NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:30 PM IST
| NIFTY 28-Apr-2026 (4d) 23450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 0.07
Theta: -13.93
Gamma: 0.00054
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23878.45 | 478.6 | -258.04999999999995 | 17.55 | 1,179 | 379 | 3,456 | |||||||||
| 23 Apr | 24173.05 | 731.85 | -220.69999999999993 | 14.89 | 121 | 0 | 3,082 | |||||||||
| 22 Apr | 24378.10 | 964.65 | -186.85000000000002 | 13.07 | 53 | -10 | 3,083 | |||||||||
| 21 Apr | 24576.60 | 1154.9 | 155.9000000000001 | 16.81 | 76 | 18 | 3,094 | |||||||||
| 20 Apr | 24364.85 | 999 | 14.5 | 15.74 | 44 | -3 | 3,081 | |||||||||
| 17 Apr | 24353.55 | 978.15 | 156.14999999999998 | 16 | 12 | -5 | 3,088 | |||||||||
| 16 Apr | 24196.75 | 822 | -69.5 | 16.76 | 24 | -11 | 3,094 | |||||||||
| 15 Apr | 24231.30 | 889 | 223.25 | 18.55 | 52 | -10 | 3,104 | |||||||||
| 13 Apr | 23842.65 | 653.8 | -165.9000000000001 | 21.06 | 732 | -76 | 3,117 | |||||||||
| 10 Apr | 24050.60 | 826.1 | 136.35000000000002 | 19.1 | 59 | -27 | 3,193 | |||||||||
| 9 Apr | 23775.10 | 694.25 | -124.45000000000005 | 21.77 | 139 | 1 | 3,220 | |||||||||
| 8 Apr | 23997.35 | 831.05 | 421.15 | 17.79 | 679 | 1,124 | 3,219 | |||||||||
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| 7 Apr | 23123.65 | 424.5 | 29.15 | 22.99 | 678 | -11,120 | 3,284 | |||||||||
| 6 Apr | 22968.25 | 397.6 | 85.5 | 24.53 | 821 | 3,256 | 3,363 | |||||||||
| 2 Apr | 22713.10 | 310.35 | -18.9 | 22.63 | 1,925 | 2,184 | 3,271 | |||||||||
| 1 Apr | 22679.40 | 331.85 | 26.9 | 23.01 | 1,860 | 3,872 | 3,997 | |||||||||
| 30 Mar | 22331.40 | 314.75 | -160.1 | 25.95 | 666 | 3,098 | 3,215 | |||||||||
| 27 Mar | 22819.60 | 469.25 | -179.8 | 24.01 | 780 | 1,875 | 3,121 | |||||||||
| 25 Mar | 23306.45 | 665.5 | 148.85 | 22.19 | 861 | 242 | 3,195 | |||||||||
| 24 Mar | 22912.40 | 533.35 | 115.4 | 23.09 | 962 | 434 | 4,148 | |||||||||
| 23 Mar | 22512.65 | 417.85 | -163.75 | 25.29 | 707 | 3,689 | 3,714 | |||||||||
| 20 Mar | 23114.50 | 577.85 | 31.1 | 20.2 | 1,093 | 710 | 3,636 | |||||||||
| 19 Mar | 23002.15 | 573.1 | -318.55 | 20.45 | 3,451 | 2,927 | 2,927 | |||||||||
| 18 Mar | 23777.80 | 894.35 | 87.55 | 17.84 | 75 | 43 | 172 | |||||||||
| 17 Mar | 23581.15 | 797 | 43.2 | 18.64 | 333 | 30 | 194 | |||||||||
| 16 Mar | 23408.80 | 739.3 | 66.65 | 20.26 | 287 | 9 | 130 | |||||||||
| 13 Mar | 23151.10 | 672.85 | -283.6 | 20.3 | 306 | 120 | 120 | |||||||||
| 12 Mar | 23639.15 | 956.45 | -130.45 | 20.41 | 2 | 15 | 15 | |||||||||
| 11 Mar | 23866.85 | 1087.15 | -186.9 | 19.88 | 2 | 0 | 16 | |||||||||
| 10 Mar | 24261.60 | 1274.05 | 138.65 | 14.49 | 2 | 16 | 16 | |||||||||
| 9 Mar | 24028.05 | 1135.4 | -1409.45 | 17.22 | 18 | 16 | 17 | |||||||||
| 6 Mar | 24450.45 | 2544.85 | 93.9 | - | 0 | 0 | 1 | |||||||||
| 5 Mar | 24765.90 | 2544.85 | 93.9 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 24480.50 | 2544.85 | 93.9 | - | 0 | 0 | 1 | |||||||||
| 2 Mar | 24865.70 | 2544.85 | 93.9 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 25178.65 | 2544.85 | 93.9 | - | 0 | 0 | 1 | |||||||||
| 26 Feb | 25496.55 | 2544.85 | 93.9 | - | 0 | 0 | 1 | |||||||||
| 25 Feb | 25482.50 | 2544.85 | 93.9 | - | 0 | 0 | 1 | |||||||||
| 24 Feb | 25424.65 | 2544.85 | 93.9 | - | 0 | 0 | 1 | |||||||||
| 23 Feb | 25713.00 | 2544.85 | 93.9 | - | 1 | 0 | 1 | |||||||||
| 20 Feb | 25571.25 | 2435.15 | 30.3 | - | 2 | 1 | 1 | |||||||||
| 19 Feb | 25454.35 | 2395.05 | -442.25 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 25819.35 | 2395.05 | -442.25 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 25725.40 | 2395.05 | -442.25 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 25682.75 | 2395.05 | -442.25 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 25471.10 | 2395.05 | -442.25 | - | 3 | -1 | 1 | |||||||||
| 12 Feb | 25807.20 | 2837.3 | 31.55 | - | 0 | 0 | 2 | |||||||||
| 11 Feb | 25953.85 | 2837.3 | 31.55 | - | 1 | 0 | 2 | |||||||||
| 10 Feb | 25935.15 | 2805.75 | 231.3 | - | 1 | 0 | 2 | |||||||||
| 9 Feb | 25867.30 | 2581 | 7.3 | - | 0 | 0 | 2 | |||||||||
| 6 Feb | 25693.70 | 2581 | 7.3 | - | 2 | 0 | 2 | |||||||||
| 5 Feb | 25642.80 | 2576.35 | -134.65 | - | 2 | 0 | 2 | |||||||||
| 4 Feb | 25776.00 | 2711 | 4.15 | - | 2 | 0 | 1 | |||||||||
| 3 Feb | 25727.55 | 2706.85 | 540.5 | - | 1 | 0 | 0 | |||||||||
| 2 Feb | 25088.40 | 2166.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 24825.45 | 2166.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 25320.65 | 2166.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 25418.90 | 2166.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23450 expiring on 28APR2026
Delta for 23450 CE is 0.83
Historical price for 23450 CE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 478.6, which was -258.04999999999995 lower than the previous day. The implied volatity was 17.55, the open interest changed by 379 which increased total open position to 3456
