NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:28 PM IST
| NIFTY 28-Apr-2026 (4d) 23600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 0.08
Theta: -17.1
Gamma: 0.00073
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23871.95 | 355 | -240.85000000000002 | 16.78 | 39,096 | 3,926 | 6,676 | |||||||||
| 23 Apr | 24173.05 | 589.2 | -223.39999999999998 | 13.46 | 2,250 | -19 | 2,748 | |||||||||
| 22 Apr | 24378.10 | 811.95 | -201 | 17.77 | 1,481 | -287 | 2,768 | |||||||||
| 21 Apr | 24576.60 | 1014.75 | 170 | 18.24 | 892 | 78 | 3,057 | |||||||||
| 20 Apr | 24364.85 | 795 | -46.60000000000002 | 17.69 | 879 | 54 | 2,982 | |||||||||
| 17 Apr | 24353.55 | 866.9 | 151.29999999999995 | 18.27 | 920 | -169 | 2,957 | |||||||||
| 16 Apr | 24196.75 | 707.4 | -64.39999999999998 | 16.39 | 1,764 | -278 | 3,137 | |||||||||
| 15 Apr | 24231.30 | 762 | 202.35000000000002 | 18.54 | 3,406 | -1,057 | 3,492 | |||||||||
| 13 Apr | 23842.65 | 548.6 | -161.35000000000002 | 20.51 | 27,716 | 2,113 | 4,773 | |||||||||
| 10 Apr | 24050.60 | 713.4 | 125.94999999999993 | 19.03 | 1,955 | -52 | 2,660 | |||||||||
| 9 Apr | 23775.10 | 589.1 | -118.19999999999993 | 21.17 | 2,400 | -54 | 2,706 | |||||||||
| 8 Apr | 23997.35 | 731.35 | 390.35 | 18.22 | 6,673 | 2,218 | 2,829 | |||||||||
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| 7 Apr | 23123.65 | 353 | 23.75 | 22.51 | 6,326 | -9 | 4,704 | |||||||||
| 6 Apr | 22968.25 | 330.25 | 73.3 | 23.95 | 6,899 | 4,554 | 4,704 | |||||||||
| 2 Apr | 22713.10 | 258.85 | -15.6 | 22.35 | 8,027 | 1,905 | 4,268 | |||||||||
| 1 Apr | 22679.40 | 278.65 | 22.2 | 22.75 | 4,123 | 269 | 4,204 | |||||||||
| 30 Mar | 22331.40 | 261.95 | -148.1 | 25.36 | 6,220 | 3,620 | 3,882 | |||||||||
| 27 Mar | 22819.60 | 407.15 | -162.5 | 23.74 | 3,820 | -5,436 | 3,485 | |||||||||
| 25 Mar | 23306.45 | 580.1 | 138.25 | 21.73 | 6,825 | 3,812 | 3,978 | |||||||||
| 24 Mar | 22912.40 | 474.45 | 112.65 | 23.14 | 2,890 | 2,832 | 3,039 | |||||||||
| 23 Mar | 22512.65 | 353.1 | -153.75 | 24.59 | 4,743 | 765 | 3,142 | |||||||||
| 20 Mar | 23114.50 | 502.45 | 39.7 | 19.92 | 3,160 | 2,338 | 2,390 | |||||||||
| 19 Mar | 23002.15 | 495 | -275.35 | 20.03 | 2,392 | 1,945 | 2,002 | |||||||||
| 18 Mar | 23777.80 | 763.95 | 47.75 | 16.6 | 1,707 | -128 | 1,702 | |||||||||
| 17 Mar | 23581.15 | 708 | 48.5 | 18.49 | 2,494 | 688 | 1,844 | |||||||||
| 16 Mar | 23408.80 | 645 | 48.05 | 19.67 | 1,183 | 1,185 | 1,187 | |||||||||
| 13 Mar | 23151.10 | 600.5 | -250.3 | 20.22 | 1,966 | 178 | 1,039 | |||||||||
| 12 Mar | 23639.15 | 836.35 | -142.95 | 19.37 | 1,695 | 634 | 860 | |||||||||
| 11 Mar | 23866.85 | 976.45 | -269.7 | 19.35 | 125 | 225 | 226 | |||||||||
| 10 Mar | 24261.60 | 1246.15 | 37.9 | 17.84 | 233 | 227 | 228 | |||||||||
| 9 Mar | 24028.05 | 1168.7 | -343.3 | 21.49 | 368 | 210 | 211 | |||||||||
| 6 Mar | 24450.45 | 1512 | 81.25 | 20.93 | 10 | 5 | 6 | |||||||||
| 5 Mar | 24765.90 | 1433.95 | -716.25 | - | 2 | 0 | 0 | |||||||||
| 4 Mar | 24480.50 | 1433.95 | -716.25 | 17.33 | 2 | 0 | 1 | |||||||||
| 2 Mar | 24865.70 | 2150.2 | -275.75 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 25178.65 | 2150.2 | -275.75 | - | 0 | 0 | 1 | |||||||||
| 26 Feb | 25496.55 | 2150.2 | -275.75 | - | 0 | 0 | 1 | |||||||||
| 25 Feb | 25482.50 | 2150.2 | -275.75 | - | 1 | 0 | 1 | |||||||||
| 24 Feb | 25424.65 | 2150.2 | -275.75 | 35.35 | 1 | 0 | 0 | |||||||||
| 23 Feb | 25713.00 | 2425 | 86.95 | - | 2 | 1 | 1 | |||||||||
| 20 Feb | 25571.25 | 2312.5 | 112 | - | 2 | 0 | 1 | |||||||||
| 19 Feb | 25454.35 | 2196.25 | -224.4 | - | 2 | 0 | 1 | |||||||||
| 18 Feb | 25819.35 | 2420.65 | 138.95 | - | 0 | 0 | 1 | |||||||||
| 17 Feb | 25725.40 | 2420.65 | 138.95 | - | 0 | 0 | 1 | |||||||||
| 16 Feb | 25682.75 | 2420.65 | 138.95 | - | 1 | 0 | 1 | |||||||||
| 13 Feb | 25471.10 | 2283.15 | -153.65 | - | 2 | -1 | 1 | |||||||||
| 12 Feb | 25807.20 | 2437.85 | -108.85 | - | 0 | 0 | 2 | |||||||||
| 11 Feb | 25953.85 | 2437.85 | -108.85 | - | 0 | 0 | 2 | |||||||||
| 10 Feb | 25935.15 | 2437.85 | -108.85 | - | 0 | 0 | 2 | |||||||||
| 9 Feb | 25867.30 | 2437.85 | -108.85 | - | 0 | 0 | 2 | |||||||||
| 6 Feb | 25693.70 | 2437.85 | -108.85 | - | 2 | 0 | 2 | |||||||||
| 5 Feb | 25642.80 | 2549.2 | -21.9 | - | 0 | 0 | 2 | |||||||||
| 4 Feb | 25776.00 | 2549.2 | -21.9 | - | 2 | 0 | 2 | |||||||||
| 3 Feb | 25727.55 | 2571.1 | 659.6 | - | 1 | 0 | 1 | |||||||||
