Historical option data for NIFTY
23 Jun 2026 04:10 PM IST
| NIFTY 30-Jun-2026 (6d) 24100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.25
Vega: 0.11
Theta: -10.05
Gamma: 0.00078
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 23824.10 | 61.1 | -109.9 (-64.27%) | 12.14 | 6,55,725 | 76,899 | 1,27,997 | |||||||||
| 22 Jun | 24102.90 | 166.4 | 1.4 (0.85%) | 10.85 | 2,05,164 | 16,755 | 51,543 | |||||||||
| 19 Jun | 24013.10 | 168.35 | -67.65 (-28.67%) | 10.43 | 1,41,617 | 2,701 | 35,111 | |||||||||
| 18 Jun | 24168.00 | 249.55 | 36.55 (17.16%) | 10.22 | 1,44,922 | 6,822 | 31,428 | |||||||||
| 17 Jun | 24085.70 | 209.1 | 30.1 (16.82%) | 10.55 | 71,633 | 9,368 | 24,643 | |||||||||
| 16 Jun | 23989.15 | 181 | 7 (4.02%) | 10.87 | 22,598 | 991 | 15,243 | |||||||||
| 15 Jun | 23853.90 | 174.8 | 51.8 (42.11%) | 13.18 | 31,834 | 2,277 | 14,289 | |||||||||
| 12 Jun | 23622.90 | 132 | 86 (186.96%) | 13.63 | 35,330 | -602 | 12,020 | |||||||||
| 11 Jun | 23161.60 | 47.9 | -8.1 (-14.46%) | 13.77 | 17,699 | 314 | 12,624 | |||||||||
| 10 Jun | 23214.95 | 55.3 | -18.7 (-25.27%) | 13.62 | 21,550 | -1,393 | 12,329 | |||||||||
| 9 Jun | 23242.10 | 76.5 | 1.5 (2.00%) | 14.27 | 16,492 | 2,147 | 13,754 | |||||||||
| 8 Jun | 23123.00 | 71.45 | -50.55 (-41.43%) | 15.39 | 21,963 | 324 | 11,694 | |||||||||
| 5 Jun | 23366.70 | 117.05 | -25.95 (-18.15%) | 14 | 13,234 | 576 | 11,519 | |||||||||
| 4 Jun | 23416.55 | 148.55 | -7.45 (-4.78%) | 14.3 | 11,326 | -162 | 10,994 | |||||||||
| 3 Jun | 23405.60 | 147.9 | -20.1 (-11.96%) | 14.51 | 23,441 | 1,126 | 11,598 | |||||||||
| 2 Jun | 23483.55 | 168.35 | 18.35 (12.23%) | 13.54 | 13,515 | 575 | 10,393 | |||||||||
| 1 Jun | 23382.60 | 145 | -104 (-41.77%) | 14 | 11,589 | 513 | 9,844 | |||||||||
| 29 May | 23547.75 | 250.05 | -88.95 (-26.24%) | 14.53 | 14,630 | 2,377 | 9,334 | |||||||||
| 27 May | 23907.15 | 346 | -14 (-3.89%) | 12.71 | 7,065 | 969 | 6,947 | |||||||||
| 26 May | 23913.70 | 362.9 | -78.1 (-17.71%) | 12.9 | 10,275 | 2,154 | 6,006 | |||||||||
| 25 May | 24031.70 | 461.75 | 105.75 (29.71%) | 13.9 | 6,591 | 1,179 | 3,859 | |||||||||
| 22 May | 23719.30 | 369 | 30 (8.85%) | 14.93 | 2,336 | 165 | 2,663 | |||||||||
| 21 May | 23654.70 | 337 | -31 (-8.42%) | 14.99 | 1,424 | 296 | 2,498 | |||||||||
| 20 May | 23659.00 | 383.45 | 24.45 (6.81%) | 16.03 | 1,407 | 42 | 2,212 | |||||||||
| 19 May | 23618.00 | 351.25 | -49.75 (-12.41%) | 15.61 | 1,032 | 4 | 2,171 | |||||||||
| 18 May | 23649.95 | 404 | 4 (1.00%) | 16.49 | 2,456 | 337 | 2,167 | |||||||||
| 15 May | 23643.50 | 408.2 | -19.15 (-4.48%) | 15.99 | 814 | 12 | 1,841 | |||||||||
| 14 May | 23689.60 | 443.25 | 81.3 (22.46%) | 16.22 | 1,191 | 128 | 1,829 | |||||||||
| 13 May | 23412.60 | 359.75 | 10.8 (3.09%) | 0 | 853 | 119 | 1,689 | |||||||||
| 12 May | 23379.55 | 363.1 | -174.1 (-32.41%) | 0 | 1,552 | -163 | 1,572 | |||||||||
| 11 May | 23815.85 | 530.1 | -187.15 (-26.09%) | 0 | 1,622 | 231 | 1,724 | |||||||||
| 8 May | 24176.15 | 708.7 | -101.75 (-12.55%) | 15.38 | 409 | 64 | 1,494 | |||||||||
| 7 May | 24326.65 | 809.2 | -45.9 (-5.37%) | 15.35 | 488 | 216 | 1,448 | |||||||||
| 6 May | 24330.95 | 861.35 | 175 (25.50%) | 16.47 | 1,336 | 226 | 1,219 | |||||||||
| 5 May | 24032.80 | 690.85 | -62.3 (-8.27%) | 16.22 | 525 | 19 | 996 | |||||||||
| 4 May | 24119.30 | 748.6 | 28.5 (3.96%) | 16.56 | 348 | 133 | 977 | |||||||||
| 30 Apr | 23997.55 | 728.7 | -58.75 (-7.46%) | 16.42 | 765 | 117 | 961 | |||||||||
| 29 Apr | 24177.65 | 769.65 | 57.45 (8.07%) | 15.5 | 442 | 12 | 845 | |||||||||
| 28 Apr | 23995.70 | 710 | -104.7 (-12.85%) | 16.01 | 463 | 212 | 832 | |||||||||
| 27 Apr | 24092.70 | 815.9 | 73.95 (9.97%) | 17.42 | 240 | 27 | 621 | |||||||||
| 24 Apr | 23897.95 | 759.3 | -105.7 (-12.22%) | 17.93 | 808 | 306 | 596 | |||||||||
| 23 Apr | 24173.05 | 864.5 | -139.15 (-13.86%) | 16.89 | 153 | 61 | 288 | |||||||||
| 22 Apr | 24378.10 | 1004 | -116.5 (-10.40%) | 16.9 | 33 | -7 | 228 | |||||||||
| 21 Apr | 24576.60 | 1120.5 | 128.7 (12.98%) | 16.43 | 26 | 0 | 236 | |||||||||
| 20 Apr | 24364.85 | 989.35 | -13.1 (-1.31%) | 16.98 | 123 | -27 | 235 | |||||||||
