NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:30 PM IST
| NIFTY 28-Apr-2026 (4d) 24000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.41
Vega: 0.1
Theta: -20.12
Gamma: 0.00091
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23878.45 | 122.9 | -160.1 | 16.24 | 23,20,089 | 1,92,931 | 2,45,715 | |||||||||
| 23 Apr | 24173.05 | 279.3 | -190.05 | 15.19 | 2,96,959 | 5,252 | 53,360 | |||||||||
| 22 Apr | 24378.10 | 471.55 | -183.7 | 17.88 | 89,274 | -2,878 | 48,915 | |||||||||
| 21 Apr | 24576.60 | 656.85 | 147.45000000000005 | 16.8 | 30,467 | 656 | 52,027 | |||||||||
| 20 Apr | 24364.85 | 489.7 | -28.250000000000057 | 18.9 | 38,945 | -2,177 | 51,391 | |||||||||
| 17 Apr | 24353.55 | 535 | 111.05000000000001 | 16.67 | 43,852 | -3,524 | 53,805 | |||||||||
| 16 Apr | 24196.75 | 416.95 | -56 | 16.19 | 65,770 | -5,055 | 57,448 | |||||||||
| 15 Apr | 24231.30 | 463.95 | 140.84999999999997 | 17.19 | 67,154 | -5,905 | 62,504 | |||||||||
| 13 Apr | 23842.65 | 316.95 | -115.65000000000003 | 19.24 | 1,07,158 | 985 | 68,849 | |||||||||
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| 10 Apr | 24050.60 | 438.1 | 85.5 | 17.57 | 1,19,343 | -5,149 | 67,981 | |||||||||
| 9 Apr | 23775.10 | 349.45 | -89.10000000000002 | 19.48 | 1,27,156 | 11,967 | 75,995 | |||||||||
| 8 Apr | 23997.35 | 456 | 265.9 | 16.98 | 1,76,646 | -9,408 | 64,705 | |||||||||
| 7 Apr | 23123.65 | 201 | 13.55 | 21.37 | 88,305 | 5,935 | 74,113 | |||||||||
| 6 Apr | 22968.25 | 190 | 43.8 | 22.68 | 78,720 | -58,908 | 68,171 | |||||||||
| 2 Apr | 22713.10 | 144.25 | -17.2 | 21.3 | 1,03,111 | 54,415 | 64,177 | |||||||||
| 1 Apr | 22679.40 | 165 | 4.55 | 21.98 | 69,513 | -271 | 54,717 | |||||||||
| 30 Mar | 22331.40 | 169.25 | -95.7 | 24.98 | 72,997 | 6,153 | 54,738 | |||||||||
| 27 Mar | 22819.60 | 258.7 | -117.25 | 22.59 | 57,582 | 48,055 | 48,307 | |||||||||
| 25 Mar | 23306.45 | 380 | 86 | 20.45 | 49,377 | 39,492 | 40,639 | |||||||||
| 24 Mar | 22912.40 | 311.8 | 75.15 | 22.09 | 59,531 | 34,911 | 36,096 | |||||||||
| 23 Mar | 22512.65 | 231.5 | -102.9 | 23.77 | 51,444 | 29,279 | 29,856 | |||||||||
| 20 Mar | 23114.50 | 335.6 | 30.85 | 19.35 | 34,600 | 26,191 | 26,620 | |||||||||
| 19 Mar | 23002.15 | 323 | -196.25 | 19.13 | 39,207 | 23,221 | 23,462 | |||||||||
| 18 Mar | 23777.80 | 518.75 | 38.85 | 15.83 | 19,719 | 18,644 | 18,896 | |||||||||
| 17 Mar | 23581.15 | 475.15 | 21.45 | 17.33 | 21,346 | -956 | 16,079 | |||||||||
| 16 Mar | 23408.80 | 444.8 | 30.05 | 18.9 | 23,949 | 16,843 | 16,961 | |||||||||
| 13 Mar | 23151.10 | 423.3 | -191.8 | 19.71 | 28,182 | 12,950 | 17,096 | |||||||||
| 12 Mar | 23639.15 | 605.1 | -128 | 18.62 | 11,622 | 12,017 | 12,061 | |||||||||
| 11 Mar | 23866.85 | 716.3 | -251.05 | 18.35 | 6,944 | 2,029 | 10,473 | |||||||||
| 10 Mar | 24261.60 | 976 | 59.2 | 17.84 | 6,418 | 1,244 | 8,396 | |||||||||
| 9 Mar | 24028.05 | 903.45 | -193.95 | 20.61 | 13,314 | 4,459 | 7,146 | |||||||||
| 6 Mar | 24450.45 | 1105 | -168.5 | 16.77 | 855 | 145 | 2,678 | |||||||||
| 5 Mar | 24765.90 | 1247.7 | 107.85 | 14.43 | 1,520 | -53 | 2,595 | |||||||||
| 4 Mar | 24480.50 | 1138.25 | -211.55 | 17.05 | 4,246 | 1,124 | 2,652 | |||||||||
| 2 Mar | 24865.70 | 1350 | -226.9 | 13.83 | 1,269 | 28 | 1,531 | |||||||||
| 27 Feb | 25178.65 | 1577.6 | -249.4 | 6.56 | 577 | 235 | 1,509 | |||||||||
| 26 Feb | 25496.55 | 1830 | -0.25 | 6.07 | 131 | 44 | 1,259 | |||||||||
| 25 Feb | 25482.50 | 1836.65 | 24.75 | - | 249 | 87 | 1,215 | |||||||||
| 24 Feb | 25424.65 | 1819.8 | -224.3 | 8.38 | 313 | 115 | 1,129 | |||||||||
| 23 Feb | 25713.00 | 2043.45 | 108.45 | 0.87 | 673 | 649 | 1,014 | |||||||||
| 20 Feb | 25571.25 | 1935 | 114.95 | - | 47 | 25 | 364 | |||||||||
| 19 Feb | 25454.35 | 1784 | -381 | 8.95 | 41 | 7 | 338 | |||||||||
| 18 Feb | 25819.35 | 2165 | 84.05 | - | 9 | 5 | 329 | |||||||||
| 17 Feb | 25725.40 | 2080 | 7.9 | - | 13 | 9 | 322 | |||||||||
| 16 Feb | 25682.75 | 2080 | 180.5 | - | 20 | 10 | 312 | |||||||||
| 13 Feb | 25471.10 | 1899 | -335 | 9.92 | 27 | 12 | 302 | |||||||||
| 12 Feb | 25807.20 | 2234 | -70.95 | - | 32 | 6 | 295 | |||||||||
| 11 Feb | 25953.85 | 2300 | 16 | 35.12 | 19 | -2 | 289 | |||||||||
| 10 Feb | 25935.15 | 2267.15 | 16.15 | - | 13 | -1 | 288 | |||||||||
| 9 Feb | 25867.30 | 2252 | 173.15 | - | 87 | 60 | 289 | |||||||||
| 6 Feb | 25693.70 | 2087.1 | -5.6 | - | 54 | 14 | 228 | |||||||||
| 5 Feb | 25642.80 | 2092.7 | -116.75 | - | 63 | 45 | 212 | |||||||||
| 4 Feb | 25776.00 | 2209.45 | -75.2 | - | 25 | 13 | 168 | |||||||||
| 3 Feb | 25727.55 | 2284.65 | 714.5 | 11.37 | 20 | -8 | 155 | |||||||||
| 2 Feb | 25088.40 | 1580.55 | 274.95 | 6.58 | 229 | 136 | 155 | |||||||||
| 1 Feb | 24825.45 | 1305.6 | -556.4 | 4.32 | 9 | 3 | 18 | |||||||||
| 30 Jan | 25320.65 | 1862 | 132 | - | 13 | 9 | 11 | |||||||||
| 29 Jan | 25418.90 | 1730 | -120 | - | 1 | 0 | 0 | |||||||||
