Historical option data for NIFTY
20 May 2026 04:10 PM IST
| NIFTY 26-May-2026 (5d) 23850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.38
Vega: 0.12
Theta: -16.34
Gamma: 0.00076
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 23659.00 | 129.3 | 14 (12.14%) | 16.03 | 5,86,556 | 3,081 | 12,709 | |||||||||
| 19 May | 23618.00 | 109.9 | -63.45 (-36.60%) | 14.92 | 55,289 | 4,692 | 9,539 | |||||||||
| 18 May | 23649.95 | 172.35 | -21.3 (-11.00%) | 17.51 | 26,004 | 1,904 | 4,907 | |||||||||
| 15 May | 23643.50 | 200.65 | -27.05 (-11.88%) | 16.53 | 14,530 | 461 | 3,017 | |||||||||
| 14 May | 23689.60 | 242.55 | 73.2 (43.22%) | 17.06 | 6,083 | 45 | 2,561 | |||||||||
| 13 May | 23412.60 | 169.75 | -1.95 (-1.14%) | 0 | 4,057 | 257 | 2,517 | |||||||||
| 12 May | 23379.55 | 183.8 | -181.05 (-49.62%) | 0 | 4,131 | 452 | 2,270 | |||||||||
| 11 May | 23815.85 | 358 | -220.3 (-38.09%) | 0 | 3,712 | 938 | 1,816 | |||||||||
| 8 May | 24176.15 | 583.55 | -105.35 (-15.29%) | 16.47 | 139 | -24 | 878 | |||||||||
| 7 May | 24326.65 | 697.9 | -54.7 (-7.27%) | 16.16 | 319 | -92 | 905 | |||||||||
| 6 May | 24330.95 | 755.35 | 207.9 (37.98%) | 18.69 | 418 | -13 | 997 | |||||||||
| 5 May | 24032.80 | 556 | -82.35 (-12.90%) | 17.43 | 1,905 | 678 | 1,010 | |||||||||
| 4 May | 24119.30 | 628.1 | 23.95 (3.96%) | 18.18 | 366 | 124 | 334 | |||||||||
| 30 Apr | 23997.55 | 626.45 | -68.15 (-9.81%) | 18.27 | 2,006 | 142 | 352 | |||||||||
| 29 Apr | 24177.65 | 665.55 | 82.15 (14.08%) | 16.38 | 131 | -62 | 212 | |||||||||
| 28 Apr | 23995.70 | 590.75 | -114.4 (-16.22%) | 16.9 | 125 | -56 | 274 | |||||||||
| 27 Apr | 24092.70 | 710 | 69.25 (10.81%) | 19.03 | 200 | -62 | 331 | |||||||||
| 24 Apr | 23897.95 | 644.9 | -135.1 (-17.32%) | 19.61 | 424 | 33 | 395 | |||||||||
| 23 Apr | 24173.05 | 780 | -132.8 (-14.55%) | 17.73 | 42 | 3 | 363 | |||||||||
| 22 Apr | 24378.10 | 912.8 | -136.1 (-12.98%) | 18.1 | 20 | -5 | 361 | |||||||||
| 21 Apr | 24576.60 | 1048.9 | 105.7 (11.21%) | 18.36 | 3 | -1 | 367 | |||||||||
| 20 Apr | 24364.85 | 910.35 | -31.7 (-3.37%) | 18.22 | 237 | -120 | 369 | |||||||||
| 17 Apr | 24353.55 | 942.05 | 108.05 (12.96%) | 17.61 | 259 | -208 | 489 | |||||||||
| 16 Apr | 24196.75 | 834 | -59.35 (-6.64%) | 17.59 | 95 | 5 | 696 | |||||||||
| 15 Apr | 24231.30 | 884 | 181.4 (25.82%) | 18.56 | 471 | -186 | 690 | |||||||||
| 13 Apr | 23842.65 | 695 | -108.45 (-13.50%) | 19.27 | 442 | -127 | 881 | |||||||||
| 10 Apr | 24050.60 | 805.9 | 87.35 (12.16%) | 17.7 | 45 | -25 | 1,009 | |||||||||
| 9 Apr | 23775.10 | 720 | -87.45 (-10.83%) | 19.85 | 247 | -54 | 1,035 | |||||||||
| 8 Apr | 23997.35 | 826.3 | 346.1 (72.07%) | 16.2 | 1,254 | 1,088 | 1,088 | |||||||||
| 7 Apr | 23123.65 | 476.65 | 10.05 (2.15%) | 19.28 | 24 | -14 | 59 | |||||||||
| 6 Apr | 22968.25 | 466.6 | 88.9 (23.54%) | 20.84 | 43 | 72 | 72 | |||||||||
| 2 Apr | 22713.10 | 377.7 | -15.35 (-3.91%) | 19.94 | 106 | 64 | 64 | |||||||||
| 1 Apr | 22679.40 | 393.05 | 26.6 (7.26%) | 20.16 | 30 | 63 | 63 | |||||||||
| 30 Mar | 22331.40 | 369 | -136.95 (-27.07%) | 22.2 | 87 | -21 | 52 | |||||||||
| 27 Mar | 22819.60 | 501.2 | -202.6 (-28.79%) | 20.67 | 27 | 18 | 73 | |||||||||
| 25 Mar | 23306.45 | 703.8 | 161.5 (29.78%) | 20.12 | 78 | 29 | 58 | |||||||||
| 24 Mar | 22912.40 | 542.3 | 69.3 (14.65%) | 19.77 | 14 | -5 | 30 | |||||||||
| 23 Mar | 22512.65 | 473 | -172 (-26.67%) | 22.53 | 49 | 18 | 33 | |||||||||
| 20 Mar | 23114.50 | 645 | 86.85 (15.56%) | 19.55 | 1 | 0 | 15 | |||||||||
| 19 Mar | 23002.15 | 569 | -272.9 (-32.41%) | 17.92 | 13 | 4 | 14 | |||||||||
| 18 Mar | 23777.80 | 839.1 | 102.05 (13.85%) | 15.71 | 4 | 2 | 10 | |||||||||
| 17 Mar | 23581.15 | 737.05 | 159.7 (27.66%) | 15.94 | 3 | 0 | 9 | |||||||||
| 16 Mar | 23408.80 | 577.35 | -70.95 (-10.94%) | 14.45 | 6 | 1 | 7 | |||||||||
| 13 Mar | 23151.10 | 656.15 | -228.25 (-25.81%) | 18 | 12 | 6 | 7 | |||||||||
| 12 Mar | 23639.15 | 884.4 | -144.85 (-14.07%) | 17.38 | 1 | 0 | 0 | |||||||||
| 11 Mar | 23866.85 | 1029.25 | -163 (-13.67%) | 17.64 | 1 | 0 | 1 | |||||||||
| 10 Mar | 24261.60 | 1192.25 | 25.65 (2.20%) | 14.07 | 1 | 0 | 0 | |||||||||
| 9 Mar | 24028.05 | 1166.6 | -238.05 (-16.95%) | 18.17 | 1 | 0 | 1 | |||||||||
| 6 Mar | 24450.45 | 1404.35 | -675.55 (-32.48%) | - | 0 | 0 | 1 | |||||||||
