NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 04:10 PM IST
| NIFTY 28-Apr-2026 (4d) 23550 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.78
Vega: 0.08
Theta: -17.58
Gamma: 0.00061
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23897.95 | 431.7 | -209.55 | 18.65 | 5,822 | 404 | 2,827 | |||||||||
| 23 Apr | 24173.05 | 637.55 | -228.55000000000007 | 14.68 | 287 | 18 | 2,422 | |||||||||
| 22 Apr | 24378.10 | 863.8 | -193.6500000000001 | 18.85 | 60 | -16 | 2,404 | |||||||||
| 21 Apr | 24576.60 | 1059.2 | 164.20000000000005 | 17.37 | 148 | -17 | 2,417 | |||||||||
| 20 Apr | 24364.85 | 870 | -16.649999999999977 | 16.98 | 55 | 4 | 2,447 | |||||||||
| 17 Apr | 24353.55 | 888.75 | 130.60000000000002 | 16.06 | 150 | -37 | 2,444 | |||||||||
| 16 Apr | 24196.75 | 758.15 | -53.35000000000002 | 17.89 | 37 | -4 | 2,481 | |||||||||
| 15 Apr | 24231.30 | 805.95 | 210.95000000000005 | 18.54 | 254 | -69 | 2,486 | |||||||||
| 13 Apr | 23842.65 | 584.25 | -158.39999999999998 | 20.61 | 1,797 | 43 | 2,569 | |||||||||
| 10 Apr | 24050.60 | 749.25 | 122.64999999999998 | 18.93 | 232 | -68 | 2,526 | |||||||||
| 9 Apr | 23775.10 | 622 | -122.5 | 21.51 | 489 | -16 | 2,590 | |||||||||
| 8 Apr | 23997.35 | 758.35 | 395.35 | 17.78 | 669 | -226 | 2,613 | |||||||||
| 7 Apr | 23123.65 | 376.2 | 25.5 | 22.68 | 998 | 2,522 | 2,843 | |||||||||
| 6 Apr | 22968.25 | 350.1 | 77.15 | 24.06 | 793 | -9,722 | 2,815 | |||||||||
| 2 Apr | 22713.10 | 272.6 | -19.45 | 22.32 | 1,159 | 2,441 | 2,717 | |||||||||
| 1 Apr | 22679.40 | 300 | 30.35 | 23.03 | 708 | 2,542 | 2,723 | |||||||||
| 30 Mar | 22331.40 | 277.85 | -152.5 | 25.51 | 876 | 177 | 2,574 | |||||||||
| 27 Mar | 22819.60 | 425.8 | -169.6 | 23.77 | 693 | 0 | 2,397 | |||||||||
| 25 Mar | 23306.45 | 596.55 | 124.3 | 21.48 | 2,763 | 2,309 | 2,397 | |||||||||
| 24 Mar | 22912.40 | 487.2 | 108.9 | 22.9 | 345 | -289 | 189 | |||||||||
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| 23 Mar | 22512.65 | 372.15 | -158 | 24.74 | 535 | 174 | 281 | |||||||||
| 20 Mar | 23114.50 | 526.55 | 33.9 | 20 | 373 | -185 | 108 | |||||||||
| 19 Mar | 23002.15 | 509.3 | -278.75 | 19.77 | 423 | 143 | 143 | |||||||||
| 18 Mar | 23777.80 | 788.05 | 39.45 | 16.36 | 143 | -51 | 90 | |||||||||
| 17 Mar | 23581.15 | 746.05 | 54.5 | 18.83 | 368 | -7 | 139 | |||||||||
| 16 Mar | 23408.80 | 678.75 | 47.85 | 19.95 | 119 | 53 | 53 | |||||||||
| 13 Mar | 23151.10 | 635.2 | -267.9 | 20.59 | 216 | 60 | 91 | |||||||||
| 12 Mar | 23639.15 | 899.2 | -129.5 | 20.43 | 20 | 3 | 30 | |||||||||
| 11 Mar | 23866.85 | 1030.6 | -253.4 | 20.08 | 10 | 25 | 25 | |||||||||
| 10 Mar | 24261.60 | 1284 | 65.45 | 17.89 | 10 | 26 | 26 | |||||||||
| 9 Mar | 24028.05 | 1235.6 | -240.6 | 22.59 | 47 | 24 | 24 | |||||||||
| 6 Mar | 24450.45 | 1480.5 | -969.65 | - | 0 | 0 | 2 | |||||||||
| 5 Mar | 24765.90 | 1480.5 | -969.65 | - | 2 | 0 | 0 | |||||||||
| 4 Mar | 24480.50 | 1480.5 | -969.65 | 17.64 | 2 | 0 | 1 | |||||||||
| 2 Mar | 24865.70 | 2450.15 | 100.8 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 25178.65 | 2450.15 | 100.8 | - | 0 | 0 | 1 | |||||||||
| 26 Feb | 25496.55 | 2450.15 | 100.8 | - | 0 | 0 | 1 | |||||||||
| 25 Feb | 25482.50 | 2450.15 | 100.8 | - | 0 | 0 | 1 | |||||||||
| 24 Feb | 25424.65 | 2450.15 | 100.8 | - | 0 | 0 | 1 | |||||||||
| 23 Feb | 25713.00 | 2450.15 | 100.8 | - | 1 | 0 | 1 | |||||||||
| 20 Feb | 25571.25 | 2338.25 | 18.35 | - | 4 | 1 | 1 | |||||||||
| 19 Feb | 25454.35 | 2312.8 | -422.45 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 25819.35 | 2312.8 | -422.45 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 25725.40 | 2312.8 | -422.45 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 25682.75 | 2312.8 | -422.45 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 25471.10 | 2312.8 | -422.45 | - | 3 | -1 | 1 | |||||||||
| 12 Feb | 25807.20 | 2735.25 | 25 | - | 0 | 0 | 2 | |||||||||
| 11 Feb | 25953.85 | 2735.25 | 25 | - | 1 | 0 | 2 | |||||||||
| 10 Feb | 25935.15 | 2710.25 | 227.95 | - | 1 | 0 | 2 | |||||||||
| 9 Feb | 25867.30 | 2484.15 | 4.6 | - | 0 | 0 | 2 | |||||||||
| 6 Feb | 25693.70 | 2484.15 | 4.6 | - | 2 | 0 | 2 | |||||||||
| 5 Feb | 25642.80 | 2482.1 | -135.95 | - | 2 | 0 | 2 | |||||||||
| 4 Feb | 25776.00 | 2618.05 | 9 | - | 2 | 0 | 1 | |||||||||
