NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:30 PM IST
| NIFTY 28-Apr-2026 (4d) 23500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 0.07
Theta: -14.87
Gamma: 0.00059
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 24 Apr | 23878.45 | 441.4 | -243.64999999999998 | 17.31 | 45,646 | 6,219 | 23,522 | |||||||||
| 23 Apr | 24173.05 | 684.2 | -220.3499999999999 | 14.51 | 12,753 | -1,085 | 17,329 | |||||||||
| 22 Apr | 24378.10 | 904.65 | -201.89999999999998 | 18.84 | 13,087 | -3,300 | 18,422 | |||||||||
| 21 Apr | 24576.60 | 1104.65 | 200.55000000000007 | 9.89 | 7,834 | 377 | 21,754 | |||||||||
| 20 Apr | 24364.85 | 888 | -39.75 | 17.87 | 8,507 | -106 | 21,394 | |||||||||
| 17 Apr | 24353.55 | 945 | 147.64999999999998 | 17 | 5,517 | -354 | 21,823 | |||||||||
| 16 Apr | 24196.75 | 788.7 | -64.14999999999998 | 16.35 | 9,558 | -1,898 | 22,295 | |||||||||
| 15 Apr | 24231.30 | 838.9 | 210.64999999999998 | 17.96 | 11,635 | -1,534 | 24,712 | |||||||||
| 13 Apr | 23842.65 | 620.1 | -163.14999999999998 | 20.82 | 40,024 | 1,210 | 26,246 | |||||||||
| 10 Apr | 24050.60 | 795 | 136.54999999999995 | 19.68 | 26,384 | -6,554 | 25,039 | |||||||||
| 9 Apr | 23775.10 | 655 | -126.85000000000002 | 21.65 | 24,492 | 1,371 | 31,595 | |||||||||
| 8 Apr | 23997.35 | 804.55 | 416.5 | 18.34 | 52,814 | -1,53,977 | 31,129 | |||||||||
| 7 Apr | 23123.65 | 400 | 25.5 | 22.84 | 49,482 | -66,064 | 49,929 | |||||||||
| 6 Apr | 22968.25 | 372.6 | 78 | 24.22 | 56,517 | 1,256 | 51,858 | |||||||||
| 2 Apr | 22713.10 | 296 | -14.4 | 22.7 | 72,191 | 44,141 | 50,613 | |||||||||
| 1 Apr | 22679.40 | 316 | 28.95 | 23.05 | 53,569 | 3,776 | 44,475 | |||||||||
| 30 Mar | 22331.40 | 299 | -154.15 | 25.87 | 53,128 | 38,277 | 40,511 | |||||||||
| 27 Mar | 22819.60 | 446.95 | -180.5 | 23.88 | 51,973 | 27,620 | 37,158 | |||||||||
| 25 Mar | 23306.45 | 633.95 | 149.45 | 21.95 | 54,636 | 34,878 | 35,124 | |||||||||
| 24 Mar | 22912.40 | 512.85 | 117.05 | 23.1 | 37,149 | 22,075 | 22,315 | |||||||||
| 23 Mar | 22512.65 | 391 | -168.65 | 24.88 | 36,640 | 15,964 | 21,999 | |||||||||
| 20 Mar | 23114.50 | 551.8 | 40.9 | 20.1 | 30,848 | 21,489 | 21,698 | |||||||||
| 19 Mar | 23002.15 | 536 | -300.45 | 19.93 | 25,426 | 15,592 | 15,682 | |||||||||
| 18 Mar | 23777.80 | 832.15 | 54.6 | 16.79 | 7,099 | 471 | 10,132 | |||||||||
| 17 Mar | 23581.15 | 773.1 | 55.5 | 18.82 | 10,750 | 1,872 | 9,691 | |||||||||
| 16 Mar | 23408.80 | 707.35 | 58.3 | 20.05 | 10,358 | 7,760 | 7,839 | |||||||||
| 13 Mar | 23151.10 | 668.85 | -253 | 20.9 | 14,542 | 6,924 | 7,095 | |||||||||
| 12 Mar | 23639.15 | 925 | -127.45 | 20.34 | 4,295 | 4,574 | 4,574 | |||||||||
| 11 Mar | 23866.85 | 1040 | -306.8 | 19.44 | 755 | 2,958 | 2,958 | |||||||||
| 10 Mar | 24261.60 | 1349 | 81.65 | 18.93 | 956 | -116 | 2,849 | |||||||||
| 9 Mar | 24028.05 | 1244.15 | -230.25 | 21.86 | 5,158 | 2,965 | 2,965 | |||||||||
| 6 Mar | 24450.45 | 1480 | -186.2 | 17.08 | 706 | 2,753 | 2,753 | |||||||||
| 5 Mar | 24765.90 | 1654.45 | 140.35 | 14.21 | 455 | 2,637 | 2,637 | |||||||||
| 4 Mar | 24480.50 | 1513.2 | -267.65 | 17.5 | 2,732 | 417 | 2,548 | |||||||||
| 2 Mar | 24865.70 | 1765.55 | -255.4 | 13.33 | 1,699 | 516 | 2,132 | |||||||||
| 27 Feb | 25178.65 | 2029.55 | -269.45 | 35.64 | 1,665 | 64 | 1,616 | |||||||||
| 26 Feb | 25496.55 | 2299 | 0.55 | - | 173 | 71 | 1,552 | |||||||||
| 25 Feb | 25482.50 | 2301.3 | 41.95 | - | 274 | 83 | 1,482 | |||||||||
| 24 Feb | 25424.65 | 2264.25 | -240.25 | - | 1,606 | 1,286 | 1,391 | |||||||||
| 23 Feb | 25713.00 | 2504.25 | 61.95 | - | 3 | 1 | 105 | |||||||||
| 20 Feb | 25571.25 | 2442.3 | 88.5 | - | 2 | 1 | 104 | |||||||||
| 19 Feb | 25454.35 | 2353.8 | -276.55 | 10.48 | 3 | 0 | 103 | |||||||||
| 18 Feb | 25819.35 | 2630.35 | 55.65 | - | 2 | 1 | 103 | |||||||||
| 17 Feb | 25725.40 | 2574.7 | 51.15 | - | 94 | 75 | 83 | |||||||||
| 16 Feb | 25682.75 | 2523.55 | 156.75 | - | 7 | 1 | 5 | |||||||||
| 13 Feb | 25471.10 | 2370.75 | -347.6 | - | 2 | 0 | 4 | |||||||||
| 12 Feb | 25807.20 | 2718.35 | 191.3 | - | 0 | 0 | 4 | |||||||||
| 11 Feb | 25953.85 | 2718.35 | 191.3 | - | 0 | 0 | 4 | |||||||||
| 10 Feb | 25935.15 | 2718.35 | 191.3 | - | 0 | 0 | 4 | |||||||||
| 9 Feb | 25867.30 | 2718.35 | 191.3 | - | 1 | 0 | 3 | |||||||||
| 6 Feb | 25693.70 | 2524.3 | 0.8 | - | 3 | 0 | 3 | |||||||||
| 5 Feb | 25642.80 | 2528.2 | -145.9 | - | 2 | 0 | 2 | |||||||||
| 4 Feb | 25776.00 | 2674.1 | 39.3 | - | 2 | 0 | 2 | |||||||||
| 3 Feb | 25727.55 | 2634.8 | 834.8 | - | 1 | 0 | 2 | |||||||||
| 2 Feb | 25088.40 | 1800 | -322.7 | 8.34 | 2 | 1 | 1 | |||||||||
