Historical option data for NIFTY
25 May 2026 04:10 PM IST
| NIFTY 26-May-2026 24250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.23
Vega: 0.04
Theta: -30.16
Gamma: 0.00117
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 May | 24031.70 | 33.55 | 17.7 (111.67%) | 17.72 | 18,50,100 | 10,584 | 40,544 | |||||||||
| 22 May | 23719.30 | 21.1 | 4.1 (24.12%) | 15.17 | 6,47,417 | -1,998 | 30,353 | |||||||||
| 21 May | 23654.70 | 16.8 | -9.2 (-35.38%) | 14.72 | 3,52,518 | 19,452 | 32,684 | |||||||||
| 20 May | 23659.00 | 27.75 | -0.35 (-1.25%) | 15.09 | 3,46,873 | 3,248 | 13,221 | |||||||||
| 19 May | 23618.00 | 27 | -29.8 (-52.46%) | 14.89 | 54,099 | 4,392 | 9,968 | |||||||||
| 18 May | 23649.95 | 56.7 | -15.55 (-21.52%) | 16.86 | 31,285 | 944 | 5,583 | |||||||||
| 15 May | 23643.50 | 75.9 | -15.65 (-17.09%) | 16.01 | 9,989 | 1,110 | 4,639 | |||||||||
| 14 May | 23689.60 | 102.75 | 31.6 (44.41%) | 16.55 | 9,190 | -676 | 3,526 | |||||||||
| 13 May | 23412.60 | 70 | -4.35 (-5.85%) | 0 | 6,848 | 725 | 4,201 | |||||||||
| 12 May | 23379.55 | 79 | -106.75 (-57.47%) | 0 | 6,335 | 490 | 3,469 | |||||||||
| 11 May | 23815.85 | 177.4 | -160 (-47.42%) | 0 | 11,109 | -292 | 2,959 | |||||||||
| 8 May | 24176.15 | 334 | -87.4 (-20.74%) | 15.57 | 7,321 | 884 | 3,256 | |||||||||
| 7 May | 24326.65 | 430.5 | -40.8 (-8.66%) | 15.67 | 3,751 | 823 | 2,375 | |||||||||
| 6 May | 24330.95 | 476.05 | 152.55 (47.16%) | 17 | 4,341 | 381 | 1,553 | |||||||||
| 5 May | 24032.80 | 327.65 | -67.3 (-17.04%) | 16.56 | 1,666 | -120 | 1,169 | |||||||||
| 4 May | 24119.30 | 382.95 | 7.7 (2.05%) | 17.01 | 3,580 | -150 | 1,290 | |||||||||
| 30 Apr | 23997.55 | 382.1 | -57.7 (-13.12%) | 16.82 | 2,772 | -440 | 1,000 | |||||||||
| 29 Apr | 24177.65 | 420.15 | 49.8 (13.45%) | 15.67 | 10,190 | 736 | 1,442 | |||||||||
| 28 Apr | 23995.70 | 373.25 | -89.65 (-19.37%) | 16.38 | 1,007 | 225 | 705 | |||||||||
| 27 Apr | 24092.70 | 465.5 | 39.05 (9.16%) | 17.71 | 603 | -4 | 480 | |||||||||
| 24 Apr | 23897.95 | 431.45 | -94 (-17.89%) | 18.82 | 433 | 120 | 467 | |||||||||
| 23 Apr | 24173.05 | 520.55 | -146.7 (-21.99%) | 17.39 | 613 | 117 | 339 | |||||||||
| 22 Apr | 24378.10 | 664.2 | -111.25 (-14.35%) | 17.99 | 240 | 68 | 222 | |||||||||
| 21 Apr | 24576.60 | 780.9 | 117 (17.62%) | 17.31 | 409 | 6 | 154 | |||||||||
| 20 Apr | 24364.85 | 643 | -7.25 (-1.11%) | 17.48 | 356 | -37 | 149 | |||||||||
| 17 Apr | 24353.55 | 660 | 78 (13.40%) | 16.37 | 259 | 76 | 186 | |||||||||
| 16 Apr | 24196.75 | 579.9 | -43.8 (-7.02%) | 16.77 | 230 | -38 | 108 | |||||||||
| 15 Apr | 24231.30 | 623.2 | 147.15 (30.91%) | 17.34 | 246 | 52 | 141 | |||||||||
| 13 Apr | 23842.65 | 476.55 | -91 (-16.03%) | 18.25 | 109 | 2 | 81 | |||||||||
| 10 Apr | 24050.60 | 571.6 | 71.6 (14.32%) | 17.17 | 67 | 4 | 78 | |||||||||
| 9 Apr | 23775.10 | 499.2 | -66.7 (-11.79%) | 18.48 | 25 | -1 | 74 | |||||||||
| 8 Apr | 23997.35 | 567.6 | 254.9 (81.52%) | 15.19 | 147 | -27 | 75 | |||||||||
| 7 Apr | 23123.65 | 312.7 | 7.05 (2.31%) | 18.38 | 37 | -1 | 101 | |||||||||
| 6 Apr | 22968.25 | 310.7 | 55.65 (21.82%) | 19.87 | 167 | 6 | 102 | |||||||||
| 2 Apr | 22713.10 | 255.05 | -10.85 (-4.08%) | 19.44 | 151 | 18 | 97 | |||||||||
| 1 Apr | 22679.40 | 267.05 | 20.65 (8.38%) | 19.62 | 54 | -8 | 81 | |||||||||
| 30 Mar | 22331.40 | 250.25 | -114.15 (-31.33%) | 21.41 | 6 | 1 | 88 | |||||||||
| 27 Mar | 22819.60 | 364.4 | -103.5 (-22.12%) | 20.36 | 32 | 86 | 86 | |||||||||
| 25 Mar | 23306.45 | 465.9 | 91.85 (24.56%) | 18.11 | 32 | -11 | 56 | |||||||||
| 24 Mar | 22912.40 | 374.05 | 62.8 (20.18%) | 18.84 | 47 | -5 | 68 | |||||||||
| 23 Mar | 22512.65 | 309.1 | -117.55 (-27.55%) | 20.87 | 120 | 27 | 71 | |||||||||
| 20 Mar | 23114.50 | 426.65 | 34.6 (8.83%) | 17.79 | 12 | 2 | 43 | |||||||||
| 19 Mar | 23002.15 | 406.7 | -178.45 (-30.50%) | 17.5 | 41 | 21 | 40 | |||||||||
| 18 Mar | 23777.80 | 585.15 | 91.4 (18.51%) | 14.57 | 1 | 0 | 18 | |||||||||
| 17 Mar | 23581.15 | 493.75 | -16.25 (-3.19%) | 14.56 | 5 | -1 | 18 | |||||||||
| 16 Mar | 23408.80 | 510 | 12.3 (2.47%) | 16.95 | 17 | 12 | 19 | |||||||||
| 13 Mar | 23151.10 | 497.7 | -198.6 (-28.52%) | 17.98 | 6 | 0 | 7 | |||||||||
| 12 Mar | 23639.15 | 696.3 | -87.2 (-11.13%) | 17.57 | 4 | 0 | 7 | |||||||||
| 11 Mar | 23866.85 | 783.5 | -209.95 (-21.13%) | 16.97 | 1 | 0 | 7 | |||||||||
| 10 Mar | 24261.60 | 993.45 | 154.55 (18.42%) | 15.62 | 2 | 0 | 7 | |||||||||
| 9 Mar | 24028.05 | 838.9 | -319.25 (-27.57%) | 15.82 | 8 | 5 | 6 | |||||||||
| 6 Mar | 24450.45 | 1158.15 | -22.25 (-1.88%) | - | 0 | 0 | 1 | |||||||||
