NIFTY
Nifty
Historical option data for NIFTY
23 Apr 2026 11:45 AM IST
| NIFTY 28-Apr-2026 (5d) 24300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.41
Vega: 0.12
Theta: -17.17
Gamma: 0.00088
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Apr | 24181.85 | 131.2 | -133.90000000000003 | 14.97 | 7,08,804 | 57,481 | 95,625 | |||||||||
| 22 Apr | 24378.10 | 264.65 | -158.3 | 16.92 | 4,42,034 | 16,499 | 38,341 | |||||||||
| 21 Apr | 24576.60 | 418.05 | 107.10000000000002 | 16.43 | 58,052 | -666 | 22,459 | |||||||||
| 20 Apr | 24364.85 | 303.75 | -14.949999999999989 | 18.72 | 1,09,079 | 1,974 | 23,308 | |||||||||
| 17 Apr | 24353.55 | 334.25 | 78.94999999999999 | 16.08 | 94,892 | 670 | 21,329 | |||||||||
| 16 Apr | 24196.75 | 252.8 | -37.5 | 16.04 | 79,588 | 6,107 | 20,815 | |||||||||
| 15 Apr | 24231.30 | 284 | 94.80000000000001 | 16.33 | 42,141 | 3,510 | 14,698 | |||||||||
| 13 Apr | 23842.65 | 183.5 | -91 | 18.14 | 23,273 | 2,009 | 11,202 | |||||||||
| 10 Apr | 24050.60 | 279.05 | 61.45000000000002 | 16.82 | 23,641 | 1,957 | 9,167 | |||||||||
| 9 Apr | 23775.10 | 215 | -63.5 | 18.47 | 12,866 | 1,345 | 7,281 | |||||||||
| 8 Apr | 23997.35 | 291 | 177.5 | 16.15 | 24,048 | 5,947 | 6,062 | |||||||||
| 7 Apr | 23123.65 | 119.45 | 4.95 | 20.46 | 10,243 | -323 | 6,099 | |||||||||
| 6 Apr | 22968.25 | 115 | 25.45 | 21.76 | 9,983 | -23,527 | 6,435 | |||||||||
| 2 Apr | 22713.10 | 88.95 | -13.8 | 20.76 | 11,234 | 208 | 5,145 | |||||||||
| 1 Apr | 22679.40 | 104 | -5.2 | 21.36 | 8,375 | 1,015 | 4,935 | |||||||||
| 30 Mar | 22331.40 | 119 | -64.75 | 24.79 | 8,329 | -5,459 | 4,075 | |||||||||
| 27 Mar | 22819.60 | 180.5 | -83.35 | 22.12 | 6,779 | 3,696 | 3,696 | |||||||||
| 25 Mar | 23306.45 | 260.95 | 50.25 | 19.57 | 5,920 | 2,866 | 3,011 | |||||||||
| 24 Mar | 22912.40 | 220.05 | 53.45 | 21.5 | 7,619 | 2,238 | 2,428 | |||||||||
| 23 Mar | 22512.65 | 161.4 | -71 | 23.14 | 10,397 | -301 | 3,639 | |||||||||
| 20 Mar | 23114.50 | 229.9 | 23.1 | 18.63 | 3,687 | 820 | 2,892 | |||||||||
| 19 Mar | 23002.15 | 223.85 | -140.7 | 18.55 | 4,047 | 2,084 | 2,084 | |||||||||
| 18 Mar | 23777.80 | 362.4 | 22.8 | 15.12 | 1,767 | -1,929 | 1,839 | |||||||||
| 17 Mar | 23581.15 | 339.1 | 12.05 | 16.76 | 1,790 | 1,729 | 1,734 | |||||||||
| 16 Mar | 23408.80 | 321.35 | 18.85 | 18.31 | 2,513 | 39 | 1,777 | |||||||||
| 13 Mar | 23151.10 | 301.7 | -157.45 | 18.87 | 3,138 | -1,708 | 1,702 | |||||||||
| 12 Mar | 23639.15 | 450.55 | -108.8 | 17.87 | 1,472 | 136 | 1,236 | |||||||||
| 11 Mar | 23866.85 | 550.05 | -209.8 | 17.74 | 1,122 | 233 | 1,100 | |||||||||
| 10 Mar | 24261.60 | 760.6 | 25.1 | 16.77 | 606 | 161 | 858 | |||||||||
| 9 Mar | 24028.05 | 716.85 | -164.25 | 19.73 | 1,370 | 696 | 696 | |||||||||
| 6 Mar | 24450.45 | 881 | -170.5 | 15.9 | 108 | 17 | 711 | |||||||||
| 5 Mar | 24765.90 | 1013.9 | 95.35 | 14.03 | 197 | -9 | 695 | |||||||||
| 4 Mar | 24480.50 | 914 | -222.65 | 16.22 | 1,226 | 356 | 713 | |||||||||
| 2 Mar | 24865.70 | 1131.35 | -219.15 | 14.26 | 407 | 335 | 357 | |||||||||
| 27 Feb | 25178.65 | 1331 | -191.8 | 10.2 | 2 | 1 | 22 | |||||||||
| 26 Feb | 25496.55 | 1522.8 | -262.7 | - | 0 | 0 | 21 | |||||||||
| 25 Feb | 25482.50 | 1522.8 | -262.7 | - | 1 | 0 | 21 | |||||||||
| 24 Feb | 25424.65 | 1522.8 | -262.7 | 6.37 | 1 | 0 | 21 | |||||||||
| 23 Feb | 25713.00 | 1779 | 91.5 | - | 2 | 0 | 21 | |||||||||
| 20 Feb | 25571.25 | 1685.7 | -287.5 | 6.51 | 2 | 0 | 21 | |||||||||
| 19 Feb | 25454.35 | 1973.3 | 173 | - | 0 | 0 | 21 | |||||||||
| 18 Feb | 25819.35 | 1973.3 | 173 | - | 0 | 0 | 21 | |||||||||
| 17 Feb | 25725.40 | 1973.3 | 173 | - | 0 | 0 | 21 | |||||||||
| 16 Feb | 25682.75 | 1973.3 | 173 | - | 0 | 0 | 21 | |||||||||
| 13 Feb | 25471.10 | 1973.3 | 173 | - | 0 | 0 | 21 | |||||||||
| 12 Feb | 25807.20 | 1973.3 | 173 | - | 0 | 0 | 21 | |||||||||
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| 11 Feb | 25953.85 | 1973.3 | 173 | - | 0 | 0 | 21 | |||||||||
| 10 Feb | 25935.15 | 1973.3 | 173 | - | 0 | 0 | 21 | |||||||||
| 9 Feb | 25867.30 | 1973.3 | 173 | - | 2 | 0 | 21 | |||||||||
| 6 Feb | 25693.70 | 1799.85 | -5.15 | - | 3 | 1 | 21 | |||||||||
| 5 Feb | 25642.80 | 1804.65 | -129.5 | - | 2 | 0 | 20 | |||||||||
| 4 Feb | 25776.00 | 1934.25 | 21.45 | - | 21 | 0 | 2 | |||||||||
| 3 Feb | 25727.55 | 1912.8 | 592.75 | - | 1 | 0 | 1 | |||||||||
| 2 Feb | 25088.40 | 1316.95 | -154.55 | - | 2 | 0 | 0 | |||||||||