| 2 Feb | 25088.40 | 1907.55 | -128.7 | - | 2 | 0 | 0 | |||||||||
| 1 Feb | 24825.45 | 2036.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 25320.65 | 2036.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 25418.90 | 2036.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23600 expiring on 28APR2026
Delta for 23600 CE is 0.75
Historical price for 23600 CE is as follows
On 24 Apr NIFTY was trading at 23871.95. The strike last trading price was 355, which was -240.85000000000002 lower than the previous day. The implied volatity was 16.78, the open interest changed by 3926 which increased total open position to 6676
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 589.2, which was -223.39999999999998 lower than the previous day. The implied volatity was 13.46, the open interest changed by -19 which decreased total open position to 2748
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 811.95, which was -201 lower than the previous day. The implied volatity was 17.77, the open interest changed by -287 which decreased total open position to 2768
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1014.75, which was 170 higher than the previous day. The implied volatity was 18.24, the open interest changed by 78 which increased total open position to 3057
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 795, which was -46.60000000000002 lower than the previous day. The implied volatity was 17.69, the open interest changed by 54 which increased total open position to 2982
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 866.9, which was 151.29999999999995 higher than the previous day. The implied volatity was 18.27, the open interest changed by -169 which decreased total open position to 2957
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 707.4, which was -64.39999999999998 lower than the previous day. The implied volatity was 16.39, the open interest changed by -278 which decreased total open position to 3137
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 762, which was 202.35000000000002 higher than the previous day. The implied volatity was 18.54, the open interest changed by -1057 which decreased total open position to 3492
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 548.6, which was -161.35000000000002 lower than the previous day. The implied volatity was 20.51, the open interest changed by 2113 which increased total open position to 4773
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 713.4, which was 125.94999999999993 higher than the previous day. The implied volatity was 19.03, the open interest changed by -52 which decreased total open position to 2660
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 589.1, which was -118.19999999999993 lower than the previous day. The implied volatity was 21.17, the open interest changed by -54 which decreased total open position to 2706
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 731.35, which was 390.35 higher than the previous day. The implied volatity was 18.22, the open interest changed by 2218 which increased total open position to 2829
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 353, which was 23.75 higher than the previous day. The implied volatity was 22.51, the open interest changed by -9 which decreased total open position to 4704
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 330.25, which was 73.3 higher than the previous day. The implied volatity was 23.95, the open interest changed by 4554 which increased total open position to 4704
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 258.85, which was -15.6 lower than the previous day. The implied volatity was 22.35, the open interest changed by 1905 which increased total open position to 4268
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 278.65, which was 22.2 higher than the previous day. The implied volatity was 22.75, the open interest changed by 269 which increased total open position to 4204
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 261.95, which was -148.1 lower than the previous day. The implied volatity was 25.36, the open interest changed by 3620 which increased total open position to 3882
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 407.15, which was -162.5 lower than the previous day. The implied volatity was 23.74, the open interest changed by -5436 which decreased total open position to 3485
