NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:31 PM IST
| NIFTY 28-Apr-2026 (4d) 23750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 0.1
Theta: -19.88
Gamma: 0.00088
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23869.65 | 247.2 | -220.05 | 16.44 | 47,366 | 5,052 | 5,776 | |||||||||
| 23 Apr | 24173.05 | 463.75 | -218.70000000000005 | 15.19 | 1,745 | 149 | 726 | |||||||||
| 22 Apr | 24378.10 | 679.95 | -196.19999999999993 | 18.8 | 226 | -54 | 577 | |||||||||
| 21 Apr | 24576.60 | 875 | 161.45000000000005 | 18.67 | 270 | -9 | 632 | |||||||||
| 20 Apr | 24364.85 | 678.95 | -30.84999999999991 | 19.2 | 230 | -26 | 646 | |||||||||
| 17 Apr | 24353.55 | 727.65 | 130.60000000000002 | 17.13 | 180 | -23 | 671 | |||||||||
| 16 Apr | 24196.75 | 595 | -55.049999999999955 | 16.45 | 292 | -32 | 694 | |||||||||
| 15 Apr | 24231.30 | 642.45 | 180.25000000000006 | 18.01 | 952 | -238 | 725 | |||||||||
| 13 Apr | 23842.65 | 452.55 | -146.95 | 20.03 | 3,973 | 390 | 982 | |||||||||
| 10 Apr | 24050.60 | 603.3 | 108.69999999999993 | 18.32 | 891 | -279 | 595 | |||||||||
| 9 Apr | 23775.10 | 496.55 | -94.94999999999999 | 20.79 | 2,797 | 292 | 874 | |||||||||
| 8 Apr | 23997.35 | 611.05 | 332.85 | 17.23 | 1,194 | -82 | 581 | |||||||||
| 7 Apr | 23123.65 | 286.65 | 16.6 | 21.92 | 989 | 460 | 671 | |||||||||
| 6 Apr | 22968.25 | 270.15 | 59.5 | 23.39 | 974 | 10 | 782 | |||||||||
| 2 Apr | 22713.10 | 207.45 | -19.8 | 21.8 | 1,195 | 781 | 781 | |||||||||
| 1 Apr | 22679.40 | 228.05 | 12.95 | 22.28 | 653 | 37 | 498 | |||||||||
| 30 Mar | 22331.40 | 220 | -129.8 | 25.04 | 911 | 461 | 461 | |||||||||
| 27 Mar | 22819.60 | 338.95 | -156.05 | 22.97 | 460 | 555 | 590 | |||||||||
| 25 Mar | 23306.45 | 492.75 | 106.1 | 20.99 | 495 | 372 | 372 | |||||||||
| 24 Mar | 22912.40 | 401.95 | 92.3 | 22.5 | 624 | 504 | 504 | |||||||||
| 23 Mar | 22512.65 | 304.9 | -131.45 | 24.34 | 848 | 225 | 561 | |||||||||
| 20 Mar | 23114.50 | 429.5 | 23.5 | 19.52 | 376 | 336 | 336 | |||||||||
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| 19 Mar | 23002.15 | 419.4 | -253.85 | 19.46 | 479 | 380 | 380 | |||||||||
| 18 Mar | 23777.80 | 664.4 | 43.65 | 16.23 | 480 | -33 | 276 | |||||||||
| 17 Mar | 23581.15 | 618.2 | 53.3 | 18.13 | 120 | 305 | 305 | |||||||||
| 16 Mar | 23408.80 | 560.35 | 38.15 | 19.23 | 711 | 17 | 340 | |||||||||
| 13 Mar | 23151.10 | 536.85 | -218.9 | 20.25 | 751 | 322 | 322 | |||||||||
| 12 Mar | 23639.15 | 749.55 | -178.55 | 19.22 | 176 | 78 | 78 | |||||||||
| 11 Mar | 23866.85 | 928.1 | -181.3 | 20.58 | 40 | 44 | 44 | |||||||||
| 10 Mar | 24261.60 | 1109.4 | 22.05 | 16.79 | 34 | 42 | 42 | |||||||||
| 9 Mar | 24028.05 | 1078.3 | -326.9 | 21.53 | 118 | 49 | 49 | |||||||||
| 6 Mar | 24450.45 | 1405.2 | 6 | - | 0 | 0 | 3 | |||||||||
| 5 Mar | 24765.90 | 1405.2 | 6 | 12.39 | 2 | 1 | 2 | |||||||||
| 4 Mar | 24480.50 | 1399.2 | -614.2 | 19.85 | 1 | 0 | 1 | |||||||||
| 2 Mar | 24865.70 | 2013.4 | -260.45 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 25178.65 | 2013.4 | -260.45 | - | 0 | 0 | 1 | |||||||||
| 26 Feb | 25496.55 | 2013.4 | -260.45 | - | 0 | 0 | 1 | |||||||||
| 25 Feb | 25482.50 | 2013.4 | -260.45 | - | 1 | 0 | 1 | |||||||||
| 24 Feb | 25424.65 | 2013.4 | -260.45 | 1.05 | 1 | 0 | 0 | |||||||||
| 23 Feb | 25713.00 | 2273.85 | 95.35 | - | 2 | 1 | 1 | |||||||||
| 20 Feb | 25571.25 | 2173.65 | 98 | - | 2 | 0 | 1 | |||||||||
| 19 Feb | 25454.35 | 2066 | -203.25 | 0.39 | 2 | 0 | 1 | |||||||||
| 18 Feb | 25819.35 | 2269.25 | 125.8 | - | 0 | 0 | 1 | |||||||||
| 17 Feb | 25725.40 | 2269.25 | 125.8 | - | 0 | 0 | 1 | |||||||||
| 16 Feb | 25682.75 | 2269.25 | 125.8 | - | 1 | 0 | 1 | |||||||||
| 13 Feb | 25471.10 | 2144.95 | -149.05 | - | 2 | -1 | 1 | |||||||||
| 12 Feb | 25807.20 | 2298.85 | 12.4 | - | 0 | 0 | 2 | |||||||||
| 11 Feb | 25953.85 | 2298.85 | 12.4 | - | 0 | 0 | 2 | |||||||||
| 10 Feb | 25935.15 | 2298.85 | 12.4 | - | 0 | 0 | 2 | |||||||||
| 9 Feb | 25867.30 | 2298.85 | 12.4 | - | 0 | 0 | 2 | |||||||||
| 6 Feb | 25693.70 | 2298.85 | 12.4 | - | 2 | 0 | 2 | |||||||||
| 5 Feb | 25642.80 | 2292.8 | -108.2 | - | 2 | 0 | 2 | |||||||||
| 4 Feb | 25776.00 | 2406.35 | -25.8 | - | 2 | 0 | 2 | |||||||||
| 3 Feb | 25727.55 | 2432.15 | 643.2 | - | 1 | 0 | 1 | |||||||||
| 2 Feb | 25088.40 | 1784.5 | -124.5 | - | 2 | 0 | 0 | |||||||||
