NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 04:10 PM IST
| NIFTY 28-Apr-2026 (4d) 24150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.31
Vega: 0.09
Theta: -19.9
Gamma: 0.00077
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23897.95 | 90.6 | -103 | 17.53 | 13,49,383 | 27,733 | 49,146 | |||||||||
| 23 Apr | 24173.05 | 192 | -171.3 | 15.26 | 6,04,318 | 20,190 | 21,781 | |||||||||
| 22 Apr | 24378.10 | 362.2 | -172.8 | 17.54 | 16,304 | 337 | 1,621 | |||||||||
| 21 Apr | 24576.60 | 534.5 | 133.60000000000002 | 17.04 | 1,790 | -376 | 1,289 | |||||||||
| 20 Apr | 24364.85 | 390 | -23.899999999999977 | 18.54 | 3,627 | -606 | 1,667 | |||||||||
| 17 Apr | 24353.55 | 427.75 | 94.19999999999999 | 16.45 | 7,238 | -138 | 2,279 | |||||||||
| 16 Apr | 24196.75 | 329 | -46.80000000000001 | 16.14 | 11,478 | 467 | 2,467 | |||||||||
| 15 Apr | 24231.30 | 370 | 117.94999999999999 | 17 | 6,685 | 986 | 1,999 | |||||||||
| 13 Apr | 23842.65 | 246 | -103.14999999999998 | 18.6 | 2,364 | 109 | 995 | |||||||||
| 10 Apr | 24050.60 | 351.9 | 73.19999999999999 | 17.08 | 3,229 | -106 | 888 | |||||||||
| 9 Apr | 23775.10 | 279.65 | -74.85000000000002 | 19 | 1,467 | 363 | 1,012 | |||||||||
| 8 Apr | 23997.35 | 363.45 | 212 | 16.32 | 1,777 | -4,388 | 680 | |||||||||
| 7 Apr | 23123.65 | 154.6 | 6.9 | 20.82 | 999 | -2,352 | 636 | |||||||||
| 6 Apr | 22968.25 | 148.8 | 35.45 | 22.2 | 1,232 | 216 | 622 | |||||||||
| 2 Apr | 22713.10 | 112 | -17.5 | 20.89 | 476 | 246 | 604 | |||||||||
| 1 Apr | 22679.40 | 130.15 | -2.7 | 21.55 | 1,045 | -984 | 623 | |||||||||
| 30 Mar | 22331.40 | 138.75 | -83.2 | 24.68 | 916 | -63 | 524 | |||||||||
| 27 Mar | 22819.60 | 215.65 | -100.7 | 22.31 | 551 | 125 | 588 | |||||||||
| 25 Mar | 23306.45 | 323.2 | 71.2 | 20.24 | 488 | 436 | 440 | |||||||||
| 24 Mar | 22912.40 | 266 | 64.7 | 21.9 | 468 | 389 | 392 | |||||||||
| 23 Mar | 22512.65 | 194.4 | -80.75 | 23.46 | 648 | 352 | 357 | |||||||||
| 20 Mar | 23114.50 | 276.8 | 14.9 | 18.88 | 341 | 274 | 392 | |||||||||
| 19 Mar | 23002.15 | 272 | -161.4 | 18.9 | 400 | 355 | 355 | |||||||||
| 18 Mar | 23777.80 | 432.55 | 22.55 | 15.34 | 236 | -32 | 201 | |||||||||
| 17 Mar | 23581.15 | 410 | 16.25 | 17.26 | 60 | 125 | 233 | |||||||||
| 16 Mar | 23408.80 | 377.75 | 25.55 | 18.53 | 109 | -47 | 246 | |||||||||
| 13 Mar | 23151.10 | 355.2 | -184.1 | 19.16 | 303 | 267 | 293 | |||||||||
| 12 Mar | 23639.15 | 524.8 | -119.75 | 18.26 | 190 | 128 | 128 | |||||||||
| 11 Mar | 23866.85 | 633.15 | -228.15 | 18.12 | 57 | 3 | 70 | |||||||||
| 10 Mar | 24261.60 | 861.3 | 29.6 | 17.2 | 25 | 68 | 68 | |||||||||
| 9 Mar | 24028.05 | 835 | -324.9 | 20.94 | 91 | 44 | 69 | |||||||||
| 6 Mar | 24450.45 | 1159.9 | 7.95 | 21.3 | 2 | 0 | 25 | |||||||||
| 5 Mar | 24765.90 | 1151.95 | 201.6 | 15.02 | 4 | 26 | 26 | |||||||||
| 4 Mar | 24480.50 | 950.35 | -249.3 | 14.4 | 9 | 4 | 27 | |||||||||
| 2 Mar | 24865.70 | 1199.65 | -453.5 | 12.62 | 15 | 3 | 24 | |||||||||
| 27 Feb | 25178.65 | 1653.15 | -258.1 | - | 0 | 0 | 21 | |||||||||
| 26 Feb | 25496.55 | 1653.15 | -258.1 | - | 0 | 0 | 21 | |||||||||
| 25 Feb | 25482.50 | 1653.15 | -258.1 | - | 1 | 0 | 21 | |||||||||
| 24 Feb | 25424.65 | 1653.15 | -258.1 | 6.44 | 1 | 0 | 20 | |||||||||
| 23 Feb | 25713.00 | 1907.15 | 97.5 | - | 2 | 0 | 20 | |||||||||
| 20 Feb | 25571.25 | 1801.7 | 48.35 | - | 4 | 0 | 20 | |||||||||
| 19 Feb | 25454.35 | 1748.2 | -303 | - | 0 | 0 | 20 | |||||||||
| 18 Feb | 25819.35 | 1748.2 | -303 | - | 0 | 0 | 20 | |||||||||
| 17 Feb | 25725.40 | 1748.2 | -303 | - | 0 | 0 | 20 | |||||||||
| 16 Feb | 25682.75 | 1748.2 | -303 | - | 0 | 0 | 20 | |||||||||
| 13 Feb | 25471.10 | 1748.2 | -303 | - | 2 | 0 | 20 | |||||||||
| 12 Feb | 25807.20 | 2045.7 | -121.15 | - | 2 | 0 | 20 | |||||||||
| 11 Feb | 25953.85 | 2161.55 | -0.05 | - | 2 | 0 | 21 | |||||||||
| 10 Feb | 25935.15 | 2161.6 | 228.2 | - | 1 | 0 | 21 | |||||||||
| 9 Feb | 25867.30 | 1937.05 | 0.65 | - | 0 | 0 | 21 | |||||||||
| 6 Feb | 25693.70 | 1937.05 | 0.65 | - | 2 | 0 | 21 | |||||||||
| 5 Feb | 25642.80 | 1936.4 | -134.8 | - | 1 | 0 | 21 | |||||||||
| 4 Feb | 25776.00 | 2071.1 | 1.2 | - | 22 | 14 | 16 | |||||||||
| 3 Feb | 25727.55 | 2069.9 | 614.15 | - | 1 | 0 | 1 | |||||||||
| 2 Feb | 25088.40 | 1452.2 | -133.65 | - | 2 | 0 | 0 | |||||||||
