NIFTY
Nifty
Historical option data for NIFTY
30 Apr 2026 04:10 PM IST
| NIFTY 05-May-2026 (3d) 23900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.64
Vega: 0.11
Theta: -18.39
Gamma: 0.00078
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Apr | 23997.55 | 285.15 | -93.10000000000002 | 16.65 | 16,28,914 | 15,469 | 22,909 | |||||||||
| 29 Apr | 24177.65 | 355.1 | 86.05000000000001 | 13.9 | 83,817 | -1,775 | 7,556 | |||||||||
| 28 Apr | 23995.70 | 270.75 | -120.60000000000002 | 14.22 | 48,055 | 2,797 | 9,221 | |||||||||
| 27 Apr | 24092.70 | 390 | 42.14999999999998 | 17.51 | 34,046 | -2,490 | 6,790 | |||||||||
| 24 Apr | 23897.95 | 356 | -131.75 | 19.79 | 42,782 | 8,624 | 9,279 | |||||||||
| 23 Apr | 24173.05 | 485.35 | -183.85000000000002 | 17.73 | 1,237 | 339 | 668 | |||||||||
| 22 Apr | 24378.10 | 668.75 | -164.10000000000002 | 19.06 | 242 | 128 | 330 | |||||||||
| 21 Apr | 24576.60 | 834.35 | 131.10000000000002 | 18.98 | 57 | 14 | 202 | |||||||||
| 20 Apr | 24364.85 | 660.35 | -17.899999999999977 | 18.38 | 381 | -240 | 187 | |||||||||
| 17 Apr | 24353.55 | 680.25 | 94.25 | 16.48 | 94 | 10 | 427 | |||||||||
| 16 Apr | 24196.75 | 576.65 | -57.700000000000045 | 16.83 | 247 | 17 | 418 | |||||||||
| 15 Apr | 24231.30 | 630.25 | 162.7 | 18.01 | 502 | 66 | 400 | |||||||||
| 13 Apr | 23842.65 | 461 | -113.39999999999998 | 19.56 | 417 | 130 | 333 | |||||||||
| 10 Apr | 24050.60 | 579.25 | 90.05000000000001 | 17.71 | 161 | 11 | 203 | |||||||||
| 9 Apr | 23775.10 | 492 | -83.85000000000002 | 20.04 | 201 | 54 | 202 | |||||||||
| 8 Apr | 23997.35 | 593.05 | 382.65 | 16.73 | 246 | 148 | 148 | |||||||||
| 7 Apr | 23123.65 | 210.4 | 0 | 2.24 | 0 | 0 | 0 | |||||||||
| 6 Apr | 22968.25 | 210.4 | 0 | 2.69 | 0 | 0 | 0 | |||||||||
| 2 Apr | 22713.10 | 210.4 | 0 | 3.34 | 0 | 0 | 0 | |||||||||
| 1 Apr | 22679.40 | 210.4 | 0 | 3.22 | 0 | 0 | 0 | |||||||||
| 30 Mar | 22331.40 | 210.4 | 0 | 4.12 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 27 Mar | 22819.60 | 210.4 | 0 | 2.5 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23900 expiring on 05MAY2026
Delta for 23900 CE is 0.64
Historical price for 23900 CE is as follows
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 285.15, which was -93.10000000000002 lower than the previous day. The implied volatity was 16.65, the open interest changed by 15469 which increased total open position to 22909
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 355.1, which was 86.05000000000001 higher than the previous day. The implied volatity was 13.9, the open interest changed by -1775 which decreased total open position to 7556
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 270.75, which was -120.60000000000002 lower than the previous day. The implied volatity was 14.22, the open interest changed by 2797 which increased total open position to 9221
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 390, which was 42.14999999999998 higher than the previous day. The implied volatity was 17.51, the open interest changed by -2490 which decreased total open position to 6790
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 356, which was -131.75 lower than the previous day. The implied volatity was 19.79, the open interest changed by 8624 which increased total open position to 9279
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 485.35, which was -183.85000000000002 lower than the previous day. The implied volatity was 17.73, the open interest changed by 339 which increased total open position to 668
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 668.75, which was -164.10000000000002 lower than the previous day. The implied volatity was 19.06, the open interest changed by 128 which increased total open position to 330
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 834.35, which was 131.10000000000002 higher than the previous day. The implied volatity was 18.98, the open interest changed by 14 which increased total open position to 202
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 660.35, which was -17.899999999999977 lower than the previous day. The implied volatity was 18.38, the open interest changed by -240 which decreased total open position to 187
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 680.25, which was 94.25 higher than the previous day. The implied volatity was 16.48, the open interest changed by 10 which increased total open position to 427
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 576.65, which was -57.700000000000045 lower than the previous day. The implied volatity was 16.83, the open interest changed by 17 which increased total open position to 418
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 630.25, which was 162.7 higher than the previous day. The implied volatity was 18.01, the open interest changed by 66 which increased total open position to 400
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 461, which was -113.39999999999998 lower than the previous day. The implied volatity was 19.56, the open interest changed by 130 which increased total open position to 333
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 579.25, which was 90.05000000000001 higher than the previous day. The implied volatity was 17.71, the open interest changed by 11 which increased total open position to 203
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 492, which was -83.85000000000002 lower than the previous day. The implied volatity was 20.04, the open interest changed by 54 which increased total open position to 202
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 593.05, which was 382.65 higher than the previous day. The implied volatity was 16.73, the open interest changed by 148 which increased total open position to 148
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 210.4, which was 0 lower than the previous day. The implied volatity was 2.24, the open interest changed by 0 which decreased total open position to 0
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 210.4, which was 0 lower than the previous day. The implied volatity was 2.69, the open interest changed by 0 which decreased total open position to 0
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 210.4, which was 0 lower than the previous day. The implied volatity was 3.34, the open interest changed by 0 which decreased total open position to 0
