Historical option data for NIFTY
21 May 2026 04:10 PM IST
| NIFTY 26-May-2026 (5d) 23600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.57
Vega: 0.11
Theta: -15.44
Gamma: 0.00103
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 21 May | 23654.70 | 188.35 | -49.3 (-20.74%) | 13.36 | 11,39,914 | 21,842 | 70,605 | |||||||||
| 20 May | 23659.00 | 256.35 | 30.35 (13.43%) | 16.9 | 22,39,311 | 12,000 | 49,488 | |||||||||
| 19 May | 23618.00 | 222 | -77.3 (-25.83%) | 15.41 | 1,78,932 | 13,586 | 38,178 | |||||||||
| 18 May | 23649.95 | 304 | -10.45 (-3.32%) | 18.6 | 1,39,506 | 9,729 | 24,554 | |||||||||
| 15 May | 23643.50 | 329.2 | -29.35 (-8.19%) | 17.2 | 38,378 | 286 | 15,191 | |||||||||
| 14 May | 23689.60 | 374.95 | 105.75 (39.28%) | 17.53 | 62,644 | 985 | 15,054 | |||||||||
| 13 May | 23412.60 | 268.35 | -1.55 (-0.57%) | 18.2 | 36,268 | 1,544 | 14,308 | |||||||||
| 12 May | 23379.55 | 285.25 | -226.3 (-44.24%) | 0 | 40,948 | 11,793 | 12,791 | |||||||||
| 11 May | 23815.85 | 500.9 | -264.45 (-34.55%) | 0 | 1,117 | 261 | 1,002 | |||||||||
| 8 May | 24176.15 | 761.8 | -136.45 (-15.19%) | 16.67 | 210 | 41 | 744 | |||||||||
| 7 May | 24326.65 | 899 | -60.8 (-6.33%) | 16.83 | 1,541 | -924 | 704 | |||||||||
| 6 May | 24330.95 | 964.5 | 244.55 (33.97%) | 19.66 | 2,708 | -231 | 1,516 | |||||||||
| 5 May | 24032.80 | 731.5 | -82 (-10.08%) | 18.1 | 1,947 | 1,066 | 1,748 | |||||||||
| 4 May | 24119.30 | 807.7 | 44.55 (5.84%) | 18.89 | 271 | 124 | 682 | |||||||||
| 30 Apr | 23997.55 | 771.25 | -94.15 (-10.88%) | 18.77 | 769 | 168 | 726 | |||||||||
| 29 Apr | 24177.65 | 860.8 | 108.75 (14.46%) | 17.56 | 245 | -36 | 558 | |||||||||
| 28 Apr | 23995.70 | 756.4 | -120.7 (-13.76%) | 17.33 | 319 | 138 | 596 | |||||||||
| 27 Apr | 24092.70 | 880 | 74.05 (9.19%) | 19.67 | 286 | 38 | 459 | |||||||||
| 24 Apr | 23897.95 | 790.7 | -154.9 (-16.38%) | 19.85 | 321 | 105 | 419 | |||||||||
| 23 Apr | 24173.05 | 949 | -173 (-15.42%) | 18.93 | 102 | 7 | 308 | |||||||||
| 22 Apr | 24378.10 | 1122 | -148.9 (-11.72%) | 19.16 | 38 | -7 | 301 | |||||||||
| 21 Apr | 24576.60 | 1268.55 | 133.55 (11.77%) | 18.41 | 46 | -16 | 308 | |||||||||
| 20 Apr | 24364.85 | 1135 | 20.8 (1.87%) | 18.83 | 54 | -7 | 323 | |||||||||
| 17 Apr | 24353.55 | 1117 | 108.4 (10.75%) | 17.72 | 41 | 2 | 330 | |||||||||
| 16 Apr | 24196.75 | 1016 | -58.95 (-5.48%) | 18.09 | 128 | 58 | 328 | |||||||||
| 15 Apr | 24231.30 | 1068.75 | 209.35 (24.36%) | 19.19 | 281 | -69 | 271 | |||||||||
| 13 Apr | 23842.65 | 857 | -127.9 (-12.99%) | 20.1 | 568 | 55 | 338 | |||||||||
| 10 Apr | 24050.60 | 984.3 | 109.2 (12.48%) | 18.61 | 116 | 10 | 283 | |||||||||
| 9 Apr | 23775.10 | 875 | -102.7 (-10.50%) | 20.35 | 143 | 59 | 274 | |||||||||
| 8 Apr | 23997.35 | 992.15 | 398 (66.99%) | 16.34 | 285 | 215 | 215 | |||||||||
| 7 Apr | 23123.65 | 608.9 | 30.7 (5.31%) | 20.13 | 182 | 3 | 263 | |||||||||
| 6 Apr | 22968.25 | 576.2 | 95.45 (19.85%) | 21.26 | 258 | 257 | 257 | |||||||||
| 2 Apr | 22713.10 | 477.8 | -12.8 (-2.61%) | 20.45 | 475 | 294 | 294 | |||||||||
| 1 Apr | 22679.40 | 491.1 | 43 (9.60%) | 20.58 | 221 | 197 | 197 | |||||||||
| 30 Mar | 22331.40 | 458.05 | -150.15 (-24.69%) | 22.68 | 317 | -8 | 168 | |||||||||
| 27 Mar | 22819.60 | 602.85 | -173.25 (-22.32%) | 20.88 | 120 | -26 | 176 | |||||||||
| 25 Mar | 23306.45 | 778 | 145.7 (23.04%) | 18.98 | 272 | 53 | 191 | |||||||||
| 24 Mar | 22912.40 | 637.7 | 97.6 (18.07%) | 19.63 | 69 | 0 | 138 | |||||||||
| 23 Mar | 22512.65 | 541.1 | -160.1 (-22.83%) | 22.13 | 291 | 44 | 139 | |||||||||
| 20 Mar | 23114.50 | 701 | 55.1 (8.53%) | 18.17 | 167 | -1 | 93 | |||||||||
| 19 Mar | 23002.15 | 693.65 | -297.35 (-30.01%) | 18.37 | 319 | 67 | 94 | |||||||||
| 18 Mar | 23777.80 | 991 | 91.25 (10.14%) | 15.81 | 23 | 0 | 29 | |||||||||
| 17 Mar | 23581.15 | 899.75 | 19.3 (2.19%) | 16.59 | 27 | 0 | 28 | |||||||||
| 16 Mar | 23408.80 | 876.85 | 87.25 (11.05%) | 18.75 | 36 | 1 | 28 | |||||||||
| 13 Mar | 23151.10 | 789.4 | -260.6 (-24.82%) | 18.44 | 45 | 10 | 26 | |||||||||
| 12 Mar | 23639.15 | 1050 | -124.6 (-10.61%) | 18.04 | 64 | 10 | 12 | |||||||||
| 11 Mar | 23866.85 | 1171.95 | -185.2 (-13.65%) | 17.47 | 2 | 0 | 2 | |||||||||
| 10 Mar | 24261.60 | 1357.15 | -196.35 (-12.64%) | 13.53 | 2 | 0 | 1 | |||||||||
| 9 Mar | 24028.05 | 1553.5 | -742.4 (-32.34%) | - | 0 | 0 | 1 | |||||||||
| 6 Mar | 24450.45 | 1553.5 | -742.4 (-32.34%) | - | 0 | 0 | 1 | |||||||||