| 3 Feb | 25727.55 | 2609.05 | 529.75 | - | 1 | 0 | 0 | |||||||||
| 2 Feb | 25088.40 | 2079.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 24825.45 | 2079.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 25320.65 | 2079.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 25418.90 | 2079.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23550 expiring on 28APR2026
Delta for 23550 CE is 0.78
Historical price for 23550 CE is as follows
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 431.7, which was -209.55 lower than the previous day. The implied volatity was 18.65, the open interest changed by 404 which increased total open position to 2827
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 637.55, which was -228.55000000000007 lower than the previous day. The implied volatity was 14.68, the open interest changed by 18 which increased total open position to 2422
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 863.8, which was -193.6500000000001 lower than the previous day. The implied volatity was 18.85, the open interest changed by -16 which decreased total open position to 2404
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1059.2, which was 164.20000000000005 higher than the previous day. The implied volatity was 17.37, the open interest changed by -17 which decreased total open position to 2417
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 870, which was -16.649999999999977 lower than the previous day. The implied volatity was 16.98, the open interest changed by 4 which increased total open position to 2447
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 888.75, which was 130.60000000000002 higher than the previous day. The implied volatity was 16.06, the open interest changed by -37 which decreased total open position to 2444
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 758.15, which was -53.35000000000002 lower than the previous day. The implied volatity was 17.89, the open interest changed by -4 which decreased total open position to 2481
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 805.95, which was 210.95000000000005 higher than the previous day. The implied volatity was 18.54, the open interest changed by -69 which decreased total open position to 2486
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 584.25, which was -158.39999999999998 lower than the previous day. The implied volatity was 20.61, the open interest changed by 43 which increased total open position to 2569
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 749.25, which was 122.64999999999998 higher than the previous day. The implied volatity was 18.93, the open interest changed by -68 which decreased total open position to 2526
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 622, which was -122.5 lower than the previous day. The implied volatity was 21.51, the open interest changed by -16 which decreased total open position to 2590
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 758.35, which was 395.35 higher than the previous day. The implied volatity was 17.78, the open interest changed by -226 which decreased total open position to 2613
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 376.2, which was 25.5 higher than the previous day. The implied volatity was 22.68, the open interest changed by 2522 which increased total open position to 2843
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 350.1, which was 77.15 higher than the previous day. The implied volatity was 24.06, the open interest changed by -9722 which decreased total open position to 2815
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 272.6, which was -19.45 lower than the previous day. The implied volatity was 22.32, the open interest changed by 2441 which increased total open position to 2717
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 300, which was 30.35 higher than the previous day. The implied volatity was 23.03, the open interest changed by 2542 which increased total open position to 2723
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 277.85, which was -152.5 lower than the previous day. The implied volatity was 25.51, the open interest changed by 177 which increased total open position to 2574
