Historical option data for NIFTY
25 Jun 2026 01:47 PM IST
| NIFTY 30-Jun-2026 (5d) 24150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.6
Vega: 0.11
Theta: -7.79
Gamma: 0.00138
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Jun | 24199.40 | 138.4 | 45.4 (48.82%) | 9.51 | 14,94,819 | 20,963 | 55,477 | |||||||||
| 24 Jun | 24021.65 | 92.4 | 35.4 (62.11%) | 11.19 | 10,37,219 | -5,813 | 35,839 | |||||||||
| 23 Jun | 23824.10 | 51.4 | -95.6 (-65.03%) | 12.31 | 2,43,881 | 18,228 | 41,826 | |||||||||
| 22 Jun | 24102.90 | 140 | -1 (-0.71%) | 10.72 | 1,11,479 | 18,788 | 24,221 | |||||||||
| 19 Jun | 24013.10 | 148 | -60 (-28.85%) | 10.58 | 26,712 | -726 | 5,463 | |||||||||
| 18 Jun | 24168.00 | 218.9 | 31.9 (17.06%) | 10.13 | 29,266 | 3,300 | 6,194 | |||||||||
| 17 Jun | 24085.70 | 185.5 | 28.5 (18.15%) | 10.73 | 12,057 | 324 | 2,898 | |||||||||
| 16 Jun | 23989.15 | 159.65 | 7.65 (5.03%) | 10.91 | 5,425 | 595 | 2,586 | |||||||||
| 15 Jun | 23853.90 | 156.85 | 46.85 (42.59%) | 13.2 | 6,014 | 395 | 1,992 | |||||||||
| 12 Jun | 23622.90 | 118 | 78 (195.00%) | 13.59 | 6,467 | -434 | 1,590 | |||||||||
| 11 Jun | 23161.60 | 41.8 | -9.2 (-18.04%) | 13.78 | 2,933 | 341 | 2,019 | |||||||||
| 10 Jun | 23214.95 | 49.3 | -16.7 (-25.30%) | 13.67 | 3,047 | 378 | 1,688 | |||||||||
| 9 Jun | 23242.10 | 68.3 | 2.3 (3.48%) | 14.31 | 2,104 | 22 | 1,318 | |||||||||
| 8 Jun | 23123.00 | 65 | -44 (-40.37%) | 15.43 | 2,466 | 346 | 1,295 | |||||||||
| 5 Jun | 23366.70 | 105.9 | -28.1 (-20.97%) | 13.94 | 1,355 | 56 | 949 | |||||||||
| 4 Jun | 23416.55 | 136.1 | -9.9 (-6.78%) | 14.26 | 1,421 | 7 | 892 | |||||||||
| 3 Jun | 23405.60 | 137 | -14 (-9.27%) | 14.54 | 1,815 | 178 | 888 | |||||||||
| 2 Jun | 23483.55 | 152.8 | 15.8 (11.53%) | 13.54 | 1,453 | -33 | 704 | |||||||||
| 1 Jun | 23382.60 | 133.55 | -96.45 (-41.93%) | 13.98 | 1,126 | 35 | 740 | |||||||||
| 29 May | 23547.75 | 232 | -84 (-26.58%) | 14.58 | 1,661 | 271 | 711 | |||||||||
| 27 May | 23907.15 | 322.75 | -13.25 (-3.94%) | 12.72 | 985 | 115 | 444 | |||||||||
| 26 May | 23913.70 | 337.05 | -78.95 (-18.98%) | 12.81 | 555 | 61 | 329 | |||||||||
| 25 May | 24031.70 | 431.9 | 92.9 (27.40%) | 13.75 | 315 | 34 | 267 | |||||||||
| 22 May | 23719.30 | 344.75 | 24.75 (7.73%) | 14.81 | 121 | 1 | 233 | |||||||||
| 21 May | 23654.70 | 321.2 | -29.8 (-8.49%) | 15.19 | 188 | 34 | 232 | |||||||||
| 20 May | 23659.00 | 358.25 | 21.25 (6.31%) | 15.88 | 262 | -5 | 199 | |||||||||
| 19 May | 23618.00 | 335.7 | -42.3 (-11.19%) | 15.76 | 76 | -20 | 208 | |||||||||
| 18 May | 23649.95 | 383.95 | -2.05 (-0.53%) | 16.48 | 76 | -1 | 229 | |||||||||
| 15 May | 23643.50 | 385.5 | -29.1 (-7.02%) | 15.68 | 65 | -11 | 228 | |||||||||
| 14 May | 23689.60 | 423.8 | 78.1 (22.59%) | 16.25 | 58 | -11 | 226 | |||||||||
| 13 May | 23412.60 | 340.55 | 8.5 (2.56%) | 0 | 76 | -8 | 237 | |||||||||
| 12 May | 23379.55 | 345 | -168.4 (-32.80%) | 0 | 190 | 12 | 245 | |||||||||
| 11 May | 23815.85 | 509.05 | -180.9 (-26.22%) | 0 | 118 | 28 | 234 | |||||||||
| 8 May | 24176.15 | 682.45 | -95.7 (-12.30%) | 15.45 | 144 | 49 | 206 | |||||||||
| 7 May | 24326.65 | 784 | -35.4 (-4.32%) | 15.48 | 75 | -2 | 157 | |||||||||
| 6 May | 24330.95 | 821.55 | 158.8 (23.96%) | 16.35 | 169 | -46 | 159 | |||||||||
| 5 May | 24032.80 | 667 | -50.6 (-7.05%) | 16.32 | 74 | 2 | 203 | |||||||||
| 4 May | 24119.30 | 719 | 19.55 (2.80%) | 16.45 | 92 | 106 | 200 | |||||||||
| 30 Apr | 23997.55 | 701.55 | -60.8 (-7.98%) | 16.4 | 146 | 99 | 193 | |||||||||
| 29 Apr | 24177.65 | 746.5 | 64.55 (9.47%) | 15.76 | 58 | -13 | 92 | |||||||||
| 28 Apr | 23995.70 | 674.2 | -58.9 (-8.03%) | 16.37 | 101 | 38 | 105 | |||||||||
| 27 Apr | 24092.70 | 733.1 | 11.35 (1.57%) | 17.38 | 27 | -2 | 67 | |||||||||
| 24 Apr | 23897.95 | 721.75 | -115.65 (-13.81%) | 17.6 | 33 | 28 | 68 | |||||||||
| 23 Apr | 24173.05 | 840 | -133.15 (-13.68%) | 16.94 | 31 | 0 | 39 | |||||||||
| 22 Apr | 24378.10 | 973.15 | 0 (0.00%) | - | 0 | 0 | 39 | |||||||||
| 21 Apr | 24576.60 | 973.15 | 0 (0.00%) | 16.27 | 0 | 0 | 39 | |||||||||
| 20 Apr | 24364.85 | 973.15 | 31.8 (3.38%) | 16.27 | 3 | 0 | 39 | |||||||||