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 731.85, which was -220.69999999999993 lower than the previous day. The implied volatity was 14.89, the open interest changed by 0 which decreased total open position to 3082
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 964.65, which was -186.85000000000002 lower than the previous day. The implied volatity was 13.07, the open interest changed by -10 which decreased total open position to 3083
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1154.9, which was 155.9000000000001 higher than the previous day. The implied volatity was 16.81, the open interest changed by 18 which increased total open position to 3094
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 999, which was 14.5 higher than the previous day. The implied volatity was 15.74, the open interest changed by -3 which decreased total open position to 3081
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 978.15, which was 156.14999999999998 higher than the previous day. The implied volatity was 16, the open interest changed by -5 which decreased total open position to 3088
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 822, which was -69.5 lower than the previous day. The implied volatity was 16.76, the open interest changed by -11 which decreased total open position to 3094
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 889, which was 223.25 higher than the previous day. The implied volatity was 18.55, the open interest changed by -10 which decreased total open position to 3104
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 653.8, which was -165.9000000000001 lower than the previous day. The implied volatity was 21.06, the open interest changed by -76 which decreased total open position to 3117
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 826.1, which was 136.35000000000002 higher than the previous day. The implied volatity was 19.1, the open interest changed by -27 which decreased total open position to 3193
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 694.25, which was -124.45000000000005 lower than the previous day. The implied volatity was 21.77, the open interest changed by 1 which increased total open position to 3220
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 831.05, which was 421.15 higher than the previous day. The implied volatity was 17.79, the open interest changed by 1124 which increased total open position to 3219
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 424.5, which was 29.15 higher than the previous day. The implied volatity was 22.99, the open interest changed by -11120 which decreased total open position to 3284
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 397.6, which was 85.5 higher than the previous day. The implied volatity was 24.53, the open interest changed by 3256 which increased total open position to 3363
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 310.35, which was -18.9 lower than the previous day. The implied volatity was 22.63, the open interest changed by 2184 which increased total open position to 3271
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 331.85, which was 26.9 higher than the previous day. The implied volatity was 23.01, the open interest changed by 3872 which increased total open position to 3997
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 314.75, which was -160.1 lower than the previous day. The implied volatity was 25.95, the open interest changed by 3098 which increased total open position to 3215
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 469.25, which was -179.8 lower than the previous day. The implied volatity was 24.01, the open interest changed by 1875 which increased total open position to 3121
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 665.5, which was 148.85 higher than the previous day. The implied volatity was 22.19, the open interest changed by 242 which increased total open position to 3195
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 533.35, which was 115.4 higher than the previous day. The implied volatity was 23.09, the open interest changed by 434 which increased total open position to 4148
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 417.85, which was -163.75 lower than the previous day. The implied volatity was 25.29, the open interest changed by 3689 which increased total open position to 3714
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 577.85, which was 31.1 higher than the previous day. The implied volatity was 20.2, the open interest changed by 710 which increased total open position to 3636
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 573.1, which was -318.55 lower than the previous day. The implied volatity was 20.45, the open interest changed by 2927 which increased total open position to 2927
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 894.35, which was 87.55 higher than the previous day. The implied volatity was 17.84, the open interest changed by 43 which increased total open position to 172
