NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 04:10 PM IST
| NIFTY 28-Apr-2026 (4d) 24100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 0.1
Theta: -20.85
Gamma: 0.00081
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23897.95 | 106.65 | -114.6 | 17.52 | 23,78,840 | 58,867 | 81,673 | |||||||||
| 23 Apr | 24173.05 | 219.45 | -175.5 | 15.29 | 4,98,133 | 15,443 | 24,476 | |||||||||
| 22 Apr | 24378.10 | 396.7 | -177.59999999999997 | 17.44 | 30,461 | 528 | 9,124 | |||||||||
| 21 Apr | 24576.60 | 576 | 139.8 | 17.83 | 7,165 | -573 | 8,630 | |||||||||
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| 20 Apr | 24364.85 | 422.85 | -25.599999999999966 | 18.58 | 11,057 | -1,514 | 9,235 | |||||||||
| 17 Apr | 24353.55 | 458.5 | 95.69999999999999 | 16.31 | 20,252 | -2,154 | 10,766 | |||||||||
| 16 Apr | 24196.75 | 355.5 | -51.30000000000001 | 16.07 | 24,268 | 1,399 | 13,135 | |||||||||
| 15 Apr | 24231.30 | 400.7 | 126.09999999999997 | 17 | 18,613 | 552 | 11,728 | |||||||||
| 13 Apr | 23842.65 | 271.9 | -103.65000000000003 | 19.17 | 14,068 | -50 | 11,223 | |||||||||
| 10 Apr | 24050.60 | 382.9 | 79.54999999999995 | 17.42 | 22,010 | 1,850 | 11,333 | |||||||||
| 9 Apr | 23775.10 | 302.2 | -80.40000000000003 | 19.28 | 10,708 | 906 | 9,582 | |||||||||
| 8 Apr | 23997.35 | 393.05 | 230.55 | 16.54 | 16,589 | 8,411 | 8,838 | |||||||||
| 7 Apr | 23123.65 | 170 | 9.7 | 21.06 | 10,114 | 8,472 | 8,682 | |||||||||
| 6 Apr | 22968.25 | 161.85 | 37.6 | 22.37 | 11,575 | 7,250 | 9,089 | |||||||||
| 2 Apr | 22713.10 | 124.85 | -14.45 | 21.2 | 6,415 | 65 | 8,001 | |||||||||
| 1 Apr | 22679.40 | 142.15 | -1.35 | 21.75 | 5,229 | 7,507 | 7,941 | |||||||||
| 30 Mar | 22331.40 | 153.65 | -80.05 | 25.07 | 7,304 | 7,925 | 7,974 | |||||||||
| 27 Mar | 22819.60 | 230 | -106.3 | 22.44 | 3,153 | 7,249 | 7,289 | |||||||||
| 25 Mar | 23306.45 | 339.35 | 76 | 20.23 | 4,132 | 118 | 6,787 | |||||||||
| 24 Mar | 22912.40 | 278.4 | 67.85 | 21.87 | 4,636 | -307 | 6,708 | |||||||||
| 23 Mar | 22512.65 | 206.15 | -91.9 | 23.56 | 6,749 | -698 | 7,039 | |||||||||
| 20 Mar | 23114.50 | 293.4 | 16.25 | 18.95 | 2,427 | 7,692 | 7,761 | |||||||||
| 19 Mar | 23002.15 | 287.05 | -178.3 | 18.93 | 4,663 | 1,418 | 7,286 | |||||||||
| 18 Mar | 23777.80 | 461.3 | 30.75 | 15.53 | 1,696 | 5,866 | 5,872 | |||||||||
| 17 Mar | 23581.15 | 425.85 | 14.7 | 17.11 | 5,994 | 2,593 | 5,516 | |||||||||
| 16 Mar | 23408.80 | 397.75 | 24.2 | 18.6 | 2,645 | 2,903 | 2,903 | |||||||||
| 13 Mar | 23151.10 | 378.65 | -176.05 | 19.38 | 3,854 | 1,070 | 2,105 | |||||||||
| 12 Mar | 23639.15 | 556.95 | -115.15 | 18.55 | 1,151 | -4,588 | 1,040 | |||||||||
| 11 Mar | 23866.85 | 660 | -227.2 | 18.19 | 805 | 788 | 801 | |||||||||
| 10 Mar | 24261.60 | 904.8 | 47.8 | 17.56 | 954 | 373 | 717 | |||||||||
| 9 Mar | 24028.05 | 835 | -201.95 | 20.19 | 879 | 339 | 339 | |||||||||
| 6 Mar | 24450.45 | 1041.65 | -113.35 | 16.87 | 32 | 56 | 56 | |||||||||
| 5 Mar | 24765.90 | 1155 | 86.5 | 13.83 | 30 | 6 | 44 | |||||||||
| 4 Mar | 24480.50 | 1055.05 | -183.4 | 16.56 | 54 | 14 | 39 | |||||||||
| 2 Mar | 24865.70 | 1238.6 | -351.4 | 12.58 | 11 | 4 | 25 | |||||||||
| 27 Feb | 25178.65 | 1590 | -108.2 | 14.46 | 2 | 0 | 21 | |||||||||
| 26 Feb | 25496.55 | 1698.2 | -240.45 | - | 0 | 0 | 21 | |||||||||
| 25 Feb | 25482.50 | 1698.2 | -240.45 | - | 1 | 0 | 21 | |||||||||
| 24 Feb | 25424.65 | 1698.2 | -240.45 | 27.9 | 1 | 0 | 20 | |||||||||
| 23 Feb | 25713.00 | 1938.65 | 81 | - | 2 | 1 | 21 | |||||||||
| 20 Feb | 25571.25 | 1851.05 | 54.15 | - | 2 | 0 | 20 | |||||||||
| 19 Feb | 25454.35 | 1791.4 | -357.25 | - | 0 | 0 | 20 | |||||||||
| 18 Feb | 25819.35 | 1791.4 | -357.25 | - | 0 | 0 | 20 | |||||||||
| 17 Feb | 25725.40 | 1791.4 | -357.25 | - | 0 | 0 | 20 | |||||||||
| 16 Feb | 25682.75 | 1791.4 | -357.25 | - | 0 | 0 | 20 | |||||||||
| 13 Feb | 25471.10 | 1791.4 | -357.25 | - | 2 | 0 | 20 | |||||||||
| 12 Feb | 25807.20 | 2143.45 | 169.95 | - | 0 | 0 | 20 | |||||||||
| 11 Feb | 25953.85 | 2143.45 | 169.95 | - | 0 | 0 | 20 | |||||||||
| 10 Feb | 25935.15 | 2143.45 | 169.95 | - | 0 | 0 | 20 | |||||||||
| 9 Feb | 25867.30 | 2143.45 | 169.95 | - | 2 | 1 | 21 | |||||||||
| 6 Feb | 25693.70 | 1969.15 | -151.1 | - | 0 | 0 | 20 | |||||||||
| 5 Feb | 25642.80 | 1969.15 | -151.1 | - | 2 | 0 | 20 | |||||||||
| 4 Feb | 25776.00 | 2120.35 | 15.5 | - | 21 | 17 | 19 | |||||||||
| 3 Feb | 25727.55 | 2104.85 | 619.4 | - | 1 | 0 | 1 | |||||||||
| 2 Feb | 25088.40 | 1481.2 | -143.65 | - | 2 | 0 | 0 | |||||||||