| 1 Feb | 24825.45 | 1471.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 25320.65 | 1471.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 25418.90 | 1471.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24300 expiring on 28APR2026
Delta for 24300 CE is 0.41
Historical price for 24300 CE is as follows
On 23 Apr NIFTY was trading at 24181.85. The strike last trading price was 131.2, which was -133.90000000000003 lower than the previous day. The implied volatity was 14.97, the open interest changed by 57481 which increased total open position to 95625
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 264.65, which was -158.3 lower than the previous day. The implied volatity was 16.92, the open interest changed by 16499 which increased total open position to 38341
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 418.05, which was 107.10000000000002 higher than the previous day. The implied volatity was 16.43, the open interest changed by -666 which decreased total open position to 22459
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 303.75, which was -14.949999999999989 lower than the previous day. The implied volatity was 18.72, the open interest changed by 1974 which increased total open position to 23308
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 334.25, which was 78.94999999999999 higher than the previous day. The implied volatity was 16.08, the open interest changed by 670 which increased total open position to 21329
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 252.8, which was -37.5 lower than the previous day. The implied volatity was 16.04, the open interest changed by 6107 which increased total open position to 20815
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 284, which was 94.80000000000001 higher than the previous day. The implied volatity was 16.33, the open interest changed by 3510 which increased total open position to 14698
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 183.5, which was -91 lower than the previous day. The implied volatity was 18.14, the open interest changed by 2009 which increased total open position to 11202
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 279.05, which was 61.45000000000002 higher than the previous day. The implied volatity was 16.82, the open interest changed by 1957 which increased total open position to 9167
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 215, which was -63.5 lower than the previous day. The implied volatity was 18.47, the open interest changed by 1345 which increased total open position to 7281
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 291, which was 177.5 higher than the previous day. The implied volatity was 16.15, the open interest changed by 5947 which increased total open position to 6062
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 119.45, which was 4.95 higher than the previous day. The implied volatity was 20.46, the open interest changed by -323 which decreased total open position to 6099
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 115, which was 25.45 higher than the previous day. The implied volatity was 21.76, the open interest changed by -23527 which decreased total open position to 6435
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 88.95, which was -13.8 lower than the previous day. The implied volatity was 20.76, the open interest changed by 208 which increased total open position to 5145
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 104, which was -5.2 lower than the previous day. The implied volatity was 21.36, the open interest changed by 1015 which increased total open position to 4935
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 119, which was -64.75 lower than the previous day. The implied volatity was 24.79, the open interest changed by -5459 which decreased total open position to 4075
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 180.5, which was -83.35 lower than the previous day. The implied volatity was 22.12, the open interest changed by 3696 which increased total open position to 3696
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 260.95, which was 50.25 higher than the previous day. The implied volatity was 19.57, the open interest changed by 2866 which increased total open position to 3011
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 220.05, which was 53.45 higher than the previous day. The implied volatity was 21.5, the open interest changed by 2238 which increased total open position to 2428