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 580.1, which was 138.25 higher than the previous day. The implied volatity was 21.73, the open interest changed by 3812 which increased total open position to 3978
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 474.45, which was 112.65 higher than the previous day. The implied volatity was 23.14, the open interest changed by 2832 which increased total open position to 3039
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 353.1, which was -153.75 lower than the previous day. The implied volatity was 24.59, the open interest changed by 765 which increased total open position to 3142
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 502.45, which was 39.7 higher than the previous day. The implied volatity was 19.92, the open interest changed by 2338 which increased total open position to 2390
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 495, which was -275.35 lower than the previous day. The implied volatity was 20.03, the open interest changed by 1945 which increased total open position to 2002
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 763.95, which was 47.75 higher than the previous day. The implied volatity was 16.6, the open interest changed by -128 which decreased total open position to 1702
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 708, which was 48.5 higher than the previous day. The implied volatity was 18.49, the open interest changed by 688 which increased total open position to 1844
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 645, which was 48.05 higher than the previous day. The implied volatity was 19.67, the open interest changed by 1185 which increased total open position to 1187
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 600.5, which was -250.3 lower than the previous day. The implied volatity was 20.22, the open interest changed by 178 which increased total open position to 1039
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 836.35, which was -142.95 lower than the previous day. The implied volatity was 19.37, the open interest changed by 634 which increased total open position to 860
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 976.45, which was -269.7 lower than the previous day. The implied volatity was 19.35, the open interest changed by 225 which increased total open position to 226
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1246.15, which was 37.9 higher than the previous day. The implied volatity was 17.84, the open interest changed by 227 which increased total open position to 228
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1168.7, which was -343.3 lower than the previous day. The implied volatity was 21.49, the open interest changed by 210 which increased total open position to 211
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1512, which was 81.25 higher than the previous day. The implied volatity was 20.93, the open interest changed by 5 which increased total open position to 6
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1433.95, which was -716.25 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 1433.95, which was -716.25 lower than the previous day. The implied volatity was 17.33, 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 2150.2, which was -275.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 2150.2, which was -275.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 2150.2, which was -275.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 2150.2, which was -275.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 2150.2, which was -275.75 lower than the previous day. The implied volatity was 35.35, the open interest changed by 0 which decreased total open position to 0
