Historical option data for NIFTY
25 Jun 2026 04:10 PM IST
| NIFTY 30-Jun-2026 (1d) 24050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.53
Vega: 0.12
Theta: -12.44
Gamma: 0.00135
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Jun | 24056.00 | 129.15 | -9.85 (-7.09%) | 10.15 | 6,02,785 | -1,579 | 35,837 | |||||||||
| 24 Jun | 24021.65 | 139.5 | 56.5 (68.07%) | 11.53 | 15,47,312 | 11,493 | 38,603 | |||||||||
| 23 Jun | 23824.10 | 75 | -125 (-62.50%) | 12.19 | 1,75,661 | 19,088 | 26,861 | |||||||||
| 22 Jun | 24102.90 | 192.95 | 1.95 (1.02%) | 10.88 | 33,461 | -3,474 | 7,689 | |||||||||
| 19 Jun | 24013.10 | 196.05 | -67.95 (-25.74%) | 10.58 | 39,853 | 6,666 | 11,130 | |||||||||
| 18 Jun | 24168.00 | 279.1 | 40.1 (16.78%) | 10 | 23,978 | 502 | 4,492 | |||||||||
| 17 Jun | 24085.70 | 233.9 | 31.9 (15.79%) | 10.41 | 20,702 | 1,376 | 3,969 | |||||||||
| 16 Jun | 23989.15 | 205.95 | 10.95 (5.62%) | 10.96 | 5,996 | 442 | 2,563 | |||||||||
| 15 Jun | 23853.90 | 193.7 | 55.7 (40.36%) | 13.11 | 6,187 | 542 | 2,126 | |||||||||
| 12 Jun | 23622.90 | 148.5 | 97.5 (191.18%) | 13.72 | 5,631 | -320 | 1,584 | |||||||||
| 11 Jun | 23161.60 | 54 | -10 (-15.63%) | 13.74 | 3,790 | 124 | 1,907 | |||||||||
| 10 Jun | 23214.95 | 61.3 | -22.7 (-27.02%) | 13.5 | 3,011 | 148 | 1,783 | |||||||||
| 9 Jun | 23242.10 | 85.65 | 3.65 (4.45%) | 14.35 | 2,547 | -74 | 1,638 | |||||||||
| 8 Jun | 23123.00 | 79.05 | -54.95 (-41.01%) | 15.35 | 2,553 | 316 | 1,711 | |||||||||
| 5 Jun | 23366.70 | 129.3 | -28.7 (-18.16%) | 13.96 | 2,648 | 140 | 1,393 | |||||||||
| 4 Jun | 23416.55 | 163.6 | -7.4 (-4.33%) | 14.3 | 1,473 | 81 | 1,261 | |||||||||
| 3 Jun | 23405.60 | 165.5 | -15.5 (-8.56%) | 14.76 | 2,312 | 51 | 1,209 | |||||||||
| 2 Jun | 23483.55 | 183 | 18 (10.91%) | 13.54 | 1,641 | -99 | 1,157 | |||||||||
| 1 Jun | 23382.60 | 160 | -108 (-40.30%) | 14.05 | 2,102 | 56 | 1,263 | |||||||||
| 29 May | 23547.75 | 270.35 | -89.65 (-24.90%) | 14.78 | 2,247 | 452 | 1,211 | |||||||||
| 27 May | 23907.15 | 371.35 | -13.65 (-3.55%) | 12.81 | 1,101 | 120 | 759 | |||||||||
| 26 May | 23913.70 | 387.5 | -84.5 (-17.90%) | 12.96 | 2,221 | 117 | 644 | |||||||||
| 25 May | 24031.70 | 498.6 | 117.6 (30.87%) | 14.25 | 795 | 180 | 526 | |||||||||
| 22 May | 23719.30 | 396 | 33 (9.09%) | 15.15 | 194 | 36 | 352 | |||||||||
| 21 May | 23654.70 | 362.95 | -27.05 (-6.94%) | 15.32 | 221 | 32 | 308 | |||||||||
| 20 May | 23659.00 | 402.95 | 22.95 (6.04%) | 16.05 | 189 | -29 | 274 | |||||||||
| 19 May | 23618.00 | 378.75 | -45.25 (-10.67%) | 15.88 | 68 | -23 | 303 | |||||||||
| 18 May | 23649.95 | 420.8 | -9.2 (-2.14%) | 16.39 | 155 | 19 | 338 | |||||||||
| 15 May | 23643.50 | 430.7 | -35.9 (-7.69%) | 15.82 | 112 | 7 | 330 | |||||||||
| 14 May | 23689.60 | 481.35 | 98.55 (25.74%) | 16.72 | 36 | -7 | 323 | |||||||||
| 13 May | 23412.60 | 381.5 | 15.65 (4.28%) | 0 | 98 | -18 | 330 | |||||||||
| 12 May | 23379.55 | 371.75 | -193.7 (-34.26%) | 0 | 165 | 47 | 345 | |||||||||
| 11 May | 23815.85 | 559.1 | -208.75 (-27.19%) | 0 | 169 | 47 | 298 | |||||||||
| 8 May | 24176.15 | 767.85 | -82.15 (-9.66%) | 15.99 | 28 | -8 | 250 | |||||||||
| 7 May | 24326.65 | 850 | -32.45 (-3.68%) | 15.23 | 10 | -2 | 257 | |||||||||
| 6 May | 24330.95 | 882.45 | 164.35 (22.89%) | 16.52 | 109 | -15 | 260 | |||||||||
| 5 May | 24032.80 | 723 | -54.4 (-7.00%) | 16.38 | 68 | 5 | 273 | |||||||||
| 4 May | 24119.30 | 777.4 | 30.65 (4.10%) | 16.66 | 68 | 178 | 268 | |||||||||
| 30 Apr | 23997.55 | 752.3 | -63.35 (-7.77%) | 16.3 | 437 | 207 | 297 | |||||||||
| 29 Apr | 24177.65 | 804.35 | 51.7 (6.87%) | 15.72 | 32 | -18 | 90 | |||||||||
| 28 Apr | 23995.70 | 744 | -106 (-12.47%) | 16.33 | 76 | -12 | 108 | |||||||||
| 27 Apr | 24092.70 | 850 | 65.45 (8.34%) | 17.52 | 79 | 17 | 120 | |||||||||
| 24 Apr | 23897.95 | 789.35 | -118.35 (-13.04%) | 18.1 | 31 | 21 | 102 | |||||||||
| 23 Apr | 24173.05 | 898.15 | -146.85 (-14.05%) | 16.63 | 4 | -1 | 81 | |||||||||
| 22 Apr | 24378.10 | 1045 | 7.75 (0.75%) | 16.63 | 1 | 0 | 81 | |||||||||
| 21 Apr | 24576.60 | 1037.25 | 0 (0.00%) | 17.03 | 0 | 0 | 81 | |||||||||
| 20 Apr | 24364.85 | 1037.25 | 50.2 (5.09%) | 17.03 | 5 | -2 | 82 | |||||||||
| 17 Apr | 24353.55 | 987.05 | 34.35 (3.61%) | 16.61 | 24 | 19 | 84 | |||||||||
