Historical option data for NIFTY
25 May 2026 10:43 AM IST
| NIFTY 26-May-2026 (1d) 23350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.95
Vega: 0.02
Theta: -14.88
Gamma: 0.00027
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 May | 23985.35 | 650 | 228.85 (54.34%) | 26.11 | 891 | -107 | 2,073 | |||||||||
| 22 May | 23719.30 | 451.55 | 99.65 (28.32%) | 16.72 | 8,647 | -507 | 2,195 | |||||||||
| 21 May | 23654.70 | 346.9 | -58.8 (-14.49%) | 11.62 | 13,975 | -480 | 2,738 | |||||||||
| 20 May | 23659.00 | 432.15 | 53.2 (14.04%) | 18.07 | 92,928 | 1,824 | 3,237 | |||||||||
| 19 May | 23618.00 | 375 | -79.75 (-17.54%) | 15.83 | 2,763 | -480 | 1,424 | |||||||||
| 18 May | 23649.95 | 459.15 | -8.75 (-1.87%) | 18.93 | 26,350 | 1,324 | 1,904 | |||||||||
| 15 May | 23643.50 | 488.6 | -35.7 (-6.81%) | 17.71 | 356 | -46 | 579 | |||||||||
| 14 May | 23689.60 | 575.25 | 179.2 (45.25%) | 20.38 | 1,906 | -382 | 625 | |||||||||
| 13 May | 23412.60 | 405.6 | 11.3 (2.87%) | 0 | 5,956 | 391 | 1,010 | |||||||||
| 12 May | 23379.55 | 419.05 | -274.1 (-39.54%) | 0 | 1,171 | 542 | 627 | |||||||||
| 11 May | 23815.85 | 691.55 | -418.7 (-37.71%) | 0 | 36 | 12 | 85 | |||||||||
| 8 May | 24176.15 | 1110.25 | 0 (0.00%) | 14.17 | 0 | 0 | 73 | |||||||||
| 7 May | 24326.65 | 1110.25 | -85.2 (-7.13%) | 14.17 | 2 | 0 | 73 | |||||||||
| 6 May | 24330.95 | 1195 | 292.7 (32.44%) | 21.49 | 31 | -7 | 73 | |||||||||
| 5 May | 24032.80 | 902.3 | -115.25 (-11.33%) | 17.93 | 6 | 0 | 80 | |||||||||
| 4 May | 24119.30 | 1015.1 | 146.15 (16.82%) | 19.88 | 13 | -4 | 80 | |||||||||
| 30 Apr | 23997.55 | 868.95 | -184.75 (-17.53%) | 17.77 | 4 | 0 | 84 | |||||||||
| 29 Apr | 24177.65 | 1053.7 | 133.1 (14.46%) | 18.12 | 8 | 1 | 84 | |||||||||
| 28 Apr | 23995.70 | 918 | -110 (-10.70%) | 18.11 | 22 | 2 | 82 | |||||||||
| 27 Apr | 24092.70 | 1028 | 90 (9.59%) | 19.92 | 4 | 2 | 78 | |||||||||
| 24 Apr | 23897.95 | 938 | -200.75 (-17.63%) | 19.99 | 4 | 2 | 74 | |||||||||
| 23 Apr | 24173.05 | 1138.75 | -187.25 (-14.12%) | 18.76 | 18 | -2 | 72 | |||||||||
| 22 Apr | 24378.10 | 1326 | -136.55 (-9.34%) | 19.19 | 5 | 0 | 74 | |||||||||
| 21 Apr | 24576.60 | 1462.55 | 118.55 (8.82%) | 19.98 | 6 | 0 | 76 | |||||||||
| 20 Apr | 24364.85 | 1344 | 43.3 (3.33%) | 19.71 | 3 | 0 | 78 | |||||||||
| 17 Apr | 24353.55 | 1300.7 | 44.25 (3.52%) | 18.39 | 4 | 0 | 80 | |||||||||
| 16 Apr | 24196.75 | 1256.45 | 0 (0.00%) | 20.1 | 0 | 0 | 80 | |||||||||
| 15 Apr | 24231.30 | 1256.45 | 100 (8.65%) | 20.1 | 8 | 0 | 83 | |||||||||
| 13 Apr | 23842.65 | 1156.45 | 0 (0.00%) | 19.39 | 0 | 0 | 83 | |||||||||
| 10 Apr | 24050.60 | 1156.45 | 91.45 (8.59%) | 19.39 | 1 | 0 | 83 | |||||||||
| 9 Apr | 23775.10 | 1065 | -65.1 (-5.76%) | 20.91 | 94 | 34 | 83 | |||||||||
| 8 Apr | 23997.35 | 1130.1 | 406.85 (56.25%) | 14.85 | 28 | -29 | 49 | |||||||||
| 7 Apr | 23123.65 | 734.55 | 69.45 (10.44%) | 20.35 | 48 | 25 | 60 | |||||||||
| 6 Apr | 22968.25 | 665.1 | 94.25 (16.51%) | 20.68 | 23 | 43 | 45 | |||||||||
| 2 Apr | 22713.10 | 570.85 | -32.15 (-5.33%) | 20.36 | 45 | 43 | 45 | |||||||||
| 1 Apr | 22679.40 | 603 | 68 (12.71%) | 21.01 | 47 | 33 | 33 | |||||||||
| 30 Mar | 22331.40 | 535 | -208.75 (-28.07%) | 22.46 | 14 | 28 | 28 | |||||||||
| 27 Mar | 22819.60 | 743.75 | -249.95 (-25.15%) | 21.82 | 17 | 2 | 29 | |||||||||
| 25 Mar | 23306.45 | 993.7 | 241.9 (32.18%) | 21.24 | 2 | 0 | 28 | |||||||||
| 24 Mar | 22912.40 | 751.8 | 119.3 (18.86%) | 19.67 | 5 | -1 | 27 | |||||||||
| 23 Mar | 22512.65 | 632.5 | -195.25 (-23.59%) | 22.11 | 6 | 3 | 28 | |||||||||
| 20 Mar | 23114.50 | 827.75 | -9.35 (-1.12%) | 18.25 | 2 | -1 | 25 | |||||||||
| 19 Mar | 23002.15 | 837.1 | -246.4 (-22.74%) | 18.89 | 18 | 7 | 26 | |||||||||
| 18 Mar | 23777.80 | 1083.5 | 196.8 (22.19%) | - | 0 | 0 | 19 | |||||||||
| 17 Mar | 23581.15 | 1083.5 | 196.8 (22.19%) | 17.5 | 3 | 0 | 19 | |||||||||
| 16 Mar | 23408.80 | 886.7 | -37.45 (-4.05%) | 15.55 | 11 | 2 | 23 | |||||||||
| 13 Mar | 23151.10 | 913.2 | -389.6 (-29.90%) | 18.38 | 30 | 18 | 22 | |||||||||
| 12 Mar | 23639.15 | 1302.8 | -177.05 (-11.96%) | 20.62 | 13 | 2 | 3 | |||||||||
| 11 Mar | 23866.85 | 1479.85 | -1038.8 (-41.24%) | - | 0 | 0 | 1 | |||||||||
| 10 Mar | 24261.60 | 1479.85 | -1038.8 (-41.24%) | - | 1 | 0 | 1 | |||||||||
| 9 Mar | 24028.05 | 1479.85 | -1038.8 (-41.24%) | 17.9 | 1 | 0 | 0 | |||||||||