| 17 Apr | 24353.55 | 941.35 | 45.7 (5.10%) | 16.47 | 16 | -3 | 39 | |||||||||
| 16 Apr | 24196.75 | 889.15 | -40.25 (-4.33%) | 16.59 | 29 | -5 | 42 | |||||||||
| 15 Apr | 24231.30 | 929 | 129.2 (16.15%) | 17.06 | 18 | 0 | 53 | |||||||||
| 13 Apr | 23842.65 | 799.8 | -27.7 (-3.35%) | 17.79 | 11 | 8 | 53 | |||||||||
| 10 Apr | 24050.60 | 842.25 | 82.7 (10.89%) | 16.33 | 12 | -8 | 45 | |||||||||
| 9 Apr | 23775.10 | 759.55 | -58.85 (-7.19%) | 18.24 | 4 | 0 | 51 | |||||||||
| 8 Apr | 23997.35 | 818.4 | 281.7 (52.49%) | 13.1 | 64 | -34 | 51 | |||||||||
| 7 Apr | 23123.65 | 536.7 | 25.45 (4.98%) | 16.72 | 19 | -4 | 98 | |||||||||
| 6 Apr | 22968.25 | 511.25 | 50.05 (10.85%) | 17.61 | 67 | 40 | 104 | |||||||||
| 2 Apr | 22713.10 | 461.3 | 194.55 (72.93%) | 18.08 | 115 | 76 | 76 | |||||||||
For Nifty - strike price 24150 expiring on 30JUN2026
Delta for 24150 CE is 0.6
Historical price for 24150 CE is as follows
On 25 Jun NIFTY was trading at 24199.40. The strike last trading price was 138.4, which was 45.4 higher than the previous day. The implied volatity was 9.51, the open interest changed by 20963 which increased total open position to 55477
On 24 Jun NIFTY was trading at 24021.65. The strike last trading price was 92.4, which was 35.4 higher than the previous day. The implied volatity was 11.19, the open interest changed by -5813 which decreased total open position to 35839
On 23 Jun NIFTY was trading at 23824.10. The strike last trading price was 51.4, which was -95.6 lower than the previous day. The implied volatity was 12.31, the open interest changed by 18228 which increased total open position to 41826
On 22 Jun NIFTY was trading at 24102.90. The strike last trading price was 140, which was -1 lower than the previous day. The implied volatity was 10.72, the open interest changed by 18788 which increased total open position to 24221
On 19 Jun NIFTY was trading at 24013.10. The strike last trading price was 148, which was -60 lower than the previous day. The implied volatity was 10.58, the open interest changed by -726 which decreased total open position to 5463
On 18 Jun NIFTY was trading at 24168.00. The strike last trading price was 218.9, which was 31.9 higher than the previous day. The implied volatity was 10.13, the open interest changed by 3300 which increased total open position to 6194
On 17 Jun NIFTY was trading at 24085.70. The strike last trading price was 185.5, which was 28.5 higher than the previous day. The implied volatity was 10.73, the open interest changed by 324 which increased total open position to 2898
On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 159.65, which was 7.65 higher than the previous day. The implied volatity was 10.91, the open interest changed by 595 which increased total open position to 2586
On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 156.85, which was 46.85 higher than the previous day. The implied volatity was 13.2, the open interest changed by 395 which increased total open position to 1992
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 118, which was 78 higher than the previous day. The implied volatity was 13.59, the open interest changed by -434 which decreased total open position to 1590
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 41.8, which was -9.2 lower than the previous day. The implied volatity was 13.78, the open interest changed by 341 which increased total open position to 2019
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 49.3, which was -16.7 lower than the previous day. The implied volatity was 13.67, the open interest changed by 378 which increased total open position to 1688
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 68.3, which was 2.3 higher than the previous day. The implied volatity was 14.31, the open interest changed by 22 which increased total open position to 1318
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 65, which was -44 lower than the previous day. The implied volatity was 15.43, the open interest changed by 346 which increased total open position to 1295
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 105.9, which was -28.1 lower than the previous day. The implied volatity was 13.94, the open interest changed by 56 which increased total open position to 949