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 161.4, which was -71 lower than the previous day. The implied volatity was 23.14, the open interest changed by -301 which decreased total open position to 3639
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 229.9, which was 23.1 higher than the previous day. The implied volatity was 18.63, the open interest changed by 820 which increased total open position to 2892
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 223.85, which was -140.7 lower than the previous day. The implied volatity was 18.55, the open interest changed by 2084 which increased total open position to 2084
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 362.4, which was 22.8 higher than the previous day. The implied volatity was 15.12, the open interest changed by -1929 which decreased total open position to 1839
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 339.1, which was 12.05 higher than the previous day. The implied volatity was 16.76, the open interest changed by 1729 which increased total open position to 1734
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 321.35, which was 18.85 higher than the previous day. The implied volatity was 18.31, the open interest changed by 39 which increased total open position to 1777
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 301.7, which was -157.45 lower than the previous day. The implied volatity was 18.87, the open interest changed by -1708 which decreased total open position to 1702
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 450.55, which was -108.8 lower than the previous day. The implied volatity was 17.87, the open interest changed by 136 which increased total open position to 1236
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 550.05, which was -209.8 lower than the previous day. The implied volatity was 17.74, the open interest changed by 233 which increased total open position to 1100
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 760.6, which was 25.1 higher than the previous day. The implied volatity was 16.77, the open interest changed by 161 which increased total open position to 858
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 716.85, which was -164.25 lower than the previous day. The implied volatity was 19.73, the open interest changed by 696 which increased total open position to 696
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 881, which was -170.5 lower than the previous day. The implied volatity was 15.9, the open interest changed by 17 which increased total open position to 711
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1013.9, which was 95.35 higher than the previous day. The implied volatity was 14.03, the open interest changed by -9 which decreased total open position to 695
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 914, which was -222.65 lower than the previous day. The implied volatity was 16.22, the open interest changed by 356 which increased total open position to 713
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 1131.35, which was -219.15 lower than the previous day. The implied volatity was 14.26, the open interest changed by 335 which increased total open position to 357
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 1331, which was -191.8 lower than the previous day. The implied volatity was 10.2, the open interest changed by 1 which increased total open position to 22
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 1522.8, which was -262.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 1522.8, which was -262.7 lower than the previous day. The implied volatity was -, 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 1522.8, which was -262.7 lower than the previous day. The implied volatity was 6.37, the open interest changed by 0 which decreased total open position to 21
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 1779, which was 91.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 1685.7, which was -287.5 lower than the previous day. The implied volatity was 6.51, the open interest changed by 0 which decreased total open position to 21
