NIFTY
Nifty
Historical option data for NIFTY
23 Apr 2026 04:10 PM IST
| NIFTY 28-Apr-2026 (5d) 24200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 0.12
Theta: -18
Gamma: 0.0009
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Apr | 24173.05 | 165.95 | -161.65000000000003 | 15.17 | 22,55,325 | 73,687 | 92,956 | |||||||||
| 22 Apr | 24378.10 | 327.8 | -168.59999999999997 | 17.21 | 1,28,459 | 1,890 | 19,355 | |||||||||
| 21 Apr | 24576.60 | 493.2 | 122.25 | 16.72 | 25,047 | -1,011 | 17,501 | |||||||||
| 20 Apr | 24364.85 | 360.25 | -20.350000000000023 | 18.79 | 54,709 | -2,697 | 18,596 | |||||||||
| 17 Apr | 24353.55 | 396.1 | 90.05000000000001 | 16.4 | 92,534 | -5,271 | 21,624 | |||||||||
| 16 Apr | 24196.75 | 303.1 | -43.39999999999998 | 16.16 | 86,185 | 5,272 | 27,102 | |||||||||
| 15 Apr | 24231.30 | 340.5 | 111.05000000000001 | 16.71 | 84,447 | 9,768 | 22,138 | |||||||||
| 13 Apr | 23842.65 | 227.4 | -96.15 | 18.82 | 22,117 | 2,526 | 12,416 | |||||||||
| 10 Apr | 24050.60 | 326.7 | 66.84999999999997 | 16.98 | 26,401 | -1,011 | 9,932 | |||||||||
| 9 Apr | 23775.10 | 256 | -71.80000000000001 | 18.76 | 19,396 | 1,726 | 10,982 | |||||||||
| 8 Apr | 23997.35 | 341 | 205.15 | 16.39 | 29,759 | 8,006 | 9,421 | |||||||||
| 7 Apr | 23123.65 | 142.25 | 6.5 | 20.71 | 11,994 | 8,693 | 9,564 | |||||||||
| 6 Apr | 22968.25 | 136.05 | 30 | 21.98 | 17,572 | 9,059 | 9,511 | |||||||||
| 2 Apr | 22713.10 | 104.3 | -15.55 | 20.88 | 13,207 | 1,292 | 7,309 | |||||||||
| 1 Apr | 22679.40 | 122.05 | -4.05 | 21.56 | 8,805 | 1,028 | 6,016 | |||||||||
| 30 Mar | 22331.40 | 135.35 | -71.55 | 24.91 | 11,652 | -10,986 | 5,124 | |||||||||
| 27 Mar | 22819.60 | 205 | -91.8 | 22.33 | 6,031 | 4,575 | 4,668 | |||||||||
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| 25 Mar | 23306.45 | 295.3 | 58.25 | 19.76 | 7,227 | 3,590 | 3,828 | |||||||||
| 24 Mar | 22912.40 | 254.85 | 67.2 | 21.97 | 7,354 | 3,004 | 3,279 | |||||||||
| 23 Mar | 22512.65 | 186.1 | -77.55 | 23.51 | 7,727 | -6,126 | 3,720 | |||||||||
| 20 Mar | 23114.50 | 260.65 | 22.85 | 18.8 | 3,745 | 3,384 | 3,516 | |||||||||
| 19 Mar | 23002.15 | 252.5 | -161.25 | 18.68 | 6,210 | 924 | 3,259 | |||||||||
| 18 Mar | 23777.80 | 410 | 29 | 15.32 | 2,446 | 2,314 | 2,333 | |||||||||
| 17 Mar | 23581.15 | 383.5 | 18.2 | 17.01 | 3,128 | -7,236 | 2,246 | |||||||||
| 16 Mar | 23408.80 | 355 | 21 | 18.34 | 3,420 | 2,878 | 2,878 | |||||||||
| 13 Mar | 23151.10 | 342.9 | -163.8 | 19.26 | 3,806 | 933 | 3,123 | |||||||||
| 12 Mar | 23639.15 | 500 | -116.9 | 18.15 | 2,136 | -6,453 | 2,190 | |||||||||
| 11 Mar | 23866.85 | 608 | -218.75 | 18.09 | 1,883 | 166 | 2,076 | |||||||||
| 10 Mar | 24261.60 | 835.25 | 39.8 | 17.27 | 2,333 | 1,908 | 1,908 | |||||||||
| 9 Mar | 24028.05 | 778.75 | -169.45 | 20.07 | 2,420 | 1,048 | 1,048 | |||||||||
| 6 Mar | 24450.45 | 955.35 | -173.2 | 16.23 | 183 | 471 | 471 | |||||||||
| 5 Mar | 24765.90 | 1075.1 | 70.8 | 13.66 | 62 | 401 | 401 | |||||||||
| 4 Mar | 24480.50 | 1002.3 | -157.4 | 16.91 | 281 | 145 | 392 | |||||||||
| 2 Mar | 24865.70 | 1161.5 | -579.5 | 12.67 | 288 | 226 | 248 | |||||||||
| 27 Feb | 25178.65 | 1741 | 111 | - | 0 | 0 | 22 | |||||||||
| 26 Feb | 25496.55 | 1741 | 111 | - | 0 | 0 | 22 | |||||||||
| 25 Feb | 25482.50 | 1741 | 111 | 12.71 | 1 | 0 | 21 | |||||||||
| 24 Feb | 25424.65 | 1630 | -243.8 | 5.57 | 1 | 0 | 20 | |||||||||
| 23 Feb | 25713.00 | 1869.75 | 105.45 | - | 2 | 0 | 20 | |||||||||
| 20 Feb | 25571.25 | 1754.85 | -129.4 | - | 2 | 0 | 20 | |||||||||
| 19 Feb | 25454.35 | 1884.25 | -2.75 | - | 0 | 0 | 20 | |||||||||
| 18 Feb | 25819.35 | 1884.25 | -2.75 | - | 0 | 0 | 20 | |||||||||
| 17 Feb | 25725.40 | 1884.25 | -2.75 | - | 0 | 0 | 20 | |||||||||
| 16 Feb | 25682.75 | 1884.25 | -2.75 | - | 0 | 0 | 20 | |||||||||
| 13 Feb | 25471.10 | 1884.25 | -2.75 | - | 0 | 0 | 20 | |||||||||
| 12 Feb | 25807.20 | 1884.25 | -2.75 | - | 0 | 0 | 20 | |||||||||
| 11 Feb | 25953.85 | 1884.25 | -2.75 | - | 0 | 0 | 20 | |||||||||
| 10 Feb | 25935.15 | 1884.25 | -2.75 | - | 0 | 0 | 20 | |||||||||
| 9 Feb | 25867.30 | 1884.25 | -2.75 | - | 0 | 0 | 20 | |||||||||
| 6 Feb | 25693.70 | 1884.25 | -2.75 | - | 1 | 0 | 20 | |||||||||
| 5 Feb | 25642.80 | 1886.05 | -138.5 | - | 2 | 0 | 20 | |||||||||
| 4 Feb | 25776.00 | 2024.6 | 48.65 | - | 21 | 12 | 14 | |||||||||
| 3 Feb | 25727.55 | 1975.95 | 571.6 | - | 1 | 0 | 2 | |||||||||
| 2 Feb | 25088.40 | 1405.05 | -142.25 | - | 3 | 0 | 0 | |||||||||
