Historical option data for NIFTY
25 May 2026 04:10 PM IST
| NIFTY 26-May-2026 24000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.57
Vega: 0.06
Theta: -46.58
Gamma: 0.00128
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 May | 24031.70 | 151.4 | 102.05 (206.79%) | 21.12 | 90,66,649 | -31,427 | 1,64,452 | |||||||||
| 22 May | 23719.30 | 58.65 | 10.9 (22.83%) | 14.24 | 37,31,423 | 8,151 | 2,06,544 | |||||||||
| 21 May | 23654.70 | 47.35 | -23.5 (-33.17%) | 14.11 | 18,40,356 | 66,355 | 2,01,705 | |||||||||
| 20 May | 23659.00 | 77.15 | 6.05 (8.51%) | 15.56 | 16,42,591 | 8,737 | 1,37,649 | |||||||||
| 19 May | 23618.00 | 67.8 | -52.15 (-43.48%) | 14.88 | 4,09,052 | 39,034 | 1,33,250 | |||||||||
| 18 May | 23649.95 | 119.8 | -18.8 (-13.56%) | 17.36 | 3,00,075 | 10,478 | 94,506 | |||||||||
| 15 May | 23643.50 | 142 | -23.85 (-14.38%) | 16.2 | 1,71,430 | 2,055 | 84,784 | |||||||||
| 14 May | 23689.60 | 180 | 55.85 (44.99%) | 16.83 | 1,85,326 | -6,587 | 82,923 | |||||||||
| 13 May | 23412.60 | 124.05 | -2.55 (-2.01%) | 17.71 | 1,53,225 | -4,197 | 89,989 | |||||||||
| 12 May | 23379.55 | 136 | -152.7 (-52.89%) | 17.79 | 1,70,011 | 23,284 | 95,399 | |||||||||
| 11 May | 23815.85 | 281 | -201.75 (-41.79%) | 0 | 1,21,955 | 19,878 | 72,554 | |||||||||
| 8 May | 24176.15 | 480 | -100.55 (-17.32%) | 15.93 | 31,009 | 1,916 | 53,089 | |||||||||
| 7 May | 24326.65 | 593.2 | -49.2 (-7.66%) | 15.92 | 29,657 | -4,762 | 51,843 | |||||||||
| 6 May | 24330.95 | 649.95 | 195.95 (43.16%) | 18.15 | 74,143 | -5,459 | 56,744 | |||||||||
| 5 May | 24032.80 | 461.25 | -76.3 (-14.19%) | 17.02 | 85,697 | 7,886 | 62,213 | |||||||||
| 4 May | 24119.30 | 524 | 15 (2.95%) | 17.46 | 56,437 | 11,263 | 55,353 | |||||||||
| 30 Apr | 23997.55 | 523.1 | -66.55 (-11.29%) | 17.42 | 96,076 | 15,416 | 59,506 | |||||||||
| 29 Apr | 24177.65 | 572 | 71.2 (14.22%) | 16.31 | 41,998 | -3,485 | 44,135 | |||||||||
| 28 Apr | 23995.70 | 505.7 | -101.7 (-16.74%) | 16.69 | 54,948 | 12,480 | 48,062 | |||||||||
| 27 Apr | 24092.70 | 609 | 56.15 (10.16%) | 18.2 | 43,090 | 9,064 | 35,409 | |||||||||
| 24 Apr | 23897.95 | 553.3 | -119.4 (-17.75%) | 19.12 | 42,332 | 10,431 | 27,238 | |||||||||
| 23 Apr | 24173.05 | 671 | -163.7 (-19.61%) | 18.05 | 13,151 | 2,571 | 16,905 | |||||||||
| 22 Apr | 24378.10 | 831.8 | -128.55 (-13.39%) | 18.76 | 8,598 | 723 | 14,343 | |||||||||
| 21 Apr | 24576.60 | 959 | 134.4 (16.30%) | 17.56 | 5,691 | 736 | 13,999 | |||||||||
| 20 Apr | 24364.85 | 813 | -3.5 (-0.43%) | 18.14 | 7,067 | -315 | 13,405 | |||||||||
| 17 Apr | 24353.55 | 828 | 91.15 (12.37%) | 16.98 | 5,692 | -777 | 13,729 | |||||||||
| 16 Apr | 24196.75 | 725.4 | -58.95 (-7.52%) | 17.16 | 8,252 | 611 | 14,539 | |||||||||
| 15 Apr | 24231.30 | 778.1 | 165.6 (27.04%) | 17.93 | 8,145 | 13 | 14,715 | |||||||||
| 13 Apr | 23842.65 | 611.45 | -99.7 (-14.02%) | 18.95 | 11,793 | 744 | 14,739 | |||||||||
| 10 Apr | 24050.60 | 724.75 | 95.45 (15.17%) | 17.92 | 8,751 | -131 | 14,366 | |||||||||
| 9 Apr | 23775.10 | 630 | -79 (-11.14%) | 19.39 | 8,526 | 851 | 14,925 | |||||||||
| 8 Apr | 23997.35 | 724.8 | 315 (76.87%) | 15.83 | 16,941 | -406 | 14,676 | |||||||||
| 7 Apr | 23123.65 | 422.9 | 22.5 (5.62%) | 19.35 | 9,719 | 15,242 | 15,505 | |||||||||
| 6 Apr | 22968.25 | 398.6 | 65.35 (19.61%) | 20.31 | 10,967 | 1,125 | 14,101 | |||||||||
| 2 Apr | 22713.10 | 330 | -12.4 (-3.62%) | 19.82 | 18,016 | 2,968 | 12,975 | |||||||||
| 1 Apr | 22679.40 | 345.9 | 25.45 (7.94%) | 20.08 | 9,681 | 819 | 10,064 | |||||||||
| 30 Mar | 22331.40 | 337.95 | -101.85 (-23.16%) | 22.47 | 9,412 | 9,234 | 9,234 | |||||||||
| 27 Mar | 22819.60 | 437 | -132.65 (-23.29%) | 20.28 | 5,469 | 289 | 7,714 | |||||||||
| 25 Mar | 23306.45 | 571 | 110.4 (23.97%) | 18.34 | 6,591 | 245 | 7,428 | |||||||||
| 24 Mar | 22912.40 | 483.65 | 94.8 (24.38%) | 19.65 | 7,511 | -681 | 7,327 | |||||||||
| 23 Mar | 22512.65 | 384 | -127.4 (-24.91%) | 21.21 | 8,074 | 694 | 8,017 | |||||||||
| 20 Mar | 23114.50 | 510 | 33.15 (6.95%) | 17.63 | 5,123 | 410 | 7,311 | |||||||||
| 19 Mar | 23002.15 | 494.25 | -222.5 (-31.04%) | 17.51 | 8,028 | 1,568 | 6,895 | |||||||||
| 18 Mar | 23777.80 | 715 | 43.4 (6.46%) | 14.68 | 3,386 | 905 | 5,329 | |||||||||
| 17 Mar | 23581.15 | 671.65 | 33.05 (5.18%) | 16.15 | 4,027 | 616 | 4,438 | |||||||||
