Historical option data for NIFTY
20 May 2026 04:10 PM IST
| NIFTY 26-May-2026 (5d) 23750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.46
Vega: 0.12
Theta: -17.39
Gamma: 0.00078
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 23659.00 | 174.15 | 19.05 (12.28%) | 16.37 | 6,97,268 | -215 | 16,721 | |||||||||
| 19 May | 23618.00 | 148.1 | -71.5 (-32.56%) | 15.06 | 1,77,475 | 13,105 | 17,257 | |||||||||
| 18 May | 23649.95 | 219.7 | -20.25 (-8.44%) | 17.88 | 29,180 | 462 | 4,154 | |||||||||
| 15 May | 23643.50 | 249.25 | -26.45 (-9.59%) | 16.89 | 27,937 | 605 | 3,695 | |||||||||
| 14 May | 23689.60 | 292.5 | 84.85 (40.86%) | 17.3 | 13,057 | 475 | 3,090 | |||||||||
| 13 May | 23412.60 | 204 | -2.55 (-1.23%) | 0 | 8,899 | 409 | 2,616 | |||||||||
| 12 May | 23379.55 | 218 | -201.3 (-48.01%) | 0 | 6,844 | 1,897 | 2,220 | |||||||||
| 11 May | 23815.85 | 414 | -260.1 (-38.58%) | 0 | 1,385 | 108 | 307 | |||||||||
| 8 May | 24176.15 | 674.1 | -96.65 (-12.54%) | 15.46 | 44 | 7 | 201 | |||||||||
| 7 May | 24326.65 | 776.8 | -54.05 (-6.51%) | 16.41 | 10 | -1 | 195 | |||||||||
| 6 May | 24330.95 | 818 | 197.85 (31.90%) | 18.64 | 68 | -27 | 197 | |||||||||
| 5 May | 24032.80 | 623.25 | -81 (-11.50%) | 17.65 | 126 | -43 | 224 | |||||||||
| 4 May | 24119.30 | 693.35 | 26.4 (3.96%) | 18.36 | 46 | 147 | 257 | |||||||||
| 30 Apr | 23997.55 | 676.05 | -141.95 (-17.35%) | 17.84 | 1,487 | 150 | 260 | |||||||||
| 29 Apr | 24177.65 | 818 | 170.55 (26.34%) | 17.45 | 70 | -25 | 110 | |||||||||
| 28 Apr | 23995.70 | 658.8 | -119.1 (-15.31%) | 17.32 | 60 | 16 | 137 | |||||||||
| 27 Apr | 24092.70 | 777.9 | 84.1 (12.12%) | 19.02 | 66 | -30 | 121 | |||||||||
| 24 Apr | 23897.95 | 704.6 | -130 (-15.58%) | 19.63 | 78 | 64 | 151 | |||||||||
| 23 Apr | 24173.05 | 833 | -185.3 (-18.20%) | 18.37 | 18 | 11 | 86 | |||||||||
| 22 Apr | 24378.10 | 1018.3 | -106.95 (-9.50%) | 19.12 | 16 | 0 | 74 | |||||||||
| 21 Apr | 24576.60 | 1125.25 | 142.75 (14.53%) | 18.17 | 1 | 0 | 75 | |||||||||
| 20 Apr | 24364.85 | 982.5 | 27.5 (2.88%) | 18.28 | 10 | 0 | 75 | |||||||||
| 17 Apr | 24353.55 | 955 | 45 (4.95%) | 17.59 | 24 | 2 | 76 | |||||||||
| 16 Apr | 24196.75 | 910 | -48 (-5.01%) | 17.77 | 40 | 33 | 74 | |||||||||
| 15 Apr | 24231.30 | 958 | 198.7 (26.17%) | 18.53 | 20 | -7 | 41 | |||||||||
| 13 Apr | 23842.65 | 748.55 | -117.4 (-13.56%) | 19.24 | 31 | 6 | 50 | |||||||||
| 10 Apr | 24050.60 | 870.8 | 89.65 (11.48%) | 18.02 | 37 | -1 | 44 | |||||||||
| 9 Apr | 23775.10 | 789.9 | -73.5 (-8.51%) | 20.19 | 45 | 7 | 44 | |||||||||
| 8 Apr | 23997.35 | 863.4 | 334.95 (63.38%) | 15.39 | 33 | 37 | 37 | |||||||||
| 7 Apr | 23123.65 | 527.8 | 24.75 (4.92%) | 19.65 | 27 | 48 | 48 | |||||||||
| 6 Apr | 22968.25 | 503.05 | 75.55 (17.67%) | 20.84 | 25 | 10 | 57 | |||||||||
| 2 Apr | 22713.10 | 427.5 | 2.5 (0.59%) | 20.49 | 72 | 0 | 47 | |||||||||
| 1 Apr | 22679.40 | 425 | 39.3 (10.19%) | 20.14 | 55 | 13 | 46 | |||||||||
| 30 Mar | 22331.40 | 385.7 | -182.15 (-32.08%) | 21.85 | 45 | 33 | 33 | |||||||||
| 27 Mar | 22819.60 | 567.85 | -139.25 (-19.69%) | 21.48 | 14 | 20 | 20 | |||||||||
| 25 Mar | 23306.45 | 707.1 | 142.2 (25.17%) | 19.02 | 23 | 1 | 26 | |||||||||
| 24 Mar | 22912.40 | 564.9 | 52.9 (10.33%) | 19.34 | 16 | -7 | 25 | |||||||||
| 23 Mar | 22512.65 | 512 | -93.75 (-15.48%) | 22.72 | 36 | 18 | 32 | |||||||||
| 20 Mar | 23114.50 | 605.75 | 6.75 (1.13%) | 17.47 | 3 | 0 | 15 | |||||||||
| 19 Mar | 23002.15 | 599 | -267.45 (-30.87%) | 17.63 | 5 | -1 | 14 | |||||||||
| 18 Mar | 23777.80 | 856.15 | 96.15 (12.65%) | 14.68 | 18 | 0 | 15 | |||||||||
| 17 Mar | 23581.15 | 760 | 11.15 (1.49%) | 15.18 | 3 | -1 | 17 | |||||||||
| 16 Mar | 23408.80 | 748.85 | 40.95 (5.78%) | 17.46 | 18 | 6 | 16 | |||||||||
| 13 Mar | 23151.10 | 707.9 | -220.7 (-23.77%) | 18.18 | 10 | 4 | 12 | |||||||||
| 12 Mar | 23639.15 | 928.6 | -116.65 (-11.16%) | 17.13 | 3 | -1 | 7 | |||||||||
| 11 Mar | 23866.85 | 1045.25 | -181.85 (-14.82%) | 16.6 | 2 | 0 | 8 | |||||||||
| 10 Mar | 24261.60 | 1227.1 | -20.3 (-1.63%) | 13 | 3 | 1 | 7 | |||||||||
| 9 Mar | 24028.05 | 1247.4 | -272.9 (-17.95%) | 18.66 | 5 | 4 | 6 | |||||||||
| 6 Mar | 24450.45 | 1520.3 | 39.35 (2.66%) | - | 0 | 0 | 2 | |||||||||
| 5 Mar | 24765.90 | 1520.3 | 39.35 (2.66%) | 6.48 | 1 | 0 | 1 | |||||||||