| 6 Mar | 24450.45 | 2518.65 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 24765.90 | 2518.65 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 24480.50 | 2518.65 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23350 expiring on 26MAY2026
Delta for 23350 CE is 0.95
Historical price for 23350 CE is as follows
On 25 May NIFTY was trading at 23985.35. The strike last trading price was 650, which was 228.85 higher than the previous day. The implied volatity was 26.11, the open interest changed by -107 which decreased total open position to 2073
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 451.55, which was 99.65 higher than the previous day. The implied volatity was 16.72, the open interest changed by -507 which decreased total open position to 2195
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 346.9, which was -58.8 lower than the previous day. The implied volatity was 11.62, the open interest changed by -480 which decreased total open position to 2738
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 432.15, which was 53.2 higher than the previous day. The implied volatity was 18.07, the open interest changed by 1824 which increased total open position to 3237
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 375, which was -79.75 lower than the previous day. The implied volatity was 15.83, the open interest changed by -480 which decreased total open position to 1424
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 459.15, which was -8.75 lower than the previous day. The implied volatity was 18.93, the open interest changed by 1324 which increased total open position to 1904
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 488.6, which was -35.7 lower than the previous day. The implied volatity was 17.71, the open interest changed by -46 which decreased total open position to 579
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 575.25, which was 179.2 higher than the previous day. The implied volatity was 20.38, the open interest changed by -382 which decreased total open position to 625
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 405.6, which was 11.3 higher than the previous day. The implied volatity was 0, the open interest changed by 391 which increased total open position to 1010
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 419.05, which was -274.1 lower than the previous day. The implied volatity was 0, the open interest changed by 542 which increased total open position to 627
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 691.55, which was -418.7 lower than the previous day. The implied volatity was 0, the open interest changed by 12 which increased total open position to 85
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 1110.25, which was 0 lower than the previous day. The implied volatity was 14.17, the open interest changed by 0 which decreased total open position to 73
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 1110.25, which was -85.2 lower than the previous day. The implied volatity was 14.17, the open interest changed by 0 which decreased total open position to 73
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 1195, which was 292.7 higher than the previous day. The implied volatity was 21.49, the open interest changed by -7 which decreased total open position to 73
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 902.3, which was -115.25 lower than the previous day. The implied volatity was 17.93, the open interest changed by 0 which decreased total open position to 80
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 1015.1, which was 146.15 higher than the previous day. The implied volatity was 19.88, the open interest changed by -4 which decreased total open position to 80
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 868.95, which was -184.75 lower than the previous day. The implied volatity was 17.77, the open interest changed by 0 which decreased total open position to 84
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 1053.7, which was 133.1 higher than the previous day. The implied volatity was 18.12, the open interest changed by 1 which increased total open position to 84
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 918, which was -110 lower than the previous day. The implied volatity was 18.11, the open interest changed by 2 which increased total open position to 82