| 1 Feb | 24825.45 | 1547.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 25320.65 | 1547.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 25418.90 | 1547.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24200 expiring on 28APR2026
Delta for 24200 CE is 0.48
Historical price for 24200 CE is as follows
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 165.95, which was -161.65000000000003 lower than the previous day. The implied volatity was 15.17, the open interest changed by 73687 which increased total open position to 92956
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 327.8, which was -168.59999999999997 lower than the previous day. The implied volatity was 17.21, the open interest changed by 1890 which increased total open position to 19355
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 493.2, which was 122.25 higher than the previous day. The implied volatity was 16.72, the open interest changed by -1011 which decreased total open position to 17501
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 360.25, which was -20.350000000000023 lower than the previous day. The implied volatity was 18.79, the open interest changed by -2697 which decreased total open position to 18596
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 396.1, which was 90.05000000000001 higher than the previous day. The implied volatity was 16.4, the open interest changed by -5271 which decreased total open position to 21624
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 303.1, which was -43.39999999999998 lower than the previous day. The implied volatity was 16.16, the open interest changed by 5272 which increased total open position to 27102
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 340.5, which was 111.05000000000001 higher than the previous day. The implied volatity was 16.71, the open interest changed by 9768 which increased total open position to 22138
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 227.4, which was -96.15 lower than the previous day. The implied volatity was 18.82, the open interest changed by 2526 which increased total open position to 12416
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 326.7, which was 66.84999999999997 higher than the previous day. The implied volatity was 16.98, the open interest changed by -1011 which decreased total open position to 9932
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 256, which was -71.80000000000001 lower than the previous day. The implied volatity was 18.76, the open interest changed by 1726 which increased total open position to 10982
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 341, which was 205.15 higher than the previous day. The implied volatity was 16.39, the open interest changed by 8006 which increased total open position to 9421
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 142.25, which was 6.5 higher than the previous day. The implied volatity was 20.71, the open interest changed by 8693 which increased total open position to 9564
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 136.05, which was 30 higher than the previous day. The implied volatity was 21.98, the open interest changed by 9059 which increased total open position to 9511
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 104.3, which was -15.55 lower than the previous day. The implied volatity was 20.88, the open interest changed by 1292 which increased total open position to 7309
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 122.05, which was -4.05 lower than the previous day. The implied volatity was 21.56, the open interest changed by 1028 which increased total open position to 6016
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 135.35, which was -71.55 lower than the previous day. The implied volatity was 24.91, the open interest changed by -10986 which decreased total open position to 5124
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 205, which was -91.8 lower than the previous day. The implied volatity was 22.33, the open interest changed by 4575 which increased total open position to 4668
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 295.3, which was 58.25 higher than the previous day. The implied volatity was 19.76, the open interest changed by 3590 which increased total open position to 3828
