NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:29 PM IST
| NIFTY 28-Apr-2026 (4d) 24050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 0.1
Theta: -19.49
Gamma: 0.00087
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23869.65 | 102.65 | -148.7 | 16.39 | 7,64,409 | 62,972 | 66,426 | |||||||||
| 23 Apr | 24173.05 | 248.25 | -185.2 | 15.38 | 81,419 | 2,618 | 3,514 | |||||||||
| 22 Apr | 24378.10 | 434.15 | -180.45000000000005 | 17.81 | 5,528 | 143 | 909 | |||||||||
| 21 Apr | 24576.60 | 613.3 | 147.69999999999993 | 17.77 | 931 | -145 | 764 | |||||||||
| 20 Apr | 24364.85 | 455 | -30.05000000000001 | 18.72 | 876 | -99 | 910 | |||||||||
| 17 Apr | 24353.55 | 493 | 99.75 | 16.28 | 1,347 | -1 | 1,031 | |||||||||
| 16 Apr | 24196.75 | 388.95 | -49.85000000000002 | 16.62 | 2,073 | 65 | 1,036 | |||||||||
| 15 Apr | 24231.30 | 432.65 | 136.54999999999995 | 17.15 | 2,344 | -201 | 972 | |||||||||
| 13 Apr | 23842.65 | 293 | -110.60000000000002 | 19.14 | 2,856 | -36 | 1,166 | |||||||||
| 10 Apr | 24050.60 | 412.9 | 85.69999999999999 | 17.6 | 5,302 | 136 | 1,199 | |||||||||
| 9 Apr | 23775.10 | 323.7 | -85.69999999999999 | 19.23 | 2,397 | -7 | 1,057 | |||||||||
| 8 Apr | 23997.35 | 429.2 | 251.55 | 16.99 | 3,290 | 242 | 1,063 | |||||||||
| 7 Apr | 23123.65 | 182.15 | 8.15 | 21.03 | 1,701 | -103 | 680 | |||||||||
| 6 Apr | 22968.25 | 174.7 | 39.3 | 22.49 | 1,471 | -7,009 | 704 | |||||||||
| 2 Apr | 22713.10 | 131.9 | -18.25 | 21.1 | 918 | -7,374 | 531 | |||||||||
| 1 Apr | 22679.40 | 150.95 | 0.3 | 21.71 | 955 | 429 | 612 | |||||||||
| 30 Mar | 22331.40 | 155.9 | -93.8 | 24.71 | 1,348 | 475 | 534 | |||||||||
| 27 Mar | 22819.60 | 246.8 | -113.25 | 22.65 | 580 | -933 | 532 | |||||||||
| 25 Mar | 23306.45 | 359.15 | 74.7 | 20.28 | 334 | 437 | 440 | |||||||||
| 24 Mar | 22912.40 | 295 | 70.9 | 22 | 497 | 289 | 406 | |||||||||
| 23 Mar | 22512.65 | 218.6 | -99.05 | 23.66 | 680 | 268 | 316 | |||||||||
| 20 Mar | 23114.50 | 316.6 | 27.85 | 19.24 | 256 | 67 | 412 | |||||||||
| 19 Mar | 23002.15 | 303.95 | -181.1 | 19 | 493 | 154 | 345 | |||||||||
| 18 Mar | 23777.80 | 485 | 27.15 | 15.53 | 263 | 99 | 213 | |||||||||
| 17 Mar | 23581.15 | 449.8 | 24.1 | 17.23 | 291 | 255 | 256 | |||||||||
| 16 Mar | 23408.80 | 414.1 | 21 | 18.53 | 153 | -46 | 304 | |||||||||
| 13 Mar | 23151.10 | 400.05 | -192.3 | 19.53 | 435 | 326 | 326 | |||||||||
| 12 Mar | 23639.15 | 594.05 | -107.95 | 18.98 | 169 | 187 | 187 | |||||||||
| 11 Mar | 23866.85 | 699.05 | -195.1 | 18.6 | 48 | 9 | 103 | |||||||||
| 10 Mar | 24261.60 | 894.15 | 9 | 16.3 | 14 | 95 | 95 | |||||||||
| 9 Mar | 24028.05 | 866.95 | -225.35 | 20.34 | 300 | 93 | 99 | |||||||||
| 6 Mar | 24450.45 | 1159 | -3.9 | 19.44 | 4 | 3 | 6 | |||||||||
| 5 Mar | 24765.90 | 1162.9 | -579.4 | - | 1 | 0 | 0 | |||||||||
| 4 Mar | 24480.50 | 1162.9 | -579.4 | 18.8 | 1 | 0 | 3 | |||||||||
| 2 Mar | 24865.70 | 1742.3 | -256.15 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 25178.65 | 1742.3 | -256.15 | - | 0 | 0 | 3 | |||||||||
| 26 Feb | 25496.55 | 1742.3 | -256.15 | - | 0 | 0 | 3 | |||||||||
| 25 Feb | 25482.50 | 1742.3 | -256.15 | - | 1 | 0 | 3 | |||||||||
| 24 Feb | 25424.65 | 1742.3 | -256.15 | 8.02 | 1 | 0 | 2 | |||||||||
| 23 Feb | 25713.00 | 1998.45 | 89.6 | - | 2 | 0 | 3 | |||||||||
| 20 Feb | 25571.25 | 1899.75 | 102.7 | - | 2 | 0 | 3 | |||||||||
| 19 Feb | 25454.35 | 1791.15 | -70.1 | 6.5 | 2 | 0 | 2 | |||||||||
| 18 Feb | 25819.35 | 1861.25 | -286.65 | - | 0 | 0 | 2 | |||||||||
| 17 Feb | 25725.40 | 1861.25 | -286.65 | - | 0 | 0 | 2 | |||||||||
| 16 Feb | 25682.75 | 1861.25 | -286.65 | - | 0 | 0 | 2 | |||||||||
| 13 Feb | 25471.10 | 1861.25 | -286.65 | - | 1 | 0 | 3 | |||||||||
| 12 Feb | 25807.20 | 2151 | -114.5 | - | 2 | 0 | 3 | |||||||||
| 11 Feb | 25953.85 | 2265.5 | 11.6 | - | 1 | 0 | 3 | |||||||||
| 10 Feb | 25935.15 | 2253.9 | 234.15 | - | 1 | 0 | 3 | |||||||||
| 9 Feb | 25867.30 | 2026.15 | -6.1 | - | 0 | 0 | 3 | |||||||||
| 6 Feb | 25693.70 | 2026.15 | -6.1 | - | 2 | 0 | 3 | |||||||||
| 5 Feb | 25642.80 | 2032.25 | -123.4 | - | 1 | 0 | 2 | |||||||||
| 4 Feb | 25776.00 | 2155.45 | 14.05 | - | 3 | 0 | 2 | |||||||||
| 3 Feb | 25727.55 | 2141.4 | 617.3 | - | 1 | 0 | 1 | |||||||||
| 2 Feb | 25088.40 | 1519.85 | -144.4 | - | 2 | 0 | 0 | |||||||||
| 1 Feb | 24825.45 | 1664.25 | 0 | - | 0 | 0 | 0 | |||||||||