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 1028, which was 90 higher than the previous day. The implied volatity was 19.92, the open interest changed by 2 which increased total open position to 78
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 938, which was -200.75 lower than the previous day. The implied volatity was 19.99, the open interest changed by 2 which increased total open position to 74
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1138.75, which was -187.25 lower than the previous day. The implied volatity was 18.76, the open interest changed by -2 which decreased total open position to 72
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1326, which was -136.55 lower than the previous day. The implied volatity was 19.19, the open interest changed by 0 which decreased total open position to 74
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1462.55, which was 118.55 higher than the previous day. The implied volatity was 19.98, the open interest changed by 0 which decreased total open position to 76
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1344, which was 43.3 higher than the previous day. The implied volatity was 19.71, the open interest changed by 0 which decreased total open position to 78
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1300.7, which was 44.25 higher than the previous day. The implied volatity was 18.39, the open interest changed by 0 which decreased total open position to 80
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1256.45, which was 0 lower than the previous day. The implied volatity was 20.1, the open interest changed by 0 which decreased total open position to 80
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1256.45, which was 100 higher than the previous day. The implied volatity was 20.1, the open interest changed by 0 which decreased total open position to 83
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1156.45, which was 0 lower than the previous day. The implied volatity was 19.39, the open interest changed by 0 which decreased total open position to 83
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1156.45, which was 91.45 higher than the previous day. The implied volatity was 19.39, the open interest changed by 0 which decreased total open position to 83
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1065, which was -65.1 lower than the previous day. The implied volatity was 20.91, the open interest changed by 34 which increased total open position to 83
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1130.1, which was 406.85 higher than the previous day. The implied volatity was 14.85, the open interest changed by -29 which decreased total open position to 49
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 734.55, which was 69.45 higher than the previous day. The implied volatity was 20.35, the open interest changed by 25 which increased total open position to 60
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 665.1, which was 94.25 higher than the previous day. The implied volatity was 20.68, the open interest changed by 43 which increased total open position to 45
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 570.85, which was -32.15 lower than the previous day. The implied volatity was 20.36, the open interest changed by 43 which increased total open position to 45
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 603, which was 68 higher than the previous day. The implied volatity was 21.01, the open interest changed by 33 which increased total open position to 33
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 535, which was -208.75 lower than the previous day. The implied volatity was 22.46, the open interest changed by 28 which increased total open position to 28
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 743.75, which was -249.95 lower than the previous day. The implied volatity was 21.82, the open interest changed by 2 which increased total open position to 29
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 993.7, which was 241.9 higher than the previous day. The implied volatity was 21.24, the open interest changed by 0 which decreased total open position to 28
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 751.8, which was 119.3 higher than the previous day. The implied volatity was 19.67, the open interest changed by -1 which decreased total open position to 27
