NIFTY
Nifty
Historical option data for NIFTY
14 May 2026 04:10 PM IST
| NIFTY 19-May-2026 (4d) 23700 CE | ||||||||||||||||
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Delta: 0.51
Vega: 0.11
Theta: -18.94
Gamma: 0.00085
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 May | 23689.60 | 191.2 | 74.79999999999998 (64.26%) | 16.36 | 18,66,680 | 23,534 | 61,343 | |||||||||
| 13 May | 23412.60 | 114.8 | -11.350000000000009 (-9.00%) | 17.48 | 10,84,661 | 3,077 | 38,354 | |||||||||
| 12 May | 23379.55 | 137 | -212 (-60.74%) | 17.99 | 2,55,665 | 33,614 | 35,514 | |||||||||
| 11 May | 23815.85 | 336.9 | -276.80000000000007 (-45.10%) | 0 | 9,457 | 1,562 | 1,900 | |||||||||
| 8 May | 24176.15 | 602.45 | -143 (-19.18%) | 16 | 456 | 150 | 338 | |||||||||
| 7 May | 24326.65 | 753.7 | -55 (-6.80%) | 17.22 | 319 | -80 | 190 | |||||||||
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| 6 May | 24330.95 | 816.8 | 254.79999999999995 (45.34%) | 20.36 | 742 | 92 | 281 | |||||||||
| 5 May | 24032.80 | 565.1 | -91.79999999999995 (-13.97%) | 17.31 | 349 | 78 | 172 | |||||||||
| 4 May | 24119.30 | 656.9 | 36.799999999999955 (5.93%) | 18.99 | 37 | 66 | 94 | |||||||||
| 30 Apr | 23997.55 | 630 | -50 (-7.35%) | 18.77 | 372 | 59 | 87 | |||||||||
| 29 Apr | 24177.65 | 680 | -40.10000000000002 (-5.57%) | 16.79 | 5 | 0 | 28 | |||||||||
| 28 Apr | 23995.70 | 720.1 | 0 (0.00%) | 19.06 | 0 | 0 | 28 | |||||||||
| 27 Apr | 24092.70 | 720.1 | 45.10000000000002 (6.68%) | 19.06 | 14 | 0 | 31 | |||||||||
| 24 Apr | 23897.95 | 675 | 12.299999999999955 (1.86%) | 20.6 | 64 | 30 | 30 | |||||||||
| 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 23700 expiring on 19MAY2026
Delta for 23700 CE is 0.51
Historical price for 23700 CE is as follows
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 191.2, which was 74.79999999999998 higher than the previous day. The implied volatity was 16.36, the open interest changed by 23534 which increased total open position to 61343
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 114.8, which was -11.350000000000009 lower than the previous day. The implied volatity was 17.48, the open interest changed by 3077 which increased total open position to 38354
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 137, which was -212 lower than the previous day. The implied volatity was 17.99, the open interest changed by 33614 which increased total open position to 35514
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 336.9, which was -276.80000000000007 lower than the previous day. The implied volatity was 0, the open interest changed by 1562 which increased total open position to 1900
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 602.45, which was -143 lower than the previous day. The implied volatity was 16, the open interest changed by 150 which increased total open position to 338
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 753.7, which was -55 lower than the previous day. The implied volatity was 17.22, the open interest changed by -80 which decreased total open position to 190
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 816.8, which was 254.79999999999995 higher than the previous day. The implied volatity was 20.36, the open interest changed by 92 which increased total open position to 281
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 565.1, which was -91.79999999999995 lower than the previous day. The implied volatity was 17.31, the open interest changed by 78 which increased total open position to 172
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 656.9, which was 36.799999999999955 higher than the previous day. The implied volatity was 18.99, the open interest changed by 66 which increased total open position to 94
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 630, which was -50 lower than the previous day. The implied volatity was 18.77, the open interest changed by 59 which increased total open position to 87
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 680, which was -40.10000000000002 lower than the previous day. The implied volatity was 16.79, the open interest changed by 0 which decreased total open position to 28
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 720.1, which was 0 lower than the previous day. The implied volatity was 19.06, the open interest changed by 0 which decreased total open position to 28
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 720.1, which was 45.10000000000002 higher than the previous day. The implied volatity was 19.06, the open interest changed by 0 which decreased total open position to 31
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 675, which was 12.299999999999955 higher than the previous day. The implied volatity was 20.6, the open interest changed by 30 which increased total open position to 30
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 (4d) 23700 PE | |||||||
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Delta: -0.49
Vega: 0.11
Theta: -12.94
Gamma: 0.00099
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 May | 23689.60 | 156.6 | -197.00000000000003 (-55.71%) | 14.09 | 14,09,285 | 53,042 | 74,304 |
| 13 May | 23412.60 | 342.7 | -51.400000000000034 (-13.04%) | 0 | 1,58,054 | 307 | 22,195 |
| 12 May | 23379.55 | 372 | 194.9 (110.05%) | 17.23 | 1,86,823 | 6,142 | 22,900 |
| 11 May | 23815.85 | 180.25 | 97.65 (118.22%) | 17.33 | 67,068 | 8,042 | 16,813 |