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 797, which was 43.2 higher than the previous day. The implied volatity was 18.64, the open interest changed by 30 which increased total open position to 194
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 739.3, which was 66.65 higher than the previous day. The implied volatity was 20.26, the open interest changed by 9 which increased total open position to 130
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 672.85, which was -283.6 lower than the previous day. The implied volatity was 20.3, the open interest changed by 120 which increased total open position to 120
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 956.45, which was -130.45 lower than the previous day. The implied volatity was 20.41, the open interest changed by 15 which increased total open position to 15
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1087.15, which was -186.9 lower than the previous day. The implied volatity was 19.88, the open interest changed by 0 which decreased total open position to 16
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1274.05, which was 138.65 higher than the previous day. The implied volatity was 14.49, the open interest changed by 16 which increased total open position to 16
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1135.4, which was -1409.45 lower than the previous day. The implied volatity was 17.22, the open interest changed by 16 which increased total open position to 17
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 2544.85, which was 93.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 2544.85, which was 93.9 higher 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 2544.85, which was 93.9 higher 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 2544.85, which was 93.9 higher 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 2544.85, which was 93.9 higher 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 2544.85, which was 93.9 higher 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 2544.85, which was 93.9 higher 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 2544.85, which was 93.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 2544.85, which was 93.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 2435.15, which was 30.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 2395.05, which was -442.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 2395.05, which was -442.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 2395.05, which was -442.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 2395.05, which was -442.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 2395.05, which was -442.25 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 2837.3, which was 31.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 2837.3, which was 31.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 2805.75, which was 231.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 2581, which was 7.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 2581, which was 7.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 2576.35, which was -134.65 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 2711, which was 4.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 2706.85, which was 540.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 2166.35, 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 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 2166.35, 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 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 2166.35, 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 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 2166.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTY 28-Apr-2026 (4d) 23450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 0.06
Theta: -9.18
Gamma: 0.00053
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23878.45 | 35.7 | 16.050000000000004 | 16.85 | 3,80,752 | 8,817 | 26,854 |
| 23 Apr | 24173.05 | 18.35 | -1.1999999999999993 | 17.86 | 1,30,315 | 4,335 | 18,186 |
| 22 Apr | 24378.10 | 17.7 | -5.350000000000001 | 19.69 | 1,16,987 | 5,636 | 13,871 |
| 21 Apr | 24576.60 | 22.55 | -41.099999999999994 | 22.72 | 19,826 | 3,071 | 8,253 |
| 20 Apr | 24364.85 | 67.35 | 10.799999999999997 | 24.27 | 8,138 | 1,119 | 5,190 |
| 17 Apr | 24353.55 | 54.9 | -35.050000000000004 | 20.12 | 3,903 | 216 | 4,066 |
| 16 Apr | 24196.75 | 93.45 | -9.5 | 20.28 | 3,073 | -11 | 3,855 |
| 15 Apr | 24231.30 | 106.75 | -137.4 | 21.08 | 3,884 | 307 | 3,865 |
| 13 Apr | 23842.65 | 245.75 | 73.19999999999999 | 22.08 | 1,649 | 133 | 3,553 |
| 10 Apr | 24050.60 | 178.3 | -96 | 20.34 | 1,634 | 103 | 3,419 |
| 9 Apr | 23775.10 | 270.4 | 58.89999999999998 | 20.19 | 1,213 | -194 | 3,324 |
| 8 Apr | 23997.35 | 204.4 | -487.85 | 21.33 | 1,932 | 438 | 3,519 |
| 7 Apr | 23123.65 | 692.05 | -76.4 | 26.82 | 107 | 19 | 3,081 |
| 6 Apr | 22968.25 | 758.8 | -173.3 | 24.97 | 84 | 3,037 | 3,063 |
