NIFTY
Nifty
Historical option data for NIFTY
12 May 2026 04:10 PM IST
| NIFTY 12-May-2026 23350 CE | ||||||||||||||||
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Delta: 0
Vega: 0
Theta: 0
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 May | 23379.55 | 29.55 | -480.45 (-94.21%) | 0 | 42,79,470 | 75,582 | 75,805 | |||||||||
| 11 May | 23815.85 | 502.3 | -372.2 (-42.56%) | 0 | 1,005 | 132 | 225 | |||||||||
| 8 May | 24176.15 | 869.15 | -160.85000000000002 (-15.62%) | 25.02 | 116 | 8 | 91 | |||||||||
| 7 May | 24326.65 | 1030.85 | -46.450000000000045 (-4.31%) | 25.8 | 158 | 37 | 92 | |||||||||
| 6 May | 24330.95 | 1066.75 | 305.54999999999995 (40.14%) | 30.14 | 137 | 26 | 56 | |||||||||
| 5 May | 24032.80 | 758.5 | -21.049999999999955 (-2.70%) | 18.42 | 53 | 3 | 29 | |||||||||
| 4 May | 24119.30 | 779.55 | -34.200000000000045 (-4.20%) | 21.19 | 7 | -3 | 26 | |||||||||
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| 30 Apr | 23997.55 | 813.75 | -130.85000000000002 (-13.85%) | 16.88 | 36 | 29 | 30 | |||||||||
| 29 Apr | 24177.65 | 944.6 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 28 Apr | 23995.70 | 944.6 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 27 Apr | 24092.70 | 944.6 | 0 (0.00%) | 27.68 | 0 | 0 | 1 | |||||||||
| 24 Apr | 23897.95 | 944.6 | 503.95000000000005 (114.37%) | 27.68 | 1 | 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 | |||||||||
| 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 | 440.65 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23350 expiring on 12MAY2026
Delta for 23350 CE is 0
Historical price for 23350 CE is as follows
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 29.55, which was -480.45 lower than the previous day. The implied volatity was 0, the open interest changed by 75582 which increased total open position to 75805
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 502.3, which was -372.2 lower than the previous day. The implied volatity was 0, the open interest changed by 132 which increased total open position to 225
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 869.15, which was -160.85000000000002 lower than the previous day. The implied volatity was 25.02, the open interest changed by 8 which increased total open position to 91
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 1030.85, which was -46.450000000000045 lower than the previous day. The implied volatity was 25.8, the open interest changed by 37 which increased total open position to 92
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 1066.75, which was 305.54999999999995 higher than the previous day. The implied volatity was 30.14, the open interest changed by 26 which increased total open position to 56
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 758.5, which was -21.049999999999955 lower than the previous day. The implied volatity was 18.42, the open interest changed by 3 which increased total open position to 29
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 779.55, which was -34.200000000000045 lower than the previous day. The implied volatity was 21.19, the open interest changed by -3 which decreased total open position to 26
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 813.75, which was -130.85000000000002 lower than the previous day. The implied volatity was 16.88, the open interest changed by 29 which increased total open position to 30
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 944.6, 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 944.6, 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 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 944.6, which was 0 lower than the previous day. The implied volatity was 27.68, the open interest changed by 0 which decreased total open position to 1
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 944.6, which was 503.95000000000005 higher than the previous day. The implied volatity was 27.68, 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
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 440.65, 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 12-May-2026 23350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0
Vega: 0
Theta: 0
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 May | 23379.55 | 0.05 | -3.6500000000000004 (-98.65%) | 0 | 2,15,35,830 | 3,09,696 | 3,36,162 |
| 11 May | 23815.85 | 3.6 | 0 (0.00%) | 0 | 11,34,745 | -7,899 | 27,129 |
| 8 May | 24176.15 | 2.35 | -1.9999999999999996 (-45.98%) | 15.33 | 2,99,243 | 1,484 | 35,070 |
| 7 May | 24326.65 | 3.55 | -4.4 (-55.35%) | 16.96 | 2,21,170 | -1,562 | 33,528 |
| 6 May | 24330.95 | 6.1 | -21.450000000000003 (-77.86%) | 17.06 | 3,27,861 | 29,647 | 35,249 |
| 5 May | 24032.80 | 25.2 | -14.599999999999998 (-36.68%) | 16.63 | 39,631 | 3,300 | 5,629 |
| 4 May | 24119.30 | 41.2 | -40.3 (-49.45%) | 19.12 | 13,173 | 1,862 | 2,330 |
| 30 Apr | 23997.55 | 74 | 11.399999999999999 (18.21%) | 18.12 | 3,550 | 180 | 648 |