| 5 Mar | 24765.90 | 1553.5 | -742.4 (-32.34%) | - | 2 | 1 | 0 | |||||||||
| 4 Mar | 24480.50 | 1553.5 | -742.4 (-32.34%) | 13.45 | 2 | 1 | 1 | |||||||||
| 2 Mar | 24865.70 | 2295.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23600 expiring on 26MAY2026
Delta for 23600 CE is 0.57
Historical price for 23600 CE is as follows
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 188.35, which was -49.3 lower than the previous day. The implied volatity was 13.36, the open interest changed by 21842 which increased total open position to 70605
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 256.35, which was 30.35 higher than the previous day. The implied volatity was 16.9, the open interest changed by 12000 which increased total open position to 49488
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 222, which was -77.3 lower than the previous day. The implied volatity was 15.41, the open interest changed by 13586 which increased total open position to 38178
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 304, which was -10.45 lower than the previous day. The implied volatity was 18.6, the open interest changed by 9729 which increased total open position to 24554
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 329.2, which was -29.35 lower than the previous day. The implied volatity was 17.2, the open interest changed by 286 which increased total open position to 15191
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 374.95, which was 105.75 higher than the previous day. The implied volatity was 17.53, the open interest changed by 985 which increased total open position to 15054
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 268.35, which was -1.55 lower than the previous day. The implied volatity was 18.2, the open interest changed by 1544 which increased total open position to 14308
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 285.25, which was -226.3 lower than the previous day. The implied volatity was 0, the open interest changed by 11793 which increased total open position to 12791
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 500.9, which was -264.45 lower than the previous day. The implied volatity was 0, the open interest changed by 261 which increased total open position to 1002
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 761.8, which was -136.45 lower than the previous day. The implied volatity was 16.67, the open interest changed by 41 which increased total open position to 744
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 899, which was -60.8 lower than the previous day. The implied volatity was 16.83, the open interest changed by -924 which decreased total open position to 704
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 964.5, which was 244.55 higher than the previous day. The implied volatity was 19.66, the open interest changed by -231 which decreased total open position to 1516
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 731.5, which was -82 lower than the previous day. The implied volatity was 18.1, the open interest changed by 1066 which increased total open position to 1748
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 807.7, which was 44.55 higher than the previous day. The implied volatity was 18.89, the open interest changed by 124 which increased total open position to 682
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 771.25, which was -94.15 lower than the previous day. The implied volatity was 18.77, the open interest changed by 168 which increased total open position to 726
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 860.8, which was 108.75 higher than the previous day. The implied volatity was 17.56, the open interest changed by -36 which decreased total open position to 558
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 756.4, which was -120.7 lower than the previous day. The implied volatity was 17.33, the open interest changed by 138 which increased total open position to 596
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 880, which was 74.05 higher than the previous day. The implied volatity was 19.67, the open interest changed by 38 which increased total open position to 459
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 790.7, which was -154.9 lower than the previous day. The implied volatity was 19.85, the open interest changed by 105 which increased total open position to 419