| 5 Mar | 24765.90 | 1404.35 | -675.55 (-32.48%) | - | 3 | 1 | 0 | |||||||||
| 4 Mar | 24480.50 | 1404.35 | -675.55 (-32.48%) | 14.71 | 3 | 0 | 0 | |||||||||
| 2 Mar | 24865.70 | 2079.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 25178.65 | 2079.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23850 expiring on 26MAY2026
Delta for 23850 CE is 0.38
Historical price for 23850 CE is as follows
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 129.3, which was 14 higher than the previous day. The implied volatity was 16.03, the open interest changed by 3081 which increased total open position to 12709
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 109.9, which was -63.45 lower than the previous day. The implied volatity was 14.92, the open interest changed by 4692 which increased total open position to 9539
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 172.35, which was -21.3 lower than the previous day. The implied volatity was 17.51, the open interest changed by 1904 which increased total open position to 4907
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 200.65, which was -27.05 lower than the previous day. The implied volatity was 16.53, the open interest changed by 461 which increased total open position to 3017
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 242.55, which was 73.2 higher than the previous day. The implied volatity was 17.06, the open interest changed by 45 which increased total open position to 2561
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 169.75, which was -1.95 lower than the previous day. The implied volatity was 0, the open interest changed by 257 which increased total open position to 2517
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 183.8, which was -181.05 lower than the previous day. The implied volatity was 0, the open interest changed by 452 which increased total open position to 2270
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 358, which was -220.3 lower than the previous day. The implied volatity was 0, the open interest changed by 938 which increased total open position to 1816
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 583.55, which was -105.35 lower than the previous day. The implied volatity was 16.47, the open interest changed by -24 which decreased total open position to 878
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 697.9, which was -54.7 lower than the previous day. The implied volatity was 16.16, the open interest changed by -92 which decreased total open position to 905
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 755.35, which was 207.9 higher than the previous day. The implied volatity was 18.69, the open interest changed by -13 which decreased total open position to 997
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 556, which was -82.35 lower than the previous day. The implied volatity was 17.43, the open interest changed by 678 which increased total open position to 1010
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 628.1, which was 23.95 higher than the previous day. The implied volatity was 18.18, the open interest changed by 124 which increased total open position to 334
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 626.45, which was -68.15 lower than the previous day. The implied volatity was 18.27, the open interest changed by 142 which increased total open position to 352
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 665.55, which was 82.15 higher than the previous day. The implied volatity was 16.38, the open interest changed by -62 which decreased total open position to 212
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 590.75, which was -114.4 lower than the previous day. The implied volatity was 16.9, the open interest changed by -56 which decreased total open position to 274
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 710, which was 69.25 higher than the previous day. The implied volatity was 19.03, the open interest changed by -62 which decreased total open position to 331
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 644.9, which was -135.1 lower than the previous day. The implied volatity was 19.61, the open interest changed by 33 which increased total open position to 395