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| 30 Jan | 25320.65 | 1664.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 25418.90 | 1664.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24050 expiring on 28APR2026
Delta for 24050 CE is 0.36
Historical price for 24050 CE is as follows
On 24 Apr NIFTY was trading at 23869.65. The strike last trading price was 102.65, which was -148.7 lower than the previous day. The implied volatity was 16.39, the open interest changed by 62972 which increased total open position to 66426
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 248.25, which was -185.2 lower than the previous day. The implied volatity was 15.38, the open interest changed by 2618 which increased total open position to 3514
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 434.15, which was -180.45000000000005 lower than the previous day. The implied volatity was 17.81, the open interest changed by 143 which increased total open position to 909
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 613.3, which was 147.69999999999993 higher than the previous day. The implied volatity was 17.77, the open interest changed by -145 which decreased total open position to 764
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 455, which was -30.05000000000001 lower than the previous day. The implied volatity was 18.72, the open interest changed by -99 which decreased total open position to 910
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 493, which was 99.75 higher than the previous day. The implied volatity was 16.28, the open interest changed by -1 which decreased total open position to 1031
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 388.95, which was -49.85000000000002 lower than the previous day. The implied volatity was 16.62, the open interest changed by 65 which increased total open position to 1036
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 432.65, which was 136.54999999999995 higher than the previous day. The implied volatity was 17.15, the open interest changed by -201 which decreased total open position to 972
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 293, which was -110.60000000000002 lower than the previous day. The implied volatity was 19.14, the open interest changed by -36 which decreased total open position to 1166
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 412.9, which was 85.69999999999999 higher than the previous day. The implied volatity was 17.6, the open interest changed by 136 which increased total open position to 1199
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 323.7, which was -85.69999999999999 lower than the previous day. The implied volatity was 19.23, the open interest changed by -7 which decreased total open position to 1057
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 429.2, which was 251.55 higher than the previous day. The implied volatity was 16.99, the open interest changed by 242 which increased total open position to 1063
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 182.15, which was 8.15 higher than the previous day. The implied volatity was 21.03, the open interest changed by -103 which decreased total open position to 680
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 174.7, which was 39.3 higher than the previous day. The implied volatity was 22.49, the open interest changed by -7009 which decreased total open position to 704
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 131.9, which was -18.25 lower than the previous day. The implied volatity was 21.1, the open interest changed by -7374 which decreased total open position to 531
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 150.95, which was 0.3 higher than the previous day. The implied volatity was 21.71, the open interest changed by 429 which increased total open position to 612
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 155.9, which was -93.8 lower than the previous day. The implied volatity was 24.71, the open interest changed by 475 which increased total open position to 534
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 246.8, which was -113.25 lower than the previous day. The implied volatity was 22.65, the open interest changed by -933 which decreased total open position to 532