| 5 Mar | 24765.90 | 1158.15 | -22.25 (-1.88%) | 10.5 | 2 | 0 | 2 | |||||||||
| 4 Mar | 24480.50 | 1180.4 | -127.35 (-9.74%) | 15.95 | 2 | 0 | 1 | |||||||||
| 2 Mar | 24865.70 | 1307.75 | -443.5 (-25.32%) | 11.61 | 1 | 0 | 0 | |||||||||
| 27 Feb | 25178.65 | 1751.25 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24250 expiring on 26MAY2026
Delta for 24250 CE is 0.23
Historical price for 24250 CE is as follows
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 33.55, which was 17.7 higher than the previous day. The implied volatity was 17.72, the open interest changed by 10584 which increased total open position to 40544
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 21.1, which was 4.1 higher than the previous day. The implied volatity was 15.17, the open interest changed by -1998 which decreased total open position to 30353
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 16.8, which was -9.2 lower than the previous day. The implied volatity was 14.72, the open interest changed by 19452 which increased total open position to 32684
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 27.75, which was -0.35 lower than the previous day. The implied volatity was 15.09, the open interest changed by 3248 which increased total open position to 13221
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 27, which was -29.8 lower than the previous day. The implied volatity was 14.89, the open interest changed by 4392 which increased total open position to 9968
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 56.7, which was -15.55 lower than the previous day. The implied volatity was 16.86, the open interest changed by 944 which increased total open position to 5583
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 75.9, which was -15.65 lower than the previous day. The implied volatity was 16.01, the open interest changed by 1110 which increased total open position to 4639
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 102.75, which was 31.6 higher than the previous day. The implied volatity was 16.55, the open interest changed by -676 which decreased total open position to 3526
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 70, which was -4.35 lower than the previous day. The implied volatity was 0, the open interest changed by 725 which increased total open position to 4201
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 79, which was -106.75 lower than the previous day. The implied volatity was 0, the open interest changed by 490 which increased total open position to 3469
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 177.4, which was -160 lower than the previous day. The implied volatity was 0, the open interest changed by -292 which decreased total open position to 2959
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 334, which was -87.4 lower than the previous day. The implied volatity was 15.57, the open interest changed by 884 which increased total open position to 3256
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 430.5, which was -40.8 lower than the previous day. The implied volatity was 15.67, the open interest changed by 823 which increased total open position to 2375
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 476.05, which was 152.55 higher than the previous day. The implied volatity was 17, the open interest changed by 381 which increased total open position to 1553
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 327.65, which was -67.3 lower than the previous day. The implied volatity was 16.56, the open interest changed by -120 which decreased total open position to 1169
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 382.95, which was 7.7 higher than the previous day. The implied volatity was 17.01, the open interest changed by -150 which decreased total open position to 1290
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 382.1, which was -57.7 lower than the previous day. The implied volatity was 16.82, the open interest changed by -440 which decreased total open position to 1000
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 420.15, which was 49.8 higher than the previous day. The implied volatity was 15.67, the open interest changed by 736 which increased total open position to 1442
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 373.25, which was -89.65 lower than the previous day. The implied volatity was 16.38, the open interest changed by 225 which increased total open position to 705
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 465.5, which was 39.05 higher than the previous day. The implied volatity was 17.71, the open interest changed by -4 which decreased total open position to 480
