NIFTY
Nifty
Historical option data for NIFTY
07 May 2026 11:51 AM IST
| NIFTY 12-May-2026 (5d) 24300 CE | ||||||||||||||||
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Delta: 0.54
Vega: 0.12
Theta: -17.38
Gamma: 0.0009
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 24310.65 | 193.65 | -67.20000000000002 (-25.76%) | 14.75 | 10,51,987 | 64,478 | 1,17,182 | |||||||||
| 6 May | 24330.95 | 263.95 | 152.29999999999998 (136.41%) | 18.12 | 18,67,495 | 5,951 | 52,819 | |||||||||
| 5 May | 24032.80 | 117 | -81.30000000000001 (-41.00%) | 15.31 | 2,41,703 | 21,566 | 46,966 | |||||||||
| 4 May | 24119.30 | 192.1 | -0.9000000000000057 (-0.47%) | 17.75 | 1,43,271 | 19,361 | 25,440 | |||||||||
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| 30 Apr | 23997.55 | 201.95 | -48.05000000000001 (-19.22%) | 16.75 | 26,491 | 1,297 | 7,376 | |||||||||
| 29 Apr | 24177.65 | 239.65 | 38.30000000000001 (19.02%) | 15.14 | 26,096 | 3,078 | 6,652 | |||||||||
| 28 Apr | 23995.70 | 200 | -88.19999999999999 (-30.60%) | 15.85 | 4,986 | 522 | 3,506 | |||||||||
| 27 Apr | 24092.70 | 287.65 | 13.25 (4.83%) | 17.76 | 3,738 | 1,059 | 3,018 | |||||||||
| 24 Apr | 23897.95 | 277 | -85.35000000000002 (-23.55%) | 19.57 | 1,754 | 239 | 1,964 | |||||||||
| 23 Apr | 24173.05 | 362 | -140.05 (-27.90%) | 17.93 | 2,660 | 873 | 1,735 | |||||||||
| 22 Apr | 24378.10 | 496.35 | -124.14999999999998 (-20.01%) | 18.53 | 1,344 | 591 | 869 | |||||||||
| 21 Apr | 24576.60 | 628.05 | 135.59999999999997 (27.54%) | 18.09 | 376 | -57 | 277 | |||||||||
| 20 Apr | 24364.85 | 494.95 | -1.4499999999999886 (-0.29%) | 18.24 | 690 | 155 | 468 | |||||||||
| 17 Apr | 24353.55 | 501.8 | 84.30000000000001 (20.19%) | 16.42 | 232 | 87 | 321 | |||||||||
| 16 Apr | 24196.75 | 419.5 | -34.89999999999998 (-7.68%) | 16.65 | 568 | 164 | 233 | |||||||||
| 15 Apr | 24231.30 | 453.3 | 313.95000000000005 (225.30%) | 16.89 | 173 | 68 | 68 | |||||||||
| 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%) | 0.89 | 0 | 0 | 0 | |||||||||
| 8 Apr | 23997.35 | 139.35 | 0 (0.00%) | 0.23 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24300 expiring on 12MAY2026
Delta for 24300 CE is 0.54
Historical price for 24300 CE is as follows
On 7 May NIFTY was trading at 24310.65. The strike last trading price was 193.65, which was -67.20000000000002 lower than the previous day. The implied volatity was 14.75, the open interest changed by 64478 which increased total open position to 117182
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 263.95, which was 152.29999999999998 higher than the previous day. The implied volatity was 18.12, the open interest changed by 5951 which increased total open position to 52819
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 117, which was -81.30000000000001 lower than the previous day. The implied volatity was 15.31, the open interest changed by 21566 which increased total open position to 46966
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 192.1, which was -0.9000000000000057 lower than the previous day. The implied volatity was 17.75, the open interest changed by 19361 which increased total open position to 25440
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 201.95, which was -48.05000000000001 lower than the previous day. The implied volatity was 16.75, the open interest changed by 1297 which increased total open position to 7376
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 239.65, which was 38.30000000000001 higher than the previous day. The implied volatity was 15.14, the open interest changed by 3078 which increased total open position to 6652
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 200, which was -88.19999999999999 lower than the previous day. The implied volatity was 15.85, the open interest changed by 522 which increased total open position to 3506
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 287.65, which was 13.25 higher than the previous day. The implied volatity was 17.76, the open interest changed by 1059 which increased total open position to 3018
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 277, which was -85.35000000000002 lower than the previous day. The implied volatity was 19.57, the open interest changed by 239 which increased total open position to 1964
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 362, which was -140.05 lower than the previous day. The implied volatity was 17.93, the open interest changed by 873 which increased total open position to 1735
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 496.35, which was -124.14999999999998 lower than the previous day. The implied volatity was 18.53, the open interest changed by 591 which increased total open position to 869
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 628.05, which was 135.59999999999997 higher than the previous day. The implied volatity was 18.09, the open interest changed by -57 which decreased total open position to 277
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 494.95, which was -1.4499999999999886 lower than the previous day. The implied volatity was 18.24, the open interest changed by 155 which increased total open position to 468
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 501.8, which was 84.30000000000001 higher than the previous day. The implied volatity was 16.42, the open interest changed by 87 which increased total open position to 321
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 419.5, which was -34.89999999999998 lower than the previous day. The implied volatity was 16.65, the open interest changed by 164 which increased total open position to 233
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 453.3, which was 313.95000000000005 higher than the previous day. The implied volatity was 16.89, the open interest changed by 68 which increased total open position to 68
