Historical option data for NIFTY
18 Jun 2026 04:10 PM IST
| NIFTY 30-Jun-2026 (11d) 24300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.44
Vega: 0.17
Theta: -8.66
Gamma: 0.00087
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 24168.00 | 145.5 | 20.5 (16.40%) | 10.18 | 62,523 | 3,218 | 24,902 | |||||||||
| 17 Jun | 24085.70 | 124 | 19 (18.10%) | 10.76 | 37,862 | 1,720 | 21,831 | |||||||||
| 16 Jun | 23989.15 | 107.8 | -2.2 (-2.00%) | 11.02 | 31,498 | 942 | 20,466 | |||||||||
| 15 Jun | 23853.90 | 109.15 | 32.15 (41.75%) | 13.12 | 43,251 | 1,787 | 19,600 | |||||||||
| 12 Jun | 23622.90 | 82 | 54 (192.86%) | 13.47 | 47,100 | -680 | 17,815 | |||||||||
| 11 Jun | 23161.60 | 28.55 | -6.45 (-18.43%) | 13.83 | 23,648 | -370 | 18,516 | |||||||||
| 10 Jun | 23214.95 | 34.1 | -12.9 (-27.45%) | 13.75 | 18,083 | 912 | 19,263 | |||||||||
| 9 Jun | 23242.10 | 48.3 | -0.7 (-1.43%) | 14.27 | 14,575 | 932 | 18,358 | |||||||||
| 8 Jun | 23123.00 | 46.8 | -33.2 (-41.50%) | 15.4 | 32,313 | 2,234 | 17,545 | |||||||||
| 5 Jun | 23366.70 | 76.35 | -22.65 (-22.88%) | 13.86 | 23,826 | 3,470 | 15,416 | |||||||||
| 4 Jun | 23416.55 | 100.8 | -6.2 (-5.79%) | 14.13 | 17,746 | -1,226 | 11,975 | |||||||||
| 3 Jun | 23405.60 | 104.8 | -7.2 (-6.43%) | 14.57 | 27,972 | 1,463 | 13,304 | |||||||||
| 2 Jun | 23483.55 | 113.3 | 10.3 (10.00%) | 13.33 | 20,198 | -275 | 11,899 | |||||||||
| 1 Jun | 23382.60 | 97.85 | -83.15 (-45.94%) | 13.75 | 18,833 | 2,001 | 12,385 | |||||||||
| 29 May | 23547.75 | 183.5 | -65.5 (-26.31%) | 14.4 | 17,648 | 3,095 | 10,412 | |||||||||
| 27 May | 23907.15 | 259.3 | -11.7 (-4.32%) | 12.65 | 9,192 | 865 | 7,330 | |||||||||
| 26 May | 23913.70 | 272.05 | -67.95 (-19.99%) | 12.7 | 7,854 | 927 | 6,507 | |||||||||
| 25 May | 24031.70 | 353.15 | 79.15 (28.89%) | 13.49 | 5,487 | 198 | 5,595 | |||||||||
| 22 May | 23719.30 | 286.15 | 22.15 (8.39%) | 14.73 | 4,385 | 782 | 5,397 | |||||||||
| 21 May | 23654.70 | 262.5 | -25.5 (-8.85%) | 14.95 | 2,091 | 341 | 4,680 | |||||||||
| 20 May | 23659.00 | 299.65 | 19.65 (7.02%) | 15.73 | 7,985 | -2,555 | 4,341 | |||||||||
| 19 May | 23618.00 | 279.55 | -38.45 (-12.09%) | 15.59 | 2,370 | 233 | 6,916 | |||||||||
| 18 May | 23649.95 | 318.9 | 5.9 (1.88%) | 16.2 | 6,034 | 826 | 6,691 | |||||||||
| 15 May | 23643.50 | 327.55 | -10.1 (-2.99%) | 15.8 | 2,841 | 932 | 5,872 | |||||||||
| 14 May | 23689.60 | 358.4 | 69 (23.84%) | 16.01 | 5,497 | 2,705 | 4,941 | |||||||||
| 13 May | 23412.60 | 288 | 10 (3.60%) | 0 | 1,304 | 162 | 2,236 | |||||||||
| 12 May | 23379.55 | 290 | -150.1 (-34.11%) | 0 | 2,201 | 99 | 2,078 | |||||||||
| 11 May | 23815.85 | 429.15 | -172.1 (-28.62%) | 0 | 1,604 | 7 | 1,956 | |||||||||
| 8 May | 24176.15 | 600.1 | -83.1 (-12.16%) | 15.36 | 1,658 | 215 | 1,952 | |||||||||
| 7 May | 24326.65 | 694.5 | -28.95 (-4.00%) | 15.27 | 1,503 | 313 | 1,737 | |||||||||
| 6 May | 24330.95 | 734.05 | 153.25 (26.39%) | 16.08 | 1,105 | 277 | 1,423 | |||||||||
| 5 May | 24032.80 | 582.35 | -59 (-9.20%) | 15.99 | 425 | -15 | 1,148 | |||||||||
| 4 May | 24119.30 | 623.75 | 14.45 (2.37%) | 15.94 | 522 | 18 | 1,163 | |||||||||
| 30 Apr | 23997.55 | 619.1 | -55.8 (-8.27%) | 16.2 | 1,086 | 3 | 1,148 | |||||||||
| 29 Apr | 24177.65 | 658.7 | 56.95 (9.46%) | 15.39 | 986 | 12 | 1,137 | |||||||||
| 28 Apr | 23995.70 | 603 | -97.15 (-13.88%) | 15.89 | 590 | 187 | 1,118 | |||||||||
| 27 Apr | 24092.70 | 702.25 | 60.3 (9.39%) | 17.12 | 304 | 89 | 932 | |||||||||
| 24 Apr | 23897.95 | 645 | -100.3 (-13.46%) | 17.5 | 842 | 426 | 843 | |||||||||
| 23 Apr | 24173.05 | 746 | -129.75 (-14.82%) | 16.55 | 504 | 233 | 418 | |||||||||
| 22 Apr | 24378.10 | 865.45 | -109.6 (-11.24%) | 16.58 | 144 | 32 | 185 | |||||||||
| 21 Apr | 24576.60 | 983.3 | 126.15 (14.72%) | 16.06 | 178 | -92 | 153 | |||||||||
| 20 Apr | 24364.85 | 858.1 | -5.8 (-0.67%) | 16.55 | 318 | 14 | 247 | |||||||||
| 17 Apr | 24353.55 | 873 | 75.4 (9.45%) | 15.84 | 186 | 19 | 232 | |||||||||
| 16 Apr | 24196.75 | 798.35 | -43.45 (-5.16%) | 16.3 | 182 | -6 | 214 | |||||||||
| 15 Apr | 24231.30 | 840.85 | 155.5 (22.69%) | 16.77 | 212 | -26 | 221 | |||||||||
| 13 Apr | 23842.65 | 674 | -85.75 (-11.29%) | 17.36 | 126 | 56 | 247 | |||||||||
| 10 Apr | 24050.60 | 764.65 | 79.2 (11.55%) | 16.34 | 130 | -28 | 191 | |||||||||
| 9 Apr | 23775.10 | 685.45 | -82.15 (-10.70%) | 17.83 | 205 | 66 | 219 | |||||||||
| 8 Apr | 23997.35 | 769.5 | 275.5 (55.77%) | 13.91 | 274 | -16 | 153 | |||||||||