| 1 Feb | 24825.45 | 2122.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 25320.65 | 2122.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 25418.90 | 2122.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23500 expiring on 28APR2026
Delta for 23500 CE is 0.81
Historical price for 23500 CE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 441.4, which was -243.64999999999998 lower than the previous day. The implied volatity was 17.31, the open interest changed by 6219 which increased total open position to 23522
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 684.2, which was -220.3499999999999 lower than the previous day. The implied volatity was 14.51, the open interest changed by -1085 which decreased total open position to 17329
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 904.65, which was -201.89999999999998 lower than the previous day. The implied volatity was 18.84, the open interest changed by -3300 which decreased total open position to 18422
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1104.65, which was 200.55000000000007 higher than the previous day. The implied volatity was 9.89, the open interest changed by 377 which increased total open position to 21754
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 888, which was -39.75 lower than the previous day. The implied volatity was 17.87, the open interest changed by -106 which decreased total open position to 21394
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 945, which was 147.64999999999998 higher than the previous day. The implied volatity was 17, the open interest changed by -354 which decreased total open position to 21823
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 788.7, which was -64.14999999999998 lower than the previous day. The implied volatity was 16.35, the open interest changed by -1898 which decreased total open position to 22295
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 838.9, which was 210.64999999999998 higher than the previous day. The implied volatity was 17.96, the open interest changed by -1534 which decreased total open position to 24712
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 620.1, which was -163.14999999999998 lower than the previous day. The implied volatity was 20.82, the open interest changed by 1210 which increased total open position to 26246
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 795, which was 136.54999999999995 higher than the previous day. The implied volatity was 19.68, the open interest changed by -6554 which decreased total open position to 25039
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 655, which was -126.85000000000002 lower than the previous day. The implied volatity was 21.65, the open interest changed by 1371 which increased total open position to 31595
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 804.55, which was 416.5 higher than the previous day. The implied volatity was 18.34, the open interest changed by -153977 which decreased total open position to 31129
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 400, which was 25.5 higher than the previous day. The implied volatity was 22.84, the open interest changed by -66064 which decreased total open position to 49929
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 372.6, which was 78 higher than the previous day. The implied volatity was 24.22, the open interest changed by 1256 which increased total open position to 51858
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 296, which was -14.4 lower than the previous day. The implied volatity was 22.7, the open interest changed by 44141 which increased total open position to 50613
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 316, which was 28.95 higher than the previous day. The implied volatity was 23.05, the open interest changed by 3776 which increased total open position to 44475
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 299, which was -154.15 lower than the previous day. The implied volatity was 25.87, the open interest changed by 38277 which increased total open position to 40511
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 446.95, which was -180.5 lower than the previous day. The implied volatity was 23.88, the open interest changed by 27620 which increased total open position to 37158
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 633.95, which was 149.45 higher than the previous day. The implied volatity was 21.95, the open interest changed by 34878 which increased total open position to 35124
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 512.85, which was 117.05 higher than the previous day. The implied volatity was 23.1, the open interest changed by 22075 which increased total open position to 22315
