NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:28 PM IST
| NIFTY 28-Apr-2026 (4d) 23700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 0.1
Theta: -19.22
Gamma: 0.00083
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23871.95 | 283.5 | -225.95 | 16.65 | 80,761 | 7,496 | 11,190 | |||||||||
| 23 Apr | 24173.05 | 504.95 | -217.2 | 15.17 | 8,444 | 231 | 3,694 | |||||||||
| 22 Apr | 24378.10 | 723.3 | -197.6500000000001 | 18.35 | 2,339 | -288 | 3,465 | |||||||||
| 21 Apr | 24576.60 | 918.55 | 167.64999999999998 | 17.73 | 1,512 | -176 | 3,739 | |||||||||
| 20 Apr | 24364.85 | 722.6 | -32.19999999999993 | 19.2 | 1,333 | -130 | 3,934 | |||||||||
| 17 Apr | 24353.55 | 768 | 128.70000000000005 | 16.78 | 1,824 | -259 | 4,073 | |||||||||
| 16 Apr | 24196.75 | 628.35 | -63.89999999999998 | 16.53 | 2,791 | -1,126 | 4,353 | |||||||||
| 15 Apr | 24231.30 | 680.1 | 185.8 | 17.94 | 3,122 | -68 | 5,651 | |||||||||
| 13 Apr | 23842.65 | 485.15 | -148.70000000000005 | 20.21 | 26,266 | 2,083 | 5,705 | |||||||||
| 10 Apr | 24050.60 | 642 | 118.35000000000002 | 18.88 | 5,521 | -1,000 | 3,703 | |||||||||
| 9 Apr | 23775.10 | 528.15 | -106.95000000000005 | 21 | 8,598 | 683 | 4,714 | |||||||||
| 8 Apr | 23997.35 | 649.7 | 353.9 | 17.51 | 9,320 | -454 | 4,071 | |||||||||
| 7 Apr | 23123.65 | 310 | 19.65 | 22.22 | 7,434 | 3,854 | 4,653 | |||||||||
| 6 Apr | 22968.25 | 290.1 | 65.95 | 23.61 | 7,443 | 4,701 | 5,054 | |||||||||
| 2 Apr | 22713.10 | 225 | -17.25 | 22.04 | 9,714 | 4,463 | 4,700 | |||||||||
| 1 Apr | 22679.40 | 241.15 | 13.1 | 22.28 | 6,644 | 3,854 | 4,692 | |||||||||
| 30 Mar | 22331.40 | 237 | -131.15 | 25.32 | 7,372 | -2,099 | 3,857 | |||||||||
| 27 Mar | 22819.60 | 368.05 | -148.45 | 23.49 | 4,808 | 254 | 3,547 | |||||||||
| 25 Mar | 23306.45 | 523.6 | 119.4 | 21.26 | 5,149 | 426 | 3,291 | |||||||||
| 24 Mar | 22912.40 | 426.1 | 100.6 | 22.73 | 4,529 | -35 | 2,359 | |||||||||
| 23 Mar | 22512.65 | 320.25 | -136.85 | 24.41 | 3,453 | 2,421 | 2,518 | |||||||||
| 20 Mar | 23114.50 | 455 | 35.35 | 19.72 | 1,696 | 295 | 2,388 | |||||||||
| 19 Mar | 23002.15 | 440 | -261.8 | 19.51 | 3,198 | 211 | 2,090 | |||||||||
| 18 Mar | 23777.80 | 699 | 48.15 | 16.42 | 2,276 | 317 | 2,067 | |||||||||
| 17 Mar | 23581.15 | 646.65 | 42.9 | 18.25 | 2,318 | 1,508 | 1,748 | |||||||||
| 16 Mar | 23408.80 | 594.65 | 49.85 | 19.59 | 1,400 | 86 | 1,050 | |||||||||
| 13 Mar | 23151.10 | 557.85 | -231.6 | 20.25 | 1,500 | 968 | 968 | |||||||||
| 12 Mar | 23639.15 | 773.3 | -153.25 | 19.15 | 1,707 | 854 | 854 | |||||||||
| 11 Mar | 23866.85 | 913.45 | -265.9 | 19.3 | 458 | 270 | 603 | |||||||||
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| 10 Mar | 24261.60 | 1200 | 71.2 | 18.67 | 115 | -5 | 334 | |||||||||
| 9 Mar | 24028.05 | 1110 | -215 | 21.58 | 933 | 305 | 339 | |||||||||
| 6 Mar | 24450.45 | 1325 | -43.15 | 16.98 | 4 | -2 | 34 | |||||||||
| 5 Mar | 24765.90 | 1399.1 | -142.9 | - | 28 | 0 | 0 | |||||||||
| 4 Mar | 24480.50 | 1399.1 | -142.9 | 18.68 | 28 | 14 | 35 | |||||||||
| 2 Mar | 24865.70 | 1542 | -703.45 | 10.24 | 22 | 15 | 18 | |||||||||
| 27 Feb | 25178.65 | 2245.45 | 0 | - | 0 | 0 | 3 | |||||||||
| 26 Feb | 25496.55 | 2245.45 | 0 | - | 0 | 0 | 3 | |||||||||
| 25 Feb | 25482.50 | 2245.45 | 0 | - | 0 | 0 | 3 | |||||||||
| 24 Feb | 25424.65 | 2245.45 | 0 | - | 0 | 0 | 3 | |||||||||
| 23 Feb | 25713.00 | 2245.45 | 0 | - | 2 | 0 | 1 | |||||||||
| 20 Feb | 25571.25 | 2221.15 | 154.2 | - | 2 | 0 | 1 | |||||||||
| 19 Feb | 25454.35 | 2059.3 | -120.55 | - | 2 | 0 | 0 | |||||||||
| 18 Feb | 25819.35 | 2176.75 | -166.05 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 25725.40 | 2176.75 | -166.05 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 25682.75 | 2176.75 | -166.05 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 25471.10 | 2176.75 | -166.05 | - | 3 | 0 | 2 | |||||||||
| 12 Feb | 25807.20 | 2343.85 | -130 | - | 0 | 0 | 2 | |||||||||
| 11 Feb | 25953.85 | 2343.85 | -130 | - | 0 | 0 | 2 | |||||||||
| 10 Feb | 25935.15 | 2343.85 | -130 | - | 0 | 0 | 2 | |||||||||
| 9 Feb | 25867.30 | 2343.85 | -130 | - | 0 | 0 | 2 | |||||||||
| 6 Feb | 25693.70 | 2343.85 | -130 | - | 2 | 0 | 2 | |||||||||
| 5 Feb | 25642.80 | 2473.85 | 652.7 | - | 0 | 0 | 2 | |||||||||
| 4 Feb | 25776.00 | 2473.85 | 652.7 | - | 0 | 0 | 2 | |||||||||