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 780, which was -132.8 lower than the previous day. The implied volatity was 17.73, the open interest changed by 3 which increased total open position to 363
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 912.8, which was -136.1 lower than the previous day. The implied volatity was 18.1, the open interest changed by -5 which decreased total open position to 361
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1048.9, which was 105.7 higher than the previous day. The implied volatity was 18.36, the open interest changed by -1 which decreased total open position to 367
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 910.35, which was -31.7 lower than the previous day. The implied volatity was 18.22, the open interest changed by -120 which decreased total open position to 369
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 942.05, which was 108.05 higher than the previous day. The implied volatity was 17.61, the open interest changed by -208 which decreased total open position to 489
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 834, which was -59.35 lower than the previous day. The implied volatity was 17.59, the open interest changed by 5 which increased total open position to 696
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 884, which was 181.4 higher than the previous day. The implied volatity was 18.56, the open interest changed by -186 which decreased total open position to 690
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 695, which was -108.45 lower than the previous day. The implied volatity was 19.27, the open interest changed by -127 which decreased total open position to 881
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 805.9, which was 87.35 higher than the previous day. The implied volatity was 17.7, the open interest changed by -25 which decreased total open position to 1009
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 720, which was -87.45 lower than the previous day. The implied volatity was 19.85, the open interest changed by -54 which decreased total open position to 1035
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 826.3, which was 346.1 higher than the previous day. The implied volatity was 16.2, the open interest changed by 1088 which increased total open position to 1088
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 476.65, which was 10.05 higher than the previous day. The implied volatity was 19.28, the open interest changed by -14 which decreased total open position to 59
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 466.6, which was 88.9 higher than the previous day. The implied volatity was 20.84, the open interest changed by 72 which increased total open position to 72
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 377.7, which was -15.35 lower than the previous day. The implied volatity was 19.94, the open interest changed by 64 which increased total open position to 64
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 393.05, which was 26.6 higher than the previous day. The implied volatity was 20.16, the open interest changed by 63 which increased total open position to 63
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 369, which was -136.95 lower than the previous day. The implied volatity was 22.2, the open interest changed by -21 which decreased total open position to 52
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 501.2, which was -202.6 lower than the previous day. The implied volatity was 20.67, the open interest changed by 18 which increased total open position to 73
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 703.8, which was 161.5 higher than the previous day. The implied volatity was 20.12, the open interest changed by 29 which increased total open position to 58
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 542.3, which was 69.3 higher than the previous day. The implied volatity was 19.77, the open interest changed by -5 which decreased total open position to 30
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 473, which was -172 lower than the previous day. The implied volatity was 22.53, the open interest changed by 18 which increased total open position to 33