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 1973.3, which was 173 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 1973.3, which was 173 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 1973.3, which was 173 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 1973.3, which was 173 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 1973.3, which was 173 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 1973.3, which was 173 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 1973.3, which was 173 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 1973.3, which was 173 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 1973.3, which was 173 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 1799.85, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 21
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 1804.65, which was -129.5 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 1934.25, which was 21.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 1912.8, which was 592.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 1316.95, which was -154.55 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 1471.5, 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 1471.5, 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 1471.5, 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) 24300 PE | |||||||
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Delta: -0.57
Vega: 0.12
Theta: -17.29
Gamma: 0.00072
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Apr | 24181.85 | 272.75 | 86.9 | 18.4 | 5,10,300 | 1,302 | 55,738 |
| 22 Apr | 24378.10 | 176.4 | 38.45000000000002 | 17.11 | 10,41,118 | 20,543 | 55,134 |
| 21 Apr | 24576.60 | 136.9 | -141.4 | 19 | 1,41,419 | 12,570 | 35,456 |
| 20 Apr | 24364.85 | 282.35 | 33.05000000000001 | 21.18 | 1,33,052 | 3,746 | 23,027 |
| 17 Apr | 24353.55 | 240.55 | -111.09999999999997 | 17.15 | 73,901 | 6,634 | 20,396 |
| 16 Apr | 24196.75 | 366.55 | 22.150000000000034 | 18.7 | 65,932 | 5,036 | 13,921 |
| 15 Apr | 24231.30 | 354.75 | -264.5 | 18.18 | 31,174 | 4,083 | 8,898 |
| 13 Apr | 23842.65 | 613.7 | 149.80000000000007 | 18.3 | 2,480 | -178 | 4,799 |
| 10 Apr | 24050.60 | 464.25 | -178.39999999999998 | 16.99 | 5,020 | 876 | 4,969 |
| 9 Apr | 23775.10 | 646.5 | 130.64999999999998 | 16.88 | 3,096 | 163 | 4,097 |
| 8 Apr | 23997.35 | 491.85 | -734.05 | 18.23 | 5,860 | 1,714 | 3,934 |
| 7 Apr | 23123.65 | 1216.8 | -96.2 | 24.68 | 98 | 2,194 | 2,226 |
| 6 Apr | 22968.25 | 1327.85 | -287.9 | 22.86 | 75 | 2,172 | 2,172 |
| 2 Apr | 22713.10 | 1615.75 | 49.6 | 27.17 | 34 | 2,199 | 2,218 |
| 1 Apr | 22679.40 | 1572.3 | -379.35 | 24.47 | 68 | 2,219 | 2,219 |
| 30 Mar | 22331.40 | 1933.8 | 383.25 | 30.05 | 204 | 2,241 | 2,243 |
| 27 Mar | 22819.60 | 1550.55 | 437.65 | 27.74 | 176 | 19 | 2,257 |
| 25 Mar | 23306.45 | 1090.05 | -374.75 | 21.92 | 270 | 2,235 | 2,237 |
| 24 Mar | 22912.40 | 1407.1 | -354.8 | 24.79 | 233 | 2,270 | 2,270 |
| 23 Mar | 22512.65 | 1784.05 | 580.75 | 25.86 | 209 | 2,275 | 2,275 |
| 20 Mar | 23114.50 | 1203.3 | -69.6 | 21.2 | 194 | 2,343 | 2,343 |
| 19 Mar | 23002.15 | 1242.95 | 503.75 | 21.44 | 211 | -928 | 2,339 |
| 18 Mar | 23777.80 | 742.05 | -121.3 | 18.8 | 1,014 | 2,432 | 2,432 |
| 17 Mar | 23581.15 | 863.15 | -181.6 | 18.75 | 1,216 | 61 | 2,082 |
| 16 Mar | 23408.80 | 1054.15 | -152.25 | 20.79 | 472 | -61 | 2,021 |
| 13 Mar | 23151.10 | 1194 | 339.15 | 21.15 | 894 | -29 | 2,088 |
| 12 Mar | 23639.15 | 857.9 | 111.2 | 19.64 | 804 | -126 | 2,117 |
| 11 Mar | 23866.85 | 758.2 | 261.95 | 19.95 | 1,834 | 26 | 2,265 |
| 10 Mar | 24261.60 | 492 | -233.45 | 18.03 | 1,821 | 2,131 | 2,203 |
| 9 Mar | 24028.05 | 738 | 265.35 | 21.38 | 2,858 | 1,896 | 1,973 |
| 6 Mar | 24450.45 | 466.15 | 137.85 | 18.89 | 1,552 | 2,342 | 2,400 |
| 5 Mar | 24765.90 | 340 | -138.65 | 17.75 | 1,614 | -146 | 2,344 |
| 4 Mar | 24480.50 | 479.7 | 204.35 | 19.15 | 3,032 | 13 | 2,468 |
| 2 Mar | 24865.70 | 269.65 | 126.75 | 16.31 | 4,655 | 316 | 2,506 |
| 27 Feb | 25178.65 | 145 | 43.6 | 14.37 | 1,401 | 170 | 2,210 |
| 26 Feb | 25496.55 | 101.65 | -8.85 | 14.47 | 1,500 | 84 | 2,041 |
| 25 Feb | 25482.50 | 109 | -11.7 | 14.62 | 1,658 | 32 | 1,959 |
| 24 Feb | 25424.65 | 119.15 | 18.9 | 14.88 | 1,730 | 391 | 1,935 |
| 23 Feb | 25713.00 | 100.15 | -11.5 | 15.38 | 716 | 109 | 1,536 |
| 20 Feb | 25571.25 | 110.45 | -11 | 14.84 | 944 | 230 | 1,418 |
| 19 Feb | 25454.35 | 130.15 | 49.75 | 14.7 | 878 | 358 | 1,185 |
| 18 Feb | 25819.35 | 80 | -13.7 | 14.57 | 314 | 41 | 773 |
| 17 Feb | 25725.40 | 95.9 | -5.95 | 14.81 | 402 | 251 | 734 |
| 16 Feb | 25682.75 | 102.7 | -23.6 | 14.86 | 370 | 179 | 484 |
