NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 04:10 PM IST
| NIFTY 28-Apr-2026 (4d) 23850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 0.1
Theta: -22.39
Gamma: 0.00085
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23897.95 | 220.9 | -166.1 | 17.72 | 7,73,264 | 13,687 | 15,476 | |||||||||
| 23 Apr | 24173.05 | 388.15 | -207.30000000000007 | 15.69 | 6,019 | 380 | 1,814 | |||||||||
| 22 Apr | 24378.10 | 588.3 | -197.1500000000001 | 17.69 | 684 | 64 | 1,437 | |||||||||
| 21 Apr | 24576.60 | 784 | 178.85000000000002 | 18.57 | 260 | -133 | 1,383 | |||||||||
| 20 Apr | 24364.85 | 599 | -38.10000000000002 | 18.5 | 318 | -64 | 1,517 | |||||||||
| 17 Apr | 24353.55 | 650 | 127.54999999999995 | 16.9 | 333 | -63 | 1,583 | |||||||||
| 16 Apr | 24196.75 | 518.5 | -59.049999999999955 | 16.3 | 636 | -190 | 1,655 | |||||||||
| 15 Apr | 24231.30 | 572.25 | 166 | 18.01 | 1,199 | -398 | 1,851 | |||||||||
| 13 Apr | 23842.65 | 400.85 | -130.60000000000002 | 20.09 | 5,367 | 519 | 2,250 | |||||||||
| 10 Apr | 24050.60 | 536.95 | 103.60000000000002 | 18.14 | 2,488 | -180 | 1,772 | |||||||||
| 9 Apr | 23775.10 | 435 | -97.25 | 20.29 | 4,760 | 669 | 1,953 | |||||||||
| 8 Apr | 23997.35 | 545 | 302.5 | 17.14 | 4,047 | 1,297 | 1,297 | |||||||||
| 7 Apr | 23123.65 | 251.55 | 17.35 | 21.77 | 1,006 | -363 | 506 | |||||||||
| 6 Apr | 22968.25 | 234.85 | 51 | 23.06 | 1,019 | 192 | 600 | |||||||||
| 2 Apr | 22713.10 | 178.5 | -20.35 | 21.5 | 1,844 | 616 | 616 | |||||||||
| 1 Apr | 22679.40 | 202.25 | 10.75 | 22.21 | 1,077 | 409 | 409 | |||||||||
| 30 Mar | 22331.40 | 213.9 | -95.1 | 25.82 | 1,104 | 446 | 446 | |||||||||
| 27 Mar | 22819.60 | 297.85 | -146.55 | 22.51 | 416 | 447 | 447 | |||||||||
| 25 Mar | 23306.45 | 443.5 | 103.9 | 20.7 | 451 | -63 | 324 | |||||||||
| 24 Mar | 22912.40 | 361.1 | 80.05 | 22.21 | 427 | 41 | 388 | |||||||||
| 23 Mar | 22512.65 | 277.15 | -112.5 | 24.24 | 674 | 305 | 350 | |||||||||
| 20 Mar | 23114.50 | 384.1 | 23.25 | 19.25 | 265 | 243 | 243 | |||||||||
| 19 Mar | 23002.15 | 377.4 | -238.65 | 19.28 | 562 | -102 | 309 | |||||||||
| 18 Mar | 23777.80 | 601 | 48.7 | 15.98 | 563 | 49 | 153 | |||||||||
| 17 Mar | 23581.15 | 552.3 | 42.9 | 17.63 | 43 | -5 | 156 | |||||||||
| 16 Mar | 23408.80 | 512.25 | 29.5 | 19.1 | 79 | 104 | 175 | |||||||||
| 13 Mar | 23151.10 | 478.35 | -220.45 | 19.7 | 339 | 164 | 164 | |||||||||
| 12 Mar | 23639.15 | 689.85 | -133.6 | 19 | 185 | 61 | 61 | |||||||||
| 11 Mar | 23866.85 | 815.75 | -251.45 | 18.9 | 14 | 17 | 17 | |||||||||
| 10 Mar | 24261.60 | 1064.6 | 60.75 | 17.57 | 16 | 0 | 10 | |||||||||
| 9 Mar | 24028.05 | 1003 | -360.2 | 21.04 | 12 | 9 | 9 | |||||||||
| 6 Mar | 24450.45 | 1363.2 | 89.05 | - | 0 | 0 | 6 | |||||||||
| 5 Mar | 24765.90 | 1363.2 | 89.05 | 14.31 | 2 | 5 | 5 | |||||||||
| 4 Mar | 24480.50 | 1260.65 | -925.45 | 17.64 | 6 | 2 | 3 | |||||||||
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| 2 Mar | 24865.70 | 2191.7 | 103.05 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 25178.65 | 2191.7 | 103.05 | - | 0 | 0 | 1 | |||||||||
| 26 Feb | 25496.55 | 2191.7 | 103.05 | - | 0 | 0 | 1 | |||||||||
| 25 Feb | 25482.50 | 2191.7 | 103.05 | - | 0 | 0 | 1 | |||||||||
| 24 Feb | 25424.65 | 2191.7 | 103.05 | - | 0 | 0 | 1 | |||||||||
| 23 Feb | 25713.00 | 2191.7 | 103.05 | - | 3 | 0 | 1 | |||||||||
| 20 Feb | 25571.25 | 2083.4 | 101.25 | - | 2 | 0 | 1 | |||||||||
| 19 Feb | 25454.35 | 1971.55 | -247.6 | - | 2 | 0 | 1 | |||||||||
| 18 Feb | 25819.35 | 2219.15 | 5.05 | - | 0 | 0 | 1 | |||||||||
| 17 Feb | 25725.40 | 2219.15 | 5.05 | - | 1 | 0 | 1 | |||||||||
| 16 Feb | 25682.75 | 2214.1 | 172.1 | - | 2 | 0 | 1 | |||||||||
| 13 Feb | 25471.10 | 2046.75 | -154.1 | - | 2 | 0 | 2 | |||||||||
| 12 Feb | 25807.20 | 2205.8 | 4.85 | - | 0 | 0 | 2 | |||||||||
| 11 Feb | 25953.85 | 2205.8 | 4.85 | - | 0 | 0 | 2 | |||||||||
| 10 Feb | 25935.15 | 2205.8 | 4.85 | - | 0 | 0 | 2 | |||||||||
| 9 Feb | 25867.30 | 2205.8 | 4.85 | - | 0 | 0 | 2 | |||||||||
| 6 Feb | 25693.70 | 2205.8 | 4.85 | - | 2 | 0 | 2 | |||||||||
| 5 Feb | 25642.80 | 2200.95 | -141.2 | - | 1 | 0 | 1 | |||||||||
| 4 Feb | 25776.00 | 2342.15 | 41.35 | - | 1 | 0 | 1 | |||||||||
| 3 Feb | 25727.55 | 2300.8 | 474.9 | - | 1 | 0 | 0 | |||||||||