| 16 Apr | 24196.75 | 944.75 | -49.25 (-4.95%) | 16.77 | 6 | 0 | 65 | |||||||||
| 15 Apr | 24231.30 | 994.2 | 161 (19.32%) | 17.31 | 18 | -5 | 68 | |||||||||
| 13 Apr | 23842.65 | 833.2 | -42.75 (-4.88%) | 18.02 | 6 | 5 | 73 | |||||||||
| 10 Apr | 24050.60 | 875.95 | 52.7 (6.40%) | 16.92 | 5 | 0 | 69 | |||||||||
| 9 Apr | 23775.10 | 839.8 | -75.2 (-8.22%) | 18.24 | 14 | -7 | 69 | |||||||||
| 8 Apr | 23997.35 | 915 | 325.25 (55.15%) | 13.98 | 65 | -13 | 76 | |||||||||
| 7 Apr | 23123.65 | 589.75 | 39.1 (7.10%) | 17.05 | 26 | -12 | 89 | |||||||||
| 6 Apr | 22968.25 | 550.65 | 47.4 (9.42%) | 17.7 | 49 | 13 | 104 | |||||||||
| 2 Apr | 22713.10 | 497.75 | 207.55 (71.52%) | 18.18 | 204 | 91 | 91 | |||||||||
For Nifty - strike price 24050 expiring on 30JUN2026
Delta for 24050 CE is 0.53
Historical price for 24050 CE is as follows
On 25 Jun NIFTY was trading at 24056.00. The strike last trading price was 129.15, which was -9.85 lower than the previous day. The implied volatity was 10.15, the open interest changed by -1579 which decreased total open position to 35837
On 24 Jun NIFTY was trading at 24021.65. The strike last trading price was 139.5, which was 56.5 higher than the previous day. The implied volatity was 11.53, the open interest changed by 11493 which increased total open position to 38603
On 23 Jun NIFTY was trading at 23824.10. The strike last trading price was 75, which was -125 lower than the previous day. The implied volatity was 12.19, the open interest changed by 19088 which increased total open position to 26861
On 22 Jun NIFTY was trading at 24102.90. The strike last trading price was 192.95, which was 1.95 higher than the previous day. The implied volatity was 10.88, the open interest changed by -3474 which decreased total open position to 7689
On 19 Jun NIFTY was trading at 24013.10. The strike last trading price was 196.05, which was -67.95 lower than the previous day. The implied volatity was 10.58, the open interest changed by 6666 which increased total open position to 11130
On 18 Jun NIFTY was trading at 24168.00. The strike last trading price was 279.1, which was 40.1 higher than the previous day. The implied volatity was 10, the open interest changed by 502 which increased total open position to 4492
On 17 Jun NIFTY was trading at 24085.70. The strike last trading price was 233.9, which was 31.9 higher than the previous day. The implied volatity was 10.41, the open interest changed by 1376 which increased total open position to 3969
On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 205.95, which was 10.95 higher than the previous day. The implied volatity was 10.96, the open interest changed by 442 which increased total open position to 2563
On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 193.7, which was 55.7 higher than the previous day. The implied volatity was 13.11, the open interest changed by 542 which increased total open position to 2126
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 148.5, which was 97.5 higher than the previous day. The implied volatity was 13.72, the open interest changed by -320 which decreased total open position to 1584
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 54, which was -10 lower than the previous day. The implied volatity was 13.74, the open interest changed by 124 which increased total open position to 1907
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 61.3, which was -22.7 lower than the previous day. The implied volatity was 13.5, the open interest changed by 148 which increased total open position to 1783
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 85.65, which was 3.65 higher than the previous day. The implied volatity was 14.35, the open interest changed by -74 which decreased total open position to 1638
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 79.05, which was -54.95 lower than the previous day. The implied volatity was 15.35, the open interest changed by 316 which increased total open position to 1711
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 129.3, which was -28.7 lower than the previous day. The implied volatity was 13.96, the open interest changed by 140 which increased total open position to 1393