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 2425, which was 86.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 2312.5, which was 112 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 2196.25, which was -224.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 2420.65, which was 138.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 2420.65, which was 138.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 2420.65, which was 138.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 2283.15, which was -153.65 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 2437.85, which was -108.85 lower 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 2437.85, which was -108.85 lower 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 2437.85, which was -108.85 lower 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 2437.85, which was -108.85 lower 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 2437.85, which was -108.85 lower 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 2549.2, which was -21.9 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 2549.2, which was -21.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 2571.1, which was 659.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 1907.55, which was -128.7 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 2036.25, 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 2036.25, 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 2036.25, 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) 23600 PE | |||||||
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Delta: -0.25
Vega: 0.08
Theta: -13.11
Gamma: 0.00073
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23871.95 | 64.75 | 31.799999999999997 | 16.48 | 9,73,102 | 19,956 | 61,405 |
| 23 Apr | 24173.05 | 31.5 | 1.6499999999999986 | 17.41 | 3,60,938 | 12,897 | 41,472 |
| 22 Apr | 24378.10 | 27.15 | -4.850000000000001 | 19.15 | 2,89,558 | -1,304 | 31,723 |
| 21 Apr | 24576.60 | 31 | -51.55 | 21.95 | 84,663 | 16,333 | 33,351 |
| 20 Apr | 24364.85 | 87.2 | 13.200000000000003 | 23.52 | 41,172 | 1,775 | 17,066 |
| 17 Apr | 24353.55 | 71.1 | -45.60000000000001 | 19.49 | 27,955 | 4,825 | 15,329 |
| 16 Apr | 24196.75 | 122 | -7.25 | 19.98 | 21,423 | 2,116 | 10,599 |
| 15 Apr | 24231.30 | 132.15 | -159.04999999999998 | 20.5 | 20,015 | 709 | 8,604 |
| 13 Apr | 23842.65 | 288.7 | 82.1 | 21.15 | 37,365 | 4,721 | 8,384 |
| 10 Apr | 24050.60 | 208.25 | -112.80000000000001 | 19.54 | 8,524 | -103 | 3,666 |
| 9 Apr | 23775.10 | 320 | 72.94999999999999 | 19.67 | 8,852 | 1,259 | 3,769 |
| 8 Apr | 23997.35 | 234.2 | -528.45 | 20.5 | 9,468 | -3,351 | 2,514 |
| 7 Apr | 23123.65 | 748.5 | -105.65 | 25.43 | 755 | 253 | 2,541 |
| 6 Apr | 22968.25 | 855.1 | -191.3 | 25.09 | 869 | 2,242 | 2,284 |
| 2 Apr | 22713.10 | 1052.3 | -2.95 | 25.19 | 227 | 2,202 | 2,244 |
| 1 Apr | 22679.40 | 1047.35 | -361 | 24.73 | 473 | 2,217 | 2,259 |
| 30 Mar | 22331.40 | 1366.8 | 291.55 | 28.65 | 1,378 | 2,095 | 2,338 |
| 27 Mar | 22819.60 | 1083.95 | 348 | 28.35 | 2,220 | -5,429 | 2,511 |
| 25 Mar | 23306.45 | 709.3 | -255.4 | 23.67 | 5,035 | 3,345 | 3,418 |
| 24 Mar | 22912.40 | 932.35 | -347.15 | 24.63 | 551 | -61 | 1,824 |
| 23 Mar | 22512.65 | 1302.05 | 502.75 | 27.36 | 952 | 1,812 | 1,889 |
| 20 Mar | 23114.50 | 807.5 | -54.8 | 22.94 | 799 | 2,025 | 2,080 |
| 19 Mar | 23002.15 | 813.95 | 363.95 | 22.21 | 2,854 | -282 | 2,254 |
| 18 Mar | 23777.80 | 444.8 | -94 | 20.2 | 1,966 | 53 | 2,536 |
| 17 Mar | 23581.15 | 544 | -135.75 | 20.56 | 3,559 | 2,498 | 2,498 |
| 16 Mar | 23408.80 | 693.75 | -124 | 22.22 | 1,229 | -125 | 1,716 |
| 13 Mar | 23151.10 | 810.65 | 250.2 | 22.54 | 7,767 | 1,871 | 1,871 |
| 12 Mar | 23639.15 | 558.7 | 74.05 | 21.35 | 2,334 | 1,930 | 1,930 |
| 11 Mar | 23866.85 | 502.05 | 189.85 | 21.96 | 987 | 108 | 1,345 |
| 10 Mar | 24261.60 | 307 | -188.8 | 20.04 | 1,096 | 162 | 1,238 |
| 9 Mar | 24028.05 | 503 | 202.85 | 23.39 | 1,792 | 1,088 | 1,088 |
| 6 Mar | 24450.45 | 295.75 | 84.8 | 20.7 | 842 | 234 | 960 |
| 5 Mar | 24765.90 | 211.8 | -103.2 | 19.67 | 801 | -39 | 742 |
| 4 Mar | 24480.50 | 314.5 | 153.85 | 21.11 | 1,523 | 436 | 783 |
| 2 Mar | 24865.70 | 158.45 | 84.55 | 18.03 | 994 | 23 | 338 |
| 27 Feb | 25178.65 | 75.15 | 21.1 | 15.81 | 291 | 132 | 317 |
| 26 Feb | 25496.55 | 54.2 | -6.05 | 16.02 | 141 | 11 | 186 |
| 25 Feb | 25482.50 | 60.3 | -5.5 | 16.25 | 155 | 29 | 174 |
| 24 Feb | 25424.65 | 66.2 | 4.6 | 16.46 | 297 | -68 | 145 |
| 23 Feb | 25713.00 | 61.25 | -7.2 | 17.26 | 234 | 119 | 215 |
| 20 Feb | 25571.25 | 68.45 | -2.45 | 16.76 | 40 | 14 | 96 |
| 19 Feb | 25454.35 | 72.85 | 21.6 | 16.18 | 36 | 11 | 82 |
| 18 Feb | 25819.35 | 50.45 | -6.5 | 16.5 | 15 | 1 | 71 |
| 17 Feb | 25725.40 | 56.95 | -8 | 16.47 | 19 | -13 | 75 |
| 16 Feb | 25682.75 | 64.85 | -12.5 | 16.75 | 27 | 18 | 89 |
| 13 Feb | 25471.10 | 78.2 | 33.35 | 16.23 | 28 | 15 | 67 |
| 12 Feb | 25807.20 | 45 | 4.95 | 15.59 | 14 | 2 | 47 |
| 11 Feb | 25953.85 | 40 | -2.75 | 15.73 | 6 | 3 | 43 |