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 254.85, which was 67.2 higher than the previous day. The implied volatity was 21.97, the open interest changed by 3004 which increased total open position to 3279
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 186.1, which was -77.55 lower than the previous day. The implied volatity was 23.51, the open interest changed by -6126 which decreased total open position to 3720
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 260.65, which was 22.85 higher than the previous day. The implied volatity was 18.8, the open interest changed by 3384 which increased total open position to 3516
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 252.5, which was -161.25 lower than the previous day. The implied volatity was 18.68, the open interest changed by 924 which increased total open position to 3259
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 410, which was 29 higher than the previous day. The implied volatity was 15.32, the open interest changed by 2314 which increased total open position to 2333
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 383.5, which was 18.2 higher than the previous day. The implied volatity was 17.01, the open interest changed by -7236 which decreased total open position to 2246
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 355, which was 21 higher than the previous day. The implied volatity was 18.34, the open interest changed by 2878 which increased total open position to 2878
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 342.9, which was -163.8 lower than the previous day. The implied volatity was 19.26, the open interest changed by 933 which increased total open position to 3123
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 500, which was -116.9 lower than the previous day. The implied volatity was 18.15, the open interest changed by -6453 which decreased total open position to 2190
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 608, which was -218.75 lower than the previous day. The implied volatity was 18.09, the open interest changed by 166 which increased total open position to 2076
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 835.25, which was 39.8 higher than the previous day. The implied volatity was 17.27, the open interest changed by 1908 which increased total open position to 1908
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 778.75, which was -169.45 lower than the previous day. The implied volatity was 20.07, the open interest changed by 1048 which increased total open position to 1048
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 955.35, which was -173.2 lower than the previous day. The implied volatity was 16.23, the open interest changed by 471 which increased total open position to 471
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1075.1, which was 70.8 higher than the previous day. The implied volatity was 13.66, the open interest changed by 401 which increased total open position to 401
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 1002.3, which was -157.4 lower than the previous day. The implied volatity was 16.91, the open interest changed by 145 which increased total open position to 392
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 1161.5, which was -579.5 lower than the previous day. The implied volatity was 12.67, the open interest changed by 226 which increased total open position to 248
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 1741, which was 111 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 1741, which was 111 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 1741, which was 111 higher than the previous day. The implied volatity was 12.71, 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 1630, which was -243.8 lower than the previous day. The implied volatity was 5.57, 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 1869.75, which was 105.45 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 1754.85, which was -129.4 lower 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 1884.25, which was -2.75 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 1884.25, which was -2.75 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 1884.25, which was -2.75 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 1884.25, which was -2.75 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 1884.25, which was -2.75 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 1884.25, which was -2.75 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 1884.25, which was -2.75 lower 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 1884.25, which was -2.75 lower 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 1884.25, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 1884.25, which was -2.75 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 1886.05, which was -138.5 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 2024.6, which was 48.65 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 14