| 1 Feb | 24825.45 | 1585.85 | 0 | - | 0 | 0 | 0 | |||||||||
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| 30 Jan | 25320.65 | 1585.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 25418.90 | 1585.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24150 expiring on 28APR2026
Delta for 24150 CE is 0.31
Historical price for 24150 CE is as follows
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 90.6, which was -103 lower than the previous day. The implied volatity was 17.53, the open interest changed by 27733 which increased total open position to 49146
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 192, which was -171.3 lower than the previous day. The implied volatity was 15.26, the open interest changed by 20190 which increased total open position to 21781
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 362.2, which was -172.8 lower than the previous day. The implied volatity was 17.54, the open interest changed by 337 which increased total open position to 1621
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 534.5, which was 133.60000000000002 higher than the previous day. The implied volatity was 17.04, the open interest changed by -376 which decreased total open position to 1289
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 390, which was -23.899999999999977 lower than the previous day. The implied volatity was 18.54, the open interest changed by -606 which decreased total open position to 1667
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 427.75, which was 94.19999999999999 higher than the previous day. The implied volatity was 16.45, the open interest changed by -138 which decreased total open position to 2279
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 329, which was -46.80000000000001 lower than the previous day. The implied volatity was 16.14, the open interest changed by 467 which increased total open position to 2467
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 370, which was 117.94999999999999 higher than the previous day. The implied volatity was 17, the open interest changed by 986 which increased total open position to 1999
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 246, which was -103.14999999999998 lower than the previous day. The implied volatity was 18.6, the open interest changed by 109 which increased total open position to 995
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 351.9, which was 73.19999999999999 higher than the previous day. The implied volatity was 17.08, the open interest changed by -106 which decreased total open position to 888
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 279.65, which was -74.85000000000002 lower than the previous day. The implied volatity was 19, the open interest changed by 363 which increased total open position to 1012
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 363.45, which was 212 higher than the previous day. The implied volatity was 16.32, the open interest changed by -4388 which decreased total open position to 680
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 154.6, which was 6.9 higher than the previous day. The implied volatity was 20.82, the open interest changed by -2352 which decreased total open position to 636
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 148.8, which was 35.45 higher than the previous day. The implied volatity was 22.2, the open interest changed by 216 which increased total open position to 622
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 112, which was -17.5 lower than the previous day. The implied volatity was 20.89, the open interest changed by 246 which increased total open position to 604
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 130.15, which was -2.7 lower than the previous day. The implied volatity was 21.55, the open interest changed by -984 which decreased total open position to 623
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 138.75, which was -83.2 lower than the previous day. The implied volatity was 24.68, the open interest changed by -63 which decreased total open position to 524
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 215.65, which was -100.7 lower than the previous day. The implied volatity was 22.31, the open interest changed by 125 which increased total open position to 588
