37, the open interest changed by 12130 which increased total open position to 36458
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 16.9, which was -30.300000000000004 lower than the previous day. The implied volatity was 23.51, the open interest changed by 8741 which increased total open position to 24187
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 50.55, which was 7.699999999999996 higher than the previous day. The implied volatity was 24.62, the open interest changed by 1284 which increased total open position to 15603
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 41.25, which was -28.150000000000006 lower than the previous day. The implied volatity was 20.68, the open interest changed by 5220 which increased total open position to 14583
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 73.35, which was -10.5 lower than the previous day. The implied volatity was 20.96, the open interest changed by 2973 which increased total open position to 14060
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 85.2, which was -120.24999999999999 lower than the previous day. The implied volatity was 21.65, the open interest changed by 740 which increased total open position to 11102
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 197.2, which was 52 higher than the previous day. The implied volatity was 22.04, the open interest changed by 1486 which increased total open position to 10370
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 147.35, which was -86.65 lower than the previous day. The implied volatity was 20.78, the open interest changed by 447 which increased total open position to 8907
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 231.95, which was 49.94999999999999 higher than the previous day. The implied volatity was 20.86, the open interest changed by 2336 which increased total open position to 8467
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 169.45, which was -445.7 lower than the previous day. The implied volatity was 21.61, the open interest changed by 3155 which increased total open position to 6097
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 616.9, which was -75.05 lower than the previous day. The implied volatity was 27.03, the open interest changed by 2598 which increased total open position to 5708
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 699.8, which was -174.95 lower than the previous day. The implied volatity was 26.26, the open interest changed by 5796 which increased total open position to 6009
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 877, which was 11.5 higher than the previous day. The implied volatity was 26.09, the open interest changed by 5054 which increased total open position to 6026
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 860.2, which was -339.75 lower than the previous day. The implied volatity was 25.09, the open interest changed by 5718 which increased total open position to 6403
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1150, which was 237.8 higher than the previous day. The implied volatity was 28.28, the open interest changed by 6925 which increased total open position to 7143
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 918.25, which was 307.4 higher than the previous day. The implied volatity was 28.87, the open interest changed by 2376 which increased total open position to 10850
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 600.8, which was -206.7 lower than the previous day. The implied volatity was 25, the open interest changed by 8453 which increased total open position to 8476
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 788.3, which was -315.35 lower than the previous day. The implied volatity was 25.57, the open interest changed by 2028 which increased total open position to 3852
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1118.95, which was 452.6 higher than the previous day. The implied volatity was 27.91, the open interest changed by 3739 which increased total open position to 3740
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 663.45, which was -52.6 lower than the previous day. The implied volatity was 23.38, the open interest changed by 2851 which increased total open position to 4490
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 681.15, which was 314.65 higher than the previous day. The implied volatity was 23.09, the open interest changed by 4429 which increased total open position to 4429
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 366.65, which was -82 lower than the previous day. The implied volatity was 21.33, the open interest changed by 2506 which increased total open position to 3212
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 449.15, which was -117.9 lower than the previous day. The implied volatity was 21.55, the open interest changed by 3460 which increased total open position to 3828
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 581.35, which was -107.35 lower than the previous day. The implied volatity was 23.13, the open interest changed by 3201 which increased total open position to 3350
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 686.75, which was 225.25 higher than the previous day. The implied volatity was 23.41, the open interest changed by 1933 which increased total open position to 2974
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 461.7, which was 53.05 higher than the previous day. The implied volatity was 22.08, the open interest changed by -102 which decreased total open position to 1046
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 414, which was 160.2 higher than the previous day. The implied volatity was 22.64, the open interest changed by 1054 which increased total open position to 1064
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 253.9, which was -160.25 lower than the previous day. The implied volatity was 21.02, the open interest changed by 1070 which increased total open position to 1074
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 424.3, which was 176.2 higher than the previous day. The implied volatity was 24.18, the open interest changed by 55 which increased total open position to 1130
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 242.3, which was 68.65 higher than the previous day. The implied volatity was 21.44, the open interest changed by -87 which decreased total open position to 1075
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 177.05, which was -86.15 lower than the previous day. The implied volatity was 20.67, the open interest changed by 1187 which increased total open position to 1187
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 264, which was 132.9 higher than the previous day. The implied volatity was 22, the open interest changed by 676 which increased total open position to 1265
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 124.65, which was 67.45 higher than the previous day. The implied volatity was 18.68, the open interest changed by 264 which increased total open position to 589
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 59.6, which was 17.3 higher than the previous day. The implied volatity was 16.62, the open interest changed by 120 which increased total open position to 327
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 42.3, which was -5.35 lower than the previous day. The implied volatity was 16.74, the open interest changed by -13 which decreased total open position to 208
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 47.35, which was -5.65 lower than the previous day. The implied volatity was 16.97, the open interest changed by 4 which increased total open position to 226
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 52.95, which was 2.45 higher than the previous day. The implied volatity was 17.22, the open interest changed by -26 which decreased total open position to 230
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 50.1, which was -4.45 lower than the previous day. The implied volatity was 18.06, the open interest changed by -30 which decreased total open position to 257
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 55.95, which was -2.75 lower than the previous day. The implied volatity was 17.55, the open interest changed by 31 which increased total open position to 280
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 59.2, which was 16.25 higher than the previous day. The implied volatity was 16.97, the open interest changed by 32 which increased total open position to 250
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 42.55, which was -5.3 lower than the previous day. The implied volatity was 17.38, the open interest changed by 21 which increased total open position to 218
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 46.85, which was -8.7 lower than the previous day. The implied volatity was 17.26, the open interest changed by -107 which decreased total open position to 197
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 55.7, which was -5.55 lower than the previous day. The implied volatity was 17.68, the open interest changed by -206 which decreased total open position to 306
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 67, which was 32.9 higher than the previous day. The implied volatity was 17.17, the open interest changed by 491 which increased total open position to 515
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 34.1, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 34.1, which was -1.1 lower than the previous day. The implied volatity was 16.59, the open interest changed by 0 which decreased total open position to 26
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 35.2, which was -4.9 lower than the previous day. The implied volatity was 16.51, the open interest changed by -5 which decreased total open position to 31
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 41, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 41, which was -1.1 lower than the previous day. The implied volatity was 15.75, the open interest changed by 0 which decreased total open position to 36
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 42, which was 0.75 higher than the previous day. The implied volatity was 15.63, the open interest changed by 3 which increased total open position to 31
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 41.25, which was -21.65 lower than the previous day. The implied volatity was 15.89, the open interest changed by 0 which decreased total open position to 27
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 62.9, which was -27.9 lower than the previous day. The implied volatity was 17.25, the open interest changed by 0 which decreased total open position to 22
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 90, which was 23.15 higher than the previous day. The implied volatity was 15.89, the open interest changed by 15 which increased total open position to 15