| 2 Feb | 25088.40 | 1825.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 24825.45 | 1825.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 25320.65 | 1825.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 25418.90 | 1825.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23850 expiring on 28APR2026
Delta for 23850 CE is 0.56
Historical price for 23850 CE is as follows
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 220.9, which was -166.1 lower than the previous day. The implied volatity was 17.72, the open interest changed by 13687 which increased total open position to 15476
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 388.15, which was -207.30000000000007 lower than the previous day. The implied volatity was 15.69, the open interest changed by 380 which increased total open position to 1814
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 588.3, which was -197.1500000000001 lower than the previous day. The implied volatity was 17.69, the open interest changed by 64 which increased total open position to 1437
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 784, which was 178.85000000000002 higher than the previous day. The implied volatity was 18.57, the open interest changed by -133 which decreased total open position to 1383
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 599, which was -38.10000000000002 lower than the previous day. The implied volatity was 18.5, the open interest changed by -64 which decreased total open position to 1517
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 650, which was 127.54999999999995 higher than the previous day. The implied volatity was 16.9, the open interest changed by -63 which decreased total open position to 1583
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 518.5, which was -59.049999999999955 lower than the previous day. The implied volatity was 16.3, the open interest changed by -190 which decreased total open position to 1655
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 572.25, which was 166 higher than the previous day. The implied volatity was 18.01, the open interest changed by -398 which decreased total open position to 1851
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 400.85, which was -130.60000000000002 lower than the previous day. The implied volatity was 20.09, the open interest changed by 519 which increased total open position to 2250
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 536.95, which was 103.60000000000002 higher than the previous day. The implied volatity was 18.14, the open interest changed by -180 which decreased total open position to 1772
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 435, which was -97.25 lower than the previous day. The implied volatity was 20.29, the open interest changed by 669 which increased total open position to 1953
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 545, which was 302.5 higher than the previous day. The implied volatity was 17.14, the open interest changed by 1297 which increased total open position to 1297
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 251.55, which was 17.35 higher than the previous day. The implied volatity was 21.77, the open interest changed by -363 which decreased total open position to 506
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 234.85, which was 51 higher than the previous day. The implied volatity was 23.06, the open interest changed by 192 which increased total open position to 600
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 178.5, which was -20.35 lower than the previous day. The implied volatity was 21.5, the open interest changed by 616 which increased total open position to 616
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 202.25, which was 10.75 higher than the previous day. The implied volatity was 22.21, the open interest changed by 409 which increased total open position to 409
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 213.9, which was -95.1 lower than the previous day. The implied volatity was 25.82, the open interest changed by 446 which increased total open position to 446
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 297.85, which was -146.55 lower than the previous day. The implied volatity was 22.51, the open interest changed by 447 which increased total open position to 447