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 391, which was -168.65 lower than the previous day. The implied volatity was 24.88, the open interest changed by 15964 which increased total open position to 21999
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 551.8, which was 40.9 higher than the previous day. The implied volatity was 20.1, the open interest changed by 21489 which increased total open position to 21698
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 536, which was -300.45 lower than the previous day. The implied volatity was 19.93, the open interest changed by 15592 which increased total open position to 15682
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 832.15, which was 54.6 higher than the previous day. The implied volatity was 16.79, the open interest changed by 471 which increased total open position to 10132
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 773.1, which was 55.5 higher than the previous day. The implied volatity was 18.82, the open interest changed by 1872 which increased total open position to 9691
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 707.35, which was 58.3 higher than the previous day. The implied volatity was 20.05, the open interest changed by 7760 which increased total open position to 7839
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 668.85, which was -253 lower than the previous day. The implied volatity was 20.9, the open interest changed by 6924 which increased total open position to 7095
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 925, which was -127.45 lower than the previous day. The implied volatity was 20.34, the open interest changed by 4574 which increased total open position to 4574
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1040, which was -306.8 lower than the previous day. The implied volatity was 19.44, the open interest changed by 2958 which increased total open position to 2958
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1349, which was 81.65 higher than the previous day. The implied volatity was 18.93, the open interest changed by -116 which decreased total open position to 2849
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1244.15, which was -230.25 lower than the previous day. The implied volatity was 21.86, the open interest changed by 2965 which increased total open position to 2965
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1480, which was -186.2 lower than the previous day. The implied volatity was 17.08, the open interest changed by 2753 which increased total open position to 2753
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1654.45, which was 140.35 higher than the previous day. The implied volatity was 14.21, the open interest changed by 2637 which increased total open position to 2637
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 1513.2, which was -267.65 lower than the previous day. The implied volatity was 17.5, the open interest changed by 417 which increased total open position to 2548
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 1765.55, which was -255.4 lower than the previous day. The implied volatity was 13.33, the open interest changed by 516 which increased total open position to 2132
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 2029.55, which was -269.45 lower than the previous day. The implied volatity was 35.64, the open interest changed by 64 which increased total open position to 1616
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 2299, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 71 which increased total open position to 1552
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 2301.3, which was 41.95 higher than the previous day. The implied volatity was -, the open interest changed by 83 which increased total open position to 1482
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 2264.25, which was -240.25 lower than the previous day. The implied volatity was -, the open interest changed by 1286 which increased total open position to 1391
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 2504.25, which was 61.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 105
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 2442.3, which was 88.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 104
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 2353.8, which was -276.55 lower than the previous day. The implied volatity was 10.48, the open interest changed by 0 which decreased total open position to 103