| 1 Feb | 24825.45 | 1909 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 25320.65 | 1909 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 25418.90 | 1909 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23750 expiring on 28APR2026
Delta for 23750 CE is 0.63
Historical price for 23750 CE is as follows
On 24 Apr NIFTY was trading at 23869.65. The strike last trading price was 247.2, which was -220.05 lower than the previous day. The implied volatity was 16.44, the open interest changed by 5052 which increased total open position to 5776
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 463.75, which was -218.70000000000005 lower than the previous day. The implied volatity was 15.19, the open interest changed by 149 which increased total open position to 726
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 679.95, which was -196.19999999999993 lower than the previous day. The implied volatity was 18.8, the open interest changed by -54 which decreased total open position to 577
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 875, which was 161.45000000000005 higher than the previous day. The implied volatity was 18.67, the open interest changed by -9 which decreased total open position to 632
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 678.95, which was -30.84999999999991 lower than the previous day. The implied volatity was 19.2, the open interest changed by -26 which decreased total open position to 646
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 727.65, which was 130.60000000000002 higher than the previous day. The implied volatity was 17.13, the open interest changed by -23 which decreased total open position to 671
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 595, which was -55.049999999999955 lower than the previous day. The implied volatity was 16.45, the open interest changed by -32 which decreased total open position to 694
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 642.45, which was 180.25000000000006 higher than the previous day. The implied volatity was 18.01, the open interest changed by -238 which decreased total open position to 725
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 452.55, which was -146.95 lower than the previous day. The implied volatity was 20.03, the open interest changed by 390 which increased total open position to 982
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 603.3, which was 108.69999999999993 higher than the previous day. The implied volatity was 18.32, the open interest changed by -279 which decreased total open position to 595
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 496.55, which was -94.94999999999999 lower than the previous day. The implied volatity was 20.79, the open interest changed by 292 which increased total open position to 874
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 611.05, which was 332.85 higher than the previous day. The implied volatity was 17.23, the open interest changed by -82 which decreased total open position to 581
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 286.65, which was 16.6 higher than the previous day. The implied volatity was 21.92, the open interest changed by 460 which increased total open position to 671
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 270.15, which was 59.5 higher than the previous day. The implied volatity was 23.39, the open interest changed by 10 which increased total open position to 782
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 207.45, which was -19.8 lower than the previous day. The implied volatity was 21.8, the open interest changed by 781 which increased total open position to 781
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 228.05, which was 12.95 higher than the previous day. The implied volatity was 22.28, the open interest changed by 37 which increased total open position to 498
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 220, which was -129.8 lower than the previous day. The implied volatity was 25.04, the open interest changed by 461 which increased total open position to 461
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 338.95, which was -156.05 lower than the previous day. The implied volatity was 22.97, the open interest changed by 555 which increased total open position to 590