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 949, which was -173 lower than the previous day. The implied volatity was 18.93, the open interest changed by 7 which increased total open position to 308
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1122, which was -148.9 lower than the previous day. The implied volatity was 19.16, the open interest changed by -7 which decreased total open position to 301
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1268.55, which was 133.55 higher than the previous day. The implied volatity was 18.41, the open interest changed by -16 which decreased total open position to 308
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1135, which was 20.8 higher than the previous day. The implied volatity was 18.83, the open interest changed by -7 which decreased total open position to 323
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1117, which was 108.4 higher than the previous day. The implied volatity was 17.72, the open interest changed by 2 which increased total open position to 330
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1016, which was -58.95 lower than the previous day. The implied volatity was 18.09, the open interest changed by 58 which increased total open position to 328
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1068.75, which was 209.35 higher than the previous day. The implied volatity was 19.19, the open interest changed by -69 which decreased total open position to 271
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 857, which was -127.9 lower than the previous day. The implied volatity was 20.1, the open interest changed by 55 which increased total open position to 338
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 984.3, which was 109.2 higher than the previous day. The implied volatity was 18.61, the open interest changed by 10 which increased total open position to 283
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 875, which was -102.7 lower than the previous day. The implied volatity was 20.35, the open interest changed by 59 which increased total open position to 274
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 992.15, which was 398 higher than the previous day. The implied volatity was 16.34, the open interest changed by 215 which increased total open position to 215
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 608.9, which was 30.7 higher than the previous day. The implied volatity was 20.13, the open interest changed by 3 which increased total open position to 263
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 576.2, which was 95.45 higher than the previous day. The implied volatity was 21.26, the open interest changed by 257 which increased total open position to 257
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 477.8, which was -12.8 lower than the previous day. The implied volatity was 20.45, the open interest changed by 294 which increased total open position to 294
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 491.1, which was 43 higher than the previous day. The implied volatity was 20.58, the open interest changed by 197 which increased total open position to 197
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 458.05, which was -150.15 lower than the previous day. The implied volatity was 22.68, the open interest changed by -8 which decreased total open position to 168
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 602.85, which was -173.25 lower than the previous day. The implied volatity was 20.88, the open interest changed by -26 which decreased total open position to 176
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 778, which was 145.7 higher than the previous day. The implied volatity was 18.98, the open interest changed by 53 which increased total open position to 191
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 637.7, which was 97.6 higher than the previous day. The implied volatity was 19.63, the open interest changed by 0 which decreased total open position to 138
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 541.1, which was -160.1 lower than the previous day. The implied volatity was 22.13, the open interest changed by 44 which increased total open position to 139
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 701, which was 55.1 higher than the previous day. The implied volatity was 18.17, the open interest changed by -1 which decreased total open position to 93