| 16 Mar | 23408.80 | 624 | 41.7 (7.16%) | 17.25 | 6,129 | 1,307 | 3,822 | |||||||||
| 13 Mar | 23151.10 | 592 | -200.95 (-25.34%) | 17.97 | 4,354 | 442 | 2,480 | |||||||||
| 12 Mar | 23639.15 | 786 | -128.4 (-14.04%) | 16.9 | 2,085 | 203 | 2,032 | |||||||||
| 11 Mar | 23866.85 | 900 | -225.7 (-20.05%) | 16.57 | 2,173 | 571 | 1,913 | |||||||||
| 10 Mar | 24261.60 | 1146 | 58.25 (5.36%) | 15.53 | 1,162 | 123 | 1,357 | |||||||||
| 9 Mar | 24028.05 | 1075.7 | -182.4 (-14.50%) | 18.06 | 2,774 | 897 | 1,272 | |||||||||
| 6 Mar | 24450.45 | 1260.05 | -192.05 (-13.23%) | 14.28 | 152 | 37 | 378 | |||||||||
| 5 Mar | 24765.90 | 1423.4 | 118.25 (9.06%) | 12.72 | 287 | 13 | 365 | |||||||||
| 4 Mar | 24480.50 | 1285 | -218 (-14.50%) | 14.38 | 985 | 155 | 345 | |||||||||
| 2 Mar | 24865.70 | 1500 | -230 (-13.29%) | 11.34 | 299 | 188 | 190 | |||||||||
| 27 Feb | 25178.65 | 1730 | -240 (-12.18%) | 6.05 | 1 | 0 | 1 | |||||||||
For Nifty - strike price 24000 expiring on 26MAY2026
Delta for 24000 CE is 0.57
Historical price for 24000 CE is as follows
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 151.4, which was 102.05 higher than the previous day. The implied volatity was 21.12, the open interest changed by -31427 which decreased total open position to 164452
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 58.65, which was 10.9 higher than the previous day. The implied volatity was 14.24, the open interest changed by 8151 which increased total open position to 206544
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 47.35, which was -23.5 lower than the previous day. The implied volatity was 14.11, the open interest changed by 66355 which increased total open position to 201705
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 77.15, which was 6.05 higher than the previous day. The implied volatity was 15.56, the open interest changed by 8737 which increased total open position to 137649
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 67.8, which was -52.15 lower than the previous day. The implied volatity was 14.88, the open interest changed by 39034 which increased total open position to 133250
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 119.8, which was -18.8 lower than the previous day. The implied volatity was 17.36, the open interest changed by 10478 which increased total open position to 94506
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 142, which was -23.85 lower than the previous day. The implied volatity was 16.2, the open interest changed by 2055 which increased total open position to 84784
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 180, which was 55.85 higher than the previous day. The implied volatity was 16.83, the open interest changed by -6587 which decreased total open position to 82923
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 124.05, which was -2.55 lower than the previous day. The implied volatity was 17.71, the open interest changed by -4197 which decreased total open position to 89989
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 136, which was -152.7 lower than the previous day. The implied volatity was 17.79, the open interest changed by 23284 which increased total open position to 95399
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 281, which was -201.75 lower than the previous day. The implied volatity was 0, the open interest changed by 19878 which increased total open position to 72554
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 480, which was -100.55 lower than the previous day. The implied volatity was 15.93, the open interest changed by 1916 which increased total open position to 53089
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 593.2, which was -49.2 lower than the previous day. The implied volatity was 15.92, the open interest changed by -4762 which decreased total open position to 51843
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 649.95, which was 195.95 higher than the previous day. The implied volatity was 18.15, the open interest changed by -5459 which decreased total open position to 56744
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 461.25, which was -76.3 lower than the previous day. The implied volatity was 17.02, the open interest changed by 7886 which increased total open position to 62213