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 1975.95, which was 571.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 1405.05, which was -142.25 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 1547.3, 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 1547.3, 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 1547.3, 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 (5d) 24200 PE | |||||||
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Delta: -0.51
Vega: 0.12
Theta: -15.89
Gamma: 0.00082
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Apr | 24173.05 | 204.3 | 57.05000000000001 | 16.57 | 23,16,728 | 36,566 | 75,535 |
| 22 Apr | 24378.10 | 138.85 | 26.94999999999999 | 17.34 | 7,00,859 | 3,088 | 40,043 |
| 21 Apr | 24576.60 | 111.65 | -125.29999999999998 | 19.4 | 1,15,196 | 6,248 | 37,029 |
| 20 Apr | 24364.85 | 243.5 | 32.94999999999999 | 21.61 | 1,00,046 | 940 | 33,143 |
| 17 Apr | 24353.55 | 202.95 | -103.69999999999999 | 17.32 | 1,04,899 | -1,577 | 32,959 |
| 16 Apr | 24196.75 | 320.25 | 18.600000000000023 | 18.99 | 87,494 | 7,593 | 34,614 |
| 15 Apr | 24231.30 | 311.1 | -248.54999999999995 | 18.52 | 88,812 | 12,356 | 27,087 |
| 13 Apr | 23842.65 | 585 | 168.60000000000002 | 20.34 | 9,636 | 1,821 | 14,725 |
| 10 Apr | 24050.60 | 416.3 | -168.55 | 17.34 | 18,912 | 6,533 | 12,922 |
| 9 Apr | 23775.10 | 574.1 | 111.30000000000001 | 16.54 | 6,642 | 1,427 | 6,390 |
| 8 Apr | 23997.35 | 442.45 | -699.85 | 18.45 | 10,259 | 4,664 | 4,961 |
| 7 Apr | 23123.65 | 1130 | -115.45 | 24.1 | 187 | 83 | 2,543 |
| 6 Apr | 22968.25 | 1250 | -243.4 | 23.05 | 189 | 2,434 | 2,456 |
| 2 Apr | 22713.10 | 1527.65 | 42 | 26.66 | 353 | 43 | 2,473 |
| 1 Apr | 22679.40 | 1503 | -357.7 | 25.2 | 403 | 2,419 | 2,435 |
| 30 Mar | 22331.40 | 1820 | 360.95 | 28.1 | 410 | 2,532 | 2,532 |
| 27 Mar | 22819.60 | 1458 | 417.1 | 27.02 | 724 | -6,194 | 2,503 |
| 25 Mar | 23306.45 | 1025 | -336.55 | 22.04 | 892 | 149 | 2,447 |
| 24 Mar | 22912.40 | 1330.6 | -374.6 | 24.64 | 307 | -43 | 2,299 |
| 23 Mar | 22512.65 | 1730.9 | 579.85 | 27.09 | 286 | 2,325 | 2,342 |
| 20 Mar | 23114.50 | 1165 | -45.75 | 22.38 | 158 | -6,270 | 2,478 |
| 19 Mar | 23002.15 | 1212 | 521.8 | 22.89 | 940 | -6,686 | 2,473 |
| 18 Mar | 23777.80 | 690 | -118.6 | 18.93 | 1,053 | 69 | 2,674 |
| 17 Mar | 23581.15 | 812 | -155.3 | 19.05 | 2,260 | -502 | 2,607 |
| 16 Mar | 23408.80 | 993.75 | -155.4 | 20.92 | 834 | -5,976 | 3,129 |
| 13 Mar | 23151.10 | 1139.6 | 336.2 | 21.57 | 871 | 3,492 | 3,492 |
| 12 Mar | 23639.15 | 803.15 | 105.75 | 19.69 | 1,633 | -159 | 3,460 |
| 11 Mar | 23866.85 | 709.8 | 244.65 | 20.04 | 2,986 | -1,199 | 3,689 |
| 10 Mar | 24261.60 | 461 | -218.35 | 18.33 | 3,593 | 1,061 | 3,642 |
| 9 Mar | 24028.05 | 697.85 | 255.55 | 21.61 | 3,367 | 2,599 | 2,599 |
| 6 Mar | 24450.45 | 432.4 | 120.5 | 19.02 | 853 | 15 | 2,228 |
| 5 Mar | 24765.90 | 311.9 | -138.35 | 17.85 | 1,100 | 2,226 | 2,226 |
| 4 Mar | 24480.50 | 448.65 | 191.8 | 19.34 | 3,003 | -14 | 2,208 |
| 2 Mar | 24865.70 | 251.85 | 121.65 | 16.62 | 5,900 | 406 | 2,543 |
| 27 Feb | 25178.65 | 130.65 | 38.85 | 14.53 | 1,455 | 358 | 2,135 |
| 26 Feb | 25496.55 | 92.4 | -7.8 | 14.67 | 791 | 35 | 1,768 |
| 25 Feb | 25482.50 | 100.25 | -9.65 | 14.86 | 1,476 | 137 | 1,737 |
| 24 Feb | 25424.65 | 107 | 15.45 | 15 | 1,360 | 312 | 1,602 |
| 23 Feb | 25713.00 | 91.85 | -11.25 | 15.58 | 627 | 24 | 1,291 |
| 20 Feb | 25571.25 | 104.1 | -8.95 | 15.17 | 910 | 201 | 1,269 |
| 19 Feb | 25454.35 | 118.1 | 43.4 | 14.84 | 719 | 231 | 1,084 |
| 18 Feb | 25819.35 | 73.65 | -12.85 | 14.79 | 223 | 7 | 862 |
| 17 Feb | 25725.40 | 86.6 | -7.9 | 14.94 | 209 | 9 | 858 |
| 16 Feb | 25682.75 | 92.15 | -24.35 | 14.96 | 338 | 204 | 857 |
| 13 Feb | 25471.10 | 119 | 49.2 | 14.75 | 477 | 167 | 691 |