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 425.8, which was -169.6 lower than the previous day. The implied volatity was 23.77, the open interest changed by 0 which decreased total open position to 2397
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 596.55, which was 124.3 higher than the previous day. The implied volatity was 21.48, the open interest changed by 2309 which increased total open position to 2397
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 487.2, which was 108.9 higher than the previous day. The implied volatity was 22.9, the open interest changed by -289 which decreased total open position to 189
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 372.15, which was -158 lower than the previous day. The implied volatity was 24.74, the open interest changed by 174 which increased total open position to 281
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 526.55, which was 33.9 higher than the previous day. The implied volatity was 20, the open interest changed by -185 which decreased total open position to 108
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 509.3, which was -278.75 lower than the previous day. The implied volatity was 19.77, the open interest changed by 143 which increased total open position to 143
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 788.05, which was 39.45 higher than the previous day. The implied volatity was 16.36, the open interest changed by -51 which decreased total open position to 90
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 746.05, which was 54.5 higher than the previous day. The implied volatity was 18.83, the open interest changed by -7 which decreased total open position to 139
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 678.75, which was 47.85 higher than the previous day. The implied volatity was 19.95, the open interest changed by 53 which increased total open position to 53
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 635.2, which was -267.9 lower than the previous day. The implied volatity was 20.59, the open interest changed by 60 which increased total open position to 91
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 899.2, which was -129.5 lower than the previous day. The implied volatity was 20.43, the open interest changed by 3 which increased total open position to 30
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1030.6, which was -253.4 lower than the previous day. The implied volatity was 20.08, the open interest changed by 25 which increased total open position to 25
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1284, which was 65.45 higher than the previous day. The implied volatity was 17.89, the open interest changed by 26 which increased total open position to 26
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1235.6, which was -240.6 lower than the previous day. The implied volatity was 22.59, the open interest changed by 24 which increased total open position to 24
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1480.5, which was -969.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1480.5, which was -969.65 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 1480.5, which was -969.65 lower than the previous day. The implied volatity was 17.64, 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 2450.15, which was 100.8 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 2450.15, which was 100.8 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 2450.15, which was 100.8 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 2450.15, which was 100.8 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 2450.15, which was 100.8 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 2450.15, which was 100.8 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 2338.25, which was 18.35 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 2312.8, which was -422.45 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 2312.8, which was -422.45 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 2312.8, which was -422.45 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 2312.8, which was -422.45 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 2312.8, which was -422.45 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 