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 524, which was 15 higher than the previous day. The implied volatity was 17.46, the open interest changed by 11263 which increased total open position to 55353
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 523.1, which was -66.55 lower than the previous day. The implied volatity was 17.42, the open interest changed by 15416 which increased total open position to 59506
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 572, which was 71.2 higher than the previous day. The implied volatity was 16.31, the open interest changed by -3485 which decreased total open position to 44135
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 505.7, which was -101.7 lower than the previous day. The implied volatity was 16.69, the open interest changed by 12480 which increased total open position to 48062
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 609, which was 56.15 higher than the previous day. The implied volatity was 18.2, the open interest changed by 9064 which increased total open position to 35409
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 553.3, which was -119.4 lower than the previous day. The implied volatity was 19.12, the open interest changed by 10431 which increased total open position to 27238
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 671, which was -163.7 lower than the previous day. The implied volatity was 18.05, the open interest changed by 2571 which increased total open position to 16905
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 831.8, which was -128.55 lower than the previous day. The implied volatity was 18.76, the open interest changed by 723 which increased total open position to 14343
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 959, which was 134.4 higher than the previous day. The implied volatity was 17.56, the open interest changed by 736 which increased total open position to 13999
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 813, which was -3.5 lower than the previous day. The implied volatity was 18.14, the open interest changed by -315 which decreased total open position to 13405
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 828, which was 91.15 higher than the previous day. The implied volatity was 16.98, the open interest changed by -777 which decreased total open position to 13729
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 725.4, which was -58.95 lower than the previous day. The implied volatity was 17.16, the open interest changed by 611 which increased total open position to 14539
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 778.1, which was 165.6 higher than the previous day. The implied volatity was 17.93, the open interest changed by 13 which increased total open position to 14715
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 611.45, which was -99.7 lower than the previous day. The implied volatity was 18.95, the open interest changed by 744 which increased total open position to 14739
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 724.75, which was 95.45 higher than the previous day. The implied volatity was 17.92, the open interest changed by -131 which decreased total open position to 14366
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 630, which was -79 lower than the previous day. The implied volatity was 19.39, the open interest changed by 851 which increased total open position to 14925
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 724.8, which was 315 higher than the previous day. The implied volatity was 15.83, the open interest changed by -406 which decreased total open position to 14676
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 422.9, which was 22.5 higher than the previous day. The implied volatity was 19.35, the open interest changed by 15242 which increased total open position to 15505
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 398.6, which was 65.35 higher than the previous day. The implied volatity was 20.31, the open interest changed by 1125 which increased total open position to 14101
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 330, which was -12.4 lower than the previous day. The implied volatity was 19.82, the open interest changed by 2968 which increased total open position to 12975