| 7 Apr | 23123.65 | 498 | 11.4 (2.34%) | 17.09 | 26 | -5 | 170 | |||||||||
| 6 Apr | 22968.25 | 488 | 76.4 (18.56%) | 18.27 | 166 | 49 | 175 | |||||||||
| 2 Apr | 22713.10 | 406.95 | 0 (0.00%) | 17.85 | 194 | 92 | 123 | |||||||||
For Nifty - strike price 24300 expiring on 30JUN2026
Delta for 24300 CE is 0.44
Historical price for 24300 CE is as follows
On 18 Jun NIFTY was trading at 24168.00. The strike last trading price was 145.5, which was 20.5 higher than the previous day. The implied volatity was 10.18, the open interest changed by 3218 which increased total open position to 24902
On 17 Jun NIFTY was trading at 24085.70. The strike last trading price was 124, which was 19 higher than the previous day. The implied volatity was 10.76, the open interest changed by 1720 which increased total open position to 21831
On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 107.8, which was -2.2 lower than the previous day. The implied volatity was 11.02, the open interest changed by 942 which increased total open position to 20466
On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 109.15, which was 32.15 higher than the previous day. The implied volatity was 13.12, the open interest changed by 1787 which increased total open position to 19600
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 82, which was 54 higher than the previous day. The implied volatity was 13.47, the open interest changed by -680 which decreased total open position to 17815
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 28.55, which was -6.45 lower than the previous day. The implied volatity was 13.83, the open interest changed by -370 which decreased total open position to 18516
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 34.1, which was -12.9 lower than the previous day. The implied volatity was 13.75, the open interest changed by 912 which increased total open position to 19263
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 48.3, which was -0.7 lower than the previous day. The implied volatity was 14.27, the open interest changed by 932 which increased total open position to 18358
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 46.8, which was -33.2 lower than the previous day. The implied volatity was 15.4, the open interest changed by 2234 which increased total open position to 17545
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 76.35, which was -22.65 lower than the previous day. The implied volatity was 13.86, the open interest changed by 3470 which increased total open position to 15416
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 100.8, which was -6.2 lower than the previous day. The implied volatity was 14.13, the open interest changed by -1226 which decreased total open position to 11975
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 104.8, which was -7.2 lower than the previous day. The implied volatity was 14.57, the open interest changed by 1463 which increased total open position to 13304
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 113.3, which was 10.3 higher than the previous day. The implied volatity was 13.33, the open interest changed by -275 which decreased total open position to 11899
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 97.85, which was -83.15 lower than the previous day. The implied volatity was 13.75, the open interest changed by 2001 which increased total open position to 12385
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 183.5, which was -65.5 lower than the previous day. The implied volatity was 14.4, the open interest changed by 3095 which increased total open position to 10412
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 259.3, which was -11.7 lower than the previous day. The implied volatity was 12.65, the open interest changed by 865 which increased total open position to 7330
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 272.05, which was -67.95 lower than the previous day. The implied volatity was 12.7, the open interest changed by 927 which increased total open position to 6507
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 353.15, which was 79.15 higher than the previous day. The implied volatity was 13.49, the open interest changed by 198 which increased total open position to 5595
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 286.15, which was 22.15 higher than the previous day. The implied volatity was 14.73, the open interest changed by 782 which increased total open position to 5397
