Historical option data for NIFTY
22 May 2026 04:10 PM IST
| NIFTY 26-May-2026 (3d) 23800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.46
Vega: 0.1
Theta: -18.17
Gamma: 0.00109
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 May | 23719.30 | 128.4 | 27 (26.63%) | 14.12 | 50,98,919 | -12,035 | 1,17,106 | |||||||||
| 21 May | 23654.70 | 100.05 | -38.1 (-27.58%) | 13.77 | 24,77,084 | 75,278 | 1,32,148 | |||||||||
| 20 May | 23659.00 | 150.7 | 16.8 (12.55%) | 16.2 | 11,66,588 | 12,017 | 58,622 | |||||||||
| 19 May | 23618.00 | 128.9 | -66.6 (-34.07%) | 15.06 | 3,11,299 | 24,257 | 48,336 | |||||||||
| 18 May | 23649.95 | 195.1 | -18.7 (-8.75%) | 17.67 | 1,32,470 | 1,167 | 24,224 | |||||||||
| 15 May | 23643.50 | 225 | -24.95 (-9.98%) | 16.76 | 1,15,737 | 5,207 | 23,099 | |||||||||
| 14 May | 23689.60 | 267.35 | 79.65 (42.43%) | 17.21 | 52,455 | 1,962 | 17,990 | |||||||||
| 13 May | 23412.60 | 187.2 | -1.6 (-0.85%) | 17.96 | 32,256 | 1,969 | 16,097 | |||||||||
| 12 May | 23379.55 | 200.45 | -190.95 (-48.79%) | 18.03 | 43,708 | 7,497 | 14,186 | |||||||||
| 11 May | 23815.85 | 383.8 | -232.35 (-37.71%) | 0 | 19,836 | 4,115 | 6,687 | |||||||||
| 8 May | 24176.15 | 612 | -119.4 (-16.32%) | 16.17 | 1,138 | -54 | 2,566 | |||||||||
| 7 May | 24326.65 | 743.5 | -49.7 (-6.27%) | 16.7 | 1,164 | -79 | 2,622 | |||||||||
| 6 May | 24330.95 | 801 | 223.6 (38.73%) | 18.87 | 3,165 | -450 | 2,703 | |||||||||
| 5 May | 24032.80 | 589 | -74.65 (-11.25%) | 17.53 | 5,225 | 441 | 3,156 | |||||||||
| 4 May | 24119.30 | 651.1 | 17.4 (2.75%) | 17.82 | 2,909 | 949 | 2,755 | |||||||||
| 30 Apr | 23997.55 | 649.35 | -71.5 (-9.92%) | 17.99 | 10,565 | 1,084 | 2,890 | |||||||||
| 29 Apr | 24177.65 | 709 | 90.55 (14.64%) | 16.84 | 1,259 | -304 | 1,806 | |||||||||
| 28 Apr | 23995.70 | 623.55 | -116.35 (-15.73%) | 16.96 | 2,575 | 621 | 2,116 | |||||||||
| 27 Apr | 24092.70 | 738 | 62.85 (9.31%) | 18.73 | 1,550 | -27 | 1,502 | |||||||||
| 24 Apr | 23897.95 | 689.9 | -111.5 (-13.91%) | 20.29 | 2,588 | 571 | 1,530 | |||||||||
| 23 Apr | 24173.05 | 811.65 | -166.2 (-17.00%) | 18.64 | 630 | 73 | 958 | |||||||||
| 22 Apr | 24378.10 | 981 | -134.2 (-12.03%) | 19.15 | 208 | -16 | 884 | |||||||||
| 21 Apr | 24576.60 | 1105.4 | 141.3 (14.66%) | 17.89 | 173 | -85 | 901 | |||||||||
| 20 Apr | 24364.85 | 947.25 | -13.55 (-1.41%) | 18.35 | 241 | -16 | 987 | |||||||||
| 17 Apr | 24353.55 | 962.3 | 87.6 (10.01%) | 17.04 | 360 | 54 | 1,005 | |||||||||
| 16 Apr | 24196.75 | 874.2 | -48.95 (-5.30%) | 17.99 | 470 | 72 | 951 | |||||||||
| 15 Apr | 24231.30 | 922.45 | 186.65 (25.37%) | 18.57 | 977 | -49 | 881 | |||||||||
| 13 Apr | 23842.65 | 730.65 | -118.1 (-13.91%) | 19.59 | 1,358 | 261 | 855 | |||||||||
| 10 Apr | 24050.60 | 851.95 | 100.4 (13.36%) | 18.24 | 616 | -71 | 595 | |||||||||
| 9 Apr | 23775.10 | 748 | -92.05 (-10.96%) | 19.88 | 1,292 | 25 | 673 | |||||||||
| 8 Apr | 23997.35 | 859.65 | 362.9 (73.05%) | 16.27 | 1,042 | 556 | 643 | |||||||||
| 7 Apr | 23123.65 | 506.25 | 21.9 (4.52%) | 19.58 | 293 | 463 | 548 | |||||||||
| 6 Apr | 22968.25 | 483.25 | 80.1 (19.87%) | 20.8 | 362 | -10 | 531 | |||||||||
| 2 Apr | 22713.10 | 400 | -14.2 (-3.43%) | 20.14 | 722 | 490 | 538 | |||||||||
| 1 Apr | 22679.40 | 416.6 | 35.85 (9.42%) | 20.38 | 311 | 432 | 464 | |||||||||
| 30 Mar | 22331.40 | 390.5 | -126.75 (-24.50%) | 22.45 | 401 | 371 | 376 | |||||||||
| 27 Mar | 22819.60 | 509.1 | -156.35 (-23.50%) | 20.36 | 345 | 406 | 409 | |||||||||
| 25 Mar | 23306.45 | 664.7 | 119.25 (21.86%) | 18.52 | 440 | -9 | 382 | |||||||||
| 24 Mar | 22912.40 | 568 | 109.55 (23.90%) | 19.94 | 548 | -19 | 415 | |||||||||
| 23 Mar | 22512.65 | 459.55 | -147.2 (-24.26%) | 21.69 | 1,017 | 208 | 438 | |||||||||
| 20 Mar | 23114.50 | 598 | 33.45 (5.93%) | 17.77 | 215 | 11 | 230 | |||||||||
| 19 Mar | 23002.15 | 579 | -267.9 (-31.63%) | 17.65 | 454 | 49 | 218 | |||||||||
| 18 Mar | 23777.80 | 836 | 42.85 (5.40%) | 14.91 | 181 | 68 | 168 | |||||||||
| 17 Mar | 23581.15 | 790.3 | 50.5 (6.83%) | 16.59 | 191 | -72 | 100 | |||||||||
| 16 Mar | 23408.80 | 730.7 | 53.95 (7.97%) | 17.61 | 230 | 85 | 164 | |||||||||
| 13 Mar | 23151.10 | 688.6 | -224.3 (-24.57%) | 18.26 | 133 | 18 | 79 | |||||||||
| 12 Mar | 23639.15 | 911.9 | -127.8 (-12.29%) | 17.39 | 53 | 13 | 60 | |||||||||
| 11 Mar | 23866.85 | 1028 | -226.6 (-18.06%) | 16.91 | 95 | 14 | 43 | |||||||||
| 10 Mar | 24261.60 | 1254.6 | 36 (2.95%) | 14.83 | 7 | 2 | 29 | |||||||||
| 9 Mar | 24028.05 | 1216.1 | -250.15 (-17.06%) | 18.64 | 78 | 24 | 26 | |||||||||
| 6 Mar | 24450.45 | 1466.25 | -11.25 (-0.76%) | 16.03 | 1 | 0 | 2 | |||||||||
| 5 Mar | 24765.90 | 1477.5 | 46.85 (3.27%) | 7.14 | 2 | 0 | 1 | |||||||||