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 431.45, which was -94 lower than the previous day. The implied volatity was 18.82, the open interest changed by 120 which increased total open position to 467
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 520.55, which was -146.7 lower than the previous day. The implied volatity was 17.39, the open interest changed by 117 which increased total open position to 339
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 664.2, which was -111.25 lower than the previous day. The implied volatity was 17.99, the open interest changed by 68 which increased total open position to 222
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 780.9, which was 117 higher than the previous day. The implied volatity was 17.31, the open interest changed by 6 which increased total open position to 154
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 643, which was -7.25 lower than the previous day. The implied volatity was 17.48, the open interest changed by -37 which decreased total open position to 149
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 660, which was 78 higher than the previous day. The implied volatity was 16.37, the open interest changed by 76 which increased total open position to 186
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 579.9, which was -43.8 lower than the previous day. The implied volatity was 16.77, the open interest changed by -38 which decreased total open position to 108
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 623.2, which was 147.15 higher than the previous day. The implied volatity was 17.34, the open interest changed by 52 which increased total open position to 141
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 476.55, which was -91 lower than the previous day. The implied volatity was 18.25, the open interest changed by 2 which increased total open position to 81
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 571.6, which was 71.6 higher than the previous day. The implied volatity was 17.17, the open interest changed by 4 which increased total open position to 78
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 499.2, which was -66.7 lower than the previous day. The implied volatity was 18.48, the open interest changed by -1 which decreased total open position to 74
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 567.6, which was 254.9 higher than the previous day. The implied volatity was 15.19, the open interest changed by -27 which decreased total open position to 75
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 312.7, which was 7.05 higher than the previous day. The implied volatity was 18.38, the open interest changed by -1 which decreased total open position to 101
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 310.7, which was 55.65 higher than the previous day. The implied volatity was 19.87, the open interest changed by 6 which increased total open position to 102
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 255.05, which was -10.85 lower than the previous day. The implied volatity was 19.44, the open interest changed by 18 which increased total open position to 97
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 267.05, which was 20.65 higher than the previous day. The implied volatity was 19.62, the open interest changed by -8 which decreased total open position to 81
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 250.25, which was -114.15 lower than the previous day. The implied volatity was 21.41, the open interest changed by 1 which increased total open position to 88
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 364.4, which was -103.5 lower than the previous day. The implied volatity was 20.36, the open interest changed by 86 which increased total open position to 86
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 465.9, which was 91.85 higher than the previous day. The implied volatity was 18.11, the open interest changed by -11 which decreased total open position to 56
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 374.05, which was 62.8 higher than the previous day. The implied volatity was 18.84, the open interest changed by -5 which decreased total open position to 68
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 309.1, which was -117.55 lower than the previous day. The implied volatity was 20.87, the open interest changed by 27 which increased total open position to 71