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 136.1, which was -9.9 lower than the previous day. The implied volatity was 14.26, the open interest changed by 7 which increased total open position to 892
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 137, which was -14 lower than the previous day. The implied volatity was 14.54, the open interest changed by 178 which increased total open position to 888
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 152.8, which was 15.8 higher than the previous day. The implied volatity was 13.54, the open interest changed by -33 which decreased total open position to 704
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 133.55, which was -96.45 lower than the previous day. The implied volatity was 13.98, the open interest changed by 35 which increased total open position to 740
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 232, which was -84 lower than the previous day. The implied volatity was 14.58, the open interest changed by 271 which increased total open position to 711
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 322.75, which was -13.25 lower than the previous day. The implied volatity was 12.72, the open interest changed by 115 which increased total open position to 444
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 337.05, which was -78.95 lower than the previous day. The implied volatity was 12.81, the open interest changed by 61 which increased total open position to 329
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 431.9, which was 92.9 higher than the previous day. The implied volatity was 13.75, the open interest changed by 34 which increased total open position to 267
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 344.75, which was 24.75 higher than the previous day. The implied volatity was 14.81, the open interest changed by 1 which increased total open position to 233
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 321.2, which was -29.8 lower than the previous day. The implied volatity was 15.19, the open interest changed by 34 which increased total open position to 232
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 358.25, which was 21.25 higher than the previous day. The implied volatity was 15.88, the open interest changed by -5 which decreased total open position to 199
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 335.7, which was -42.3 lower than the previous day. The implied volatity was 15.76, the open interest changed by -20 which decreased total open position to 208
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 383.95, which was -2.05 lower than the previous day. The implied volatity was 16.48, the open interest changed by -1 which decreased total open position to 229
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 385.5, which was -29.1 lower than the previous day. The implied volatity was 15.68, the open interest changed by -11 which decreased total open position to 228
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 423.8, which was 78.1 higher than the previous day. The implied volatity was 16.25, the open interest changed by -11 which decreased total open position to 226
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 340.55, which was 8.5 higher than the previous day. The implied volatity was 0, the open interest changed by -8 which decreased total open position to 237
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 345, which was -168.4 lower than the previous day. The implied volatity was 0, the open interest changed by 12 which increased total open position to 245
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 509.05, which was -180.9 lower than the previous day. The implied volatity was 0, the open interest changed by 28 which increased total open position to 234
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 682.45, which was -95.7 lower than the previous day. The implied volatity was 15.45, the open interest changed by 49 which increased total open position to 206