| 12 Feb | 25807.20 | 69.4 | 10.35 | 14.14 | 26 | 10 | 523 |
| 11 Feb | 25953.85 | 61.55 | 0.85 | 14.31 | 270 | 215 | 514 |
| 10 Feb | 25935.15 | 62.95 | -8.25 | 14.21 | 289 | 59 | 299 |
| 9 Feb | 25867.30 | 70.4 | -10.7 | 14.32 | 200 | 155 | 233 |
| 6 Feb | 25693.70 | 80.25 | -4 | 13.77 | 49 | 1 | 77 |
| 5 Feb | 25642.80 | 84.9 | 6.1 | 13.78 | 29 | 11 | 75 |
| 4 Feb | 25776.00 | 78.75 | -14.15 | 13.89 | 45 | 5 | 63 |
| 3 Feb | 25727.55 | 93.05 | -131.75 | 14.39 | 116 | 39 | 59 |
| 2 Feb | 25088.40 | 224.8 | -64.6 | 15.55 | 55 | -1 | 21 |
| 1 Feb | 24825.45 | 297 | 140.6 | 15.51 | 24 | 2 | 20 |
| 30 Jan | 25320.65 | 156.4 | 25.1 | 14.63 | 17 | 10 | 13 |
| 29 Jan | 25418.90 | 131.3 | -25.15 | 14.22 | 2 | 1 | 3 |
For Nifty - strike price 24200 expiring on 28APR2026
Delta for 24200 PE is -0.51
Historical price for 24200 PE is as follows
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 204.3, which was 57.05000000000001 higher than the previous day. The implied volatity was 16.57, the open interest changed by 36566 which increased total open position to 75535
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 138.85, which was 26.94999999999999 higher than the previous day. The implied volatity was 17.34, the open interest changed by 3088 which increased total open position to 40043
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 111.65, which was -125.29999999999998 lower than the previous day. The implied volatity was 19.4, the open interest changed by 6248 which increased total open position to 37029
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 243.5, which was 32.94999999999999 higher than the previous day. The implied volatity was 21.61, the open interest changed by 940 which increased total open position to 33143
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 202.95, which was -103.69999999999999 lower than the previous day. The implied volatity was 17.32, the open interest changed by -1577 which decreased total open position to 32959
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 320.25, which was 18.600000000000023 higher than the previous day. The implied volatity was 18.99, the open interest changed by 7593 which increased total open position to 34614
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 311.1, which was -248.54999999999995 lower than the previous day. The implied volatity was 18.52, the open interest changed by 12356 which increased total open position to 27087
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 585, which was 168.60000000000002 higher than the previous day. The implied volatity was 20.34, the open interest changed by 1821 which increased total open position to 14725
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 416.3, which was -168.55 lower than the previous day. The implied volatity was 17.34, the open interest changed by 6533 which increased total open position to 12922
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 574.1, which was 111.30000000000001 higher than the previous day. The implied volatity was 16.54, the open interest changed by 1427 which increased total open position to 6390
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 442.45, which was -699.85 lower than the previous day. The implied volatity was 18.45, the open interest changed by 4664 which increased total open position to 4961
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1130, which was -115.45 lower than the previous day. The implied volatity was 24.1, the open interest changed by 83 which increased total open position to 2543
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1250, which was -243.4 lower than the previous day. The implied volatity was 23.05, the open interest changed by 2434 which increased total open position to 2456
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1527.65, which was 42 higher than the previous day. The implied volatity was 26.66, the open interest changed by 43 which increased total open position to 2473
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1503, which was -357.7 lower than the previous day. The implied volatity was 25.2, the open interest changed by 2419 which increased total open position to 2435
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1820, which was 360.95 higher than the previous day. The implied volatity was 28.1, the open interest changed by 2532 which increased total open position to 2532
