NIFTY
Nifty
Historical option data for NIFTY
06 May 2026 04:10 PM IST
| NIFTY 12-May-2026 (6d) 24250 CE | ||||||||||||||||
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Delta: 0.58
Vega: 0.13
Theta: -19.79
Gamma: 0.00066
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 May | 24330.95 | 295.95 | 165.85 (127.48%) | 18.54 | 10,94,567 | 2,568 | 11,405 | |||||||||
| 5 May | 24032.80 | 137.1 | -85.70000000000002 (-38.46%) | 15.54 | 68,270 | 2,591 | 8,861 | |||||||||
| 4 May | 24119.30 | 216 | 0.25 (0.12%) | 17.89 | 44,046 | 4,582 | 6,295 | |||||||||
| 30 Apr | 23997.55 | 223.45 | -51.5 (-18.73%) | 16.67 | 10,592 | 141 | 1,854 | |||||||||
| 29 Apr | 24177.65 | 264.5 | 46.30000000000001 (21.22%) | 15.38 | 7,950 | 1,183 | 1,726 | |||||||||
| 28 Apr | 23995.70 | 222.85 | -89.6 (-28.68%) | 16.06 | 1,163 | 189 | 543 | |||||||||
| 27 Apr | 24092.70 | 313.1 | 17.150000000000034 (5.79%) | 18.07 | 460 | 45 | 350 | |||||||||
| 24 Apr | 23897.95 | 296.3 | -90.80000000000001 (-23.46%) | 19.61 | 408 | 111 | 293 | |||||||||
| 23 Apr | 24173.05 | 388.6 | -146.14999999999998 (-27.33%) | 17.97 | 452 | 120 | 180 | |||||||||
| 22 Apr | 24378.10 | 538.5 | -121.39999999999998 (-18.40%) | 19.25 | 41 | 28 | 58 | |||||||||
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| 21 Apr | 24576.60 | 659.9 | 125.75 (23.54%) | 18.58 | 39 | -14 | 29 | |||||||||
| 20 Apr | 24364.85 | 536.3 | 24.699999999999932 (4.83%) | 18.75 | 39 | 15 | 43 | |||||||||
| 17 Apr | 24353.55 | 518.55 | 62.64999999999998 (13.74%) | 16.14 | 39 | 22 | 30 | |||||||||
| 16 Apr | 24196.75 | 454.35 | 305.05 (204.32%) | 16.88 | 21 | 7 | 7 | |||||||||
| 15 Apr | 24231.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 23842.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 24050.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 23775.10 | 0 | 0 (0.00%) | 0.72 | 0 | 0 | 0 | |||||||||
| 8 Apr | 23997.35 | 149.3 | 0 (0.00%) | 0.05 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24250 expiring on 12MAY2026
Delta for 24250 CE is 0.58
Historical price for 24250 CE is as follows
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 295.95, which was 165.85 higher than the previous day. The implied volatity was 18.54, the open interest changed by 2568 which increased total open position to 11405
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 137.1, which was -85.70000000000002 lower than the previous day. The implied volatity was 15.54, the open interest changed by 2591 which increased total open position to 8861
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 216, which was 0.25 higher than the previous day. The implied volatity was 17.89, the open interest changed by 4582 which increased total open position to 6295
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 223.45, which was -51.5 lower than the previous day. The implied volatity was 16.67, the open interest changed by 141 which increased total open position to 1854
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 264.5, which was 46.30000000000001 higher than the previous day. The implied volatity was 15.38, the open interest changed by 1183 which increased total open position to 1726
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 222.85, which was -89.6 lower than the previous day. The implied volatity was 16.06, the open interest changed by 189 which increased total open position to 543
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 313.1, which was 17.150000000000034 higher than the previous day. The implied volatity was 18.07, the open interest changed by 45 which increased total open position to 350
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 296.3, which was -90.80000000000001 lower than the previous day. The implied volatity was 19.61, the open interest changed by 111 which increased total open position to 293
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 388.6, which was -146.14999999999998 lower than the previous day. The implied volatity was 17.97, the open interest changed by 120 which increased total open position to 180
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 538.5, which was -121.39999999999998 lower than the previous day. The implied volatity was 19.25, the open interest changed by 28 which increased total open position to 58
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 659.9, which was 125.75 higher than the previous day. The implied volatity was 18.58, the open interest changed by -14 which decreased total open position to 29
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 536.3, which was 24.699999999999932 higher than the previous day. The implied volatity was 18.75, the open interest changed by 15 which increased total open position to 43
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 518.55, which was 62.64999999999998 higher than the previous day. The implied volatity was 16.14, the open interest changed by 22 which increased total open position to 30
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 454.35, which was 305.05 higher than the previous day. The implied volatity was 16.88, the open interest changed by 7 which increased total open position to 7
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 149.3, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