| 17 Apr | 24353.55 | 1009.75 | 86.6 (9.38%) | 16.46 | 114 | 40 | 261 | |||||||||
| 16 Apr | 24196.75 | 921.3 | -54 (-5.54%) | 16.64 | 129 | 79 | 221 | |||||||||
| 15 Apr | 24231.30 | 969.95 | 175.2 (22.04%) | 17.24 | 121 | 36 | 143 | |||||||||
| 13 Apr | 23842.65 | 793.15 | -92.05 (-10.40%) | 17.96 | 111 | 25 | 88 | |||||||||
| 10 Apr | 24050.60 | 891.05 | 81.05 (10.01%) | 16.84 | 65 | 10 | 63 | |||||||||
| 9 Apr | 23775.10 | 815 | -69.8 (-7.89%) | 18.25 | 59 | 2 | 53 | |||||||||
| 8 Apr | 23997.35 | 893.05 | 316.05 (54.77%) | 14.15 | 138 | -44 | 51 | |||||||||
| 7 Apr | 23123.65 | 580 | 15.35 (2.72%) | 17.28 | 38 | -12 | 96 | |||||||||
| 6 Apr | 22968.25 | 562.25 | 80.1 (16.61%) | 18.39 | 53 | 7 | 108 | |||||||||
| 2 Apr | 22713.10 | 476.75 | 3.1 (0.65%) | 18.07 | 191 | 34 | 113 | |||||||||
For Nifty - strike price 24100 expiring on 30JUN2026
Delta for 24100 CE is 0.25
Historical price for 24100 CE is as follows
On 23 Jun NIFTY was trading at 23824.10. The strike last trading price was 61.1, which was -109.9 lower than the previous day. The implied volatity was 12.14, the open interest changed by 76899 which increased total open position to 127997
On 22 Jun NIFTY was trading at 24102.90. The strike last trading price was 166.4, which was 1.4 higher than the previous day. The implied volatity was 10.85, the open interest changed by 16755 which increased total open position to 51543
On 19 Jun NIFTY was trading at 24013.10. The strike last trading price was 168.35, which was -67.65 lower than the previous day. The implied volatity was 10.43, the open interest changed by 2701 which increased total open position to 35111
On 18 Jun NIFTY was trading at 24168.00. The strike last trading price was 249.55, which was 36.55 higher than the previous day. The implied volatity was 10.22, the open interest changed by 6822 which increased total open position to 31428
On 17 Jun NIFTY was trading at 24085.70. The strike last trading price was 209.1, which was 30.1 higher than the previous day. The implied volatity was 10.55, the open interest changed by 9368 which increased total open position to 24643
On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 181, which was 7 higher than the previous day. The implied volatity was 10.87, the open interest changed by 991 which increased total open position to 15243
On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 174.8, which was 51.8 higher than the previous day. The implied volatity was 13.18, the open interest changed by 2277 which increased total open position to 14289
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 132, which was 86 higher than the previous day. The implied volatity was 13.63, the open interest changed by -602 which decreased total open position to 12020
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 47.9, which was -8.1 lower than the previous day. The implied volatity was 13.77, the open interest changed by 314 which increased total open position to 12624
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 55.3, which was -18.7 lower than the previous day. The implied volatity was 13.62, the open interest changed by -1393 which decreased total open position to 12329
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 76.5, which was 1.5 higher than the previous day. The implied volatity was 14.27, the open interest changed by 2147 which increased total open position to 13754
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 71.45, which was -50.55 lower than the previous day. The implied volatity was 15.39, the open interest changed by 324 which increased total open position to 11694
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 117.05, which was -25.95 lower than the previous day. The implied volatity was 14, the open interest changed by 576 which increased total open position to 11519
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 148.55, which was -7.45 lower than the previous day. The implied volatity was 14.3, the open interest changed by -162 which decreased total open position to 10994