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 426.65, which was 34.6 higher than the previous day. The implied volatity was 17.79, the open interest changed by 2 which increased total open position to 43
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 406.7, which was -178.45 lower than the previous day. The implied volatity was 17.5, the open interest changed by 21 which increased total open position to 40
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 585.15, which was 91.4 higher than the previous day. The implied volatity was 14.57, the open interest changed by 0 which decreased total open position to 18
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 493.75, which was -16.25 lower than the previous day. The implied volatity was 14.56, the open interest changed by -1 which decreased total open position to 18
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 510, which was 12.3 higher than the previous day. The implied volatity was 16.95, the open interest changed by 12 which increased total open position to 19
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 497.7, which was -198.6 lower than the previous day. The implied volatity was 17.98, the open interest changed by 0 which decreased total open position to 7
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 696.3, which was -87.2 lower than the previous day. The implied volatity was 17.57, the open interest changed by 0 which decreased total open position to 7
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 783.5, which was -209.95 lower than the previous day. The implied volatity was 16.97, the open interest changed by 0 which decreased total open position to 7
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 993.45, which was 154.55 higher than the previous day. The implied volatity was 15.62, the open interest changed by 0 which decreased total open position to 7
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 838.9, which was -319.25 lower than the previous day. The implied volatity was 15.82, the open interest changed by 5 which increased total open position to 6
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1158.15, which was -22.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1158.15, which was -22.25 lower than the previous day. The implied volatity was 10.5, the open interest changed by 0 which decreased total open position to 2
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 1180.4, which was -127.35 lower than the previous day. The implied volatity was 15.95, the open interest changed by 0 which decreased total open position to 1
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 1307.75, which was -443.5 lower than the previous day. The implied volatity was 11.61, the open interest changed by 0 which decreased total open position to 0
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 1751.25, 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 26-May-2026 24250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 0.04
Theta: -30.16
Gamma: 0.00117
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 May | 24031.70 | 172.6 | -351.85 (-67.09%) | 17.72 | 55,823 | 2,512 | 3,634 |
| 22 May | 23719.30 | 492.7 | -142.45 (-22.43%) | 12.18 | 4,959 | -17 | 1,148 |
| 21 May | 23654.70 | 634 | 22.2 (3.63%) | 19.97 | 1,574 | 71 | 1,169 |
| 20 May | 23659.00 | 580.9 | -83.9 (-12.62%) | 14.48 | 1,215 | -22 | 1,101 |
| 19 May | 23618.00 | 665.65 | 24 (3.74%) | 17.72 | 602 | -62 | 1,130 |
| 18 May | 23649.95 | 668.7 | -4.15 (-0.62%) | 20.48 | 247 | -11 | 1,192 |
| 15 May | 23643.50 | 648.3 | 27 (4.35%) | 16.61 | 1,086 | -486 | 1,207 |
| 14 May | 23689.60 | 606.35 | -245.7 (-28.84%) | 15.68 | 600 | -48 | 1,694 |
| 13 May | 23412.60 | 838.75 | -47.15 (-5.32%) | 0 | 257 | -59 | 1,742 |
| 12 May | 23379.55 | 848.7 | 293.95 (52.99%) | 0 | 1,138 | -570 | 1,805 |
| 11 May | 23815.85 | 554.7 | 214.85 (63.22%) | 0 | 1,960 | 429 | 2,389 |
| 8 May | 24176.15 | 344.05 | 70.25 (25.66%) | 15.73 | 6,275 | 327 | 1,960 |
| 7 May | 24326.65 | 267.75 | 1 (0.37%) | 15.22 | 2,482 | 183 | 1,663 |
| 6 May | 24330.95 | 260.8 | -183.95 (-41.36%) | 14.72 | 7,790 | 585 | 1,485 |
| 5 May | 24032.80 | 438.05 | 5.65 (1.31%) | 16.1 | 1,140 | -479 | 913 |
| 4 May | 24119.30 | 434 | -75.2 (-14.77%) | 17.16 | 3,607 | 506 | 1,405 |
| 30 Apr | 23997.55 | 486.4 | 61.35 (14.43%) | 16.64 | 556 | -157 | 742 |
| 29 Apr | 24177.65 | 427.4 | -116.7 (-21.45%) | 16.47 | 4,672 | 196 | 898 |
| 28 Apr | 23995.70 | 539.7 | 53.45 (10.99%) | 17.59 | 552 | 117 | 704 |
| 27 Apr | 24092.70 | 484.7 | -137.25 (-22.07%) | 17.1 | 745 | 249 | 586 |