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 443.5, which was 103.9 higher than the previous day. The implied volatity was 20.7, the open interest changed by -63 which decreased total open position to 324
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 361.1, which was 80.05 higher than the previous day. The implied volatity was 22.21, the open interest changed by 41 which increased total open position to 388
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 277.15, which was -112.5 lower than the previous day. The implied volatity was 24.24, the open interest changed by 305 which increased total open position to 350
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 384.1, which was 23.25 higher than the previous day. The implied volatity was 19.25, the open interest changed by 243 which increased total open position to 243
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 377.4, which was -238.65 lower than the previous day. The implied volatity was 19.28, the open interest changed by -102 which decreased total open position to 309
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 601, which was 48.7 higher than the previous day. The implied volatity was 15.98, the open interest changed by 49 which increased total open position to 153
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 552.3, which was 42.9 higher than the previous day. The implied volatity was 17.63, the open interest changed by -5 which decreased total open position to 156
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 512.25, which was 29.5 higher than the previous day. The implied volatity was 19.1, the open interest changed by 104 which increased total open position to 175
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 478.35, which was -220.45 lower than the previous day. The implied volatity was 19.7, the open interest changed by 164 which increased total open position to 164
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 689.85, which was -133.6 lower than the previous day. The implied volatity was 19, the open interest changed by 61 which increased total open position to 61
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 815.75, which was -251.45 lower than the previous day. The implied volatity was 18.9, the open interest changed by 17 which increased total open position to 17
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1064.6, which was 60.75 higher than the previous day. The implied volatity was 17.57, the open interest changed by 0 which decreased total open position to 10
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1003, which was -360.2 lower than the previous day. The implied volatity was 21.04, the open interest changed by 9 which increased total open position to 9
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1363.2, which was 89.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1363.2, which was 89.05 higher than the previous day. The implied volatity was 14.31, the open interest changed by 5 which increased total open position to 5
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 1260.65, which was -925.45 lower than the previous day. The implied volatity was 17.64, the open interest changed by 2 which increased total open position to 3
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 2191.7, which was 103.05 higher 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 2191.7, which was 103.05 higher 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 2191.7, which was 103.05 higher 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 2191.7, which was 103.05 higher 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 2191.7, which was 103.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 2191.7, which was 103.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 2083.4, which was 101.25 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 1971.55, which was -247.6 lower than the previous day. The implied volatity was -, 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 2219.15, which was 5.05 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 2219.15, which was 5.05 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 2214.1, which was 172.1 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 2046.75, which was -154.