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 693.65, which was -297.35 lower than the previous day. The implied volatity was 18.37, the open interest changed by 67 which increased total open position to 94
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 991, which was 91.25 higher than the previous day. The implied volatity was 15.81, the open interest changed by 0 which decreased total open position to 29
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 899.75, which was 19.3 higher than the previous day. The implied volatity was 16.59, the open interest changed by 0 which decreased total open position to 28
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 876.85, which was 87.25 higher than the previous day. The implied volatity was 18.75, the open interest changed by 1 which increased total open position to 28
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 789.4, which was -260.6 lower than the previous day. The implied volatity was 18.44, the open interest changed by 10 which increased total open position to 26
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1050, which was -124.6 lower than the previous day. The implied volatity was 18.04, the open interest changed by 10 which increased total open position to 12
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1171.95, which was -185.2 lower than the previous day. The implied volatity was 17.47, the open interest changed by 0 which decreased total open position to 2
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1357.15, which was -196.35 lower than the previous day. The implied volatity was 13.53, the open interest changed by 0 which decreased total open position to 1
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1553.5, which was -742.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1553.5, which was -742.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1553.5, which was -742.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 1553.5, which was -742.4 lower than the previous day. The implied volatity was 13.45, the open interest changed by 1 which increased total open position to 1
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 2295.9, 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 26-May-2026 (5d) 23600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 0.11
Theta: -15.58
Gamma: 0.00082
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 21 May | 23654.70 | 159.15 | -16.2 (-9.24%) | 16.77 | 16,25,410 | 9,522 | 86,886 |
| 20 May | 23659.00 | 156.1 | -59.65 (-27.65%) | 15.85 | 15,74,841 | 30,562 | 80,903 |
| 19 May | 23618.00 | 219.35 | -26.4 (-10.74%) | 17.62 | 2,44,795 | 20,012 | 52,127 |
| 18 May | 23649.95 | 242.1 | -27.35 (-10.15%) | 19.54 | 1,39,685 | 10,165 | 33,475 |
| 15 May | 23643.50 | 260 | 10.05 (4.02%) | 18.09 | 62,590 | 1,886 | 23,543 |
| 14 May | 23689.60 | 237.9 | -161.25 (-40.40%) | 17.32 | 59,919 | 4,476 | 22,069 |
| 13 May | 23412.60 | 386.8 | -41.2 (-9.63%) | 0 | 29,746 | 1,024 | 17,621 |
| 12 May | 23379.55 | 408.1 | 173.65 (74.07%) | 0 | 46,823 | 9,097 | 16,636 |
| 11 May | 23815.85 | 236.25 | 111.15 (88.85%) | 0 | 10,515 | 867 | 7,543 |
| 8 May | 24176.15 | 126.7 | 28.05 (28.43%) | 16.95 | 8,273 | 682 | 6,689 |
| 7 May | 24326.65 | 92.95 | -10.5 (-10.15%) | 16.48 | 10,174 | 265 | 6,057 |
| 6 May | 24330.95 | 97.4 | -106.55 (-52.24%) | 16.43 | 14,174 | 758 | 5,818 |
| 5 May | 24032.80 | 196.45 | -5.05 (-2.51%) | 17.74 | 5,915 | 431 | 5,070 |
| 4 May | 24119.30 | 202.35 | -54.05 (-21.08%) | 18.68 | 7,508 | 378 | 4,651 |
| 30 Apr | 23997.55 | 240.55 | 35.75 (17.46%) | 18.13 | 7,093 | -34 | 4,239 |
| 29 Apr | 24177.65 | 209 | -67.55 (-24.43%) | 17.96 | 8,350 | 472 | 4,276 |
| 28 Apr | 23995.70 | 277.45 | 21.45 (8.38%) | 18.68 | 4,414 | 565 | 3,783 |
| 27 Apr | 24092.70 | 254 | -102.2 (-28.69%) | 18.63 | 3,689 | 490 | 3,232 |
| 24 Apr | 23897.95 | 353.55 | 72.1 (25.62%) | 19.15 | 2,449 | 155 | 2,753 |
| 23 Apr | 24173.05 | 281.4 | 55.6 (24.62%) | 19.31 | 2,471 | 207 | 2,603 |
| 22 Apr | 24378.10 | 225 | 49.55 (28.24%) | 19.15 | 3,506 | 1,518 | 2,398 |
| 21 Apr | 24576.60 | 173.75 | -77.6 (-30.87%) | 18.78 | 1,299 | 120 | 891 |
| 20 Apr | 24364.85 | 262.35 | 35.95 (15.88%) | 19.76 | 1,506 | 19 | 770 |
| 17 Apr | 24353.55 | 224 | -61.85 (-21.64%) | 18.04 | 871 | 235 | 753 |
| 16 Apr | 24196.75 | 288.85 | -10.65 (-3.56%) | 18.48 | 572 | 29 | 520 |
