NIFTY
Nifty
Historical option data for NIFTY
15 May 2026 04:10 PM IST
| NIFTY 19-May-2026 (4d) 23800 CE | ||||||||||||||||
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Delta: 0.36
Vega: 0.1
Theta: -17.89
Gamma: 0.00098
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 May | 23643.50 | 93.15 | -31.599999999999994 (-25.33%) | 14.89 | 51,63,431 | 33,301 | 96,694 | |||||||||
| 14 May | 23689.60 | 141.2 | 55.04999999999998 (63.90%) | 16.01 | 14,09,353 | 7,007 | 64,027 | |||||||||
| 13 May | 23412.60 | 84 | -11.700000000000003 (-12.23%) | 0 | 11,15,052 | 13,883 | 57,684 | |||||||||
| 12 May | 23379.55 | 105 | -185 (-63.79%) | 0 | 2,14,065 | 35,650 | 43,878 | |||||||||
| 11 May | 23815.85 | 280.2 | -254.34999999999997 (-47.58%) | 0 | 49,809 | 6,770 | 8,222 | |||||||||
| 8 May | 24176.15 | 526.05 | -133.25 (-20.21%) | 16 | 2,021 | 564 | 1,451 | |||||||||
| 7 May | 24326.65 | 669.45 | -51.39999999999998 (-7.13%) | 16.81 | 762 | 124 | 876 | |||||||||
| 6 May | 24330.95 | 728 | 234.64999999999998 (47.56%) | 19.48 | 1,833 | 56 | 738 | |||||||||
| 5 May | 24032.80 | 499.2 | -84.59999999999997 (-14.49%) | 17.17 | 957 | 16 | 667 | |||||||||
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| 4 May | 24119.30 | 577.45 | 24.700000000000045 (4.47%) | 18.32 | 308 | 581 | 652 | |||||||||
| 30 Apr | 23997.55 | 560.15 | -119.85000000000002 (-17.63%) | 17.5 | 2,152 | 486 | 557 | |||||||||
| 29 Apr | 24177.65 | 680 | 130 (23.64%) | 17.5 | 69 | -5 | 79 | |||||||||
| 28 Apr | 23995.70 | 550 | -100.39999999999998 (-15.44%) | 16.9 | 49 | 13 | 85 | |||||||||
| 27 Apr | 24092.70 | 650.4 | 49.85000000000002 (8.30%) | 18.79 | 43 | -7 | 72 | |||||||||
| 24 Apr | 23897.95 | 615.05 | -130.6500000000001 (-17.52%) | 20.25 | 116 | 62 | 79 | |||||||||
| 23 Apr | 24173.05 | 745.2 | -297.5 (-28.53%) | 18.77 | 34 | 6 | 12 | |||||||||
| 22 Apr | 24378.10 | 1040 | -2.7000000000000455 (-0.26%) | 17.58 | 0 | 0 | 6 | |||||||||
| 21 Apr | 24576.60 | 1040 | 149.60000000000002 (16.80%) | 17.58 | 3 | 1 | 5 | |||||||||
| 20 Apr | 24364.85 | 890.4 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 17 Apr | 24353.55 | 890.4 | 283.19999999999993 (46.64%) | 16.48 | 4 | 0 | 0 | |||||||||
| 16 Apr | 24196.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23800 expiring on 19MAY2026
Delta for 23800 CE is 0.36
Historical price for 23800 CE is as follows
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 93.15, which was -31.599999999999994 lower than the previous day. The implied volatity was 14.89, the open interest changed by 33301 which increased total open position to 96694
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 141.2, which was 55.04999999999998 higher than the previous day. The implied volatity was 16.01, the open interest changed by 7007 which increased total open position to 64027
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 84, which was -11.700000000000003 lower than the previous day. The implied volatity was 0, the open interest changed by 13883 which increased total open position to 57684
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 105, which was -185 lower than the previous day. The implied volatity was 0, the open interest changed by 35650 which increased total open position to 43878
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 280.2, which was -254.34999999999997 lower than the previous day. The implied volatity was 0, the open interest changed by 6770 which increased total open position to 8222
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 526.05, which was -133.25 lower than the previous day. The implied volatity was 16, the open interest changed by 564 which increased total open position to 1451
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 669.45, which was -51.39999999999998 lower than the previous day. The implied volatity was 16.81, the open interest changed by 124 which increased total open position to 876
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 728, which was 234.64999999999998 higher than the previous day. The implied volatity was 19.48, the open interest changed by 56 which increased total open position to 738
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 499.2, which was -84.59999999999997 lower than the previous day. The implied volatity was 17.17, the open interest changed by 16 which increased total open position to 667