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 784, which was -35.4 lower than the previous day. The implied volatity was 15.48, the open interest changed by -2 which decreased total open position to 157
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 821.55, which was 158.8 higher than the previous day. The implied volatity was 16.35, the open interest changed by -46 which decreased total open position to 159
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 667, which was -50.6 lower than the previous day. The implied volatity was 16.32, the open interest changed by 2 which increased total open position to 203
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 719, which was 19.55 higher than the previous day. The implied volatity was 16.45, the open interest changed by 106 which increased total open position to 200
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 701.55, which was -60.8 lower than the previous day. The implied volatity was 16.4, the open interest changed by 99 which increased total open position to 193
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 746.5, which was 64.55 higher than the previous day. The implied volatity was 15.76, the open interest changed by -13 which decreased total open position to 92
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 674.2, which was -58.9 lower than the previous day. The implied volatity was 16.37, the open interest changed by 38 which increased total open position to 105
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 733.1, which was 11.35 higher than the previous day. The implied volatity was 17.38, the open interest changed by -2 which decreased total open position to 67
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 721.75, which was -115.65 lower than the previous day. The implied volatity was 17.6, the open interest changed by 28 which increased total open position to 68
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 840, which was -133.15 lower than the previous day. The implied volatity was 16.94, the open interest changed by 0 which decreased total open position to 39
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 973.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 973.15, which was 0 lower than the previous day. The implied volatity was 16.27, the open interest changed by 0 which decreased total open position to 39
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 973.15, which was 31.8 higher than the previous day. The implied volatity was 16.27, the open interest changed by 0 which decreased total open position to 39
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 941.35, which was 45.7 higher than the previous day. The implied volatity was 16.47, the open interest changed by -3 which decreased total open position to 39
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 889.15, which was -40.25 lower than the previous day. The implied volatity was 16.59, the open interest changed by -5 which decreased total open position to 42
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 929, which was 129.2 higher than the previous day. The implied volatity was 17.06, the open interest changed by 0 which decreased total open position to 53
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 799.8, which was -27.7 lower than the previous day. The implied volatity was 17.79, the open interest changed by 8 which increased total open position to 53
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 842.25, which was 82.7 higher than the previous day. The implied volatity was 16.33, the open interest changed by -8 which decreased total open position to 45
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 759.55, which was -58.85 lower than the previous day. The implied volatity was 18.24, the open interest changed by 0 which decreased total open position to 51
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 818.4, which was 281.7 higher than the previous day. The implied volatity was 13.1, the open interest changed by -34 which decreased total open position to 51