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 645, which was 86.85 higher than the previous day. The implied volatity was 19.55, 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 569, which was -272.9 lower than the previous day. The implied volatity was 17.92, the open interest changed by 4 which increased total open position to 14
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 839.1, which was 102.05 higher than the previous day. The implied volatity was 15.71, the open interest changed by 2 which increased total open position to 10
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 737.05, which was 159.7 higher than the previous day. The implied volatity was 15.94, the open interest changed by 0 which decreased total open position to 9
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 577.35, which was -70.95 lower than the previous day. The implied volatity was 14.45, the open interest changed by 1 which increased total open position to 7
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 656.15, which was -228.25 lower than the previous day. The implied volatity was 18, the open interest changed by 6 which increased total open position to 7
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 884.4, which was -144.85 lower than the previous day. The implied volatity was 17.38, the open interest changed by 0 which decreased total open position to 0
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1029.25, which was -163 lower than the previous day. The implied volatity was 17.64, the open interest changed by 0 which decreased total open position to 1
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1192.25, which was 25.65 higher than the previous day. The implied volatity was 14.07, 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 1166.6, which was -238.05 lower than the previous day. The implied volatity was 18.17, the open interest changed by 0 which decreased total open position to 1
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1404.35, which was -675.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1404.35, which was -675.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 1404.35, which was -675.55 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 2079.9, 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 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 2079.9, 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 26-May-2026 (5d) 23850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.63
Vega: 0.12
Theta: -11.64
Gamma: 0.00081
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 23659.00 | 279 | -74.95 (-21.18%) | 14.97 | 27,596 | 92 | 6,557 |
| 19 May | 23618.00 | 358.1 | -8.1 (-2.21%) | 17.41 | 18,897 | 781 | 6,495 |
| 18 May | 23649.95 | 364.6 | -34.55 (-8.66%) | 18.64 | 2,078 | 5 | 5,715 |
| 15 May | 23643.50 | 383.75 | 20.2 (5.56%) | 17.6 | 9,313 | 31 | 5,710 |
| 14 May | 23689.60 | 350.15 | -201.8 (-36.56%) | 16.56 | 1,573 | 133 | 5,679 |
| 13 May | 23412.60 | 533.3 | -49.2 (-8.45%) | 0 | 1,122 | -89 | 5,545 |
| 12 May | 23379.55 | 547.4 | 214.5 (64.43%) | 0 | 5,588 | -2,521 | 5,648 |
| 11 May | 23815.85 | 340.7 | 153.6 (82.10%) | 0 | 13,144 | 7,077 | 8,168 |
| 8 May | 24176.15 | 189.5 | 41.15 (27.74%) | 16.36 | 1,235 | 193 | 1,076 |
| 7 May | 24326.65 | 140.9 | -9.55 (-6.35%) | 15.89 | 1,044 | 7 | 883 |
| 6 May | 24330.95 | 143.6 | -133.7 (-48.21%) | 15.77 | 2,385 | 79 | 889 |
| 5 May | 24032.80 | 272 | -3.8 (-1.38%) | 17.16 | 1,276 | 7 | 811 |
| 4 May | 24119.30 | 278.95 | -61.3 (-18.02%) | 18.33 | 1,499 | -92 | 804 |
| 30 Apr | 23997.55 | 319.85 | 45.7 (16.67%) | 17.5 | 3,561 | 104 | 1,000 |
| 29 Apr | 24177.65 | 279.25 | -81.4 (-22.57%) | 17.5 | 2,583 | 170 | 896 |
| 28 Apr | 23995.70 | 358.5 | 29.35 (8.92%) | 18.02 | 886 | 128 | 726 |
| 27 Apr | 24092.70 | 329.15 | -118.2 (-26.42%) | 18.04 | 373 | -21 | 593 |
| 24 Apr | 23897.95 | 444.55 | 91 (25.74%) | 18.63 | 611 | 155 | 615 |
| 23 Apr | 24173.05 | 354.2 | 70.3 (24.76%) | 18.74 | 170 | 40 | 460 |
| 22 Apr | 24378.10 | 283.05 | 63 (28.63%) | 18.42 | 244 | 64 | 417 |
| 21 Apr | 24576.60 | 222 | -84.8 (-27.64%) | 18.19 | 201 | 33 | 354 |
| 20 Apr | 24364.85 | 317.4 | 30.75 (10.73%) | 18.88 | 702 | -135 | 324 |