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 163.6, which was -7.4 lower than the previous day. The implied volatity was 14.3, the open interest changed by 81 which increased total open position to 1261
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 165.5, which was -15.5 lower than the previous day. The implied volatity was 14.76, the open interest changed by 51 which increased total open position to 1209
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 183, which was 18 higher than the previous day. The implied volatity was 13.54, the open interest changed by -99 which decreased total open position to 1157
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 160, which was -108 lower than the previous day. The implied volatity was 14.05, the open interest changed by 56 which increased total open position to 1263
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 270.35, which was -89.65 lower than the previous day. The implied volatity was 14.78, the open interest changed by 452 which increased total open position to 1211
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 371.35, which was -13.65 lower than the previous day. The implied volatity was 12.81, the open interest changed by 120 which increased total open position to 759
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 387.5, which was -84.5 lower than the previous day. The implied volatity was 12.96, the open interest changed by 117 which increased total open position to 644
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 498.6, which was 117.6 higher than the previous day. The implied volatity was 14.25, the open interest changed by 180 which increased total open position to 526
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 396, which was 33 higher than the previous day. The implied volatity was 15.15, the open interest changed by 36 which increased total open position to 352
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 362.95, which was -27.05 lower than the previous day. The implied volatity was 15.32, the open interest changed by 32 which increased total open position to 308
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 402.95, which was 22.95 higher than the previous day. The implied volatity was 16.05, the open interest changed by -29 which decreased total open position to 274
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 378.75, which was -45.25 lower than the previous day. The implied volatity was 15.88, the open interest changed by -23 which decreased total open position to 303
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 420.8, which was -9.2 lower than the previous day. The implied volatity was 16.39, the open interest changed by 19 which increased total open position to 338
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 430.7, which was -35.9 lower than the previous day. The implied volatity was 15.82, the open interest changed by 7 which increased total open position to 330
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 481.35, which was 98.55 higher than the previous day. The implied volatity was 16.72, the open interest changed by -7 which decreased total open position to 323
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 381.5, which was 15.65 higher than the previous day. The implied volatity was 0, the open interest changed by -18 which decreased total open position to 330
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 371.75, which was -193.7 lower than the previous day. The implied volatity was 0, the open interest changed by 47 which increased total open position to 345
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 559.1, which was -208.75 lower than the previous day. The implied volatity was 0, the open interest changed by 47 which increased total open position to 298
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 767.85, which was -82.15 lower than the previous day. The implied volatity was 15.99, the open interest changed by -8 which decreased total open position to 250
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 850, which was -32.45 lower than the previous day. The implied volatity was 15.23, the open interest changed by -2 which decreased total open position to 257
