Historical option data for NIFTY
12 Jun 2026 04:10 PM IST
| NIFTY 30-Jun-2026 (15d) 24000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.34
Vega: 0.19
Theta: -8.58
Gamma: 0.00051
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Jun | 23622.90 | 164 | 105 (177.97%) | 13.66 | 2,27,166 | -4,622.154 | 1,17,080.538 | |||||||||
| 11 Jun | 23161.60 | 61.75 | -10.25 (-14.24%) | 13.71 | 1,12,345 | -1,879.154 | 1,21,764.692 | |||||||||
| 10 Jun | 23214.95 | 68.75 | -25.25 (-26.86%) | 13.47 | 1,15,674 | -2,545.077 | 1,24,120.846 | |||||||||
| 9 Jun | 23242.10 | 96.1 | 4.1 (4.46%) | 14.34 | 83,909 | -2,273.769 | 1,28,554.923 | |||||||||
| 8 Jun | 23123.00 | 88 | -60 (-40.54%) | 15.41 | 1,03,520 | 5,191.615 | 1,31,448.692 | |||||||||
| 5 Jun | 23366.70 | 143.95 | -30.05 (-17.27%) | 14.07 | 1,12,422 | -704 | 1,26,852.077 | |||||||||
| 4 Jun | 23416.55 | 179.05 | -9.95 (-5.26%) | 14.44 | 83,912 | 2,077 | 1,28,126.077 | |||||||||
| 3 Jun | 23405.60 | 178.95 | -22.05 (-10.97%) | 14.69 | 1,30,596 | 7,331.538 | 1,26,282.077 | |||||||||
| 2 Jun | 23483.55 | 203 | 23 (12.78%) | 13.65 | 1,12,234 | 8,112.308 | 1,19,247.538 | |||||||||
| 1 Jun | 23382.60 | 174.3 | -116.7 (-40.10%) | 14.12 | 98,041 | 7,872.692 | 1,11,165.231 | |||||||||
| 29 May | 23547.75 | 291.75 | -102.25 (-25.95%) | 14.72 | 1,24,130 | 22,531.462 | 1,03,531.538 | |||||||||
| 27 May | 23907.15 | 399.1 | -11.9 (-2.90%) | 12.87 | 59,616 | 7,054.462 | 81,669.077 | |||||||||
| 26 May | 23913.70 | 414.95 | -85.05 (-17.01%) | 12.93 | 74,736 | 14,885.462 | 75,055.615 | |||||||||
| 25 May | 24031.70 | 523.5 | 123.5 (30.88%) | 14.17 | 61,231 | 4,870.846 | 61,172.154 | |||||||||
| 22 May | 23719.30 | 417.8 | 34.8 (9.09%) | 15.1 | 38,602 | 6,245 | 56,350.308 | |||||||||
| 21 May | 23654.70 | 382.3 | -30.7 (-7.43%) | 15.16 | 33,320 | 1,124.077 | 50,339.308 | |||||||||
| 20 May | 23659.00 | 425 | 23 (5.72%) | 16.06 | 26,218 | 4,125.385 | 49,252.231 | |||||||||
| 19 May | 23618.00 | 396.6 | -54.4 (-12.06%) | 15.76 | 22,680 | 796.154 | 45,538.846 | |||||||||
| 18 May | 23649.95 | 448.8 | 3.8 (0.85%) | 16.63 | 29,901 | 4,330 | 44,896.692 | |||||||||
| 15 May | 23643.50 | 454 | -19.1 (-4.04%) | 16.11 | 16,935 | 890.615 | 40,736.692 | |||||||||
| 14 May | 23689.60 | 495 | 93.1 (23.16%) | 16.47 | 24,415 | 1,445.692 | 39,849.077 | |||||||||
| 13 May | 23412.60 | 403.7 | 14.5 (3.73%) | 0 | 16,848 | 2,434.846 | 38,424.385 | |||||||||
| 12 May | 23379.55 | 408.75 | -181.25 (-30.72%) | 0 | 26,607 | 6,335.077 | 36,164.538 | |||||||||
| 11 May | 23815.85 | 580.05 | -197.15 (-25.37%) | 0 | 16,326 | 4,656.462 | 29,844.462 | |||||||||
| 8 May | 24176.15 | 772.5 | -93.1 (-10.76%) | 15.56 | 3,720 | 596.692 | 25,188 | |||||||||
| 7 May | 24326.65 | 875.9 | -39.65 (-4.33%) | 15.39 | 2,871 | -275.846 | 24,592.308 | |||||||||
| 6 May | 24330.95 | 928.75 | 185.85 (25.02%) | 16.62 | 5,204 | -398.846 | 24,886.154 | |||||||||
| 5 May | 24032.80 | 751.8 | -63.25 (-7.76%) | 16.4 | 6,001 | -86.308 | 25,276 | |||||||||
| 4 May | 24119.30 | 800.05 | 23.05 (2.97%) | 16.38 | 5,804 | 1,878.308 | 25,545.308 | |||||||||
| 30 Apr | 23997.55 | 794.95 | -53.4 (-6.29%) | 16.66 | 10,495 | 2,365.462 | 26,032.462 | |||||||||
| 29 Apr | 24177.65 | 833.15 | 63.8 (8.29%) | 15.68 | 5,001 | -63.846 | 23,666 | |||||||||
| 28 Apr | 23995.70 | 768.45 | -109.9 (-12.51%) | 16.14 | 4,021 | 295.308 | 23,705.846 | |||||||||
| 27 Apr | 24092.70 | 880.1 | 72.5 (8.98%) | 17.43 | 4,645 | -150.923 | 23,458.538 | |||||||||
| 24 Apr | 23897.95 | 819 | -115.6 (-12.37%) | 18.22 | 7,217 | 2,637.154 | 23,614.462 | |||||||||
| 23 Apr | 24173.05 | 934 | -139.05 (-12.96%) | 17.26 | 4,035 | 127.923 | 21,421.308 | |||||||||
| 22 Apr | 24378.10 | 1070 | -120.05 (-10.09%) | 17.17 | 2,403 | -278.769 | 21,635.385 | |||||||||
| 21 Apr | 24576.60 | 1195.85 | 132.45 (12.46%) | 16.49 | 2,410 | -439.846 | 21,935.154 | |||||||||
| 20 Apr | 24364.85 | 1051 | -8.55 (-0.81%) | 17.02 | 2,406 | -262.692 | 22,422 | |||||||||
| 17 Apr | 24353.55 | 1068.1 | 89.15 (9.11%) | 16.32 | 3,011 | -60.308 | 23,833.692 | |||||||||
| 16 Apr | 24196.75 | 971.35 | -56.55 (-5.50%) | 16.55 | 4,120 | 254.846 | 24,069 | |||||||||
| 15 Apr | 24231.30 | 1015.6 | 165.25 (19.43%) | 17.07 | 3,326 | -708 | 23,814.154 | |||||||||
| 13 Apr | 23842.65 | 851.9 | -93.25 (-9.87%) | 18.17 | 6,225 | 225.154 | 24,605.154 | |||||||||