For Nifty - strike price 24000 expiring on 28APR2026
Delta for 24000 CE is 0.41
Historical price for 24000 CE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 122.9, which was -160.1 lower than the previous day. The implied volatity was 16.24, the open interest changed by 192931 which increased total open position to 245715
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 279.3, which was -190.05 lower than the previous day. The implied volatity was 15.19, the open interest changed by 5252 which increased total open position to 53360
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 471.55, which was -183.7 lower than the previous day. The implied volatity was 17.88, the open interest changed by -2878 which decreased total open position to 48915
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 656.85, which was 147.45000000000005 higher than the previous day. The implied volatity was 16.8, the open interest changed by 656 which increased total open position to 52027
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 489.7, which was -28.250000000000057 lower than the previous day. The implied volatity was 18.9, the open interest changed by -2177 which decreased total open position to 51391
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 535, which was 111.05000000000001 higher than the previous day. The implied volatity was 16.67, the open interest changed by -3524 which decreased total open position to 53805
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 416.95, which was -56 lower than the previous day. The implied volatity was 16.19, the open interest changed by -5055 which decreased total open position to 57448
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 463.95, which was 140.84999999999997 higher than the previous day. The implied volatity was 17.19, the open interest changed by -5905 which decreased total open position to 62504
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 316.95, which was -115.65000000000003 lower than the previous day. The implied volatity was 19.24, the open interest changed by 985 which increased total open position to 68849
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 438.1, which was 85.5 higher than the previous day. The implied volatity was 17.57, the open interest changed by -5149 which decreased total open position to 67981
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 349.45, which was -89.10000000000002 lower than the previous day. The implied volatity was 19.48, the open interest changed by 11967 which increased total open position to 75995
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 456, which was 265.9 higher than the previous day. The implied volatity was 16.98, the open interest changed by -9408 which decreased total open position to 64705
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 201, which was 13.55 higher than the previous day. The implied volatity was 21.37, the open interest changed by 5935 which increased total open position to 74113
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 190, which was 43.8 higher than the previous day. The implied volatity was 22.68, the open interest changed by -58908 which decreased total open position to 68171
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 144.25, which was -17.2 lower than the previous day. The implied volatity was 21.3, the open interest changed by 54415 which increased total open position to 64177
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 165, which was 4.55 higher than the previous day. The implied volatity was 21.98, the open interest changed by -271 which decreased total open position to 54717
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 169.25, which was -95.7 lower than the previous day. The implied volatity was 24.98, the open interest changed by 6153 which increased total open position to 54738
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 258.7, which was -117.25 lower than the previous day. The implied volatity was 22.59, the open interest changed by 48055 which increased total open position to 48307
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 380, which was 86 higher than the previous day. The implied volatity was 20.45, the open interest changed by 39492 which increased total open position to 40639
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 311.8, which was 75.15 higher than the previous day. The implied volatity was 22.09, the open interest changed by 34911 which increased total open position to 36096
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 231.5, which was -102.9 lower than the previous day. The implied volatity was 23.77, the open interest changed by 29279 which increased total open position to 29856