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 323.2, which was 71.2 higher than the previous day. The implied volatity was 20.24, the open interest changed by 436 which increased total open position to 440
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 266, which was 64.7 higher than the previous day. The implied volatity was 21.9, the open interest changed by 389 which increased total open position to 392
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 194.4, which was -80.75 lower than the previous day. The implied volatity was 23.46, the open interest changed by 352 which increased total open position to 357
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 276.8, which was 14.9 higher than the previous day. The implied volatity was 18.88, the open interest changed by 274 which increased total open position to 392
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 272, which was -161.4 lower than the previous day. The implied volatity was 18.9, the open interest changed by 355 which increased total open position to 355
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 432.55, which was 22.55 higher than the previous day. The implied volatity was 15.34, the open interest changed by -32 which decreased total open position to 201
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 410, which was 16.25 higher than the previous day. The implied volatity was 17.26, the open interest changed by 125 which increased total open position to 233
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 377.75, which was 25.55 higher than the previous day. The implied volatity was 18.53, the open interest changed by -47 which decreased total open position to 246
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 355.2, which was -184.1 lower than the previous day. The implied volatity was 19.16, the open interest changed by 267 which increased total open position to 293
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 524.8, which was -119.75 lower than the previous day. The implied volatity was 18.26, the open interest changed by 128 which increased total open position to 128
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 633.15, which was -228.15 lower than the previous day. The implied volatity was 18.12, the open interest changed by 3 which increased total open position to 70
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 861.3, which was 29.6 higher than the previous day. The implied volatity was 17.2, the open interest changed by 68 which increased total open position to 68
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 835, which was -324.9 lower than the previous day. The implied volatity was 20.94, the open interest changed by 44 which increased total open position to 69
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1159.9, which was 7.95 higher than the previous day. The implied volatity was 21.3, the open interest changed by 0 which decreased total open position to 25
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1151.95, which was 201.6 higher than the previous day. The implied volatity was 15.02, the open interest changed by 26 which increased total open position to 26
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 950.35, which was -249.3 lower than the previous day. The implied volatity was 14.4, the open interest changed by 4 which increased total open position to 27
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 1199.65, which was -453.5 lower than the previous day. The implied volatity was 12.62, the open interest changed by 3 which increased total open position to 24
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 1653.15, which was -258.1 lower than the previous day. The implied volatity was -, 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 1653.15, which was -258.1 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 1653.15, which was -258.1 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 1653.15, which was -258.1 lower than the previous day. The implied volatity was 6.44, 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 1907.15, which was 97.