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 147.9, which was -20.1 lower than the previous day. The implied volatity was 14.51, the open interest changed by 1126 which increased total open position to 11598
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 168.35, which was 18.35 higher than the previous day. The implied volatity was 13.54, the open interest changed by 575 which increased total open position to 10393
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 145, which was -104 lower than the previous day. The implied volatity was 14, the open interest changed by 513 which increased total open position to 9844
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 250.05, which was -88.95 lower than the previous day. The implied volatity was 14.53, the open interest changed by 2377 which increased total open position to 9334
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 346, which was -14 lower than the previous day. The implied volatity was 12.71, the open interest changed by 969 which increased total open position to 6947
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 362.9, which was -78.1 lower than the previous day. The implied volatity was 12.9, the open interest changed by 2154 which increased total open position to 6006
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 461.75, which was 105.75 higher than the previous day. The implied volatity was 13.9, the open interest changed by 1179 which increased total open position to 3859
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 369, which was 30 higher than the previous day. The implied volatity was 14.93, the open interest changed by 165 which increased total open position to 2663
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 337, which was -31 lower than the previous day. The implied volatity was 14.99, the open interest changed by 296 which increased total open position to 2498
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 383.45, which was 24.45 higher than the previous day. The implied volatity was 16.03, the open interest changed by 42 which increased total open position to 2212
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 351.25, which was -49.75 lower than the previous day. The implied volatity was 15.61, the open interest changed by 4 which increased total open position to 2171
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 404, which was 4 higher than the previous day. The implied volatity was 16.49, the open interest changed by 337 which increased total open position to 2167
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 408.2, which was -19.15 lower than the previous day. The implied volatity was 15.99, the open interest changed by 12 which increased total open position to 1841
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 443.25, which was 81.3 higher than the previous day. The implied volatity was 16.22, the open interest changed by 128 which increased total open position to 1829
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 359.75, which was 10.8 higher than the previous day. The implied volatity was 0, the open interest changed by 119 which increased total open position to 1689
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 363.1, which was -174.1 lower than the previous day. The implied volatity was 0, the open interest changed by -163 which decreased total open position to 1572
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 530.1, which was -187.15 lower than the previous day. The implied volatity was 0, the open interest changed by 231 which increased total open position to 1724
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 708.7, which was -101.75 lower than the previous day. The implied volatity was 15.38, the open interest changed by 64 which increased total open position to 1494
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 809.2, which was -45.9 lower than the previous day. The implied volatity was 15.35, the open interest changed by 216 which increased total open position to 1448
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 861.35, which was 175 higher than the previous day. The implied volatity was 16.47, the open interest changed by 226 which increased total open position to 1219