| 1 Feb | 24825.45 | 1624.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 25320.65 | 1624.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 25418.90 | 1624.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24100 expiring on 28APR2026
Delta for 24100 CE is 0.35
Historical price for 24100 CE is as follows
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 106.65, which was -114.6 lower than the previous day. The implied volatity was 17.52, the open interest changed by 58867 which increased total open position to 81673
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 219.45, which was -175.5 lower than the previous day. The implied volatity was 15.29, the open interest changed by 15443 which increased total open position to 24476
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 396.7, which was -177.59999999999997 lower than the previous day. The implied volatity was 17.44, the open interest changed by 528 which increased total open position to 9124
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 576, which was 139.8 higher than the previous day. The implied volatity was 17.83, the open interest changed by -573 which decreased total open position to 8630
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 422.85, which was -25.599999999999966 lower than the previous day. The implied volatity was 18.58, the open interest changed by -1514 which decreased total open position to 9235
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 458.5, which was 95.69999999999999 higher than the previous day. The implied volatity was 16.31, the open interest changed by -2154 which decreased total open position to 10766
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 355.5, which was -51.30000000000001 lower than the previous day. The implied volatity was 16.07, the open interest changed by 1399 which increased total open position to 13135
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 400.7, which was 126.09999999999997 higher than the previous day. The implied volatity was 17, the open interest changed by 552 which increased total open position to 11728
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 271.9, which was -103.65000000000003 lower than the previous day. The implied volatity was 19.17, the open interest changed by -50 which decreased total open position to 11223
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 382.9, which was 79.54999999999995 higher than the previous day. The implied volatity was 17.42, the open interest changed by 1850 which increased total open position to 11333
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 302.2, which was -80.40000000000003 lower than the previous day. The implied volatity was 19.28, the open interest changed by 906 which increased total open position to 9582
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 393.05, which was 230.55 higher than the previous day. The implied volatity was 16.54, the open interest changed by 8411 which increased total open position to 8838
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 170, which was 9.7 higher than the previous day. The implied volatity was 21.06, the open interest changed by 8472 which increased total open position to 8682
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 161.85, which was 37.6 higher than the previous day. The implied volatity was 22.37, the open interest changed by 7250 which increased total open position to 9089
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 124.85, which was -14.45 lower than the previous day. The implied volatity was 21.2, the open interest changed by 65 which increased total open position to 8001
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 142.15, which was -1.35 lower than the previous day. The implied volatity was 21.75, the open interest changed by 7507 which increased total open position to 7941
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 153.65, which was -80.05 lower than the previous day. The implied volatity was 25.07, the open interest changed by 7925 which increased total open position to 7974
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 230, which was -106.3 lower than the previous day. The implied volatity was 22.44, the open interest changed by 7249 which increased total open position to 7289
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 339.35, which was 76 higher than the previous day. The implied volatity was 20.23, the open interest changed by 118 which increased total open position to 6787