| 4 Mar | 24480.50 | 1407.45 | -715.05 (-33.69%) | 13.73 | 3 | 0 | 0 | |||||||||
| 2 Mar | 24865.70 | 2122.5 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 25178.65 | 2122.5 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23800 expiring on 26MAY2026
Delta for 23800 CE is 0.46
Historical price for 23800 CE is as follows
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 128.4, which was 27 higher than the previous day. The implied volatity was 14.12, the open interest changed by -12035 which decreased total open position to 117106
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 100.05, which was -38.1 lower than the previous day. The implied volatity was 13.77, the open interest changed by 75278 which increased total open position to 132148
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 150.7, which was 16.8 higher than the previous day. The implied volatity was 16.2, the open interest changed by 12017 which increased total open position to 58622
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 128.9, which was -66.6 lower than the previous day. The implied volatity was 15.06, the open interest changed by 24257 which increased total open position to 48336
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 195.1, which was -18.7 lower than the previous day. The implied volatity was 17.67, the open interest changed by 1167 which increased total open position to 24224
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 225, which was -24.95 lower than the previous day. The implied volatity was 16.76, the open interest changed by 5207 which increased total open position to 23099
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 267.35, which was 79.65 higher than the previous day. The implied volatity was 17.21, the open interest changed by 1962 which increased total open position to 17990
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 187.2, which was -1.6 lower than the previous day. The implied volatity was 17.96, the open interest changed by 1969 which increased total open position to 16097
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 200.45, which was -190.95 lower than the previous day. The implied volatity was 18.03, the open interest changed by 7497 which increased total open position to 14186
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 383.8, which was -232.35 lower than the previous day. The implied volatity was 0, the open interest changed by 4115 which increased total open position to 6687
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 612, which was -119.4 lower than the previous day. The implied volatity was 16.17, the open interest changed by -54 which decreased total open position to 2566
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 743.5, which was -49.7 lower than the previous day. The implied volatity was 16.7, the open interest changed by -79 which decreased total open position to 2622
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 801, which was 223.6 higher than the previous day. The implied volatity was 18.87, the open interest changed by -450 which decreased total open position to 2703
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 589, which was -74.65 lower than the previous day. The implied volatity was 17.53, the open interest changed by 441 which increased total open position to 3156
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 651.1, which was 17.4 higher than the previous day. The implied volatity was 17.82, the open interest changed by 949 which increased total open position to 2755
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 649.35, which was -71.5 lower than the previous day. The implied volatity was 17.99, the open interest changed by 1084 which increased total open position to 2890
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 709, which was 90.55 higher than the previous day. The implied volatity was 16.84, the open interest changed by -304 which decreased total open position to 1806
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 623.55, which was -116.35 lower than the previous day. The implied volatity was 16.96, the open interest changed by 621 which increased total open position to 2116
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 738, which was 62.85 higher than the previous day. The implied volatity was 18.73, the open interest changed by -27 which decreased total open position to 1502
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 689.9, which was -111.5 lower than the previous day. The implied volatity was 20.29, the open interest changed by 571 which increased total open position to 1530