| 15 Apr | 24231.30 | 303.9 | -157.7 (-34.16%) | 19.05 | 860 | -55 | 492 |
| 13 Apr | 23842.65 | 465 | 102.9 (28.42%) | 19.6 | 1,151 | 117 | 539 |
| 10 Apr | 24050.60 | 365.25 | -111.75 (-23.43%) | 18.48 | 455 | 11 | 411 |
| 9 Apr | 23775.10 | 472 | 71.95 (17.99%) | 18.44 | 573 | 77 | 401 |
| 8 Apr | 23997.35 | 394.7 | -499.6 (-55.86%) | 20.37 | 519 | 323 | 323 |
| 7 Apr | 23123.65 | 867.25 | -128.75 (-12.93%) | 23.25 | 67 | 188 | 188 |
| 6 Apr | 22968.25 | 996 | -119 (-10.67%) | 24.19 | 20 | 160 | 160 |
| 2 Apr | 22713.10 | 1115 | -2.05 (-0.18%) | 22.94 | 31 | 157 | 157 |
| 1 Apr | 22679.40 | 1117 | -314 (-21.94%) | 22.92 | 34 | 162 | 162 |
| 30 Mar | 22331.40 | 1399.95 | 267.7 (23.64%) | 25.3 | 62 | 16 | 139 |
| 27 Mar | 22819.60 | 1133.7 | 331.85 (41.39%) | 25.05 | 145 | 124 | 124 |
| 25 Mar | 23306.45 | 790.7 | -223.8 (-22.06%) | 22 | 229 | 94 | 182 |
| 24 Mar | 22912.40 | 994.35 | -288.1 (-22.46%) | 22.75 | 97 | -27 | 88 |
| 23 Mar | 22512.65 | 1299.75 | 450.4 (53.03%) | 23.85 | 93 | 38 | 115 |
| 20 Mar | 23114.50 | 865 | -79.6 (-8.43%) | 21.41 | 98 | 11 | 78 |
| 19 Mar | 23002.15 | 876.85 | 356.4 (68.48%) | 21.09 | 170 | -15 | 68 |
| 18 Mar | 23777.80 | 520.45 | -87.7 (-14.42%) | 19.34 | 76 | 31 | 85 |
| 17 Mar | 23581.15 | 607.85 | -116.1 (-16.04%) | 19.49 | 78 | 21 | 53 |
| 16 Mar | 23408.80 | 744 | -113.35 (-13.22%) | 20.67 | 54 | -16 | 31 |
| 13 Mar | 23151.10 | 847.6 | 216.55 (34.32%) | 20.92 | 130 | -1 | 46 |
| 12 Mar | 23639.15 | 636.7 | 554.05 (670.36%) | 20.64 | 135 | 46 | 46 |
| 11 Mar | 23866.85 | 82.65 | 0 (0.00%) | 1.63 | 0 | 0 | 0 |
| 10 Mar | 24261.60 | 82.65 | 0 (0.00%) | 2.55 | 0 | 0 | 0 |
| 9 Mar | 24028.05 | 82.65 | 0 (0.00%) | 1.96 | 0 | 0 | 0 |
| 6 Mar | 24450.45 | 82.65 | 0 (0.00%) | 2.9 | 0 | 0 | 0 |
| 5 Mar | 24765.90 | 82.65 | 0 (0.00%) | 3.42 | 0 | 0 | 0 |
| 4 Mar | 24480.50 | 82.65 | 0 (0.00%) | 2.9 | 0 | 0 | 0 |
| 2 Mar | 24865.70 | 82.65 | 0 (0.00%) | 3.61 | 0 | 0 | 0 |
For Nifty - strike price 23600 expiring on 26MAY2026
Delta for 23600 PE is -0.44
Historical price for 23600 PE is as follows
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 159.15, which was -16.2 lower than the previous day. The implied volatity was 16.77, the open interest changed by 9522 which increased total open position to 86886
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 156.1, which was -59.65 lower than the previous day. The implied volatity was 15.85, the open interest changed by 30562 which increased total open position to 80903
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 219.35, which was -26.4 lower than the previous day. The implied volatity was 17.62, the open interest changed by 20012 which increased total open position to 52127
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 242.1, which was -27.35 lower than the previous day. The implied volatity was 19.54, the open interest changed by 10165 which increased total open position to 33475
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 260, which was 10.05 higher than the previous day. The implied volatity was 18.09, the open interest changed by 1886 which increased total open position to 23543
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 237.9, which was -161.25 lower than the previous day. The implied volatity was 17.32, the open interest changed by 4476 which increased total open position to 22069
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 386.8, which was -41.2 lower than the previous day. The implied volatity was 0, the open interest changed by 1024 which increased total open position to 17621
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 408.1, which was 173.65 higher than the previous day. The implied volatity was 0, the open interest changed by 9097 which increased total open position to 16636
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 236.25, which was 111.15 higher than the previous day. The implied volatity was 0, the open interest changed by 867 which increased total open position to 7543
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 126.7, which was 28.05 higher than the previous day. The implied volatity was 16.95, the open interest changed by 682 which increased total open position to 6689
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 92.95, which was -10.5 lower than the previous day. The implied volatity was 16.48, the open interest changed by 265 which increased total open position to 6057