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 278.4, which was 67.85 higher than the previous day. The implied volatity was 21.87, the open interest changed by -307 which decreased total open position to 6708
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 206.15, which was -91.9 lower than the previous day. The implied volatity was 23.56, the open interest changed by -698 which decreased total open position to 7039
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 293.4, which was 16.25 higher than the previous day. The implied volatity was 18.95, the open interest changed by 7692 which increased total open position to 7761
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 287.05, which was -178.3 lower than the previous day. The implied volatity was 18.93, the open interest changed by 1418 which increased total open position to 7286
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 461.3, which was 30.75 higher than the previous day. The implied volatity was 15.53, the open interest changed by 5866 which increased total open position to 5872
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 425.85, which was 14.7 higher than the previous day. The implied volatity was 17.11, the open interest changed by 2593 which increased total open position to 5516
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 397.75, which was 24.2 higher than the previous day. The implied volatity was 18.6, the open interest changed by 2903 which increased total open position to 2903
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 378.65, which was -176.05 lower than the previous day. The implied volatity was 19.38, the open interest changed by 1070 which increased total open position to 2105
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 556.95, which was -115.15 lower than the previous day. The implied volatity was 18.55, the open interest changed by -4588 which decreased total open position to 1040
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 660, which was -227.2 lower than the previous day. The implied volatity was 18.19, the open interest changed by 788 which increased total open position to 801
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 904.8, which was 47.8 higher than the previous day. The implied volatity was 17.56, the open interest changed by 373 which increased total open position to 717
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 835, which was -201.95 lower than the previous day. The implied volatity was 20.19, the open interest changed by 339 which increased total open position to 339
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1041.65, which was -113.35 lower than the previous day. The implied volatity was 16.87, the open interest changed by 56 which increased total open position to 56
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1155, which was 86.5 higher than the previous day. The implied volatity was 13.83, the open interest changed by 6 which increased total open position to 44
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 1055.05, which was -183.4 lower than the previous day. The implied volatity was 16.56, the open interest changed by 14 which increased total open position to 39
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 1238.6, which was -351.4 lower than the previous day. The implied volatity was 12.58, the open interest changed by 4 which increased total open position to 25
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 1590, which was -108.2 lower than the previous day. The implied volatity was 14.46, the open interest changed by 0 which decreased total open position to 21
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 1698.2, which was -240.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 1698.2, which was -240.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 1698.2, which was -240.45 lower than the previous day. The implied volatity was 27.9, the open interest changed by 0 which decreased total open position to 20
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 1938.65, which was 81 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 21