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 2205.8, which was 4.85 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 2205.8, which was 4.85 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 2205.8, which was 4.85 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 2205.8, which was 4.85 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 2205.8, which was 4.85 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 2200.95, which was -141.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 2342.15, which was 41.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 2300.8, which was 474.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 1825.9, 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 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 1825.9, 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 1825.9, 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 1825.9, 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) 23850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.43
Vega: 0.1
Theta: -17.29
Gamma: 0.00092
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23897.95 | 138.25 | 62.25 | 16.48 | 19,62,803 | 694 | 17,589 |
| 23 Apr | 24173.05 | 74.25 | 14.350000000000001 | 16.94 | 2,63,342 | 9,675 | 17,179 |
| 22 Apr | 24378.10 | 54.9 | 1.75 | 18.26 | 1,78,052 | 2,086 | 7,621 |
| 21 Apr | 24576.60 | 51.85 | -72.5 | 20.67 | 16,936 | 2,773 | 5,526 |
| 20 Apr | 24364.85 | 136.15 | 19.950000000000003 | 22.7 | 14,593 | -1,245 | 2,757 |
| 17 Apr | 24353.55 | 110.15 | -67.94999999999999 | 18.55 | 8,745 | 1,310 | 4,003 |
| 16 Apr | 24196.75 | 185.2 | 0.25 | 19.49 | 5,745 | 328 | 2,709 |
| 15 Apr | 24231.30 | 189 | -196.64999999999998 | 19.51 | 4,976 | -160 | 2,381 |
| 13 Apr | 23842.65 | 389.65 | 111.94999999999999 | 20.63 | 5,125 | -72 | 2,541 |
| 10 Apr | 24050.60 | 277.95 | -132.45 | 18.61 | 5,258 | 796 | 2,620 |
| 9 Apr | 23775.10 | 413.2 | 91.5 | 18.69 | 16,404 | 560 | 1,822 |
| 8 Apr | 23997.35 | 306 | -672 | 19.61 | 4,209 | 1,230 | 1,256 |
| 7 Apr | 23123.65 | 978 | -39.9 | 28.85 | 12 | 290 | 300 |
| 6 Apr | 22968.25 | 1017.9 | -408.6 | 24.78 | 4 | 291 | 301 |
| 2 Apr | 22713.10 | 1426.5 | 200.85 | 34.36 | 5 | -2 | 301 |
| 1 Apr | 22679.40 | 1215.75 | -251.65 | 24.24 | 181 | 303 | 303 |
| 30 Mar | 22331.40 | 1467.4 | 237.4 | 24.32 | 77 | 447 | 447 |
| 27 Mar | 22819.60 | 1230 | 377.65 | 27.72 | 115 | 413 | 437 |
| 25 Mar | 23306.45 | 864.65 | -249.95 | 24.18 | 368 | 433 | 433 |
| 24 Mar | 22912.40 | 1114.6 | -331.35 | 25.55 | 29 | 164 | 164 |
| 23 Mar | 22512.65 | 1445.95 | 560.8 | 26.18 | 56 | 180 | 180 |
| 20 Mar | 23114.50 | 885.15 | -64.05 | 20.6 | 57 | 181 | 206 |
| 19 Mar | 23002.15 | 943.85 | 402.75 | 21.56 | 158 | -76 | 208 |
| 18 Mar | 23777.80 | 537.45 | -108.85 | 19.7 | 601 | -59 | 233 |
| 17 Mar | 23581.15 | 646.6 | -131.2 | 19.99 | 100 | 293 | 293 |
| 16 Mar | 23408.80 | 779.85 | -157.05 | 20.77 | 94 | 266 | 266 |
| 13 Mar | 23151.10 | 939.7 | 287.5 | 22.18 | 682 | 71 | 343 |
| 12 Mar | 23639.15 | 649.95 | 89.2 | 20.67 | 178 | 272 | 272 |
| 11 Mar | 23866.85 | 573.2 | 184.05 | 20.97 | 216 | 278 | 278 |
| 10 Mar | 24261.60 | 368.1 | -198.5 | 19.47 | 117 | 294 | 294 |
| 9 Mar | 24028.05 | 582.55 | 232.35 | 22.82 | 400 | 46 | 293 |
| 6 Mar | 24450.45 | 349.45 | 96.85 | 20.09 | 135 | 41 | 248 |
| 5 Mar | 24765.90 | 249.55 | -114.3 | 18.96 | 101 | 208 | 208 |
| 4 Mar | 24480.50 | 365.1 | 166.6 | 20.4 | 383 | 199 | 259 |
| 2 Mar | 24865.70 | 189.95 | 104 | 17.36 | 153 | -2 | 61 |
| 27 Feb | 25178.65 | 85.95 | 11.05 | 14.85 | 7 | 5 | 63 |
| 26 Feb | 25496.55 | 74.9 | 2.4 | 15.89 | 13 | -3 | 58 |
| 25 Feb | 25482.50 | 73.7 | -9.2 | 15.63 | 149 | -4 | 61 |
| 24 Feb | 25424.65 | 82.9 | 11.45 | 15.97 | 20 | -1 | 64 |
| 23 Feb | 25713.00 | 71.6 | -3.35 | 16.52 | 65 | 34 | 67 |
| 20 Feb | 25571.25 | 74.95 | -10.05 | 15.75 | 23 | 2 | 38 |
| 19 Feb | 25454.35 | 85 | 24.6 | 15.43 | 3 | 1 | 37 |
| 18 Feb | 25819.35 | 58.65 | -9.55 | 15.78 | 6 | 5 | 37 |
| 17 Feb | 25725.40 | 68.2 | -16.2 | 15.86 | 1 | 0 | 33 |
| 16 Feb | 25682.75 | 84.4 | 0 | 16.52 | 1 | 0 | 32 |
| 13 Feb | 25471.10 | 84.4 | 36.65 | 15.2 | 27 | 24 | 31 |