| 10 Feb | 25935.15 | 42.75 | -3.25 | 15.77 | 5 | 0 | 38 |
| 9 Feb | 25867.30 | 46 | -6.9 | 15.72 | 30 | 16 | 37 |
| 6 Feb | 25693.70 | 52.9 | 1.1 | 15.22 | 1 | 0 | 21 |
| 5 Feb | 25642.80 | 51.8 | 0.4 | 14.94 | 7 | -5 | 21 |
| 4 Feb | 25776.00 | 51.85 | -23.15 | 15.29 | 6 | 3 | 27 |
| 3 Feb | 25727.55 | 75 | -42.4 | 16.52 | 8 | 5 | 27 |
| 2 Feb | 25088.40 | 118.1 | -29.9 | 15.52 | 10 | 1 | 17 |
| 1 Feb | 24825.45 | 148 | 58.15 | 14.97 | 39 | 11 | 12 |
| 30 Jan | 25320.65 | 89.85 | -9.6 | 15.27 | 1 | 0 | 0 |
| 29 Jan | 25418.90 | 99.45 | 0 | 4.6 | 0 | 0 | 0 |
For Nifty - strike price 23600 expiring on 28APR2026
Delta for 23600 PE is -0.25
Historical price for 23600 PE is as follows
On 24 Apr NIFTY was trading at 23871.95. The strike last trading price was 64.75, which was 31.799999999999997 higher than the previous day. The implied volatity was 16.48, the open interest changed by 19956 which increased total open position to 61405
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 31.5, which was 1.6499999999999986 higher than the previous day. The implied volatity was 17.41, the open interest changed by 12897 which increased total open position to 41472
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 27.15, which was -4.850000000000001 lower than the previous day. The implied volatity was 19.15, the open interest changed by -1304 which decreased total open position to 31723
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 31, which was -51.55 lower than the previous day. The implied volatity was 21.95, the open interest changed by 16333 which increased total open position to 33351
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 87.2, which was 13.200000000000003 higher than the previous day. The implied volatity was 23.52, the open interest changed by 1775 which increased total open position to 17066
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 71.1, which was -45.60000000000001 lower than the previous day. The implied volatity was 19.49, the open interest changed by 4825 which increased total open position to 15329
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 122, which was -7.25 lower than the previous day. The implied volatity was 19.98, the open interest changed by 2116 which increased total open position to 10599
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 132.15, which was -159.04999999999998 lower than the previous day. The implied volatity was 20.5, the open interest changed by 709 which increased total open position to 8604
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 288.7, which was 82.1 higher than the previous day. The implied volatity was 21.15, the open interest changed by 4721 which increased total open position to 8384
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 208.25, which was -112.80000000000001 lower than the previous day. The implied volatity was 19.54, the open interest changed by -103 which decreased total open position to 3666
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 320, which was 72.94999999999999 higher than the previous day. The implied volatity was 19.67, the open interest changed by 1259 which increased total open position to 3769
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 234.2, which was -528.45 lower than the previous day. The implied volatity was 20.5, the open interest changed by -3351 which decreased total open position to 2514
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 748.5, which was -105.65 lower than the previous day. The implied volatity was 25.43, the open interest changed by 253 which increased total open position to 2541
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 855.1, which was -191.3 lower than the previous day. The implied volatity was 25.09, the open interest changed by 2242 which increased total open position to 2284
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1052.3, which was -2.95 lower than the previous day. The implied volatity was 25.19, the open interest changed by 2202 which increased total open position to 2244
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1047.35, which was -361 lower than the previous day. The implied volatity was 24.73, the open interest changed by 2217 which increased total open position to 2259
