NIFTY
Nifty
Historical option data for NIFTY
28 Apr 2026 04:10 PM IST
| NIFTY 05-May-2026 (6d) 24100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.46
Vega: 0.13
Theta: -14.84
Gamma: 0.0008
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 28 Apr | 23995.70 | 170.7 | -102.15000000000003 | 14.55 | 3,24,666 | 20,916 | 40,578 | |||||||||
| 27 Apr | 24092.70 | 272 | 22.599999999999994 | 17.33 | 1,42,608 | 11,566 | 19,299 | |||||||||
| 24 Apr | 23897.95 | 254 | -110.14999999999998 | 19.31 | 43,170 | 4,343 | 7,688 | |||||||||
| 23 Apr | 24173.05 | 362.25 | -161.25 | 17.54 | 10,073 | 918 | 3,343 | |||||||||
| 22 Apr | 24378.10 | 516.85 | -153.35000000000002 | 18.28 | 1,998 | 583 | 2,457 | |||||||||
|
|
||||||||||||||||
| 21 Apr | 24576.60 | 674.2 | 143.1500000000001 | 17.72 | 787 | 291 | 1,888 | |||||||||
| 20 Apr | 24364.85 | 525 | -8.549999999999955 | 18.44 | 602 | 6 | 1,611 | |||||||||
| 17 Apr | 24353.55 | 548.05 | 92.69999999999993 | 16.51 | 614 | 49 | 1,606 | |||||||||
| 16 Apr | 24196.75 | 447.1 | -49.64999999999998 | 16.39 | 1,437 | 507 | 1,558 | |||||||||
| 15 Apr | 24231.30 | 491.25 | 133.45 | 17.27 | 1,614 | 717 | 1,053 | |||||||||
| 13 Apr | 23842.65 | 353.65 | -105.90000000000003 | 18.87 | 395 | 48 | 334 | |||||||||
| 10 Apr | 24050.60 | 463.95 | 84.05000000000001 | 17.57 | 252 | 65 | 280 | |||||||||
| 9 Apr | 23775.10 | 383.95 | -82.5 | 19.25 | 272 | 44 | 225 | |||||||||
| 8 Apr | 23997.35 | 473 | 309.15 | 16.4 | 282 | 183 | 183 | |||||||||
| 7 Apr | 23123.65 | 163.85 | 0 | 2.82 | 0 | 0 | 0 | |||||||||
| 6 Apr | 22968.25 | 163.85 | 0 | 3.36 | 0 | 0 | 0 | |||||||||
| 2 Apr | 22713.10 | 163.85 | 0 | 3.69 | 0 | 0 | 0 | |||||||||
| 1 Apr | 22679.40 | 163.85 | 0 | 3.84 | 0 | 0 | 0 | |||||||||
| 30 Mar | 22331.40 | 163.85 | 0 | 4.7 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24100 expiring on 05MAY2026
Delta for 24100 CE is 0.46
Historical price for 24100 CE is as follows
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 170.7, which was -102.15000000000003 lower than the previous day. The implied volatity was 14.55, the open interest changed by 20916 which increased total open position to 40578
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 272, which was 22.599999999999994 higher than the previous day. The implied volatity was 17.33, the open interest changed by 11566 which increased total open position to 19299
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 254, which was -110.14999999999998 lower than the previous day. The implied volatity was 19.31, the open interest changed by 4343 which increased total open position to 7688
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 362.25, which was -161.25 lower than the previous day. The implied volatity was 17.54, the open interest changed by 918 which increased total open position to 3343
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 516.85, which was -153.35000000000002 lower than the previous day. The implied volatity was 18.28, the open interest changed by 583 which increased total open position to 2457
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 674.2, which was 143.1500000000001 higher than the previous day. The implied volatity was 17.72, the open interest changed by 291 which increased total open position to 1888
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 525, which was -8.549999999999955 lower than the previous day. The implied volatity was 18.44, the open interest changed by 6 which increased total open position to 1611
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 548.05, which was 92.69999999999993 higher than the previous day. The implied volatity was 16.51, the open interest changed by 49 which increased total open position to 1606
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 447.1, which was -49.64999999999998 lower than the previous day. The implied volatity was 16.39, the open interest changed by 507 which increased total open position to 1558
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 491.25, which was 133.45 higher than the previous day. The implied volatity was 17.27, the open interest changed by 717 which increased total open position to 1053
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 353.65, which was -105.90000000000003 lower than the previous day. The implied volatity was 18.87, the open interest changed by 48 which increased total open position to 334
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 463.95, which was 84.05000000000001 higher than the previous day. The implied volatity was 17.57, the open interest changed by 65 which increased total open position to 280
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 383.95, which was -82.5 lower than the previous day. The implied volatity was 19.25, the open interest changed by 44 which increased total open position to 225
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 473, which was 309.15 higher than the previous day. The implied volatity was 16.4, the open interest changed by 183 which increased total open position to 183
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 163.85, which was 0 lower than the previous day. The implied volatity was 2.82, the open interest changed by 0 which decreased total open position to 0
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 163.85, which was 0 lower than the previous day. The implied volatity was 3.36, the open interest changed by 0 which decreased total open position to 0
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 163.85, which was 0 lower than the previous day. The implied volatity was 3.69, the open interest changed by 0 which decreased total open position to 0