| 2 Apr | 22713.10 | 932.1 | -24.55 | 24.35 | 41 | 3,003 | 3,027 |
| 1 Apr | 22679.40 | 959.35 | -340.75 | 25.26 | 81 | 3,002 | 3,027 |
| 30 Mar | 22331.40 | 1277 | 283.2 | 29.36 | 111 | -15 | 3,039 |
| 27 Mar | 22819.60 | 992.4 | 327.4 | 28.34 | 583 | 3,049 | 3,054 |
| 25 Mar | 23306.45 | 656.05 | -203.65 | 24.44 | 978 | 3,291 | 3,311 |
| 24 Mar | 22912.40 | 847 | -334.45 | 24.71 | 715 | 4,150 | 4,170 |
| 23 Mar | 22512.65 | 1213.8 | 481.45 | 27.9 | 227 | 3,552 | 3,607 |
| 20 Mar | 23114.50 | 732.85 | -64.5 | 23.16 | 1,041 | 3,601 | 3,664 |
| 19 Mar | 23002.15 | 740.2 | 332.1 | 22.48 | 3,500 | 2,753 | 2,996 |
| 18 Mar | 23777.80 | 406.2 | -91.8 | 20.85 | 218 | 41 | 243 |
| 17 Mar | 23581.15 | 493.45 | -119.6 | 21.03 | 141 | 186 | 186 |
| 16 Mar | 23408.80 | 636.75 | -108.55 | 22.72 | 270 | 207 | 207 |
| 13 Mar | 23151.10 | 743.1 | 235.1 | 22.87 | 674 | 261 | 261 |
| 12 Mar | 23639.15 | 505.2 | 61.7 | 21.61 | 135 | 234 | 234 |
| 11 Mar | 23866.85 | 453.15 | 169.3 | 22.2 | 102 | 257 | 257 |
| 10 Mar | 24261.60 | 277 | -181.45 | 20.46 | 198 | 262 | 262 |
| 9 Mar | 24028.05 | 471.25 | 195.85 | 24.06 | 223 | 45 | 211 |
| 6 Mar | 24450.45 | 276.6 | 82.75 | 21.38 | 79 | -4 | 166 |
| 5 Mar | 24765.90 | 192.95 | -96.2 | 20.16 | 53 | 1 | 172 |
| 4 Mar | 24480.50 | 287.65 | 143.75 | 21.54 | 187 | 46 | 171 |
| 2 Mar | 24865.70 | 140.65 | 77.55 | 18.36 | 178 | 14 | 127 |
| 27 Feb | 25178.65 | 65.75 | 17.6 | 16.15 | 94 | 57 | 110 |
| 26 Feb | 25496.55 | 48.15 | -6.4 | 16.4 | 56 | -5 | 53 |
| 25 Feb | 25482.50 | 54.55 | -4.55 | 16.69 | 42 | -13 | 57 |
| 24 Feb | 25424.65 | 57.65 | 2.2 | 16.74 | 16 | 1 | 70 |
| 23 Feb | 25713.00 | 55.45 | -5.3 | 17.66 | 27 | 5 | 69 |
| 20 Feb | 25571.25 | 60.75 | -2.1 | 17.09 | 12 | 6 | 61 |
| 19 Feb | 25454.35 | 64.75 | 15.95 | 16.52 | 13 | 8 | 50 |
| 18 Feb | 25819.35 | 48.8 | -14.5 | 17.14 | 3 | 2 | 41 |
| 17 Feb | 25725.40 | 63.3 | -3.8 | - | 0 | 0 | 39 |
| 16 Feb | 25682.75 | 63.3 | -3.8 | 17.43 | 21 | 12 | 38 |
| 13 Feb | 25471.10 | 67.1 | 26.7 | 16.4 | 2 | 1 | 27 |
| 12 Feb | 25807.20 | 40.4 | 2.85 | 15.94 | 13 | 2 | 21 |
| 11 Feb | 25953.85 | 37.55 | -3.45 | - | 0 | 0 | 19 |
| 10 Feb | 25935.15 | 37.55 | -3.45 | 16.03 | 4 | 0 | 23 |
| 9 Feb | 25867.30 | 41 | -4 | 16.03 | 6 | 0 | 28 |
| 6 Feb | 25693.70 | 45 | -1.65 | 15.37 | 2 | 1 | 28 |
| 5 Feb | 25642.80 | 46.65 | 0.8 | 15.29 | 9 | -5 | 27 |
| 4 Feb | 25776.00 | 45.85 | -11.8 | 15.56 | 5 | 0 | 37 |
| 3 Feb | 25727.55 | 57.65 | -46.75 | 16.2 | 10 | 4 | 39 |
| 2 Feb | 25088.40 | 104.05 | -39 | 15.74 | 37 | 4 | 30 |
| 1 Feb | 24825.45 | 157.5 | 81.85 | 16.2 | 45 | 2 | 24 |
| 30 Jan | 25320.65 | 75.65 | -6.15 | 15.32 | 21 | 5 | 19 |
| 29 Jan | 25418.90 | 81.8 | 5.8 | 16.01 | 4 | 2 | 12 |
For Nifty - strike price 23450 expiring on 28APR2026
Delta for 23450 PE is -0.15
Historical price for 23450 PE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 35.7, which was 16.050000000000004 higher than the previous day. The implied volatity was 16.85, the open interest changed by 8817 which increased total open position to 26854
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 18.35, which was -1.1999999999999993 lower than the previous day. The implied volatity was 17.86, the open interest changed by 4335 which increased total open position to 18186
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 17.7, which was -5.350000000000001 lower than the previous day. The implied volatity was 19.69, the open interest changed by 5636 which increased total open position to 13871
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 22.55, which was -41.099999999999994 lower than the previous day. The implied volatity was 22.72, the open interest changed by 3071 which increased total open position to 8253
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 67.35, which was 10.799999999999997 higher than the previous day. The implied volatity was 24.27, the open interest changed by 1119 which increased total open position to 5190
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 54.9, which was -35.050000000000004 lower than the previous day. The implied volatity was 20.12, the open interest changed by 216 which increased total open position to 4066
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 93.45, which was -9.5 lower than the previous day. The implied volatity was 20.28, the open interest changed by -11 which decreased total open position to 3855
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 106.75, which was -137.4 lower than the previous day. The implied volatity was 21.08, the open interest changed by 307 which increased total open position to 3865
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 245.75, which was 73.19999999999999 higher than the previous day. The implied volatity was 22.08, the open interest changed by 133 which increased total open position to 3553
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 178.3, which was -96 lower than the previous day. The implied volatity was 20.34, the open interest changed by 103 which increased total open position to 3419