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 492.75, which was 106.1 higher than the previous day. The implied volatity was 20.99, the open interest changed by 372 which increased total open position to 372
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 401.95, which was 92.3 higher than the previous day. The implied volatity was 22.5, the open interest changed by 504 which increased total open position to 504
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 304.9, which was -131.45 lower than the previous day. The implied volatity was 24.34, the open interest changed by 225 which increased total open position to 561
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 429.5, which was 23.5 higher than the previous day. The implied volatity was 19.52, the open interest changed by 336 which increased total open position to 336
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 419.4, which was -253.85 lower than the previous day. The implied volatity was 19.46, the open interest changed by 380 which increased total open position to 380
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 664.4, which was 43.65 higher than the previous day. The implied volatity was 16.23, the open interest changed by -33 which decreased total open position to 276
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 618.2, which was 53.3 higher than the previous day. The implied volatity was 18.13, the open interest changed by 305 which increased total open position to 305
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 560.35, which was 38.15 higher than the previous day. The implied volatity was 19.23, the open interest changed by 17 which increased total open position to 340
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 536.85, which was -218.9 lower than the previous day. The implied volatity was 20.25, the open interest changed by 322 which increased total open position to 322
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 749.55, which was -178.55 lower than the previous day. The implied volatity was 19.22, the open interest changed by 78 which increased total open position to 78
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 928.1, which was -181.3 lower than the previous day. The implied volatity was 20.58, the open interest changed by 44 which increased total open position to 44
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1109.4, which was 22.05 higher than the previous day. The implied volatity was 16.79, the open interest changed by 42 which increased total open position to 42
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1078.3, which was -326.9 lower than the previous day. The implied volatity was 21.53, the open interest changed by 49 which increased total open position to 49
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1405.2, which was 6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1405.2, which was 6 higher than the previous day. The implied volatity was 12.39, the open interest changed by 1 which increased total open position to 2
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 1399.2, which was -614.2 lower than the previous day. The implied volatity was 19.85, the open interest changed by 0 which decreased total open position to 1
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 2013.4, which was -260.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 2013.4, which was -260.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 2013.4, which was -260.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 2013.4, which was -260.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 2013.4, which was -260.45 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 2273.85, which was 95.35 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 2173.65, which was 98 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 2066, which was -203.25 lower than the previous day. The implied volatity was 0.39, the open interest changed by 0 which decreased total open position to 1
