NIFTY
Nifty
Historical option data for NIFTY
06 May 2026 04:10 PM IST
| NIFTY 12-May-2026 (6d) 23300 CE | ||||||||||||||||
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Delta: 0.86
Vega: 0.07
Theta: -19.12
Gamma: 0.00022
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 May | 24330.95 | 1140 | 336.79999999999995 (41.93%) | 32.24 | 311 | -22 | 280 | |||||||||
| 5 May | 24032.80 | 813 | -92.85000000000002 (-10.25%) | 18.94 | 419 | 99 | 302 | |||||||||
| 4 May | 24119.30 | 902.65 | 47.5 (5.55%) | 20.81 | 181 | 159 | 203 | |||||||||
| 30 Apr | 23997.55 | 860 | -102.39999999999998 (-10.64%) | 19.72 | 208 | 78 | 122 | |||||||||
| 29 Apr | 24177.65 | 962.25 | 107.25 (12.54%) | 17.84 | 33 | 6 | 36 | |||||||||
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| 28 Apr | 23995.70 | 855 | -85.14999999999998 (-9.06%) | 17.34 | 42 | 23 | 29 | |||||||||
| 27 Apr | 24092.70 | 940 | 61 (6.94%) | 18.16 | 2 | 0 | 5 | |||||||||
| 24 Apr | 23897.95 | 879 | -391 (-30.79%) | 21.94 | 6 | 0 | 4 | |||||||||
| 23 Apr | 24173.05 | 1270 | 0 (0.00%) | 22.82 | 0 | 0 | 4 | |||||||||
| 22 Apr | 24378.10 | 1270 | 806 (173.71%) | 22.82 | 4 | 3 | 3 | |||||||||
| 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 | |||||||||
| 15 Apr | 24231.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 23842.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 24050.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 23775.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 23997.35 | 464 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23300 expiring on 12MAY2026
Delta for 23300 CE is 0.86
Historical price for 23300 CE is as follows
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 1140, which was 336.79999999999995 higher than the previous day. The implied volatity was 32.24, the open interest changed by -22 which decreased total open position to 280
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 813, which was -92.85000000000002 lower than the previous day. The implied volatity was 18.94, the open interest changed by 99 which increased total open position to 302
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 902.65, which was 47.5 higher than the previous day. The implied volatity was 20.81, the open interest changed by 159 which increased total open position to 203
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 860, which was -102.39999999999998 lower than the previous day. The implied volatity was 19.72, the open interest changed by 78 which increased total open position to 122
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 962.25, which was 107.25 higher than the previous day. The implied volatity was 17.84, the open interest changed by 6 which increased total open position to 36
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 855, which was -85.14999999999998 lower than the previous day. The implied volatity was 17.34, the open interest changed by 23 which increased total open position to 29
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 940, which was 61 higher than the previous day. The implied volatity was 18.16, the open interest changed by 0 which decreased total open position to 5
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 879, which was -391 lower than the previous day. The implied volatity was 21.94, the open interest changed by 0 which decreased total open position to 4
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1270, which was 0 lower than the previous day. The implied volatity was 22.82, the open interest changed by 0 which decreased total open position to 4
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1270, which was 806 higher than the previous day. The implied volatity was 22.82, the open interest changed by 3 which increased total open position to 3
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
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr NIFTY was trading at 24050.60. 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 9 Apr NIFTY was trading at 23775.10. 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 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 464, 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 12-May-2026 (6d) 23300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.02
Theta: 0.59
Gamma: 0.00011
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 May | 24330.95 | 5.65 | -18.549999999999997 (-76.65%) | 17.55 | 7,14,656 | 13,547 | 41,704 |
| 5 May | 24032.80 | 22.15 | -11.899999999999999 (-34.95%) | 16.9 | 1,24,087 | 14,113 | 28,201 |
| 4 May | 24119.30 | 35.9 | -37.35 (-50.99%) | 19.27 | 80,739 | 11,552 | 14,091 |
| 30 Apr | 23997.55 | 67 | 10.200000000000003 (17.96%) | 18.31 | 39,243 | 12,723 | 15,262 |
| 29 Apr | 24177.65 | 58.3 | -34.10000000000001 (-36.90%) | 18.41 | 9,250 | 952 | 2,536 |
| 28 Apr | 23995.70 | 90.05 | -3.1000000000000085 (-3.33%) | 18.44 | 4,699 | 646 | 1,686 |