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 690.85, which was -62.3 lower than the previous day. The implied volatity was 16.22, the open interest changed by 19 which increased total open position to 996
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 748.6, which was 28.5 higher than the previous day. The implied volatity was 16.56, the open interest changed by 133 which increased total open position to 977
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 728.7, which was -58.75 lower than the previous day. The implied volatity was 16.42, the open interest changed by 117 which increased total open position to 961
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 769.65, which was 57.45 higher than the previous day. The implied volatity was 15.5, the open interest changed by 12 which increased total open position to 845
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 710, which was -104.7 lower than the previous day. The implied volatity was 16.01, the open interest changed by 212 which increased total open position to 832
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 815.9, which was 73.95 higher than the previous day. The implied volatity was 17.42, the open interest changed by 27 which increased total open position to 621
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 759.3, which was -105.7 lower than the previous day. The implied volatity was 17.93, the open interest changed by 306 which increased total open position to 596
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 864.5, which was -139.15 lower than the previous day. The implied volatity was 16.89, the open interest changed by 61 which increased total open position to 288
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1004, which was -116.5 lower than the previous day. The implied volatity was 16.9, the open interest changed by -7 which decreased total open position to 228
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1120.5, which was 128.7 higher than the previous day. The implied volatity was 16.43, the open interest changed by 0 which decreased total open position to 236
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 989.35, which was -13.1 lower than the previous day. The implied volatity was 16.98, the open interest changed by -27 which decreased total open position to 235
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1009.75, which was 86.6 higher than the previous day. The implied volatity was 16.46, the open interest changed by 40 which increased total open position to 261
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 921.3, which was -54 lower than the previous day. The implied volatity was 16.64, the open interest changed by 79 which increased total open position to 221
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 969.95, which was 175.2 higher than the previous day. The implied volatity was 17.24, the open interest changed by 36 which increased total open position to 143
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 793.15, which was -92.05 lower than the previous day. The implied volatity was 17.96, the open interest changed by 25 which increased total open position to 88
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 891.05, which was 81.05 higher than the previous day. The implied volatity was 16.84, the open interest changed by 10 which increased total open position to 63
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 815, which was -69.8 lower than the previous day. The implied volatity was 18.25, the open interest changed by 2 which increased total open position to 53
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 893.05, which was 316.05 higher than the previous day. The implied volatity was 14.15, the open interest changed by -44 which decreased total open position to 51
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 580, which was 15.35 higher than the previous day. The implied volatity was 17.28, the open interest changed by -12 which decreased total open position to 96