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 345.9, which was 25.45 higher than the previous day. The implied volatity was 20.08, the open interest changed by 819 which increased total open position to 10064
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 337.95, which was -101.85 lower than the previous day. The implied volatity was 22.47, the open interest changed by 9234 which increased total open position to 9234
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 437, which was -132.65 lower than the previous day. The implied volatity was 20.28, the open interest changed by 289 which increased total open position to 7714
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 571, which was 110.4 higher than the previous day. The implied volatity was 18.34, the open interest changed by 245 which increased total open position to 7428
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 483.65, which was 94.8 higher than the previous day. The implied volatity was 19.65, the open interest changed by -681 which decreased total open position to 7327
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 384, which was -127.4 lower than the previous day. The implied volatity was 21.21, the open interest changed by 694 which increased total open position to 8017
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 510, which was 33.15 higher than the previous day. The implied volatity was 17.63, the open interest changed by 410 which increased total open position to 7311
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 494.25, which was -222.5 lower than the previous day. The implied volatity was 17.51, the open interest changed by 1568 which increased total open position to 6895
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 715, which was 43.4 higher than the previous day. The implied volatity was 14.68, the open interest changed by 905 which increased total open position to 5329
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 671.65, which was 33.05 higher than the previous day. The implied volatity was 16.15, the open interest changed by 616 which increased total open position to 4438
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 624, which was 41.7 higher than the previous day. The implied volatity was 17.25, the open interest changed by 1307 which increased total open position to 3822
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 592, which was -200.95 lower than the previous day. The implied volatity was 17.97, the open interest changed by 442 which increased total open position to 2480
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 786, which was -128.4 lower than the previous day. The implied volatity was 16.9, the open interest changed by 203 which increased total open position to 2032
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 900, which was -225.7 lower than the previous day. The implied volatity was 16.57, the open interest changed by 571 which increased total open position to 1913
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1146, which was 58.25 higher than the previous day. The implied volatity was 15.53, the open interest changed by 123 which increased total open position to 1357
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1075.7, which was -182.4 lower than the previous day. The implied volatity was 18.06, the open interest changed by 897 which increased total open position to 1272
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1260.05, which was -192.05 lower than the previous day. The implied volatity was 14.28, the open interest changed by 37 which increased total open position to 378
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1423.4, which was 118.25 higher than the previous day. The implied volatity was 12.72, the open interest changed by 13 which increased total open position to 365
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 1285, which was -218 lower than the previous day. The implied volatity was 14.38, the open interest changed by 155 which increased total open position to 345
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 1500, which was -230 lower than the previous day. The implied volatity was 11.34, the open interest changed by 188 which increased total open position to 190