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 811.65, which was -166.2 lower than the previous day. The implied volatity was 18.64, the open interest changed by 73 which increased total open position to 958
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 981, which was -134.2 lower than the previous day. The implied volatity was 19.15, the open interest changed by -16 which decreased total open position to 884
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1105.4, which was 141.3 higher than the previous day. The implied volatity was 17.89, the open interest changed by -85 which decreased total open position to 901
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 947.25, which was -13.55 lower than the previous day. The implied volatity was 18.35, the open interest changed by -16 which decreased total open position to 987
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 962.3, which was 87.6 higher than the previous day. The implied volatity was 17.04, the open interest changed by 54 which increased total open position to 1005
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 874.2, which was -48.95 lower than the previous day. The implied volatity was 17.99, the open interest changed by 72 which increased total open position to 951
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 922.45, which was 186.65 higher than the previous day. The implied volatity was 18.57, the open interest changed by -49 which decreased total open position to 881
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 730.65, which was -118.1 lower than the previous day. The implied volatity was 19.59, the open interest changed by 261 which increased total open position to 855
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 851.95, which was 100.4 higher than the previous day. The implied volatity was 18.24, the open interest changed by -71 which decreased total open position to 595
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 748, which was -92.05 lower than the previous day. The implied volatity was 19.88, the open interest changed by 25 which increased total open position to 673
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 859.65, which was 362.9 higher than the previous day. The implied volatity was 16.27, the open interest changed by 556 which increased total open position to 643
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 506.25, which was 21.9 higher than the previous day. The implied volatity was 19.58, the open interest changed by 463 which increased total open position to 548
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 483.25, which was 80.1 higher than the previous day. The implied volatity was 20.8, the open interest changed by -10 which decreased total open position to 531
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 400, which was -14.2 lower than the previous day. The implied volatity was 20.14, the open interest changed by 490 which increased total open position to 538
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 416.6, which was 35.85 higher than the previous day. The implied volatity was 20.38, the open interest changed by 432 which increased total open position to 464
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 390.5, which was -126.75 lower than the previous day. The implied volatity was 22.45, the open interest changed by 371 which increased total open position to 376
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 509.1, which was -156.35 lower than the previous day. The implied volatity was 20.36, the open interest changed by 406 which increased total open position to 409
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 664.7, which was 119.25 higher than the previous day. The implied volatity was 18.52, the open interest changed by -9 which decreased total open position to 382
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 568, which was 109.55 higher than the previous day. The implied volatity was 19.94, the open interest changed by -19 which decreased total open position to 415
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 459.55, which was -147.2 lower than the previous day. The implied volatity was 21.69, the open interest changed by 208 which increased total open position to 438
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 598, which was 33.45 higher than the previous day. The implied volatity was 17.77, the open interest changed by 11 which increased total open position to 230
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 579, which was -267.9 lower than the previous day. The implied volatity was 17.65, the open interest changed by 49 which increased total open position to 218