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 335.6, which was 30.85 higher than the previous day. The implied volatity was 19.35, the open interest changed by 26191 which increased total open position to 26620
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 323, which was -196.25 lower than the previous day. The implied volatity was 19.13, the open interest changed by 23221 which increased total open position to 23462
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 518.75, which was 38.85 higher than the previous day. The implied volatity was 15.83, the open interest changed by 18644 which increased total open position to 18896
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 475.15, which was 21.45 higher than the previous day. The implied volatity was 17.33, the open interest changed by -956 which decreased total open position to 16079
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 444.8, which was 30.05 higher than the previous day. The implied volatity was 18.9, the open interest changed by 16843 which increased total open position to 16961
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 423.3, which was -191.8 lower than the previous day. The implied volatity was 19.71, the open interest changed by 12950 which increased total open position to 17096
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 605.1, which was -128 lower than the previous day. The implied volatity was 18.62, the open interest changed by 12017 which increased total open position to 12061
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 716.3, which was -251.05 lower than the previous day. The implied volatity was 18.35, the open interest changed by 2029 which increased total open position to 10473
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 976, which was 59.2 higher than the previous day. The implied volatity was 17.84, the open interest changed by 1244 which increased total open position to 8396
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 903.45, which was -193.95 lower than the previous day. The implied volatity was 20.61, the open interest changed by 4459 which increased total open position to 7146
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1105, which was -168.5 lower than the previous day. The implied volatity was 16.77, the open interest changed by 145 which increased total open position to 2678
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1247.7, which was 107.85 higher than the previous day. The implied volatity was 14.43, the open interest changed by -53 which decreased total open position to 2595
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 1138.25, which was -211.55 lower than the previous day. The implied volatity was 17.05, the open interest changed by 1124 which increased total open position to 2652
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 1350, which was -226.9 lower than the previous day. The implied volatity was 13.83, the open interest changed by 28 which increased total open position to 1531
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 1577.6, which was -249.4 lower than the previous day. The implied volatity was 6.56, the open interest changed by 235 which increased total open position to 1509
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 1830, which was -0.25 lower than the previous day. The implied volatity was 6.07, the open interest changed by 44 which increased total open position to 1259
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 1836.65, which was 24.75 higher than the previous day. The implied volatity was -, the open interest changed by 87 which increased total open position to 1215
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 1819.8, which was -224.3 lower than the previous day. The implied volatity was 8.38, the open interest changed by 115 which increased total open position to 1129
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 2043.45, which was 108.45 higher than the previous day. The implied volatity was 0.87, the open interest changed by 649 which increased total open position to 1014
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 1935, which was 114.95 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 364
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 1784, which was -381 lower than the previous day. The implied volatity was 8.95, the open interest changed by 7 which increased total open position to 338
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 2165, which was 84.05 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 329
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 2080, which was 7.9 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 322
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 2080, which was 180.5 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 312