| NIFTY 12-May-2026 (6d) 24250 PE | |||||||
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Delta: -0.39
Vega: 0.12
Theta: -10.19
Gamma: 0.00093
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 May | 24330.95 | 113.4 | -186.9 (-62.24%) | 12.81 | 6,30,955 | 19,126 | 21,027 |
| 5 May | 24032.80 | 289.65 | -5.550000000000011 (-1.88%) | 14.1 | 9,886 | -576 | 1,909 |
| 4 May | 24119.30 | 303 | -95.60000000000002 (-23.98%) | 17.35 | 26,495 | 1,067 | 2,488 |
| 30 Apr | 23997.55 | 377 | 61.05000000000001 (19.32%) | 16.29 | 1,934 | -632 | 789 |
| 29 Apr | 24177.65 | 327 | -113.30000000000001 (-25.73%) | 16.8 | 7,964 | 990 | 1,426 |
| 28 Apr | 23995.70 | 425.3 | 31.05000000000001 (7.88%) | 16.73 | 321 | 111 | 435 |
| 27 Apr | 24092.70 | 390.5 | -150.04999999999995 (-27.76%) | 17.43 | 195 | 94 | 323 |
| 24 Apr | 23897.95 | 540.55 | 123.79999999999995 (29.71%) | 17.94 | 184 | -19 | 230 |
| 23 Apr | 24173.05 | 419.25 | 88.75 (26.85%) | 18.38 | 471 | 55 | 234 |
| 22 Apr | 24378.10 | 332 | 74.14999999999998 (28.76%) | 18.31 | 107 | 86 | 178 |
| 21 Apr | 24576.60 | 261 | -121 (-31.68%) | 18.44 | 73 | 50 | 91 |
| 20 Apr | 24364.85 | 391.3 | 47.44999999999999 (13.80%) | 19.51 | 56 | 15 | 40 |
| 17 Apr | 24353.55 | 343.85 | -72.19999999999999 (-17.35%) | 17.26 | 25 | 6 | 26 |
| 16 Apr | 24196.75 | 416.05 | 6.699999999999989 (1.64%) | 17.34 | 21 | 16 | 20 |
| 15 Apr | 24231.30 | 409.35 | -718.65 (-63.71%) | 16.69 | 5 | 3 | 3 |
| 13 Apr | 23842.65 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 24050.60 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 23775.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 23997.35 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Nifty - strike price 24250 expiring on 12MAY2026
Delta for 24250 PE is -0.39
Historical price for 24250 PE is as follows
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 113.4, which was -186.9 lower than the previous day. The implied volatity was 12.81, the open interest changed by 19126 which increased total open position to 21027
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 289.65, which was -5.550000000000011 lower than the previous day. The implied volatity was 14.1, the open interest changed by -576 which decreased total open position to 1909
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 303, which was -95.60000000000002 lower than the previous day. The implied volatity was 17.35, the open interest changed by 1067 which increased total open position to 2488
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 377, which was 61.05000000000001 higher than the previous day. The implied volatity was 16.29, the open interest changed by -632 which decreased total open position to 789
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 327, which was -113.30000000000001 lower than the previous day. The implied volatity was 16.8, the open interest changed by 990 which increased total open position to 1426
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 425.3, which was 31.05000000000001 higher than the previous day. The implied volatity was 16.73, the open interest changed by 111 which increased total open position to 435
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 390.5, which was -150.04999999999995 lower than the previous day. The implied volatity was 17.43, the open interest changed by 94 which increased total open position to 323
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 540.55, which was 123.79999999999995 higher than the previous day. The implied volatity was 17.94, the open interest changed by -19 which decreased total open position to 230
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 419.25, which was 88.75 higher than the previous day. The implied volatity was 18.38, the open interest changed by 55 which increased total open position to 234
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 332, which was 74.14999999999998 higher than the previous day. The implied volatity was 18.31, the open interest changed by 86 which increased total open position to 178
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 261, which was -121 lower than the previous day. The implied volatity was 18.44, the open interest changed by 50 which increased total open position to 91
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 391.3, which was 47.44999999999999 higher than the previous day. The implied volatity was 19.51, the open interest changed by 15 which increased total open position to 40
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 343.85, which was -72.19999999999999 lower than the previous day. The implied volatity was 17.26, the open interest changed by 6 which increased total open position to 26
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 416.05, which was 6.699999999999989 higher than the previous day. The implied volatity was 17.34, the open interest changed by 16 which increased total open position to 20
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 409.35, which was -718.65 lower than the previous day. The implied volatity was 16.69, the open interest changed by 3 which increased total open position to 3
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
