NIFTY
Nifty
Historical option data for NIFTY
12 May 2026 04:10 PM IST
| NIFTY 19-May-2026 (6d) 23650 CE | ||||||||||||||||
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Delta: 0
Vega: 0
Theta: 0
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 May | 23379.55 | 154.2 | -227.8 (-59.63%) | 0 | 1,06,208 | 13,508 | 13,898 | |||||||||
| 11 May | 23815.85 | 371.95 | -264.09999999999997 (-41.52%) | 0 | 1,475 | 308 | 381 | |||||||||
| 8 May | 24176.15 | 636.05 | -196.95000000000005 (-23.64%) | 15.95 | 44 | 22 | 73 | |||||||||
| 7 May | 24326.65 | 832.95 | -0.049999999999954525 (-0.01%) | 20.19 | 0 | 0 | 51 | |||||||||
| 6 May | 24330.95 | 832.95 | 244.75 (41.61%) | 20.19 | 154 | -35 | 52 | |||||||||
| 5 May | 24032.80 | 600.65 | -31.950000000000045 (-5.05%) | 17.46 | 73 | 41 | 87 | |||||||||
| 4 May | 24119.30 | 632.6 | 104.30000000000007 (19.74%) | 19.4 | 35 | -8 | 45 | |||||||||
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| 30 Apr | 23997.55 | 528.3 | -151.30000000000007 (-22.26%) | 18.08 | 52 | 47 | 48 | |||||||||
| 29 Apr | 24177.65 | 679.6 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 28 Apr | 23995.70 | 679.6 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 27 Apr | 24092.70 | 679.6 | 0 (0.00%) | 19.58 | 0 | 0 | 1 | |||||||||
| 24 Apr | 23897.95 | 679.6 | -12 (-1.74%) | 19.58 | 1 | 0 | 0 | |||||||||
| 23 Apr | 24173.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 24378.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 24576.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 24364.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 24353.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 24196.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23650 expiring on 19MAY2026
Delta for 23650 CE is 0
Historical price for 23650 CE is as follows
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 154.2, which was -227.8 lower than the previous day. The implied volatity was 0, the open interest changed by 13508 which increased total open position to 13898
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 371.95, which was -264.09999999999997 lower than the previous day. The implied volatity was 0, the open interest changed by 308 which increased total open position to 381
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 636.05, which was -196.95000000000005 lower than the previous day. The implied volatity was 15.95, the open interest changed by 22 which increased total open position to 73
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 832.95, which was -0.049999999999954525 lower than the previous day. The implied volatity was 20.19, the open interest changed by 0 which decreased total open position to 51
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 832.95, which was 244.75 higher than the previous day. The implied volatity was 20.19, the open interest changed by -35 which decreased total open position to 52
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 600.65, which was -31.950000000000045 lower than the previous day. The implied volatity was 17.46, the open interest changed by 41 which increased total open position to 87
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 632.6, which was 104.30000000000007 higher than the previous day. The implied volatity was 19.4, the open interest changed by -8 which decreased total open position to 45
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 528.3, which was -151.30000000000007 lower than the previous day. The implied volatity was 18.08, the open interest changed by 47 which increased total open position to 48
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 679.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 679.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 679.6, which was 0 lower than the previous day. The implied volatity was 19.58, the open interest changed by 0 which decreased total open position to 1
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 679.6, which was -12 lower than the previous day. The implied volatity was 19.58, the open interest changed by 0 which decreased total open position to 0
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTY 19-May-2026 (6d) 23650 PE | |||||||
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Delta: -0.63
Vega: 0.13
Theta: -12.59
Gamma: 0.00066
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 May | 23379.55 | 340.05 | 179.4 (111.67%) | 17.28 | 93,531 | 6,539 | 8,554 |
| 11 May | 23815.85 | 161.25 | 88.3 (121.04%) | 0 | 12,715 | 876 | 1,991 |
| 8 May | 24176.15 | 73 | 18.35 (33.58%) | 15.71 | 4,067 | 341 | 1,126 |
| 7 May | 24326.65 | 49.55 | -12.350000000000001 (-19.95%) | 15.49 | 2,516 | 333 | 784 |
| 6 May | 24330.95 | 57.85 | -85.6 (-59.67%) | 15.79 | 2,530 | 355 | 467 |