| 24 Apr | 23897.95 | 627.3 | 127.15 (25.42%) | 17.76 | 424 | 22 | 342 |
| 23 Apr | 24173.05 | 499.6 | 96.7 (24.00%) | 17.57 | 531 | 91 | 308 |
| 22 Apr | 24378.10 | 400.8 | 77.9 (24.13%) | 17.2 | 239 | 33 | 226 |
| 21 Apr | 24576.60 | 323.25 | -121.25 (-27.28%) | 17.19 | 377 | -114 | 193 |
| 20 Apr | 24364.85 | 445.7 | 41.65 (10.31%) | 17.87 | 339 | 90 | 308 |
| 17 Apr | 24353.55 | 402.45 | -88.85 (-18.08%) | 16.45 | 330 | 82 | 218 |
| 16 Apr | 24196.75 | 502.8 | 7.3 (1.47%) | 16.93 | 286 | 47 | 135 |
| 15 Apr | 24231.30 | 499 | -220.65 (-30.66%) | 17.06 | 215 | 52 | 89 |
| 13 Apr | 23842.65 | 719 | 111.45 (18.34%) | 17.43 | 11 | 1 | 38 |
| 10 Apr | 24050.60 | 607.55 | -156.9 (-20.52%) | 16.55 | 15 | -6 | 39 |
| 9 Apr | 23775.10 | 764.45 | 136.1 (21.66%) | 16.93 | 1 | 0 | 44 |
| 8 Apr | 23997.35 | 628.35 | -702.6 (-52.79%) | 19.25 | 17 | 45 | 45 |
| 7 Apr | 23123.65 | 1330.95 | 98.35 (7.98%) | - | 0 | 46 | 46 |
| 6 Apr | 22968.25 | 1330.95 | 98.35 (7.98%) | - | 0 | 0 | 46 |
| 2 Apr | 22713.10 | 1330.95 | 98.35 (7.98%) | - | 0 | 0 | 46 |
| 1 Apr | 22679.40 | 1330.95 | 98.35 (7.98%) | - | 0 | 0 | 46 |
| 30 Mar | 22331.40 | 1330.95 | 98.35 (7.98%) | - | 0 | 0 | 46 |
| 27 Mar | 22819.60 | 1330.95 | 98.35 (7.98%) | - | 0 | 46 | 46 |
| 25 Mar | 23306.45 | 1330.95 | 98.35 (7.98%) | - | 0 | 0 | 46 |
| 24 Mar | 22912.40 | 1330.95 | 98.35 (7.98%) | - | 0 | 0 | 46 |
| 23 Mar | 22512.65 | 1330.95 | 98.35 (7.98%) | 6.99 | 2 | 0 | 46 |
| 20 Mar | 23114.50 | 1232.6 | 6.75 (0.55%) | 21.29 | 2 | 0 | 45 |
| 19 Mar | 23002.15 | 1225.85 | 505.85 (70.26%) | 20.35 | 2 | 1 | 45 |
| 18 Mar | 23777.80 | 720 | -167.35 (-18.86%) | 17.07 | 1 | 0 | 45 |
| 17 Mar | 23581.15 | 887.35 | -111.05 (-11.12%) | 18.54 | 1 | 0 | 45 |
| 16 Mar | 23408.80 | 998.4 | -126.65 (-11.26%) | 18.48 | 4 | 0 | 49 |
| 13 Mar | 23151.10 | 1125.05 | 217.75 (24.00%) | 18.83 | 4 | -1 | 51 |
| 12 Mar | 23639.15 | 907.3 | 149.05 (19.66%) | 19.79 | 1 | 0 | 53 |
| 11 Mar | 23866.85 | 758.25 | 189.3 (33.27%) | 18.64 | 39 | -16 | 52 |
| 10 Mar | 24261.60 | 561.65 | -232.4 (-29.27%) | 18.29 | 15 | 4 | 67 |
| 9 Mar | 24028.05 | 794.05 | 339.05 (74.52%) | 20.95 | 18 | -4 | 64 |
| 6 Mar | 24450.45 | 455 | 52.6 (13.07%) | 17.08 | 9 | 0 | 68 |
| 5 Mar | 24765.90 | 402.4 | -163.3 (-28.87%) | 17.76 | 5 | 1 | 68 |
| 4 Mar | 24480.50 | 565.7 | 215.5 (61.54%) | 19.63 | 10 | 1 | 68 |
| 2 Mar | 24865.70 | 350.2 | 172.95 (97.57%) | 17.12 | 76 | 66 | 66 |
| 27 Feb | 25178.65 | 177.25 | 0 (0.00%) | 2.95 | 0 | 0 | 0 |
For Nifty - strike price 24250 expiring on 26MAY2026
Delta for 24250 PE is -0.77
Historical price for 24250 PE is as follows
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 172.6, which was -351.85 lower than the previous day. The implied volatity was 17.72, the open interest changed by 2512 which increased total open position to 3634
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 492.7, which was -142.45 lower than the previous day. The implied volatity was 12.18, the open interest changed by -17 which decreased total open position to 1148
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 634, which was 22.2 higher than the previous day. The implied volatity was 19.97, the open interest changed by 71 which increased total open position to 1169
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 580.9, which was -83.9 lower than the previous day. The implied volatity was 14.48, the open interest changed by -22 which decreased total open position to 1101
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 665.65, which was 24 higher than the previous day. The implied volatity was 17.72, the open interest changed by -62 which decreased total open position to 1130
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 668.7, which was -4.15 lower than the previous day. The implied volatity was 20.48, the open interest changed by -11 which decreased total open position to 1192
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 648.3, which was 27 higher than the previous day. The implied volatity was 16.61, the open interest changed by -486 which decreased total open position to 1207
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 606.35, which was -245.7 lower than the previous day. The implied volatity was 15.68, the open interest changed by -48 which decreased total open position to 1694
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 838.75, which was -47.15 lower than the previous day. The implied volatity was 0, the open interest changed by -59 which decreased total open position to 1742