| 10 Apr | 24050.60 | 954 | 89.9 (10.40%) | 17.1 | 6,268 | 387.769 | 24,653 | |||||||||
| 9 Apr | 23775.10 | 865.3 | -84.2 (-8.87%) | 18.54 | 5,421 | 871.462 | 24,271.231 | |||||||||
| 8 Apr | 23997.35 | 964.3 | 340.25 (54.52%) | 14.43 | 15,378 | -1,042.154 | 23,573.769 | |||||||||
| 7 Apr | 23123.65 | 638 | 25.45 (4.15%) | 17.69 | 5,556 | -758.846 | 24,634.923 | |||||||||
| 6 Apr | 22968.25 | 611 | 89.65 (17.20%) | 18.66 | 5,943 | 227.615 | 25,933.769 | |||||||||
| 2 Apr | 22713.10 | 518.1 | 4.5 (0.88%) | 18.27 | 9,911 | 879.385 | 25,696.154 | |||||||||
For Nifty - strike price 24000 expiring on 30JUN2026
Delta for 24000 CE is 0.34
Historical price for 24000 CE is as follows
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 164, which was 105 higher than the previous day. The implied volatity was 13.66, the open interest changed by -4622 which decreased total open position to 117081
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 61.75, which was -10.25 lower than the previous day. The implied volatity was 13.71, the open interest changed by -1879 which decreased total open position to 121765
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 68.75, which was -25.25 lower than the previous day. The implied volatity was 13.47, the open interest changed by -2545 which decreased total open position to 124121
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 96.1, which was 4.1 higher than the previous day. The implied volatity was 14.34, the open interest changed by -2274 which decreased total open position to 128555
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 88, which was -60 lower than the previous day. The implied volatity was 15.41, the open interest changed by 5192 which increased total open position to 131449
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 143.95, which was -30.05 lower than the previous day. The implied volatity was 14.07, the open interest changed by -704 which decreased total open position to 126852
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 179.05, which was -9.95 lower than the previous day. The implied volatity was 14.44, the open interest changed by 2077 which increased total open position to 128126
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 178.95, which was -22.05 lower than the previous day. The implied volatity was 14.69, the open interest changed by 7332 which increased total open position to 126282
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 203, which was 23 higher than the previous day. The implied volatity was 13.65, the open interest changed by 8112 which increased total open position to 119248
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 174.3, which was -116.7 lower than the previous day. The implied volatity was 14.12, the open interest changed by 7873 which increased total open position to 111165
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 291.75, which was -102.25 lower than the previous day. The implied volatity was 14.72, the open interest changed by 22531 which increased total open position to 103532
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 399.1, which was -11.9 lower than the previous day. The implied volatity was 12.87, the open interest changed by 7054 which increased total open position to 81669
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 414.95, which was -85.05 lower than the previous day. The implied volatity was 12.93, the open interest changed by 14885 which increased total open position to 75056
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 523.5, which was 123.5 higher than the previous day. The implied volatity was 14.17, the open interest changed by 4871 which increased total open position to 61172
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 417.8, which was 34.8 higher than the previous day. The implied volatity was 15.1, the open interest changed by 6245 which increased total open position to 56350
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 382.3, which was -30.7 lower than the previous day. The implied volatity was 15.16, the open interest changed by 1124 which increased total open position to 50339
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 425, which was 23 higher than the previous day. The implied volatity was 16.06, the open interest changed by 4125 which increased total open position to 49252