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 1851.05, which was 54.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 1791.4, which was -357.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 1791.4, which was -357.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 1791.4, which was -357.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 1791.4, which was -357.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 1791.4, which was -357.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 2143.45, which was 169.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 2143.45, which was 169.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 2143.45, which was 169.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 2143.45, which was 169.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 21
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 1969.15, which was -151.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 1969.15, which was -151.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 2120.35, which was 15.5 higher than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 19
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 2104.85, which was 619.4 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 1481.2, which was -143.65 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 1624.85, 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 1624.85, 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 1624.85, 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) 24100 PE | |||||||
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Delta: -0.66
Vega: 0.1
Theta: -15.44
Gamma: 0.00087
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23897.95 | 273.55 | 115.5 | 16.16 | 13,53,549 | -14,515 | 32,637 |
| 23 Apr | 24173.05 | 156.85 | 41.8 | 16.62 | 9,10,679 | 19,681 | 50,872 |
| 22 Apr | 24378.10 | 108.7 | 18.200000000000003 | 17.66 | 5,57,896 | 9,747 | 31,714 |
| 21 Apr | 24576.60 | 90.8 | -109.60000000000001 | 19.83 | 72,165 | 5,778 | 22,278 |
| 20 Apr | 24364.85 | 208.5 | 29.80000000000001 | 21.98 | 60,453 | 3,098 | 16,566 |
| 17 Apr | 24353.55 | 173.45 | -88.44999999999999 | 17.8 | 35,146 | 1,515 | 13,572 |
| 16 Apr | 24196.75 | 274.25 | 11.550000000000011 | 19.02 | 33,801 | 1,703 | 12,164 |
| 15 Apr | 24231.30 | 268.5 | -236.2 | 18.63 | 22,068 | 2,089 | 10,474 |
| 13 Apr | 23842.65 | 508.35 | 137.40000000000003 | 19.57 | 4,274 | -510 | 8,440 |
| 10 Apr | 24050.60 | 372.4 | -156.14999999999998 | 17.72 | 14,030 | 2,178 | 8,951 |
| 9 Apr | 23775.10 | 529.35 | 110.40000000000003 | 17.5 | 4,292 | 168 | 6,789 |
| 8 Apr | 23997.35 | 400 | -683 | 18.84 | 6,166 | 6,618 | 6,619 |
| 7 Apr | 23123.65 | 1062.2 | -126.7 | 24.46 | 263 | 5,931 | 5,977 |
| 6 Apr | 22968.25 | 1196.65 | -238.35 | 24.5 | 270 | 5,984 | 5,984 |
| 2 Apr | 22713.10 | 1439.95 | 65.15 | 26.15 | 74 | -19 | 6,019 |
| 1 Apr | 22679.40 | 1374.8 | -380.15 | 22.43 | 75 | 6,054 | 6,054 |
| 30 Mar | 22331.40 | 1731.2 | 337.6 | 27.79 | 226 | 6,107 | 6,107 |
| 27 Mar | 22819.60 | 1393.8 | 397.65 | 27.31 | 152 | 6,228 | 6,228 |
| 25 Mar | 23306.45 | 988.55 | -295.7 | 23.13 | 346 | 6,236 | 6,236 |
| 24 Mar | 22912.40 | 1275.2 | -350 | 25.26 | 249 | 6,179 | 6,219 |
| 23 Mar | 22512.65 | 1646.85 | 555.9 | 26.78 | 1,261 | 6,396 | 6,436 |
| 20 Mar | 23114.50 | 1095.6 | -22.05 | 22.31 | 737 | 7,181 | 7,181 |
| 19 Mar | 23002.15 | 1086.25 | 443.15 | 20.83 | 2,847 | 754 | 7,177 |
| 18 Mar | 23777.80 | 639.05 | -117 | 19.02 | 1,867 | 512 | 6,429 |
| 17 Mar | 23581.15 | 751.8 | -157.25 | 19.03 | 6,689 | 5,890 | 5,896 |
| 16 Mar | 23408.80 | 928.45 | -148.6 | 20.83 | 1,743 | 913 | 3,222 |
| 13 Mar | 23151.10 | 1065.15 | 308.2 | 21.28 | 2,162 | 1,057 | 2,260 |
| 12 Mar | 23639.15 | 741.15 | 84.7 | 19.5 | 1,388 | -4,489 | 1,207 |
| 11 Mar | 23866.85 | 666.85 | 229.85 | 20.29 | 1,587 | 1,267 | 1,319 |
| 10 Mar | 24261.60 | 435.85 | -210.1 | 18.75 | 1,820 | 1,162 | 1,162 |
| 9 Mar | 24028.05 | 664.95 | 253.3 | 22.01 | 1,840 | -250 | 850 |
| 6 Mar | 24450.45 | 403 | 118 | 19.21 | 757 | 52 | 1,106 |
| 5 Mar | 24765.90 | 302.6 | -119.55 | 18.49 | 799 | -69 | 1,071 |
| 4 Mar | 24480.50 | 423.3 | 187.3 | 19.66 | 2,438 | 95 | 1,376 |
| 2 Mar | 24865.70 | 225.8 | 106.7 | 16.61 | 3,811 | 382 | 1,285 |
| 27 Feb | 25178.65 | 120.35 | 36.55 | 14.8 | 500 | 155 | 900 |
| 26 Feb | 25496.55 | 84.4 | -7.5 | 14.9 | 129 | -26 | 746 |
| 25 Feb | 25482.50 | 91.8 | -8.15 | 15.08 | 704 | 90 | 769 |
| 24 Feb | 25424.65 | 97.7 | 12.85 | 15.2 | 576 | 128 | 682 |
| 23 Feb | 25713.00 | 85.4 | -9.35 | 15.85 | 278 | 39 | 555 |
| 20 Feb | 25571.25 | 94.25 | -12.95 | 15.31 | 581 | 156 | 535 |
| 19 Feb | 25454.35 | 109.5 | 40.45 | 15.11 | 299 | 102 | 380 |
| 18 Feb | 25819.35 | 69.9 | -10.65 | 15.13 | 81 | 47 | 278 |