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 1801.7, which was 48.35 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 1748.2, which was -303 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 1748.2, which was -303 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 1748.2, which was -303 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 1748.2, which was -303 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 1748.2, which was -303 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 2045.7, which was -121.15 lower 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 2161.55, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 2161.6, which was 228.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 1937.05, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 1937.05, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 1936.4, which was -134.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 2071.1, which was 1.2 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 16
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 2069.9, which was 614.15 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 1452.2, which was -133.65 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 1585.85, 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 1585.85, 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 1585.85, 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) 24150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.7
Vega: 0.09
Theta: -14.39
Gamma: 0.00082
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23897.95 | 308 | 127 | 16.16 | 5,29,117 | -16,638 | 8,269 |
| 23 Apr | 24173.05 | 179.1 | 48.75 | 16.55 | 8,38,539 | 17,490 | 26,607 |
| 22 Apr | 24378.10 | 123.25 | 22.049999999999997 | 17.51 | 2,77,661 | 2,222 | 9,430 |
| 21 Apr | 24576.60 | 100.5 | -115.9 | 19.59 | 24,012 | 2,993 | 7,225 |
| 20 Apr | 24364.85 | 226.1 | 32.29999999999998 | 21.97 | 18,496 | 969 | 4,238 |
| 17 Apr | 24353.55 | 187.75 | -95.60000000000002 | 17.59 | 11,261 | 624 | 3,270 |
| 16 Apr | 24196.75 | 295 | 12.600000000000023 | 18.77 | 12,032 | 1,065 | 2,650 |
| 15 Apr | 24231.30 | 291.2 | -242.90000000000003 | 18.73 | 9,695 | 840 | 1,585 |
| 13 Apr | 23842.65 | 541 | 137.2 | 20 | 929 | 5 | 707 |
| 10 Apr | 24050.60 | 390.9 | -178.25 | 17.36 | 1,164 | 201 | 700 |
| 9 Apr | 23775.10 | 554.35 | 113.05000000000001 | 17.22 | 266 | 53 | 499 |
| 8 Apr | 23997.35 | 431.05 | -668.95 | 19.1 | 392 | 446 | 447 |
| 7 Apr | 23123.65 | 1100 | -119.15 | 24.51 | 7 | 404 | 404 |
| 6 Apr | 22968.25 | 1219.2 | -210.8 | 23.57 | 12 | 404 | 404 |
| 2 Apr | 22713.10 | 1430 | -38.3 | 23.35 | 1 | 0 | 407 |
| 1 Apr | 22679.40 | 1468.3 | -338.35 | 25.4 | 12 | -1 | 408 |
| 30 Mar | 22331.40 | 1794.7 | 418.7 | 29.06 | 92 | 391 | 409 |
| 27 Mar | 22819.60 | 1376 | 402.5 | 24.96 | 1 | 341 | 360 |
| 25 Mar | 23306.45 | 973.5 | -321.5 | 21.35 | 53 | -7 | 359 |
| 24 Mar | 22912.40 | 1295 | -290.5 | 24.65 | 95 | 24 | 359 |
| 23 Mar | 22512.65 | 1585.5 | 477.05 | 22.05 | 20 | 339 | 339 |
| 20 Mar | 23114.50 | 1105.85 | -22.35 | 21.48 | 70 | 349 | 349 |
| 19 Mar | 23002.15 | 1128.2 | 464.5 | 21.1 | 75 | 18 | 344 |
| 18 Mar | 23777.80 | 663.7 | -163.65 | 18.96 | 344 | 220 | 326 |
| 17 Mar | 23581.15 | 827.35 | -122.65 | 20.5 | 21 | 99 | 105 |
| 16 Mar | 23408.80 | 950 | -98.6 | 20.53 | 56 | -18 | 99 |
| 13 Mar | 23151.10 | 1048.6 | 268.8 | 19.68 | 54 | 117 | 117 |
| 12 Mar | 23639.15 | 777.95 | 90.75 | 19.81 | 128 | 84 | 125 |
| 11 Mar | 23866.85 | 693.95 | 246.3 | 20.36 | 116 | 6 | 123 |
| 10 Mar | 24261.60 | 440 | -218.3 | 18.32 | 264 | 27 | 118 |
| 9 Mar | 24028.05 | 688 | 260.65 | 22 | 222 | 93 | 93 |
| 6 Mar | 24450.45 | 427.35 | 148.45 | 19.4 | 10 | -4 | 136 |
| 5 Mar | 24765.90 | 278.9 | -148.1 | 17.28 | 38 | -8 | 141 |
| 4 Mar | 24480.50 | 439.25 | 188.45 | 19.6 | 126 | 74 | 149 |
| 2 Mar | 24865.70 | 244.55 | 118.1 | 16.82 | 130 | 31 | 75 |
| 27 Feb | 25178.65 | 127.15 | 38.2 | 14.74 | 67 | -1 | 45 |
| 26 Feb | 25496.55 | 88.25 | -8.8 | 14.78 | 8 | -7 | 47 |
| 25 Feb | 25482.50 | 97.05 | -18.55 | 15.02 | 26 | -12 | 50 |
| 24 Feb | 25424.65 | 115.6 | 26.45 | 15.69 | 24 | 12 | 57 |
| 23 Feb | 25713.00 | 88.2 | -3.5 | 15.7 | 38 | 19 | 44 |
| 20 Feb | 25571.25 | 91.7 | -16.3 | 14.89 | 27 | -5 | 30 |
| 19 Feb | 25454.35 | 114.05 | 39.75 | 14.98 | 20 | 11 | 39 |
| 18 Feb | 25819.35 | 74.3 | -8.35 | 15.1 | 18 | 5 | 23 |
| 17 Feb | 25725.40 | 82.65 | -14.4 | 15.02 | 33 | -10 | 13 |