| 3 Feb | 25727.55 | 2473.85 | 652.7 | - | 1 | 0 | 1 | |||||||||
| 2 Feb | 25088.40 | 1816.85 | -134.25 | - | 2 | 0 | 0 | |||||||||
| 1 Feb | 24825.45 | 1951.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 25320.65 | 1951.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 25418.90 | 1951.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23700 expiring on 28APR2026
Delta for 23700 CE is 0.67
Historical price for 23700 CE is as follows
On 24 Apr NIFTY was trading at 23871.95. The strike last trading price was 283.5, which was -225.95 lower than the previous day. The implied volatity was 16.65, the open interest changed by 7496 which increased total open position to 11190
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 504.95, which was -217.2 lower than the previous day. The implied volatity was 15.17, the open interest changed by 231 which increased total open position to 3694
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 723.3, which was -197.6500000000001 lower than the previous day. The implied volatity was 18.35, the open interest changed by -288 which decreased total open position to 3465
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 918.55, which was 167.64999999999998 higher than the previous day. The implied volatity was 17.73, the open interest changed by -176 which decreased total open position to 3739
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 722.6, which was -32.19999999999993 lower than the previous day. The implied volatity was 19.2, the open interest changed by -130 which decreased total open position to 3934
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 768, which was 128.70000000000005 higher than the previous day. The implied volatity was 16.78, the open interest changed by -259 which decreased total open position to 4073
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 628.35, which was -63.89999999999998 lower than the previous day. The implied volatity was 16.53, the open interest changed by -1126 which decreased total open position to 4353
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 680.1, which was 185.8 higher than the previous day. The implied volatity was 17.94, the open interest changed by -68 which decreased total open position to 5651
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 485.15, which was -148.70000000000005 lower than the previous day. The implied volatity was 20.21, the open interest changed by 2083 which increased total open position to 5705
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 642, which was 118.35000000000002 higher than the previous day. The implied volatity was 18.88, the open interest changed by -1000 which decreased total open position to 3703
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 528.15, which was -106.95000000000005 lower than the previous day. The implied volatity was 21, the open interest changed by 683 which increased total open position to 4714
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 649.7, which was 353.9 higher than the previous day. The implied volatity was 17.51, the open interest changed by -454 which decreased total open position to 4071
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 310, which was 19.65 higher than the previous day. The implied volatity was 22.22, the open interest changed by 3854 which increased total open position to 4653
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 290.1, which was 65.95 higher than the previous day. The implied volatity was 23.61, the open interest changed by 4701 which increased total open position to 5054
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 225, which was -17.25 lower than the previous day. The implied volatity was 22.04, the open interest changed by 4463 which increased total open position to 4700
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 241.15, which was 13.1 higher than the previous day. The implied volatity was 22.28, the open interest changed by 3854 which increased total open position to 4692
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 237, which was -131.15 lower than the previous day. The implied volatity was 25.32, the open interest changed by -2099 which decreased total open position to 3857