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 359.15, which was 74.7 higher than the previous day. The implied volatity was 20.28, the open interest changed by 437 which increased total open position to 440
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 295, which was 70.9 higher than the previous day. The implied volatity was 22, the open interest changed by 289 which increased total open position to 406
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 218.6, which was -99.05 lower than the previous day. The implied volatity was 23.66, the open interest changed by 268 which increased total open position to 316
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 316.6, which was 27.85 higher than the previous day. The implied volatity was 19.24, the open interest changed by 67 which increased total open position to 412
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 303.95, which was -181.1 lower than the previous day. The implied volatity was 19, the open interest changed by 154 which increased total open position to 345
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 485, which was 27.15 higher than the previous day. The implied volatity was 15.53, the open interest changed by 99 which increased total open position to 213
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 449.8, which was 24.1 higher than the previous day. The implied volatity was 17.23, the open interest changed by 255 which increased total open position to 256
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 414.1, which was 21 higher than the previous day. The implied volatity was 18.53, the open interest changed by -46 which decreased total open position to 304
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 400.05, which was -192.3 lower than the previous day. The implied volatity was 19.53, the open interest changed by 326 which increased total open position to 326
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 594.05, which was -107.95 lower than the previous day. The implied volatity was 18.98, the open interest changed by 187 which increased total open position to 187
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 699.05, which was -195.1 lower than the previous day. The implied volatity was 18.6, the open interest changed by 9 which increased total open position to 103
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 894.15, which was 9 higher than the previous day. The implied volatity was 16.3, the open interest changed by 95 which increased total open position to 95
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 866.95, which was -225.35 lower than the previous day. The implied volatity was 20.34, the open interest changed by 93 which increased total open position to 99
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1159, which was -3.9 lower than the previous day. The implied volatity was 19.44, the open interest changed by 3 which increased total open position to 6
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1162.9, which was -579.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 1162.9, which was -579.4 lower than the previous day. The implied volatity was 18.8, the open interest changed by 0 which decreased total open position to 3
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 1742.3, which was -256.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 1742.3, which was -256.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 1742.3, which was -256.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 1742.3, which was -256.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 1742.3, which was -256.15 lower than the previous day. The implied volatity was 8.02, the open interest changed by 0 which decreased total open position to 2
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 1998.45, which was 89.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 1899.75, which was 102.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 1791.15, which was -70.1 lower than the previous day. The implied volatity was 6.5, the open interest changed by 0 which decreased total open position to 2