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1458, which was 417.1 higher than the previous day. The implied volatity was 27.02, the open interest changed by -6194 which decreased total open position to 2503
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1025, which was -336.55 lower than the previous day. The implied volatity was 22.04, the open interest changed by 149 which increased total open position to 2447
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1330.6, which was -374.6 lower than the previous day. The implied volatity was 24.64, the open interest changed by -43 which decreased total open position to 2299
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1730.9, which was 579.85 higher than the previous day. The implied volatity was 27.09, the open interest changed by 2325 which increased total open position to 2342
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1165, which was -45.75 lower than the previous day. The implied volatity was 22.38, the open interest changed by -6270 which decreased total open position to 2478
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1212, which was 521.8 higher than the previous day. The implied volatity was 22.89, the open interest changed by -6686 which decreased total open position to 2473
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 690, which was -118.6 lower than the previous day. The implied volatity was 18.93, the open interest changed by 69 which increased total open position to 2674
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 812, which was -155.3 lower than the previous day. The implied volatity was 19.05, the open interest changed by -502 which decreased total open position to 2607
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 993.75, which was -155.4 lower than the previous day. The implied volatity was 20.92, the open interest changed by -5976 which decreased total open position to 3129
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1139.6, which was 336.2 higher than the previous day. The implied volatity was 21.57, the open interest changed by 3492 which increased total open position to 3492
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 803.15, which was 105.75 higher than the previous day. The implied volatity was 19.69, the open interest changed by -159 which decreased total open position to 3460
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 709.8, which was 244.65 higher than the previous day. The implied volatity was 20.04, the open interest changed by -1199 which decreased total open position to 3689
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 461, which was -218.35 lower than the previous day. The implied volatity was 18.33, the open interest changed by 1061 which increased total open position to 3642
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 697.85, which was 255.55 higher than the previous day. The implied volatity was 21.61, the open interest changed by 2599 which increased total open position to 2599
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 432.4, which was 120.5 higher than the previous day. The implied volatity was 19.02, the open interest changed by 15 which increased total open position to 2228
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 311.9, which was -138.35 lower than the previous day. The implied volatity was 17.85, the open interest changed by 2226 which increased total open position to 2226
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 448.65, which was 191.8 higher than the previous day. The implied volatity was 19.34, the open interest changed by -14 which decreased total open position to 2208
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 251.85, which was 121.65 higher than the previous day. The implied volatity was 16.62, the open interest changed by 406 which increased total open position to 2543
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 130.65, which was 38.85 higher than the previous day. The implied volatity was 14.53, the open interest changed by 358 which increased total open position to 2135
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 92.4, which was -7.8 lower than the previous day. The implied volatity was 14.67, the open interest changed by 35 which increased total open position to 1768