| 27 Apr | 24092.70 | 90.5 | -85.30000000000001 (-48.52%) | 19.31 | 2,137 | 445 | 1,063 |
| 24 Apr | 23897.95 | 172.95 | 45.69999999999999 (35.91%) | 20.23 | 684 | 37 | 675 |
| 23 Apr | 24173.05 | 126.45 | 21.150000000000006 (20.09%) | 20.44 | 926 | 207 | 638 |
| 22 Apr | 24378.10 | 104.7 | 18.85000000000001 (21.96%) | 21.01 | 535 | 188 | 432 |
| 21 Apr | 24576.60 | 85.9 | -50.75 (-37.14%) | 21.39 | 759 | 145 | 244 |
| 20 Apr | 24364.85 | 141.25 | 25.549999999999997 (22.08%) | 22.1 | 185 | 27 | 100 |
| 17 Apr | 24353.55 | 114.1 | -40.95000000000002 (-26.41%) | 19.6 | 115 | 48 | 72 |
| 16 Apr | 24196.75 | 154.8 | -12.099999999999994 (-7.25%) | 19.73 | 38 | 19 | 24 |
| 15 Apr | 24231.30 | 170.5 | -327.95 (-65.79%) | 20.44 | 18 | 5 | 5 |
| 13 Apr | 23842.65 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 24050.60 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 23775.10 | 0 | 0 (0.00%) | 2.45 | 0 | 0 | 0 |
| 8 Apr | 23997.35 | 498.45 | 0 (0.00%) | 3.02 | 0 | 0 | 0 |
For Nifty - strike price 23300 expiring on 12MAY2026
Delta for 23300 PE is -0.03
Historical price for 23300 PE is as follows
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 5.65, which was -18.549999999999997 lower than the previous day. The implied volatity was 17.55, the open interest changed by 13547 which increased total open position to 41704
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 22.15, which was -11.899999999999999 lower than the previous day. The implied volatity was 16.9, the open interest changed by 14113 which increased total open position to 28201
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 35.9, which was -37.35 lower than the previous day. The implied volatity was 19.27, the open interest changed by 11552 which increased total open position to 14091
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 67, which was 10.200000000000003 higher than the previous day. The implied volatity was 18.31, the open interest changed by 12723 which increased total open position to 15262
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 58.3, which was -34.10000000000001 lower than the previous day. The implied volatity was 18.41, the open interest changed by 952 which increased total open position to 2536
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 90.05, which was -3.1000000000000085 lower than the previous day. The implied volatity was 18.44, the open interest changed by 646 which increased total open position to 1686
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 90.5, which was -85.30000000000001 lower than the previous day. The implied volatity was 19.31, the open interest changed by 445 which increased total open position to 1063
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 172.95, which was 45.69999999999999 higher than the previous day. The implied volatity was 20.23, the open interest changed by 37 which increased total open position to 675
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 126.45, which was 21.150000000000006 higher than the previous day. The implied volatity was 20.44, the open interest changed by 207 which increased total open position to 638
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 104.7, which was 18.85000000000001 higher than the previous day. The implied volatity was 21.01, the open interest changed by 188 which increased total open position to 432
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 85.9, which was -50.75 lower than the previous day. The implied volatity was 21.39, the open interest changed by 145 which increased total open position to 244
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 141.25, which was 25.549999999999997 higher than the previous day. The implied volatity was 22.1, the open interest changed by 27 which increased total open position to 100
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 114.1, which was -40.95000000000002 lower than the previous day. The implied volatity was 19.6, the open interest changed by 48 which increased total open position to 72
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 154.8, which was -12.099999999999994 lower than the previous day. The implied volatity was 19.73, the open interest changed by 19 which increased total open position to 24
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 170.5, which was -327.95 lower than the previous day. The implied volatity was 20.44, the open interest changed by 5 which increased total open position to 5
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr NIFTY was trading at 24050.60. 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 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.45, the open interest changed by 0 which decreased total open position to 0
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 498.45, which was 0 lower than the previous day. The implied volatity was 3.02, the open interest changed by 0 which decreased total open position to 0