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 1861.25, which was -286.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 1861.25, which was -286.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 1861.25, which was -286.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 1861.25, which was -286.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 2151, which was -114.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 2265.5, which was 11.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 2253.9, which was 234.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 2026.15, which was -6.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 2026.15, which was -6.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 2032.25, which was -123.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 2155.45, which was 14.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 2141.4, which was 617.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 1519.85, which was -144.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 1664.25, 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
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 1664.25, 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
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 1664.25, 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 28-Apr-2026 (4d) 24050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.65
Vega: 0.1
Theta: -15.37
Gamma: 0.00088
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23869.65 | 262.6 | 124.15000000000003 | 16 | 7,46,981 | 9,052 | 21,220 |
| 23 Apr | 24173.05 | 136.55 | 35.150000000000006 | 16.59 | 3,61,757 | 3,551 | 12,524 |
| 22 Apr | 24378.10 | 94.95 | 13.450000000000003 | 17.73 | 3,19,169 | 5,172 | 9,357 |
| 21 Apr | 24576.60 | 82 | -102 | 20.19 | 22,344 | 1,839 | 4,167 |
| 20 Apr | 24364.85 | 190.15 | 26.75 | 21.96 | 11,654 | 676 | 2,333 |
| 17 Apr | 24353.55 | 158 | -84.15 | 17.95 | 6,430 | 100 | 1,673 |
| 16 Apr | 24196.75 | 252.75 | 7.050000000000011 | 18.94 | 5,900 | 441 | 1,578 |
| 15 Apr | 24231.30 | 249.7 | -227.75 | 18.7 | 4,797 | 423 | 1,157 |
| 13 Apr | 23842.65 | 493.75 | 143.2 | 20.33 | 1,123 | -212 | 731 |
| 10 Apr | 24050.60 | 348.5 | -153.64999999999998 | 17.75 | 2,944 | 353 | 942 |
| 9 Apr | 23775.10 | 502 | 104.35000000000002 | 17.91 | 1,010 | 5 | 583 |
| 8 Apr | 23997.35 | 376.1 | -681.2 | 18.84 | 1,193 | 572 | 578 |
| 7 Apr | 23123.65 | 1030 | -116.25 | 24.67 | 15 | -3 | 346 |
| 6 Apr | 22968.25 | 1146.35 | -293.85 | 23.82 | 10 | 357 | 357 |
| 2 Apr | 22713.10 | 1440.2 | 188.2 | 28.21 | 10 | -2 | 360 |
| 1 Apr | 22679.40 | 1252 | -352.05 | 17.38 | 25 | 363 | 363 |
| 30 Mar | 22331.40 | 1604.05 | 172.8 | 22.75 | 11 | -3 | 390 |
| 27 Mar | 22819.60 | 1492.5 | 634.65 | 32.87 | 225 | 363 | 393 |
| 25 Mar | 23306.45 | 857.85 | -352.65 | 19.47 | 21 | 9 | 295 |
| 24 Mar | 22912.40 | 1210.5 | -469.1 | 24.09 | 64 | -21 | 289 |
| 23 Mar | 22512.65 | 1679.6 | 671.7 | 29.78 | 53 | 308 | 311 |
| 20 Mar | 23114.50 | 1007.9 | -120.5 | 20.38 | 33 | 348 | 348 |
| 19 Mar | 23002.15 | 1074.3 | 470.25 | 21.6 | 286 | 60 | 349 |
| 18 Mar | 23777.80 | 622.6 | -232.4 | 19.32 | 449 | 120 | 290 |
| 17 Mar | 23581.15 | 855 | -7.6 | 23.17 | 12 | 130 | 170 |
| 16 Mar | 23408.80 | 862.6 | -185.8 | 19.7 | 15 | -6 | 167 |
| 13 Mar | 23151.10 | 1052.45 | 319.6 | 21.89 | 128 | -13 | 173 |
| 12 Mar | 23639.15 | 727.95 | 94.5 | 19.93 | 309 | 37 | 183 |
| 11 Mar | 23866.85 | 642.7 | 213.55 | 20.27 | 679 | -66 | 219 |
| 10 Mar | 24261.60 | 423.8 | -203.15 | 18.97 | 424 | -10 | 283 |
| 9 Mar | 24028.05 | 645.95 | 254.8 | 22.12 | 767 | 293 | 293 |
| 6 Mar | 24450.45 | 405.4 | 130.6 | 19.8 | 118 | 7 | 205 |
| 5 Mar | 24765.90 | 281.35 | -123.35 | 18.26 | 30 | 1 | 199 |
| 4 Mar | 24480.50 | 409.6 | 180.95 | 19.74 | 427 | 36 | 198 |
| 2 Mar | 24865.70 | 214.8 | 101.35 | 16.65 | 256 | 80 | 163 |
| 27 Feb | 25178.65 | 113.15 | 32.95 | 14.83 | 48 | 13 | 84 |
| 26 Feb | 25496.55 | 79.35 | -9.1 | 14.94 | 79 | 5 | 73 |
| 25 Feb | 25482.50 | 87.05 | -9.8 | 15.15 | 72 | 10 | 68 |
| 24 Feb | 25424.65 | 94.4 | 11.9 | 15.35 | 43 | -4 | 58 |
| 23 Feb | 25713.00 | 81.75 | -12.95 | 15.95 | 74 | 16 | 63 |
| 20 Feb | 25571.25 | 95 | -6.25 | 15.64 | 74 | 7 | 50 |
| 19 Feb | 25454.35 | 104.55 | 36.6 | 15.18 | 79 | -7 | 47 |
| 18 Feb | 25819.35 | 67.95 | -11.05 | 15.28 | 98 | 18 | 50 |
| 17 Feb | 25725.40 | 79 | -12.75 | 15.38 | 13 | -12 | 33 |
| 16 Feb | 25682.75 | 91.75 | -2.45 | 15.78 | 20 | 0 | 45 |
| 13 Feb | 25471.10 | 94.2 | 37.9 | 14.56 | 14 | 10 | 43 |
| 12 Feb | 25807.20 | 56.3 | 2.35 | 14.15 | 37 | -25 | 33 |