| 4 Mar | 24480.50 | 1478.15 | -687.25 (-31.74%) | 14.71 | 2 | 0 | 0 | |||||||||
| 2 Mar | 24865.70 | 2165.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 25178.65 | 2165.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23750 expiring on 26MAY2026
Delta for 23750 CE is 0.46
Historical price for 23750 CE is as follows
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 174.15, which was 19.05 higher than the previous day. The implied volatity was 16.37, the open interest changed by -215 which decreased total open position to 16721
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 148.1, which was -71.5 lower than the previous day. The implied volatity was 15.06, the open interest changed by 13105 which increased total open position to 17257
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 219.7, which was -20.25 lower than the previous day. The implied volatity was 17.88, the open interest changed by 462 which increased total open position to 4154
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 249.25, which was -26.45 lower than the previous day. The implied volatity was 16.89, the open interest changed by 605 which increased total open position to 3695
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 292.5, which was 84.85 higher than the previous day. The implied volatity was 17.3, the open interest changed by 475 which increased total open position to 3090
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 204, which was -2.55 lower than the previous day. The implied volatity was 0, the open interest changed by 409 which increased total open position to 2616
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 218, which was -201.3 lower than the previous day. The implied volatity was 0, the open interest changed by 1897 which increased total open position to 2220
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 414, which was -260.1 lower than the previous day. The implied volatity was 0, the open interest changed by 108 which increased total open position to 307
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 674.1, which was -96.65 lower than the previous day. The implied volatity was 15.46, the open interest changed by 7 which increased total open position to 201
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 776.8, which was -54.05 lower than the previous day. The implied volatity was 16.41, the open interest changed by -1 which decreased total open position to 195
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 818, which was 197.85 higher than the previous day. The implied volatity was 18.64, the open interest changed by -27 which decreased total open position to 197
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 623.25, which was -81 lower than the previous day. The implied volatity was 17.65, the open interest changed by -43 which decreased total open position to 224
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 693.35, which was 26.4 higher than the previous day. The implied volatity was 18.36, the open interest changed by 147 which increased total open position to 257
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 676.05, which was -141.95 lower than the previous day. The implied volatity was 17.84, the open interest changed by 150 which increased total open position to 260
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 818, which was 170.55 higher than the previous day. The implied volatity was 17.45, the open interest changed by -25 which decreased total open position to 110
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 658.8, which was -119.1 lower than the previous day. The implied volatity was 17.32, the open interest changed by 16 which increased total open position to 137
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 777.9, which was 84.1 higher than the previous day. The implied volatity was 19.02, the open interest changed by -30 which decreased total open position to 121
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 704.6, which was -130 lower than the previous day. The implied volatity was 19.63, the open interest changed by 64 which increased total open position to 151
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 833, which was -185.3 lower than the previous day. The implied volatity was 18.37, the open interest changed by 11 which increased total open position to 86