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 577.45, which was 24.700000000000045 higher than the previous day. The implied volatity was 18.32, the open interest changed by 581 which increased total open position to 652
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 560.15, which was -119.85000000000002 lower than the previous day. The implied volatity was 17.5, the open interest changed by 486 which increased total open position to 557
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 680, which was 130 higher than the previous day. The implied volatity was 17.5, the open interest changed by -5 which decreased total open position to 79
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 550, which was -100.39999999999998 lower than the previous day. The implied volatity was 16.9, the open interest changed by 13 which increased total open position to 85
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 650.4, which was 49.85000000000002 higher than the previous day. The implied volatity was 18.79, the open interest changed by -7 which decreased total open position to 72
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 615.05, which was -130.6500000000001 lower than the previous day. The implied volatity was 20.25, the open interest changed by 62 which increased total open position to 79
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 745.2, which was -297.5 lower than the previous day. The implied volatity was 18.77, the open interest changed by 6 which increased total open position to 12
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1040, which was -2.7000000000000455 lower than the previous day. The implied volatity was 17.58, the open interest changed by 0 which decreased total open position to 6
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1040, which was 149.60000000000002 higher than the previous day. The implied volatity was 17.58, the open interest changed by 1 which increased total open position to 5
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 890.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 890.4, which was 283.19999999999993 higher than the previous day. The implied volatity was 16.48, the open interest changed by 0 which decreased total open position to 0
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTY 19-May-2026 (4d) 23800 PE | |||||||
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Delta: -0.64
Vega: 0.1
Theta: -14.46
Gamma: 0.00097
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 May | 23643.50 | 235.25 | 6.25 (2.73%) | 15 | 39,69,717 | 16,512 | 44,621 |
| 14 May | 23689.60 | 205.5 | -218.3 (-51.51%) | 13.6 | 5,48,891 | 16,099 | 28,315 |
| 13 May | 23412.60 | 410.1 | -54.19999999999999 (-11.67%) | 0 | 71,327 | -1,189 | 12,266 |
| 12 May | 23379.55 | 442.4 | 222.14999999999998 (100.86%) | 0 | 87,848 | -1,634 | 13,827 |
| 11 May | 23815.85 | 221.65 | 117.55000000000001 (112.92%) | 17.15 | 90,290 | 5,394 | 15,477 |
| 8 May | 24176.15 | 104.1 | 26.94999999999999 (34.93%) | 15.59 | 31,161 | 2,841 | 10,044 |
| 7 May | 24326.65 | 72 | -11.650000000000006 (-13.93%) | 15.17 | 18,731 | 2,862 | 7,201 |
| 6 May | 24330.95 | 77.95 | -113.99999999999999 (-59.39%) | 15.19 | 16,943 | 2,784 | 4,474 |
| 5 May | 24032.80 | 184.4 | -8.849999999999994 (-4.58%) | 16.61 | 3,992 | 781 | 1,743 |
| 4 May | 24119.30 | 197 | -67.30000000000001 (-25.46%) | 18.15 | 2,309 | 608 | 963 |
| 30 Apr | 23997.55 | 252.9 | 46 (22.23%) | 17.8 | 3,297 | 621 | 976 |
| 29 Apr | 24177.65 | 212 | -71.30000000000001 (-25.17%) | 17.41 | 792 | 109 | 357 |
| 28 Apr | 23995.70 | 282 | 19.399999999999977 (7.39%) | 17.75 | 264 | 37 | 244 |
| 27 Apr | 24092.70 | 261.85 | -122.09999999999997 (-31.80%) | 18.11 | 168 | 3 | 210 |
| 24 Apr | 23897.95 | 378.45 | 80.5 (27.02%) | 18.77 | 423 | 141 | 209 |
| 23 Apr | 24173.05 | 296 | 58.849999999999994 (24.82%) | 19.1 | 62 | 0 | 67 |
| 22 Apr | 24378.10 | 234.45 | 50.14999999999998 (27.21%) | 18.93 | 33 | -2 | 66 |
| 21 Apr | 24576.60 | 185 | -83.10000000000002 (-31.00%) | 18.89 | 21 | 1 | 67 |
| 20 Apr | 24364.85 | 276.3 | 32.150000000000006 (13.17%) | 19.72 | 114 | 46 | 56 |
| 17 Apr | 24353.55 | 243.85 | -188.45000000000002 (-43.59%) | 18.09 | 25 | 10 | 10 |
| 16 Apr | 24196.75 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 23800 expiring on 19MAY2026
Delta for 23800 PE is -0.64
Historical price for 23800 PE is as follows