| 11 Feb | 25953.85 | 53.95 | -2.95 | 14.59 | 1 | 0 | 58 |
| 10 Feb | 25935.15 | 56.9 | -8.25 | 14.6 | 64 | 54 | 59 |
| 9 Feb | 25867.30 | 65.15 | -6.65 | 14.78 | 3 | 0 | 4 |
| 6 Feb | 25693.70 | 71.8 | -4.2 | 14.12 | 2 | 0 | 4 |
| 5 Feb | 25642.80 | 76 | 3.9 | 14.12 | 12 | -8 | 2 |
| 4 Feb | 25776.00 | 72.3 | -34.2 | 14.32 | 5 | 0 | 13 |
| 3 Feb | 25727.55 | 106.5 | -18.85 | 15.76 | 5 | 0 | 8 |
| 2 Feb | 25088.40 | 125.35 | -45.2 | - | 0 | 0 | 8 |
| 1 Feb | 24825.45 | 125.35 | -45.2 | 11.78 | 8 | 4 | 4 |
| 30 Jan | 25320.65 | 170.55 | 0 | 3.58 | 0 | 0 | 0 |
| 29 Jan | 25418.90 | 170.55 | 0 | 3.78 | 0 | 0 | 0 |
For Nifty - strike price 24050 expiring on 28APR2026
Delta for 24050 PE is -0.65
Historical price for 24050 PE is as follows
On 24 Apr NIFTY was trading at 23869.65. The strike last trading price was 262.6, which was 124.15000000000003 higher than the previous day. The implied volatity was 16, the open interest changed by 9052 which increased total open position to 21220
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 136.55, which was 35.150000000000006 higher than the previous day. The implied volatity was 16.59, the open interest changed by 3551 which increased total open position to 12524
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 94.95, which was 13.450000000000003 higher than the previous day. The implied volatity was 17.73, the open interest changed by 5172 which increased total open position to 9357
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 82, which was -102 lower than the previous day. The implied volatity was 20.19, the open interest changed by 1839 which increased total open position to 4167
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 190.15, which was 26.75 higher than the previous day. The implied volatity was 21.96, the open interest changed by 676 which increased total open position to 2333
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 158, which was -84.15 lower than the previous day. The implied volatity was 17.95, the open interest changed by 100 which increased total open position to 1673
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 252.75, which was 7.050000000000011 higher than the previous day. The implied volatity was 18.94, the open interest changed by 441 which increased total open position to 1578
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 249.7, which was -227.75 lower than the previous day. The implied volatity was 18.7, the open interest changed by 423 which increased total open position to 1157
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 493.75, which was 143.2 higher than the previous day. The implied volatity was 20.33, the open interest changed by -212 which decreased total open position to 731
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 348.5, which was -153.64999999999998 lower than the previous day. The implied volatity was 17.75, the open interest changed by 353 which increased total open position to 942
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 502, which was 104.35000000000002 higher than the previous day. The implied volatity was 17.91, the open interest changed by 5 which increased total open position to 583
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 376.1, which was -681.2 lower than the previous day. The implied volatity was 18.84, the open interest changed by 572 which increased total open position to 578
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1030, which was -116.25 lower than the previous day. The implied volatity was 24.67, the open interest changed by -3 which decreased total open position to 346
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1146.35, which was -293.85 lower than the previous day. The implied volatity was 23.82, the open interest changed by 357 which increased total open position to 357
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1440.2, which was 188.2 higher than the previous day. The implied volatity was 28.21, the open interest changed by -2 which decreased total open position to 360
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1252, which was -352.05 lower than the previous day. The implied volatity was 17.38, the open interest changed by 363 which increased total open position to 363