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 270.4, which was 58.89999999999998 higher than the previous day. The implied volatity was 20.19, the open interest changed by -194 which decreased total open position to 3324
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 204.4, which was -487.85 lower than the previous day. The implied volatity was 21.33, the open interest changed by 438 which increased total open position to 3519
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 692.05, which was -76.4 lower than the previous day. The implied volatity was 26.82, the open interest changed by 19 which increased total open position to 3081
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 758.8, which was -173.3 lower than the previous day. The implied volatity was 24.97, the open interest changed by 3037 which increased total open position to 3063
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 932.1, which was -24.55 lower than the previous day. The implied volatity was 24.35, the open interest changed by 3003 which increased total open position to 3027
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 959.35, which was -340.75 lower than the previous day. The implied volatity was 25.26, the open interest changed by 3002 which increased total open position to 3027
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1277, which was 283.2 higher than the previous day. The implied volatity was 29.36, the open interest changed by -15 which decreased total open position to 3039
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 992.4, which was 327.4 higher than the previous day. The implied volatity was 28.34, the open interest changed by 3049 which increased total open position to 3054
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 656.05, which was -203.65 lower than the previous day. The implied volatity was 24.44, the open interest changed by 3291 which increased total open position to 3311
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 847, which was -334.45 lower than the previous day. The implied volatity was 24.71, the open interest changed by 4150 which increased total open position to 4170
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1213.8, which was 481.45 higher than the previous day. The implied volatity was 27.9, the open interest changed by 3552 which increased total open position to 3607
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 732.85, which was -64.5 lower than the previous day. The implied volatity was 23.16, the open interest changed by 3601 which increased total open position to 3664
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 740.2, which was 332.1 higher than the previous day. The implied volatity was 22.48, the open interest changed by 2753 which increased total open position to 2996
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 406.2, which was -91.8 lower than the previous day. The implied volatity was 20.85, the open interest changed by 41 which increased total open position to 243
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 493.45, which was -119.6 lower than the previous day. The implied volatity was 21.03, the open interest changed by 186 which increased total open position to 186
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 636.75, which was -108.55 lower than the previous day. The implied volatity was 22.72, the open interest changed by 207 which increased total open position to 207
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 743.1, which was 235.1 higher than the previous day. The implied volatity was 22.87, the open interest changed by 261 which increased total open position to 261
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 505.2, which was 61.7 higher than the previous day. The implied volatity was 21.61, the open interest changed by 234 which increased total open position to 234
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 453.15, which was 169.3 higher than the previous day. The implied volatity was 22.2, the open interest changed by 257 which increased total open position to 257
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 277, which was -181.45 lower than the previous day. The implied volatity was 20.46, the open interest changed by 262 which increased total open position to 262
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 471.25, which was 195.85 higher than the previous day. The implied volatity was 24.06, the open interest changed by 45 which increased total open position to 211
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 276.6, which was 82.75 higher than the previous day. The implied volatity was 21.38, the open interest changed by -4 which decreased total open position to 166
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 192.95, which was -96.2 lower than the previous day. The implied volatity was 20.16, the open interest changed by 1 which increased total open position to 172