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 836, which was 42.85 higher than the previous day. The implied volatity was 14.91, the open interest changed by 68 which increased total open position to 168
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 790.3, which was 50.5 higher than the previous day. The implied volatity was 16.59, the open interest changed by -72 which decreased total open position to 100
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 730.7, which was 53.95 higher than the previous day. The implied volatity was 17.61, the open interest changed by 85 which increased total open position to 164
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 688.6, which was -224.3 lower than the previous day. The implied volatity was 18.26, the open interest changed by 18 which increased total open position to 79
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 911.9, which was -127.8 lower than the previous day. The implied volatity was 17.39, the open interest changed by 13 which increased total open position to 60
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1028, which was -226.6 lower than the previous day. The implied volatity was 16.91, the open interest changed by 14 which increased total open position to 43
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1254.6, which was 36 higher than the previous day. The implied volatity was 14.83, the open interest changed by 2 which increased total open position to 29
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1216.1, which was -250.15 lower than the previous day. The implied volatity was 18.64, the open interest changed by 24 which increased total open position to 26
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1466.25, which was -11.25 lower than the previous day. The implied volatity was 16.03, 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 1477.5, which was 46.85 higher than the previous day. The implied volatity was 7.14, 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 1407.45, which was -715.05 lower than the previous day. The implied volatity was 13.73, 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 2122.5, 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 2122.5, 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 (3d) 23800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 0.1
Theta: -12.75
Gamma: 0.00122
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 May | 23719.30 | 149.1 | -116 (-43.76%) | 12.59 | 39,45,731 | 16,156 | 67,698 |
| 21 May | 23654.70 | 270.6 | -4.7 (-1.71%) | 17.27 | 15,43,193 | 24,965 | 52,074 |
| 20 May | 23659.00 | 250.55 | -73.5 (-22.68%) | 15.13 | 1,78,603 | 1,611 | 27,127 |
| 19 May | 23618.00 | 328.5 | -12.4 (-3.64%) | 17.56 | 2,09,473 | 5,739 | 25,700 |
| 18 May | 23649.95 | 338.9 | -30.7 (-8.31%) | 19.05 | 45,616 | 3,142 | 26,789 |
| 15 May | 23643.50 | 355 | 13.2 (3.86%) | 17.61 | 1,07,485 | 6,188 | 23,690 |
| 14 May | 23689.60 | 324.7 | -189.7 (-36.88%) | 16.7 | 27,400 | 2,125 | 17,652 |
| 13 May | 23412.60 | 502.65 | -45.4 (-8.28%) | 0 | 10,828 | -2,101 | 15,837 |
| 12 May | 23379.55 | 519.2 | 206.35 (65.96%) | 18.01 | 33,400 | -562 | 19,476 |
| 11 May | 23815.85 | 315 | 142.25 (82.34%) | 0 | 42,851 | 4,157 | 20,032 |
| 8 May | 24176.15 | 175.2 | 38.25 (27.93%) | 16.47 | 13,784 | 339 | 16,020 |
| 7 May | 24326.65 | 130 | -10.2 (-7.28%) | 16.03 | 18,807 | -152 | 18,692 |
| 6 May | 24330.95 | 133.05 | -132.35 (-49.87%) | 15.89 | 22,803 | 1,505 | 19,726 |
| 5 May | 24032.80 | 256.85 | 0.5 (0.20%) | 17.34 | 15,599 | 1,039 | 18,215 |
| 4 May | 24119.30 | 261.3 | -58.85 (-18.38%) | 18.34 | 14,204 | 4,492 | 17,190 |
| 30 Apr | 23997.55 | 304.95 | 46.5 (17.99%) | 17.8 | 26,793 | 4,915 | 17,613 |
| 29 Apr | 24177.65 | 262.3 | -82.25 (-23.87%) | 17.42 | 17,441 | 408 | 13,362 |
| 28 Apr | 23995.70 | 341 | 26.35 (8.37%) | 18.23 | 8,622 | 1,216 | 12,946 |
| 27 Apr | 24092.70 | 314.25 | -115.5 (-26.88%) | 18.24 | 6,587 | 948 | 11,702 |
| 24 Apr | 23897.95 | 424.95 | 84.8 (24.93%) | 18.7 | 7,486 | 865 | 10,830 |
| 23 Apr | 24173.05 | 336 | 61.85 (22.56%) | 18.71 | 3,031 | 282 | 9,967 |
| 22 Apr | 24378.10 | 271.8 | 61.5 (29.24%) | 18.66 | 12,851 | 6,723 | 9,692 |
| 21 Apr | 24576.60 | 210.9 | -91.15 (-30.18%) | 18.38 | 3,586 | 332 | 3,116 |
| 20 Apr | 24364.85 | 308.85 | 36.55 (13.42%) | 19.22 | 3,478 | 403 | 3,043 |
| 17 Apr | 24353.55 | 261.15 | -82.1 (-23.92%) | 17.26 | 1,913 | 122 | 2,638 |
| 16 Apr | 24196.75 | 348 | -4.95 (-1.40%) | 18.05 | 2,393 | 439 | 2,511 |
| 15 Apr | 24231.30 | 357 | -176.5 (-33.08%) | 18.52 | 1,545 | 267 | 2,072 |