2735.25, which was 25 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 2735.25, which was 25 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 2710.25, which was 227.95 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 2484.15, which was 4.6 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 2484.15, which was 4.6 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 2482.1, which was -135.95 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 2618.05, which was 9 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 2609.05, which was 529.75 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 2079.3, 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 2079.3, 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 2079.3, 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 2079.3, 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) 23550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.2
Vega: 0.07
Theta: -11.85
Gamma: 0.00063
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23897.95 | 50.05 | 22.199999999999996 | 17.14 | 6,57,395 | 4,248 | 18,731 |
| 23 Apr | 24173.05 | 26.7 | 0.6499999999999986 | 17.66 | 1,79,818 | 3,182 | 14,457 |
| 22 Apr | 24378.10 | 22.75 | -5.699999999999999 | 19.18 | 1,20,214 | 3,654 | 11,337 |
| 21 Apr | 24576.60 | 28 | -48.849999999999994 | 22.21 | 22,594 | 3,052 | 7,714 |
| 20 Apr | 24364.85 | 80.65 | 12.700000000000003 | 23.9 | 10,480 | 1,106 | 4,664 |
| 17 Apr | 24353.55 | 64.95 | -41.55 | 19.68 | 4,959 | 99 | 3,563 |
| 16 Apr | 24196.75 | 111.85 | -7.8500000000000085 | 20.06 | 4,334 | 5 | 3,464 |
| 15 Apr | 24231.30 | 124.2 | -151 | 20.8 | 2,723 | 177 | 3,445 |
| 13 Apr | 23842.65 | 278.1 | 83.85000000000002 | 21.69 | 4,025 | 435 | 3,270 |
| 10 Apr | 24050.60 | 196.7 | -107.35000000000002 | 19.78 | 1,775 | 0 | 2,835 |
| 9 Apr | 23775.10 | 301.9 | 66.34999999999997 | 19.76 | 1,360 | 188 | 2,847 |
| 8 Apr | 23997.35 | 221.9 | -517.1 | 20.67 | 1,221 | 2,286 | 2,665 |
| 7 Apr | 23123.65 | 732.35 | -88.9 | 26.05 | 237 | 2,131 | 2,572 |
| 6 Apr | 22968.25 | 822.35 | -251.65 | 25.05 | 48 | 1,922 | 2,460 |
| 2 Apr | 22713.10 | 1074 | 53.95 | 27.68 | 26 | -10 | 2,449 |
| 1 Apr | 22679.40 | 1020.4 | -353.6 | 25.09 | 77 | 2,430 | 2,459 |
| 30 Mar | 22331.40 | 1340 | 291.9 | 29.06 | 395 | 1,894 | 2,429 |
| 27 Mar | 22819.60 | 1055.65 | 343.75 | 28.45 | 395 | 2,291 | 2,331 |
| 25 Mar | 23306.45 | 700.95 | -238.8 | 24.29 | 3,133 | 2,569 | 2,599 |
| 24 Mar | 22912.40 | 939.75 | -299.5 | 25.95 | 104 | 161 | 161 |
| 23 Mar | 22512.65 | 1248.2 | 457.35 | 26.69 | 163 | -22 | 200 |
| 20 Mar | 23114.50 | 779.7 | -68.75 | 22.93 | 279 | -51 | 222 |
| 19 Mar | 23002.15 | 885.95 | 449.35 | 25.49 | 657 | 53 | 274 |
| 18 Mar | 23777.80 | 435.6 | -91.15 | 20.55 | 260 | 82 | 274 |
| 17 Mar | 23581.15 | 527.65 | -120.8 | 20.73 | 520 | 248 | 248 |
| 16 Mar | 23408.80 | 670.4 | -117.75 | 22.27 | 241 | 29 | 227 |
| 13 Mar | 23151.10 | 786.3 | 244.65 | 22.61 | 855 | 285 | 285 |
| 12 Mar | 23639.15 | 539.8 | 70.5 | 21.42 | 331 | 395 | 395 |
| 11 Mar | 23866.85 | 472.5 | 137.25 | 21.64 | 114 | 359 | 359 |
| 10 Mar | 24261.60 | 335.25 | -146.95 | 21.5 | 93 | 377 | 377 |
| 9 Mar | 24028.05 | 475.45 | 181.95 | 23.08 | 374 | 119 | 359 |
| 6 Mar | 24450.45 | 284.95 | 76.65 | 20.78 | 121 | -6 | 239 |
| 5 Mar | 24765.90 | 204.85 | -100.6 | 19.83 | 78 | -5 | 250 |
| 4 Mar | 24480.50 | 305.25 | 156.8 | 21.26 | 396 | 125 | 255 |
| 2 Mar | 24865.70 | 149.1 | 79.95 | 18 | 177 | 47 | 130 |
| 27 Feb | 25178.65 | 71 | 18.65 | 15.87 | 60 | 39 | 83 |
| 26 Feb | 25496.55 | 52.35 | -4.9 | 16.17 | 25 | 1 | 44 |
| 25 Feb | 25482.50 | 57.25 | -12.15 | 16.32 | 44 | 0 | 47 |
| 24 Feb | 25424.65 | 69.4 | 10.35 | 16.94 | 12 | -7 | 48 |
| 23 Feb | 25713.00 | 59.05 | -6.6 | 17.38 | 23 | 6 | 59 |
| 20 Feb | 25571.25 | 65.65 | -3.95 | 16.86 | 22 | 12 | 53 |
| 19 Feb | 25454.35 | 69.35 | 20.3 | 16.25 | 17 | 13 | 40 |
| 18 Feb | 25819.35 | 49.05 | -6.4 | 16.65 | 1 | 0 | 28 |
| 17 Feb | 25725.40 | 55.45 | -6.55 | 16.63 | 12 | -7 | 33 |
| 16 Feb | 25682.75 | 62 | -15.75 | 16.82 | 29 | 15 | 40 |
| 13 Feb | 25471.10 | 77.75 | 36.6 | 16.48 | 11 | -5 | 21 |
| 12 Feb | 25807.20 | 38.6 | -0.55 | - | 0 | 0 | 26 |
| 11 Feb | 25953.85 | 38.6 | -0.55 | 15.85 | 25 | 1 | 26 |