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 396.6, which was -54.4 lower than the previous day. The implied volatity was 15.76, the open interest changed by 796 which increased total open position to 45539
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 448.8, which was 3.8 higher than the previous day. The implied volatity was 16.63, the open interest changed by 4330 which increased total open position to 44897
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 454, which was -19.1 lower than the previous day. The implied volatity was 16.11, the open interest changed by 891 which increased total open position to 40737
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 495, which was 93.1 higher than the previous day. The implied volatity was 16.47, the open interest changed by 1446 which increased total open position to 39849
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 403.7, which was 14.5 higher than the previous day. The implied volatity was 0, the open interest changed by 2435 which increased total open position to 38424
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 408.75, which was -181.25 lower than the previous day. The implied volatity was 0, the open interest changed by 6335 which increased total open position to 36165
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 580.05, which was -197.15 lower than the previous day. The implied volatity was 0, the open interest changed by 4656 which increased total open position to 29844
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 772.5, which was -93.1 lower than the previous day. The implied volatity was 15.56, the open interest changed by 597 which increased total open position to 25188
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 875.9, which was -39.65 lower than the previous day. The implied volatity was 15.39, the open interest changed by -276 which decreased total open position to 24592
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 928.75, which was 185.85 higher than the previous day. The implied volatity was 16.62, the open interest changed by -399 which decreased total open position to 24886
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 751.8, which was -63.25 lower than the previous day. The implied volatity was 16.4, the open interest changed by -86 which decreased total open position to 25276
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 800.05, which was 23.05 higher than the previous day. The implied volatity was 16.38, the open interest changed by 1878 which increased total open position to 25545
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 794.95, which was -53.4 lower than the previous day. The implied volatity was 16.66, the open interest changed by 2365 which increased total open position to 26032
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 833.15, which was 63.8 higher than the previous day. The implied volatity was 15.68, the open interest changed by -64 which decreased total open position to 23666
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 768.45, which was -109.9 lower than the previous day. The implied volatity was 16.14, the open interest changed by 295 which increased total open position to 23706
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 880.1, which was 72.5 higher than the previous day. The implied volatity was 17.43, the open interest changed by -151 which decreased total open position to 23459
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 819, which was -115.6 lower than the previous day. The implied volatity was 18.22, the open interest changed by 2637 which increased total open position to 23614
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 934, which was -139.05 lower than the previous day. The implied volatity was 17.26, the open interest changed by 128 which increased total open position to 21421
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1070, which was -120.05 lower than the previous day. The implied volatity was 17.17, the open interest changed by -279 which decreased total open position to 21635
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1195.85, which was 132.45 higher than the previous day. The implied volatity was 16.49, the open interest changed by -440 which decreased total open position to 21935