| 13 Apr | 23842.65 | 531.6 | 114.7 (27.51%) | 18.8 | 2,282 | 668 | 1,805 |
| 10 Apr | 24050.60 | 419.35 | -123.2 (-22.71%) | 17.88 | 839 | 106 | 1,150 |
| 9 Apr | 23775.10 | 540.7 | 85.75 (18.85%) | 17.79 | 1,670 | 134 | 1,056 |
| 8 Apr | 23997.35 | 441 | -555.1 (-55.73%) | 19.52 | 1,018 | 402 | 921 |
| 7 Apr | 23123.65 | 975.95 | -94.75 (-8.85%) | 23.15 | 46 | -8 | 518 |
| 6 Apr | 22968.25 | 1077.95 | -193.2 (-15.20%) | 23.1 | 89 | 526 | 526 |
| 2 Apr | 22713.10 | 1261.9 | 11.4 (0.91%) | 23.55 | 90 | 500 | 500 |
| 1 Apr | 22679.40 | 1250.5 | -315.7 (-20.16%) | 23.14 | 21 | 536 | 536 |
| 30 Mar | 22331.40 | 1550 | 308.1 (24.81%) | 25.8 | 93 | 529 | 529 |
| 27 Mar | 22819.60 | 1236.8 | 349.4 (39.37%) | 24.63 | 86 | -30 | 514 |
| 25 Mar | 23306.45 | 887.75 | -242.8 (-21.48%) | 21.88 | 278 | 12 | 545 |
| 24 Mar | 22912.40 | 1098.5 | -310.6 (-22.04%) | 22.49 | 256 | -1 | 534 |
| 23 Mar | 22512.65 | 1439.4 | 490.15 (51.64%) | 24.16 | 287 | -4 | 568 |
| 20 Mar | 23114.50 | 938.8 | -88.25 (-8.59%) | 20.58 | 125 | 12 | 574 |
| 19 Mar | 23002.15 | 967.35 | 389.75 (67.48%) | 20.64 | 253 | -76 | 564 |
| 18 Mar | 23777.80 | 584 | -95 (-13.99%) | 18.89 | 240 | 89 | 637 |
| 17 Mar | 23581.15 | 685 | -117.35 (-14.63%) | 19.19 | 35 | 7 | 547 |
| 16 Mar | 23408.80 | 833.05 | -107.3 (-11.41%) | 20.46 | 81 | -32 | 539 |
| 13 Mar | 23151.10 | 920.8 | 217.4 (30.91%) | 20.19 | 268 | -133 | 572 |
| 12 Mar | 23639.15 | 698.85 | 78.25 (12.61%) | 20.06 | 297 | 62 | 705 |
| 11 Mar | 23866.85 | 629.75 | 189.4 (43.01%) | 20.36 | 139 | 26 | 649 |
| 10 Mar | 24261.60 | 434 | -194.2 (-30.91%) | 19.18 | 128 | -6 | 624 |
| 9 Mar | 24028.05 | 638.1 | 224.7 (54.35%) | 21.81 | 319 | 64 | 629 |
| 6 Mar | 24450.45 | 414 | 111.05 (36.66%) | 19.74 | 296 | 73 | 568 |
| 5 Mar | 24765.90 | 306.55 | -110.35 (-26.47%) | 18.62 | 114 | 4 | 496 |
| 4 Mar | 24480.50 | 427.15 | 170.05 (66.14%) | 19.99 | 337 | 77 | 492 |
| 2 Mar | 24865.70 | 250.5 | 119.1 (90.64%) | 17.53 | 803 | 306 | 418 |
| 27 Feb | 25178.65 | 133 | 35.95 (37.04%) | 15.37 | 124 | 100 | 109 |
For Nifty - strike price 23800 expiring on 26MAY2026
Delta for 23800 PE is -0.54
Historical price for 23800 PE is as follows
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 149.1, which was -116 lower than the previous day. The implied volatity was 12.59, the open interest changed by 16156 which increased total open position to 67698
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 270.6, which was -4.7 lower than the previous day. The implied volatity was 17.27, the open interest changed by 24965 which increased total open position to 52074
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 250.55, which was -73.5 lower than the previous day. The implied volatity was 15.13, the open interest changed by 1611 which increased total open position to 27127
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 328.5, which was -12.4 lower than the previous day. The implied volatity was 17.56, the open interest changed by 5739 which increased total open position to 25700
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 338.9, which was -30.7 lower than the previous day. The implied volatity was 19.05, the open interest changed by 3142 which increased total open position to 26789
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 355, which was 13.2 higher than the previous day. The implied volatity was 17.61, the open interest changed by 6188 which increased total open position to 23690
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 324.7, which was -189.7 lower than the previous day. The implied volatity was 16.7, the open interest changed by 2125 which increased total open position to 17652
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 502.65, which was -45.4 lower than the previous day. The implied volatity was 0, the open interest changed by -2101 which decreased total open position to 15837
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 519.2, which was 206.35 higher than the previous day. The implied volatity was 18.01, the open interest changed by -562 which decreased total open position to 19476
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 315, which was 142.25 higher than the previous day. The implied volatity was 0, the open interest changed by 4157 which increased total open position to 20032
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 175.2, which was 38.25 higher than the previous day. The implied volatity was 16.47, the open interest changed by 339 which increased total open position to 16020
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 130, which was -10.2 lower than the previous day. The implied volatity was 16.03, the open interest changed by -152 which decreased total open position to 18692