| 8 May | 24176.15 | 83 | 20.799999999999997 (33.44%) | 15.77 | 24,165 | 3,430 | 8,777 |
| 7 May | 24326.65 | 56.05 | -12.400000000000006 (-18.12%) | 15.35 | 14,608 | 1,861 | 5,380 |
| 6 May | 24330.95 | 62.45 | -96.7 (-60.76%) | 15.45 | 13,827 | 2,610 | 3,637 |
| 5 May | 24032.80 | 153 | -11.400000000000006 (-6.93%) | 16.67 | 2,436 | 688 | 1,033 |
| 4 May | 24119.30 | 167.35 | -63.05000000000001 (-27.37%) | 18.27 | 1,078 | 60 | 345 |
| 30 Apr | 23997.55 | 216.3 | 34.25 (18.81%) | 17.7 | 999 | 38 | 323 |
| 29 Apr | 24177.65 | 185.7 | -61.55000000000001 (-24.89%) | 17.69 | 461 | 127 | 287 |
| 28 Apr | 23995.70 | 247.45 | 13 (5.54%) | 17.97 | 231 | 5 | 158 |
| 27 Apr | 24092.70 | 233.8 | -114.44999999999999 (-32.86%) | 18.22 | 81 | 0 | 153 |
| 24 Apr | 23897.95 | 345 | 75.60000000000002 (28.06%) | 19.11 | 366 | -27 | 153 |
| 23 Apr | 24173.05 | 270 | 62.5 (30.12%) | 19.45 | 623 | 167 | 183 |
| 22 Apr | 24378.10 | 207.5 | 32.19999999999999 (18.37%) | 19.69 | 22 | 2 | 15 |
| 21 Apr | 24576.60 | 175.3 | -70.89999999999998 (-28.80%) | 19.6 | 9 | -1 | 13 |
| 20 Apr | 24364.85 | 254.3 | -134.09999999999997 (-34.53%) | 20.06 | 30 | 10 | 10 |
| 17 Apr | 24353.55 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 24196.75 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 23700 expiring on 19MAY2026
Delta for 23700 PE is -0.49
Historical price for 23700 PE is as follows
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 156.6, which was -197.00000000000003 lower than the previous day. The implied volatity was 14.09, the open interest changed by 53042 which increased total open position to 74304
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 342.7, which was -51.400000000000034 lower than the previous day. The implied volatity was 0, the open interest changed by 307 which increased total open position to 22195
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 372, which was 194.9 higher than the previous day. The implied volatity was 17.23, the open interest changed by 6142 which increased total open position to 22900
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 180.25, which was 97.65 higher than the previous day. The implied volatity was 17.33, the open interest changed by 8042 which increased total open position to 16813
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 83, which was 20.799999999999997 higher than the previous day. The implied volatity was 15.77, the open interest changed by 3430 which increased total open position to 8777
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 56.05, which was -12.400000000000006 lower than the previous day. The implied volatity was 15.35, the open interest changed by 1861 which increased total open position to 5380
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 62.45, which was -96.7 lower than the previous day. The implied volatity was 15.45, the open interest changed by 2610 which increased total open position to 3637
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 153, which was -11.400000000000006 lower than the previous day. The implied volatity was 16.67, the open interest changed by 688 which increased total open position to 1033
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 167.35, which was -63.05000000000001 lower than the previous day. The implied volatity was 18.27, the open interest changed by 60 which increased total open position to 345
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 216.3, which was 34.25 higher than the previous day. The implied volatity was 17.7, the open interest changed by 38 which increased total open position to 323
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 185.7, which was -61.55000000000001 lower than the previous day. The implied volatity was 17.69, the open interest changed by 127 which increased total open position to 287
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 247.45, which was 13 higher than the previous day. The implied volatity was 17.97, the open interest changed by 5 which increased total open position to 158
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 233.8, which was -114.44999999999999 lower than the previous day. The implied volatity was 18.22, the open interest changed by 0 which decreased total open position to 153
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 345, which was 75.60000000000002 higher than the previous day. The implied volatity was 19.11, the open interest changed by -27 which decreased total open position to 153
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 270, which was 62.5 higher than the previous day. The implied volatity was 19.45, the open interest changed by 167 which increased total open position to 183
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 207.5, which was 32.19999999999999 higher than the previous day. The implied volatity was 19.69, the open interest changed by 2 which increased total open position to 15
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 175.3, which was -70.89999999999998 lower than the previous day. The implied volatity was 19.6, the open interest changed by -1 which decreased total open position to 13
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 254.3, which was -134.09999999999997 lower than the previous day. The implied volatity was 20.06, the open interest changed by 10 which increased total open position to 10
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