| 17 Feb | 25725.40 | 81.35 | -13.65 | 15.23 | 42 | 12 | 231 |
| 16 Feb | 25682.75 | 95 | -11.6 | 15.66 | 168 | 97 | 215 |
| 13 Feb | 25471.10 | 108.95 | 45.05 | 14.92 | 136 | 67 | 114 |
| 12 Feb | 25807.20 | 63.9 | 8.95 | 14.35 | 2 | 0 | 47 |
| 11 Feb | 25953.85 | 54.95 | -3.15 | 14.42 | 4 | -1 | 47 |
| 10 Feb | 25935.15 | 58.1 | -7.9 | 14.43 | 37 | 16 | 46 |
| 9 Feb | 25867.30 | 66 | -9 | 14.58 | 22 | 5 | 30 |
| 6 Feb | 25693.70 | 76 | -4.6 | 14.08 | 5 | 0 | 24 |
| 5 Feb | 25642.80 | 80.6 | 7.65 | 14.09 | 16 | -3 | 19 |
| 4 Feb | 25776.00 | 72.05 | -18.95 | 14.06 | 11 | -1 | 22 |
| 3 Feb | 25727.55 | 91 | -91 | 14.81 | 41 | 2 | 19 |
| 2 Feb | 25088.40 | 178.9 | -43.15 | 14.78 | 23 | 9 | 15 |
| 1 Feb | 24825.45 | 222 | 41.65 | 14.18 | 13 | 8 | 8 |
| 30 Jan | 25320.65 | 180.35 | 0 | 3.48 | 0 | 0 | 0 |
| 29 Jan | 25418.90 | 180.35 | 0 | 3.65 | 0 | 0 | 0 |
For Nifty - strike price 24100 expiring on 28APR2026
Delta for 24100 PE is -0.66
Historical price for 24100 PE is as follows
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 273.55, which was 115.5 higher than the previous day. The implied volatity was 16.16, the open interest changed by -14515 which decreased total open position to 32637
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 156.85, which was 41.8 higher than the previous day. The implied volatity was 16.62, the open interest changed by 19681 which increased total open position to 50872
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 108.7, which was 18.200000000000003 higher than the previous day. The implied volatity was 17.66, the open interest changed by 9747 which increased total open position to 31714
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 90.8, which was -109.60000000000001 lower than the previous day. The implied volatity was 19.83, the open interest changed by 5778 which increased total open position to 22278
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 208.5, which was 29.80000000000001 higher than the previous day. The implied volatity was 21.98, the open interest changed by 3098 which increased total open position to 16566
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 173.45, which was -88.44999999999999 lower than the previous day. The implied volatity was 17.8, the open interest changed by 1515 which increased total open position to 13572
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 274.25, which was 11.550000000000011 higher than the previous day. The implied volatity was 19.02, the open interest changed by 1703 which increased total open position to 12164
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 268.5, which was -236.2 lower than the previous day. The implied volatity was 18.63, the open interest changed by 2089 which increased total open position to 10474
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 508.35, which was 137.40000000000003 higher than the previous day. The implied volatity was 19.57, the open interest changed by -510 which decreased total open position to 8440
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 372.4, which was -156.14999999999998 lower than the previous day. The implied volatity was 17.72, the open interest changed by 2178 which increased total open position to 8951
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 529.35, which was 110.40000000000003 higher than the previous day. The implied volatity was 17.5, the open interest changed by 168 which increased total open position to 6789
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 400, which was -683 lower than the previous day. The implied volatity was 18.84, the open interest changed by 6618 which increased total open position to 6619
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1062.2, which was -126.7 lower than the previous day. The implied volatity was 24.46, the open interest changed by 5931 which increased total open position to 5977
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1196.65, which was -238.35 lower than the previous day. The implied volatity was 24.5, the open interest changed by 5984 which increased total open position to 5984
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1439.95, which was 65.15 higher than the previous day. The implied volatity was 26.15, the open interest changed by -19 which decreased total open position to 6019
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1374.8, which was -380.15 lower than the previous day. The implied volatity was 22.43, the open interest changed by 6054 which increased total open position to 6054