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 368.05, which was -148.45 lower than the previous day. The implied volatity was 23.49, the open interest changed by 254 which increased total open position to 3547
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 523.6, which was 119.4 higher than the previous day. The implied volatity was 21.26, the open interest changed by 426 which increased total open position to 3291
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 426.1, which was 100.6 higher than the previous day. The implied volatity was 22.73, the open interest changed by -35 which decreased total open position to 2359
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 320.25, which was -136.85 lower than the previous day. The implied volatity was 24.41, the open interest changed by 2421 which increased total open position to 2518
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 455, which was 35.35 higher than the previous day. The implied volatity was 19.72, the open interest changed by 295 which increased total open position to 2388
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 440, which was -261.8 lower than the previous day. The implied volatity was 19.51, the open interest changed by 211 which increased total open position to 2090
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 699, which was 48.15 higher than the previous day. The implied volatity was 16.42, the open interest changed by 317 which increased total open position to 2067
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 646.65, which was 42.9 higher than the previous day. The implied volatity was 18.25, the open interest changed by 1508 which increased total open position to 1748
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 594.65, which was 49.85 higher than the previous day. The implied volatity was 19.59, the open interest changed by 86 which increased total open position to 1050
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 557.85, which was -231.6 lower than the previous day. The implied volatity was 20.25, the open interest changed by 968 which increased total open position to 968
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 773.3, which was -153.25 lower than the previous day. The implied volatity was 19.15, the open interest changed by 854 which increased total open position to 854
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 913.45, which was -265.9 lower than the previous day. The implied volatity was 19.3, the open interest changed by 270 which increased total open position to 603
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1200, which was 71.2 higher than the previous day. The implied volatity was 18.67, the open interest changed by -5 which decreased total open position to 334
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1110, which was -215 lower than the previous day. The implied volatity was 21.58, the open interest changed by 305 which increased total open position to 339
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1325, which was -43.15 lower than the previous day. The implied volatity was 16.98, the open interest changed by -2 which decreased total open position to 34
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1399.1, which was -142.9 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 1399.1, which was -142.9 lower than the previous day. The implied volatity was 18.68, the open interest changed by 14 which increased total open position to 35
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 1542, which was -703.45 lower than the previous day. The implied volatity was 10.24, the open interest changed by 15 which increased total open position to 18
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 2245.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 2245.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 2245.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 2245.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 2245.45, 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 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 2221.15, which was 154.2 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 2059.3, which was -120.55 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 2176.75, which was -166.05 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 2176.75, which was -166.05 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 2176.75, which was -166.05 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 2176.75, which was -166.