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1018.3, which was -106.95 lower than the previous day. The implied volatity was 19.12, the open interest changed by 0 which decreased total open position to 74
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1125.25, which was 142.75 higher than the previous day. The implied volatity was 18.17, the open interest changed by 0 which decreased total open position to 75
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 982.5, which was 27.5 higher than the previous day. The implied volatity was 18.28, the open interest changed by 0 which decreased total open position to 75
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 955, which was 45 higher than the previous day. The implied volatity was 17.59, the open interest changed by 2 which increased total open position to 76
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 910, which was -48 lower than the previous day. The implied volatity was 17.77, the open interest changed by 33 which increased total open position to 74
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 958, which was 198.7 higher than the previous day. The implied volatity was 18.53, the open interest changed by -7 which decreased total open position to 41
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 748.55, which was -117.4 lower than the previous day. The implied volatity was 19.24, the open interest changed by 6 which increased total open position to 50
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 870.8, which was 89.65 higher than the previous day. The implied volatity was 18.02, the open interest changed by -1 which decreased total open position to 44
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 789.9, which was -73.5 lower than the previous day. The implied volatity was 20.19, the open interest changed by 7 which increased total open position to 44
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 863.4, which was 334.95 higher than the previous day. The implied volatity was 15.39, the open interest changed by 37 which increased total open position to 37
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 527.8, which was 24.75 higher than the previous day. The implied volatity was 19.65, the open interest changed by 48 which increased total open position to 48
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 503.05, which was 75.55 higher than the previous day. The implied volatity was 20.84, the open interest changed by 10 which increased total open position to 57
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 427.5, which was 2.5 higher than the previous day. The implied volatity was 20.49, the open interest changed by 0 which decreased total open position to 47
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 425, which was 39.3 higher than the previous day. The implied volatity was 20.14, the open interest changed by 13 which increased total open position to 46
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 385.7, which was -182.15 lower than the previous day. The implied volatity was 21.85, the open interest changed by 33 which increased total open position to 33
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 567.85, which was -139.25 lower than the previous day. The implied volatity was 21.48, the open interest changed by 20 which increased total open position to 20
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 707.1, which was 142.2 higher than the previous day. The implied volatity was 19.02, the open interest changed by 1 which increased total open position to 26
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 564.9, which was 52.9 higher than the previous day. The implied volatity was 19.34, the open interest changed by -7 which decreased total open position to 25
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 512, which was -93.75 lower than the previous day. The implied volatity was 22.72, the open interest changed by 18 which increased total open position to 32
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 605.75, which was 6.75 higher than the previous day. The implied volatity was 17.47, the open interest changed by 0 which decreased total open position to 15