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 97.4, which was -106.55 lower than the previous day. The implied volatity was 16.43, the open interest changed by 758 which increased total open position to 5818
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 196.45, which was -5.05 lower than the previous day. The implied volatity was 17.74, the open interest changed by 431 which increased total open position to 5070
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 202.35, which was -54.05 lower than the previous day. The implied volatity was 18.68, the open interest changed by 378 which increased total open position to 4651
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 240.55, which was 35.75 higher than the previous day. The implied volatity was 18.13, the open interest changed by -34 which decreased total open position to 4239
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 209, which was -67.55 lower than the previous day. The implied volatity was 17.96, the open interest changed by 472 which increased total open position to 4276
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 277.45, which was 21.45 higher than the previous day. The implied volatity was 18.68, the open interest changed by 565 which increased total open position to 3783
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 254, which was -102.2 lower than the previous day. The implied volatity was 18.63, the open interest changed by 490 which increased total open position to 3232
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 353.55, which was 72.1 higher than the previous day. The implied volatity was 19.15, the open interest changed by 155 which increased total open position to 2753
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 281.4, which was 55.6 higher than the previous day. The implied volatity was 19.31, the open interest changed by 207 which increased total open position to 2603
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 225, which was 49.55 higher than the previous day. The implied volatity was 19.15, the open interest changed by 1518 which increased total open position to 2398
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 173.75, which was -77.6 lower than the previous day. The implied volatity was 18.78, the open interest changed by 120 which increased total open position to 891
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 262.35, which was 35.95 higher than the previous day. The implied volatity was 19.76, the open interest changed by 19 which increased total open position to 770
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 224, which was -61.85 lower than the previous day. The implied volatity was 18.04, the open interest changed by 235 which increased total open position to 753
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 288.85, which was -10.65 lower than the previous day. The implied volatity was 18.48, the open interest changed by 29 which increased total open position to 520
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 303.9, which was -157.7 lower than the previous day. The implied volatity was 19.05, the open interest changed by -55 which decreased total open position to 492
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 465, which was 102.9 higher than the previous day. The implied volatity was 19.6, the open interest changed by 117 which increased total open position to 539
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 365.25, which was -111.75 lower than the previous day. The implied volatity was 18.48, the open interest changed by 11 which increased total open position to 411
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 472, which was 71.95 higher than the previous day. The implied volatity was 18.44, the open interest changed by 77 which increased total open position to 401
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 394.7, which was -499.6 lower than the previous day. The implied volatity was 20.37, the open interest changed by 323 which increased total open position to 323
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 867.25, which was -128.75 lower than the previous day. The implied volatity was 23.25, the open interest changed by 188 which increased total open position to 188
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 996, which was -119 lower than the previous day. The implied volatity was 24.19, the open interest changed by 160 which increased total open position to 160