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 848.7, which was 293.95 higher than the previous day. The implied volatity was 0, the open interest changed by -570 which decreased total open position to 1805
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 554.7, which was 214.85 higher than the previous day. The implied volatity was 0, the open interest changed by 429 which increased total open position to 2389
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 344.05, which was 70.25 higher than the previous day. The implied volatity was 15.73, the open interest changed by 327 which increased total open position to 1960
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 267.75, which was 1 higher than the previous day. The implied volatity was 15.22, the open interest changed by 183 which increased total open position to 1663
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 260.8, which was -183.95 lower than the previous day. The implied volatity was 14.72, the open interest changed by 585 which increased total open position to 1485
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 438.05, which was 5.65 higher than the previous day. The implied volatity was 16.1, the open interest changed by -479 which decreased total open position to 913
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 434, which was -75.2 lower than the previous day. The implied volatity was 17.16, the open interest changed by 506 which increased total open position to 1405
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 486.4, which was 61.35 higher than the previous day. The implied volatity was 16.64, the open interest changed by -157 which decreased total open position to 742
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 427.4, which was -116.7 lower than the previous day. The implied volatity was 16.47, the open interest changed by 196 which increased total open position to 898
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 539.7, which was 53.45 higher than the previous day. The implied volatity was 17.59, the open interest changed by 117 which increased total open position to 704
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 484.7, which was -137.25 lower than the previous day. The implied volatity was 17.1, the open interest changed by 249 which increased total open position to 586
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 627.3, which was 127.15 higher than the previous day. The implied volatity was 17.76, the open interest changed by 22 which increased total open position to 342
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 499.6, which was 96.7 higher than the previous day. The implied volatity was 17.57, the open interest changed by 91 which increased total open position to 308
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 400.8, which was 77.9 higher than the previous day. The implied volatity was 17.2, the open interest changed by 33 which increased total open position to 226
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 323.25, which was -121.25 lower than the previous day. The implied volatity was 17.19, the open interest changed by -114 which decreased total open position to 193
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 445.7, which was 41.65 higher than the previous day. The implied volatity was 17.87, the open interest changed by 90 which increased total open position to 308
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 402.45, which was -88.85 lower than the previous day. The implied volatity was 16.45, the open interest changed by 82 which increased total open position to 218
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 502.8, which was 7.3 higher than the previous day. The implied volatity was 16.93, the open interest changed by 47 which increased total open position to 135
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 499, which was -220.65 lower than the previous day. The implied volatity was 17.06, the open interest changed by 52 which increased total open position to 89
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 719, which was 111.45 higher than the previous day. The implied volatity was 17.43, the open interest changed by 1 which increased total open position to 38
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 607.55, which was -156.9 lower than the previous day. The implied volatity was 16.55, the open interest changed by -6 which decreased total open position to 39
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 764.45, which was 136.1 higher than the previous day. The implied volatity was 16.93, the open interest changed by 0 which decreased total open position to 44