| 10 Feb | 25935.15 | 39.15 | -3.95 | 15.71 | 28 | 6 | 24 |
| 9 Feb | 25867.30 | 43.1 | -5.2 | 15.74 | 11 | 6 | 15 |
| 6 Feb | 25693.70 | 48.3 | -1.9 | 15.14 | 1 | 0 | 8 |
| 5 Feb | 25642.80 | 50.2 | -9.75 | 15.07 | 14 | -4 | 8 |
| 4 Feb | 25776.00 | 59.95 | -53.2 | - | 0 | 0 | 12 |
| 3 Feb | 25727.55 | 59.95 | -53.2 | 15.88 | 1 | 0 | 12 |
| 2 Feb | 25088.40 | 113.15 | -5.1 | 15.59 | 8 | 0 | 7 |
| 1 Feb | 24825.45 | 118.25 | 30.95 | 14.16 | 14 | 4 | 9 |
| 30 Jan | 25320.65 | 87.3 | -5.95 | 15.4 | 5 | 0 | 0 |
| 29 Jan | 25418.90 | 93.25 | 0 | 4.69 | 0 | 0 | 0 |
For Nifty - strike price 23550 expiring on 28APR2026
Delta for 23550 PE is -0.2
Historical price for 23550 PE is as follows
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 50.05, which was 22.199999999999996 higher than the previous day. The implied volatity was 17.14, the open interest changed by 4248 which increased total open position to 18731
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 26.7, which was 0.6499999999999986 higher than the previous day. The implied volatity was 17.66, the open interest changed by 3182 which increased total open position to 14457
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 22.75, which was -5.699999999999999 lower than the previous day. The implied volatity was 19.18, the open interest changed by 3654 which increased total open position to 11337
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 28, which was -48.849999999999994 lower than the previous day. The implied volatity was 22.21, the open interest changed by 3052 which increased total open position to 7714
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 80.65, which was 12.700000000000003 higher than the previous day. The implied volatity was 23.9, the open interest changed by 1106 which increased total open position to 4664
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 64.95, which was -41.55 lower than the previous day. The implied volatity was 19.68, the open interest changed by 99 which increased total open position to 3563
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 111.85, which was -7.8500000000000085 lower than the previous day. The implied volatity was 20.06, the open interest changed by 5 which increased total open position to 3464
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 124.2, which was -151 lower than the previous day. The implied volatity was 20.8, the open interest changed by 177 which increased total open position to 3445
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 278.1, which was 83.85000000000002 higher than the previous day. The implied volatity was 21.69, the open interest changed by 435 which increased total open position to 3270
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 196.7, which was -107.35000000000002 lower than the previous day. The implied volatity was 19.78, the open interest changed by 0 which decreased total open position to 2835
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 301.9, which was 66.34999999999997 higher than the previous day. The implied volatity was 19.76, the open interest changed by 188 which increased total open position to 2847
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 221.9, which was -517.1 lower than the previous day. The implied volatity was 20.67, the open interest changed by 2286 which increased total open position to 2665
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 732.35, which was -88.9 lower than the previous day. The implied volatity was 26.05, the open interest changed by 2131 which increased total open position to 2572
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 822.35, which was -251.65 lower than the previous day. The implied volatity was 25.05, the open interest changed by 1922 which increased total open position to 2460
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1074, which was 53.95 higher than the previous day. The implied volatity was 27.68, the open interest changed by -10 which decreased total open position to 2449
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1020.4, which was -353.6 lower than the previous day. The implied volatity was 25.09, the open interest changed by 2430 which increased total open position to 2459