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 1730, which was -240 lower than the previous day. The implied volatity was 6.05, the open interest changed by 0 which decreased total open position to 1
| NIFTY 26-May-2026 24000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 0.05
Theta: -20.4
Gamma: 0.00234
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 May | 24031.70 | 40.4 | -271.4 (-87.04%) | 11.04 | 67,55,626 | 1,57,018 | 2,05,963 |
| 22 May | 23719.30 | 277.75 | -133.85 (-32.52%) | 12.14 | 4,51,288 | -3,795 | 50,536 |
| 21 May | 23654.70 | 416.25 | 9.55 (2.35%) | 17.93 | 2,10,919 | -1,320 | 55,120 |
| 20 May | 23659.00 | 375.9 | -81.25 (-17.77%) | 14.36 | 87,258 | -8,394 | 56,479 |
| 19 May | 23618.00 | 466.6 | 5.6 (1.21%) | 17.8 | 67,456 | 1,685 | 69,187 |
| 18 May | 23649.95 | 460.05 | -28.75 (-5.88%) | 18.62 | 55,766 | 12,152 | 67,615 |
| 15 May | 23643.50 | 474.75 | 20.9 (4.61%) | 17.34 | 49,394 | -1,573 | 55,998 |
| 14 May | 23689.60 | 434.15 | -214.35 (-33.05%) | 16.12 | 36,943 | -1,116 | 58,724 |
| 13 May | 23412.60 | 633 | -53.1 (-7.74%) | 0 | 24,966 | -2,917 | 60,630 |
| 12 May | 23379.55 | 662.7 | 258.25 (63.85%) | 0 | 51,367 | -8,587 | 64,306 |
| 11 May | 23815.85 | 409.55 | 173.35 (73.39%) | 0 | 1,14,024 | 6,862 | 74,312 |
| 8 May | 24176.15 | 237.15 | 48.35 (25.61%) | 16.12 | 57,079 | 1,017 | 67,895 |
| 7 May | 24326.65 | 179.15 | -8.2 (-4.38%) | 15.55 | 71,339 | 1,358 | 66,838 |
| 6 May | 24330.95 | 179 | -159.05 (-47.05%) | 15.25 | 1,13,359 | 2,387 | 67,385 |
| 5 May | 24032.80 | 326.95 | 1.8 (0.55%) | 16.76 | 96,479 | 2,296 | 65,877 |
| 4 May | 24119.30 | 328.5 | -67.7 (-17.09%) | 17.84 | 89,608 | 4,517 | 63,626 |
| 30 Apr | 23997.55 | 376 | 50.95 (15.67%) | 17.26 | 1,07,009 | 4,042 | 63,151 |
| 29 Apr | 24177.65 | 332 | -87.2 (-20.80%) | 17.2 | 90,633 | 2,344 | 59,117 |
| 28 Apr | 23995.70 | 418.2 | 36.7 (9.62%) | 17.83 | 82,683 | 11,701 | 58,061 |
| 27 Apr | 24092.70 | 377.5 | -125.55 (-24.96%) | 17.59 | 50,126 | 11,694 | 46,262 |
| 24 Apr | 23897.95 | 503.8 | 100.2 (24.83%) | 18.12 | 49,140 | 4,254 | 35,826 |
| 23 Apr | 24173.05 | 402.3 | 79.1 (24.47%) | 18.27 | 31,640 | 2,861 | 31,790 |
| 22 Apr | 24378.10 | 319.85 | 64.3 (25.16%) | 17.95 | 30,853 | 1,994 | 29,050 |
| 21 Apr | 24576.60 | 254.05 | -99.05 (-28.05%) | 17.86 | 28,451 | 7,206 | 27,429 |
| 20 Apr | 24364.85 | 363.95 | 39.8 (12.28%) | 18.62 | 23,036 | 1,172 | 20,433 |
| 17 Apr | 24353.55 | 318.35 | -80.15 (-20.11%) | 16.94 | 15,371 | 826 | 19,312 |
| 16 Apr | 24196.75 | 407.8 | -2.1 (-0.51%) | 17.54 | 21,963 | 5,031 | 18,484 |
| 15 Apr | 24231.30 | 415.55 | -191.4 (-31.53%) | 17.93 | 12,067 | 1,816 | 13,456 |
| 13 Apr | 23842.65 | 605.85 | 121 (24.96%) | 18.15 | 8,947 | 275 | 11,650 |
| 10 Apr | 24050.60 | 487.25 | -130.95 (-21.18%) | 17.35 | 7,992 | 750 | 11,409 |
| 9 Apr | 23775.10 | 615 | 94.1 (18.06%) | 17 | 8,274 | 511 | 10,684 |
| 8 Apr | 23997.35 | 507.55 | -592.45 (-53.86%) | 19.07 | 14,886 | 10,695 | 10,695 |
| 7 Apr | 23123.65 | 1084 | -97.6 (-8.26%) | 22.76 | 1,454 | 97 | 7,684 |
| 6 Apr | 22968.25 | 1180.85 | -211.6 (-15.20%) | 22.39 | 1,301 | 218 | 7,578 |
| 2 Apr | 22713.10 | 1383.2 | 18.8 (1.38%) | 23.2 | 1,106 | -31 | 7,364 |
| 1 Apr | 22679.40 | 1357.05 | -326.35 (-19.39%) | 22.33 | 1,674 | 303 | 7,397 |
| 30 Mar | 22331.40 | 1638.35 | 270.3 (19.76%) | 24.17 | 2,848 | 7,092 | 7,092 |
| 27 Mar | 22819.60 | 1375.05 | 387.9 (39.29%) | 25.02 | 1,951 | 313 | 7,660 |
| 25 Mar | 23306.45 | 972.1 | -261.15 (-21.18%) | 21.29 | 2,263 | 270 | 7,353 |
| 24 Mar | 22912.40 | 1204.05 | -347.4 (-22.39%) | 22.08 | 1,682 | 31 | 7,085 |
| 23 Mar | 22512.65 | 1568 | 499.5 (46.75%) | 23.99 | 1,857 | -200 | 7,066 |
| 20 Mar | 23114.50 | 1072.85 | -64.4 (-5.66%) | 21.09 | 1,207 | 127 | 7,294 |
| 19 Mar | 23002.15 | 1079.95 | 425.4 (64.99%) | 20.57 | 4,394 | 276 | 7,232 |
| 18 Mar | 23777.80 | 660 | -100.35 (-13.20%) | 18.58 | 2,897 | 356 | 6,931 |
| 17 Mar | 23581.15 | 759.7 | -136.9 (-15.27%) | 18.65 | 2,634 | 291 | 6,605 |
| 16 Mar | 23408.80 | 914.35 | -124.2 (-11.96%) | 19.89 | 6,529 | 1,072 | 6,330 |
| 13 Mar | 23151.10 | 1036 | 259.9 (33.49%) | 20.3 | 6,627 | -469 | 5,289 |
| 12 Mar | 23639.15 | 770 | 85.35 (12.47%) | 19.52 | 2,811 | 230 | 5,757 |