| 13 Feb | 25471.10 | 128.55 | 53.15 | 14.53 | 396 | 99 | 302 |
| 12 Feb | 25807.20 | 75.5 | 10.5 | 13.93 | 46 | 12 | 219 |
| 11 Feb | 25953.85 | 65 | -4.3 | 14.01 | 19 | 6 | 207 |
| 10 Feb | 25935.15 | 69.3 | -7.45 | 14.06 | 56 | 24 | 201 |
| 9 Feb | 25867.30 | 76.75 | -13 | 14.13 | 88 | 23 | 177 |
| 6 Feb | 25693.70 | 90.75 | -6.15 | 13.73 | 104 | 48 | 154 |
| 5 Feb | 25642.80 | 96.2 | 7.65 | 13.75 | 216 | -119 | 107 |
| 4 Feb | 25776.00 | 88.55 | -14.35 | 13.84 | 56 | 11 | 227 |
| 3 Feb | 25727.55 | 101.8 | -114.5 | 14.25 | 284 | 181 | 217 |
| 2 Feb | 25088.40 | 215.6 | 50.95 | 14.64 | 16 | 11 | 32 |
| 1 Feb | 24825.45 | 164.65 | 5.95 | 11.24 | 54 | 3 | 20 |
| 30 Jan | 25320.65 | 157.2 | -66.75 | 14.08 | 176 | 16 | 16 |
| 29 Jan | 25418.90 | 223.95 | 0 | 3.27 | 0 | 0 | 0 |
For Nifty - strike price 24300 expiring on 28APR2026
Delta for 24300 PE is -0.57
Historical price for 24300 PE is as follows
On 23 Apr NIFTY was trading at 24181.85. The strike last trading price was 272.75, which was 86.9 higher than the previous day. The implied volatity was 18.4, the open interest changed by 1302 which increased total open position to 55738
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 176.4, which was 38.45000000000002 higher than the previous day. The implied volatity was 17.11, the open interest changed by 20543 which increased total open position to 55134
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 136.9, which was -141.4 lower than the previous day. The implied volatity was 19, the open interest changed by 12570 which increased total open position to 35456
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 282.35, which was 33.05000000000001 higher than the previous day. The implied volatity was 21.18, the open interest changed by 3746 which increased total open position to 23027
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 240.55, which was -111.09999999999997 lower than the previous day. The implied volatity was 17.15, the open interest changed by 6634 which increased total open position to 20396
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 366.55, which was 22.150000000000034 higher than the previous day. The implied volatity was 18.7, the open interest changed by 5036 which increased total open position to 13921
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 354.75, which was -264.5 lower than the previous day. The implied volatity was 18.18, the open interest changed by 4083 which increased total open position to 8898
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 613.7, which was 149.80000000000007 higher than the previous day. The implied volatity was 18.3, the open interest changed by -178 which decreased total open position to 4799
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 464.25, which was -178.39999999999998 lower than the previous day. The implied volatity was 16.99, the open interest changed by 876 which increased total open position to 4969
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 646.5, which was 130.64999999999998 higher than the previous day. The implied volatity was 16.88, the open interest changed by 163 which increased total open position to 4097
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 491.85, which was -734.05 lower than the previous day. The implied volatity was 18.23, the open interest changed by 1714 which increased total open position to 3934
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1216.8, which was -96.2 lower than the previous day. The implied volatity was 24.68, the open interest changed by 2194 which increased total open position to 2226
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1327.85, which was -287.9 lower than the previous day. The implied volatity was 22.86, the open interest changed by 2172 which increased total open position to 2172
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1615.75, which was 49.6 higher than the previous day. The implied volatity was 27.17, the open interest changed by 2199 which increased total open position to 2218
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1572.3, which was -379.35 lower than the previous day. The implied volatity was 24.47, the open interest changed by 2219 which increased total open position to 2219
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1933.8, which was 383.25 higher than the previous day. The implied volatity was 30.05, the open interest changed by 2241 which increased total open position to 2243