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 133.05, which was -132.35 lower than the previous day. The implied volatity was 15.89, the open interest changed by 1505 which increased total open position to 19726
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 256.85, which was 0.5 higher than the previous day. The implied volatity was 17.34, the open interest changed by 1039 which increased total open position to 18215
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 261.3, which was -58.85 lower than the previous day. The implied volatity was 18.34, the open interest changed by 4492 which increased total open position to 17190
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 304.95, which was 46.5 higher than the previous day. The implied volatity was 17.8, the open interest changed by 4915 which increased total open position to 17613
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 262.3, which was -82.25 lower than the previous day. The implied volatity was 17.42, the open interest changed by 408 which increased total open position to 13362
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 341, which was 26.35 higher than the previous day. The implied volatity was 18.23, the open interest changed by 1216 which increased total open position to 12946
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 314.25, which was -115.5 lower than the previous day. The implied volatity was 18.24, the open interest changed by 948 which increased total open position to 11702
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 424.95, which was 84.8 higher than the previous day. The implied volatity was 18.7, the open interest changed by 865 which increased total open position to 10830
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 336, which was 61.85 higher than the previous day. The implied volatity was 18.71, the open interest changed by 282 which increased total open position to 9967
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 271.8, which was 61.5 higher than the previous day. The implied volatity was 18.66, the open interest changed by 6723 which increased total open position to 9692
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 210.9, which was -91.15 lower than the previous day. The implied volatity was 18.38, the open interest changed by 332 which increased total open position to 3116
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 308.85, which was 36.55 higher than the previous day. The implied volatity was 19.22, the open interest changed by 403 which increased total open position to 3043
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 261.15, which was -82.1 lower than the previous day. The implied volatity was 17.26, the open interest changed by 122 which increased total open position to 2638
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 348, which was -4.95 lower than the previous day. The implied volatity was 18.05, the open interest changed by 439 which increased total open position to 2511
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 357, which was -176.5 lower than the previous day. The implied volatity was 18.52, the open interest changed by 267 which increased total open position to 2072
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 531.6, which was 114.7 higher than the previous day. The implied volatity was 18.8, the open interest changed by 668 which increased total open position to 1805
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 419.35, which was -123.2 lower than the previous day. The implied volatity was 17.88, the open interest changed by 106 which increased total open position to 1150
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 540.7, which was 85.75 higher than the previous day. The implied volatity was 17.79, the open interest changed by 134 which increased total open position to 1056
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 441, which was -555.1 lower than the previous day. The implied volatity was 19.52, the open interest changed by 402 which increased total open position to 921
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 975.95, which was -94.75 lower than the previous day. The implied volatity was 23.15, the open interest changed by -8 which decreased total open position to 518
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1077.95, which was -193.2 lower than the previous day. The implied volatity was 23.1, the open interest changed by 526 which increased total open position to 526
