NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:29 PM IST
| NIFTY 28-Apr-2026 (4d) 23400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 0.06
Theta: -12.84
Gamma: 0.00049
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23869.65 | 520.2 | -262.69999999999993 | 17.78 | 3,580 | 625 | 2,798 | |||||||||
| 23 Apr | 24173.05 | 781 | -218.54999999999995 | 15.51 | 816 | -27 | 2,166 | |||||||||
| 22 Apr | 24378.10 | 1002 | -201.75 | 19.06 | 341 | -111 | 2,201 | |||||||||
| 21 Apr | 24576.60 | 1200.5 | 195.39999999999998 | 15.77 | 246 | -57 | 2,315 | |||||||||
| 20 Apr | 24364.85 | 970 | -50.25 | 16.55 | 474 | -74 | 2,392 | |||||||||
| 17 Apr | 24353.55 | 1024 | 145.20000000000005 | 16.06 | 583 | -69 | 2,470 | |||||||||
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| 16 Apr | 24196.75 | 873 | -66.10000000000002 | 16.28 | 606 | -33 | 2,546 | |||||||||
| 15 Apr | 24231.30 | 927.45 | 229.05000000000007 | 18.88 | 825 | -380 | 2,580 | |||||||||
| 13 Apr | 23842.65 | 685.55 | -170.5 | 21.12 | 2,939 | 11 | 2,994 | |||||||||
| 10 Apr | 24050.60 | 877.35 | 151.39999999999998 | 20.22 | 1,834 | -570 | 2,985 | |||||||||
| 9 Apr | 23775.10 | 724.2 | -139.25 | 21.97 | 2,411 | -39 | 3,568 | |||||||||
| 8 Apr | 23997.35 | 888.4 | 449.8 | 18.92 | 7,964 | -7,051 | 3,609 | |||||||||
| 7 Apr | 23123.65 | 448 | 29.05 | 23.11 | 5,867 | 6,550 | 7,022 | |||||||||
| 6 Apr | 22968.25 | 419.8 | 89.1 | 24.65 | 4,925 | 431 | 7,311 | |||||||||
| 2 Apr | 22713.10 | 330 | -18.4 | 22.76 | 7,002 | -22,416 | 6,886 | |||||||||
| 1 Apr | 22679.40 | 355 | 36.05 | 23.3 | 5,684 | 6,122 | 6,831 | |||||||||
| 30 Mar | 22331.40 | 326.6 | -169.1 | 25.84 | 5,518 | 5,572 | 6,172 | |||||||||
| 27 Mar | 22819.60 | 492.45 | -191 | 24.15 | 6,677 | 6,308 | 6,353 | |||||||||
| 25 Mar | 23306.45 | 685 | 159.3 | 21.98 | 7,621 | 2,449 | 4,758 | |||||||||
| 24 Mar | 22912.40 | 560 | 125.15 | 23.3 | 2,592 | 121 | 2,700 | |||||||||
| 23 Mar | 22512.65 | 427.25 | -179.4 | 25.01 | 4,044 | -556 | 2,800 | |||||||||
| 20 Mar | 23114.50 | 606.5 | 44.75 | 20.37 | 2,351 | 3,509 | 3,509 | |||||||||
| 19 Mar | 23002.15 | 595 | -305.05 | 20.37 | 3,995 | 3,134 | 3,134 | |||||||||
| 18 Mar | 23777.80 | 900.8 | 60.9 | 16.92 | 623 | -256 | 2,647 | |||||||||
| 17 Mar | 23581.15 | 836.05 | 54.7 | 18.96 | 1,835 | 2,673 | 2,904 | |||||||||
| 16 Mar | 23408.80 | 770 | 64 | 20.39 | 2,192 | 2,609 | 2,714 | |||||||||
| 13 Mar | 23151.10 | 717.8 | -258.95 | 20.92 | 4,925 | 2,370 | 2,370 | |||||||||
| 12 Mar | 23639.15 | 971.35 | -190.65 | 19.94 | 523 | 406 | 452 | |||||||||
| 11 Mar | 23866.85 | 1162 | -208 | 21.26 | 7 | 3 | 46 | |||||||||
| 10 Mar | 24261.60 | 1370 | 19.6 | 16.87 | 16 | 44 | 44 | |||||||||
| 9 Mar | 24028.05 | 1325.6 | -1010.7 | 22.38 | 108 | 36 | 36 | |||||||||
| 6 Mar | 24450.45 | 2336.3 | -281.15 | - | 0 | 1 | 1 | |||||||||
| 5 Mar | 24765.90 | 2336.3 | -281.15 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 24480.50 | 2336.3 | -281.15 | - | 0 | 0 | 1 | |||||||||
| 2 Mar | 24865.70 | 2336.3 | -281.15 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 25178.65 | 2336.3 | -281.15 | - | 0 | 0 | 1 | |||||||||
| 26 Feb | 25496.55 | 2336.3 | -281.15 | - | 0 | 0 | 1 | |||||||||
| 25 Feb | 25482.50 | 2336.3 | -281.15 | - | 1 | 0 | 1 | |||||||||
| 24 Feb | 25424.65 | 2336.3 | -281.15 | - | 1 | 0 | 0 | |||||||||
| 23 Feb | 25713.00 | 2610.3 | 100.1 | - | 2 | 1 | 1 | |||||||||
| 20 Feb | 25571.25 | 2504.95 | 100.65 | - | 2 | 0 | 1 | |||||||||
| 19 Feb | 25454.35 | 2404.3 | -320.7 | - | 2 | 0 | 2 | |||||||||
| 18 Feb | 25819.35 | 2725 | 91.1 | - | 1 | 0 | 2 | |||||||||
| 17 Feb | 25725.40 | 2641.15 | 172 | - | 0 | 0 | 2 | |||||||||
| 16 Feb | 25682.75 | 2641.15 | 172 | - | 2 | 0 | 2 | |||||||||
| 13 Feb | 25471.10 | 2475.05 | -139.4 | - | 2 | 0 | 3 | |||||||||
| 12 Feb | 25807.20 | 2621.05 | -113.95 | - | 0 | 0 | 3 | |||||||||
| 11 Feb | 25953.85 | 2621.05 | -113.95 | - | 0 | 0 | 3 | |||||||||
| 10 Feb | 25935.15 | 2621.05 | -113.95 | - | 0 | 0 | 3 | |||||||||
| 9 Feb | 25867.30 | 2621.05 | -113.95 | - | 0 | 0 | 3 | |||||||||
| 6 Feb | 25693.70 | 2621.05 | -113.95 | - | 0 | 0 | 3 | |||||||||
| 5 Feb | 25642.80 | 2621.05 | -113.95 | - | 2 | 0 | 2 | |||||||||
| 4 Feb | 25776.00 | 2737.5 | -9.4 | - | 2 | 0 | 2 | |||||||||
| 3 Feb | 25727.55 | 2746.9 | 661.85 | - | 1 | 0 | 1 | |||||||||
| 2 Feb | 25088.40 | 2080.65 | -129.65 | - | 2 | 0 | 0 | |||||||||
For Nifty - strike price 23400 expiring on 28APR2026
Delta for 23400 CE is 0.86
Historical price for 23400 CE is as follows
On 24 Apr NIFTY was trading at 23869.65. The strike last trading price was 520.2, which was -262.69999999999993 lower than the previous day. The implied volatity was 17.78, the open interest changed by 625 which increased total open position to 2798