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1366.8, which was 291.55 higher than the previous day. The implied volatity was 28.65, the open interest changed by 2095 which increased total open position to 2338
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1083.95, which was 348 higher than the previous day. The implied volatity was 28.35, the open interest changed by -5429 which decreased total open position to 2511
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 709.3, which was -255.4 lower than the previous day. The implied volatity was 23.67, the open interest changed by 3345 which increased total open position to 3418
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 932.35, which was -347.15 lower than the previous day. The implied volatity was 24.63, the open interest changed by -61 which decreased total open position to 1824
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1302.05, which was 502.75 higher than the previous day. The implied volatity was 27.36, the open interest changed by 1812 which increased total open position to 1889
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 807.5, which was -54.8 lower than the previous day. The implied volatity was 22.94, the open interest changed by 2025 which increased total open position to 2080
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 813.95, which was 363.95 higher than the previous day. The implied volatity was 22.21, the open interest changed by -282 which decreased total open position to 2254
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 444.8, which was -94 lower than the previous day. The implied volatity was 20.2, the open interest changed by 53 which increased total open position to 2536
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 544, which was -135.75 lower than the previous day. The implied volatity was 20.56, the open interest changed by 2498 which increased total open position to 2498
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 693.75, which was -124 lower than the previous day. The implied volatity was 22.22, the open interest changed by -125 which decreased total open position to 1716
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 810.65, which was 250.2 higher than the previous day. The implied volatity was 22.54, the open interest changed by 1871 which increased total open position to 1871
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 558.7, which was 74.05 higher than the previous day. The implied volatity was 21.35, the open interest changed by 1930 which increased total open position to 1930
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 502.05, which was 189.85 higher than the previous day. The implied volatity was 21.96, the open interest changed by 108 which increased total open position to 1345
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 307, which was -188.8 lower than the previous day. The implied volatity was 20.04, the open interest changed by 162 which increased total open position to 1238
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 503, which was 202.85 higher than the previous day. The implied volatity was 23.39, the open interest changed by 1088 which increased total open position to 1088
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 295.75, which was 84.8 higher than the previous day. The implied volatity was 20.7, the open interest changed by 234 which increased total open position to 960
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 211.8, which was -103.2 lower than the previous day. The implied volatity was 19.67, the open interest changed by -39 which decreased total open position to 742
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 314.5, which was 153.85 higher than the previous day. The implied volatity was 21.11, the open interest changed by 436 which increased total open position to 783
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 158.45, which was 84.55 higher than the previous day. The implied volatity was 18.03, the open interest changed by 23 which increased total open position to 338
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 75.15, which was 21.1 higher than the previous day. The implied volatity was 15.81, the open interest changed by 132 which increased total open position to 317
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 54.2, which was -6.05 lower than the previous day. The implied volatity was 16.02, the open interest changed by 11 which increased total open position to 186