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 882.45, which was 164.35 higher than the previous day. The implied volatity was 16.52, the open interest changed by -15 which decreased total open position to 260
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 723, which was -54.4 lower than the previous day. The implied volatity was 16.38, the open interest changed by 5 which increased total open position to 273
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 777.4, which was 30.65 higher than the previous day. The implied volatity was 16.66, the open interest changed by 178 which increased total open position to 268
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 752.3, which was -63.35 lower than the previous day. The implied volatity was 16.3, the open interest changed by 207 which increased total open position to 297
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 804.35, which was 51.7 higher than the previous day. The implied volatity was 15.72, the open interest changed by -18 which decreased total open position to 90
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 744, which was -106 lower than the previous day. The implied volatity was 16.33, the open interest changed by -12 which decreased total open position to 108
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 850, which was 65.45 higher than the previous day. The implied volatity was 17.52, the open interest changed by 17 which increased total open position to 120
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 789.35, which was -118.35 lower than the previous day. The implied volatity was 18.1, the open interest changed by 21 which increased total open position to 102
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 898.15, which was -146.85 lower than the previous day. The implied volatity was 16.63, the open interest changed by -1 which decreased total open position to 81
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1045, which was 7.75 higher than the previous day. The implied volatity was 16.63, the open interest changed by 0 which decreased total open position to 81
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1037.25, which was 0 lower than the previous day. The implied volatity was 17.03, the open interest changed by 0 which decreased total open position to 81
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1037.25, which was 50.2 higher than the previous day. The implied volatity was 17.03, the open interest changed by -2 which decreased total open position to 82
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 987.05, which was 34.35 higher than the previous day. The implied volatity was 16.61, the open interest changed by 19 which increased total open position to 84
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 944.75, which was -49.25 lower than the previous day. The implied volatity was 16.77, the open interest changed by 0 which decreased total open position to 65
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 994.2, which was 161 higher than the previous day. The implied volatity was 17.31, the open interest changed by -5 which decreased total open position to 68
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 833.2, which was -42.75 lower than the previous day. The implied volatity was 18.02, the open interest changed by 5 which increased total open position to 73
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 875.95, which was 52.7 higher than the previous day. The implied volatity was 16.92, the open interest changed by 0 which decreased total open position to 69
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 839.8, which was -75.2 lower than the previous day. The implied volatity was 18.24, the open interest changed by -7 which decreased total open position to 69
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 915, which was 325.25 higher than the previous day. The implied volatity was 13.98, the open interest changed by -13 which decreased total open position to 76
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 589.75, which was 39.1 higher than the previous day. The implied volatity was 17.05, the open interest changed by -12 which decreased total open position to 89