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 781, which was -218.54999999999995 lower than the previous day. The implied volatity was 15.51, the open interest changed by -27 which decreased total open position to 2166
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1002, which was -201.75 lower than the previous day. The implied volatity was 19.06, the open interest changed by -111 which decreased total open position to 2201
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1200.5, which was 195.39999999999998 higher than the previous day. The implied volatity was 15.77, the open interest changed by -57 which decreased total open position to 2315
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 970, which was -50.25 lower than the previous day. The implied volatity was 16.55, the open interest changed by -74 which decreased total open position to 2392
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1024, which was 145.20000000000005 higher than the previous day. The implied volatity was 16.06, the open interest changed by -69 which decreased total open position to 2470
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 873, which was -66.10000000000002 lower than the previous day. The implied volatity was 16.28, the open interest changed by -33 which decreased total open position to 2546
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 927.45, which was 229.05000000000007 higher than the previous day. The implied volatity was 18.88, the open interest changed by -380 which decreased total open position to 2580
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 685.55, which was -170.5 lower than the previous day. The implied volatity was 21.12, the open interest changed by 11 which increased total open position to 2994
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 877.35, which was 151.39999999999998 higher than the previous day. The implied volatity was 20.22, the open interest changed by -570 which decreased total open position to 2985
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 724.2, which was -139.25 lower than the previous day. The implied volatity was 21.97, the open interest changed by -39 which decreased total open position to 3568
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 888.4, which was 449.8 higher than the previous day. The implied volatity was 18.92, the open interest changed by -7051 which decreased total open position to 3609
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 448, which was 29.05 higher than the previous day. The implied volatity was 23.11, the open interest changed by 6550 which increased total open position to 7022
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 419.8, which was 89.1 higher than the previous day. The implied volatity was 24.65, the open interest changed by 431 which increased total open position to 7311
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 330, which was -18.4 lower than the previous day. The implied volatity was 22.76, the open interest changed by -22416 which decreased total open position to 6886
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 355, which was 36.05 higher than the previous day. The implied volatity was 23.3, the open interest changed by 6122 which increased total open position to 6831
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 326.6, which was -169.1 lower than the previous day. The implied volatity was 25.84, the open interest changed by 5572 which increased total open position to 6172
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 492.45, which was -191 lower than the previous day. The implied volatity was 24.15, the open interest changed by 6308 which increased total open position to 6353
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 685, which was 159.3 higher than the previous day. The implied volatity was 21.98, the open interest changed by 2449 which increased total open position to 4758
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 560, which was 125.15 higher than the previous day. The implied volatity was 23.3, the open interest changed by 121 which increased total open position to 2700
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 427.25, which was -179.4 lower than the previous day. The implied volatity was 25.01, the open interest changed by -556 which decreased total open position to 2800
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 606.5, which was 44.75 higher than the previous day. The implied volatity was 20.37, the open interest changed by 3509 which increased total open position to 3509
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 595, which was -305.05 lower than the previous day. The implied volatity was 20.37, the open interest changed by 3134 which increased total open position to 3134
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 900.8, which was 60.9 higher than the previous day. The implied volatity was 16.92, the open interest changed by -256 which decreased total open position to 2647