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 0.89, 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 139.35, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0
| NIFTY 12-May-2026 (5d) 24300 PE | |||||||
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Delta: -0.47
Vega: 0.12
Theta: -14.58
Gamma: 0.00086
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 24310.65 | 167.4 | 27.30000000000001 (19.49%) | 15.54 | 13,81,511 | 51,502 | 1,02,653 |
| 6 May | 24330.95 | 131.85 | -201.79999999999998 (-60.48%) | 12.61 | 9,63,919 | 38,578 | 52,018 |
| 5 May | 24032.80 | 317.7 | -2.8000000000000114 (-0.87%) | 13.68 | 38,937 | -5,253 | 13,515 |
| 4 May | 24119.30 | 331.65 | -91.55000000000001 (-21.63%) | 17.31 | 74,658 | 13,060 | 18,760 |
| 30 Apr | 23997.55 | 400.05 | 62.05000000000001 (18.36%) | 16.08 | 9,338 | -2,186 | 3,514 |
| 29 Apr | 24177.65 | 354.45 | -111.55000000000001 (-23.94%) | 16.74 | 22,845 | 3,242 | 6,210 |
| 28 Apr | 23995.70 | 461.3 | 41.55000000000001 (9.90%) | 17.24 | 1,288 | 98 | 3,023 |
| 27 Apr | 24092.70 | 417.7 | -157.15000000000003 (-27.34%) | 17.47 | 4,474 | 2,316 | 2,964 |
| 24 Apr | 23897.95 | 573.05 | 127.54999999999995 (28.63%) | 18.07 | 616 | -67 | 656 |
| 23 Apr | 24173.05 | 448.5 | 93.89999999999998 (26.48%) | 18.44 | 1,441 | 320 | 734 |
| 22 Apr | 24378.10 | 351 | 76.19999999999999 (27.73%) | 18.27 | 1,308 | 69 | 422 |
| 21 Apr | 24576.60 | 266.35 | -137.25 (-34.01%) | 17.93 | 451 | 160 | 354 |
| 20 Apr | 24364.85 | 411.3 | 53.30000000000001 (14.89%) | 19.43 | 512 | 120 | 331 |
| 17 Apr | 24353.55 | 357.25 | -98.19999999999999 (-21.56%) | 16.9 | 187 | 35 | 218 |
| 16 Apr | 24196.75 | 460.25 | 15.75 (3.54%) | 17.39 | 550 | 134 | 188 |
| 15 Apr | 24231.30 | 447.8 | -719.95 (-61.65%) | 17.21 | 95 | 56 | 56 |
| 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 | 1167.75 | 0 (0.00%) | - | 0 | 0 | 0 |
For Nifty - strike price 24300 expiring on 12MAY2026
Delta for 24300 PE is -0.47
Historical price for 24300 PE is as follows
On 7 May NIFTY was trading at 24310.65. The strike last trading price was 167.4, which was 27.30000000000001 higher than the previous day. The implied volatity was 15.54, the open interest changed by 51502 which increased total open position to 102653
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 131.85, which was -201.79999999999998 lower than the previous day. The implied volatity was 12.61, the open interest changed by 38578 which increased total open position to 52018
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 317.7, which was -2.8000000000000114 lower than the previous day. The implied volatity was 13.68, the open interest changed by -5253 which decreased total open position to 13515
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 331.65, which was -91.55000000000001 lower than the previous day. The implied volatity was 17.31, the open interest changed by 13060 which increased total open position to 18760
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 400.05, which was 62.05000000000001 higher than the previous day. The implied volatity was 16.08, the open interest changed by -2186 which decreased total open position to 3514
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 354.45, which was -111.55000000000001 lower than the previous day. The implied volatity was 16.74, the open interest changed by 3242 which increased total open position to 6210
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 461.3, which was 41.55000000000001 higher than the previous day. The implied volatity was 17.24, the open interest changed by 98 which increased total open position to 3023
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 417.7, which was -157.15000000000003 lower than the previous day. The implied volatity was 17.47, the open interest changed by 2316 which increased total open position to 2964
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 573.05, which was 127.54999999999995 higher than the previous day. The implied volatity was 18.07, the open interest changed by -67 which decreased total open position to 656
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 448.5, which was 93.89999999999998 higher than the previous day. The implied volatity was 18.44, the open interest changed by 320 which increased total open position to 734
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 351, which was 76.19999999999999 higher than the previous day. The implied volatity was 18.27, the open interest changed by 69 which increased total open position to 422
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 266.35, which was -137.25 lower than the previous day. The implied volatity was 17.93, the open interest changed by 160 which increased total open position to 354
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 411.3, which was 53.30000000000001 higher than the previous day. The implied volatity was 19.43, the open interest changed by 120 which increased total open position to 331
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 357.25, which was -98.19999999999999 lower than the previous day. The implied volatity was 16.9, the open interest changed by 35 which increased total open position to 218
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 460.25, which was 15.75 higher than the previous day. The implied volatity was 17.39, the open interest changed by 134 which increased total open position to 188
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 447.8, which was -719.95 lower than the previous day. The implied volatity was 17.21, the open interest changed by 56 which increased total open position to 56
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 1167.75, 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