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 550.65, which was 47.4 higher than the previous day. The implied volatity was 17.7, the open interest changed by 13 which increased total open position to 104
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 497.75, which was 207.55 higher than the previous day. The implied volatity was 18.18, the open interest changed by 91 which increased total open position to 91
| NIFTY 30-Jun-2026 (1d) 24050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.12
Theta: -12.44
Gamma: 0.00135
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Jun | 24056.00 | 82.8 | -58.7 (-41.48%) | 10.15 | 10,86,296 | 8,091 | 36,311 |
| 24 Jun | 24021.65 | 130.55 | -143.2 (-52.31%) | 9.85 | 9,00,946 | 17,079 | 30,359 |
| 23 Jun | 23824.10 | 307.5 | 186.15 (153.40%) | 12.58 | 1,41,752 | 4,264 | 13,413 |
| 22 Jun | 24102.90 | 123.3 | -51.15 (-29.32%) | 10.65 | 37,009 | -208 | 9,265 |
| 19 Jun | 24013.10 | 163 | 36.3 (28.65%) | 10.62 | 29,957 | 3,663 | 9,416 |
| 18 Jun | 24168.00 | 125.7 | -67.6 (-34.97%) | 11.37 | 26,226 | 1,471 | 5,769 |
| 17 Jun | 24085.70 | 195 | -55.85 (-22.26%) | 12.71 | 16,215 | 2,916 | 4,308 |
| 16 Jun | 23989.15 | 247.35 | -77.4 (-23.83%) | 12.94 | 2,537 | 460 | 1,387 |
| 15 Jun | 23853.90 | 319.9 | -179.85 (-35.99%) | 12.39 | 2,279 | 483 | 932 |
| 12 Jun | 23622.90 | 488.45 | -411.55 (-45.73%) | 12.94 | 86 | -8 | 448 |
| 11 Jun | 23161.60 | 900 | 49.85 (5.86%) | 17.74 | 3 | 0 | 456 |
| 10 Jun | 23214.95 | 850.1 | 53.45 (6.71%) | 15.09 | 88 | -60 | 457 |
| 9 Jun | 23242.10 | 796.85 | -143.8 (-15.29%) | 13.13 | 35 | -5 | 518 |
| 8 Jun | 23123.00 | 970.7 | 250.95 (34.87%) | 16.87 | 44 | -22 | 522 |
| 5 Jun | 23366.70 | 719.75 | 30.45 (4.42%) | 13.87 | 106 | 45 | 542 |
| 4 Jun | 23416.55 | 686.05 | -5.7 (-0.82%) | 14.73 | 61 | -26 | 485 |
| 3 Jun | 23405.60 | 694.95 | 81.65 (13.31%) | 13.9 | 66 | -18 | 511 |
| 2 Jun | 23483.55 | 604 | -126 (-17.26%) | 12.76 | 181 | -41 | 530 |
| 1 Jun | 23382.60 | 733.75 | 180.65 (32.66%) | 14.31 | 643 | -152 | 573 |
| 29 May | 23547.75 | 571.35 | 162.4 (39.71%) | 13.61 | 1,302 | 244 | 726 |
| 27 May | 23907.15 | 412 | -38.95 (-8.64%) | 13.99 | 857 | 4 | 480 |
| 26 May | 23913.70 | 440.05 | 46.1 (11.70%) | 14.99 | 1,997 | 124 | 479 |
| 25 May | 24031.70 | 373.2 | -214.95 (-36.55%) | 14.43 | 684 | 213 | 356 |
| 22 May | 23719.30 | 593.85 | -79.95 (-11.87%) | 16.38 | 24 | -1 | 143 |
| 21 May | 23654.70 | 677.55 | -11.6 (-1.68%) | 16.94 | 16 | -1 | 145 |
| 20 May | 23659.00 | 689.15 | -23.1 (-3.24%) | 17.41 | 49 | 21 | 145 |
| 19 May | 23618.00 | 716.6 | -12.75 (-1.75%) | 17.64 | 15 | 1 | 125 |
| 18 May | 23649.95 | 729.35 | 58.7 (8.75%) | 18.37 | 8 | -3 | 124 |
| 15 May | 23643.50 | 670.65 | 20.65 (3.18%) | 17.42 | 12 | -4 | 127 |
| 14 May | 23689.60 | 650 | -179.15 (-21.61%) | 17.19 | 13 | 5 | 131 |
| 13 May | 23412.60 | 829.15 | -44.2 (-5.06%) | 0 | 35 | 14 | 126 |
| 12 May | 23379.55 | 874.7 | 267.75 (44.11%) | 0 | 32 | -14 | 111 |
| 11 May | 23815.85 | 621.2 | 180.2 (40.86%) | 0 | 115 | 14 | 124 |
| 8 May | 24176.15 | 441 | 56.75 (14.77%) | 16.02 | 23 | 12 | 111 |
| 7 May | 24326.65 | 377.45 | 1.55 (0.41%) | 15.82 | 93 | 36 | 100 |
| 6 May | 24330.95 | 369 | -165.05 (-30.91%) | 15.58 | 95 | -24 | 63 |
| 5 May | 24032.80 | 525.25 | 18.15 (3.58%) | 16.52 | 81 | -12 | 88 |
| 4 May | 24119.30 | 507.1 | -63.1 (-11.07%) | 16.77 | 51 | 24 | 100 |
| 30 Apr | 23997.55 | 553.3 | 77.4 (16.26%) | 16.61 | 85 | 23 | 99 |
| 29 Apr | 24177.65 | 475.9 | -108.2 (-18.52%) | 16.21 | 67 | 0 | 75 |
| 28 Apr | 23995.70 | 584.1 | 54.4 (10.27%) | 16.61 | 42 | -3 | 74 |
| 27 Apr | 24092.70 | 529.7 | -93.9 (-15.06%) | 16.45 | 73 | 28 | 77 |
| 24 Apr | 23897.95 | 623.6 | 97.25 (18.48%) | 16.67 | 42 | 27 | 49 |
| 23 Apr | 24173.05 | 526.35 | 94.35 (21.84%) | 16.92 | 28 | -16 | 22 |
| 22 Apr | 24378.10 | 432 | 64.8 (17.65%) | 16.76 | 13 | 3 | 36 |
| 21 Apr | 24576.60 | 366.45 | -53.55 (-12.75%) | 16.25 | 15 | 1 | 39 |
| 20 Apr | 24364.85 | 420 | -20.3 (-4.61%) | 16.61 | 4 | 2 | 37 |
| 17 Apr | 24353.55 | 437.85 | -81.05 (-15.62%) | 15.96 | 16 | 3 | 35 |
| 16 Apr | 24196.75 | 521.35 | 5.7 (1.11%) | 16.35 | 21 | 7 | 32 |