| 11 Mar | 23866.85 | 693.65 | 206.95 (42.52%) | 19.82 | 2,996 | 196 | 5,661 |
| 10 Mar | 24261.60 | 480 | -209.85 (-30.42%) | 18.61 | 3,598 | 360 | 5,521 |
| 9 Mar | 24028.05 | 704.25 | 243 (52.68%) | 21.44 | 4,443 | 364 | 5,201 |
| 6 Mar | 24450.45 | 452.65 | 111 (32.49%) | 19.11 | 1,489 | 169 | 4,876 |
| 5 Mar | 24765.90 | 348 | -115.9 (-24.98%) | 18.3 | 2,225 | -243 | 4,738 |
| 4 Mar | 24480.50 | 465 | 171.1 (58.22%) | 19.34 | 7,499 | 111 | 5,353 |
| 2 Mar | 24865.70 | 280.95 | 119.8 (74.34%) | 17.05 | 10,436 | 3,722 | 5,451 |
| 27 Feb | 25178.65 | 160.25 | 42.7 (36.32%) | 15.2 | 2,280 | 907 | 1,678 |
For Nifty - strike price 24000 expiring on 26MAY2026
Delta for 24000 PE is -0.37
Historical price for 24000 PE is as follows
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 40.4, which was -271.4 lower than the previous day. The implied volatity was 11.04, the open interest changed by 157018 which increased total open position to 205963
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 277.75, which was -133.85 lower than the previous day. The implied volatity was 12.14, the open interest changed by -3795 which decreased total open position to 50536
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 416.25, which was 9.55 higher than the previous day. The implied volatity was 17.93, the open interest changed by -1320 which decreased total open position to 55120
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 375.9, which was -81.25 lower than the previous day. The implied volatity was 14.36, the open interest changed by -8394 which decreased total open position to 56479
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 466.6, which was 5.6 higher than the previous day. The implied volatity was 17.8, the open interest changed by 1685 which increased total open position to 69187
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 460.05, which was -28.75 lower than the previous day. The implied volatity was 18.62, the open interest changed by 12152 which increased total open position to 67615
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 474.75, which was 20.9 higher than the previous day. The implied volatity was 17.34, the open interest changed by -1573 which decreased total open position to 55998
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 434.15, which was -214.35 lower than the previous day. The implied volatity was 16.12, the open interest changed by -1116 which decreased total open position to 58724
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 633, which was -53.1 lower than the previous day. The implied volatity was 0, the open interest changed by -2917 which decreased total open position to 60630
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 662.7, which was 258.25 higher than the previous day. The implied volatity was 0, the open interest changed by -8587 which decreased total open position to 64306
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 409.55, which was 173.35 higher than the previous day. The implied volatity was 0, the open interest changed by 6862 which increased total open position to 74312
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 237.15, which was 48.35 higher than the previous day. The implied volatity was 16.12, the open interest changed by 1017 which increased total open position to 67895
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 179.15, which was -8.2 lower than the previous day. The implied volatity was 15.55, the open interest changed by 1358 which increased total open position to 66838
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 179, which was -159.05 lower than the previous day. The implied volatity was 15.25, the open interest changed by 2387 which increased total open position to 67385
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 326.95, which was 1.8 higher than the previous day. The implied volatity was 16.76, the open interest changed by 2296 which increased total open position to 65877
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 328.5, which was -67.7 lower than the previous day. The implied volatity was 17.84, the open interest changed by 4517 which increased total open position to 63626