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 262.5, which was -25.5 lower than the previous day. The implied volatity was 14.95, the open interest changed by 341 which increased total open position to 4680
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 299.65, which was 19.65 higher than the previous day. The implied volatity was 15.73, the open interest changed by -2555 which decreased total open position to 4341
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 279.55, which was -38.45 lower than the previous day. The implied volatity was 15.59, the open interest changed by 233 which increased total open position to 6916
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 318.9, which was 5.9 higher than the previous day. The implied volatity was 16.2, the open interest changed by 826 which increased total open position to 6691
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 327.55, which was -10.1 lower than the previous day. The implied volatity was 15.8, the open interest changed by 932 which increased total open position to 5872
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 358.4, which was 69 higher than the previous day. The implied volatity was 16.01, the open interest changed by 2705 which increased total open position to 4941
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 288, which was 10 higher than the previous day. The implied volatity was 0, the open interest changed by 162 which increased total open position to 2236
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 290, which was -150.1 lower than the previous day. The implied volatity was 0, the open interest changed by 99 which increased total open position to 2078
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 429.15, which was -172.1 lower than the previous day. The implied volatity was 0, the open interest changed by 7 which increased total open position to 1956
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 600.1, which was -83.1 lower than the previous day. The implied volatity was 15.36, the open interest changed by 215 which increased total open position to 1952
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 694.5, which was -28.95 lower than the previous day. The implied volatity was 15.27, the open interest changed by 313 which increased total open position to 1737
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 734.05, which was 153.25 higher than the previous day. The implied volatity was 16.08, the open interest changed by 277 which increased total open position to 1423
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 582.35, which was -59 lower than the previous day. The implied volatity was 15.99, the open interest changed by -15 which decreased total open position to 1148
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 623.75, which was 14.45 higher than the previous day. The implied volatity was 15.94, the open interest changed by 18 which increased total open position to 1163
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 619.1, which was -55.8 lower than the previous day. The implied volatity was 16.2, the open interest changed by 3 which increased total open position to 1148
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 658.7, which was 56.95 higher than the previous day. The implied volatity was 15.39, the open interest changed by 12 which increased total open position to 1137
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 603, which was -97.15 lower than the previous day. The implied volatity was 15.89, the open interest changed by 187 which increased total open position to 1118
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 702.25, which was 60.3 higher than the previous day. The implied volatity was 17.12, the open interest changed by 89 which increased total open position to 932
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 645, which was -100.3 lower than the previous day. The implied volatity was 17.5, the open interest changed by 426 which increased total open position to 843
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 746, which was -129.75 lower than the previous day. The implied volatity was 16.55, the open interest changed by 233 which increased total open position to 418
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 865.45, which was -109.6 lower than the previous day. The implied volatity was 16.58, the open interest changed by 32 which increased total open position to 185