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 836.05, which was 54.7 higher than the previous day. The implied volatity was 18.96, the open interest changed by 2673 which increased total open position to 2904
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 770, which was 64 higher than the previous day. The implied volatity was 20.39, the open interest changed by 2609 which increased total open position to 2714
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 717.8, which was -258.95 lower than the previous day. The implied volatity was 20.92, the open interest changed by 2370 which increased total open position to 2370
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 971.35, which was -190.65 lower than the previous day. The implied volatity was 19.94, the open interest changed by 406 which increased total open position to 452
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1162, which was -208 lower than the previous day. The implied volatity was 21.26, the open interest changed by 3 which increased total open position to 46
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1370, which was 19.6 higher than the previous day. The implied volatity was 16.87, the open interest changed by 44 which increased total open position to 44
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1325.6, which was -1010.7 lower than the previous day. The implied volatity was 22.38, the open interest changed by 36 which increased total open position to 36
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 2336.3, which was -281.15 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 2336.3, which was -281.15 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 2336.3, which was -281.15 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 2336.3, which was -281.15 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 2336.3, which was -281.15 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 2336.3, which was -281.15 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 2336.3, which was -281.15 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 2336.3, which was -281.15 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 2610.3, which was 100.1 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 2504.95, which was 100.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 2404.3, which was -320.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 2725, which was 91.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 2641.15, which was 172 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 2641.15, which was 172 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 2475.05, which was -139.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 2621.05, which was -113.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 2621.05, which was -113.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 2621.05, which was -113.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 2621.05, which was -113.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 2621.05, which was -113.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 2621.05, which was -113.95 lower 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 2737.5, which was -9.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 2746.9, which was 661.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 2080.65, 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 0
| NIFTY 28-Apr-2026 (4d) 23400 PE | |||||||
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Delta: -0.13
Vega: 0.06
Theta: -8.17
Gamma: 0.00048
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23869.65 | 30.4 | 13.649999999999999 | 17.01 | 6,79,729 | 15,711 | 60,655 |
| 23 Apr | 24173.05 | 15.45 | -1.6999999999999993 | 18.11 | 3,11,941 | 12,905 | 45,140 |
| 22 Apr | 24378.10 | 15.4 | -5.4 | 19.96 | 2,32,372 | 13,138 | 32,719 |
| 21 Apr | 24576.60 | 20.7 | -35.25 | 23 | 70,012 | 7,370 | 20,036 |
| 20 Apr | 24364.85 | 60.55 | 9.449999999999996 | 24.24 | 35,541 | 402 | 12,733 |
| 17 Apr | 24353.55 | 49.7 | -32.25 | 20.29 | 25,037 | 3,754 | 12,359 |
| 16 Apr | 24196.75 | 85.65 | -11.649999999999991 | 20.49 | 25,570 | 3,818 | 16,135 |
| 15 Apr | 24231.30 | 98.8 | -133.35000000000002 | 21.24 | 19,595 | -454 | 12,384 |
| 13 Apr | 23842.65 | 228.85 | 64.44999999999999 | 21.94 | 12,548 | 1,014 | 12,702 |
| 10 Apr | 24050.60 | 165.85 | -95.6 | 20.44 | 10,594 | 713 | 11,695 |
| 9 Apr | 23775.10 | 260.85 | 59.35000000000002 | 20.6 | 16,997 | 6,032 | 11,001 |
| 8 Apr | 23997.35 | 190.05 | -469.95 | 21.32 | 13,286 | 4,826 | 5,024 |
| 7 Apr | 23123.65 | 652.3 | -90.2 | 26.27 | 1,599 | 3,425 | 5,378 |
| 6 Apr | 22968.25 | 751.8 | -167.05 | 26.01 | 900 | 5,569 | 5,843 |
| 2 Apr | 22713.10 | 938.65 | 10.65 | 26.04 | 539 | 5,467 | 5,735 |