| 17 Apr | 24353.55 | 281 | -68.7 (-19.65%) | 17.43 | 712 | -382 | 460 |
| 16 Apr | 24196.75 | 360.55 | -4.3 (-1.18%) | 17.96 | 139 | 53 | 835 |
| 15 Apr | 24231.30 | 366.7 | -182.3 (-33.21%) | 18.38 | 261 | -78 | 784 |
| 13 Apr | 23842.65 | 549.9 | 119.25 (27.69%) | 18.63 | 534 | -82 | 862 |
| 10 Apr | 24050.60 | 428.25 | -138.65 (-24.46%) | 17.62 | 111 | -80 | 943 |
| 9 Apr | 23775.10 | 561 | 88.25 (18.67%) | 17.7 | 308 | -169 | 1,024 |
| 8 Apr | 23997.35 | 462.55 | -680.3 (-59.53%) | 19.58 | 1,704 | 1,165 | 1,192 |
| 7 Apr | 23123.65 | 1142.85 | -449.3 (-28.22%) | 27.26 | 3 | 2 | 27 |
| 6 Apr | 22968.25 | 1592.15 | 695.95 (77.66%) | - | 0 | 0 | 25 |
| 2 Apr | 22713.10 | 1592.15 | 695.95 (77.66%) | 32.42 | 3 | 0 | 27 |
| 1 Apr | 22679.40 | 896.2 | -218.55 (-19.61%) | - | 0 | 0 | 27 |
| 30 Mar | 22331.40 | 896.2 | -218.55 (-19.61%) | - | 0 | 27 | 27 |
| 27 Mar | 22819.60 | 896.2 | -218.55 (-19.61%) | - | 0 | 27 | 27 |
| 25 Mar | 23306.45 | 896.2 | -218.55 (-19.61%) | 21.41 | 71 | -17 | 27 |
| 24 Mar | 22912.40 | 1114.75 | -181.85 (-14.03%) | 22.15 | 1 | 0 | 45 |
| 23 Mar | 22512.65 | 1296.6 | 294.5 (29.39%) | 19.05 | 3 | 0 | 43 |
| 20 Mar | 23114.50 | 1002.1 | -107.8 (-9.71%) | 21.48 | 3 | 0 | 44 |
| 19 Mar | 23002.15 | 1109.9 | 513.95 (86.24%) | 23.53 | 5 | -2 | 42 |
| 18 Mar | 23777.80 | 595.95 | -178.55 (-23.05%) | 18.65 | 1 | 0 | 44 |
| 17 Mar | 23581.15 | 774.5 | -54.65 (-6.59%) | 20.8 | 46 | 35 | 40 |
| 16 Mar | 23408.80 | 826.9 | -136.9 (-14.20%) | 19.69 | 4 | 0 | 6 |
| 13 Mar | 23151.10 | 961.4 | 247.05 (34.58%) | 20.51 | 2 | 0 | 6 |
| 12 Mar | 23639.15 | 715.05 | 121.95 (20.56%) | 19.92 | 7 | 0 | 9 |
| 11 Mar | 23866.85 | 593.1 | 122.8 (26.11%) | 18.99 | 7 | 2 | 9 |
| 10 Mar | 24261.60 | 470.3 | -220.7 (-31.94%) | 19.67 | 2 | 0 | 9 |
| 9 Mar | 24028.05 | 691 | 578.5 (514.22%) | 22.6 | 17 | 8 | 8 |
| 6 Mar | 24450.45 | 112.5 | 0 (0.00%) | 2.39 | 0 | 0 | 0 |
| 5 Mar | 24765.90 | 112.5 | 0 (0.00%) | 2.91 | 0 | 0 | 0 |
| 4 Mar | 24480.50 | 112.5 | 0 (0.00%) | 2.4 | 0 | 0 | 0 |
| 2 Mar | 24865.70 | 112.5 | 0 (0.00%) | 3.12 | 0 | 0 | 0 |
| 27 Feb | 25178.65 | 112.5 | 0 (0.00%) | 3.72 | 0 | 0 | 0 |
For Nifty - strike price 23850 expiring on 26MAY2026
Delta for 23850 PE is -0.63
Historical price for 23850 PE is as follows
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 279, which was -74.95 lower than the previous day. The implied volatity was 14.97, the open interest changed by 92 which increased total open position to 6557
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 358.1, which was -8.1 lower than the previous day. The implied volatity was 17.41, the open interest changed by 781 which increased total open position to 6495
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 364.6, which was -34.55 lower than the previous day. The implied volatity was 18.64, the open interest changed by 5 which increased total open position to 5715
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 383.75, which was 20.2 higher than the previous day. The implied volatity was 17.6, the open interest changed by 31 which increased total open position to 5710
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 350.15, which was -201.8 lower than the previous day. The implied volatity was 16.56, the open interest changed by 133 which increased total open position to 5679
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 533.3, which was -49.2 lower than the previous day. The implied volatity was 0, the open interest changed by -89 which decreased total open position to 5545
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 547.4, which was 214.5 higher than the previous day. The implied volatity was 0, the open interest changed by -2521 which decreased total open position to 5648
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 340.7, which was 153.6 higher than the previous day. The implied volatity was 0, the open interest changed by 7077 which increased total open position to 8168
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 189.5, which was 41.15 higher than the previous day. The implied volatity was 16.36, the open interest changed by 193 which increased total open position to 1076