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 536.7, which was 25.45 higher than the previous day. The implied volatity was 16.72, the open interest changed by -4 which decreased total open position to 98
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 511.25, which was 50.05 higher than the previous day. The implied volatity was 17.61, the open interest changed by 40 which increased total open position to 104
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 461.3, which was 194.55 higher than the previous day. The implied volatity was 18.08, the open interest changed by 76 which increased total open position to 76
| NIFTY 30-Jun-2026 (5d) 24150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.4
Vega: 0.11
Theta: -7.79
Gamma: 0.00138
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Jun | 24199.40 | 80.55 | -114.7 (-58.75%) | 9.52 | 12,89,937 | 89,432 | 97,713 |
| 24 Jun | 24021.65 | 182.85 | -171.15 (-48.35%) | 9.36 | 1,72,722 | 259 | 8,339 |
| 23 Jun | 23824.10 | 389 | 222.05 (133.00%) | 13.17 | 1,27,529 | -7,053 | 8,442 |
| 22 Jun | 24102.90 | 169.45 | -64.7 (-27.63%) | 10.46 | 85,365 | 12,030 | 15,927 |
| 19 Jun | 24013.10 | 213.3 | 45.9 (27.42%) | 10.51 | 11,727 | -951 | 3,906 |
| 18 Jun | 24168.00 | 164.25 | -76.8 (-31.86%) | 11.25 | 20,822 | 3,879 | 4,871 |
| 17 Jun | 24085.70 | 243.95 | -62.9 (-20.50%) | 12.76 | 2,889 | 578 | 991 |
| 16 Jun | 23989.15 | 297.9 | -87.95 (-22.79%) | 12.79 | 550 | 154 | 415 |
| 15 Jun | 23853.90 | 384.6 | -182.3 (-32.16%) | 12.25 | 438 | 38 | 261 |
| 12 Jun | 23622.90 | 555.1 | -271.05 (-32.81%) | 12.71 | 79 | 20 | 225 |
| 11 Jun | 23161.60 | 826.15 | 826.15 (-12.11%) | 15.89 | 8 | 0 | 205 |
| 10 Jun | 23214.95 | 826.15 | -113.8 (-12.11%) | 15.89 | 8 | -4 | 205 |
| 9 Jun | 23242.10 | 939.95 | -101.5 (-9.75%) | 15.27 | 8 | -1 | 209 |
| 8 Jun | 23123.00 | 1041.5 | 237.25 (29.50%) | 16.61 | 13 | 3 | 213 |
| 5 Jun | 23366.70 | 804.25 | 20.65 (2.64%) | 14.74 | 10 | -1 | 210 |
| 4 Jun | 23416.55 | 782.05 | 51.25 (7.01%) | 14.5 | 23 | -4 | 210 |
| 3 Jun | 23405.60 | 730.8 | -12.2 (-1.64%) | 13.26 | 77 | -48 | 214 |
| 2 Jun | 23483.55 | 743 | -62.25 (-7.73%) | 13.92 | 30 | -1 | 262 |
| 1 Jun | 23382.60 | 805.25 | 176.95 (28.16%) | 14.29 | 108 | 38 | 264 |
| 29 May | 23547.75 | 627.95 | 175.15 (38.68%) | 13.27 | 332 | 37 | 227 |
| 27 May | 23907.15 | 450.2 | -52.55 (-10.45%) | 13.51 | 87 | 6 | 192 |
| 26 May | 23913.70 | 490 | 59.2 (13.74%) | 14.83 | 296 | -1 | 187 |
| 25 May | 24031.70 | 419.15 | -207.25 (-33.09%) | 14.37 | 183 | 108 | 186 |
| 22 May | 23719.30 | 621.55 | -182.35 (-22.68%) | 15.41 | 19 | 2 | 76 |
| 21 May | 23654.70 | 803.9 | 803.9 | - | 0 | 0 | 74 |
| 20 May | 23659.00 | 803.9 | 803.9 (4.79%) | 18.19 | 0 | 0 | 74 |
| 19 May | 23618.00 | 803.9 | 36.75 (4.79%) | 18.19 | 8 | -2 | 73 |
| 18 May | 23649.95 | 767.15 | 767.15 (0.00%) | - | 0 | 0 | 75 |
| 15 May | 23643.50 | 767.15 | 6.45 (0.85%) | 17.74 | 20 | 2 | 75 |
| 14 May | 23689.60 | 760.7 | -127.25 (-14.33%) | 0 | 7 | 0 | 72 |
| 13 May | 23412.60 | 887.95 | -36.55 (-3.95%) | 0 | 20 | 4 | 72 |
| 12 May | 23379.55 | 924.5 | 264.35 (40.04%) | 0 | 25 | -5 | 69 |
| 11 May | 23815.85 | 660.6 | 180.6 (37.63%) | 0 | 60 | -4 | 74 |
| 8 May | 24176.15 | 486.45 | 61.3 (14.42%) | 16.09 | 82 | 15 | 75 |
| 7 May | 24326.65 | 414.6 | 4.75 (1.16%) | 15.77 | 26 | 0 | 60 |
| 6 May | 24330.95 | 409.15 | -183.45 (-30.96%) | 15.46 | 134 | -35 | 60 |
| 5 May | 24032.80 | 592.6 | 45.65 (8.35%) | 16.69 | 44 | -8 | 95 |
| 4 May | 24119.30 | 537.05 | -82.1 (-13.26%) | 16.38 | 123 | -21 | 104 |
| 30 Apr | 23997.55 | 619.15 | 98.85 (19.00%) | 17.03 | 32 | -13 | 112 |
| 29 Apr | 24177.65 | 523.9 | -100.6 (-16.11%) | 16.04 | 120 | 12 | 124 |
| 28 Apr | 23995.70 | 624.5 | 57.6 (10.16%) | 16.31 | 38 | 1 | 114 |
| 27 Apr | 24092.70 | 567.05 | -102.95 (-15.37%) | 16.25 | 17 | 10 | 113 |
| 24 Apr | 23897.95 | 670 | 105.4 (18.67%) | 16.5 | 55 | 36 | 104 |
| 23 Apr | 24173.05 | 564.3 | 119.3 (26.81%) | 16.81 | 64 | -20 | 68 |
| 22 Apr | 24378.10 | 445 | 49.1 (12.40%) | 16.35 | 6 | 1 | 89 |
| 21 Apr | 24576.60 | 396.1 | -93.2 (-19.05%) | 16.09 | 17 | -11 | 90 |
| 20 Apr | 24364.85 | 489.3 | -68.7 (-12.31%) | 16.81 | 55 | 15 | 102 |