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 210.4, which was 0 lower than the previous day. The implied volatity was 3.22, the open interest changed by 0 which decreased total open position to 0
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 210.4, 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
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 210.4, which was 0 lower than the previous day. The implied volatity was 2.5, the open interest changed by 0 which decreased total open position to 0
| NIFTY 05-May-2026 (3d) 23900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.11
Theta: -13.02
Gamma: 0.00084
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 23997.55 | 105 | 21.700000000000003 | 15.12 | 20,21,502 | 15,732 | 46,118 |
| 29 Apr | 24177.65 | 89.25 | -78 | 15.92 | 7,50,923 | 12,207 | 32,941 |
| 28 Apr | 23995.70 | 160 | 5.25 | 16.48 | 1,34,060 | 9,031 | 19,945 |
| 27 Apr | 24092.70 | 148.55 | -142.25 | 17.32 | 55,202 | -161 | 11,538 |
| 24 Apr | 23897.95 | 286.6 | 83.80000000000001 | 18.38 | 55,169 | 9,918 | 11,742 |
| 23 Apr | 24173.05 | 200 | 41.80000000000001 | 18.73 | 9,290 | 182 | 1,843 |
| 22 Apr | 24378.10 | 155.05 | 33.45000000000002 | 19.31 | 6,388 | 586 | 1,659 |
| 21 Apr | 24576.60 | 120.45 | -89.10000000000001 | 19.81 | 2,069 | 345 | 1,075 |
| 20 Apr | 24364.85 | 217.45 | 33.69999999999999 | 21.12 | 1,443 | 156 | 730 |
| 17 Apr | 24353.55 | 181 | -65.5 | 18.2 | 575 | 116 | 588 |
| 16 Apr | 24196.75 | 260 | 2.6999999999999886 | 18.78 | 1,375 | 119 | 472 |
| 15 Apr | 24231.30 | 260.4 | -199.60000000000002 | 18.88 | 645 | 46 | 352 |
| 13 Apr | 23842.65 | 461.4 | 121.14999999999998 | 19.74 | 334 | 7 | 299 |
| 10 Apr | 24050.60 | 342.1 | -133.34999999999997 | 17.96 | 251 | -4 | 288 |
| 9 Apr | 23775.10 | 477.8 | 93.60000000000002 | 17.96 | 388 | 111 | 240 |
| 8 Apr | 23997.35 | 376.4 | -623.6 | 19.61 | 279 | 127 | 128 |
| 7 Apr | 23123.65 | 1000 | 100 | - | 0 | 0 | 1 |
| 6 Apr | 22968.25 | 1000 | 100 | 20.66 | 1 | 0 | 1 |
| 2 Apr | 22713.10 | 900 | 0 | - | 0 | 0 | 1 |
| 1 Apr | 22679.40 | 900 | 0 | - | 0 | 0 | 1 |
| 30 Mar | 22331.40 | 900 | 0 | - | 1 | 0 | 1 |
| 27 Mar | 22819.60 | 900 | -101.35 | - | 0 | 1 | 1 |
For Nifty - strike price 23900 expiring on 05MAY2026
Delta for 23900 PE is -0.35
Historical price for 23900 PE is as follows
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 105, which was 21.700000000000003 higher than the previous day. The implied volatity was 15.12, the open interest changed by 15732 which increased total open position to 46118
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 89.25, which was -78 lower than the previous day. The implied volatity was 15.92, the open interest changed by 12207 which increased total open position to 32941
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 160, which was 5.25 higher than the previous day. The implied volatity was 16.48, the open interest changed by 9031 which increased total open position to 19945
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 148.55, which was -142.25 lower than the previous day. The implied volatity was 17.32, the open interest changed by -161 which decreased total open position to 11538
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 286.6, which was 83.80000000000001 higher than the previous day. The implied volatity was 18.38, the open interest changed by 9918 which increased total open position to 11742
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 200, which was 41.80000000000001 higher than the previous day. The implied volatity was 18.73, the open interest changed by 182 which increased total open position to 1843
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 155.05, which was 33.45000000000002 higher than the previous day. The implied volatity was 19.31, the open interest changed by 586 which increased total open position to 1659
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 120.45, which was -89.10000000000001 lower than the previous day. The implied volatity was 19.81, the open interest changed by 345 which increased total open position to 1075
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 217.45, which was 33.69999999999999 higher than the previous day. The implied volatity was 21.12, the open interest changed by 156 which increased total open position to 730
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 181, which was -65.5 lower than the previous day. The implied volatity was 18.2, the open interest changed by 116 which increased total open position to 588
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 260, which was 2.6999999999999886 higher than the previous day. The implied volatity was 18.78, the open interest changed by 119 which increased total open position to 472
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 260.4, which was -199.60000000000002 lower than the previous day. The implied volatity was 18.88, the open interest changed by 46 which increased total open position to 352
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 461.4, which was 121.14999999999998 higher than the previous day. The implied volatity was 19.74, the open interest changed by 7 which increased total open position to 299
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 342.1, which was -133.34999999999997 lower than the previous day. The implied volatity was 17.96, the open interest changed by -4 which decreased total open position to 288
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 477.8, which was 93.60000000000002 higher than the previous day. The implied volatity was 17.96, the open interest changed by 111 which increased total open position to 240
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 376.4, which was -623.6 lower than the previous day. The implied volatity was 19.61, the open interest changed by 127 which increased total open position to 128
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1000, which was 100 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1000, which was 100 higher than the previous day. The implied volatity was 20.66, the open interest changed by 0 which decreased total open position to 1
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 900, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 900, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 900, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 900, which was -101.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