| 1 Apr | 22679.40 | 911 | -343 | 24.58 | 1,340 | 5,737 | 5,832 |
| 30 Mar | 22331.40 | 1217.25 | 253.75 | 28.25 | 2,942 | 2,516 | 6,315 |
| 27 Mar | 22819.60 | 984.15 | 336.45 | 29.13 | 6,650 | 1,706 | 7,287 |
| 25 Mar | 23306.45 | 637.45 | -214.1 | 24.63 | 11,005 | 5,373 | 7,043 |
| 24 Mar | 22912.40 | 825.25 | -337.65 | 24.94 | 1,444 | 3,305 | 3,408 |
| 23 Mar | 22512.65 | 1178.05 | 470.25 | 27.77 | 3,687 | 3,570 | 3,574 |
| 20 Mar | 23114.50 | 704.15 | -51.95 | 23.06 | 3,758 | 4,630 | 4,645 |
| 19 Mar | 23002.15 | 710.45 | 318.3 | 22.37 | 5,814 | 3,063 | 3,900 |
| 18 Mar | 23777.80 | 392.75 | -84.05 | 21.02 | 1,469 | 3,280 | 3,823 |
| 17 Mar | 23581.15 | 474.85 | -126.85 | 21.1 | 2,161 | 3,634 | 3,915 |
| 16 Mar | 23408.80 | 609.6 | -118.3 | 22.6 | 2,541 | 3,418 | 3,418 |
| 13 Mar | 23151.10 | 703.25 | 205.35 | 22.42 | 7,832 | 2,128 | 3,339 |
| 12 Mar | 23639.15 | 487.85 | 55.6 | 21.71 | 2,249 | -47 | 1,234 |
| 11 Mar | 23866.85 | 465.6 | 192.95 | 23.17 | 1,393 | 1,280 | 1,280 |
| 10 Mar | 24261.60 | 271.6 | -169.6 | 20.74 | 1,303 | 744 | 744 |
| 9 Mar | 24028.05 | 448.25 | 180 | 23.88 | 1,557 | 760 | 760 |
| 6 Mar | 24450.45 | 261.25 | 75.45 | 21.27 | 483 | 41 | 554 |
| 5 Mar | 24765.90 | 189.05 | -91.45 | 20.37 | 629 | 510 | 510 |
| 4 Mar | 24480.50 | 279 | 141.35 | 21.68 | 1,206 | 311 | 587 |
| 2 Mar | 24865.70 | 133.35 | 70.1 | 18.38 | 489 | -11 | 275 |
| 27 Feb | 25178.65 | 62.35 | 16.8 | 16.22 | 198 | 99 | 291 |
| 26 Feb | 25496.55 | 45.55 | -5.75 | 16.47 | 62 | 6 | 192 |
| 25 Feb | 25482.50 | 52.2 | -7.05 | 16.8 | 194 | -18 | 186 |
| 24 Feb | 25424.65 | 59.25 | 6 | 17.12 | 170 | 51 | 204 |
| 23 Feb | 25713.00 | 53.25 | -6.65 | 17.77 | 28 | 5 | 157 |
| 20 Feb | 25571.25 | 58.7 | -2.6 | 17.21 | 44 | 36 | 153 |
| 19 Feb | 25454.35 | 62.05 | 11.95 | 16.62 | 89 | 28 | 114 |
| 18 Feb | 25819.35 | 50.1 | -2.4 | 17.49 | 34 | -14 | 80 |
| 17 Feb | 25725.40 | 52.5 | -5.5 | 17.19 | 29 | -14 | 93 |
| 16 Feb | 25682.75 | 58 | -7.05 | 17.33 | 131 | 15 | 111 |
| 13 Feb | 25471.10 | 70 | 34.3 | 16.83 | 297 | -116 | 97 |
| 12 Feb | 25807.20 | 34.95 | -2.5 | 15.7 | 172 | 116 | 201 |
| 11 Feb | 25953.85 | 37.45 | -1.9 | - | 0 | 0 | 85 |
| 10 Feb | 25935.15 | 37.45 | -1.9 | 16.25 | 20 | 2 | 81 |
| 9 Feb | 25867.30 | 39.35 | -6.6 | 16.13 | 9 | -6 | 79 |
| 6 Feb | 25693.70 | 45.95 | -0.75 | 15.67 | 1 | 0 | 85 |
| 5 Feb | 25642.80 | 46.7 | 1.55 | 15.52 | 14 | -5 | 85 |
| 4 Feb | 25776.00 | 46.05 | -9.85 | 15.8 | 91 | -45 | 95 |
| 3 Feb | 25727.55 | 57.55 | -41.4 | 16.43 | 755 | 128 | 140 |
| 2 Feb | 25088.40 | 99.3 | 22.75 | 15.8 | 16 | 7 | 7 |
For Nifty - strike price 23400 expiring on 28APR2026
Delta for 23400 PE is -0.13
Historical price for 23400 PE is as follows
On 24 Apr NIFTY was trading at 23869.65. The strike last trading price was 30.4, which was 13.649999999999999 higher than the previous day. The implied volatity was 17.01, the open interest changed by 15711 which increased total open position to 60655
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 15.45, which was -1.6999999999999993 lower than the previous day. The implied volatity was 18.11, the open interest changed by 12905 which increased total open position to 45140
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 15.4, which was -5.4 lower than the previous day. The implied volatity was 19.96, the open interest changed by 13138 which increased total open position to 32719
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 20.7, which was -35.25 lower than the previous day. The implied volatity was 23, the open interest changed by 7370 which increased total open position to 20036
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 60.55, which was 9.449999999999996 higher than the previous day. The implied volatity was 24.24, the open interest changed by 402 which increased total open position to 12733
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 49.7, which was -32.25 lower than the previous day. The implied volatity was 20.29, the open interest changed by 3754 which increased total open position to 12359
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 85.65, which was -11.649999999999991 lower than the previous day. The implied volatity was 20.49, the open interest changed by 3818 which increased total open position to 16135
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 98.8, which was -133.35000000000002 lower than the previous day. The implied volatity was 21.24, the open interest changed by -454 which decreased total open position to 12384
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 228.85, which was 64.44999999999999 higher than the previous day. The implied volatity was 21.94, the open interest changed by 1014 which increased total open position to 12702