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 562.25, which was 80.1 higher than the previous day. The implied volatity was 18.39, the open interest changed by 7 which increased total open position to 108
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 476.75, which was 3.1 higher than the previous day. The implied volatity was 18.07, the open interest changed by 34 which increased total open position to 113
| NIFTY 30-Jun-2026 (6d) 24100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.74
Vega: 0.11
Theta: -7.13
Gamma: 0.00076
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 23824.10 | 347 | 203.7 (142.15%) | 12.78 | 4,14,791 | 3,501 | 51,752 |
| 22 Jun | 24102.90 | 145.95 | -54.45 (-27.17%) | 10.65 | 2,01,890 | 25,631 | 48,366 |
| 19 Jun | 24013.10 | 188 | 42.7 (29.39%) | 10.63 | 79,872 | -6,508 | 23,005 |
| 18 Jun | 24168.00 | 144.05 | -72.35 (-33.43%) | 11.31 | 1,12,592 | 17,117 | 29,343 |
| 17 Jun | 24085.70 | 219 | -58.3 (-21.02%) | 12.75 | 40,417 | 6,112 | 12,301 |
| 16 Jun | 23989.15 | 270.75 | -81.2 (-23.07%) | 12.79 | 10,156 | 351 | 6,205 |
| 15 Jun | 23853.90 | 346.75 | -180.45 (-34.23%) | 12.26 | 10,773 | 1,196 | 5,877 |
| 12 Jun | 23622.90 | 516.6 | -406.7 (-44.05%) | 12.51 | 1,281 | -141 | 4,685 |
| 11 Jun | 23161.60 | 913.85 | 11.95 (1.32%) | 15.04 | 599 | 24 | 4,830 |
| 10 Jun | 23214.95 | 903.9 | 80.15 (9.73%) | 16.09 | 474 | -120 | 4,808 |
| 9 Jun | 23242.10 | 824.95 | -158.35 (-16.10%) | 12.75 | 961 | -154 | 4,928 |
| 8 Jun | 23123.00 | 1008.75 | 248.7 (32.72%) | 16.64 | 2,093 | -676 | 5,083 |
| 5 Jun | 23366.70 | 757.6 | 44.7 (6.27%) | 14.03 | 1,112 | 43 | 5,771 |
| 4 Jun | 23416.55 | 705.9 | -26.45 (-3.61%) | 13.97 | 553 | -224 | 5,728 |
| 3 Jun | 23405.60 | 739.2 | 96.9 (15.09%) | 13.97 | 1,154 | 178 | 5,958 |
| 2 Jun | 23483.55 | 646.85 | -125.95 (-16.30%) | 13.39 | 1,559 | -486 | 5,787 |
| 1 Jun | 23382.60 | 777.8 | 187.3 (31.72%) | 14.98 | 2,786 | -1,216 | 6,357 |
| 29 May | 23547.75 | 602.6 | 158.05 (35.55%) | 13.49 | 7,840 | 2,020 | 7,580 |
| 27 May | 23907.15 | 437.5 | -39.85 (-8.35%) | 14.01 | 4,247 | 681 | 5,582 |
| 26 May | 23913.70 | 460.05 | 41.55 (9.93%) | 14.8 | 9,597 | 2,052 | 4,942 |
| 25 May | 24031.70 | 399.75 | -224.05 (-35.92%) | 14.53 | 4,897 | 1,335 | 2,893 |
| 22 May | 23719.30 | 608.85 | -98.35 (-13.91%) | 15.96 | 766 | 160 | 1,564 |
| 21 May | 23654.70 | 711.4 | -0.35 (-0.05%) | 17.31 | 314 | 38 | 1,404 |
| 20 May | 23659.00 | 705.85 | -40.6 (-5.44%) | 17.15 | 153 | -14 | 1,364 |
| 19 May | 23618.00 | 749.45 | -4.05 (-0.54%) | 17.35 | 230 | -8 | 1,379 |
| 18 May | 23649.95 | 748.15 | -10.1 (-1.33%) | 17.91 | 434 | -46 | 1,387 |
| 15 May | 23643.50 | 737 | 24.7 (3.47%) | 17.19 | 201 | -54 | 1,435 |
| 14 May | 23689.60 | 699.05 | -171.55 (-19.70%) | 16.71 | 286 | -49 | 1,490 |
| 13 May | 23412.60 | 865.25 | -21.2 (-2.39%) | 0 | 164 | -23 | 1,538 |
| 12 May | 23379.55 | 800.05 | 162.1 (25.41%) | 14.9 | 305 | -110 | 1,561 |
| 11 May | 23815.85 | 636.8 | 178.9 (39.07%) | 0 | 1,419 | 99 | 1,676 |
| 8 May | 24176.15 | 459.35 | 55.85 (13.84%) | 15.92 | 462 | -15 | 1,576 |
| 7 May | 24326.65 | 391.05 | 0.25 (0.06%) | 15.63 | 567 | 59 | 1,588 |
| 6 May | 24330.95 | 381.15 | -172.75 (-31.19%) | 15.37 | 1,427 | 305 | 1,534 |
| 5 May | 24032.80 | 543 | 17.25 (3.28%) | 16.39 | 479 | -32 | 1,227 |
| 4 May | 24119.30 | 524.15 | -67.3 (-11.38%) | 16.7 | 965 | 288 | 1,259 |
| 30 Apr | 23997.55 | 573.25 | 67.9 (13.44%) | 16.62 | 521 | 59 | 1,030 |
| 29 Apr | 24177.65 | 511.9 | -88.95 (-14.80%) | 16.36 | 550 | 6 | 971 |
| 28 Apr | 23995.70 | 596 | 43.95 (7.96%) | 16.69 | 716 | 215 | 969 |
| 27 Apr | 24092.70 | 549.8 | -114.85 (-17.28%) | 16.49 | 359 | 73 | 752 |
| 24 Apr | 23897.95 | 659 | 111.15 (20.29%) | 16.77 | 666 | 296 | 679 |
| 23 Apr | 24173.05 | 546.55 | 87.55 (19.07%) | 16.64 | 262 | 65 | 379 |
| 22 Apr | 24378.10 | 454.95 | 73.7 (19.33%) | 16.41 | 48 | -3 | 315 |
| 21 Apr | 24576.60 | 381.55 | -102.15 (-21.12%) | 16.2 | 180 | 15 | 319 |
| 20 Apr | 24364.85 | 496.45 | 41.6 (9.15%) | 16.88 | 277 | -32 | 305 |
| 17 Apr | 24353.55 | 453 | -77.4 (-14.59%) | 15.8 | 94 | 31 | 337 |
