NIFTY
Nifty
Historical option data for NIFTY
30 Apr 2026 04:10 PM IST
| NIFTY 05-May-2026 (4d) 24050 CE | ||||||||||||||||
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Delta: 0.51
Vega: 0.12
Theta: -18.92
Gamma: 0.00085
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Apr | 23997.55 | 193.1 | -79.9 | 16.09 | 8,35,563 | 14,382 | 20,853 | |||||||||
| 29 Apr | 24177.65 | 254.05 | 62.35000000000002 | 14.02 | 2,66,858 | -6,632 | 6,979 | |||||||||
| 28 Apr | 23995.70 | 191.2 | -109.40000000000003 | 14.37 | 1,21,173 | 10,607 | 14,189 | |||||||||
| 27 Apr | 24092.70 | 299 | 26.25 | 17.49 | 38,388 | 2,233 | 3,642 | |||||||||
| 24 Apr | 23897.95 | 276.45 | -115.85000000000002 | 19.37 | 8,077 | 1,045 | 1,412 | |||||||||
| 23 Apr | 24173.05 | 391.75 | -163.5 | 17.72 | 663 | 242 | 369 | |||||||||
| 22 Apr | 24378.10 | 553.85 | -156.94999999999993 | 18.82 | 30 | 2 | 127 | |||||||||
| 21 Apr | 24576.60 | 716 | 110.60000000000002 | 18.09 | 34 | -15 | 125 | |||||||||
| 20 Apr | 24364.85 | 605.4 | 23.449999999999932 | 18.05 | 85 | -34 | 140 | |||||||||
| 17 Apr | 24353.55 | 579 | 71 | 16.55 | 53 | -1 | 166 | |||||||||
| 16 Apr | 24196.75 | 508 | -22 | 16.59 | 92 | 47 | 168 | |||||||||
| 15 Apr | 24231.30 | 530 | 131.75 | 17.54 | 59 | 7 | 120 | |||||||||
| 13 Apr | 23842.65 | 387 | -105.30000000000001 | 19.05 | 62 | 9 | 113 | |||||||||
| 10 Apr | 24050.60 | 497.6 | 97.75 | 17.8 | 15 | 6 | 103 | |||||||||
| 9 Apr | 23775.10 | 418.95 | -66.05000000000001 | 19.47 | 29 | 5 | 96 | |||||||||
| 8 Apr | 23997.35 | 485 | 310.3 | 15.83 | 97 | 91 | 91 | |||||||||
| 7 Apr | 23123.65 | 174.7 | 0 | 2.65 | 0 | 0 | 0 | |||||||||
| 6 Apr | 22968.25 | 174.7 | 0 | 3.2 | 0 | 0 | 0 | |||||||||
| 2 Apr | 22713.10 | 174.7 | 0 | 3.75 | 0 | 0 | 0 | |||||||||
| 1 Apr | 22679.40 | 174.7 | 0 | 3.68 | 0 | 0 | 0 | |||||||||
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| 30 Mar | 22331.40 | 174.7 | 0 | 4.56 | 0 | 0 | 0 | |||||||||
| 27 Mar | 22819.60 | 174.7 | 0 | 2.94 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24050 expiring on 05MAY2026
Delta for 24050 CE is 0.51
Historical price for 24050 CE is as follows
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 193.1, which was -79.9 lower than the previous day. The implied volatity was 16.09, the open interest changed by 14382 which increased total open position to 20853
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 254.05, which was 62.35000000000002 higher than the previous day. The implied volatity was 14.02, the open interest changed by -6632 which decreased total open position to 6979
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 191.2, which was -109.40000000000003 lower than the previous day. The implied volatity was 14.37, the open interest changed by 10607 which increased total open position to 14189
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 299, which was 26.25 higher than the previous day. The implied volatity was 17.49, the open interest changed by 2233 which increased total open position to 3642
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 276.45, which was -115.85000000000002 lower than the previous day. The implied volatity was 19.37, the open interest changed by 1045 which increased total open position to 1412
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 391.75, which was -163.5 lower than the previous day. The implied volatity was 17.72, the open interest changed by 242 which increased total open position to 369
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 553.85, which was -156.94999999999993 lower than the previous day. The implied volatity was 18.82, the open interest changed by 2 which increased total open position to 127
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 716, which was 110.60000000000002 higher than the previous day. The implied volatity was 18.09, the open interest changed by -15 which decreased total open position to 125
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 605.4, which was 23.449999999999932 higher than the previous day. The implied volatity was 18.05, the open interest changed by -34 which decreased total open position to 140
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 579, which was 71 higher than the previous day. The implied volatity was 16.55, the open interest changed by -1 which decreased total open position to 166