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 2630.35, which was 55.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 103
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 2574.7, which was 51.15 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 83
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 2523.55, which was 156.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 2370.75, which was -347.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 2718.35, which was 191.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 2718.35, which was 191.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 2718.35, which was 191.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 2718.35, which was 191.3 higher 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 2524.3, which was 0.8 higher 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 2528.2, which was -145.9 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 2674.1, which was 39.3 higher 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 2634.8, which was 834.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 1800, which was -322.7 lower than the previous day. The implied volatity was 8.34, the open interest changed by 1 which increased total open position to 1
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 2122.7, 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 2122.7, 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 2122.7, 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) 23500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.18
Vega: 0.07
Theta: -10.41
Gamma: 0.0006
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23878.45 | 43.1 | 19.650000000000002 | 16.67 | 13,62,540 | 37,416 | 1,41,188 |
| 23 Apr | 24173.05 | 22.3 | -0.34999999999999787 | 17.8 | 5,99,517 | 17,668 | 1,06,372 |
| 22 Apr | 24378.10 | 20.25 | -5.25 | 19.51 | 5,12,701 | 10,829 | 90,366 |
| 21 Apr | 24576.60 | 25.45 | -42.849999999999994 | 22.5 | 1,91,987 | 14,955 | 81,597 |
| 20 Apr | 24364.85 | 72 | 10.149999999999999 | 23.79 | 1,44,070 | 4,791 | 67,506 |
| 17 Apr | 24353.55 | 59 | -39.3 | 19.88 | 1,08,072 | 12,435 | 62,948 |
| 16 Apr | 24196.75 | 103 | -9.25 | 20.34 | 84,910 | 4,761 | 56,622 |
| 15 Apr | 24231.30 | 114.95 | -144.15000000000003 | 20.94 | 89,173 | 9,976 | 52,827 |
| 13 Apr | 23842.65 | 257.8 | 72.25 | 21.64 | 83,324 | 5,763 | 42,992 |
| 10 Apr | 24050.60 | 184.45 | -103.65000000000003 | 19.96 | 67,663 | 3,053 | 37,385 |
| 9 Apr | 23775.10 | 286.35 | 63.05000000000001 | 20.04 | 63,705 | 3,654 | 34,405 |
| 8 Apr | 23997.35 | 212.45 | -499.6 | 20.98 | 83,455 | 23,110 | 31,268 |
| 7 Apr | 23123.65 | 704.75 | -90.75 | 26.12 | 15,696 | 19,318 | 23,294 |
| 6 Apr | 22968.25 | 795.8 | -208.2 | 25.26 | 6,709 | 23,865 | 24,114 |
| 2 Apr | 22713.10 | 993.95 | 6.8 | 25.61 | 6,663 | 12,891 | 24,429 |
| 1 Apr | 22679.40 | 960 | -362.45 | 23.86 | 10,886 | 15,739 | 25,251 |
| 30 Mar | 22331.40 | 1270 | 250.25 | 27.51 | 18,431 | 26,727 | 27,034 |
| 27 Mar | 22819.60 | 1022.2 | 332.85 | 28.33 | 31,244 | 27,874 | 28,481 |
| 25 Mar | 23306.45 | 677.8 | -229.65 | 24.31 | 43,807 | 32,330 | 36,256 |
| 24 Mar | 22912.40 | 861.75 | -360.1 | 24.22 | 12,449 | 20,209 | 20,376 |
| 23 Mar | 22512.65 | 1240.25 | 483.05 | 27.66 | 13,924 | 20,964 | 21,139 |
| 20 Mar | 23114.50 | 761 | -56.1 | 23.21 | 20,222 | 26,551 | 26,695 |
| 19 Mar | 23002.15 | 756.4 | 335.55 | 22.13 | 25,285 | 22,121 | 22,216 |
| 18 Mar | 23777.80 | 422.25 | -86.65 | 20.75 | 17,442 | 3,583 | 18,392 |
| 17 Mar | 23581.15 | 506.3 | -129.75 | 20.76 | 16,004 | 14,880 | 14,917 |
| 16 Mar | 23408.80 | 656.55 | -113.1 | 22.59 | 11,170 | -781 | 12,883 |
| 13 Mar | 23151.10 | 764.05 | 236.15 | 22.73 | 22,907 | 14,333 | 14,333 |
| 12 Mar | 23639.15 | 525 | 67.45 | 21.59 | 11,776 | 14,363 | 14,363 |
| 11 Mar | 23866.85 | 470 | 176.5 | 22.15 | 13,777 | 1,810 | 13,511 |
| 10 Mar | 24261.60 | 289.75 | -178.2 | 20.43 | 10,497 | -350 | 11,964 |
| 9 Mar | 24028.05 | 476.5 | 190.45 | 23.67 | 19,586 | 4,093 | 12,315 |
| 6 Mar | 24450.45 | 262.45 | 65.1 | 20.44 | 6,449 | 733 | 8,937 |
| 5 Mar | 24765.90 | 196.25 | -100.05 | 19.86 | 8,430 | 8,333 | 8,333 |
| 4 Mar | 24480.50 | 295 | 145.25 | 21.36 | 14,147 | 1,263 | 7,925 |
| 2 Mar | 24865.70 | 146.1 | 77.45 | 18.23 | 16,393 | 2,297 | 6,671 |
| 27 Feb | 25178.65 | 70.5 | 20.45 | 16.14 | 5,982 | 775 | 4,568 |
| 26 Feb | 25496.55 | 50 | -6 | 16.27 | 3,094 | 170 | 3,828 |
| 25 Feb | 25482.50 | 55.3 | -8 | 16.47 | 3,341 | 411 | 3,664 |
| 24 Feb | 25424.65 | 61.45 | 2.75 | 16.71 | 2,672 | 479 | 3,271 |
| 23 Feb | 25713.00 | 59.2 | -4.75 | 17.66 | 1,200 | 370 | 2,846 |