| 17 Apr | 24353.55 | 556 | 556 (-0.18%) | 16.18 | 0 | 0 | 87 |
| 16 Apr | 24196.75 | 556 | -1 (-0.18%) | 16.18 | 49 | 14 | 86 |
| 15 Apr | 24231.30 | 557 | -192.5 (-25.68%) | 16.29 | 29 | 10 | 73 |
| 13 Apr | 23842.65 | 749.5 | 96.2 (14.73%) | 16.72 | 3 | 2 | 62 |
| 10 Apr | 24050.60 | 653.3 | -130.05 (-16.60%) | 15.98 | 7 | 1 | 61 |
| 9 Apr | 23775.10 | 783.35 | 131.05 (20.09%) | 16.39 | 14 | 13 | 59 |
| 8 Apr | 23997.35 | 652.3 | -888.6 (-57.67%) | 18.54 | 48 | 43 | 45 |
| 7 Apr | 23123.65 | 1540.9 | -111.85 (-6.77%) | - | 0 | 0 | 2 |
| 6 Apr | 22968.25 | 1540.9 | -111.85 (-6.77%) | - | 0 | 0 | 2 |
| 2 Apr | 22713.10 | 1540.9 | -111.85 (-6.77%) | 23.16 | 2 | 1 | 1 |
For Nifty - strike price 24150 expiring on 30JUN2026
Delta for 24150 PE is -0.4
Historical price for 24150 PE is as follows
On 25 Jun NIFTY was trading at 24199.40. The strike last trading price was 80.55, which was -114.7 lower than the previous day. The implied volatity was 9.52, the open interest changed by 89432 which increased total open position to 97713
On 24 Jun NIFTY was trading at 24021.65. The strike last trading price was 182.85, which was -171.15 lower than the previous day. The implied volatity was 9.36, the open interest changed by 259 which increased total open position to 8339
On 23 Jun NIFTY was trading at 23824.10. The strike last trading price was 389, which was 222.05 higher than the previous day. The implied volatity was 13.17, the open interest changed by -7053 which decreased total open position to 8442
On 22 Jun NIFTY was trading at 24102.90. The strike last trading price was 169.45, which was -64.7 lower than the previous day. The implied volatity was 10.46, the open interest changed by 12030 which increased total open position to 15927
On 19 Jun NIFTY was trading at 24013.10. The strike last trading price was 213.3, which was 45.9 higher than the previous day. The implied volatity was 10.51, the open interest changed by -951 which decreased total open position to 3906
On 18 Jun NIFTY was trading at 24168.00. The strike last trading price was 164.25, which was -76.8 lower than the previous day. The implied volatity was 11.25, the open interest changed by 3879 which increased total open position to 4871
On 17 Jun NIFTY was trading at 24085.70. The strike last trading price was 243.95, which was -62.9 lower than the previous day. The implied volatity was 12.76, the open interest changed by 578 which increased total open position to 991
On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 297.9, which was -87.95 lower than the previous day. The implied volatity was 12.79, the open interest changed by 154 which increased total open position to 415
On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 384.6, which was -182.3 lower than the previous day. The implied volatity was 12.25, the open interest changed by 38 which increased total open position to 261
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 555.1, which was -271.05 lower than the previous day. The implied volatity was 12.71, the open interest changed by 20 which increased total open position to 225
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 826.15, which was 826.15 higher than the previous day. The implied volatity was 15.89, the open interest changed by 0 which decreased total open position to 205
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 826.15, which was -113.8 lower than the previous day. The implied volatity was 15.89, the open interest changed by -4 which decreased total open position to 205
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 939.95, which was -101.5 lower than the previous day. The implied volatity was 15.27, the open interest changed by -1 which decreased total open position to 209
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 1041.5, which was 237.25 higher than the previous day. The implied volatity was 16.61, the open interest changed by 3 which increased total open position to 213
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 804.25, which was 20.65 higher than the previous day. The implied volatity was 14.74, the open interest changed by -1 which decreased total open position to 210