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 983.3, which was 126.15 higher than the previous day. The implied volatity was 16.06, the open interest changed by -92 which decreased total open position to 153
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 858.1, which was -5.8 lower than the previous day. The implied volatity was 16.55, the open interest changed by 14 which increased total open position to 247
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 873, which was 75.4 higher than the previous day. The implied volatity was 15.84, the open interest changed by 19 which increased total open position to 232
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 798.35, which was -43.45 lower than the previous day. The implied volatity was 16.3, the open interest changed by -6 which decreased total open position to 214
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 840.85, which was 155.5 higher than the previous day. The implied volatity was 16.77, the open interest changed by -26 which decreased total open position to 221
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 674, which was -85.75 lower than the previous day. The implied volatity was 17.36, the open interest changed by 56 which increased total open position to 247
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 764.65, which was 79.2 higher than the previous day. The implied volatity was 16.34, the open interest changed by -28 which decreased total open position to 191
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 685.45, which was -82.15 lower than the previous day. The implied volatity was 17.83, the open interest changed by 66 which increased total open position to 219
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 769.5, which was 275.5 higher than the previous day. The implied volatity was 13.91, the open interest changed by -16 which decreased total open position to 153
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 498, which was 11.4 higher than the previous day. The implied volatity was 17.09, the open interest changed by -5 which decreased total open position to 170
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 488, which was 76.4 higher than the previous day. The implied volatity was 18.27, the open interest changed by 49 which increased total open position to 175
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 406.95, which was 0 lower than the previous day. The implied volatity was 17.85, the open interest changed by 92 which increased total open position to 123
| NIFTY 30-Jun-2026 (11d) 24300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.18
Theta: -5.83
Gamma: 0.00079
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 24168.00 | 240.75 | -88.25 (-26.82%) | 11.3 | 16,022 | 3,067 | 7,770 |
| 17 Jun | 24085.70 | 331.05 | -72.65 (-18.00%) | 12.74 | 8,662 | 1,240 | 4,707 |
| 16 Jun | 23989.15 | 399 | -95.25 (-19.27%) | 13.29 | 2,408 | 436 | 3,482 |
| 15 Jun | 23853.90 | 486 | -191.95 (-28.31%) | 12.44 | 2,634 | 78 | 3,086 |
| 12 Jun | 23622.90 | 660 | -472.9 (-41.74%) | 11.94 | 585 | -94 | 3,013 |
| 11 Jun | 23161.60 | 1107.9 | 30.5 (2.83%) | 16.76 | 135 | -32 | 3,108 |
| 10 Jun | 23214.95 | 1083.3 | 90.65 (9.13%) | 16.87 | 220 | -3 | 3,145 |
| 9 Jun | 23242.10 | 993 | -165.95 (-14.32%) | 11.81 | 165 | 10 | 3,149 |
| 8 Jun | 23123.00 | 1180.35 | 266.95 (29.23%) | 16.71 | 419 | -53 | 3,139 |
| 5 Jun | 23366.70 | 928.95 | 51.65 (5.89%) | 14.8 | 305 | -11 | 3,192 |
| 4 Jun | 23416.55 | 856.75 | -18.4 (-2.10%) | 13.64 | 184 | -24 | 3,205 |
| 3 Jun | 23405.60 | 887.65 | 102.25 (13.02%) | 13.46 | 502 | -74 | 3,229 |
| 2 Jun | 23483.55 | 788 | -130.55 (-14.21%) | 12.76 | 750 | -139 | 3,319 |
| 1 Jun | 23382.60 | 922.85 | 204.4 (28.45%) | 14.52 | 753 | -3 | 3,462 |
| 29 May | 23547.75 | 729.7 | 191.4 (35.56%) | 13.38 | 1,841 | 206 | 3,494 |
| 27 May | 23907.15 | 540 | -41.45 (-7.13%) | 13.63 | 1,157 | 167 | 3,279 |
| 26 May | 23913.70 | 570 | 54.15 (10.50%) | 14.72 | 2,951 | 488 | 3,118 |
| 25 May | 24031.70 | 481 | -269.8 (-35.94%) | 13.83 | 1,556 | 270 | 2,636 |
| 22 May | 23719.30 | 719.1 | -109.1 (-13.17%) | 15.48 | 1,783 | 643 | 2,367 |
| 21 May | 23654.70 | 834 | 11.7 (1.42%) | 17.07 | 296 | 60 | 1,724 |
| 20 May | 23659.00 | 814.9 | -52.8 (-6.09%) | 16.74 | 340 | 12 | 1,667 |
| 19 May | 23618.00 | 873.6 | 10.25 (1.19%) | 17.25 | 279 | 71 | 1,656 |