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 2269.25, which was 125.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 2269.25, which was 125.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 2269.25, which was 125.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 2144.95, which was -149.05 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 2298.85, which was 12.4 higher 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 2298.85, which was 12.4 higher 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 2298.85, which was 12.4 higher 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 2298.85, which was 12.4 higher 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 2298.85, which was 12.4 higher 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 2292.8, which was -108.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 2406.35, which was -25.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 2432.15, which was 643.2 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 1784.5, which was -124.5 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 1909, 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 1909, 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 1909, 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) 23750 PE | |||||||
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Delta: -0.37
Vega: 0.1
Theta: -15.99
Gamma: 0.00089
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23869.65 | 110.3 | 55.5 | 16.19 | 8,19,863 | 22,623 | 33,407 |
| 23 Apr | 24173.05 | 53.5 | 8.200000000000003 | 17.16 | 2,42,323 | 2,208 | 10,960 |
| 22 Apr | 24378.10 | 41.45 | -1.1499999999999986 | 18.59 | 1,83,224 | 2,725 | 8,804 |
| 21 Apr | 24576.60 | 41.75 | -66.35 | 21.11 | 19,103 | 2,449 | 5,897 |
| 20 Apr | 24364.85 | 111.45 | 14.549999999999997 | 22.82 | 16,725 | 1,783 | 4,196 |
| 17 Apr | 24353.55 | 93.4 | -54.349999999999994 | 19.02 | 8,803 | 302 | 2,411 |
| 16 Apr | 24196.75 | 156.2 | -3.3500000000000227 | 19.54 | 5,855 | 301 | 2,124 |
| 15 Apr | 24231.30 | 165 | -180.45 | 19.92 | 4,916 | 507 | 1,824 |
| 13 Apr | 23842.65 | 341.05 | 95.20000000000002 | 20.63 | 4,352 | 419 | 1,333 |
| 10 Apr | 24050.60 | 244.1 | -129.85 | 18.77 | 3,531 | -241 | 914 |
| 9 Apr | 23775.10 | 375 | 85.30000000000001 | 19.11 | 3,207 | 224 | 1,154 |
| 8 Apr | 23997.35 | 273.65 | -586.35 | 19.89 | 2,679 | 787 | 940 |
| 7 Apr | 23123.65 | 860 | -352.1 | 26.21 | 65 | 404 | 569 |
| 6 Apr | 22968.25 | 1212.1 | -312.9 | 37.2 | 5 | 561 | 571 |
| 2 Apr | 22713.10 | 1525 | 359.05 | 41.62 | 1 | 302 | 571 |
| 1 Apr | 22679.40 | 1165.95 | -340.55 | 25.34 | 29 | 562 | 572 |
| 30 Mar | 22331.40 | 1478.15 | 279.3 | 28.72 | 119 | 571 | 582 |
| 27 Mar | 22819.60 | 1289.1 | 491.35 | 32.58 | 306 | -202 | 561 |
| 25 Mar | 23306.45 | 791.7 | -269.55 | 23.62 | 850 | 761 | 772 |
| 24 Mar | 22912.40 | 1061.25 | -311.4 | 25.94 | 43 | 203 | 204 |
| 23 Mar | 22512.65 | 1391.35 | 511.4 | 26.88 | 107 | -33 | 219 |
| 20 Mar | 23114.50 | 876.9 | -74.05 | 22.38 | 158 | 196 | 252 |
| 19 Mar | 23002.15 | 896.75 | 398 | 22.04 | 288 | 275 | 288 |
| 18 Mar | 23777.80 | 501.85 | -98.75 | 20 | 392 | 280 | 280 |
| 17 Mar | 23581.15 | 599.1 | -124 | 20.07 | 320 | 195 | 195 |
| 16 Mar | 23408.80 | 736.5 | -149.45 | 21.13 | 139 | -108 | 260 |
| 13 Mar | 23151.10 | 876.45 | 264.15 | 22.02 | 737 | 188 | 368 |
| 12 Mar | 23639.15 | 607.1 | 78.35 | 20.76 | 409 | 334 | 334 |
| 11 Mar | 23866.85 | 544.1 | 189.95 | 21.38 | 292 | 82 | 356 |
| 10 Mar | 24261.60 | 337 | -198.15 | 19.52 | 123 | 10 | 273 |
| 9 Mar | 24028.05 | 547.45 | 219.15 | 22.97 | 545 | 17 | 263 |
| 6 Mar | 24450.45 | 333.9 | 104.1 | 20.56 | 237 | -1 | 245 |
| 5 Mar | 24765.90 | 233.9 | -110.6 | 19.26 | 161 | 10 | 248 |
| 4 Mar | 24480.50 | 340 | 157.15 | 20.56 | 410 | 155 | 240 |
| 2 Mar | 24865.70 | 177.8 | 90.35 | 17.67 | 171 | 6 | 83 |
| 27 Feb | 25178.65 | 87.35 | 19.1 | 15.55 | 16 | 0 | 77 |
| 26 Feb | 25496.55 | 68.25 | -0.45 | 16.08 | 9 | 0 | 77 |
| 25 Feb | 25482.50 | 69.1 | -7.45 | 15.95 | 149 | 33 | 77 |
| 24 Feb | 25424.65 | 75.65 | 7.7 | 16.16 | 17 | -12 | 43 |
| 23 Feb | 25713.00 | 67.95 | -1.95 | 16.86 | 18 | 11 | 58 |
| 20 Feb | 25571.25 | 69.9 | -11.2 | 16.02 | 21 | -2 | 44 |
| 19 Feb | 25454.35 | 81.1 | 24.2 | 15.81 | 11 | 4 | 41 |
| 18 Feb | 25819.35 | 56.9 | -6.5 | 16.18 | 11 | -6 | 32 |
| 17 Feb | 25725.40 | 63.4 | -15.65 | 16.11 | 2 | -1 | 38 |
| 16 Feb | 25682.75 | 79.05 | -2.7 | 16.78 | 11 | 8 | 39 |
| 13 Feb | 25471.10 | 81.75 | 33.3 | 15.61 | 16 | 10 | 31 |
| 12 Feb | 25807.20 | 48.45 | 4.35 | 15.12 | 4 | 1 | 20 |
| 11 Feb | 25953.85 | 45.15 | -0.95 | 15.43 | 17 | 15 | 19 |
| 10 Feb | 25935.15 | 46.1 | -4.1 | 15.32 | 1 | 0 | 3 |
| 9 Feb | 25867.30 | 50.2 | -5.55 | 15.31 | 5 | 0 | 8 |