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 1899, which was -335 lower than the previous day. The implied volatity was 9.92, the open interest changed by 12 which increased total open position to 302
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 2234, which was -70.95 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 295
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 2300, which was 16 higher than the previous day. The implied volatity was 35.12, the open interest changed by -2 which decreased total open position to 289
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 2267.15, which was 16.15 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 288
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 2252, which was 173.15 higher than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 289
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 2087.1, which was -5.6 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 228
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 2092.7, which was -116.75 lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 212
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 2209.45, which was -75.2 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 168
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 2284.65, which was 714.5 higher than the previous day. The implied volatity was 11.37, the open interest changed by -8 which decreased total open position to 155
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 1580.55, which was 274.95 higher than the previous day. The implied volatity was 6.58, the open interest changed by 136 which increased total open position to 155
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 1305.6, which was -556.4 lower than the previous day. The implied volatity was 4.32, the open interest changed by 3 which increased total open position to 18
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 1862, which was 132 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 11
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 1730, which was -120 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) 24000 PE | |||||||
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Delta: -0.6
Vega: 0.1
Theta: -16.15
Gamma: 0.00092
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23878.45 | 225.65 | 106.05000000000001 | 15.95 | 27,31,906 | 17,125 | 1,24,406 |
| 23 Apr | 24173.05 | 117.4 | 28.25 | 16.67 | 13,40,334 | -3,980 | 1,15,305 |
| 22 Apr | 24378.10 | 83 | 9.349999999999994 | 17.84 | 13,12,700 | 10,459 | 1,24,223 |
| 21 Apr | 24576.60 | 72.5 | -95 | 20.12 | 3,37,413 | 43,324 | 1,13,945 |
| 20 Apr | 24364.85 | 177.8 | 27.55000000000001 | 22.47 | 1,86,284 | 1,382 | 70,950 |
| 17 Apr | 24353.55 | 143 | -82 | 17.99 | 1,26,946 | 2,491 | 69,881 |
| 16 Apr | 24196.75 | 233.8 | 7.050000000000011 | 19.11 | 1,28,254 | 1,436 | 67,462 |
| 15 Apr | 24231.30 | 232 | -218.85000000000002 | 18.88 | 1,17,708 | 12,913 | 66,043 |
| 13 Apr | 23842.65 | 450.05 | 119.75 | 19.72 | 57,215 | -3,935 | 53,563 |
| 10 Apr | 24050.60 | 331.1 | -147.45 | 18.02 | 1,06,429 | 6,861 | 57,617 |
| 9 Apr | 23775.10 | 476.2 | 98.59999999999997 | 17.86 | 90,469 | 6,620 | 52,775 |
| 8 Apr | 23997.35 | 359.05 | -649.1 | 19.11 | 1,12,272 | 39,143 | 46,756 |
| 7 Apr | 23123.65 | 990.3 | -111.65 | 24.46 | 8,106 | 28,516 | 32,074 |
| 6 Apr | 22968.25 | 1106 | -223.1 | 23.68 | 5,542 | 32,029 | 32,049 |
| 2 Apr | 22713.10 | 1320.55 | -9.1 | 23.92 | 8,439 | 30,504 | 31,136 |
| 1 Apr | 22679.40 | 1301 | -391.8 | 22.75 | 12,829 | 29,770 | 29,781 |
| 30 Mar | 22331.40 | 1636 | 308.85 | 26.96 | 17,830 | 2,324 | 31,933 |
| 27 Mar | 22819.60 | 1340 | 416.35 | 28.09 | 21,872 | 23,143 | 29,636 |
| 25 Mar | 23306.45 | 914 | -289.05 | 22.71 | 21,609 | 18,446 | 24,350 |
| 24 Mar | 22912.40 | 1175 | -367.4 | 24.05 | 12,191 | 19,668 | 19,675 |
| 23 Mar | 22512.65 | 1568.45 | 541.2 | 26.64 | 8,994 | 16,469 | 16,476 |
| 20 Mar | 23114.50 | 1028.9 | -65.05 | 22.28 | 6,768 | 10,559 | 15,635 |
| 19 Mar | 23002.15 | 1037.65 | 439.45 | 21.48 | 16,096 | 15,537 | 15,639 |
| 18 Mar | 23777.80 | 602 | -105.6 | 19.46 | 20,188 | 5,366 | 21,110 |
| 17 Mar | 23581.15 | 711 | -154 | 19.51 | 10,539 | 15,888 | 15,924 |
| 16 Mar | 23408.80 | 885 | -142.85 | 21.36 | 10,059 | -459 | 16,751 |
| 13 Mar | 23151.10 | 1000.8 | 289.05 | 21.25 | 18,115 | 17,215 | 17,265 |
| 12 Mar | 23639.15 | 707.1 | 91.1 | 20.09 | 15,127 | 17,370 | 17,399 |
| 11 Mar | 23866.85 | 626.95 | 221.65 | 20.54 | 19,247 | 16,916 | 17,873 |
| 10 Mar | 24261.60 | 405 | -205.45 | 18.98 | 16,822 | 2,122 | 16,646 |
| 9 Mar | 24028.05 | 626.5 | 238.35 | 22.21 | 21,363 | 2,708 | 14,526 |
| 6 Mar | 24450.45 | 378.3 | 104.25 | 19.5 | 11,436 | 542 | 12,479 |
| 5 Mar | 24765.90 | 277.5 | -121.75 | 18.59 | 12,418 | 1,248 | 12,262 |