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 2343.85, which was -130 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 2343.85, which was -130 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 2343.85, which was -130 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 2343.85, which was -130 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 2343.85, which was -130 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 2473.85, which was 652.7 higher 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 2473.85, which was 652.7 higher 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 2473.85, which was 652.7 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 1816.85, which was -134.25 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 1951.1, 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 1951.1, 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 1951.1, 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) 23700 PE | |||||||
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Delta: -0.33
Vega: 0.09
Theta: -15.24
Gamma: 0.00084
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23871.95 | 92.8 | 46.449999999999996 | 16.33 | 10,69,593 | 18,084 | 63,999 |
| 23 Apr | 24173.05 | 45.1 | 5.700000000000003 | 17.2 | 4,49,029 | 19,358 | 46,681 |
| 22 Apr | 24378.10 | 36.3 | -2.3000000000000043 | 18.81 | 3,13,181 | 4,357 | 27,434 |
| 21 Apr | 24576.60 | 38 | -60.25 | 21.5 | 90,659 | 5,814 | 23,102 |
| 20 Apr | 24364.85 | 104.7 | 15.900000000000006 | 23.17 | 46,062 | 3,549 | 17,359 |
| 17 Apr | 24353.55 | 86.15 | -51.849999999999994 | 19.22 | 33,375 | 2,023 | 13,925 |
| 16 Apr | 24196.75 | 143.65 | -4.549999999999983 | 19.7 | 23,815 | 2,076 | 11,909 |
| 15 Apr | 24231.30 | 151.8 | -175.05 | 20.07 | 23,760 | 3,293 | 9,884 |
| 13 Apr | 23842.65 | 319.5 | 86.30000000000001 | 20.76 | 30,942 | 1,554 | 6,534 |
| 10 Apr | 24050.60 | 236.2 | -119.94999999999999 | 19.31 | 17,071 | 1,226 | 4,982 |
| 9 Apr | 23775.10 | 355.9 | 82.29999999999995 | 19.32 | 14,922 | 592 | 3,870 |
| 8 Apr | 23997.35 | 258.5 | -566.45 | 20.03 | 15,405 | 3,232 | 3,285 |
| 7 Apr | 23123.65 | 805 | -109.5 | 25.2 | 652 | 356 | 1,501 |
| 6 Apr | 22968.25 | 915 | -223.1 | 24.81 | 233 | 1,260 | 1,312 |
| 2 Apr | 22713.10 | 1130 | 12.25 | 25.57 | 385 | -184 | 1,279 |
| 1 Apr | 22679.40 | 1111.9 | -352.4 | 24.5 | 538 | 0 | 1,311 |
| 30 Mar | 22331.40 | 1424.3 | 286.85 | 27.93 | 1,349 | 1,370 | 1,414 |
| 27 Mar | 22819.60 | 1142.3 | 364.25 | 28.16 | 1,716 | 1,585 | 1,644 |
| 25 Mar | 23306.45 | 767.9 | -255.05 | 23.76 | 2,284 | 634 | 2,261 |
| 24 Mar | 22912.40 | 1019.2 | -315.7 | 25.56 | 352 | -27 | 1,545 |
| 23 Mar | 22512.65 | 1360 | 507.1 | 27.03 | 763 | -49 | 1,626 |
| 20 Mar | 23114.50 | 855 | -46.05 | 22.62 | 913 | 1,705 | 1,756 |
| 19 Mar | 23002.15 | 854.8 | 374.2 | 21.58 | 1,979 | -373 | 1,635 |
| 18 Mar | 23777.80 | 483 | -93.65 | 20.09 | 3,194 | 1,395 | 2,007 |
| 17 Mar | 23581.15 | 580.3 | -146 | 20.22 | 2,581 | 1,636 | 1,761 |
| 16 Mar | 23408.80 | 733 | -130.95 | 21.83 | 748 | 1,159 | 1,159 |
| 13 Mar | 23151.10 | 849.8 | 254.75 | 22.07 | 3,506 | 1,110 | 1,323 |
| 12 Mar | 23639.15 | 591.1 | 76.4 | 20.97 | 2,565 | 1,751 | 1,751 |
| 11 Mar | 23866.85 | 526 | 194.55 | 21.46 | 2,071 | 258 | 1,541 |
| 10 Mar | 24261.60 | 330.4 | -188.1 | 19.8 | 937 | 1,289 | 1,289 |
| 9 Mar | 24028.05 | 541 | 221.35 | 23.36 | 2,223 | 1,146 | 1,146 |
| 6 Mar | 24450.45 | 313.85 | 87.45 | 20.38 | 492 | 91 | 933 |
| 5 Mar | 24765.90 | 225.55 | -110.3 | 19.38 | 849 | 856 | 856 |
| 4 Mar | 24480.50 | 333.85 | 165.35 | 20.83 | 1,958 | 423 | 1,057 |
| 2 Mar | 24865.70 | 168.25 | 88.85 | 17.67 | 2,568 | 338 | 638 |
| 27 Feb | 25178.65 | 82.1 | 23.2 | 15.58 | 357 | 70 | 308 |
| 26 Feb | 25496.55 | 58.8 | -6.5 | 15.77 | 191 | -4 | 238 |
| 25 Feb | 25482.50 | 65.15 | -5.1 | 15.99 | 235 | 93 | 235 |
| 24 Feb | 25424.65 | 70.15 | 5.2 | 16.13 | 116 | 19 | 143 |
| 23 Feb | 25713.00 | 64.5 | -2.8 | 16.92 | 86 | 32 | 125 |
| 20 Feb | 25571.25 | 67.3 | -9.9 | 16.14 | 36 | 0 | 107 |
| 19 Feb | 25454.35 | 78.65 | 23.65 | 15.95 | 51 | 27 | 105 |
| 18 Feb | 25819.35 | 54.8 | -5.6 | 16.3 | 128 | -82 | 78 |
| 17 Feb | 25725.40 | 60.75 | -7.45 | 16.2 | 352 | 106 | 165 |