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1340, which was 291.9 higher than the previous day. The implied volatity was 29.06, the open interest changed by 1894 which increased total open position to 2429
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1055.65, which was 343.75 higher than the previous day. The implied volatity was 28.45, the open interest changed by 2291 which increased total open position to 2331
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 700.95, which was -238.8 lower than the previous day. The implied volatity was 24.29, the open interest changed by 2569 which increased total open position to 2599
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 939.75, which was -299.5 lower than the previous day. The implied volatity was 25.95, the open interest changed by 161 which increased total open position to 161
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1248.2, which was 457.35 higher than the previous day. The implied volatity was 26.69, the open interest changed by -22 which decreased total open position to 200
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 779.7, which was -68.75 lower than the previous day. The implied volatity was 22.93, the open interest changed by -51 which decreased total open position to 222
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 885.95, which was 449.35 higher than the previous day. The implied volatity was 25.49, the open interest changed by 53 which increased total open position to 274
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 435.6, which was -91.15 lower than the previous day. The implied volatity was 20.55, the open interest changed by 82 which increased total open position to 274
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 527.65, which was -120.8 lower than the previous day. The implied volatity was 20.73, the open interest changed by 248 which increased total open position to 248
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 670.4, which was -117.75 lower than the previous day. The implied volatity was 22.27, the open interest changed by 29 which increased total open position to 227
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 786.3, which was 244.65 higher than the previous day. The implied volatity was 22.61, the open interest changed by 285 which increased total open position to 285
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 539.8, which was 70.5 higher than the previous day. The implied volatity was 21.42, the open interest changed by 395 which increased total open position to 395
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 472.5, which was 137.25 higher than the previous day. The implied volatity was 21.64, the open interest changed by 359 which increased total open position to 359
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 335.25, which was -146.95 lower than the previous day. The implied volatity was 21.5, the open interest changed by 377 which increased total open position to 377
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 475.45, which was 181.95 higher than the previous day. The implied volatity was 23.08, the open interest changed by 119 which increased total open position to 359
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 284.95, which was 76.65 higher than the previous day. The implied volatity was 20.78, the open interest changed by -6 which decreased total open position to 239
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 204.85, which was -100.6 lower than the previous day. The implied volatity was 19.83, the open interest changed by -5 which decreased total open position to 250
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 305.25, which was 156.8 higher than the previous day. The implied volatity was 21.26, the open interest changed by 125 which increased total open position to 255
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 149.1, which was 79.95 higher than the previous day. The implied volatity was 18, the open interest changed by 47 which increased total open position to 130
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 71, which was 18.65 higher than the previous day. The implied volatity was 15.87, the open interest changed by 39 which increased total open position to 83