| 16 Feb | 25682.75 | 97.05 | 1.85 | 15.47 | 10 | -5 | 24 |
| 13 Feb | 25471.10 | 95.2 | 39.2 | 14.04 | 17 | 10 | 24 |
| 12 Feb | 25807.20 | 56 | -13.05 | - | 0 | 0 | 14 |
| 11 Feb | 25953.85 | 56 | -13.05 | 14.23 | 11 | 10 | 13 |
| 10 Feb | 25935.15 | 69.05 | -9.95 | - | 0 | 0 | 3 |
| 9 Feb | 25867.30 | 69.05 | -9.95 | 14.5 | 2 | -1 | 2 |
| 6 Feb | 25693.70 | 79 | -3.85 | 13.97 | 2 | 1 | 3 |
| 5 Feb | 25642.80 | 82.85 | 6.8 | 13.94 | 8 | -3 | 3 |
| 4 Feb | 25776.00 | 76.05 | -18.95 | 14.01 | 9 | -2 | 11 |
| 3 Feb | 25727.55 | 95 | -42.3 | 14.74 | 10 | 5 | 13 |
| 2 Feb | 25088.40 | 137.3 | -23.5 | - | 0 | 0 | 8 |
| 1 Feb | 24825.45 | 137.3 | -23.5 | 11.33 | 8 | 1 | 4 |
| 30 Jan | 25320.65 | 160.8 | -29.8 | 15.06 | 3 | 0 | 0 |
| 29 Jan | 25418.90 | 190.6 | 0 | 3.59 | 0 | 0 | 0 |
For Nifty - strike price 24150 expiring on 28APR2026
Delta for 24150 PE is -0.7
Historical price for 24150 PE is as follows
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 308, which was 127 higher than the previous day. The implied volatity was 16.16, the open interest changed by -16638 which decreased total open position to 8269
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 179.1, which was 48.75 higher than the previous day. The implied volatity was 16.55, the open interest changed by 17490 which increased total open position to 26607
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 123.25, which was 22.049999999999997 higher than the previous day. The implied volatity was 17.51, the open interest changed by 2222 which increased total open position to 9430
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 100.5, which was -115.9 lower than the previous day. The implied volatity was 19.59, the open interest changed by 2993 which increased total open position to 7225
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 226.1, which was 32.29999999999998 higher than the previous day. The implied volatity was 21.97, the open interest changed by 969 which increased total open position to 4238
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 187.75, which was -95.60000000000002 lower than the previous day. The implied volatity was 17.59, the open interest changed by 624 which increased total open position to 3270
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 295, which was 12.600000000000023 higher than the previous day. The implied volatity was 18.77, the open interest changed by 1065 which increased total open position to 2650
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 291.2, which was -242.90000000000003 lower than the previous day. The implied volatity was 18.73, the open interest changed by 840 which increased total open position to 1585
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 541, which was 137.2 higher than the previous day. The implied volatity was 20, the open interest changed by 5 which increased total open position to 707
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 390.9, which was -178.25 lower than the previous day. The implied volatity was 17.36, the open interest changed by 201 which increased total open position to 700
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 554.35, which was 113.05000000000001 higher than the previous day. The implied volatity was 17.22, the open interest changed by 53 which increased total open position to 499
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 431.05, which was -668.95 lower than the previous day. The implied volatity was 19.1, the open interest changed by 446 which increased total open position to 447
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1100, which was -119.15 lower than the previous day. The implied volatity was 24.51, the open interest changed by 404 which increased total open position to 404
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1219.2, which was -210.8 lower than the previous day. The implied volatity was 23.57, the open interest changed by 404 which increased total open position to 404
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1430, which was -38.3 lower than the previous day. The implied volatity was 23.35, the open interest changed by 0 which decreased total open position to 407