| 16 Feb | 25682.75 | 68.2 | -10.7 | 16.42 | 13 | 7 | 58 |
| 13 Feb | 25471.10 | 79.45 | 32.75 | 15.76 | 40 | 21 | 50 |
| 12 Feb | 25807.20 | 46.7 | -3.2 | 15.23 | 5 | 0 | 24 |
| 11 Feb | 25953.85 | 49.9 | -6.1 | - | 0 | 0 | 24 |
| 10 Feb | 25935.15 | 49.9 | -6.1 | - | 0 | 0 | 24 |
| 9 Feb | 25867.30 | 49.9 | -6.1 | 15.53 | 11 | -4 | 24 |
| 6 Feb | 25693.70 | 56 | 0.2 | 14.94 | 6 | 0 | 34 |
| 5 Feb | 25642.80 | 55.8 | -8.2 | 14.72 | 18 | -4 | 34 |
| 4 Feb | 25776.00 | 64 | -64.4 | - | 0 | 0 | 38 |
| 3 Feb | 25727.55 | 64 | -64.4 | 15.41 | 12 | 6 | 38 |
| 2 Feb | 25088.40 | 128.4 | 5.75 | 15.38 | 13 | 0 | 27 |
| 1 Feb | 24825.45 | 122.65 | 25.55 | 13.88 | 40 | 25 | 26 |
| 30 Jan | 25320.65 | 97.1 | -15.65 | 15.09 | 1 | 0 | 0 |
| 29 Jan | 25418.90 | 112.75 | 0 | 4.4 | 0 | 0 | 0 |
For Nifty - strike price 23700 expiring on 28APR2026
Delta for 23700 PE is -0.33
Historical price for 23700 PE is as follows
On 24 Apr NIFTY was trading at 23871.95. The strike last trading price was 92.8, which was 46.449999999999996 higher than the previous day. The implied volatity was 16.33, the open interest changed by 18084 which increased total open position to 63999
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 45.1, which was 5.700000000000003 higher than the previous day. The implied volatity was 17.2, the open interest changed by 19358 which increased total open position to 46681
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 36.3, which was -2.3000000000000043 lower than the previous day. The implied volatity was 18.81, the open interest changed by 4357 which increased total open position to 27434
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 38, which was -60.25 lower than the previous day. The implied volatity was 21.5, the open interest changed by 5814 which increased total open position to 23102
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 104.7, which was 15.900000000000006 higher than the previous day. The implied volatity was 23.17, the open interest changed by 3549 which increased total open position to 17359
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 86.15, which was -51.849999999999994 lower than the previous day. The implied volatity was 19.22, the open interest changed by 2023 which increased total open position to 13925
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 143.65, which was -4.549999999999983 lower than the previous day. The implied volatity was 19.7, the open interest changed by 2076 which increased total open position to 11909
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 151.8, which was -175.05 lower than the previous day. The implied volatity was 20.07, the open interest changed by 3293 which increased total open position to 9884
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 319.5, which was 86.30000000000001 higher than the previous day. The implied volatity was 20.76, the open interest changed by 1554 which increased total open position to 6534
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 236.2, which was -119.94999999999999 lower than the previous day. The implied volatity was 19.31, the open interest changed by 1226 which increased total open position to 4982
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 355.9, which was 82.29999999999995 higher than the previous day. The implied volatity was 19.32, the open interest changed by 592 which increased total open position to 3870
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 258.5, which was -566.45 lower than the previous day. The implied volatity was 20.03, the open interest changed by 3232 which increased total open position to 3285
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 805, which was -109.5 lower than the previous day. The implied volatity was 25.2, the open interest changed by 356 which increased total open position to 1501
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 915, which was -223.1 lower than the previous day. The implied volatity was 24.81, the open interest changed by 1260 which increased total open position to 1312
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1130, which was 12.25 higher than the previous day. The implied volatity was 25.57, the open interest changed by -184 which decreased total open position to 1279