| 15 Apr | 24231.30 | 515.65 | -181.9 (-26.08%) | 16.5 | 11 | 4 | 25 |
| 13 Apr | 23842.65 | 697.55 | 73.85 (11.84%) | 16.98 | 2 | 0 | 21 |
| 10 Apr | 24050.60 | 623.7 | -132.15 (-17.48%) | 16.04 | 2 | -1 | 21 |
| 9 Apr | 23775.10 | 755.85 | 98.95 (15.06%) | 16.5 | 10 | 3 | 21 |
| 8 Apr | 23997.35 | 656.9 | -943.2 (-58.95%) | 19.61 | 16 | 14 | 16 |
| 7 Apr | 23123.65 | 1600.1 | 22.1 (1.40%) | - | 0 | 0 | 2 |
| 6 Apr | 22968.25 | 1600.1 | 22.1 (1.40%) | - | 0 | 0 | 2 |
| 2 Apr | 22713.10 | 1600.1 | 22.1 (1.40%) | 25.86 | 2 | 1 | 1 |
For Nifty - strike price 24050 expiring on 30JUN2026
Delta for 24050 PE is -0.47
Historical price for 24050 PE is as follows
On 25 Jun NIFTY was trading at 24056.00. The strike last trading price was 82.8, which was -58.7 lower than the previous day. The implied volatity was 10.15, the open interest changed by 8091 which increased total open position to 36311
On 24 Jun NIFTY was trading at 24021.65. The strike last trading price was 130.55, which was -143.2 lower than the previous day. The implied volatity was 9.85, the open interest changed by 17079 which increased total open position to 30359
On 23 Jun NIFTY was trading at 23824.10. The strike last trading price was 307.5, which was 186.15 higher than the previous day. The implied volatity was 12.58, the open interest changed by 4264 which increased total open position to 13413
On 22 Jun NIFTY was trading at 24102.90. The strike last trading price was 123.3, which was -51.15 lower than the previous day. The implied volatity was 10.65, the open interest changed by -208 which decreased total open position to 9265
On 19 Jun NIFTY was trading at 24013.10. The strike last trading price was 163, which was 36.3 higher than the previous day. The implied volatity was 10.62, the open interest changed by 3663 which increased total open position to 9416
On 18 Jun NIFTY was trading at 24168.00. The strike last trading price was 125.7, which was -67.6 lower than the previous day. The implied volatity was 11.37, the open interest changed by 1471 which increased total open position to 5769
On 17 Jun NIFTY was trading at 24085.70. The strike last trading price was 195, which was -55.85 lower than the previous day. The implied volatity was 12.71, the open interest changed by 2916 which increased total open position to 4308
On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 247.35, which was -77.4 lower than the previous day. The implied volatity was 12.94, the open interest changed by 460 which increased total open position to 1387
On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 319.9, which was -179.85 lower than the previous day. The implied volatity was 12.39, the open interest changed by 483 which increased total open position to 932
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 488.45, which was -411.55 lower than the previous day. The implied volatity was 12.94, the open interest changed by -8 which decreased total open position to 448
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 900, which was 49.85 higher than the previous day. The implied volatity was 17.74, the open interest changed by 0 which decreased total open position to 456
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 850.1, which was 53.45 higher than the previous day. The implied volatity was 15.09, the open interest changed by -60 which decreased total open position to 457
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 796.85, which was -143.8 lower than the previous day. The implied volatity was 13.13, the open interest changed by -5 which decreased total open position to 518
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 970.7, which was 250.95 higher than the previous day. The implied volatity was 16.87, the open interest changed by -22 which decreased total open position to 522
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 719.75, which was 30.45 higher than the previous day. The implied volatity was 13.87, the open interest changed by 45 which increased total open position to 542
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 686.05, which was -5.7 lower than the previous day. The implied volatity was 14.73, the open interest changed by -26 which decreased total open position to 485