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1604.05, which was 172.8 higher than the previous day. The implied volatity was 22.75, the open interest changed by -3 which decreased total open position to 390
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1492.5, which was 634.65 higher than the previous day. The implied volatity was 32.87, the open interest changed by 363 which increased total open position to 393
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 857.85, which was -352.65 lower than the previous day. The implied volatity was 19.47, the open interest changed by 9 which increased total open position to 295
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1210.5, which was -469.1 lower than the previous day. The implied volatity was 24.09, the open interest changed by -21 which decreased total open position to 289
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1679.6, which was 671.7 higher than the previous day. The implied volatity was 29.78, the open interest changed by 308 which increased total open position to 311
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1007.9, which was -120.5 lower than the previous day. The implied volatity was 20.38, the open interest changed by 348 which increased total open position to 348
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1074.3, which was 470.25 higher than the previous day. The implied volatity was 21.6, the open interest changed by 60 which increased total open position to 349
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 622.6, which was -232.4 lower than the previous day. The implied volatity was 19.32, the open interest changed by 120 which increased total open position to 290
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 855, which was -7.6 lower than the previous day. The implied volatity was 23.17, the open interest changed by 130 which increased total open position to 170
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 862.6, which was -185.8 lower than the previous day. The implied volatity was 19.7, the open interest changed by -6 which decreased total open position to 167
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1052.45, which was 319.6 higher than the previous day. The implied volatity was 21.89, the open interest changed by -13 which decreased total open position to 173
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 727.95, which was 94.5 higher than the previous day. The implied volatity was 19.93, the open interest changed by 37 which increased total open position to 183
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 642.7, which was 213.55 higher than the previous day. The implied volatity was 20.27, the open interest changed by -66 which decreased total open position to 219
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 423.8, which was -203.15 lower than the previous day. The implied volatity was 18.97, the open interest changed by -10 which decreased total open position to 283
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 645.95, which was 254.8 higher than the previous day. The implied volatity was 22.12, the open interest changed by 293 which increased total open position to 293
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 405.4, which was 130.6 higher than the previous day. The implied volatity was 19.8, the open interest changed by 7 which increased total open position to 205
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 281.35, which was -123.35 lower than the previous day. The implied volatity was 18.26, the open interest changed by 1 which increased total open position to 199
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 409.6, which was 180.95 higher than the previous day. The implied volatity was 19.74, the open interest changed by 36 which increased total open position to 198
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 214.8, which was 101.35 higher than the previous day. The implied volatity was 16.65, the open interest changed by 80 which increased total open position to 163
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 113.15, which was 32.95 higher than the previous day. The implied volatity was 14.83, the open interest changed by 13 which increased total open position to 84
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 79.35, which was -9.1 lower than the previous day. The implied volatity was 14.94, the open interest changed by 5 which increased total open position to 73
