NIFTY
Nifty
Historical option data for NIFTY
15 May 2026 04:10 PM IST
| NIFTY 19-May-2026 (2d) 24000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 0.07
Theta: -13.02
Gamma: 0.00071
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 May | 23643.50 | 40.05 | -19 (-32.18%) | 14.89 | 43,82,352 | 58,077 | 1,64,595 | |||||||||
| 14 May | 23689.60 | 69.1 | 23.799999999999997 (52.54%) | 15.5 | 16,63,263 | 8,782 | 1,07,348 | |||||||||
| 13 May | 23412.60 | 43.45 | -12.149999999999999 (-21.85%) | 17.24 | 16,17,410 | 16,167 | 99,727 | |||||||||
| 12 May | 23379.55 | 61.05 | -130.95 (-68.20%) | 0 | 3,73,231 | 50,401 | 83,316 | |||||||||
| 11 May | 23815.85 | 183.55 | -211.7 (-53.56%) | 0 | 1,79,963 | 24,966 | 33,029 | |||||||||
| 8 May | 24176.15 | 388 | -110.19999999999999 (-22.12%) | 15.52 | 18,192 | 2,477 | 8,063 | |||||||||
| 7 May | 24326.65 | 500.1 | -61.5 (-10.95%) | 15.24 | 9,185 | 65 | 5,639 | |||||||||
| 6 May | 24330.95 | 572.8 | 210.34999999999997 (58.04%) | 18.82 | 25,614 | 10 | 5,644 | |||||||||
| 5 May | 24032.80 | 365.75 | -90.85000000000002 (-19.90%) | 16.39 | 14,898 | 3,607 | 5,636 | |||||||||
| 4 May | 24119.30 | 453.25 | 19.350000000000023 (4.46%) | 18.2 | 3,945 | 1,032 | 2,034 | |||||||||
| 30 Apr | 23997.55 | 444 | -67.80000000000001 (-13.25%) | 17.33 | 5,767 | 980 | 1,982 | |||||||||
| 29 Apr | 24177.65 | 493.55 | 70.90000000000003 (16.78%) | 15.93 | 1,485 | -210 | 1,002 | |||||||||
| 28 Apr | 23995.70 | 427 | -106.75 (-20.00%) | 16.48 | 2,104 | 717 | 1,211 | |||||||||
| 27 Apr | 24092.70 | 534.35 | 49.450000000000045 (10.20%) | 18.29 | 1,743 | 81 | 494 | |||||||||
| 24 Apr | 23897.95 | 495.5 | -116.10000000000002 (-18.98%) | 19.77 | 1,173 | 291 | 498 | |||||||||
| 23 Apr | 24173.05 | 613.8 | -157.75 (-20.45%) | 18.43 | 196 | 98 | 204 | |||||||||
| 22 Apr | 24378.10 | 775.95 | -134.19999999999993 (-14.74%) | 19.47 | 35 | -10 | 107 | |||||||||
| 21 Apr | 24576.60 | 908 | 137.79999999999995 (17.89%) | 18.61 | 48 | 8 | 115 | |||||||||
| 20 Apr | 24364.85 | 764.15 | -6.600000000000023 (-0.86%) | 18.79 | 109 | 35 | 107 | |||||||||
| 17 Apr | 24353.55 | 771.25 | 87.39999999999998 (12.78%) | 17.25 | 104 | 38 | 64 | |||||||||
| 16 Apr | 24196.75 | 673.15 | 168 (33.26%) | 17.4 | 34 | 27 | 27 | |||||||||
| 15 Apr | 24231.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24000 expiring on 19MAY2026
Delta for 24000 CE is 0.19
Historical price for 24000 CE is as follows
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 40.05, which was -19 lower than the previous day. The implied volatity was 14.89, the open interest changed by 58077 which increased total open position to 164595
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 69.1, which was 23.799999999999997 higher than the previous day. The implied volatity was 15.5, the open interest changed by 8782 which increased total open position to 107348
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 43.45, which was -12.149999999999999 lower than the previous day. The implied volatity was 17.24, the open interest changed by 16167 which increased total open position to 99727
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 61.05, which was -130.95 lower than the previous day. The implied volatity was 0, the open interest changed by 50401 which increased total open position to 83316
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 183.55, which was -211.7 lower than the previous day. The implied volatity was 0, the open interest changed by 24966 which increased total open position to 33029
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 388, which was -110.19999999999999 lower than the previous day. The implied volatity was 15.52, the open interest changed by 2477 which increased total open position to 8063
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 500.1, which was -61.5 lower than the previous day. The implied volatity was 15.24, the open interest changed by 65 which increased total open position to 5639
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 572.8, which was 210.34999999999997 higher than the previous day. The implied volatity was 18.82, the open interest changed by 10 which increased total open position to 5644
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 365.75, which was -90.85000000000002 lower than the previous day. The implied volatity was 16.39, the open interest changed by 3607 which increased total open position to 5636
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 453.25, which was 19.350000000000023 higher than the previous day. The implied volatity was 18.2, the open interest changed by 1032 which increased total open position to 2034