| 18 May | 23649.95 | 862.45 | -13.9 (-1.59%) | 17.7 | 333 | -44 | 1,588 |
| 15 May | 23643.50 | 875.25 | 53.5 (6.51%) | 17.82 | 272 | -27 | 1,632 |
| 14 May | 23689.60 | 810.4 | -188.7 (-18.89%) | 16.9 | 283 | -36 | 1,663 |
| 13 May | 23412.60 | 998.4 | -20.35 (-2.00%) | 0 | 234 | 11 | 1,700 |
| 12 May | 23379.55 | 995.6 | 255.1 (34.45%) | 0 | 658 | -89 | 1,690 |
| 11 May | 23815.85 | 744.25 | 200.35 (36.84%) | 0 | 643 | -7 | 1,796 |
| 8 May | 24176.15 | 547.6 | 71.35 (14.98%) | 15.83 | 1,273 | 83 | 1,775 |
| 7 May | 24326.65 | 463.55 | 2.1 (0.46%) | 15.39 | 1,053 | 196 | 1,693 |
| 6 May | 24330.95 | 452.55 | -184.4 (-28.95%) | 15.06 | 1,203 | 277 | 1,503 |
| 5 May | 24032.80 | 627.35 | 20.9 (3.45%) | 16.05 | 348 | 19 | 1,226 |
| 4 May | 24119.30 | 606.75 | -73.45 (-10.80%) | 16.39 | 956 | 21 | 1,207 |
| 30 Apr | 23997.55 | 659.9 | 76.5 (13.11%) | 16.36 | 572 | -132 | 1,054 |
| 29 Apr | 24177.65 | 592.5 | -92.8 (-13.54%) | 16.03 | 1,083 | 186 | 1,187 |
| 28 Apr | 23995.70 | 684.25 | 48.85 (7.69%) | 16.39 | 469 | 155 | 1,010 |
| 27 Apr | 24092.70 | 644.05 | -105.6 (-14.09%) | 16.48 | 275 | 88 | 845 |
| 24 Apr | 23897.95 | 743.5 | 117.3 (18.73%) | 16.22 | 565 | 248 | 760 |
| 23 Apr | 24173.05 | 627 | 104.7 (20.05%) | 16.36 | 492 | 196 | 516 |
| 22 Apr | 24378.10 | 523.9 | 86.25 (19.71%) | 15.93 | 175 | -22 | 327 |
| 21 Apr | 24576.60 | 444.65 | -112.7 (-20.22%) | 16.02 | 251 | 21 | 350 |
| 20 Apr | 24364.85 | 568.5 | 46.7 (8.95%) | 16.46 | 355 | -2 | 328 |
| 17 Apr | 24353.55 | 519.05 | -89.8 (-14.75%) | 15.48 | 321 | 82 | 329 |
| 16 Apr | 24196.75 | 608 | -0.85 (-0.14%) | 15.71 | 341 | 5 | 248 |
| 15 Apr | 24231.30 | 613 | -228.95 (-27.19%) | 16.03 | 193 | 96 | 243 |
| 13 Apr | 23842.65 | 841.95 | 163.05 (24.02%) | 16.4 | 31 | 2 | 146 |
| 10 Apr | 24050.60 | 679.65 | -147.05 (-17.79%) | 15.61 | 83 | 37 | 143 |
| 9 Apr | 23775.10 | 826 | 110.55 (15.45%) | 15.65 | 62 | 30 | 106 |
| 8 Apr | 23997.35 | 711.4 | -905.95 (-56.01%) | 18.38 | 91 | 72 | 74 |
| 7 Apr | 23123.65 | 1617.35 | -5.85 (-0.36%) | - | 0 | 0 | 2 |
| 6 Apr | 22968.25 | 1617.35 | -5.85 (-0.36%) | 26.38 | 1 | 0 | 1 |
| 2 Apr | 22713.10 | 1623.2 | -145.6 (-8.23%) | 22.72 | 1 | 0 | 0 |
For Nifty - strike price 24300 expiring on 30JUN2026
Delta for 24300 PE is -0.56
Historical price for 24300 PE is as follows
On 18 Jun NIFTY was trading at 24168.00. The strike last trading price was 240.75, which was -88.25 lower than the previous day. The implied volatity was 11.3, the open interest changed by 3067 which increased total open position to 7770
On 17 Jun NIFTY was trading at 24085.70. The strike last trading price was 331.05, which was -72.65 lower than the previous day. The implied volatity was 12.74, the open interest changed by 1240 which increased total open position to 4707
On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 399, which was -95.25 lower than the previous day. The implied volatity was 13.29, the open interest changed by 436 which increased total open position to 3482
On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 486, which was -191.95 lower than the previous day. The implied volatity was 12.44, the open interest changed by 78 which increased total open position to 3086
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 660, which was -472.9 lower than the previous day. The implied volatity was 11.94, the open interest changed by -94 which decreased total open position to 3013
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 1107.9, which was 30.5 higher than the previous day. The implied volatity was 16.76, the open interest changed by -32 which decreased total open position to 3108
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 1083.3, which was 90.65 higher than the previous day. The implied volatity was 16.87, the open interest changed by -3 which decreased total open position to 3145
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 993, which was -165.95 lower than the previous day. The implied volatity was 11.81, the open interest changed by 10 which increased total open position to 3149
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 1180.35, which was 266.95 higher than the previous day. The implied volatity was 16.71, the open interest changed by -53 which decreased total open position to 3139
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 928.95, which was 51.65 higher than the previous day. The implied volatity was 14.8, the open interest changed by -11 which decreased total open position to 3192