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 782.05, which was 51.25 higher than the previous day. The implied volatity was 14.5, the open interest changed by -4 which decreased total open position to 210
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 730.8, which was -12.2 lower than the previous day. The implied volatity was 13.26, the open interest changed by -48 which decreased total open position to 214
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 743, which was -62.25 lower than the previous day. The implied volatity was 13.92, the open interest changed by -1 which decreased total open position to 262
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 805.25, which was 176.95 higher than the previous day. The implied volatity was 14.29, the open interest changed by 38 which increased total open position to 264
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 627.95, which was 175.15 higher than the previous day. The implied volatity was 13.27, the open interest changed by 37 which increased total open position to 227
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 450.2, which was -52.55 lower than the previous day. The implied volatity was 13.51, the open interest changed by 6 which increased total open position to 192
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 490, which was 59.2 higher than the previous day. The implied volatity was 14.83, the open interest changed by -1 which decreased total open position to 187
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 419.15, which was -207.25 lower than the previous day. The implied volatity was 14.37, the open interest changed by 108 which increased total open position to 186
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 621.55, which was -182.35 lower than the previous day. The implied volatity was 15.41, the open interest changed by 2 which increased total open position to 76
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 803.9, which was 803.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 74
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 803.9, which was 803.9 higher than the previous day. The implied volatity was 18.19, the open interest changed by 0 which decreased total open position to 74
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 803.9, which was 36.75 higher than the previous day. The implied volatity was 18.19, the open interest changed by -2 which decreased total open position to 73
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 767.15, which was 767.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 767.15, which was 6.45 higher than the previous day. The implied volatity was 17.74, the open interest changed by 2 which increased total open position to 75
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 760.7, which was -127.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 72
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 887.95, which was -36.55 lower than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 72
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 924.5, which was 264.35 higher than the previous day. The implied volatity was 0, the open interest changed by -5 which decreased total open position to 69
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 660.6, which was 180.6 higher than the previous day. The implied volatity was 0, the open interest changed by -4 which decreased total open position to 74
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 486.45, which was 61.3 higher than the previous day. The implied volatity was 16.09, the open interest changed by 15 which increased total open position to 75
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 414.6, which was 4.75 higher than the previous day. The implied volatity was 15.77, the open interest changed by 0 which decreased total open position to 60
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 409.15, which was -183.45 lower than the previous day. The implied volatity was 15.46, the open interest changed by -35 which decreased total open position to 60