| 6 Feb | 25693.70 | 55.75 | -2.3 | 14.68 | 6 | -5 | 9 |
| 5 Feb | 25642.80 | 58.05 | 0.8 | 14.62 | 7 | -5 | 14 |
| 4 Feb | 25776.00 | 57.75 | -26.95 | 14.96 | 2 | -1 | 20 |
| 3 Feb | 25727.55 | 84.7 | -47.55 | 16.28 | 11 | 4 | 16 |
| 2 Feb | 25088.40 | 132.2 | -12.8 | 15.24 | 5 | 0 | 12 |
| 1 Feb | 24825.45 | 145 | 46.95 | 14.27 | 19 | 10 | 11 |
| 30 Jan | 25320.65 | 98.05 | -21.85 | 14.86 | 1 | 0 | 0 |
| 29 Jan | 25418.90 | 119.9 | 0 | 4.31 | 0 | 0 | 0 |
For Nifty - strike price 23750 expiring on 28APR2026
Delta for 23750 PE is -0.37
Historical price for 23750 PE is as follows
On 24 Apr NIFTY was trading at 23869.65. The strike last trading price was 110.3, which was 55.5 higher than the previous day. The implied volatity was 16.19, the open interest changed by 22623 which increased total open position to 33407
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 53.5, which was 8.200000000000003 higher than the previous day. The implied volatity was 17.16, the open interest changed by 2208 which increased total open position to 10960
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 41.45, which was -1.1499999999999986 lower than the previous day. The implied volatity was 18.59, the open interest changed by 2725 which increased total open position to 8804
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 41.75, which was -66.35 lower than the previous day. The implied volatity was 21.11, the open interest changed by 2449 which increased total open position to 5897
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 111.45, which was 14.549999999999997 higher than the previous day. The implied volatity was 22.82, the open interest changed by 1783 which increased total open position to 4196
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 93.4, which was -54.349999999999994 lower than the previous day. The implied volatity was 19.02, the open interest changed by 302 which increased total open position to 2411
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 156.2, which was -3.3500000000000227 lower than the previous day. The implied volatity was 19.54, the open interest changed by 301 which increased total open position to 2124
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 165, which was -180.45 lower than the previous day. The implied volatity was 19.92, the open interest changed by 507 which increased total open position to 1824
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 341.05, which was 95.20000000000002 higher than the previous day. The implied volatity was 20.63, the open interest changed by 419 which increased total open position to 1333
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 244.1, which was -129.85 lower than the previous day. The implied volatity was 18.77, the open interest changed by -241 which decreased total open position to 914
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 375, which was 85.30000000000001 higher than the previous day. The implied volatity was 19.11, the open interest changed by 224 which increased total open position to 1154
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 273.65, which was -586.35 lower than the previous day. The implied volatity was 19.89, the open interest changed by 787 which increased total open position to 940
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 860, which was -352.1 lower than the previous day. The implied volatity was 26.21, the open interest changed by 404 which increased total open position to 569
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1212.1, which was -312.9 lower than the previous day. The implied volatity was 37.2, the open interest changed by 561 which increased total open position to 571
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1525, which was 359.05 higher than the previous day. The implied volatity was 41.62, the open interest changed by 302 which increased total open position to 571
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1165.95, which was -340.55 lower than the previous day. The implied volatity was 25.34, the open interest changed by 562 which increased total open position to 572
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1478.15, which was 279.3 higher than the previous day. The implied volatity was 28.72, the open interest changed by 571 which increased total open position to 582