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 632.5, which was -195.25 lower than the previous day. The implied volatity was 22.11, the open interest changed by 3 which increased total open position to 28
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 827.75, which was -9.35 lower than the previous day. The implied volatity was 18.25, the open interest changed by -1 which decreased total open position to 25
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 837.1, which was -246.4 lower than the previous day. The implied volatity was 18.89, the open interest changed by 7 which increased total open position to 26
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1083.5, which was 196.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1083.5, which was 196.8 higher than the previous day. The implied volatity was 17.5, the open interest changed by 0 which decreased total open position to 19
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 886.7, which was -37.45 lower than the previous day. The implied volatity was 15.55, the open interest changed by 2 which increased total open position to 23
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 913.2, which was -389.6 lower than the previous day. The implied volatity was 18.38, the open interest changed by 18 which increased total open position to 22
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1302.8, which was -177.05 lower than the previous day. The implied volatity was 20.62, the open interest changed by 2 which increased total open position to 3
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1479.85, which was -1038.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1479.85, which was -1038.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1479.85, which was -1038.8 lower than the previous day. The implied volatity was 17.9, the open interest changed by 0 which decreased total open position to 0
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 2518.65, 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 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 2518.65, 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 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 2518.65, 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 26-May-2026 (1d) 23350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.01
Theta: -4.35
Gamma: 0.0002
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 May | 23985.35 | 4 | -24 (-85.71%) | 22.27 | 2,00,863 | 12,718 | 41,305 |
| 22 May | 23719.30 | 22.9 | -43.8 (-65.67%) | 14.12 | 6,42,871 | 9,844 | 29,455 |
| 21 May | 23654.70 | 69.9 | -22.35 (-24.23%) | 16.54 | 4,69,088 | -9,348 | 19,869 |
| 20 May | 23659.00 | 80.2 | -40.4 (-33.50%) | 16.72 | 4,79,165 | 21,897 | 29,656 |
| 19 May | 23618.00 | 123.45 | -31 (-20.07%) | 17.96 | 41,687 | 1,232 | 7,761 |
| 18 May | 23649.95 | 152.9 | -22.35 (-12.75%) | 20.21 | 46,296 | 3,870 | 6,547 |
| 15 May | 23643.50 | 169 | 6.15 (3.78%) | 18.63 | 7,580 | 461 | 2,679 |
| 14 May | 23689.60 | 154.65 | -124.85 (-44.67%) | 17.94 | 8,182 | -96 | 2,222 |
| 13 May | 23412.60 | 270.45 | -36.8 (-11.98%) | 0 | 11,689 | 525 | 2,323 |
| 12 May | 23379.55 | 288 | 127 (78.88%) | 0 | 4,530 | 1,027 | 1,802 |
| 11 May | 23815.85 | 160 | 78.5 (96.32%) | 0 | 1,481 | 372 | 776 |
| 8 May | 24176.15 | 82.3 | 18.1 (28.19%) | 17.36 | 874 | 9 | 407 |
| 7 May | 24326.65 | 60.7 | -10.35 (-14.57%) | 17.03 | 811 | 44 | 402 |
| 6 May | 24330.95 | 67.25 | -78.35 (-53.81%) | 17.25 | 1,293 | -1 | 358 |
| 5 May | 24032.80 | 139.7 | -5.6 (-3.85%) | 18.27 | 626 | 51 | 358 |
| 4 May | 24119.30 | 145 | -43.1 (-22.91%) | 19.12 | 799 | -6 | 306 |
| 30 Apr | 23997.55 | 180 | 27.2 (17.80%) | 18.71 | 649 | 28 | 340 |
| 29 Apr | 24177.65 | 153 | -54.55 (-26.28%) | 18.36 | 559 | 89 | 298 |
| 28 Apr | 23995.70 | 202.4 | 7.1 (3.64%) | 18.72 | 482 | 13 | 208 |
| 27 Apr | 24092.70 | 193 | -90.8 (-31.99%) | 19.07 | 455 | 9 | 198 |
| 24 Apr | 23897.95 | 282.35 | 58.95 (26.39%) | 19.81 | 238 | 66 | 175 |
| 23 Apr | 24173.05 | 217.6 | 42 (23.92%) | 19.77 | 128 | 50 | 109 |
| 22 Apr | 24378.10 | 177.05 | 38.35 (27.65%) | 19.88 | 146 | -35 | 57 |
| 21 Apr | 24576.60 | 138.7 | -62.95 (-31.22%) | 19.59 | 154 | -6 | 73 |
| 20 Apr | 24364.85 | 208 | 28.85 (16.10%) | 20.37 | 225 | -7 | 80 |
| 17 Apr | 24353.55 | 176.95 | -55.15 (-23.76%) | 18.62 | 111 | 9 | 87 |
| 16 Apr | 24196.75 | 231.9 | -20.05 (-7.96%) | 19.12 | 98 | -1 | 69 |
| 15 Apr | 24231.30 | 253.85 | -136.15 (-34.91%) | 19.99 | 72 | 22 | 70 |