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 599, which was -267.45 lower than the previous day. The implied volatity was 17.63, the open interest changed by -1 which decreased total open position to 14
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 856.15, which was 96.15 higher than the previous day. The implied volatity was 14.68, the open interest changed by 0 which decreased total open position to 15
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 760, which was 11.15 higher than the previous day. The implied volatity was 15.18, the open interest changed by -1 which decreased total open position to 17
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 748.85, which was 40.95 higher than the previous day. The implied volatity was 17.46, the open interest changed by 6 which increased total open position to 16
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 707.9, which was -220.7 lower than the previous day. The implied volatity was 18.18, the open interest changed by 4 which increased total open position to 12
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 928.6, which was -116.65 lower than the previous day. The implied volatity was 17.13, the open interest changed by -1 which decreased total open position to 7
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1045.25, which was -181.85 lower than the previous day. The implied volatity was 16.6, the open interest changed by 0 which decreased total open position to 8
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1227.1, which was -20.3 lower than the previous day. The implied volatity was 13, the open interest changed by 1 which increased total open position to 7
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1247.4, which was -272.9 lower than the previous day. The implied volatity was 18.66, the open interest changed by 4 which increased total open position to 6
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1520.3, which was 39.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1520.3, which was 39.35 higher than the previous day. The implied volatity was 6.48, the open interest changed by 0 which decreased total open position to 1
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 1478.15, which was -687.25 lower than the previous day. The implied volatity was 14.71, the open interest changed by 0 which decreased total open position to 0
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 2165.4, 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 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 2165.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTY 26-May-2026 (5d) 23750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.55
Vega: 0.12
Theta: -12.73
Gamma: 0.00083
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 23659.00 | 223.05 | -70.4 (-23.99%) | 15.28 | 1,05,301 | 2,221 | 9,138 |
| 19 May | 23618.00 | 298 | -14.2 (-4.55%) | 17.52 | 1,47,749 | 3,530 | 6,972 |
| 18 May | 23649.95 | 312.95 | -28.6 (-8.37%) | 19.2 | 5,592 | -942 | 3,450 |
| 15 May | 23643.50 | 328 | 10.95 (3.45%) | 17.66 | 25,893 | 182 | 4,361 |
| 14 May | 23689.60 | 299.3 | -182.55 (-37.89%) | 16.75 | 10,373 | 829 | 4,193 |
| 13 May | 23412.60 | 470 | -46.45 (-8.99%) | 0 | 1,424 | 157 | 3,366 |
| 12 May | 23379.55 | 487.95 | 195.35 (66.76%) | 0 | 6,001 | 670 | 3,215 |
| 11 May | 23815.85 | 294 | 135.55 (85.55%) | 0 | 4,331 | 1,809 | 2,553 |
| 8 May | 24176.15 | 161.05 | 34.9 (27.67%) | 16.5 | 797 | 63 | 744 |
| 7 May | 24326.65 | 119.2 | -10.6 (-8.17%) | 16.06 | 1,370 | -23 | 690 |
| 6 May | 24330.95 | 125.7 | -116.3 (-48.06%) | 16.17 | 2,345 | -246 | 711 |
| 5 May | 24032.80 | 238.95 | -3.35 (-1.38%) | 17.4 | 2,376 | 466 | 995 |
| 4 May | 24119.30 | 241.75 | -63.2 (-20.72%) | 18.24 | 1,474 | -2 | 524 |
| 30 Apr | 23997.55 | 292.35 | 46.7 (19.01%) | 18.02 | 1,366 | 201 | 727 |
| 29 Apr | 24177.65 | 252.95 | -66.35 (-20.78%) | 17.83 | 896 | -33 | 528 |
| 28 Apr | 23995.70 | 323.35 | 26.25 (8.84%) | 18.24 | 407 | 58 | 562 |
| 27 Apr | 24092.70 | 294.2 | -111.4 (-27.47%) | 18.19 | 270 | -14 | 501 |
| 24 Apr | 23897.95 | 406 | 82.05 (25.33%) | 18.83 | 592 | 206 | 515 |
| 23 Apr | 24173.05 | 320.25 | 59.35 (22.75%) | 18.9 | 297 | 87 | 317 |
| 22 Apr | 24378.10 | 257 | 56 (27.86%) | 18.7 | 213 | 71 | 232 |