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 100.25, which was -9.65 lower than the previous day. The implied volatity was 14.86, the open interest changed by 137 which increased total open position to 1737
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 107, which was 15.45 higher than the previous day. The implied volatity was 15, the open interest changed by 312 which increased total open position to 1602
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 91.85, which was -11.25 lower than the previous day. The implied volatity was 15.58, the open interest changed by 24 which increased total open position to 1291
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 104.1, which was -8.95 lower than the previous day. The implied volatity was 15.17, the open interest changed by 201 which increased total open position to 1269
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 118.1, which was 43.4 higher than the previous day. The implied volatity was 14.84, the open interest changed by 231 which increased total open position to 1084
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 73.65, which was -12.85 lower than the previous day. The implied volatity was 14.79, the open interest changed by 7 which increased total open position to 862
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 86.6, which was -7.9 lower than the previous day. The implied volatity was 14.94, the open interest changed by 9 which increased total open position to 858
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 92.15, which was -24.35 lower than the previous day. The implied volatity was 14.96, the open interest changed by 204 which increased total open position to 857
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 119, which was 49.2 higher than the previous day. The implied volatity was 14.75, the open interest changed by 167 which increased total open position to 691
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 69.4, which was 10.35 higher than the previous day. The implied volatity was 14.14, the open interest changed by 10 which increased total open position to 523
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 61.55, which was 0.85 higher than the previous day. The implied volatity was 14.31, the open interest changed by 215 which increased total open position to 514
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 62.95, which was -8.25 lower than the previous day. The implied volatity was 14.21, the open interest changed by 59 which increased total open position to 299
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 70.4, which was -10.7 lower than the previous day. The implied volatity was 14.32, the open interest changed by 155 which increased total open position to 233
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 80.25, which was -4 lower than the previous day. The implied volatity was 13.77, the open interest changed by 1 which increased total open position to 77
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 84.9, which was 6.1 higher than the previous day. The implied volatity was 13.78, the open interest changed by 11 which increased total open position to 75
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 78.75, which was -14.15 lower than the previous day. The implied volatity was 13.89, the open interest changed by 5 which increased total open position to 63
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 93.05, which was -131.75 lower than the previous day. The implied volatity was 14.39, the open interest changed by 39 which increased total open position to 59
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 224.8, which was -64.6 lower than the previous day. The implied volatity was 15.55, the open interest changed by -1 which decreased total open position to 21
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 297, which was 140.6 higher than the previous day. The implied volatity was 15.51, the open interest changed by 2 which increased total open position to 20
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 156.4, which was 25.1 higher than the previous day. The implied volatity was 14.63, the open interest changed by 10 which increased total open position to 13
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 131.3, which was -25.15 lower than the previous day. The implied volatity was 14.22, the open interest changed by 1 which increased total open position to 3