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1115, which was -2.05 lower than the previous day. The implied volatity was 22.94, the open interest changed by 157 which increased total open position to 157
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1117, which was -314 lower than the previous day. The implied volatity was 22.92, the open interest changed by 162 which increased total open position to 162
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1399.95, which was 267.7 higher than the previous day. The implied volatity was 25.3, the open interest changed by 16 which increased total open position to 139
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1133.7, which was 331.85 higher than the previous day. The implied volatity was 25.05, the open interest changed by 124 which increased total open position to 124
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 790.7, which was -223.8 lower than the previous day. The implied volatity was 22, the open interest changed by 94 which increased total open position to 182
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 994.35, which was -288.1 lower than the previous day. The implied volatity was 22.75, the open interest changed by -27 which decreased total open position to 88
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1299.75, which was 450.4 higher than the previous day. The implied volatity was 23.85, the open interest changed by 38 which increased total open position to 115
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 865, which was -79.6 lower than the previous day. The implied volatity was 21.41, the open interest changed by 11 which increased total open position to 78
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 876.85, which was 356.4 higher than the previous day. The implied volatity was 21.09, the open interest changed by -15 which decreased total open position to 68
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 520.45, which was -87.7 lower than the previous day. The implied volatity was 19.34, the open interest changed by 31 which increased total open position to 85
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 607.85, which was -116.1 lower than the previous day. The implied volatity was 19.49, the open interest changed by 21 which increased total open position to 53
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 744, which was -113.35 lower than the previous day. The implied volatity was 20.67, the open interest changed by -16 which decreased total open position to 31
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 847.6, which was 216.55 higher than the previous day. The implied volatity was 20.92, the open interest changed by -1 which decreased total open position to 46
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 636.7, which was 554.05 higher than the previous day. The implied volatity was 20.64, the open interest changed by 46 which increased total open position to 46
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 82.65, which was 0 lower than the previous day. The implied volatity was 1.63, the open interest changed by 0 which decreased total open position to 0
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 82.65, which was 0 lower than the previous day. The implied volatity was 2.55, the open interest changed by 0 which decreased total open position to 0
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 82.65, which was 0 lower than the previous day. The implied volatity was 1.96, the open interest changed by 0 which decreased total open position to 0
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 82.65, which was 0 lower than the previous day. The implied volatity was 2.9, the open interest changed by 0 which decreased total open position to 0
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 82.65, which was 0 lower than the previous day. The implied volatity was 3.42, 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 82.65, which was 0 lower than the previous day. The implied volatity was 2.9, the open interest changed by 0 which decreased total open position to 0
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 82.65, which was 0 lower than the previous day. The implied volatity was 3.61, the open interest changed by 0 which decreased total open position to 0