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 508, which was -22 lower than the previous day. The implied volatity was 16.59, the open interest changed by 47 which increased total open position to 168
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 530, which was 131.75 higher than the previous day. The implied volatity was 17.54, the open interest changed by 7 which increased total open position to 120
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 387, which was -105.30000000000001 lower than the previous day. The implied volatity was 19.05, the open interest changed by 9 which increased total open position to 113
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 497.6, which was 97.75 higher than the previous day. The implied volatity was 17.8, the open interest changed by 6 which increased total open position to 103
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 418.95, which was -66.05000000000001 lower than the previous day. The implied volatity was 19.47, the open interest changed by 5 which increased total open position to 96
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 485, which was 310.3 higher than the previous day. The implied volatity was 15.83, the open interest changed by 91 which increased total open position to 91
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 174.7, which was 0 lower than the previous day. The implied volatity was 2.65, the open interest changed by 0 which decreased total open position to 0
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 174.7, which was 0 lower than the previous day. The implied volatity was 3.2, the open interest changed by 0 which decreased total open position to 0
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 174.7, which was 0 lower than the previous day. The implied volatity was 3.75, the open interest changed by 0 which decreased total open position to 0
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 174.7, which was 0 lower than the previous day. The implied volatity was 3.68, the open interest changed by 0 which decreased total open position to 0
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 174.7, which was 0 lower than the previous day. The implied volatity was 4.56, the open interest changed by 0 which decreased total open position to 0
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 174.7, which was 0 lower than the previous day. The implied volatity was 2.94, the open interest changed by 0 which decreased total open position to 0
| NIFTY 05-May-2026 (4d) 24050 PE | |||||||
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Delta: -0.48
Vega: 0.12
Theta: -13.83
Gamma: 0.00093
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 23997.55 | 164.35 | 36.39999999999999 | 14.74 | 4,92,132 | 5,274 | 19,911 |
| 29 Apr | 24177.65 | 136.8 | -95.14999999999998 | 15.61 | 6,46,435 | 6,994 | 15,873 |
| 28 Apr | 23995.70 | 231.55 | 20.80000000000001 | 16.75 | 1,17,046 | 5,425 | 9,019 |
| 27 Apr | 24092.70 | 206.9 | -150.95000000000002 | 17.07 | 36,216 | 2,334 | 3,640 |
| 24 Apr | 23897.95 | 360.7 | 102.69999999999999 | 18.09 | 6,089 | 682 | 1,324 |
| 23 Apr | 24173.05 | 254.15 | 54.5 | 18.41 | 2,404 | 225 | 637 |
| 22 Apr | 24378.10 | 196.15 | 43.70000000000002 | 18.94 | 1,627 | 236 | 412 |
| 21 Apr | 24576.60 | 153.25 | -103.94999999999999 | 19.38 | 419 | 78 | 158 |
| 20 Apr | 24364.85 | 262.4 | 36.44999999999999 | 20.64 | 198 | -4 | 78 |
| 17 Apr | 24353.55 | 222.85 | -78.20000000000002 | 17.76 | 132 | -22 | 79 |
| 16 Apr | 24196.75 | 306.45 | 2.4499999999999886 | 18.25 | 114 | 16 | 100 |
| 15 Apr | 24231.30 | 305.75 | -214.25 | 18.25 | 46 | 5 | 84 |
| 13 Apr | 23842.65 | 520 | 128.64999999999998 | 19.38 | 66 | -53 | 80 |
| 10 Apr | 24050.60 | 390.2 | -161.09999999999997 | 17.39 | 74 | 28 | 131 |
| 9 Apr | 23775.10 | 548.7 | 106.05000000000007 | 17.51 | 31 | -22 | 103 |
| 8 Apr | 23997.35 | 440.75 | -559.25 | 19.55 | 141 | 125 | 125 |
| 7 Apr | 23123.65 | 1000 | -154.9 | - | 1 | 0 | 0 |
| 6 Apr | 22968.25 | 1000 | -154.9 | - | 1 | 0 | 0 |
| 2 Apr | 22713.10 | 1000 | -154.9 | - | 1 | 0 | 0 |
| 1 Apr | 22679.40 | 1000 | -154.9 | - | 1 | 0 | 0 |
| 30 Mar | 22331.40 | 1000 | -154.9 | - | 1 | -1 | 0 |
| 27 Mar | 22819.60 | 1000 | -154.9 | 10.32 | 1 | 1 | 1 |
