NIFTY
Nifty
Historical option data for NIFTY
13 May 2026 10:41 AM IST
| NIFTY 19-May-2026 (6d) 23500 CE | ||||||||||||||||
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Delta: 0.49
Vega: 0.13
Theta: -20.17
Gamma: 0.00065
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 May | 23445.15 | 233.05 | 28.400000000000006 (13.88%) | 19.59 | 7,56,264 | 39,435 | 94,501 | |||||||||
| 12 May | 23379.55 | 219.95 | -264.05 (-54.56%) | 18.22 | 2,75,471 | 51,229 | 55,123 | |||||||||
| 11 May | 23815.85 | 472.6 | -303 (-39.07%) | 0 | 7,790 | 1,497 | 3,884 | |||||||||
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| 8 May | 24176.15 | 776.9 | -141.30000000000007 (-15.39%) | 17.61 | 876 | 229 | 2,386 | |||||||||
| 7 May | 24326.65 | 923.2 | -56.049999999999955 (-5.72%) | 17.11 | 2,993 | 1,807 | 2,151 | |||||||||
| 6 May | 24330.95 | 985.2 | 279.9000000000001 (39.69%) | 21.37 | 792 | 212 | 345 | |||||||||
| 5 May | 24032.80 | 710.45 | -94.44999999999993 (-11.73%) | 17.82 | 200 | 59 | 132 | |||||||||
| 4 May | 24119.30 | 800 | 31.200000000000045 (4.06%) | 19.03 | 100 | 35 | 73 | |||||||||
| 30 Apr | 23997.55 | 788.95 | -75.09999999999991 (-8.69%) | 19.66 | 126 | 30 | 68 | |||||||||
| 29 Apr | 24177.65 | 850 | 91.35000000000002 (12.04%) | 16.45 | 37 | -21 | 38 | |||||||||
| 28 Apr | 23995.70 | 750 | -115 (-13.29%) | 17.56 | 43 | -4 | 59 | |||||||||
| 27 Apr | 24092.70 | 865 | 58.35000000000002 (7.23%) | 19.33 | 35 | 8 | 64 | |||||||||
| 24 Apr | 23897.95 | 813.25 | -143.95000000000005 (-15.04%) | 21.12 | 46 | 8 | 55 | |||||||||
| 23 Apr | 24173.05 | 963.25 | -176.75 (-15.50%) | 19.48 | 72 | 28 | 43 | |||||||||
| 22 Apr | 24378.10 | 1140 | -160 (-12.31%) | 19.3 | 4 | 2 | 14 | |||||||||
| 21 Apr | 24576.60 | 1300 | 115.45000000000005 (9.75%) | 19.2 | 8 | -5 | 11 | |||||||||
| 20 Apr | 24364.85 | 1143.35 | 7.149999999999864 (0.63%) | 20.45 | 17 | 12 | 14 | |||||||||
| 17 Apr | 24353.55 | 1136.2 | 353.4000000000001 (45.15%) | 17.63 | 4 | 2 | 2 | |||||||||
| 16 Apr | 24196.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 24231.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23500 expiring on 19MAY2026
Delta for 23500 CE is 0.49
Historical price for 23500 CE is as follows
On 13 May NIFTY was trading at 23445.15. The strike last trading price was 233.05, which was 28.400000000000006 higher than the previous day. The implied volatity was 19.59, the open interest changed by 39435 which increased total open position to 94501
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 219.95, which was -264.05 lower than the previous day. The implied volatity was 18.22, the open interest changed by 51229 which increased total open position to 55123
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 472.6, which was -303 lower than the previous day. The implied volatity was 0, the open interest changed by 1497 which increased total open position to 3884
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 776.9, which was -141.30000000000007 lower than the previous day. The implied volatity was 17.61, the open interest changed by 229 which increased total open position to 2386
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 923.2, which was -56.049999999999955 lower than the previous day. The implied volatity was 17.11, the open interest changed by 1807 which increased total open position to 2151
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 985.2, which was 279.9000000000001 higher than the previous day. The implied volatity was 21.37, the open interest changed by 212 which increased total open position to 345
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 710.45, which was -94.44999999999993 lower than the previous day. The implied volatity was 17.82, the open interest changed by 59 which increased total open position to 132
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 800, which was 31.200000000000045 higher than the previous day. The implied volatity was 19.03, the open interest changed by 35 which increased total open position to 73
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 788.95, which was -75.09999999999991 lower than the previous day. The implied volatity was 19.66, the open interest changed by 30 which increased total open position to 68
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 850, which was 91.35000000000002 higher than the previous day. The implied volatity was 16.45, the open interest changed by -21 which decreased total open position to 38
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 750, which was -115 lower than the previous day. The implied volatity was 17.56, the open interest changed by -4 which decreased total open position to 59
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 865, which was 58.35000000000002 higher than the previous day. The implied volatity was 19.33, the open interest changed by 8 which increased total open position to 64
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 813.25, which was -143.95000000000005 lower than the previous day. The implied volatity was 21.12, the open interest changed by 8 which increased total open position to 55
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 963.25, which was -176.75 lower than the previous day. The implied volatity was 19.48, the open interest changed by 28 which increased total open position to 43
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1140, which was -160 lower than the previous day. The implied volatity was 19.3, the open interest changed by 2 which increased total open position to 14
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1300, which was 115.45000000000005 higher than the previous day. The implied volatity was 19.2, the open interest changed by -5 which decreased total open position to 11
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1143.35, which was 7.149999999999864 higher than the previous day. The implied volatity was 20.45, the open interest changed by 12 which increased total open position to 14
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1136.2, which was 353.4000000000001 higher than the previous day. The implied volatity was 17.63, the open interest changed by 2 which increased total open position to 2