| 21 Apr | 24576.60 | 202 | -80.6 (-28.52%) | 18.41 | 211 | -10 | 151 |
| 20 Apr | 24364.85 | 290.45 | 30.3 (11.65%) | 19.12 | 161 | 9 | 163 |
| 17 Apr | 24353.55 | 258.1 | -69.45 (-21.20%) | 17.67 | 130 | 25 | 154 |
| 16 Apr | 24196.75 | 326.3 | -9.85 (-2.93%) | 18.08 | 123 | 33 | 127 |
| 15 Apr | 24231.30 | 342.85 | -172.15 (-33.43%) | 18.63 | 139 | 32 | 94 |
| 13 Apr | 23842.65 | 519 | 107.4 (26.09%) | 19.22 | 174 | -6 | 60 |
| 10 Apr | 24050.60 | 410.75 | -110.15 (-21.15%) | 18.2 | 19 | 2 | 67 |
| 9 Apr | 23775.10 | 511.7 | 73.25 (16.71%) | 17.63 | 227 | 24 | 66 |
| 8 Apr | 23997.35 | 438.45 | -640.15 (-59.35%) | 20.03 | 62 | 42 | 42 |
| 7 Apr | 23123.65 | 1078.6 | -135.55 (-11.16%) | - | 0 | 23 | 23 |
| 6 Apr | 22968.25 | 1078.6 | -135.55 (-11.16%) | 24.03 | 12 | 7 | 22 |
| 2 Apr | 22713.10 | 1214.15 | 0 (0.00%) | 23.09 | 1 | 14 | 14 |
| 1 Apr | 22679.40 | 1214.15 | 74.15 (6.50%) | 23.02 | 17 | 15 | 15 |
| 30 Mar | 22331.40 | 1140 | 336.75 (41.92%) | - | 0 | 0 | 14 |
| 27 Mar | 22819.60 | 1140 | 336.75 (41.92%) | 22.84 | 6 | 15 | 15 |
| 25 Mar | 23306.45 | 803.25 | -499.75 (-38.35%) | 20.36 | 20 | 13 | 18 |
| 24 Mar | 22912.40 | 1303 | -117.85 (-8.29%) | 28.67 | 1 | 0 | 5 |
| 23 Mar | 22512.65 | 1420.85 | 552 (63.53%) | 24.55 | 3 | -1 | 5 |
| 20 Mar | 23114.50 | 868.85 | -75.65 (-8.01%) | 19.5 | 2 | -1 | 7 |
| 19 Mar | 23002.15 | 944.5 | 382.15 (67.96%) | 20.76 | 1 | 0 | 7 |
| 18 Mar | 23777.80 | 563.15 | -166.85 (-22.86%) | 18.89 | 4 | 2 | 7 |
| 17 Mar | 23581.15 | 730 | -59.75 (-7.57%) | 20.86 | 2 | 0 | 5 |
| 16 Mar | 23408.80 | 809.6 | 55.4 (7.35%) | 20.5 | 2 | -1 | 4 |
| 13 Mar | 23151.10 | 754.2 | 67.75 (9.87%) | 16.82 | 6 | 0 | 6 |
| 12 Mar | 23639.15 | 686.45 | 273 (66.03%) | 20.29 | 1 | 0 | 7 |
| 11 Mar | 23866.85 | 413.45 | 313.75 (314.69%) | 15.57 | 9 | 6 | 6 |
| 10 Mar | 24261.60 | 99.7 | 0 (0.00%) | 2.23 | 0 | 0 | 0 |
| 9 Mar | 24028.05 | 99.7 | 0 (0.00%) | 1.64 | 0 | 0 | 0 |
| 6 Mar | 24450.45 | 99.7 | 0 (0.00%) | 2.59 | 0 | 0 | 0 |
| 5 Mar | 24765.90 | 99.7 | 0 (0.00%) | 3.11 | 0 | 0 | 0 |
| 4 Mar | 24480.50 | 99.7 | 0 (0.00%) | 2.6 | 0 | 0 | 0 |
| 2 Mar | 24865.70 | 99.7 | 0 (0.00%) | 3.31 | 0 | 0 | 0 |
| 27 Feb | 25178.65 | 99.7 | 0 (0.00%) | 3.91 | 0 | 0 | 0 |
For Nifty - strike price 23750 expiring on 26MAY2026
Delta for 23750 PE is -0.55
Historical price for 23750 PE is as follows
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 223.05, which was -70.4 lower than the previous day. The implied volatity was 15.28, the open interest changed by 2221 which increased total open position to 9138
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 298, which was -14.2 lower than the previous day. The implied volatity was 17.52, the open interest changed by 3530 which increased total open position to 6972
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 312.95, which was -28.6 lower than the previous day. The implied volatity was 19.2, the open interest changed by -942 which decreased total open position to 3450
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 328, which was 10.95 higher than the previous day. The implied volatity was 17.66, the open interest changed by 182 which increased total open position to 4361
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 299.3, which was -182.55 lower than the previous day. The implied volatity was 16.75, the open interest changed by 829 which increased total open position to 4193
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 470, which was -46.45 lower than the previous day. The implied volatity was 0, the open interest changed by 157 which increased total open position to 3366
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 487.95, which was 195.35 higher than the previous day. The implied volatity was 0, the open interest changed by 670 which increased total open position to 3215
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 294, which was 135.55 higher than the previous day. The implied volatity was 0, the open interest changed by 1809 which increased total open position to 2553
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 161.05, which was 34.9 higher than the previous day. The implied volatity was 16.5, the open interest changed by 63 which increased total open position to 744