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1468.3, which was -338.35 lower than the previous day. The implied volatity was 25.4, the open interest changed by -1 which decreased total open position to 408
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1794.7, which was 418.7 higher than the previous day. The implied volatity was 29.06, the open interest changed by 391 which increased total open position to 409
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1376, which was 402.5 higher than the previous day. The implied volatity was 24.96, the open interest changed by 341 which increased total open position to 360
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 973.5, which was -321.5 lower than the previous day. The implied volatity was 21.35, the open interest changed by -7 which decreased total open position to 359
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1295, which was -290.5 lower than the previous day. The implied volatity was 24.65, the open interest changed by 24 which increased total open position to 359
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1585.5, which was 477.05 higher than the previous day. The implied volatity was 22.05, the open interest changed by 339 which increased total open position to 339
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1105.85, which was -22.35 lower than the previous day. The implied volatity was 21.48, the open interest changed by 349 which increased total open position to 349
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1128.2, which was 464.5 higher than the previous day. The implied volatity was 21.1, the open interest changed by 18 which increased total open position to 344
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 663.7, which was -163.65 lower than the previous day. The implied volatity was 18.96, the open interest changed by 220 which increased total open position to 326
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 827.35, which was -122.65 lower than the previous day. The implied volatity was 20.5, the open interest changed by 99 which increased total open position to 105
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 950, which was -98.6 lower than the previous day. The implied volatity was 20.53, the open interest changed by -18 which decreased total open position to 99
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1048.6, which was 268.8 higher than the previous day. The implied volatity was 19.68, the open interest changed by 117 which increased total open position to 117
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 777.95, which was 90.75 higher than the previous day. The implied volatity was 19.81, the open interest changed by 84 which increased total open position to 125
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 693.95, which was 246.3 higher than the previous day. The implied volatity was 20.36, the open interest changed by 6 which increased total open position to 123
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 440, which was -218.3 lower than the previous day. The implied volatity was 18.32, the open interest changed by 27 which increased total open position to 118
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 688, which was 260.65 higher than the previous day. The implied volatity was 22, the open interest changed by 93 which increased total open position to 93
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 427.35, which was 148.45 higher than the previous day. The implied volatity was 19.4, the open interest changed by -4 which decreased total open position to 136
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 278.9, which was -148.1 lower than the previous day. The implied volatity was 17.28, the open interest changed by -8 which decreased total open position to 141
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 439.25, which was 188.45 higher than the previous day. The implied volatity was 19.6, the open interest changed by 74 which increased total open position to 149
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 244.55, which was 118.1 higher than the previous day. The implied volatity was 16.82, the open interest changed by 31 which increased total open position to 75