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTY 19-May-2026 (6d) 23500 PE | |||||||
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Delta: -0.51
Vega: 0.12
Theta: -14.82
Gamma: 0.00072
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 May | 23445.15 | 234.45 | -38.900000000000034 (-14.23%) | 17.7 | 4,62,520 | 33,416 | 79,297 |
| 12 May | 23379.55 | 256.05 | 142 (124.51%) | 17.58 | 3,73,329 | 23,671 | 46,638 |
| 11 May | 23815.85 | 116.2 | 65.25 (128.07%) | 17.8 | 1,35,618 | 7,681 | 22,966 |
| 8 May | 24176.15 | 50.95 | 12.150000000000006 (31.31%) | 16.19 | 41,754 | 2,875 | 15,297 |
| 7 May | 24326.65 | 34.65 | -11.25 (-24.51%) | 15.9 | 34,252 | 3,720 | 12,411 |
| 6 May | 24330.95 | 42.05 | -69.85000000000001 (-62.42%) | 16.3 | 31,341 | 4,340 | 8,722 |
| 5 May | 24032.80 | 104.65 | -14.149999999999991 (-11.91%) | 17.01 | 11,846 | 1,892 | 4,372 |
| 4 May | 24119.30 | 119.75 | -53.900000000000006 (-31.04%) | 18.56 | 6,678 | 1,373 | 2,480 |
| 30 Apr | 23997.55 | 166.55 | 32.25 (24.01%) | 18.35 | 3,456 | 231 | 1,338 |
| 29 Apr | 24177.65 | 141.45 | -50.70000000000002 (-26.39%) | 18.2 | 2,657 | 525 | 1,106 |
| 28 Apr | 23995.70 | 191.8 | 10.950000000000017 (6.05%) | 18.48 | 710 | 225 | 580 |
| 27 Apr | 24092.70 | 176.75 | -104.05000000000001 (-37.05%) | 18.6 | 579 | 57 | 331 |
| 24 Apr | 23897.95 | 284.45 | 66.54999999999998 (30.54%) | 19.81 | 413 | -8 | 273 |
| 23 Apr | 24173.05 | 217 | 41.599999999999994 (23.72%) | 19.86 | 440 | 124 | 280 |
| 22 Apr | 24378.10 | 176.35 | 39.25 (28.63%) | 19.99 | 222 | 98 | 167 |
| 21 Apr | 24576.60 | 136.4 | -67.6 (-33.14%) | 19.92 | 86 | 25 | 67 |
| 20 Apr | 24364.85 | 212.5 | 32.5 (18.06%) | 20.71 | 46 | 25 | 31 |
| 17 Apr | 24353.55 | 180 | -129.60000000000002 (-41.86%) | 18.84 | 10 | 5 | 5 |
| 16 Apr | 24196.75 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 24231.30 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 23500 expiring on 19MAY2026
Delta for 23500 PE is -0.51
Historical price for 23500 PE is as follows
On 13 May NIFTY was trading at 23445.15. The strike last trading price was 234.45, which was -38.900000000000034 lower than the previous day. The implied volatity was 17.7, the open interest changed by 33416 which increased total open position to 79297
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 256.05, which was 142 higher than the previous day. The implied volatity was 17.58, the open interest changed by 23671 which increased total open position to 46638
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 116.2, which was 65.25 higher than the previous day. The implied volatity was 17.8, the open interest changed by 7681 which increased total open position to 22966
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 50.95, which was 12.150000000000006 higher than the previous day. The implied volatity was 16.19, the open interest changed by 2875 which increased total open position to 15297
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 34.65, which was -11.25 lower than the previous day. The implied volatity was 15.9, the open interest changed by 3720 which increased total open position to 12411
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 42.05, which was -69.85000000000001 lower than the previous day. The implied volatity was 16.3, the open interest changed by 4340 which increased total open position to 8722
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 104.65, which was -14.149999999999991 lower than the previous day. The implied volatity was 17.01, the open interest changed by 1892 which increased total open position to 4372
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 119.75, which was -53.900000000000006 lower than the previous day. The implied volatity was 18.56, the open interest changed by 1373 which increased total open position to 2480
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 166.55, which was 32.25 higher than the previous day. The implied volatity was 18.35, the open interest changed by 231 which increased total open position to 1338
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 141.45, which was -50.70000000000002 lower than the previous day. The implied volatity was 18.2, the open interest changed by 525 which increased total open position to 1106
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 191.8, which was 10.950000000000017 higher than the previous day. The implied volatity was 18.48, the open interest changed by 225 which increased total open position to 580
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 176.75, which was -104.05000000000001 lower than the previous day. The implied volatity was 18.6, the open interest changed by 57 which increased total open position to 331
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 284.45, which was 66.54999999999998 higher than the previous day. The implied volatity was 19.81, the open interest changed by -8 which decreased total open position to 273
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 217, which was 41.599999999999994 higher than the previous day. The implied volatity was 19.86, the open interest changed by 124 which increased total open position to 280
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 176.35, which was 39.25 higher than the previous day. The implied volatity was 19.99, the open interest changed by 98 which increased total open position to 167
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 136.4, which was -67.6 lower than the previous day. The implied volatity was 19.92, the open interest changed by 25 which increased total open position to 67
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 212.5, which was 32.5 higher than the previous day. The implied volatity was 20.71, the open interest changed by 25 which increased total open position to 31
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 180, which was -129.60000000000002 lower than the previous day. The implied volatity was 18.84, the open interest changed by 5 which increased total open position to 5
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