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 376, which was 50.95 higher than the previous day. The implied volatity was 17.26, the open interest changed by 4042 which increased total open position to 63151
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 332, which was -87.2 lower than the previous day. The implied volatity was 17.2, the open interest changed by 2344 which increased total open position to 59117
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 418.2, which was 36.7 higher than the previous day. The implied volatity was 17.83, the open interest changed by 11701 which increased total open position to 58061
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 377.5, which was -125.55 lower than the previous day. The implied volatity was 17.59, the open interest changed by 11694 which increased total open position to 46262
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 503.8, which was 100.2 higher than the previous day. The implied volatity was 18.12, the open interest changed by 4254 which increased total open position to 35826
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 402.3, which was 79.1 higher than the previous day. The implied volatity was 18.27, the open interest changed by 2861 which increased total open position to 31790
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 319.85, which was 64.3 higher than the previous day. The implied volatity was 17.95, the open interest changed by 1994 which increased total open position to 29050
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 254.05, which was -99.05 lower than the previous day. The implied volatity was 17.86, the open interest changed by 7206 which increased total open position to 27429
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 363.95, which was 39.8 higher than the previous day. The implied volatity was 18.62, the open interest changed by 1172 which increased total open position to 20433
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 318.35, which was -80.15 lower than the previous day. The implied volatity was 16.94, the open interest changed by 826 which increased total open position to 19312
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 407.8, which was -2.1 lower than the previous day. The implied volatity was 17.54, the open interest changed by 5031 which increased total open position to 18484
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 415.55, which was -191.4 lower than the previous day. The implied volatity was 17.93, the open interest changed by 1816 which increased total open position to 13456
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 605.85, which was 121 higher than the previous day. The implied volatity was 18.15, the open interest changed by 275 which increased total open position to 11650
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 487.25, which was -130.95 lower than the previous day. The implied volatity was 17.35, the open interest changed by 750 which increased total open position to 11409
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 615, which was 94.1 higher than the previous day. The implied volatity was 17, the open interest changed by 511 which increased total open position to 10684
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 507.55, which was -592.45 lower than the previous day. The implied volatity was 19.07, the open interest changed by 10695 which increased total open position to 10695
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1084, which was -97.6 lower than the previous day. The implied volatity was 22.76, the open interest changed by 97 which increased total open position to 7684
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1180.85, which was -211.6 lower than the previous day. The implied volatity was 22.39, the open interest changed by 218 which increased total open position to 7578
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1383.2, which was 18.8 higher than the previous day. The implied volatity was 23.2, the open interest changed by -31 which decreased total open position to 7364
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1357.05, which was -326.35 lower than the previous day. The implied volatity was 22.33, the open interest changed by 303 which increased total open position to 7397