| 16 Apr | 24196.75 | 533.55 | -5.1 (-0.95%) | 16.06 | 176 | -16 | 308 |
| 15 Apr | 24231.30 | 539.9 | -182.9 (-25.30%) | 16.42 | 252 | 170 | 324 |
| 13 Apr | 23842.65 | 724.2 | 119.15 (19.69%) | 16.5 | 125 | 51 | 155 |
| 10 Apr | 24050.60 | 601.75 | -141.2 (-19.01%) | 16.02 | 65 | 3 | 103 |
| 9 Apr | 23775.10 | 739.9 | 95.9 (14.89%) | 16.27 | 101 | 64 | 99 |
| 8 Apr | 23997.35 | 638 | -994.45 (-60.92%) | 18.7 | 50 | 33 | 34 |
| 7 Apr | 23123.65 | 1632.45 | 16.8 (1.04%) | - | 0 | 0 | 1 |
| 6 Apr | 22968.25 | 1632.45 | 16.8 (1.04%) | - | 0 | 0 | 1 |
| 2 Apr | 22713.10 | 1632.45 | 16.8 (1.04%) | 25.89 | 1 | 0 | 0 |
For Nifty - strike price 24100 expiring on 30JUN2026
Delta for 24100 PE is -0.74
Historical price for 24100 PE is as follows
On 23 Jun NIFTY was trading at 23824.10. The strike last trading price was 347, which was 203.7 higher than the previous day. The implied volatity was 12.78, the open interest changed by 3501 which increased total open position to 51752
On 22 Jun NIFTY was trading at 24102.90. The strike last trading price was 145.95, which was -54.45 lower than the previous day. The implied volatity was 10.65, the open interest changed by 25631 which increased total open position to 48366
On 19 Jun NIFTY was trading at 24013.10. The strike last trading price was 188, which was 42.7 higher than the previous day. The implied volatity was 10.63, the open interest changed by -6508 which decreased total open position to 23005
On 18 Jun NIFTY was trading at 24168.00. The strike last trading price was 144.05, which was -72.35 lower than the previous day. The implied volatity was 11.31, the open interest changed by 17117 which increased total open position to 29343
On 17 Jun NIFTY was trading at 24085.70. The strike last trading price was 219, which was -58.3 lower than the previous day. The implied volatity was 12.75, the open interest changed by 6112 which increased total open position to 12301
On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 270.75, which was -81.2 lower than the previous day. The implied volatity was 12.79, the open interest changed by 351 which increased total open position to 6205
On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 346.75, which was -180.45 lower than the previous day. The implied volatity was 12.26, the open interest changed by 1196 which increased total open position to 5877
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 516.6, which was -406.7 lower than the previous day. The implied volatity was 12.51, the open interest changed by -141 which decreased total open position to 4685
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 913.85, which was 11.95 higher than the previous day. The implied volatity was 15.04, the open interest changed by 24 which increased total open position to 4830
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 903.9, which was 80.15 higher than the previous day. The implied volatity was 16.09, the open interest changed by -120 which decreased total open position to 4808
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 824.95, which was -158.35 lower than the previous day. The implied volatity was 12.75, the open interest changed by -154 which decreased total open position to 4928
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 1008.75, which was 248.7 higher than the previous day. The implied volatity was 16.64, the open interest changed by -676 which decreased total open position to 5083
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 757.6, which was 44.7 higher than the previous day. The implied volatity was 14.03, the open interest changed by 43 which increased total open position to 5771
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 705.9, which was -26.45 lower than the previous day. The implied volatity was 13.97, the open interest changed by -224 which decreased total open position to 5728
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 739.2, which was 96.9 higher than the previous day. The implied volatity was 13.97, the open interest changed by 178 which increased total open position to 5958