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 628.35, which was -702.6 lower than the previous day. The implied volatity was 19.25, the open interest changed by 45 which increased total open position to 45
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1330.95, which was 98.35 higher than the previous day. The implied volatity was -, the open interest changed by 46 which increased total open position to 46
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1330.95, which was 98.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1330.95, which was 98.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1330.95, which was 98.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1330.95, which was 98.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1330.95, which was 98.35 higher than the previous day. The implied volatity was -, the open interest changed by 46 which increased total open position to 46
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1330.95, which was 98.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1330.95, which was 98.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1330.95, which was 98.35 higher than the previous day. The implied volatity was 6.99, the open interest changed by 0 which decreased total open position to 46
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1232.6, which was 6.75 higher than the previous day. The implied volatity was 21.29, the open interest changed by 0 which decreased total open position to 45
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1225.85, which was 505.85 higher than the previous day. The implied volatity was 20.35, the open interest changed by 1 which increased total open position to 45
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 720, which was -167.35 lower than the previous day. The implied volatity was 17.07, the open interest changed by 0 which decreased total open position to 45
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 887.35, which was -111.05 lower than the previous day. The implied volatity was 18.54, the open interest changed by 0 which decreased total open position to 45
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 998.4, which was -126.65 lower than the previous day. The implied volatity was 18.48, the open interest changed by 0 which decreased total open position to 49
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1125.05, which was 217.75 higher than the previous day. The implied volatity was 18.83, the open interest changed by -1 which decreased total open position to 51
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 907.3, which was 149.05 higher than the previous day. The implied volatity was 19.79, the open interest changed by 0 which decreased total open position to 53
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 758.25, which was 189.3 higher than the previous day. The implied volatity was 18.64, the open interest changed by -16 which decreased total open position to 52
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 561.65, which was -232.4 lower than the previous day. The implied volatity was 18.29, the open interest changed by 4 which increased total open position to 67
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 794.05, which was 339.05 higher than the previous day. The implied volatity was 20.95, the open interest changed by -4 which decreased total open position to 64
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 455, which was 52.6 higher than the previous day. The implied volatity was 17.08, the open interest changed by 0 which decreased total open position to 68
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 402.4, which was -163.3 lower than the previous day. The implied volatity was 17.76, the open interest changed by 1 which increased total open position to 68
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 565.7, which was 215.5 higher than the previous day. The implied volatity was 19.63, the open interest changed by 1 which increased total open position to 68
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 350.2, which was 172.95 higher than the previous day. The implied volatity was 17.12, the open interest changed by 66 which increased total open position to 66
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 177.25, which was 0 lower than the previous day. The implied volatity was 2.95, the open interest changed by 0 which decreased total open position to 0