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1111.9, which was -352.4 lower than the previous day. The implied volatity was 24.5, the open interest changed by 0 which decreased total open position to 1311
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1424.3, which was 286.85 higher than the previous day. The implied volatity was 27.93, the open interest changed by 1370 which increased total open position to 1414
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1142.3, which was 364.25 higher than the previous day. The implied volatity was 28.16, the open interest changed by 1585 which increased total open position to 1644
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 767.9, which was -255.05 lower than the previous day. The implied volatity was 23.76, the open interest changed by 634 which increased total open position to 2261
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1019.2, which was -315.7 lower than the previous day. The implied volatity was 25.56, the open interest changed by -27 which decreased total open position to 1545
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1360, which was 507.1 higher than the previous day. The implied volatity was 27.03, the open interest changed by -49 which decreased total open position to 1626
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 855, which was -46.05 lower than the previous day. The implied volatity was 22.62, the open interest changed by 1705 which increased total open position to 1756
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 854.8, which was 374.2 higher than the previous day. The implied volatity was 21.58, the open interest changed by -373 which decreased total open position to 1635
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 483, which was -93.65 lower than the previous day. The implied volatity was 20.09, the open interest changed by 1395 which increased total open position to 2007
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 580.3, which was -146 lower than the previous day. The implied volatity was 20.22, the open interest changed by 1636 which increased total open position to 1761
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 733, which was -130.95 lower than the previous day. The implied volatity was 21.83, the open interest changed by 1159 which increased total open position to 1159
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 849.8, which was 254.75 higher than the previous day. The implied volatity was 22.07, the open interest changed by 1110 which increased total open position to 1323
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 591.1, which was 76.4 higher than the previous day. The implied volatity was 20.97, the open interest changed by 1751 which increased total open position to 1751
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 526, which was 194.55 higher than the previous day. The implied volatity was 21.46, the open interest changed by 258 which increased total open position to 1541
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 330.4, which was -188.1 lower than the previous day. The implied volatity was 19.8, the open interest changed by 1289 which increased total open position to 1289
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 541, which was 221.35 higher than the previous day. The implied volatity was 23.36, the open interest changed by 1146 which increased total open position to 1146
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 313.85, which was 87.45 higher than the previous day. The implied volatity was 20.38, the open interest changed by 91 which increased total open position to 933
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 225.55, which was -110.3 lower than the previous day. The implied volatity was 19.38, the open interest changed by 856 which increased total open position to 856
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 333.85, which was 165.35 higher than the previous day. The implied volatity was 20.83, the open interest changed by 423 which increased total open position to 1057
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 168.25, which was 88.85 higher than the previous day. The implied volatity was 17.67, the open interest changed by 338 which increased total open position to 638