For Nifty - strike price 24050 expiring on 05MAY2026
Delta for 24050 PE is -0.48
Historical price for 24050 PE is as follows
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 164.35, which was 36.39999999999999 higher than the previous day. The implied volatity was 14.74, the open interest changed by 5274 which increased total open position to 19911
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 136.8, which was -95.14999999999998 lower than the previous day. The implied volatity was 15.61, the open interest changed by 6994 which increased total open position to 15873
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 231.55, which was 20.80000000000001 higher than the previous day. The implied volatity was 16.75, the open interest changed by 5425 which increased total open position to 9019
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 206.9, which was -150.95000000000002 lower than the previous day. The implied volatity was 17.07, the open interest changed by 2334 which increased total open position to 3640
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 360.7, which was 102.69999999999999 higher than the previous day. The implied volatity was 18.09, the open interest changed by 682 which increased total open position to 1324
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 254.15, which was 54.5 higher than the previous day. The implied volatity was 18.41, the open interest changed by 225 which increased total open position to 637
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 196.15, which was 43.70000000000002 higher than the previous day. The implied volatity was 18.94, the open interest changed by 236 which increased total open position to 412
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 153.25, which was -103.94999999999999 lower than the previous day. The implied volatity was 19.38, the open interest changed by 78 which increased total open position to 158
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 262.4, which was 36.44999999999999 higher than the previous day. The implied volatity was 20.64, the open interest changed by -4 which decreased total open position to 78
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 222.85, which was -78.20000000000002 lower than the previous day. The implied volatity was 17.76, the open interest changed by -22 which decreased total open position to 79
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 306.45, which was 2.4499999999999886 higher than the previous day. The implied volatity was 18.25, the open interest changed by 16 which increased total open position to 100
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 305.75, which was -214.25 lower than the previous day. The implied volatity was 18.25, the open interest changed by 5 which increased total open position to 84
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 520, which was 128.64999999999998 higher than the previous day. The implied volatity was 19.38, the open interest changed by -53 which decreased total open position to 80
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 390.2, which was -161.09999999999997 lower than the previous day. The implied volatity was 17.39, the open interest changed by 28 which increased total open position to 131
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 548.7, which was 106.05000000000007 higher than the previous day. The implied volatity was 17.51, the open interest changed by -22 which decreased total open position to 103
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 440.75, which was -559.25 lower than the previous day. The implied volatity was 19.55, the open interest changed by 125 which increased total open position to 125
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1000, which was -154.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1000, which was -154.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1000, which was -154.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1000, which was -154.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1000, which was -154.9 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1000, which was -154.9 lower than the previous day. The implied volatity was 10.32, the open interest changed by 1 which increased total open position to 1