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1051, which was -8.55 lower than the previous day. The implied volatity was 17.02, the open interest changed by -263 which decreased total open position to 22422
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1068.1, which was 89.15 higher than the previous day. The implied volatity was 16.32, the open interest changed by -60 which decreased total open position to 23834
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 971.35, which was -56.55 lower than the previous day. The implied volatity was 16.55, the open interest changed by 255 which increased total open position to 24069
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1015.6, which was 165.25 higher than the previous day. The implied volatity was 17.07, the open interest changed by -708 which decreased total open position to 23814
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 851.9, which was -93.25 lower than the previous day. The implied volatity was 18.17, the open interest changed by 225 which increased total open position to 24605
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 954, which was 89.9 higher than the previous day. The implied volatity was 17.1, the open interest changed by 388 which increased total open position to 24653
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 865.3, which was -84.2 lower than the previous day. The implied volatity was 18.54, the open interest changed by 871 which increased total open position to 24271
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 964.3, which was 340.25 higher than the previous day. The implied volatity was 14.43, the open interest changed by -1042 which decreased total open position to 23574
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 638, which was 25.45 higher than the previous day. The implied volatity was 17.69, the open interest changed by -759 which decreased total open position to 24635
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 611, which was 89.65 higher than the previous day. The implied volatity was 18.66, the open interest changed by 228 which increased total open position to 25934
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 518.1, which was 4.5 higher than the previous day. The implied volatity was 18.27, the open interest changed by 879 which increased total open position to 25696
| NIFTY 30-Jun-2026 (15d) 24000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.67
Vega: 0.19
Theta: -4.15
Gamma: 0.00055
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Jun | 23622.90 | 445 | -403.5 (-47.55%) | 12.42 | 28,481 | -2,434.385 | 71,222.692 |
| 11 Jun | 23161.60 | 825.35 | 6.7 (0.82%) | 14.94 | 12,233 | -2,989.077 | 73,699.077 |
| 10 Jun | 23214.95 | 827.05 | 79.45 (10.63%) | 16.54 | 14,423 | -3,089.385 | 76,969.154 |
| 9 Jun | 23242.10 | 746 | -154.7 (-17.18%) | 13.46 | 9,798 | -921.923 | 80,072.538 |
| 8 Jun | 23123.00 | 921.3 | 239.45 (35.12%) | 16.42 | 11,993 | -2,221.538 | 81,190.385 |
| 5 Jun | 23366.70 | 682.6 | 30.75 (4.72%) | 14.07 | 13,147 | -974.692 | 83,488.923 |
| 4 Jun | 23416.55 | 636.2 | -14.1 (-2.17%) | 14.2 | 11,953 | -564.077 | 84,839.615 |
| 3 Jun | 23405.60 | 674.4 | 95.9 (16.58%) | 14.19 | 19,162 | -2,392.462 | 85,406.692 |
| 2 Jun | 23483.55 | 580.6 | -118.65 (-16.97%) | 13.78 | 22,298 | -2,678.923 | 87,835.154 |
| 1 Jun | 23382.60 | 704.45 | 171.9 (32.28%) | 14.75 | 35,452 | -5,181.846 | 90,625.077 |
| 29 May | 23547.75 | 544.75 | 155.9 (40.09%) | 13.9 | 91,547 | 13,119.692 | 96,000.923 |
| 27 May | 23907.15 | 390 | -36.9 (-8.64%) | 14.09 | 45,677 | 4,379.692 | 82,921.231 |
| 26 May | 23913.70 | 414.8 | 39.3 (10.47%) | 14.99 | 76,491 | 12,834.385 | 80,986.538 |
| 25 May | 24031.70 | 354.2 | -219.8 (-38.29%) | 14.55 | 50,278 | 8,673.462 | 69,344.154 |
| 22 May | 23719.30 | 552.6 | -101.55 (-15.52%) | 15.94 | 24,284 | 3,825.923 | 60,675.692 |
| 21 May | 23654.70 | 657 | 2.7 (0.41%) | 17.41 | 14,667 | 2,610 | 56,860.769 |
| 20 May | 23659.00 | 630 | -63.4 (-9.14%) | 16.7 | 10,743 | 1,703 | 54,273.769 |
| 19 May | 23618.00 | 697.8 | 2.85 (0.41%) | 17.65 | 12,255 | 1,606.077 | 52,973.769 |
| 18 May | 23649.95 | 697.75 | -2.6 (-0.37%) | 18.13 | 12,016 | 422.846 | 51,477.692 |