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 444, which was -67.80000000000001 lower than the previous day. The implied volatity was 17.33, the open interest changed by 980 which increased total open position to 1982
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 493.55, which was 70.90000000000003 higher than the previous day. The implied volatity was 15.93, the open interest changed by -210 which decreased total open position to 1002
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 427, which was -106.75 lower than the previous day. The implied volatity was 16.48, the open interest changed by 717 which increased total open position to 1211
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 534.35, which was 49.450000000000045 higher than the previous day. The implied volatity was 18.29, the open interest changed by 81 which increased total open position to 494
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 495.5, which was -116.10000000000002 lower than the previous day. The implied volatity was 19.77, the open interest changed by 291 which increased total open position to 498
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 613.8, which was -157.75 lower than the previous day. The implied volatity was 18.43, the open interest changed by 98 which increased total open position to 204
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 775.95, which was -134.19999999999993 lower than the previous day. The implied volatity was 19.47, the open interest changed by -10 which decreased total open position to 107
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 908, which was 137.79999999999995 higher than the previous day. The implied volatity was 18.61, the open interest changed by 8 which increased total open position to 115
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 764.15, which was -6.600000000000023 lower than the previous day. The implied volatity was 18.79, the open interest changed by 35 which increased total open position to 107
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 771.25, which was 87.39999999999998 higher than the previous day. The implied volatity was 17.25, the open interest changed by 38 which increased total open position to 64
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 673.15, which was 168 higher than the previous day. The implied volatity was 17.4, the open interest changed by 27 which increased total open position to 27
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTY 19-May-2026 (2d) 24000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.8
Vega: 0.07
Theta: -9.95
Gamma: 0.00071
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 May | 23643.50 | 383.5 | 19.100000000000023 (5.24%) | 15.25 | 4,72,965 | -678 | 24,612 |
| 14 May | 23689.60 | 335.45 | -245.84999999999997 (-42.29%) | 12.7 | 1,14,158 | 2,013 | 25,431 |
| 13 May | 23412.60 | 568.35 | -49.89999999999998 (-8.07%) | 0 | 63,075 | -1,987 | 23,702 |
| 12 May | 23379.55 | 597.35 | 276 (85.89%) | 0 | 57,738 | 1,448 | 26,478 |
| 11 May | 23815.85 | 322 | 160.05 (98.83%) | 0 | 1,54,222 | 10,621 | 24,745 |
| 8 May | 24176.15 | 162.2 | 39.499999999999986 (32.19%) | 15.25 | 40,443 | 1,578 | 14,122 |
| 7 May | 24326.65 | 112.25 | -12.849999999999994 (-10.27%) | 14.62 | 33,164 | 4,490 | 12,713 |
| 6 May | 24330.95 | 117.05 | -145.89999999999998 (-55.49%) | 14.52 | 35,354 | 2,455 | 8,369 |
| 5 May | 24032.80 | 250.65 | -14.499999999999972 (-5.47%) | 15.79 | 14,239 | 3,330 | 5,956 |
| 4 May | 24119.30 | 270 | -71.5 (-20.94%) | 17.9 | 6,170 | 1,213 | 2,626 |
| 30 Apr | 23997.55 | 325 | 52.80000000000001 (19.40%) | 17.25 | 3,832 | 608 | 2,021 |
| 29 Apr | 24177.65 | 278.2 | -88 (-24.03%) | 16.99 | 2,896 | 340 | 1,414 |
| 28 Apr | 23995.70 | 362.85 | 34.10000000000002 (10.37%) | 17.57 | 1,832 | 475 | 1,136 |
| 27 Apr | 24092.70 | 333.75 | -128.5 (-27.80%) | 17.86 | 2,313 | 299 | 650 |
| 24 Apr | 23897.95 | 463 | 97.14999999999998 (26.55%) | 18.37 | 872 | 160 | 437 |
| 23 Apr | 24173.05 | 365 | 73.35000000000002 (25.15%) | 18.63 | 1,701 | -6 | 278 |
| 22 Apr | 24378.10 | 289 | 61.150000000000006 (26.84%) | 18.43 | 359 | 62 | 276 |
| 21 Apr | 24576.60 | 228.65 | -100.29999999999998 (-30.49%) | 18.41 | 256 | 106 | 213 |
| 20 Apr | 24364.85 | 333.7 | 40.25 (13.72%) | 19.27 | 105 | 32 | 107 |
| 17 Apr | 24353.55 | 292.9 | -72.85000000000002 (-19.92%) | 17.38 | 101 | 40 | 67 |
| 16 Apr | 24196.75 | 370.65 | 10.649999999999977 (2.96%) | 17.67 | 63 | 26 | 27 |
| 15 Apr | 24231.30 | 360 | -169.20000000000005 (-31.97%) | 17.38 | 2 | 1 | 1 |
For Nifty - strike price 24000 expiring on 19MAY2026
Delta for 24000 PE is -0.8
Historical price for 24000 PE is as follows
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 383.5, which was 19.100000000000023 higher than the previous day. The implied volatity was 15.25, the open interest changed by -678 which decreased total open position to 24612