| 12 Feb | 25807.20 | 47.75 | -6.15 | 14.58 | 1 | 0 | 6 |
| 11 Feb | 25953.85 | 53.9 | -9.35 | - | 0 | 0 | 6 |
| 10 Feb | 25935.15 | 53.9 | -9.35 | - | 0 | 0 | 6 |
| 9 Feb | 25867.30 | 53.9 | -9.35 | 15.08 | 5 | 0 | 1 |
| 6 Feb | 25693.70 | 63.25 | 4.05 | - | 0 | 0 | 1 |
| 5 Feb | 25642.80 | 63.25 | 4.05 | 14.44 | 6 | -5 | 1 |
| 4 Feb | 25776.00 | 59.2 | -15.1 | 14.57 | 1 | 0 | 6 |
| 3 Feb | 25727.55 | 74.3 | -69.4 | 15.25 | 6 | 5 | 7 |
| 2 Feb | 25088.40 | 143.7 | -4.1 | 15.09 | 6 | 0 | 5 |
| 1 Feb | 24825.45 | 147.8 | 12.5 | 13.95 | 13 | 9 | 9 |
| 30 Jan | 25320.65 | 135.3 | 0 | 3.96 | 0 | 0 | 0 |
| 29 Jan | 25418.90 | 135.3 | 0 | 4.12 | 0 | 0 | 0 |
For Nifty - strike price 23850 expiring on 28APR2026
Delta for 23850 PE is -0.43
Historical price for 23850 PE is as follows
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 138.25, which was 62.25 higher than the previous day. The implied volatity was 16.48, the open interest changed by 694 which increased total open position to 17589
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 74.25, which was 14.350000000000001 higher than the previous day. The implied volatity was 16.94, the open interest changed by 9675 which increased total open position to 17179
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 54.9, which was 1.75 higher than the previous day. The implied volatity was 18.26, the open interest changed by 2086 which increased total open position to 7621
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 51.85, which was -72.5 lower than the previous day. The implied volatity was 20.67, the open interest changed by 2773 which increased total open position to 5526
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 136.15, which was 19.950000000000003 higher than the previous day. The implied volatity was 22.7, the open interest changed by -1245 which decreased total open position to 2757
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 110.15, which was -67.94999999999999 lower than the previous day. The implied volatity was 18.55, the open interest changed by 1310 which increased total open position to 4003
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 185.2, which was 0.25 higher than the previous day. The implied volatity was 19.49, the open interest changed by 328 which increased total open position to 2709
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 189, which was -196.64999999999998 lower than the previous day. The implied volatity was 19.51, the open interest changed by -160 which decreased total open position to 2381
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 389.65, which was 111.94999999999999 higher than the previous day. The implied volatity was 20.63, the open interest changed by -72 which decreased total open position to 2541
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 277.95, which was -132.45 lower than the previous day. The implied volatity was 18.61, the open interest changed by 796 which increased total open position to 2620
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 413.2, which was 91.5 higher than the previous day. The implied volatity was 18.69, the open interest changed by 560 which increased total open position to 1822
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 306, which was -672 lower than the previous day. The implied volatity was 19.61, the open interest changed by 1230 which increased total open position to 1256
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 978, which was -39.9 lower than the previous day. The implied volatity was 28.85, the open interest changed by 290 which increased total open position to 300
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1017.9, which was -408.6 lower than the previous day. The implied volatity was 24.78, the open interest changed by 291 which increased total open position to 301
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1426.5, which was 200.85 higher than the previous day. The implied volatity was 34.36, the open interest changed by -2 which decreased total open position to 301
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1215.75, which was -251.65 lower than the previous day. The implied volatity was 24.24, the open interest changed by 303 which increased total open position to 303