| 29 Apr | 24177.65 | 65 | -37.8 (-36.77%) | 18.41 | 2,554 | -8 | 468 |
| 28 Apr | 23995.70 | 98.55 | -2.5 (-2.47%) | 18.34 | 1,064 | 147 | 448 |
| 27 Apr | 24092.70 | 99.7 | -90.95 (-47.71%) | 19.22 | 352 | 66 | 302 |
| 24 Apr | 23897.95 | 187.35 | 47.650000000000006 (34.11%) | 20.32 | 83 | 21 | 237 |
| 23 Apr | 24173.05 | 136 | 23.75 (21.16%) | 20.36 | 44 | -17 | 215 |
| 22 Apr | 24378.10 | 113.05 | 24.349999999999994 (27.45%) | 20.88 | 137 | 18 | 231 |
| 21 Apr | 24576.60 | 90.1 | -60 (-39.97%) | 21.16 | 287 | 159 | 214 |
| 20 Apr | 24364.85 | 151 | 27.700000000000003 (22.47%) | 21.93 | 71 | 49 | 55 |
| 17 Apr | 24353.55 | 123.3 | -401.49999999999994 (-76.51%) | 19.62 | 13 | 5 | 5 |
| 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%) | 2.29 | 0 | 0 | 0 |
| 8 Apr | 23997.35 | 524.8 | 0 (0.00%) | 2.86 | 0 | 0 | 0 |
For Nifty - strike price 23350 expiring on 12MAY2026
Delta for 23350 PE is 0
Historical price for 23350 PE is as follows
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 0.05, which was -3.6500000000000004 lower than the previous day. The implied volatity was 0, the open interest changed by 309696 which increased total open position to 336162
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 3.6, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by -7899 which decreased total open position to 27129
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 2.35, which was -1.9999999999999996 lower than the previous day. The implied volatity was 15.33, the open interest changed by 1484 which increased total open position to 35070
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 3.55, which was -4.4 lower than the previous day. The implied volatity was 16.96, the open interest changed by -1562 which decreased total open position to 33528
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 6.1, which was -21.450000000000003 lower than the previous day. The implied volatity was 17.06, the open interest changed by 29647 which increased total open position to 35249
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 25.2, which was -14.599999999999998 lower than the previous day. The implied volatity was 16.63, the open interest changed by 3300 which increased total open position to 5629
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 41.2, which was -40.3 lower than the previous day. The implied volatity was 19.12, the open interest changed by 1862 which increased total open position to 2330
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 74, which was 11.399999999999999 higher than the previous day. The implied volatity was 18.12, the open interest changed by 180 which increased total open position to 648
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 65, which was -37.8 lower than the previous day. The implied volatity was 18.41, the open interest changed by -8 which decreased total open position to 468
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 98.55, which was -2.5 lower than the previous day. The implied volatity was 18.34, the open interest changed by 147 which increased total open position to 448
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 99.7, which was -90.95 lower than the previous day. The implied volatity was 19.22, the open interest changed by 66 which increased total open position to 302
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 187.35, which was 47.650000000000006 higher than the previous day. The implied volatity was 20.32, the open interest changed by 21 which increased total open position to 237
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 136, which was 23.75 higher than the previous day. The implied volatity was 20.36, the open interest changed by -17 which decreased total open position to 215
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 113.05, which was 24.349999999999994 higher than the previous day. The implied volatity was 20.88, the open interest changed by 18 which increased total open position to 231
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 90.1, which was -60 lower than the previous day. The implied volatity was 21.16, the open interest changed by 159 which increased total open position to 214
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 151, which was 27.700000000000003 higher than the previous day. The implied volatity was 21.93, the open interest changed by 49 which increased total open position to 55
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 123.3, which was -401.49999999999994 lower than the previous day. The implied volatity was 19.62, the open interest changed by 5 which increased total open position to 5
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 2.29, 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 524.8, which was 0 lower than the previous day. The implied volatity was 2.86, the open interest changed by 0 which decreased total open position to 0