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 60.3, which was -5.5 lower than the previous day. The implied volatity was 16.25, the open interest changed by 29 which increased total open position to 174
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 66.2, which was 4.6 higher than the previous day. The implied volatity was 16.46, the open interest changed by -68 which decreased total open position to 145
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 61.25, which was -7.2 lower than the previous day. The implied volatity was 17.26, the open interest changed by 119 which increased total open position to 215
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 68.45, which was -2.45 lower than the previous day. The implied volatity was 16.76, the open interest changed by 14 which increased total open position to 96
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 72.85, which was 21.6 higher than the previous day. The implied volatity was 16.18, the open interest changed by 11 which increased total open position to 82
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 50.45, which was -6.5 lower than the previous day. The implied volatity was 16.5, the open interest changed by 1 which increased total open position to 71
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 56.95, which was -8 lower than the previous day. The implied volatity was 16.47, the open interest changed by -13 which decreased total open position to 75
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 64.85, which was -12.5 lower than the previous day. The implied volatity was 16.75, the open interest changed by 18 which increased total open position to 89
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 78.2, which was 33.35 higher than the previous day. The implied volatity was 16.23, the open interest changed by 15 which increased total open position to 67
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 45, which was 4.95 higher than the previous day. The implied volatity was 15.59, the open interest changed by 2 which increased total open position to 47
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 40, which was -2.75 lower than the previous day. The implied volatity was 15.73, the open interest changed by 3 which increased total open position to 43
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 42.75, which was -3.25 lower than the previous day. The implied volatity was 15.77, the open interest changed by 0 which decreased total open position to 38
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 46, which was -6.9 lower than the previous day. The implied volatity was 15.72, the open interest changed by 16 which increased total open position to 37
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 52.9, which was 1.1 higher than the previous day. The implied volatity was 15.22, the open interest changed by 0 which decreased total open position to 21
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 51.8, which was 0.4 higher than the previous day. The implied volatity was 14.94, the open interest changed by -5 which decreased total open position to 21
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 51.85, which was -23.15 lower than the previous day. The implied volatity was 15.29, the open interest changed by 3 which increased total open position to 27
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 75, which was -42.4 lower than the previous day. The implied volatity was 16.52, the open interest changed by 5 which increased total open position to 27
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 118.1, which was -29.9 lower than the previous day. The implied volatity was 15.52, the open interest changed by 1 which increased total open position to 17
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 148, which was 58.15 higher than the previous day. The implied volatity was 14.97, the open interest changed by 11 which increased total open position to 12
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 89.85, which was -9.6 lower than the previous day. The implied volatity was 15.27, 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 99.45, which was 0 lower than the previous day. The implied volatity was 4.6, the open interest changed by 0 which decreased total open position to 0