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 856.75, which was -18.4 lower than the previous day. The implied volatity was 13.64, the open interest changed by -24 which decreased total open position to 3205
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 887.65, which was 102.25 higher than the previous day. The implied volatity was 13.46, the open interest changed by -74 which decreased total open position to 3229
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 788, which was -130.55 lower than the previous day. The implied volatity was 12.76, the open interest changed by -139 which decreased total open position to 3319
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 922.85, which was 204.4 higher than the previous day. The implied volatity was 14.52, the open interest changed by -3 which decreased total open position to 3462
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 729.7, which was 191.4 higher than the previous day. The implied volatity was 13.38, the open interest changed by 206 which increased total open position to 3494
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 540, which was -41.45 lower than the previous day. The implied volatity was 13.63, the open interest changed by 167 which increased total open position to 3279
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 570, which was 54.15 higher than the previous day. The implied volatity was 14.72, the open interest changed by 488 which increased total open position to 3118
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 481, which was -269.8 lower than the previous day. The implied volatity was 13.83, the open interest changed by 270 which increased total open position to 2636
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 719.1, which was -109.1 lower than the previous day. The implied volatity was 15.48, the open interest changed by 643 which increased total open position to 2367
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 834, which was 11.7 higher than the previous day. The implied volatity was 17.07, the open interest changed by 60 which increased total open position to 1724
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 814.9, which was -52.8 lower than the previous day. The implied volatity was 16.74, the open interest changed by 12 which increased total open position to 1667
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 873.6, which was 10.25 higher than the previous day. The implied volatity was 17.25, the open interest changed by 71 which increased total open position to 1656
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 862.45, which was -13.9 lower than the previous day. The implied volatity was 17.7, the open interest changed by -44 which decreased total open position to 1588
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 875.25, which was 53.5 higher than the previous day. The implied volatity was 17.82, the open interest changed by -27 which decreased total open position to 1632
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 810.4, which was -188.7 lower than the previous day. The implied volatity was 16.9, the open interest changed by -36 which decreased total open position to 1663
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 998.4, which was -20.35 lower than the previous day. The implied volatity was 0, the open interest changed by 11 which increased total open position to 1700
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 995.6, which was 255.1 higher than the previous day. The implied volatity was 0, the open interest changed by -89 which decreased total open position to 1690
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 744.25, which was 200.35 higher than the previous day. The implied volatity was 0, the open interest changed by -7 which decreased total open position to 1796
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 547.6, which was 71.35 higher than the previous day. The implied volatity was 15.83, the open interest changed by 83 which increased total open position to 1775
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 463.55, which was 2.1 higher than the previous day. The implied volatity was 15.39, the open interest changed by 196 which increased total open position to 1693
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 452.55, which was -184.4 lower than the previous day. The implied volatity was 15.06, the open interest changed by 277 which increased total open position to 1503