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 694.95, which was 81.65 higher than the previous day. The implied volatity was 13.9, the open interest changed by -18 which decreased total open position to 511
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 604, which was -126 lower than the previous day. The implied volatity was 12.76, the open interest changed by -41 which decreased total open position to 530
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 733.75, which was 180.65 higher than the previous day. The implied volatity was 14.31, the open interest changed by -152 which decreased total open position to 573
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 571.35, which was 162.4 higher than the previous day. The implied volatity was 13.61, the open interest changed by 244 which increased total open position to 726
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 412, which was -38.95 lower than the previous day. The implied volatity was 13.99, the open interest changed by 4 which increased total open position to 480
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 440.05, which was 46.1 higher than the previous day. The implied volatity was 14.99, the open interest changed by 124 which increased total open position to 479
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 373.2, which was -214.95 lower than the previous day. The implied volatity was 14.43, the open interest changed by 213 which increased total open position to 356
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 593.85, which was -79.95 lower than the previous day. The implied volatity was 16.38, the open interest changed by -1 which decreased total open position to 143
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 677.55, which was -11.6 lower than the previous day. The implied volatity was 16.94, the open interest changed by -1 which decreased total open position to 145
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 689.15, which was -23.1 lower than the previous day. The implied volatity was 17.41, the open interest changed by 21 which increased total open position to 145
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 716.6, which was -12.75 lower than the previous day. The implied volatity was 17.64, the open interest changed by 1 which increased total open position to 125
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 729.35, which was 58.7 higher than the previous day. The implied volatity was 18.37, the open interest changed by -3 which decreased total open position to 124
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 670.65, which was 20.65 higher than the previous day. The implied volatity was 17.42, the open interest changed by -4 which decreased total open position to 127
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 650, which was -179.15 lower than the previous day. The implied volatity was 17.19, the open interest changed by 5 which increased total open position to 131
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 829.15, which was -44.2 lower than the previous day. The implied volatity was 0, the open interest changed by 14 which increased total open position to 126
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 874.7, which was 267.75 higher than the previous day. The implied volatity was 0, the open interest changed by -14 which decreased total open position to 111
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 621.2, which was 180.2 higher than the previous day. The implied volatity was 0, the open interest changed by 14 which increased total open position to 124
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 441, which was 56.75 higher than the previous day. The implied volatity was 16.02, the open interest changed by 12 which increased total open position to 111
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 377.45, which was 1.55 higher than the previous day. The implied volatity was 15.82, the open interest changed by 36 which increased total open position to 100
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 369, which was -165.05 lower than the previous day. The implied volatity was 15.58, the open interest changed by -24 which decreased total open position to 63