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 335.45, which was -245.84999999999997 lower than the previous day. The implied volatity was 12.7, the open interest changed by 2013 which increased total open position to 25431
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 568.35, which was -49.89999999999998 lower than the previous day. The implied volatity was 0, the open interest changed by -1987 which decreased total open position to 23702
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 597.35, which was 276 higher than the previous day. The implied volatity was 0, the open interest changed by 1448 which increased total open position to 26478
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 322, which was 160.05 higher than the previous day. The implied volatity was 0, the open interest changed by 10621 which increased total open position to 24745
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 162.2, which was 39.499999999999986 higher than the previous day. The implied volatity was 15.25, the open interest changed by 1578 which increased total open position to 14122
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 112.25, which was -12.849999999999994 lower than the previous day. The implied volatity was 14.62, the open interest changed by 4490 which increased total open position to 12713
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 117.05, which was -145.89999999999998 lower than the previous day. The implied volatity was 14.52, the open interest changed by 2455 which increased total open position to 8369
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 250.65, which was -14.499999999999972 lower than the previous day. The implied volatity was 15.79, the open interest changed by 3330 which increased total open position to 5956
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 270, which was -71.5 lower than the previous day. The implied volatity was 17.9, the open interest changed by 1213 which increased total open position to 2626
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 325, which was 52.80000000000001 higher than the previous day. The implied volatity was 17.25, the open interest changed by 608 which increased total open position to 2021
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 278.2, which was -88 lower than the previous day. The implied volatity was 16.99, the open interest changed by 340 which increased total open position to 1414
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 362.85, which was 34.10000000000002 higher than the previous day. The implied volatity was 17.57, the open interest changed by 475 which increased total open position to 1136
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 333.75, which was -128.5 lower than the previous day. The implied volatity was 17.86, the open interest changed by 299 which increased total open position to 650
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 463, which was 97.14999999999998 higher than the previous day. The implied volatity was 18.37, the open interest changed by 160 which increased total open position to 437
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 365, which was 73.35000000000002 higher than the previous day. The implied volatity was 18.63, the open interest changed by -6 which decreased total open position to 278
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 289, which was 61.150000000000006 higher than the previous day. The implied volatity was 18.43, the open interest changed by 62 which increased total open position to 276
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 228.65, which was -100.29999999999998 lower than the previous day. The implied volatity was 18.41, the open interest changed by 106 which increased total open position to 213
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 333.7, which was 40.25 higher than the previous day. The implied volatity was 19.27, the open interest changed by 32 which increased total open position to 107
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 292.9, which was -72.85000000000002 lower than the previous day. The implied volatity was 17.38, the open interest changed by 40 which increased total open position to 67
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 370.65, which was 10.649999999999977 higher than the previous day. The implied volatity was 17.67, the open interest changed by 26 which increased total open position to 27
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 360, which was -169.20000000000005 lower than the previous day. The implied volatity was 17.38, the open interest changed by 1 which increased total open position to 1