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 140.9, which was -9.55 lower than the previous day. The implied volatity was 15.89, the open interest changed by 7 which increased total open position to 883
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 143.6, which was -133.7 lower than the previous day. The implied volatity was 15.77, the open interest changed by 79 which increased total open position to 889
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 272, which was -3.8 lower than the previous day. The implied volatity was 17.16, the open interest changed by 7 which increased total open position to 811
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 278.95, which was -61.3 lower than the previous day. The implied volatity was 18.33, the open interest changed by -92 which decreased total open position to 804
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 319.85, which was 45.7 higher than the previous day. The implied volatity was 17.5, the open interest changed by 104 which increased total open position to 1000
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 279.25, which was -81.4 lower than the previous day. The implied volatity was 17.5, the open interest changed by 170 which increased total open position to 896
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 358.5, which was 29.35 higher than the previous day. The implied volatity was 18.02, the open interest changed by 128 which increased total open position to 726
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 329.15, which was -118.2 lower than the previous day. The implied volatity was 18.04, the open interest changed by -21 which decreased total open position to 593
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 444.55, which was 91 higher than the previous day. The implied volatity was 18.63, the open interest changed by 155 which increased total open position to 615
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 354.2, which was 70.3 higher than the previous day. The implied volatity was 18.74, the open interest changed by 40 which increased total open position to 460
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 283.05, which was 63 higher than the previous day. The implied volatity was 18.42, the open interest changed by 64 which increased total open position to 417
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 222, which was -84.8 lower than the previous day. The implied volatity was 18.19, the open interest changed by 33 which increased total open position to 354
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 317.4, which was 30.75 higher than the previous day. The implied volatity was 18.88, the open interest changed by -135 which decreased total open position to 324
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 281, which was -68.7 lower than the previous day. The implied volatity was 17.43, the open interest changed by -382 which decreased total open position to 460
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 360.55, which was -4.3 lower than the previous day. The implied volatity was 17.96, the open interest changed by 53 which increased total open position to 835
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 366.7, which was -182.3 lower than the previous day. The implied volatity was 18.38, the open interest changed by -78 which decreased total open position to 784
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 549.9, which was 119.25 higher than the previous day. The implied volatity was 18.63, the open interest changed by -82 which decreased total open position to 862
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 428.25, which was -138.65 lower than the previous day. The implied volatity was 17.62, the open interest changed by -80 which decreased total open position to 943
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 561, which was 88.25 higher than the previous day. The implied volatity was 17.7, the open interest changed by -169 which decreased total open position to 1024
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 462.55, which was -680.3 lower than the previous day. The implied volatity was 19.58, the open interest changed by 1165 which increased total open position to 1192