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1261.9, which was 11.4 higher than the previous day. The implied volatity was 23.55, the open interest changed by 500 which increased total open position to 500
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1250.5, which was -315.7 lower than the previous day. The implied volatity was 23.14, the open interest changed by 536 which increased total open position to 536
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1550, which was 308.1 higher than the previous day. The implied volatity was 25.8, the open interest changed by 529 which increased total open position to 529
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1236.8, which was 349.4 higher than the previous day. The implied volatity was 24.63, the open interest changed by -30 which decreased total open position to 514
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 887.75, which was -242.8 lower than the previous day. The implied volatity was 21.88, the open interest changed by 12 which increased total open position to 545
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1098.5, which was -310.6 lower than the previous day. The implied volatity was 22.49, the open interest changed by -1 which decreased total open position to 534
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1439.4, which was 490.15 higher than the previous day. The implied volatity was 24.16, the open interest changed by -4 which decreased total open position to 568
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 938.8, which was -88.25 lower than the previous day. The implied volatity was 20.58, the open interest changed by 12 which increased total open position to 574
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 967.35, which was 389.75 higher than the previous day. The implied volatity was 20.64, the open interest changed by -76 which decreased total open position to 564
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 584, which was -95 lower than the previous day. The implied volatity was 18.89, the open interest changed by 89 which increased total open position to 637
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 685, which was -117.35 lower than the previous day. The implied volatity was 19.19, the open interest changed by 7 which increased total open position to 547
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 833.05, which was -107.3 lower than the previous day. The implied volatity was 20.46, the open interest changed by -32 which decreased total open position to 539
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 920.8, which was 217.4 higher than the previous day. The implied volatity was 20.19, the open interest changed by -133 which decreased total open position to 572
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 698.85, which was 78.25 higher than the previous day. The implied volatity was 20.06, the open interest changed by 62 which increased total open position to 705
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 629.75, which was 189.4 higher than the previous day. The implied volatity was 20.36, the open interest changed by 26 which increased total open position to 649
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 434, which was -194.2 lower than the previous day. The implied volatity was 19.18, the open interest changed by -6 which decreased total open position to 624
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 638.1, which was 224.7 higher than the previous day. The implied volatity was 21.81, the open interest changed by 64 which increased total open position to 629
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 414, which was 111.05 higher than the previous day. The implied volatity was 19.74, the open interest changed by 73 which increased total open position to 568
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 306.55, which was -110.35 lower than the previous day. The implied volatity was 18.62, the open interest changed by 4 which increased total open position to 496
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 427.15, which was 170.05 higher than the previous day. The implied volatity was 19.99, the open interest changed by 77 which increased total open position to 492
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 250.5, which was 119.1 higher than the previous day. The implied volatity was 17.53, the open interest changed by 306 which increased total open position to 418
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 133, which was 35.95 higher than the previous day. The implied volatity was 15.37, the open interest changed by 100 which increased total open position to 109