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 646.85, which was -125.95 lower than the previous day. The implied volatity was 13.39, the open interest changed by -486 which decreased total open position to 5787
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 777.8, which was 187.3 higher than the previous day. The implied volatity was 14.98, the open interest changed by -1216 which decreased total open position to 6357
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 602.6, which was 158.05 higher than the previous day. The implied volatity was 13.49, the open interest changed by 2020 which increased total open position to 7580
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 437.5, which was -39.85 lower than the previous day. The implied volatity was 14.01, the open interest changed by 681 which increased total open position to 5582
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 460.05, which was 41.55 higher than the previous day. The implied volatity was 14.8, the open interest changed by 2052 which increased total open position to 4942
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 399.75, which was -224.05 lower than the previous day. The implied volatity was 14.53, the open interest changed by 1335 which increased total open position to 2893
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 608.85, which was -98.35 lower than the previous day. The implied volatity was 15.96, the open interest changed by 160 which increased total open position to 1564
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 711.4, which was -0.35 lower than the previous day. The implied volatity was 17.31, the open interest changed by 38 which increased total open position to 1404
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 705.85, which was -40.6 lower than the previous day. The implied volatity was 17.15, the open interest changed by -14 which decreased total open position to 1364
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 749.45, which was -4.05 lower than the previous day. The implied volatity was 17.35, the open interest changed by -8 which decreased total open position to 1379
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 748.15, which was -10.1 lower than the previous day. The implied volatity was 17.91, the open interest changed by -46 which decreased total open position to 1387
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 737, which was 24.7 higher than the previous day. The implied volatity was 17.19, the open interest changed by -54 which decreased total open position to 1435
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 699.05, which was -171.55 lower than the previous day. The implied volatity was 16.71, the open interest changed by -49 which decreased total open position to 1490
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 865.25, which was -21.2 lower than the previous day. The implied volatity was 0, the open interest changed by -23 which decreased total open position to 1538
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 800.05, which was 162.1 higher than the previous day. The implied volatity was 14.9, the open interest changed by -110 which decreased total open position to 1561
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 636.8, which was 178.9 higher than the previous day. The implied volatity was 0, the open interest changed by 99 which increased total open position to 1676
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 459.35, which was 55.85 higher than the previous day. The implied volatity was 15.92, the open interest changed by -15 which decreased total open position to 1576
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 391.05, which was 0.25 higher than the previous day. The implied volatity was 15.63, the open interest changed by 59 which increased total open position to 1588
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 381.15, which was -172.75 lower than the previous day. The implied volatity was 15.37, the open interest changed by 305 which increased total open position to 1534