| 4 Mar | 24480.50 | 398.95 | 180.15 | 19.95 | 23,961 | 537 | 11,262 |
| 2 Mar | 24865.70 | 213.35 | 103.2 | 17.01 | 29,482 | -69 | 10,720 |
| 27 Feb | 25178.65 | 111.55 | 33.3 | 15.09 | 9,301 | 362 | 10,818 |
| 26 Feb | 25496.55 | 77.85 | -8.6 | 15.16 | 5,734 | 477 | 10,519 |
| 25 Feb | 25482.50 | 86.5 | -8.15 | 15.45 | 8,782 | 1,442 | 10,048 |
| 24 Feb | 25424.65 | 93.25 | 11.85 | 15.6 | 8,055 | 948 | 8,769 |
| 23 Feb | 25713.00 | 81 | -10.55 | 16.2 | 3,966 | 773 | 8,021 |
| 20 Feb | 25571.25 | 90.85 | -7.85 | 15.73 | 7,551 | 72 | 7,246 |
| 19 Feb | 25454.35 | 104 | 36.25 | 15.46 | 4,732 | 837 | 7,209 |
| 18 Feb | 25819.35 | 67.95 | -9 | 15.55 | 2,314 | 506 | 6,388 |
| 17 Feb | 25725.40 | 76.9 | -6.3 | 15.55 | 1,677 | -21 | 5,926 |
| 16 Feb | 25682.75 | 85 | -17.45 | 15.73 | 5,138 | 1,005 | 5,981 |
| 13 Feb | 25471.10 | 104.9 | 44.6 | 15.32 | 5,093 | -204 | 5,015 |
| 12 Feb | 25807.20 | 60.4 | 6.65 | 14.65 | 3,598 | 584 | 5,203 |
| 11 Feb | 25953.85 | 54.65 | -0.9 | 14.88 | 1,487 | 323 | 4,634 |
| 10 Feb | 25935.15 | 57.45 | -6.15 | 14.88 | 4,302 | -363 | 4,333 |
| 9 Feb | 25867.30 | 63.85 | -6.1 | 14.96 | 4,441 | 873 | 4,771 |
| 6 Feb | 25693.70 | 72.2 | -1.2 | 14.39 | 1,472 | 372 | 3,900 |
| 5 Feb | 25642.80 | 73.5 | 3.4 | 14.25 | 2,753 | 295 | 3,537 |
| 4 Feb | 25776.00 | 72.7 | -7.95 | 14.59 | 2,402 | 144 | 3,241 |
| 3 Feb | 25727.55 | 81.4 | -83.5 | 14.87 | 5,285 | -696 | 3,097 |
| 2 Feb | 25088.40 | 163.8 | -60.8 | 14.91 | 4,888 | 1,810 | 3,791 |
| 1 Feb | 24825.45 | 245.3 | 122.75 | 15.5 | 4,409 | 1,386 | 1,983 |
| 30 Jan | 25320.65 | 121 | 10.55 | 14.49 | 1,249 | 168 | 602 |
| 29 Jan | 25418.90 | 110 | -9.1 | 14.49 | 465 | 10 | 437 |
For Nifty - strike price 24000 expiring on 28APR2026
Delta for 24000 PE is -0.6
Historical price for 24000 PE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 225.65, which was 106.05000000000001 higher than the previous day. The implied volatity was 15.95, the open interest changed by 17125 which increased total open position to 124406
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 117.4, which was 28.25 higher than the previous day. The implied volatity was 16.67, the open interest changed by -3980 which decreased total open position to 115305
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 83, which was 9.349999999999994 higher than the previous day. The implied volatity was 17.84, the open interest changed by 10459 which increased total open position to 124223
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 72.5, which was -95 lower than the previous day. The implied volatity was 20.12, the open interest changed by 43324 which increased total open position to 113945
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 177.8, which was 27.55000000000001 higher than the previous day. The implied volatity was 22.47, the open interest changed by 1382 which increased total open position to 70950
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 143, which was -82 lower than the previous day. The implied volatity was 17.99, the open interest changed by 2491 which increased total open position to 69881
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 233.8, which was 7.050000000000011 higher than the previous day. The implied volatity was 19.11, the open interest changed by 1436 which increased total open position to 67462
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 232, which was -218.85000000000002 lower than the previous day. The implied volatity was 18.88, the open interest changed by 12913 which increased total open position to 66043
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 450.05, which was 119.75 higher than the previous day. The implied volatity was 19.72, the open interest changed by -3935 which decreased total open position to 53563
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 331.1, which was -147.45 lower than the previous day. The implied volatity was 18.02, the open interest changed by 6861 which increased total open position to 57617
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 476.2, which was 98.59999999999997 higher than the previous day. The implied volatity was 17.86, the open interest changed by 6620 which increased total open position to 52775
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 359.05, which was -649.1 lower than the previous day. The implied volatity was 19.11, the open interest changed by 39143 which increased total open position to 46756
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 990.3, which was -111.65 lower than the previous day. The implied volatity was 24.46, the open interest changed by 28516 which increased total open position to 32074