| 20 Feb | 25571.25 | 63.05 | -5.35 | 16.96 | 1,371 | 62 | 2,472 |
| 19 Feb | 25454.35 | 70.7 | 20.5 | 16.63 | 2,176 | 80 | 2,418 |
| 18 Feb | 25819.35 | 48.5 | -6.65 | 16.86 | 978 | 281 | 2,341 |
| 17 Feb | 25725.40 | 55.75 | -6.15 | 16.91 | 675 | -2 | 2,074 |
| 16 Feb | 25682.75 | 63 | -10.7 | 17.15 | 2,242 | 296 | 2,163 |
| 13 Feb | 25471.10 | 77 | 34.6 | 16.7 | 3,419 | 455 | 1,868 |
| 12 Feb | 25807.20 | 42.7 | 3.85 | 15.89 | 894 | -103 | 1,413 |
| 11 Feb | 25953.85 | 39.6 | -1.15 | 16.16 | 1,144 | 373 | 1,516 |
| 10 Feb | 25935.15 | 43.55 | -2.3 | 16.3 | 1,673 | -266 | 1,143 |
| 9 Feb | 25867.30 | 45.15 | -3.75 | 16.13 | 583 | 86 | 1,409 |
| 6 Feb | 25693.70 | 49.55 | 0.7 | 15.46 | 1,356 | 436 | 1,332 |
| 5 Feb | 25642.80 | 48.15 | -0.05 | 15.16 | 313 | 25 | 896 |
| 4 Feb | 25776.00 | 51.4 | -4.1 | 15.73 | 602 | 152 | 871 |
| 3 Feb | 25727.55 | 56.9 | -51.55 | 15.92 | 2,440 | -77 | 730 |
| 2 Feb | 25088.40 | 109 | -40.8 | 15.69 | 1,236 | 293 | 807 |
| 1 Feb | 24825.45 | 162.45 | 81.8 | 16.07 | 888 | 291 | 528 |
| 30 Jan | 25320.65 | 79.85 | 6.6 | 15.29 | 210 | 136 | 238 |
| 29 Jan | 25418.90 | 75 | -3.65 | 15.41 | 90 | 3 | 118 |
For Nifty - strike price 23500 expiring on 28APR2026
Delta for 23500 PE is -0.18
Historical price for 23500 PE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 43.1, which was 19.650000000000002 higher than the previous day. The implied volatity was 16.67, the open interest changed by 37416 which increased total open position to 141188
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 22.3, which was -0.34999999999999787 lower than the previous day. The implied volatity was 17.8, the open interest changed by 17668 which increased total open position to 106372
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 20.25, which was -5.25 lower than the previous day. The implied volatity was 19.51, the open interest changed by 10829 which increased total open position to 90366
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 25.45, which was -42.849999999999994 lower than the previous day. The implied volatity was 22.5, the open interest changed by 14955 which increased total open position to 81597
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 72, which was 10.149999999999999 higher than the previous day. The implied volatity was 23.79, the open interest changed by 4791 which increased total open position to 67506
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 59, which was -39.3 lower than the previous day. The implied volatity was 19.88, the open interest changed by 12435 which increased total open position to 62948
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 103, which was -9.25 lower than the previous day. The implied volatity was 20.34, the open interest changed by 4761 which increased total open position to 56622
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 114.95, which was -144.15000000000003 lower than the previous day. The implied volatity was 20.94, the open interest changed by 9976 which increased total open position to 52827
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 257.8, which was 72.25 higher than the previous day. The implied volatity was 21.64, the open interest changed by 5763 which increased total open position to 42992
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 184.45, which was -103.65000000000003 lower than the previous day. The implied volatity was 19.96, the open interest changed by 3053 which increased total open position to 37385
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 286.35, which was 63.05000000000001 higher than the previous day. The implied volatity was 20.04, the open interest changed by 3654 which increased total open position to 34405
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 212.45, which was -499.6 lower than the previous day. The implied volatity was 20.98, the open interest changed by 23110 which increased total open position to 31268
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 704.75, which was -90.75 lower than the previous day. The implied volatity was 26.12, the open interest changed by 19318 which increased total open position to 23294
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 795.8, which was -208.2 lower than the previous day. The implied volatity was 25.26, the open interest changed by 23865 which increased total open position to 24114
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 993.95, which was 6.8 higher than the previous day. The implied volatity was 25.61, the open interest changed by 12891 which increased total open position to 24429