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1289.1, which was 491.35 higher than the previous day. The implied volatity was 32.58, the open interest changed by -202 which decreased total open position to 561
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 791.7, which was -269.55 lower than the previous day. The implied volatity was 23.62, the open interest changed by 761 which increased total open position to 772
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1061.25, which was -311.4 lower than the previous day. The implied volatity was 25.94, the open interest changed by 203 which increased total open position to 204
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1391.35, which was 511.4 higher than the previous day. The implied volatity was 26.88, the open interest changed by -33 which decreased total open position to 219
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 876.9, which was -74.05 lower than the previous day. The implied volatity was 22.38, the open interest changed by 196 which increased total open position to 252
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 896.75, which was 398 higher than the previous day. The implied volatity was 22.04, the open interest changed by 275 which increased total open position to 288
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 501.85, which was -98.75 lower than the previous day. The implied volatity was 20, the open interest changed by 280 which increased total open position to 280
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 599.1, which was -124 lower than the previous day. The implied volatity was 20.07, the open interest changed by 195 which increased total open position to 195
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 736.5, which was -149.45 lower than the previous day. The implied volatity was 21.13, the open interest changed by -108 which decreased total open position to 260
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 876.45, which was 264.15 higher than the previous day. The implied volatity was 22.02, the open interest changed by 188 which increased total open position to 368
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 607.1, which was 78.35 higher than the previous day. The implied volatity was 20.76, the open interest changed by 334 which increased total open position to 334
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 544.1, which was 189.95 higher than the previous day. The implied volatity was 21.38, the open interest changed by 82 which increased total open position to 356
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 337, which was -198.15 lower than the previous day. The implied volatity was 19.52, the open interest changed by 10 which increased total open position to 273
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 547.45, which was 219.15 higher than the previous day. The implied volatity was 22.97, the open interest changed by 17 which increased total open position to 263
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 333.9, which was 104.1 higher than the previous day. The implied volatity was 20.56, the open interest changed by -1 which decreased total open position to 245
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 233.9, which was -110.6 lower than the previous day. The implied volatity was 19.26, the open interest changed by 10 which increased total open position to 248
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 340, which was 157.15 higher than the previous day. The implied volatity was 20.56, the open interest changed by 155 which increased total open position to 240
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 177.8, which was 90.35 higher than the previous day. The implied volatity was 17.67, the open interest changed by 6 which increased total open position to 83
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 87.35, which was 19.1 higher than the previous day. The implied volatity was 15.55, the open interest changed by 0 which decreased total open position to 77
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 68.25, which was -0.45 lower than the previous day. The implied volatity was 16.08, the open interest changed by 0 which decreased total open position to 77