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 287.65, which was 143.75 higher than the previous day. The implied volatity was 21.54, the open interest changed by 46 which increased total open position to 171
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 140.65, which was 77.55 higher than the previous day. The implied volatity was 18.36, the open interest changed by 14 which increased total open position to 127
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 65.75, which was 17.6 higher than the previous day. The implied volatity was 16.15, the open interest changed by 57 which increased total open position to 110
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 48.15, which was -6.4 lower than the previous day. The implied volatity was 16.4, the open interest changed by -5 which decreased total open position to 53
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 54.55, which was -4.55 lower than the previous day. The implied volatity was 16.69, the open interest changed by -13 which decreased total open position to 57
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 57.65, which was 2.2 higher than the previous day. The implied volatity was 16.74, the open interest changed by 1 which increased total open position to 70
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 55.45, which was -5.3 lower than the previous day. The implied volatity was 17.66, the open interest changed by 5 which increased total open position to 69
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 60.75, which was -2.1 lower than the previous day. The implied volatity was 17.09, the open interest changed by 6 which increased total open position to 61
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 64.75, which was 15.95 higher than the previous day. The implied volatity was 16.52, the open interest changed by 8 which increased total open position to 50
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 48.8, which was -14.5 lower than the previous day. The implied volatity was 17.14, the open interest changed by 2 which increased total open position to 41
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 63.3, which was -3.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 63.3, which was -3.8 lower than the previous day. The implied volatity was 17.43, the open interest changed by 12 which increased total open position to 38
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 67.1, which was 26.7 higher than the previous day. The implied volatity was 16.4, the open interest changed by 1 which increased total open position to 27
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 40.4, which was 2.85 higher than the previous day. The implied volatity was 15.94, the open interest changed by 2 which increased total open position to 21
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 37.55, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 37.55, which was -3.45 lower than the previous day. The implied volatity was 16.03, the open interest changed by 0 which decreased total open position to 23
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 41, which was -4 lower than the previous day. The implied volatity was 16.03, the open interest changed by 0 which decreased total open position to 28
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 45, which was -1.65 lower than the previous day. The implied volatity was 15.37, the open interest changed by 1 which increased total open position to 28
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 46.65, which was 0.8 higher than the previous day. The implied volatity was 15.29, the open interest changed by -5 which decreased total open position to 27
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 45.85, which was -11.8 lower than the previous day. The implied volatity was 15.56, the open interest changed by 0 which decreased total open position to 37
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 57.65, which was -46.75 lower than the previous day. The implied volatity was 16.2, the open interest changed by 4 which increased total open position to 39
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 104.05, which was -39 lower than the previous day. The implied volatity was 15.74, the open interest changed by 4 which increased total open position to 30
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 157.5, which was 81.85 higher than the previous day. The implied volatity was 16.2, the open interest changed by 2 which increased total open position to 24
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 75.65, which was -6.15 lower than the previous day. The implied volatity was 15.32, the open interest changed by 5 which increased total open position to 19
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 81.8, which was 5.8 higher than the previous day. The implied volatity was 16.01, the open interest changed by 2 which increased total open position to 12