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1467.4, which was 237.4 higher than the previous day. The implied volatity was 24.32, the open interest changed by 447 which increased total open position to 447
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1230, which was 377.65 higher than the previous day. The implied volatity was 27.72, the open interest changed by 413 which increased total open position to 437
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 864.65, which was -249.95 lower than the previous day. The implied volatity was 24.18, the open interest changed by 433 which increased total open position to 433
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1114.6, which was -331.35 lower than the previous day. The implied volatity was 25.55, the open interest changed by 164 which increased total open position to 164
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1445.95, which was 560.8 higher than the previous day. The implied volatity was 26.18, the open interest changed by 180 which increased total open position to 180
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 885.15, which was -64.05 lower than the previous day. The implied volatity was 20.6, the open interest changed by 181 which increased total open position to 206
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 943.85, which was 402.75 higher than the previous day. The implied volatity was 21.56, the open interest changed by -76 which decreased total open position to 208
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 537.45, which was -108.85 lower than the previous day. The implied volatity was 19.7, the open interest changed by -59 which decreased total open position to 233
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 646.6, which was -131.2 lower than the previous day. The implied volatity was 19.99, the open interest changed by 293 which increased total open position to 293
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 779.85, which was -157.05 lower than the previous day. The implied volatity was 20.77, the open interest changed by 266 which increased total open position to 266
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 939.7, which was 287.5 higher than the previous day. The implied volatity was 22.18, the open interest changed by 71 which increased total open position to 343
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 649.95, which was 89.2 higher than the previous day. The implied volatity was 20.67, the open interest changed by 272 which increased total open position to 272
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 573.2, which was 184.05 higher than the previous day. The implied volatity was 20.97, the open interest changed by 278 which increased total open position to 278
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 368.1, which was -198.5 lower than the previous day. The implied volatity was 19.47, the open interest changed by 294 which increased total open position to 294
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 582.55, which was 232.35 higher than the previous day. The implied volatity was 22.82, the open interest changed by 46 which increased total open position to 293
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 349.45, which was 96.85 higher than the previous day. The implied volatity was 20.09, the open interest changed by 41 which increased total open position to 248
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 249.55, which was -114.3 lower than the previous day. The implied volatity was 18.96, the open interest changed by 208 which increased total open position to 208
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 365.1, which was 166.6 higher than the previous day. The implied volatity was 20.4, the open interest changed by 199 which increased total open position to 259
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 189.95, which was 104 higher than the previous day. The implied volatity was 17.36, the open interest changed by -2 which decreased total open position to 61