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1550.55, which was 437.65 higher than the previous day. The implied volatity was 27.74, the open interest changed by 19 which increased total open position to 2257
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1090.05, which was -374.75 lower than the previous day. The implied volatity was 21.92, the open interest changed by 2235 which increased total open position to 2237
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1407.1, which was -354.8 lower than the previous day. The implied volatity was 24.79, the open interest changed by 2270 which increased total open position to 2270
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1784.05, which was 580.75 higher than the previous day. The implied volatity was 25.86, the open interest changed by 2275 which increased total open position to 2275
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1203.3, which was -69.6 lower than the previous day. The implied volatity was 21.2, the open interest changed by 2343 which increased total open position to 2343
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1242.95, which was 503.75 higher than the previous day. The implied volatity was 21.44, the open interest changed by -928 which decreased total open position to 2339
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 742.05, which was -121.3 lower than the previous day. The implied volatity was 18.8, the open interest changed by 2432 which increased total open position to 2432
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 863.15, which was -181.6 lower than the previous day. The implied volatity was 18.75, the open interest changed by 61 which increased total open position to 2082
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1054.15, which was -152.25 lower than the previous day. The implied volatity was 20.79, the open interest changed by -61 which decreased total open position to 2021
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1194, which was 339.15 higher than the previous day. The implied volatity was 21.15, the open interest changed by -29 which decreased total open position to 2088
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 857.9, which was 111.2 higher than the previous day. The implied volatity was 19.64, the open interest changed by -126 which decreased total open position to 2117
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 758.2, which was 261.95 higher than the previous day. The implied volatity was 19.95, the open interest changed by 26 which increased total open position to 2265
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 492, which was -233.45 lower than the previous day. The implied volatity was 18.03, the open interest changed by 2131 which increased total open position to 2203
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 738, which was 265.35 higher than the previous day. The implied volatity was 21.38, the open interest changed by 1896 which increased total open position to 1973
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 466.15, which was 137.85 higher than the previous day. The implied volatity was 18.89, the open interest changed by 2342 which increased total open position to 2400
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 340, which was -138.65 lower than the previous day. The implied volatity was 17.75, the open interest changed by -146 which decreased total open position to 2344
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 479.7, which was 204.35 higher than the previous day. The implied volatity was 19.15, the open interest changed by 13 which increased total open position to 2468
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 269.65, which was 126.75 higher than the previous day. The implied volatity was 16.31, the open interest changed by 316 which increased total open position to 2506
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 145, which was 43.6 higher than the previous day. The implied volatity was 14.37, the open interest changed by 170 which increased total open position to 2210
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 101.65, which was -8.85 lower than the previous day. The implied volatity was 14.47, the open interest changed by 84 which increased total open position to 2041