| 15 May | 23643.50 | 686 | 18.15 (2.72%) | 17.38 | 12,847 | 974.692 | 51,208.846 |
| 14 May | 23689.60 | 651.5 | -158.75 (-19.59%) | 16.96 | 12,789 | 730.923 | 50,234.154 |
| 13 May | 23412.60 | 802.3 | -30.4 (-3.65%) | 0 | 6,169 | 92.846 | 49,514.231 |
| 12 May | 23379.55 | 818.55 | 228.25 (38.67%) | 0 | 16,887 | 752.231 | 49,606.385 |
| 11 May | 23815.85 | 594.45 | 174.95 (41.70%) | 0 | 16,953 | 1,723.846 | 48,844.154 |
| 8 May | 24176.15 | 423 | 53.2 (14.39%) | 16.1 | 9,155 | 935 | 47,127.308 |
| 7 May | 24326.65 | 360.95 | 1.25 (0.35%) | 15.92 | 9,442 | 1,335 | 46,235.308 |
| 6 May | 24330.95 | 355 | -161.2 (-31.23%) | 15.64 | 12,528 | 447.615 | 45,489.308 |
| 5 May | 24032.80 | 502.6 | 16.45 (3.38%) | 16.56 | 8,762 | -405 | 45,040.692 |
| 4 May | 24119.30 | 487.25 | -59.95 (-10.96%) | 16.88 | 10,995 | 505.846 | 45,605.692 |
| 30 Apr | 23997.55 | 526 | 62.15 (13.40%) | 16.65 | 13,981 | 589.846 | 45,689.692 |
| 29 Apr | 24177.65 | 471.95 | -87.65 (-15.66%) | 16.4 | 16,145 | 1,718.231 | 45,118.846 |
| 28 Apr | 23995.70 | 551.35 | 39.6 (7.74%) | 16.79 | 11,950 | 2,729.385 | 43,429.615 |
| 27 Apr | 24092.70 | 510 | -108.95 (-17.60%) | 16.59 | 10,104 | 1,813.538 | 40,698.231 |
| 24 Apr | 23897.95 | 620 | 111.15 (21.84%) | 16.93 | 11,972 | 1,873.385 | 38,879.692 |
| 23 Apr | 24173.05 | 512.1 | 88 (20.75%) | 16.78 | 10,557 | -624 | 37,428.308 |
| 22 Apr | 24378.10 | 423.5 | 65.2 (18.20%) | 16.47 | 8,711 | 393.769 | 38,455.308 |
| 21 Apr | 24576.60 | 358 | -100.9 (-21.99%) | 16.47 | 7,286 | 709 | 38,130.538 |
| 20 Apr | 24364.85 | 468.95 | 44.8 (10.56%) | 17.12 | 7,351 | 259 | 37,464.538 |
| 17 Apr | 24353.55 | 415.15 | -84.2 (-16.86%) | 15.86 | 7,348 | 1,744.769 | 38,323.538 |
| 16 Apr | 24196.75 | 508.2 | 5 (0.99%) | 16.41 | 8,789 | 295.308 | 36,710.769 |
| 15 Apr | 24231.30 | 506.7 | -176.8 (-25.87%) | 16.57 | 7,551 | 1,456.769 | 36,415.462 |
| 13 Apr | 23842.65 | 689.95 | 117.2 (20.46%) | 16.83 | 7,044 | 1,075 | 34,999.692 |
| 10 Apr | 24050.60 | 572 | -123.45 (-17.75%) | 16.22 | 7,082 | 829.615 | 33,926.692 |
| 9 Apr | 23775.10 | 690 | 80.45 (13.20%) | 16.03 | 5,729 | -217.769 | 33,133.077 |
| 8 Apr | 23997.35 | 595 | -547.7 (-47.93%) | 18.66 | 16,307 | -302.385 | 33,487.846 |
| 7 Apr | 23123.65 | 1135 | -76.4 (-6.31%) | 21.67 | 1,402 | -49.077 | 33,782.231 |
| 6 Apr | 22968.25 | 1227.2 | -172.9 (-12.35%) | 21.56 | 3,119 | 164 | 33,834.308 |
| 2 Apr | 22713.10 | 1390 | 2.75 (0.20%) | 21.76 | 2,345 | 276.615 | 33,682.308 |
For Nifty - strike price 24000 expiring on 30JUN2026
Delta for 24000 PE is -0.67
Historical price for 24000 PE is as follows
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 445, which was -403.5 lower than the previous day. The implied volatity was 12.42, the open interest changed by -2434 which decreased total open position to 71223
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 825.35, which was 6.7 higher than the previous day. The implied volatity was 14.94, the open interest changed by -2989 which decreased total open position to 73699
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 827.05, which was 79.45 higher than the previous day. The implied volatity was 16.54, the open interest changed by -3089 which decreased total open position to 76969
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 746, which was -154.7 lower than the previous day. The implied volatity was 13.46, the open interest changed by -922 which decreased total open position to 80073
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 921.3, which was 239.45 higher than the previous day. The implied volatity was 16.42, the open interest changed by -2222 which decreased total open position to 81190
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 682.6, which was 30.75 higher than the previous day. The implied volatity was 14.07, the open interest changed by -975 which decreased total open position to 83489
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 636.2, which was -14.1 lower than the previous day. The implied volatity was 14.2, the open interest changed by -564 which decreased total open position to 84840
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 674.4, which was 95.9 higher than the previous day. The implied volatity was 14.19, the open interest changed by -2392 which decreased total open position to 85407