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 543, which was 17.25 higher than the previous day. The implied volatity was 16.39, the open interest changed by -32 which decreased total open position to 1227
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 524.15, which was -67.3 lower than the previous day. The implied volatity was 16.7, the open interest changed by 288 which increased total open position to 1259
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 573.25, which was 67.9 higher than the previous day. The implied volatity was 16.62, the open interest changed by 59 which increased total open position to 1030
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 511.9, which was -88.95 lower than the previous day. The implied volatity was 16.36, the open interest changed by 6 which increased total open position to 971
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 596, which was 43.95 higher than the previous day. The implied volatity was 16.69, the open interest changed by 215 which increased total open position to 969
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 549.8, which was -114.85 lower than the previous day. The implied volatity was 16.49, the open interest changed by 73 which increased total open position to 752
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 659, which was 111.15 higher than the previous day. The implied volatity was 16.77, the open interest changed by 296 which increased total open position to 679
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 546.55, which was 87.55 higher than the previous day. The implied volatity was 16.64, the open interest changed by 65 which increased total open position to 379
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 454.95, which was 73.7 higher than the previous day. The implied volatity was 16.41, the open interest changed by -3 which decreased total open position to 315
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 381.55, which was -102.15 lower than the previous day. The implied volatity was 16.2, the open interest changed by 15 which increased total open position to 319
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 496.45, which was 41.6 higher than the previous day. The implied volatity was 16.88, the open interest changed by -32 which decreased total open position to 305
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 453, which was -77.4 lower than the previous day. The implied volatity was 15.8, the open interest changed by 31 which increased total open position to 337
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 533.55, which was -5.1 lower than the previous day. The implied volatity was 16.06, the open interest changed by -16 which decreased total open position to 308
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 539.9, which was -182.9 lower than the previous day. The implied volatity was 16.42, the open interest changed by 170 which increased total open position to 324
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 724.2, which was 119.15 higher than the previous day. The implied volatity was 16.5, the open interest changed by 51 which increased total open position to 155
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 601.75, which was -141.2 lower than the previous day. The implied volatity was 16.02, the open interest changed by 3 which increased total open position to 103
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 739.9, which was 95.9 higher than the previous day. The implied volatity was 16.27, the open interest changed by 64 which increased total open position to 99
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 638, which was -994.45 lower than the previous day. The implied volatity was 18.7, the open interest changed by 33 which increased total open position to 34
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1632.45, which was 16.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1632.45, which was 16.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1632.45, which was 16.8 higher than the previous day. The implied volatity was 25.89, the open interest changed by 0 which decreased total open position to 0