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 235.25, which was 6.25 higher than the previous day. The implied volatity was 15, the open interest changed by 16512 which increased total open position to 44621
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 205.5, which was -218.3 lower than the previous day. The implied volatity was 13.6, the open interest changed by 16099 which increased total open position to 28315
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 410.1, which was -54.19999999999999 lower than the previous day. The implied volatity was 0, the open interest changed by -1189 which decreased total open position to 12266
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 442.4, which was 222.14999999999998 higher than the previous day. The implied volatity was 0, the open interest changed by -1634 which decreased total open position to 13827
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 221.65, which was 117.55000000000001 higher than the previous day. The implied volatity was 17.15, the open interest changed by 5394 which increased total open position to 15477
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 104.1, which was 26.94999999999999 higher than the previous day. The implied volatity was 15.59, the open interest changed by 2841 which increased total open position to 10044
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 72, which was -11.650000000000006 lower than the previous day. The implied volatity was 15.17, the open interest changed by 2862 which increased total open position to 7201
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 77.95, which was -113.99999999999999 lower than the previous day. The implied volatity was 15.19, the open interest changed by 2784 which increased total open position to 4474
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 184.4, which was -8.849999999999994 lower than the previous day. The implied volatity was 16.61, the open interest changed by 781 which increased total open position to 1743
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 197, which was -67.30000000000001 lower than the previous day. The implied volatity was 18.15, the open interest changed by 608 which increased total open position to 963
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 252.9, which was 46 higher than the previous day. The implied volatity was 17.8, the open interest changed by 621 which increased total open position to 976
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 212, which was -71.30000000000001 lower than the previous day. The implied volatity was 17.41, the open interest changed by 109 which increased total open position to 357
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 282, which was 19.399999999999977 higher than the previous day. The implied volatity was 17.75, the open interest changed by 37 which increased total open position to 244
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 261.85, which was -122.09999999999997 lower than the previous day. The implied volatity was 18.11, the open interest changed by 3 which increased total open position to 210
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 378.45, which was 80.5 higher than the previous day. The implied volatity was 18.77, the open interest changed by 141 which increased total open position to 209
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 296, which was 58.849999999999994 higher than the previous day. The implied volatity was 19.1, the open interest changed by 0 which decreased total open position to 67
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 234.45, which was 50.14999999999998 higher than the previous day. The implied volatity was 18.93, the open interest changed by -2 which decreased total open position to 66
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 185, which was -83.10000000000002 lower than the previous day. The implied volatity was 18.89, the open interest changed by 1 which increased total open position to 67
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 276.3, which was 32.150000000000006 higher than the previous day. The implied volatity was 19.72, the open interest changed by 46 which increased total open position to 56
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 243.85, which was -188.45000000000002 lower than the previous day. The implied volatity was 18.09, the open interest changed by 10 which increased total open position to 10
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