| 13 Apr | 23842.65 | 389.95 | 68.15 (21.18%) | 20.28 | 14 | 0 | 48 |
| 10 Apr | 24050.60 | 321.8 | -97.45 (-23.24%) | 18.96 | 13 | 3 | 46 |
| 9 Apr | 23775.10 | 419.25 | 82.8 (24.61%) | 19.86 | 3 | 2 | 42 |
| 8 Apr | 23997.35 | 336.9 | -455.9 (-57.51%) | 21.15 | 68 | 16 | 41 |
| 7 Apr | 23123.65 | 776.9 | -250.55 (-24.39%) | 24.39 | 28 | 4 | 27 |
| 6 Apr | 22968.25 | 1027.45 | -85.9 (-7.72%) | 29.16 | 11 | 1 | 23 |
| 2 Apr | 22713.10 | 1113.35 | 224.4 (25.24%) | 27.16 | 59 | 22 | 22 |
| 1 Apr | 22679.40 | 888.95 | -389.1 (-30.44%) | 20.62 | 1 | 17 | 17 |
| 30 Mar | 22331.40 | 1259 | 244.5 (24.10%) | 25.82 | 21 | -8 | 17 |
| 27 Mar | 22819.60 | 1014.5 | 304.8 (42.95%) | 25.57 | 12 | 2 | 26 |
| 25 Mar | 23306.45 | 709.7 | -179.8 (-20.21%) | 22.96 | 6 | 1 | 24 |
| 24 Mar | 22912.40 | 882.7 | -282 (-24.21%) | 23.31 | 6 | 0 | 23 |
| 23 Mar | 22512.65 | 1164.7 | 415.7 (55.50%) | 24.3 | 3 | -2 | 23 |
| 20 Mar | 23114.50 | 746.2 | -28.8 (-3.72%) | 21.52 | 18 | 4 | 24 |
| 19 Mar | 23002.15 | 775 | 339.85 (78.10%) | 21.67 | 14 | 6 | 19 |
| 18 Mar | 23777.80 | 435.15 | -79.1 (-15.38%) | 19.49 | 6 | 4 | 12 |
| 17 Mar | 23581.15 | 514.25 | -116.75 (-18.50%) | 19.68 | 8 | 3 | 7 |
| 16 Mar | 23408.80 | 631 | 571.55 (961.40%) | 20.64 | 4 | 3 | 3 |
| 13 Mar | 23151.10 | 59.45 | 0 (0.00%) | 0.7 | 0 | 0 | 0 |
| 12 Mar | 23639.15 | 59.45 | 0 (0.00%) | 1.71 | 0 | 0 | 0 |
| 11 Mar | 23866.85 | 59.45 | 0 (0.00%) | 2.17 | 0 | 0 | 0 |
| 10 Mar | 24261.60 | 59.45 | 0 (0.00%) | 3.08 | 0 | 0 | 0 |
| 9 Mar | 24028.05 | 59.45 | 0 (0.00%) | 2.49 | 0 | 0 | 0 |
| 6 Mar | 24450.45 | 59.45 | 0 (0.00%) | 3.41 | 0 | 0 | 0 |
| 5 Mar | 24765.90 | 59.45 | 0 (0.00%) | 3.92 | 0 | 0 | 0 |
| 4 Mar | 24480.50 | 59.45 | 0 (0.00%) | 3.4 | 0 | 0 | 0 |
For Nifty - strike price 23350 expiring on 26MAY2026
Delta for 23350 PE is -0.03
Historical price for 23350 PE is as follows
On 25 May NIFTY was trading at 23985.35. The strike last trading price was 4, which was -24 lower than the previous day. The implied volatity was 22.27, the open interest changed by 12718 which increased total open position to 41305
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 22.9, which was -43.8 lower than the previous day. The implied volatity was 14.12, the open interest changed by 9844 which increased total open position to 29455
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 69.9, which was -22.35 lower than the previous day. The implied volatity was 16.54, the open interest changed by -9348 which decreased total open position to 19869
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 80.2, which was -40.4 lower than the previous day. The implied volatity was 16.72, the open interest changed by 21897 which increased total open position to 29656
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 123.45, which was -31 lower than the previous day. The implied volatity was 17.96, the open interest changed by 1232 which increased total open position to 7761
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 152.9, which was -22.35 lower than the previous day. The implied volatity was 20.21, the open interest changed by 3870 which increased total open position to 6547
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 169, which was 6.15 higher than the previous day. The implied volatity was 18.63, the open interest changed by 461 which increased total open position to 2679
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 154.65, which was -124.85 lower than the previous day. The implied volatity was 17.94, the open interest changed by -96 which decreased total open position to 2222
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 270.45, which was -36.8 lower than the previous day. The implied volatity was 0, the open interest changed by 525 which increased total open position to 2323
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 288, which was 127 higher than the previous day. The implied volatity was 0, the open interest changed by 1027 which increased total open position to 1802
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 160, which was 78.5 higher than the previous day. The implied volatity was 0, the open interest changed by 372 which increased total open position to 776
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 82.3, which was 18.1 higher than the previous day. The implied volatity was 17.36, the open interest changed by 9 which increased total open position to 407