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 87.05, which was -9.8 lower than the previous day. The implied volatity was 15.15, the open interest changed by 10 which increased total open position to 68
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 94.4, which was 11.9 higher than the previous day. The implied volatity was 15.35, the open interest changed by -4 which decreased total open position to 58
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 81.75, which was -12.95 lower than the previous day. The implied volatity was 15.95, the open interest changed by 16 which increased total open position to 63
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 95, which was -6.25 lower than the previous day. The implied volatity was 15.64, the open interest changed by 7 which increased total open position to 50
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 104.55, which was 36.6 higher than the previous day. The implied volatity was 15.18, the open interest changed by -7 which decreased total open position to 47
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 67.95, which was -11.05 lower than the previous day. The implied volatity was 15.28, the open interest changed by 18 which increased total open position to 50
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 79, which was -12.75 lower than the previous day. The implied volatity was 15.38, the open interest changed by -12 which decreased total open position to 33
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 91.75, which was -2.45 lower than the previous day. The implied volatity was 15.78, the open interest changed by 0 which decreased total open position to 45
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 94.2, which was 37.9 higher than the previous day. The implied volatity was 14.56, the open interest changed by 10 which increased total open position to 43
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 56.3, which was 2.35 higher than the previous day. The implied volatity was 14.15, the open interest changed by -25 which decreased total open position to 33
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 53.95, which was -2.95 lower than the previous day. The implied volatity was 14.59, the open interest changed by 0 which decreased total open position to 58
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 56.9, which was -8.25 lower than the previous day. The implied volatity was 14.6, the open interest changed by 54 which increased total open position to 59
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 65.15, which was -6.65 lower than the previous day. The implied volatity was 14.78, the open interest changed by 0 which decreased total open position to 4
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 71.8, which was -4.2 lower than the previous day. The implied volatity was 14.12, the open interest changed by 0 which decreased total open position to 4
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 76, which was 3.9 higher than the previous day. The implied volatity was 14.12, the open interest changed by -8 which decreased total open position to 2
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 72.3, which was -34.2 lower than the previous day. The implied volatity was 14.32, the open interest changed by 0 which decreased total open position to 13
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 106.5, which was -18.85 lower than the previous day. The implied volatity was 15.76, the open interest changed by 0 which decreased total open position to 8
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 125.35, which was -45.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 125.35, which was -45.2 lower than the previous day. The implied volatity was 11.78, the open interest changed by 4 which increased total open position to 4
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 170.55, which was 0 lower than the previous day. The implied volatity was 3.58, the open interest changed by 0 which decreased total open position to 0
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 170.55, which was 0 lower than the previous day. The implied volatity was 3.78, the open interest changed by 0 which decreased total open position to 0