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 580.6, which was -118.65 lower than the previous day. The implied volatity was 13.78, the open interest changed by -2679 which decreased total open position to 87835
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 704.45, which was 171.9 higher than the previous day. The implied volatity was 14.75, the open interest changed by -5182 which decreased total open position to 90625
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 544.75, which was 155.9 higher than the previous day. The implied volatity was 13.9, the open interest changed by 13120 which increased total open position to 96001
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 390, which was -36.9 lower than the previous day. The implied volatity was 14.09, the open interest changed by 4380 which increased total open position to 82921
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 414.8, which was 39.3 higher than the previous day. The implied volatity was 14.99, the open interest changed by 12834 which increased total open position to 80987
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 354.2, which was -219.8 lower than the previous day. The implied volatity was 14.55, the open interest changed by 8673 which increased total open position to 69344
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 552.6, which was -101.55 lower than the previous day. The implied volatity was 15.94, the open interest changed by 3826 which increased total open position to 60676
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 657, which was 2.7 higher than the previous day. The implied volatity was 17.41, the open interest changed by 2610 which increased total open position to 56861
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 630, which was -63.4 lower than the previous day. The implied volatity was 16.7, the open interest changed by 1703 which increased total open position to 54274
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 697.8, which was 2.85 higher than the previous day. The implied volatity was 17.65, the open interest changed by 1606 which increased total open position to 52974
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 697.75, which was -2.6 lower than the previous day. The implied volatity was 18.13, the open interest changed by 423 which increased total open position to 51478
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 686, which was 18.15 higher than the previous day. The implied volatity was 17.38, the open interest changed by 975 which increased total open position to 51209
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 651.5, which was -158.75 lower than the previous day. The implied volatity was 16.96, the open interest changed by 731 which increased total open position to 50234
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 802.3, which was -30.4 lower than the previous day. The implied volatity was 0, the open interest changed by 93 which increased total open position to 49514
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 818.55, which was 228.25 higher than the previous day. The implied volatity was 0, the open interest changed by 752 which increased total open position to 49606
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 594.45, which was 174.95 higher than the previous day. The implied volatity was 0, the open interest changed by 1724 which increased total open position to 48844
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 423, which was 53.2 higher than the previous day. The implied volatity was 16.1, the open interest changed by 935 which increased total open position to 47127
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 360.95, which was 1.25 higher than the previous day. The implied volatity was 15.92, the open interest changed by 1335 which increased total open position to 46235
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 355, which was -161.2 lower than the previous day. The implied volatity was 15.64, the open interest changed by 448 which increased total open position to 45489
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 502.6, which was 16.45 higher than the previous day. The implied volatity was 16.56, the open interest changed by -405 which decreased total open position to 45041