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 165.85, which was -95.6 lower than the previous day. The implied volatity was 20.44, the open interest changed by 713 which increased total open position to 11695
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 260.85, which was 59.35000000000002 higher than the previous day. The implied volatity was 20.6, the open interest changed by 6032 which increased total open position to 11001
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 190.05, which was -469.95 lower than the previous day. The implied volatity was 21.32, the open interest changed by 4826 which increased total open position to 5024
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 652.3, which was -90.2 lower than the previous day. The implied volatity was 26.27, the open interest changed by 3425 which increased total open position to 5378
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 751.8, which was -167.05 lower than the previous day. The implied volatity was 26.01, the open interest changed by 5569 which increased total open position to 5843
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 938.65, which was 10.65 higher than the previous day. The implied volatity was 26.04, the open interest changed by 5467 which increased total open position to 5735
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 911, which was -343 lower than the previous day. The implied volatity was 24.58, the open interest changed by 5737 which increased total open position to 5832
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1217.25, which was 253.75 higher than the previous day. The implied volatity was 28.25, the open interest changed by 2516 which increased total open position to 6315
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 984.15, which was 336.45 higher than the previous day. The implied volatity was 29.13, the open interest changed by 1706 which increased total open position to 7287
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 637.45, which was -214.1 lower than the previous day. The implied volatity was 24.63, the open interest changed by 5373 which increased total open position to 7043
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 825.25, which was -337.65 lower than the previous day. The implied volatity was 24.94, the open interest changed by 3305 which increased total open position to 3408
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1178.05, which was 470.25 higher than the previous day. The implied volatity was 27.77, the open interest changed by 3570 which increased total open position to 3574
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 704.15, which was -51.95 lower than the previous day. The implied volatity was 23.06, the open interest changed by 4630 which increased total open position to 4645
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 710.45, which was 318.3 higher than the previous day. The implied volatity was 22.37, the open interest changed by 3063 which increased total open position to 3900
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 392.75, which was -84.05 lower than the previous day. The implied volatity was 21.02, the open interest changed by 3280 which increased total open position to 3823
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 474.85, which was -126.85 lower than the previous day. The implied volatity was 21.1, the open interest changed by 3634 which increased total open position to 3915
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 609.6, which was -118.3 lower than the previous day. The implied volatity was 22.6, the open interest changed by 3418 which increased total open position to 3418
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 703.25, which was 205.35 higher than the previous day. The implied volatity was 22.42, the open interest changed by 2128 which increased total open position to 3339
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 487.85, which was 55.6 higher than the previous day. The implied volatity was 21.71, the open interest changed by -47 which decreased total open position to 1234
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 465.6, which was 192.95 higher than the previous day. The implied volatity was 23.17, the open interest changed by 1280 which increased total open position to 1280
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 271.6, which was -169.6 lower than the previous day. The implied volatity was 20.74, the open interest changed by 744 which increased total open position to 744
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 448.25, which was 180 higher than the previous day. The implied volatity was 23.88, the open interest changed by 760 which increased total open position to 760
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 261.25, which was 75.45 higher than the previous day. The implied volatity was 21.27, the open interest changed by 41 which increased total open position to 554