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 163.85, which was 0 lower than the previous day. The implied volatity was 3.84, the open interest changed by 0 which decreased total open position to 0
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 163.85, which was 0 lower than the previous day. The implied volatity was 4.7, the open interest changed by 0 which decreased total open position to 0
| NIFTY 05-May-2026 (6d) 24100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 0.14
Theta: -13.35
Gamma: 0.00069
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 28 Apr | 23995.70 | 258.7 | 25.099999999999994 | 16.85 | 2,68,720 | 7,063 | 25,240 |
| 27 Apr | 24092.70 | 228.3 | -159.09999999999997 | 17.06 | 1,10,513 | 14,534 | 17,895 |
| 24 Apr | 23897.95 | 386.1 | 108.70000000000005 | 17.99 | 25,038 | 460 | 3,441 |
| 23 Apr | 24173.05 | 276 | 61.94999999999999 | 18.27 | 19,157 | 1,323 | 3,066 |
| 22 Apr | 24378.10 | 206.8 | 43.45000000000002 | 18.53 | 6,718 | 318 | 1,730 |
| 21 Apr | 24576.60 | 163.5 | -111.39999999999998 | 19.26 | 2,106 | 381 | 1,419 |
| 20 Apr | 24364.85 | 280.55 | 39.95000000000002 | 20.5 | 2,726 | 452 | 1,061 |
| 17 Apr | 24353.55 | 235.25 | -82.69999999999999 | 17.5 | 1,213 | 169 | 693 |
| 16 Apr | 24196.75 | 328.95 | 7.349999999999966 | 18.21 | 1,472 | 149 | 529 |
| 15 Apr | 24231.30 | 327 | -228.79999999999995 | 18.17 | 697 | 134 | 377 |
| 13 Apr | 23842.65 | 556.15 | 130.59999999999997 | 19.06 | 218 | -104 | 243 |
| 10 Apr | 24050.60 | 419.05 | -152.3 | 17.43 | 310 | 156 | 340 |
| 9 Apr | 23775.10 | 563.3 | 103.54999999999995 | 17.34 | 202 | 13 | 183 |
| 8 Apr | 23997.35 | 440 | -713.15 | 18.61 | 342 | 168 | 168 |
| 7 Apr | 23123.65 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 22968.25 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 22713.10 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 22679.40 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 22331.40 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 24100 expiring on 05MAY2026
Delta for 24100 PE is -0.53
Historical price for 24100 PE is as follows
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 258.7, which was 25.099999999999994 higher than the previous day. The implied volatity was 16.85, the open interest changed by 7063 which increased total open position to 25240
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 228.3, which was -159.09999999999997 lower than the previous day. The implied volatity was 17.06, the open interest changed by 14534 which increased total open position to 17895
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 386.1, which was 108.70000000000005 higher than the previous day. The implied volatity was 17.99, the open interest changed by 460 which increased total open position to 3441
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 276, which was 61.94999999999999 higher than the previous day. The implied volatity was 18.27, the open interest changed by 1323 which increased total open position to 3066
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 206.8, which was 43.45000000000002 higher than the previous day. The implied volatity was 18.53, the open interest changed by 318 which increased total open position to 1730
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 163.5, which was -111.39999999999998 lower than the previous day. The implied volatity was 19.26, the open interest changed by 381 which increased total open position to 1419
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 280.55, which was 39.95000000000002 higher than the previous day. The implied volatity was 20.5, the open interest changed by 452 which increased total open position to 1061
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 235.25, which was -82.69999999999999 lower than the previous day. The implied volatity was 17.5, the open interest changed by 169 which increased total open position to 693
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 328.95, which was 7.349999999999966 higher than the previous day. The implied volatity was 18.21, the open interest changed by 149 which increased total open position to 529
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 327, which was -228.79999999999995 lower than the previous day. The implied volatity was 18.17, the open interest changed by 134 which increased total open position to 377
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 556.15, which was 130.59999999999997 higher than the previous day. The implied volatity was 19.06, the open interest changed by -104 which decreased total open position to 243
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 419.05, which was -152.3 lower than the previous day. The implied volatity was 17.43, the open interest changed by 156 which increased total open position to 340
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 563.3, which was 103.54999999999995 higher than the previous day. The implied volatity was 17.34, the open interest changed by 13 which increased total open position to 183
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 440, which was -713.15 lower than the previous day. The implied volatity was 18.61, the open interest changed by 168 which increased total open position to 168
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 0, 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 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 0, 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 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 0, 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 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 0, 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 Mar NIFTY was trading at 22331.40. The strike last trading price was 0, 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