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1106, which was -223.1 lower than the previous day. The implied volatity was 23.68, the open interest changed by 32029 which increased total open position to 32049
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1320.55, which was -9.1 lower than the previous day. The implied volatity was 23.92, the open interest changed by 30504 which increased total open position to 31136
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1301, which was -391.8 lower than the previous day. The implied volatity was 22.75, the open interest changed by 29770 which increased total open position to 29781
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1636, which was 308.85 higher than the previous day. The implied volatity was 26.96, the open interest changed by 2324 which increased total open position to 31933
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1340, which was 416.35 higher than the previous day. The implied volatity was 28.09, the open interest changed by 23143 which increased total open position to 29636
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 914, which was -289.05 lower than the previous day. The implied volatity was 22.71, the open interest changed by 18446 which increased total open position to 24350
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1175, which was -367.4 lower than the previous day. The implied volatity was 24.05, the open interest changed by 19668 which increased total open position to 19675
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1568.45, which was 541.2 higher than the previous day. The implied volatity was 26.64, the open interest changed by 16469 which increased total open position to 16476
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1028.9, which was -65.05 lower than the previous day. The implied volatity was 22.28, the open interest changed by 10559 which increased total open position to 15635
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1037.65, which was 439.45 higher than the previous day. The implied volatity was 21.48, the open interest changed by 15537 which increased total open position to 15639
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 602, which was -105.6 lower than the previous day. The implied volatity was 19.46, the open interest changed by 5366 which increased total open position to 21110
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 711, which was -154 lower than the previous day. The implied volatity was 19.51, the open interest changed by 15888 which increased total open position to 15924
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 885, which was -142.85 lower than the previous day. The implied volatity was 21.36, the open interest changed by -459 which decreased total open position to 16751
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1000.8, which was 289.05 higher than the previous day. The implied volatity was 21.25, the open interest changed by 17215 which increased total open position to 17265
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 707.1, which was 91.1 higher than the previous day. The implied volatity was 20.09, the open interest changed by 17370 which increased total open position to 17399
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 626.95, which was 221.65 higher than the previous day. The implied volatity was 20.54, the open interest changed by 16916 which increased total open position to 17873
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 405, which was -205.45 lower than the previous day. The implied volatity was 18.98, the open interest changed by 2122 which increased total open position to 16646
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 626.5, which was 238.35 higher than the previous day. The implied volatity was 22.21, the open interest changed by 2708 which increased total open position to 14526
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 378.3, which was 104.25 higher than the previous day. The implied volatity was 19.5, the open interest changed by 542 which increased total open position to 12479
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 277.5, which was -121.75 lower than the previous day. The implied volatity was 18.59, the open interest changed by 1248 which increased total open position to 12262
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 398.95, which was 180.15 higher than the previous day. The implied volatity was 19.95, the open interest changed by 537 which increased total open position to 11262
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 213.35, which was 103.2 higher than the previous day. The implied volatity was 17.01, the open interest changed by -69 which decreased total open position to 10720
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 111.55, which was 33.3 higher than the previous day. The implied volatity was 15.09, the open interest changed by 362 which increased total open position to 10818