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 525.25, which was 18.15 higher than the previous day. The implied volatity was 16.52, the open interest changed by -12 which decreased total open position to 88
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 507.1, which was -63.1 lower than the previous day. The implied volatity was 16.77, the open interest changed by 24 which increased total open position to 100
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 553.3, which was 77.4 higher than the previous day. The implied volatity was 16.61, the open interest changed by 23 which increased total open position to 99
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 475.9, which was -108.2 lower than the previous day. The implied volatity was 16.21, the open interest changed by 0 which decreased total open position to 75
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 584.1, which was 54.4 higher than the previous day. The implied volatity was 16.61, the open interest changed by -3 which decreased total open position to 74
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 529.7, which was -93.9 lower than the previous day. The implied volatity was 16.45, the open interest changed by 28 which increased total open position to 77
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 623.6, which was 97.25 higher than the previous day. The implied volatity was 16.67, the open interest changed by 27 which increased total open position to 49
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 526.35, which was 94.35 higher than the previous day. The implied volatity was 16.92, the open interest changed by -16 which decreased total open position to 22
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 432, which was 64.8 higher than the previous day. The implied volatity was 16.76, the open interest changed by 3 which increased total open position to 36
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 366.45, which was -53.55 lower than the previous day. The implied volatity was 16.25, the open interest changed by 1 which increased total open position to 39
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 420, which was -20.3 lower than the previous day. The implied volatity was 16.61, the open interest changed by 2 which increased total open position to 37
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 437.85, which was -81.05 lower than the previous day. The implied volatity was 15.96, the open interest changed by 3 which increased total open position to 35
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 521.35, which was 5.7 higher than the previous day. The implied volatity was 16.35, the open interest changed by 7 which increased total open position to 32
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 515.65, which was -181.9 lower than the previous day. The implied volatity was 16.5, the open interest changed by 4 which increased total open position to 25
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 697.55, which was 73.85 higher than the previous day. The implied volatity was 16.98, the open interest changed by 0 which decreased total open position to 21
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 623.7, which was -132.15 lower than the previous day. The implied volatity was 16.04, the open interest changed by -1 which decreased total open position to 21
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 755.85, which was 98.95 higher than the previous day. The implied volatity was 16.5, the open interest changed by 3 which increased total open position to 21
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 656.9, which was -943.2 lower than the previous day. The implied volatity was 19.61, the open interest changed by 14 which increased total open position to 16
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1600.1, which was 22.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1600.1, which was 22.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1600.1, which was 22.1 higher than the previous day. The implied volatity was 25.86, the open interest changed by 1 which increased total open position to 1