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 60.7, which was -10.35 lower than the previous day. The implied volatity was 17.03, the open interest changed by 44 which increased total open position to 402
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 67.25, which was -78.35 lower than the previous day. The implied volatity was 17.25, the open interest changed by -1 which decreased total open position to 358
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 139.7, which was -5.6 lower than the previous day. The implied volatity was 18.27, the open interest changed by 51 which increased total open position to 358
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 145, which was -43.1 lower than the previous day. The implied volatity was 19.12, the open interest changed by -6 which decreased total open position to 306
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 180, which was 27.2 higher than the previous day. The implied volatity was 18.71, the open interest changed by 28 which increased total open position to 340
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 153, which was -54.55 lower than the previous day. The implied volatity was 18.36, the open interest changed by 89 which increased total open position to 298
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 202.4, which was 7.1 higher than the previous day. The implied volatity was 18.72, the open interest changed by 13 which increased total open position to 208
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 193, which was -90.8 lower than the previous day. The implied volatity was 19.07, the open interest changed by 9 which increased total open position to 198
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 282.35, which was 58.95 higher than the previous day. The implied volatity was 19.81, the open interest changed by 66 which increased total open position to 175
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 217.6, which was 42 higher than the previous day. The implied volatity was 19.77, the open interest changed by 50 which increased total open position to 109
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 177.05, which was 38.35 higher than the previous day. The implied volatity was 19.88, the open interest changed by -35 which decreased total open position to 57
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 138.7, which was -62.95 lower than the previous day. The implied volatity was 19.59, the open interest changed by -6 which decreased total open position to 73
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 208, which was 28.85 higher than the previous day. The implied volatity was 20.37, the open interest changed by -7 which decreased total open position to 80
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 176.95, which was -55.15 lower than the previous day. The implied volatity was 18.62, the open interest changed by 9 which increased total open position to 87
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 231.9, which was -20.05 lower than the previous day. The implied volatity was 19.12, the open interest changed by -1 which decreased total open position to 69
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 253.85, which was -136.15 lower than the previous day. The implied volatity was 19.99, the open interest changed by 22 which increased total open position to 70
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 389.95, which was 68.15 higher than the previous day. The implied volatity was 20.28, the open interest changed by 0 which decreased total open position to 48
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 321.8, which was -97.45 lower than the previous day. The implied volatity was 18.96, the open interest changed by 3 which increased total open position to 46
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 419.25, which was 82.8 higher than the previous day. The implied volatity was 19.86, the open interest changed by 2 which increased total open position to 42
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 336.9, which was -455.9 lower than the previous day. The implied volatity was 21.15, the open interest changed by 16 which increased total open position to 41
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 776.9, which was -250.55 lower than the previous day. The implied volatity was 24.39, the open interest changed by 4 which increased total open position to 27