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 960, which was -362.45 lower than the previous day. The implied volatity was 23.86, the open interest changed by 15739 which increased total open position to 25251
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1270, which was 250.25 higher than the previous day. The implied volatity was 27.51, the open interest changed by 26727 which increased total open position to 27034
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1022.2, which was 332.85 higher than the previous day. The implied volatity was 28.33, the open interest changed by 27874 which increased total open position to 28481
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 677.8, which was -229.65 lower than the previous day. The implied volatity was 24.31, the open interest changed by 32330 which increased total open position to 36256
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 861.75, which was -360.1 lower than the previous day. The implied volatity was 24.22, the open interest changed by 20209 which increased total open position to 20376
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1240.25, which was 483.05 higher than the previous day. The implied volatity was 27.66, the open interest changed by 20964 which increased total open position to 21139
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 761, which was -56.1 lower than the previous day. The implied volatity was 23.21, the open interest changed by 26551 which increased total open position to 26695
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 756.4, which was 335.55 higher than the previous day. The implied volatity was 22.13, the open interest changed by 22121 which increased total open position to 22216
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 422.25, which was -86.65 lower than the previous day. The implied volatity was 20.75, the open interest changed by 3583 which increased total open position to 18392
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 506.3, which was -129.75 lower than the previous day. The implied volatity was 20.76, the open interest changed by 14880 which increased total open position to 14917
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 656.55, which was -113.1 lower than the previous day. The implied volatity was 22.59, the open interest changed by -781 which decreased total open position to 12883
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 764.05, which was 236.15 higher than the previous day. The implied volatity was 22.73, the open interest changed by 14333 which increased total open position to 14333
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 525, which was 67.45 higher than the previous day. The implied volatity was 21.59, the open interest changed by 14363 which increased total open position to 14363
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 470, which was 176.5 higher than the previous day. The implied volatity was 22.15, the open interest changed by 1810 which increased total open position to 13511
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 289.75, which was -178.2 lower than the previous day. The implied volatity was 20.43, the open interest changed by -350 which decreased total open position to 11964
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 476.5, which was 190.45 higher than the previous day. The implied volatity was 23.67, the open interest changed by 4093 which increased total open position to 12315
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 262.45, which was 65.1 higher than the previous day. The implied volatity was 20.44, the open interest changed by 733 which increased total open position to 8937
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 196.25, which was -100.05 lower than the previous day. The implied volatity was 19.86, the open interest changed by 8333 which increased total open position to 8333
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 295, which was 145.25 higher than the previous day. The implied volatity was 21.36, the open interest changed by 1263 which increased total open position to 7925
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 146.1, which was 77.45 higher than the previous day. The implied volatity was 18.23, the open interest changed by 2297 which increased total open position to 6671
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 70.5, which was 20.45 higher than the previous day. The implied volatity was 16.14, the open interest changed by 775 which increased total open position to 4568