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 127.15, which was 38.2 higher than the previous day. The implied volatity was 14.74, the open interest changed by -1 which decreased total open position to 45
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 88.25, which was -8.8 lower than the previous day. The implied volatity was 14.78, the open interest changed by -7 which decreased total open position to 47
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 97.05, which was -18.55 lower than the previous day. The implied volatity was 15.02, the open interest changed by -12 which decreased total open position to 50
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 115.6, which was 26.45 higher than the previous day. The implied volatity was 15.69, the open interest changed by 12 which increased total open position to 57
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 88.2, which was -3.5 lower than the previous day. The implied volatity was 15.7, the open interest changed by 19 which increased total open position to 44
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 91.7, which was -16.3 lower than the previous day. The implied volatity was 14.89, the open interest changed by -5 which decreased total open position to 30
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 114.05, which was 39.75 higher than the previous day. The implied volatity was 14.98, the open interest changed by 11 which increased total open position to 39
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 74.3, which was -8.35 lower than the previous day. The implied volatity was 15.1, the open interest changed by 5 which increased total open position to 23
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 82.65, which was -14.4 lower than the previous day. The implied volatity was 15.02, the open interest changed by -10 which decreased total open position to 13
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 97.05, which was 1.85 higher than the previous day. The implied volatity was 15.47, the open interest changed by -5 which decreased total open position to 24
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 95.2, which was 39.2 higher than the previous day. The implied volatity was 14.04, the open interest changed by 10 which increased total open position to 24
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 56, which was -13.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 56, which was -13.05 lower than the previous day. The implied volatity was 14.23, the open interest changed by 10 which increased total open position to 13
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 69.05, which was -9.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 69.05, which was -9.95 lower than the previous day. The implied volatity was 14.5, the open interest changed by -1 which decreased total open position to 2
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 79, which was -3.85 lower than the previous day. The implied volatity was 13.97, the open interest changed by 1 which increased total open position to 3
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 82.85, which was 6.8 higher than the previous day. The implied volatity was 13.94, the open interest changed by -3 which decreased total open position to 3
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 76.05, which was -18.95 lower than the previous day. The implied volatity was 14.01, the open interest changed by -2 which decreased total open position to 11
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 95, which was -42.3 lower than the previous day. The implied volatity was 14.74, the open interest changed by 5 which increased total open position to 13
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 137.3, which was -23.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 137.3, which was -23.5 lower than the previous day. The implied volatity was 11.33, the open interest changed by 1 which increased total open position to 4
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 160.8, which was -29.8 lower than the previous day. The implied volatity was 15.06, 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 190.6, which was 0 lower than the previous day. The implied volatity was 3.59, the open interest changed by 0 which decreased total open position to 0