| 5 May | 24032.80 | 140.3 | -14.649999999999977 (-9.45%) | 16.81 | 289 | 24 | 97 |
| 4 May | 24119.30 | 149.9 | -62.099999999999994 (-29.29%) | 17.94 | 241 | 31 | 73 |
| 30 Apr | 23997.55 | 203.85 | 31.349999999999994 (18.17%) | 17.84 | 242 | 31 | 73 |
| 29 Apr | 24177.65 | 173.2 | -63.20000000000002 (-26.73%) | 17.62 | 46 | 18 | 41 |
| 28 Apr | 23995.70 | 236.05 | 7.800000000000011 (3.42%) | 18.12 | 4 | 2 | 21 |
| 27 Apr | 24092.70 | 228.8 | -100.39999999999998 (-30.50%) | 18.76 | 8 | 2 | 14 |
| 24 Apr | 23897.95 | 329.2 | 74.39999999999998 (29.20%) | 19.15 | 17 | -8 | 13 |
| 23 Apr | 24173.05 | 254.8 | 51.20000000000002 (25.15%) | 19.92 | 1 | 0 | 22 |
| 22 Apr | 24378.10 | 203.6 | 37.599999999999994 (22.65%) | 19.69 | 2 | -1 | 21 |
| 21 Apr | 24576.60 | 166 | -77 (-31.69%) | 19.34 | 1 | 0 | 21 |
| 20 Apr | 24364.85 | 244.45 | -123.10000000000002 (-33.49%) | 20.28 | 21 | 19 | 19 |
| 17 Apr | 24353.55 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 24196.75 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 23650 expiring on 19MAY2026
Delta for 23650 PE is -0.63
Historical price for 23650 PE is as follows
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 340.05, which was 179.4 higher than the previous day. The implied volatity was 17.28, the open interest changed by 6539 which increased total open position to 8554
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 161.25, which was 88.3 higher than the previous day. The implied volatity was 0, the open interest changed by 876 which increased total open position to 1991
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 73, which was 18.35 higher than the previous day. The implied volatity was 15.71, the open interest changed by 341 which increased total open position to 1126
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 49.55, which was -12.350000000000001 lower than the previous day. The implied volatity was 15.49, the open interest changed by 333 which increased total open position to 784
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 57.85, which was -85.6 lower than the previous day. The implied volatity was 15.79, the open interest changed by 355 which increased total open position to 467
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 140.3, which was -14.649999999999977 lower than the previous day. The implied volatity was 16.81, the open interest changed by 24 which increased total open position to 97
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 149.9, which was -62.099999999999994 lower than the previous day. The implied volatity was 17.94, the open interest changed by 31 which increased total open position to 73
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 203.85, which was 31.349999999999994 higher than the previous day. The implied volatity was 17.84, the open interest changed by 31 which increased total open position to 73
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 173.2, which was -63.20000000000002 lower than the previous day. The implied volatity was 17.62, the open interest changed by 18 which increased total open position to 41
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 236.05, which was 7.800000000000011 higher than the previous day. The implied volatity was 18.12, the open interest changed by 2 which increased total open position to 21
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 228.8, which was -100.39999999999998 lower than the previous day. The implied volatity was 18.76, the open interest changed by 2 which increased total open position to 14
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 329.2, which was 74.39999999999998 higher than the previous day. The implied volatity was 19.15, the open interest changed by -8 which decreased total open position to 13
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 254.8, which was 51.20000000000002 higher than the previous day. The implied volatity was 19.92, the open interest changed by 0 which decreased total open position to 22
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 203.6, which was 37.599999999999994 higher than the previous day. The implied volatity was 19.69, the open interest changed by -1 which decreased total open position to 21
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 166, which was -77 lower than the previous day. The implied volatity was 19.34, the open interest changed by 0 which decreased total open position to 21
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 244.45, which was -123.10000000000002 lower than the previous day. The implied volatity was 20.28, the open interest changed by 19 which increased total open position to 19
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