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1638.35, which was 270.3 higher than the previous day. The implied volatity was 24.17, the open interest changed by 7092 which increased total open position to 7092
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1375.05, which was 387.9 higher than the previous day. The implied volatity was 25.02, the open interest changed by 313 which increased total open position to 7660
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 972.1, which was -261.15 lower than the previous day. The implied volatity was 21.29, the open interest changed by 270 which increased total open position to 7353
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1204.05, which was -347.4 lower than the previous day. The implied volatity was 22.08, the open interest changed by 31 which increased total open position to 7085
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1568, which was 499.5 higher than the previous day. The implied volatity was 23.99, the open interest changed by -200 which decreased total open position to 7066
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1072.85, which was -64.4 lower than the previous day. The implied volatity was 21.09, the open interest changed by 127 which increased total open position to 7294
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1079.95, which was 425.4 higher than the previous day. The implied volatity was 20.57, the open interest changed by 276 which increased total open position to 7232
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 660, which was -100.35 lower than the previous day. The implied volatity was 18.58, the open interest changed by 356 which increased total open position to 6931
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 759.7, which was -136.9 lower than the previous day. The implied volatity was 18.65, the open interest changed by 291 which increased total open position to 6605
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 914.35, which was -124.2 lower than the previous day. The implied volatity was 19.89, the open interest changed by 1072 which increased total open position to 6330
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1036, which was 259.9 higher than the previous day. The implied volatity was 20.3, the open interest changed by -469 which decreased total open position to 5289
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 770, which was 85.35 higher than the previous day. The implied volatity was 19.52, the open interest changed by 230 which increased total open position to 5757
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 693.65, which was 206.95 higher than the previous day. The implied volatity was 19.82, the open interest changed by 196 which increased total open position to 5661
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 480, which was -209.85 lower than the previous day. The implied volatity was 18.61, the open interest changed by 360 which increased total open position to 5521
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 704.25, which was 243 higher than the previous day. The implied volatity was 21.44, the open interest changed by 364 which increased total open position to 5201
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 452.65, which was 111 higher than the previous day. The implied volatity was 19.11, the open interest changed by 169 which increased total open position to 4876
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 348, which was -115.9 lower than the previous day. The implied volatity was 18.3, the open interest changed by -243 which decreased total open position to 4738
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 465, which was 171.1 higher than the previous day. The implied volatity was 19.34, the open interest changed by 111 which increased total open position to 5353
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 280.95, which was 119.8 higher than the previous day. The implied volatity was 17.05, the open interest changed by 3722 which increased total open position to 5451
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 160.25, which was 42.7 higher than the previous day. The implied volatity was 15.2, the open interest changed by 907 which increased total open position to 1678