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 109, which was -11.7 lower than the previous day. The implied volatity was 14.62, the open interest changed by 32 which increased total open position to 1959
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 119.15, which was 18.9 higher than the previous day. The implied volatity was 14.88, the open interest changed by 391 which increased total open position to 1935
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 100.15, which was -11.5 lower than the previous day. The implied volatity was 15.38, the open interest changed by 109 which increased total open position to 1536
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 110.45, which was -11 lower than the previous day. The implied volatity was 14.84, the open interest changed by 230 which increased total open position to 1418
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 130.15, which was 49.75 higher than the previous day. The implied volatity was 14.7, the open interest changed by 358 which increased total open position to 1185
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 80, which was -13.7 lower than the previous day. The implied volatity was 14.57, the open interest changed by 41 which increased total open position to 773
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 95.9, which was -5.95 lower than the previous day. The implied volatity was 14.81, the open interest changed by 251 which increased total open position to 734
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 102.7, which was -23.6 lower than the previous day. The implied volatity was 14.86, the open interest changed by 179 which increased total open position to 484
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 128.55, which was 53.15 higher than the previous day. The implied volatity was 14.53, the open interest changed by 99 which increased total open position to 302
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 75.5, which was 10.5 higher than the previous day. The implied volatity was 13.93, the open interest changed by 12 which increased total open position to 219
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 65, which was -4.3 lower than the previous day. The implied volatity was 14.01, the open interest changed by 6 which increased total open position to 207
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 69.3, which was -7.45 lower than the previous day. The implied volatity was 14.06, the open interest changed by 24 which increased total open position to 201
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 76.75, which was -13 lower than the previous day. The implied volatity was 14.13, the open interest changed by 23 which increased total open position to 177
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 90.75, which was -6.15 lower than the previous day. The implied volatity was 13.73, the open interest changed by 48 which increased total open position to 154
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 96.2, which was 7.65 higher than the previous day. The implied volatity was 13.75, the open interest changed by -119 which decreased total open position to 107
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 88.55, which was -14.35 lower than the previous day. The implied volatity was 13.84, the open interest changed by 11 which increased total open position to 227
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 101.8, which was -114.5 lower than the previous day. The implied volatity was 14.25, the open interest changed by 181 which increased total open position to 217
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 215.6, which was 50.95 higher than the previous day. The implied volatity was 14.64, the open interest changed by 11 which increased total open position to 32
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 164.65, which was 5.95 higher than the previous day. The implied volatity was 11.24, the open interest changed by 3 which increased total open position to 20
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 157.2, which was -66.75 lower than the previous day. The implied volatity was 14.08, the open interest changed by 16 which increased total open position to 16
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 223.95, which was 0 lower than the previous day. The implied volatity was 3.27, the open interest changed by 0 which decreased total open position to 0