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1731.2, which was 337.6 higher than the previous day. The implied volatity was 27.79, the open interest changed by 6107 which increased total open position to 6107
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1393.8, which was 397.65 higher than the previous day. The implied volatity was 27.31, the open interest changed by 6228 which increased total open position to 6228
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 988.55, which was -295.7 lower than the previous day. The implied volatity was 23.13, the open interest changed by 6236 which increased total open position to 6236
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1275.2, which was -350 lower than the previous day. The implied volatity was 25.26, the open interest changed by 6179 which increased total open position to 6219
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1646.85, which was 555.9 higher than the previous day. The implied volatity was 26.78, the open interest changed by 6396 which increased total open position to 6436
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1095.6, which was -22.05 lower than the previous day. The implied volatity was 22.31, the open interest changed by 7181 which increased total open position to 7181
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1086.25, which was 443.15 higher than the previous day. The implied volatity was 20.83, the open interest changed by 754 which increased total open position to 7177
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 639.05, which was -117 lower than the previous day. The implied volatity was 19.02, the open interest changed by 512 which increased total open position to 6429
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 751.8, which was -157.25 lower than the previous day. The implied volatity was 19.03, the open interest changed by 5890 which increased total open position to 5896
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 928.45, which was -148.6 lower than the previous day. The implied volatity was 20.83, the open interest changed by 913 which increased total open position to 3222
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1065.15, which was 308.2 higher than the previous day. The implied volatity was 21.28, the open interest changed by 1057 which increased total open position to 2260
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 741.15, which was 84.7 higher than the previous day. The implied volatity was 19.5, the open interest changed by -4489 which decreased total open position to 1207
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 666.85, which was 229.85 higher than the previous day. The implied volatity was 20.29, the open interest changed by 1267 which increased total open position to 1319
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 435.85, which was -210.1 lower than the previous day. The implied volatity was 18.75, the open interest changed by 1162 which increased total open position to 1162
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 664.95, which was 253.3 higher than the previous day. The implied volatity was 22.01, the open interest changed by -250 which decreased total open position to 850
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 403, which was 118 higher than the previous day. The implied volatity was 19.21, the open interest changed by 52 which increased total open position to 1106
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 302.6, which was -119.55 lower than the previous day. The implied volatity was 18.49, the open interest changed by -69 which decreased total open position to 1071
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 423.3, which was 187.3 higher than the previous day. The implied volatity was 19.66, the open interest changed by 95 which increased total open position to 1376
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 225.8, which was 106.7 higher than the previous day. The implied volatity was 16.61, the open interest changed by 382 which increased total open position to 1285
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 120.35, which was 36.55 higher than the previous day. The implied volatity was 14.8, the open interest changed by 155 which increased total open position to 900