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 189.05, which was -91.45 lower than the previous day. The implied volatity was 20.37, the open interest changed by 510 which increased total open position to 510
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 279, which was 141.35 higher than the previous day. The implied volatity was 21.68, the open interest changed by 311 which increased total open position to 587
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 133.35, which was 70.1 higher than the previous day. The implied volatity was 18.38, the open interest changed by -11 which decreased total open position to 275
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 62.35, which was 16.8 higher than the previous day. The implied volatity was 16.22, the open interest changed by 99 which increased total open position to 291
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 45.55, which was -5.75 lower than the previous day. The implied volatity was 16.47, the open interest changed by 6 which increased total open position to 192
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 52.2, which was -7.05 lower than the previous day. The implied volatity was 16.8, the open interest changed by -18 which decreased total open position to 186
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 59.25, which was 6 higher than the previous day. The implied volatity was 17.12, the open interest changed by 51 which increased total open position to 204
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 53.25, which was -6.65 lower than the previous day. The implied volatity was 17.77, the open interest changed by 5 which increased total open position to 157
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 58.7, which was -2.6 lower than the previous day. The implied volatity was 17.21, the open interest changed by 36 which increased total open position to 153
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 62.05, which was 11.95 higher than the previous day. The implied volatity was 16.62, the open interest changed by 28 which increased total open position to 114
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 50.1, which was -2.4 lower than the previous day. The implied volatity was 17.49, the open interest changed by -14 which decreased total open position to 80
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 52.5, which was -5.5 lower than the previous day. The implied volatity was 17.19, the open interest changed by -14 which decreased total open position to 93
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 58, which was -7.05 lower than the previous day. The implied volatity was 17.33, the open interest changed by 15 which increased total open position to 111
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 70, which was 34.3 higher than the previous day. The implied volatity was 16.83, the open interest changed by -116 which decreased total open position to 97
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 34.95, which was -2.5 lower than the previous day. The implied volatity was 15.7, the open interest changed by 116 which increased total open position to 201
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 37.45, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 85
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 37.45, which was -1.9 lower than the previous day. The implied volatity was 16.25, the open interest changed by 2 which increased total open position to 81
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 39.35, which was -6.6 lower than the previous day. The implied volatity was 16.13, the open interest changed by -6 which decreased total open position to 79
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 45.95, which was -0.75 lower than the previous day. The implied volatity was 15.67, the open interest changed by 0 which decreased total open position to 85
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 46.7, which was 1.55 higher than the previous day. The implied volatity was 15.52, the open interest changed by -5 which decreased total open position to 85
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 46.05, which was -9.85 lower than the previous day. The implied volatity was 15.8, the open interest changed by -45 which decreased total open position to 95
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 57.55, which was -41.4 lower than the previous day. The implied volatity was 16.43, the open interest changed by 128 which increased total open position to 140
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 99.3, which was 22.75 higher than the previous day. The implied volatity was 15.8, the open interest changed by 7 which increased total open position to 7