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 50, which was -6 lower than the previous day. The implied volatity was 16.27, the open interest changed by 170 which increased total open position to 3828
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 55.3, which was -8 lower than the previous day. The implied volatity was 16.47, the open interest changed by 411 which increased total open position to 3664
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 61.45, which was 2.75 higher than the previous day. The implied volatity was 16.71, the open interest changed by 479 which increased total open position to 3271
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 59.2, which was -4.75 lower than the previous day. The implied volatity was 17.66, the open interest changed by 370 which increased total open position to 2846
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 63.05, which was -5.35 lower than the previous day. The implied volatity was 16.96, the open interest changed by 62 which increased total open position to 2472
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 70.7, which was 20.5 higher than the previous day. The implied volatity was 16.63, the open interest changed by 80 which increased total open position to 2418
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 48.5, which was -6.65 lower than the previous day. The implied volatity was 16.86, the open interest changed by 281 which increased total open position to 2341
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 55.75, which was -6.15 lower than the previous day. The implied volatity was 16.91, the open interest changed by -2 which decreased total open position to 2074
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 63, which was -10.7 lower than the previous day. The implied volatity was 17.15, the open interest changed by 296 which increased total open position to 2163
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 77, which was 34.6 higher than the previous day. The implied volatity was 16.7, the open interest changed by 455 which increased total open position to 1868
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 42.7, which was 3.85 higher than the previous day. The implied volatity was 15.89, the open interest changed by -103 which decreased total open position to 1413
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 39.6, which was -1.15 lower than the previous day. The implied volatity was 16.16, the open interest changed by 373 which increased total open position to 1516
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 43.55, which was -2.3 lower than the previous day. The implied volatity was 16.3, the open interest changed by -266 which decreased total open position to 1143
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 45.15, which was -3.75 lower than the previous day. The implied volatity was 16.13, the open interest changed by 86 which increased total open position to 1409
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 49.55, which was 0.7 higher than the previous day. The implied volatity was 15.46, the open interest changed by 436 which increased total open position to 1332
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 48.15, which was -0.05 lower than the previous day. The implied volatity was 15.16, the open interest changed by 25 which increased total open position to 896
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 51.4, which was -4.1 lower than the previous day. The implied volatity was 15.73, the open interest changed by 152 which increased total open position to 871
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 56.9, which was -51.55 lower than the previous day. The implied volatity was 15.92, the open interest changed by -77 which decreased total open position to 730
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 109, which was -40.8 lower than the previous day. The implied volatity was 15.69, the open interest changed by 293 which increased total open position to 807
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 162.45, which was 81.8 higher than the previous day. The implied volatity was 16.07, the open interest changed by 291 which increased total open position to 528
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 79.85, which was 6.6 higher than the previous day. The implied volatity was 15.29, the open interest changed by 136 which increased total open position to 238
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 75, which was -3.65 lower than the previous day. The implied volatity was 15.41, the open interest changed by 3 which increased total open position to 118