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 82.1, which was 23.2 higher than the previous day. The implied volatity was 15.58, the open interest changed by 70 which increased total open position to 308
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 58.8, which was -6.5 lower than the previous day. The implied volatity was 15.77, the open interest changed by -4 which decreased total open position to 238
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 65.15, which was -5.1 lower than the previous day. The implied volatity was 15.99, the open interest changed by 93 which increased total open position to 235
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 70.15, which was 5.2 higher than the previous day. The implied volatity was 16.13, the open interest changed by 19 which increased total open position to 143
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 64.5, which was -2.8 lower than the previous day. The implied volatity was 16.92, the open interest changed by 32 which increased total open position to 125
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 67.3, which was -9.9 lower than the previous day. The implied volatity was 16.14, the open interest changed by 0 which decreased total open position to 107
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 78.65, which was 23.65 higher than the previous day. The implied volatity was 15.95, the open interest changed by 27 which increased total open position to 105
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 54.8, which was -5.6 lower than the previous day. The implied volatity was 16.3, the open interest changed by -82 which decreased total open position to 78
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 60.75, which was -7.45 lower than the previous day. The implied volatity was 16.2, the open interest changed by 106 which increased total open position to 165
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 68.2, which was -10.7 lower than the previous day. The implied volatity was 16.42, the open interest changed by 7 which increased total open position to 58
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 79.45, which was 32.75 higher than the previous day. The implied volatity was 15.76, the open interest changed by 21 which increased total open position to 50
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 46.7, which was -3.2 lower than the previous day. The implied volatity was 15.23, the open interest changed by 0 which decreased total open position to 24
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 49.9, which was -6.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 49.9, which was -6.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 49.9, which was -6.1 lower than the previous day. The implied volatity was 15.53, the open interest changed by -4 which decreased total open position to 24
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 56, which was 0.2 higher than the previous day. The implied volatity was 14.94, the open interest changed by 0 which decreased total open position to 34
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 55.8, which was -8.2 lower than the previous day. The implied volatity was 14.72, the open interest changed by -4 which decreased total open position to 34
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 64, which was -64.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 64, which was -64.4 lower than the previous day. The implied volatity was 15.41, the open interest changed by 6 which increased total open position to 38
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 128.4, which was 5.75 higher than the previous day. The implied volatity was 15.38, the open interest changed by 0 which decreased total open position to 27
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 122.65, which was 25.55 higher than the previous day. The implied volatity was 13.88, the open interest changed by 25 which increased total open position to 26
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 97.1, which was -15.65 lower than the previous day. The implied volatity was 15.09, 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 112.75, which was 0 lower than the previous day. The implied volatity was 4.4, the open interest changed by 0 which decreased total open position to 0