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 627.35, which was 20.9 higher than the previous day. The implied volatity was 16.05, the open interest changed by 19 which increased total open position to 1226
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 606.75, which was -73.45 lower than the previous day. The implied volatity was 16.39, the open interest changed by 21 which increased total open position to 1207
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 659.9, which was 76.5 higher than the previous day. The implied volatity was 16.36, the open interest changed by -132 which decreased total open position to 1054
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 592.5, which was -92.8 lower than the previous day. The implied volatity was 16.03, the open interest changed by 186 which increased total open position to 1187
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 684.25, which was 48.85 higher than the previous day. The implied volatity was 16.39, the open interest changed by 155 which increased total open position to 1010
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 644.05, which was -105.6 lower than the previous day. The implied volatity was 16.48, the open interest changed by 88 which increased total open position to 845
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 743.5, which was 117.3 higher than the previous day. The implied volatity was 16.22, the open interest changed by 248 which increased total open position to 760
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 627, which was 104.7 higher than the previous day. The implied volatity was 16.36, the open interest changed by 196 which increased total open position to 516
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 523.9, which was 86.25 higher than the previous day. The implied volatity was 15.93, the open interest changed by -22 which decreased total open position to 327
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 444.65, which was -112.7 lower than the previous day. The implied volatity was 16.02, the open interest changed by 21 which increased total open position to 350
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 568.5, which was 46.7 higher than the previous day. The implied volatity was 16.46, the open interest changed by -2 which decreased total open position to 328
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 519.05, which was -89.8 lower than the previous day. The implied volatity was 15.48, the open interest changed by 82 which increased total open position to 329
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 608, which was -0.85 lower than the previous day. The implied volatity was 15.71, the open interest changed by 5 which increased total open position to 248
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 613, which was -228.95 lower than the previous day. The implied volatity was 16.03, the open interest changed by 96 which increased total open position to 243
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 841.95, which was 163.05 higher than the previous day. The implied volatity was 16.4, the open interest changed by 2 which increased total open position to 146
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 679.65, which was -147.05 lower than the previous day. The implied volatity was 15.61, the open interest changed by 37 which increased total open position to 143
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 826, which was 110.55 higher than the previous day. The implied volatity was 15.65, the open interest changed by 30 which increased total open position to 106
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 711.4, which was -905.95 lower than the previous day. The implied volatity was 18.38, the open interest changed by 72 which increased total open position to 74
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1617.35, which was -5.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1617.35, which was -5.85 lower than the previous day. The implied volatity was 26.38, the open interest changed by 0 which decreased total open position to 1
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1623.2, which was -145.6 lower than the previous day. The implied volatity was 22.72, the open interest changed by 0 which decreased total open position to 0