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1142.85, which was -449.3 lower than the previous day. The implied volatity was 27.26, the open interest changed by 2 which increased total open position to 27
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1592.15, which was 695.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1592.15, which was 695.95 higher than the previous day. The implied volatity was 32.42, the open interest changed by 0 which decreased total open position to 27
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 896.2, which was -218.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 896.2, which was -218.55 lower than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 27
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 896.2, which was -218.55 lower than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 27
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 896.2, which was -218.55 lower than the previous day. The implied volatity was 21.41, the open interest changed by -17 which decreased total open position to 27
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1114.75, which was -181.85 lower than the previous day. The implied volatity was 22.15, the open interest changed by 0 which decreased total open position to 45
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1296.6, which was 294.5 higher than the previous day. The implied volatity was 19.05, the open interest changed by 0 which decreased total open position to 43
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1002.1, which was -107.8 lower than the previous day. The implied volatity was 21.48, the open interest changed by 0 which decreased total open position to 44
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1109.9, which was 513.95 higher than the previous day. The implied volatity was 23.53, the open interest changed by -2 which decreased total open position to 42
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 595.95, which was -178.55 lower than the previous day. The implied volatity was 18.65, the open interest changed by 0 which decreased total open position to 44
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 774.5, which was -54.65 lower than the previous day. The implied volatity was 20.8, the open interest changed by 35 which increased total open position to 40
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 826.9, which was -136.9 lower than the previous day. The implied volatity was 19.69, the open interest changed by 0 which decreased total open position to 6
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 961.4, which was 247.05 higher than the previous day. The implied volatity was 20.51, 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 715.05, which was 121.95 higher than the previous day. The implied volatity was 19.92, the open interest changed by 0 which decreased total open position to 9
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 593.1, which was 122.8 higher than the previous day. The implied volatity was 18.99, the open interest changed by 2 which increased total open position to 9
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 470.3, which was -220.7 lower than the previous day. The implied volatity was 19.67, the open interest changed by 0 which decreased total open position to 9
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 691, which was 578.5 higher than the previous day. The implied volatity was 22.6, the open interest changed by 8 which increased total open position to 8
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 112.5, which was 0 lower than the previous day. The implied volatity was 2.39, 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 112.5, which was 0 lower than the previous day. The implied volatity was 2.91, 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 112.5, which was 0 lower than the previous day. The implied volatity was 2.4, 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 112.5, which was 0 lower than the previous day. The implied volatity was 3.12, 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 112.5, which was 0 lower than the previous day. The implied volatity was 3.72, the open interest changed by 0 which decreased total open position to 0