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 85.95, which was 11.05 higher than the previous day. The implied volatity was 14.85, the open interest changed by 5 which increased total open position to 63
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 74.9, which was 2.4 higher than the previous day. The implied volatity was 15.89, the open interest changed by -3 which decreased total open position to 58
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 73.7, which was -9.2 lower than the previous day. The implied volatity was 15.63, the open interest changed by -4 which decreased total open position to 61
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 82.9, which was 11.45 higher than the previous day. The implied volatity was 15.97, the open interest changed by -1 which decreased total open position to 64
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 71.6, which was -3.35 lower than the previous day. The implied volatity was 16.52, the open interest changed by 34 which increased total open position to 67
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 74.95, which was -10.05 lower than the previous day. The implied volatity was 15.75, the open interest changed by 2 which increased total open position to 38
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 85, which was 24.6 higher than the previous day. The implied volatity was 15.43, the open interest changed by 1 which increased total open position to 37
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 58.65, which was -9.55 lower than the previous day. The implied volatity was 15.78, the open interest changed by 5 which increased total open position to 37
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 68.2, which was -16.2 lower than the previous day. The implied volatity was 15.86, the open interest changed by 0 which decreased total open position to 33
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 84.4, which was 0 lower than the previous day. The implied volatity was 16.52, the open interest changed by 0 which decreased total open position to 32
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 84.4, which was 36.65 higher than the previous day. The implied volatity was 15.2, the open interest changed by 24 which increased total open position to 31
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 47.75, which was -6.15 lower than the previous day. The implied volatity was 14.58, the open interest changed by 0 which decreased total open position to 6
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 53.9, which was -9.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 53.9, which was -9.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 53.9, which was -9.35 lower than the previous day. The implied volatity was 15.08, the open interest changed by 0 which decreased total open position to 1
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 63.25, which was 4.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 63.25, which was 4.05 higher than the previous day. The implied volatity was 14.44, the open interest changed by -5 which decreased total open position to 1
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 59.2, which was -15.1 lower than the previous day. The implied volatity was 14.57, the open interest changed by 0 which decreased total open position to 6
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 74.3, which was -69.4 lower than the previous day. The implied volatity was 15.25, the open interest changed by 5 which increased total open position to 7
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 143.7, which was -4.1 lower than the previous day. The implied volatity was 15.09, the open interest changed by 0 which decreased total open position to 5
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 147.8, which was 12.5 higher than the previous day. The implied volatity was 13.95, the open interest changed by 9 which increased total open position to 9
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 135.3, which was 0 lower than the previous day. The implied volatity was 3.96, 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 135.3, which was 0 lower than the previous day. The implied volatity was 4.12, the open interest changed by 0 which decreased total open position to 0