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 69.1, which was -7.45 lower than the previous day. The implied volatity was 15.95, the open interest changed by 33 which increased total open position to 77
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 75.65, which was 7.7 higher than the previous day. The implied volatity was 16.16, the open interest changed by -12 which decreased total open position to 43
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 67.95, which was -1.95 lower than the previous day. The implied volatity was 16.86, the open interest changed by 11 which increased total open position to 58
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 69.9, which was -11.2 lower than the previous day. The implied volatity was 16.02, the open interest changed by -2 which decreased total open position to 44
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 81.1, which was 24.2 higher than the previous day. The implied volatity was 15.81, the open interest changed by 4 which increased total open position to 41
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 56.9, which was -6.5 lower than the previous day. The implied volatity was 16.18, the open interest changed by -6 which decreased total open position to 32
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 63.4, which was -15.65 lower than the previous day. The implied volatity was 16.11, the open interest changed by -1 which decreased total open position to 38
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 79.05, which was -2.7 lower than the previous day. The implied volatity was 16.78, the open interest changed by 8 which increased total open position to 39
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 81.75, which was 33.3 higher than the previous day. The implied volatity was 15.61, the open interest changed by 10 which increased total open position to 31
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 48.45, which was 4.35 higher than the previous day. The implied volatity was 15.12, the open interest changed by 1 which increased total open position to 20
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 45.15, which was -0.95 lower than the previous day. The implied volatity was 15.43, the open interest changed by 15 which increased total open position to 19
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 46.1, which was -4.1 lower than the previous day. The implied volatity was 15.32, the open interest changed by 0 which decreased total open position to 3
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 50.2, which was -5.55 lower than the previous day. The implied volatity was 15.31, the open interest changed by 0 which decreased total open position to 8
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 55.75, which was -2.3 lower than the previous day. The implied volatity was 14.68, the open interest changed by -5 which decreased total open position to 9
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 58.05, which was 0.8 higher than the previous day. The implied volatity was 14.62, the open interest changed by -5 which decreased total open position to 14
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 57.75, which was -26.95 lower than the previous day. The implied volatity was 14.96, the open interest changed by -1 which decreased total open position to 20
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 84.7, which was -47.55 lower than the previous day. The implied volatity was 16.28, the open interest changed by 4 which increased total open position to 16
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 132.2, which was -12.8 lower than the previous day. The implied volatity was 15.24, the open interest changed by 0 which decreased total open position to 12
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 145, which was 46.95 higher than the previous day. The implied volatity was 14.27, the open interest changed by 10 which increased total open position to 11
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 98.05, which was -21.85 lower than the previous day. The implied volatity was 14.86, 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 119.9, which was 0 lower than the previous day. The implied volatity was 4.31, the open interest changed by 0 which decreased total open position to 0