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 487.25, which was -59.95 lower than the previous day. The implied volatity was 16.88, the open interest changed by 506 which increased total open position to 45606
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 526, which was 62.15 higher than the previous day. The implied volatity was 16.65, the open interest changed by 590 which increased total open position to 45690
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 471.95, which was -87.65 lower than the previous day. The implied volatity was 16.4, the open interest changed by 1718 which increased total open position to 45119
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 551.35, which was 39.6 higher than the previous day. The implied volatity was 16.79, the open interest changed by 2729 which increased total open position to 43430
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 510, which was -108.95 lower than the previous day. The implied volatity was 16.59, the open interest changed by 1814 which increased total open position to 40698
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 620, which was 111.15 higher than the previous day. The implied volatity was 16.93, the open interest changed by 1873 which increased total open position to 38880
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 512.1, which was 88 higher than the previous day. The implied volatity was 16.78, the open interest changed by -624 which decreased total open position to 37428
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 423.5, which was 65.2 higher than the previous day. The implied volatity was 16.47, the open interest changed by 394 which increased total open position to 38455
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 358, which was -100.9 lower than the previous day. The implied volatity was 16.47, the open interest changed by 709 which increased total open position to 38131
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 468.95, which was 44.8 higher than the previous day. The implied volatity was 17.12, the open interest changed by 259 which increased total open position to 37465
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 415.15, which was -84.2 lower than the previous day. The implied volatity was 15.86, the open interest changed by 1745 which increased total open position to 38324
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 508.2, which was 5 higher than the previous day. The implied volatity was 16.41, the open interest changed by 295 which increased total open position to 36711
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 506.7, which was -176.8 lower than the previous day. The implied volatity was 16.57, the open interest changed by 1457 which increased total open position to 36415
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 689.95, which was 117.2 higher than the previous day. The implied volatity was 16.83, the open interest changed by 1075 which increased total open position to 35000
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 572, which was -123.45 lower than the previous day. The implied volatity was 16.22, the open interest changed by 830 which increased total open position to 33927
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 690, which was 80.45 higher than the previous day. The implied volatity was 16.03, the open interest changed by -218 which decreased total open position to 33133
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 595, which was -547.7 lower than the previous day. The implied volatity was 18.66, the open interest changed by -302 which decreased total open position to 33488
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1135, which was -76.4 lower than the previous day. The implied volatity was 21.67, the open interest changed by -49 which decreased total open position to 33782
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1227.2, which was -172.9 lower than the previous day. The implied volatity was 21.56, the open interest changed by 164 which increased total open position to 33834
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1390, which was 2.75 higher than the previous day. The implied volatity was 21.76, the open interest changed by 277 which increased total open position to 33682