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 119.2, which was -10.6 lower than the previous day. The implied volatity was 16.06, the open interest changed by -23 which decreased total open position to 690
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 125.7, which was -116.3 lower than the previous day. The implied volatity was 16.17, the open interest changed by -246 which decreased total open position to 711
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 238.95, which was -3.35 lower than the previous day. The implied volatity was 17.4, the open interest changed by 466 which increased total open position to 995
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 241.75, which was -63.2 lower than the previous day. The implied volatity was 18.24, the open interest changed by -2 which decreased total open position to 524
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 292.35, which was 46.7 higher than the previous day. The implied volatity was 18.02, the open interest changed by 201 which increased total open position to 727
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 252.95, which was -66.35 lower than the previous day. The implied volatity was 17.83, the open interest changed by -33 which decreased total open position to 528
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 323.35, which was 26.25 higher than the previous day. The implied volatity was 18.24, the open interest changed by 58 which increased total open position to 562
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 294.2, which was -111.4 lower than the previous day. The implied volatity was 18.19, the open interest changed by -14 which decreased total open position to 501
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 406, which was 82.05 higher than the previous day. The implied volatity was 18.83, the open interest changed by 206 which increased total open position to 515
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 320.25, which was 59.35 higher than the previous day. The implied volatity was 18.9, the open interest changed by 87 which increased total open position to 317
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 257, which was 56 higher than the previous day. The implied volatity was 18.7, the open interest changed by 71 which increased total open position to 232
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 202, which was -80.6 lower than the previous day. The implied volatity was 18.41, the open interest changed by -10 which decreased total open position to 151
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 290.45, which was 30.3 higher than the previous day. The implied volatity was 19.12, the open interest changed by 9 which increased total open position to 163
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 258.1, which was -69.45 lower than the previous day. The implied volatity was 17.67, the open interest changed by 25 which increased total open position to 154
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 326.3, which was -9.85 lower than the previous day. The implied volatity was 18.08, the open interest changed by 33 which increased total open position to 127
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 342.85, which was -172.15 lower than the previous day. The implied volatity was 18.63, the open interest changed by 32 which increased total open position to 94
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 519, which was 107.4 higher than the previous day. The implied volatity was 19.22, the open interest changed by -6 which decreased total open position to 60
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 410.75, which was -110.15 lower than the previous day. The implied volatity was 18.2, the open interest changed by 2 which increased total open position to 67
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 511.7, which was 73.25 higher than the previous day. The implied volatity was 17.63, the open interest changed by 24 which increased total open position to 66
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 438.45, which was -640.15 lower than the previous day. The implied volatity was 20.03, the open interest changed by 42 which increased total open position to 42
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1078.6, which was -135.55 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 23