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1027.45, which was -85.9 lower than the previous day. The implied volatity was 29.16, the open interest changed by 1 which increased total open position to 23
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1113.35, which was 224.4 higher than the previous day. The implied volatity was 27.16, the open interest changed by 22 which increased total open position to 22
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 888.95, which was -389.1 lower than the previous day. The implied volatity was 20.62, the open interest changed by 17 which increased total open position to 17
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1259, which was 244.5 higher than the previous day. The implied volatity was 25.82, the open interest changed by -8 which decreased total open position to 17
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1014.5, which was 304.8 higher than the previous day. The implied volatity was 25.57, the open interest changed by 2 which increased total open position to 26
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 709.7, which was -179.8 lower than the previous day. The implied volatity was 22.96, the open interest changed by 1 which increased total open position to 24
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 882.7, which was -282 lower than the previous day. The implied volatity was 23.31, the open interest changed by 0 which decreased total open position to 23
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1164.7, which was 415.7 higher than the previous day. The implied volatity was 24.3, the open interest changed by -2 which decreased total open position to 23
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 746.2, which was -28.8 lower than the previous day. The implied volatity was 21.52, the open interest changed by 4 which increased total open position to 24
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 775, which was 339.85 higher than the previous day. The implied volatity was 21.67, the open interest changed by 6 which increased total open position to 19
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 435.15, which was -79.1 lower than the previous day. The implied volatity was 19.49, the open interest changed by 4 which increased total open position to 12
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 514.25, which was -116.75 lower than the previous day. The implied volatity was 19.68, the open interest changed by 3 which increased total open position to 7
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 631, which was 571.55 higher than the previous day. The implied volatity was 20.64, the open interest changed by 3 which increased total open position to 3
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 59.45, which was 0 lower than the previous day. The implied volatity was 0.7, the open interest changed by 0 which decreased total open position to 0
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 59.45, which was 0 lower than the previous day. The implied volatity was 1.71, the open interest changed by 0 which decreased total open position to 0
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 59.45, which was 0 lower than the previous day. The implied volatity was 2.17, the open interest changed by 0 which decreased total open position to 0
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 59.45, which was 0 lower than the previous day. The implied volatity was 3.08, the open interest changed by 0 which decreased total open position to 0
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 59.45, which was 0 lower than the previous day. The implied volatity was 2.49, the open interest changed by 0 which decreased total open position to 0
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 59.45, which was 0 lower than the previous day. The implied volatity was 3.41, the open interest changed by 0 which decreased total open position to 0
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 59.45, which was 0 lower than the previous day. The implied volatity was 3.92, 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 59.45, which was 0 lower than the previous day. The implied volatity was 3.4, the open interest changed by 0 which decreased total open position to 0