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 84.4, which was -7.5 lower than the previous day. The implied volatity was 14.9, the open interest changed by -26 which decreased total open position to 746
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 91.8, which was -8.15 lower than the previous day. The implied volatity was 15.08, the open interest changed by 90 which increased total open position to 769
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 97.7, which was 12.85 higher than the previous day. The implied volatity was 15.2, the open interest changed by 128 which increased total open position to 682
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 85.4, which was -9.35 lower than the previous day. The implied volatity was 15.85, the open interest changed by 39 which increased total open position to 555
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 94.25, which was -12.95 lower than the previous day. The implied volatity was 15.31, the open interest changed by 156 which increased total open position to 535
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 109.5, which was 40.45 higher than the previous day. The implied volatity was 15.11, the open interest changed by 102 which increased total open position to 380
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 69.9, which was -10.65 lower than the previous day. The implied volatity was 15.13, the open interest changed by 47 which increased total open position to 278
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 81.35, which was -13.65 lower than the previous day. The implied volatity was 15.23, the open interest changed by 12 which increased total open position to 231
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 95, which was -11.6 lower than the previous day. The implied volatity was 15.66, the open interest changed by 97 which increased total open position to 215
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 108.95, which was 45.05 higher than the previous day. The implied volatity was 14.92, the open interest changed by 67 which increased total open position to 114
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 63.9, which was 8.95 higher than the previous day. The implied volatity was 14.35, the open interest changed by 0 which decreased total open position to 47
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 54.95, which was -3.15 lower than the previous day. The implied volatity was 14.42, the open interest changed by -1 which decreased total open position to 47
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 58.1, which was -7.9 lower than the previous day. The implied volatity was 14.43, the open interest changed by 16 which increased total open position to 46
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 66, which was -9 lower than the previous day. The implied volatity was 14.58, the open interest changed by 5 which increased total open position to 30
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 76, which was -4.6 lower than the previous day. The implied volatity was 14.08, the open interest changed by 0 which decreased total open position to 24
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 80.6, which was 7.65 higher than the previous day. The implied volatity was 14.09, the open interest changed by -3 which decreased total open position to 19
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 72.05, which was -18.95 lower than the previous day. The implied volatity was 14.06, the open interest changed by -1 which decreased total open position to 22
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 91, which was -91 lower than the previous day. The implied volatity was 14.81, the open interest changed by 2 which increased total open position to 19
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 178.9, which was -43.15 lower than the previous day. The implied volatity was 14.78, the open interest changed by 9 which increased total open position to 15
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 222, which was 41.65 higher than the previous day. The implied volatity was 14.18, the open interest changed by 8 which increased total open position to 8
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 180.35, which was 0 lower than the previous day. The implied volatity was 3.48, 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 180.35, which was 0 lower than the previous day. The implied volatity was 3.65, the open interest changed by 0 which decreased total open position to 0