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1078.6, which was -135.55 lower than the previous day. The implied volatity was 24.03, the open interest changed by 7 which increased total open position to 22
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1214.15, which was 0 lower than the previous day. The implied volatity was 23.09, the open interest changed by 14 which increased total open position to 14
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1214.15, which was 74.15 higher than the previous day. The implied volatity was 23.02, the open interest changed by 15 which increased total open position to 15
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1140, which was 336.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1140, which was 336.75 higher than the previous day. The implied volatity was 22.84, the open interest changed by 15 which increased total open position to 15
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 803.25, which was -499.75 lower than the previous day. The implied volatity was 20.36, the open interest changed by 13 which increased total open position to 18
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1303, which was -117.85 lower than the previous day. The implied volatity was 28.67, the open interest changed by 0 which decreased total open position to 5
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1420.85, which was 552 higher than the previous day. The implied volatity was 24.55, the open interest changed by -1 which decreased total open position to 5
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 868.85, which was -75.65 lower than the previous day. The implied volatity was 19.5, the open interest changed by -1 which decreased total open position to 7
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 944.5, which was 382.15 higher than the previous day. The implied volatity was 20.76, the open interest changed by 0 which decreased total open position to 7
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 563.15, which was -166.85 lower than the previous day. The implied volatity was 18.89, the open interest changed by 2 which increased total open position to 7
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 730, which was -59.75 lower than the previous day. The implied volatity was 20.86, the open interest changed by 0 which decreased total open position to 5
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 809.6, which was 55.4 higher than the previous day. The implied volatity was 20.5, the open interest changed by -1 which decreased total open position to 4
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 754.2, which was 67.75 higher than the previous day. The implied volatity was 16.82, the open interest changed by 0 which decreased total open position to 6
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 686.45, which was 273 higher than the previous day. The implied volatity was 20.29, the open interest changed by 0 which decreased total open position to 7
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 413.45, which was 313.75 higher than the previous day. The implied volatity was 15.57, the open interest changed by 6 which increased total open position to 6
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 99.7, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 99.7, which was 0 lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 99.7, which was 0 lower than the previous day. The implied volatity was 2.59, the open interest changed by 0 which decreased total open position to 0
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 99.7, which was 0 lower than the previous day. The implied volatity was 3.11, 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 99.7, which was 0 lower than the previous day. The implied volatity was 2.6, the open interest changed by 0 which decreased total open position to 0
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 99.7, which was 0 lower than the previous day. The implied volatity was 3.31, 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 99.7, which was 0 lower than the previous day. The implied volatity was 3.91, the open interest changed by 0 which decreased total open position to 0