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 52.35, which was -4.9 lower than the previous day. The implied volatity was 16.17, the open interest changed by 1 which increased total open position to 44
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 57.25, which was -12.15 lower than the previous day. The implied volatity was 16.32, the open interest changed by 0 which decreased total open position to 47
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 69.4, which was 10.35 higher than the previous day. The implied volatity was 16.94, the open interest changed by -7 which decreased total open position to 48
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 59.05, which was -6.6 lower than the previous day. The implied volatity was 17.38, the open interest changed by 6 which increased total open position to 59
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 65.65, which was -3.95 lower than the previous day. The implied volatity was 16.86, the open interest changed by 12 which increased total open position to 53
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 69.35, which was 20.3 higher than the previous day. The implied volatity was 16.25, the open interest changed by 13 which increased total open position to 40
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 49.05, which was -6.4 lower than the previous day. The implied volatity was 16.65, the open interest changed by 0 which decreased total open position to 28
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 55.45, which was -6.55 lower than the previous day. The implied volatity was 16.63, the open interest changed by -7 which decreased total open position to 33
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 62, which was -15.75 lower than the previous day. The implied volatity was 16.82, the open interest changed by 15 which increased total open position to 40
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 77.75, which was 36.6 higher than the previous day. The implied volatity was 16.48, the open interest changed by -5 which decreased total open position to 21
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 38.6, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 38.6, which was -0.55 lower than the previous day. The implied volatity was 15.85, the open interest changed by 1 which increased total open position to 26
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 39.15, which was -3.95 lower than the previous day. The implied volatity was 15.71, the open interest changed by 6 which increased total open position to 24
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 43.1, which was -5.2 lower than the previous day. The implied volatity was 15.74, the open interest changed by 6 which increased total open position to 15
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 48.3, which was -1.9 lower than the previous day. The implied volatity was 15.14, the open interest changed by 0 which decreased total open position to 8
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 50.2, which was -9.75 lower than the previous day. The implied volatity was 15.07, the open interest changed by -4 which decreased total open position to 8
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 59.95, which was -53.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 59.95, which was -53.2 lower than the previous day. The implied volatity was 15.88, the open interest changed by 0 which decreased total open position to 12
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 113.15, which was -5.1 lower than the previous day. The implied volatity was 15.59, the open interest changed by 0 which decreased total open position to 7
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 118.25, which was 30.95 higher than the previous day. The implied volatity was 14.16, the open interest changed by 4 which increased total open position to 9
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 87.3, which was -5.95 lower than the previous day. The implied volatity was 15.4, 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 93.25, which was 0 lower than the previous day. The implied volatity was 4.69, the open interest changed by 0 which decreased total open position to 0