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 592.6, which was 45.65 higher than the previous day. The implied volatity was 16.69, the open interest changed by -8 which decreased total open position to 95
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 537.05, which was -82.1 lower than the previous day. The implied volatity was 16.38, the open interest changed by -21 which decreased total open position to 104
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 619.15, which was 98.85 higher than the previous day. The implied volatity was 17.03, the open interest changed by -13 which decreased total open position to 112
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 523.9, which was -100.6 lower than the previous day. The implied volatity was 16.04, the open interest changed by 12 which increased total open position to 124
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 624.5, which was 57.6 higher than the previous day. The implied volatity was 16.31, the open interest changed by 1 which increased total open position to 114
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 567.05, which was -102.95 lower than the previous day. The implied volatity was 16.25, the open interest changed by 10 which increased total open position to 113
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 670, which was 105.4 higher than the previous day. The implied volatity was 16.5, the open interest changed by 36 which increased total open position to 104
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 564.3, which was 119.3 higher than the previous day. The implied volatity was 16.81, the open interest changed by -20 which decreased total open position to 68
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 445, which was 49.1 higher than the previous day. The implied volatity was 16.35, the open interest changed by 1 which increased total open position to 89
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 396.1, which was -93.2 lower than the previous day. The implied volatity was 16.09, the open interest changed by -11 which decreased total open position to 90
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 489.3, which was -68.7 lower than the previous day. The implied volatity was 16.81, the open interest changed by 15 which increased total open position to 102
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 556, which was 556 higher than the previous day. The implied volatity was 16.18, the open interest changed by 0 which decreased total open position to 87
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 556, which was -1 lower than the previous day. The implied volatity was 16.18, the open interest changed by 14 which increased total open position to 86
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 557, which was -192.5 lower than the previous day. The implied volatity was 16.29, the open interest changed by 10 which increased total open position to 73
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 749.5, which was 96.2 higher than the previous day. The implied volatity was 16.72, the open interest changed by 2 which increased total open position to 62
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 653.3, which was -130.05 lower than the previous day. The implied volatity was 15.98, the open interest changed by 1 which increased total open position to 61
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 783.35, which was 131.05 higher than the previous day. The implied volatity was 16.39, the open interest changed by 13 which increased total open position to 59
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 652.3, which was -888.6 lower than the previous day. The implied volatity was 18.54, the open interest changed by 43 which increased total open position to 45
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1540.9, which was -111.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1540.9, which was -111.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1540.9, which was -111.85 lower than the previous day. The implied volatity was 23.16, the open interest changed by 1 which increased total open position to 1