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 77.85, which was -8.6 lower than the previous day. The implied volatity was 15.16, the open interest changed by 477 which increased total open position to 10519
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 86.5, which was -8.15 lower than the previous day. The implied volatity was 15.45, the open interest changed by 1442 which increased total open position to 10048
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 93.25, which was 11.85 higher than the previous day. The implied volatity was 15.6, the open interest changed by 948 which increased total open position to 8769
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 81, which was -10.55 lower than the previous day. The implied volatity was 16.2, the open interest changed by 773 which increased total open position to 8021
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 90.85, which was -7.85 lower than the previous day. The implied volatity was 15.73, the open interest changed by 72 which increased total open position to 7246
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 104, which was 36.25 higher than the previous day. The implied volatity was 15.46, the open interest changed by 837 which increased total open position to 7209
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 67.95, which was -9 lower than the previous day. The implied volatity was 15.55, the open interest changed by 506 which increased total open position to 6388
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 76.9, which was -6.3 lower than the previous day. The implied volatity was 15.55, the open interest changed by -21 which decreased total open position to 5926
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 85, which was -17.45 lower than the previous day. The implied volatity was 15.73, the open interest changed by 1005 which increased total open position to 5981
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 104.9, which was 44.6 higher than the previous day. The implied volatity was 15.32, the open interest changed by -204 which decreased total open position to 5015
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 60.4, which was 6.65 higher than the previous day. The implied volatity was 14.65, the open interest changed by 584 which increased total open position to 5203
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 54.65, which was -0.9 lower than the previous day. The implied volatity was 14.88, the open interest changed by 323 which increased total open position to 4634
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 57.45, which was -6.15 lower than the previous day. The implied volatity was 14.88, the open interest changed by -363 which decreased total open position to 4333
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 63.85, which was -6.1 lower than the previous day. The implied volatity was 14.96, the open interest changed by 873 which increased total open position to 4771
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 72.2, which was -1.2 lower than the previous day. The implied volatity was 14.39, the open interest changed by 372 which increased total open position to 3900
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 73.5, which was 3.4 higher than the previous day. The implied volatity was 14.25, the open interest changed by 295 which increased total open position to 3537
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 72.7, which was -7.95 lower than the previous day. The implied volatity was 14.59, the open interest changed by 144 which increased total open position to 3241
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 81.4, which was -83.5 lower than the previous day. The implied volatity was 14.87, the open interest changed by -696 which decreased total open position to 3097
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 163.8, which was -60.8 lower than the previous day. The implied volatity was 14.91, the open interest changed by 1810 which increased total open position to 3791
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 245.3, which was 122.75 higher than the previous day. The implied volatity was 15.5, the open interest changed by 1386 which increased total open position to 1983
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 121, which was 10.55 higher than the previous day. The implied volatity was 14.49, the open interest changed by 168 which increased total open position to 602
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 110, which was -9.1 lower than the previous day. The implied volatity was 14.49, the open interest changed by 10 which increased total open position to 437
