NIFTY
Nifty
Historical option data for NIFTY
14 May 2026 04:10 PM IST
| NIFTY 19-May-2026 (5d) 24350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 0.04
Theta: -6.53
Gamma: 0.00033
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 May | 23689.60 | 15.3 | 0.8500000000000014 (5.88%) | 15.43 | 3,49,201 | 3,617 | 28,874 | |||||||||
| 13 May | 23412.60 | 13.35 | -6.9 (-34.07%) | 0 | 2,47,841 | 9,946 | 25,348 | |||||||||
| 12 May | 23379.55 | 23.35 | -58.65 (-71.52%) | 18.85 | 61,671 | 9,369 | 15,615 | |||||||||
| 11 May | 23815.85 | 77.4 | -127.15 (-62.16%) | 0 | 23,392 | 3,111 | 6,325 | |||||||||
| 8 May | 24176.15 | 198 | -84.60000000000002 (-29.94%) | 15.08 | 13,053 | 479 | 3,233 | |||||||||
| 7 May | 24326.65 | 288.95 | -41.150000000000034 (-12.47%) | 15.34 | 26,344 | 1,853 | 2,782 | |||||||||
| 6 May | 24330.95 | 334.6 | 140.35000000000002 (72.25%) | 16.99 | 4,980 | 716 | 924 | |||||||||
| 5 May | 24032.80 | 197.05 | -74.09999999999997 (-27.33%) | 15.88 | 764 | 49 | 205 | |||||||||
| 4 May | 24119.30 | 263.4 | 5.449999999999989 (2.11%) | 17.3 | 439 | 89 | 158 | |||||||||
| 30 Apr | 23997.55 | 266.95 | -39.75 (-12.96%) | 16.86 | 228 | 79 | 148 | |||||||||
| 29 Apr | 24177.65 | 302 | 49.150000000000006 (19.44%) | 15.5 | 110 | 13 | 64 | |||||||||
| 28 Apr | 23995.70 | 250.65 | -102.15 (-28.95%) | 16.51 | 41 | 13 | 51 | |||||||||
| 27 Apr | 24092.70 | 353.1 | 28.950000000000045 (8.93%) | 18.27 | 8 | -2 | 37 | |||||||||
|
|
||||||||||||||||
| 24 Apr | 23897.95 | 325.95 | -90.30000000000001 (-21.69%) | 18.93 | 22 | 12 | 39 | |||||||||
| 23 Apr | 24173.05 | 411.6 | -138.29999999999995 (-25.15%) | 17.56 | 12 | 4 | 27 | |||||||||
| 22 Apr | 24378.10 | 554.15 | -97.14999999999998 (-14.92%) | 18.53 | 17 | 3 | 22 | |||||||||
| 21 Apr | 24576.60 | 650.7 | 114.95000000000005 (21.46%) | 16.8 | 11 | -1 | 20 | |||||||||
| 20 Apr | 24364.85 | 542.6 | 23.850000000000023 (4.60%) | 18.06 | 35 | 5 | 21 | |||||||||
| 17 Apr | 24353.55 | 518.75 | 35.35000000000002 (7.31%) | 16.66 | 5 | 4 | 16 | |||||||||
| 16 Apr | 24196.75 | 483.4 | 127.54999999999995 (35.84%) | 17.24 | 18 | 12 | 12 | |||||||||
For Nifty - strike price 24350 expiring on 19MAY2026
Delta for 24350 CE is 0.08
Historical price for 24350 CE is as follows
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 15.3, which was 0.8500000000000014 higher than the previous day. The implied volatity was 15.43, the open interest changed by 3617 which increased total open position to 28874
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 13.35, which was -6.9 lower than the previous day. The implied volatity was 0, the open interest changed by 9946 which increased total open position to 25348
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 23.35, which was -58.65 lower than the previous day. The implied volatity was 18.85, the open interest changed by 9369 which increased total open position to 15615
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 77.4, which was -127.15 lower than the previous day. The implied volatity was 0, the open interest changed by 3111 which increased total open position to 6325
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 198, which was -84.60000000000002 lower than the previous day. The implied volatity was 15.08, the open interest changed by 479 which increased total open position to 3233
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 288.95, which was -41.150000000000034 lower than the previous day. The implied volatity was 15.34, the open interest changed by 1853 which increased total open position to 2782
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 334.6, which was 140.35000000000002 higher than the previous day. The implied volatity was 16.99, the open interest changed by 716 which increased total open position to 924
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 197.05, which was -74.09999999999997 lower than the previous day. The implied volatity was 15.88, the open interest changed by 49 which increased total open position to 205
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 263.4, which was 5.449999999999989 higher than the previous day. The implied volatity was 17.3, the open interest changed by 89 which increased total open position to 158
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 266.95, which was -39.75 lower than the previous day. The implied volatity was 16.86, the open interest changed by 79 which increased total open position to 148
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 302, which was 49.150000000000006 higher than the previous day. The implied volatity was 15.5, the open interest changed by 13 which increased total open position to 64
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 250.65, which was -102.15 lower than the previous day. The implied volatity was 16.51, the open interest changed by 13 which increased total open position to 51
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 353.1, which was 28.950000000000045 higher than the previous day. The implied volatity was 18.27, the open interest changed by -2 which decreased total open position to 37
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 325.95, which was -90.30000000000001 lower than the previous day. The implied volatity was 18.93, the open interest changed by 12 which increased total open position to 39
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 411.6, which was -138.29999999999995 lower than the previous day. The implied volatity was 17.56, the open interest changed by 4 which increased total open position to 27
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 554.15, which was -97.14999999999998 lower than the previous day. The implied volatity was 18.53, the open interest changed by 3 which increased total open position to 22
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 650.7, which was 114.95000000000005 higher than the previous day. The implied volatity was 16.8, the open interest changed by -1 which decreased total open position to 20
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 542.6, which was 23.850000000000023 higher than the previous day. The implied volatity was 18.06, the open interest changed by 5 which increased total open position to 21
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 518.75, which was 35.35000000000002 higher than the previous day. The implied volatity was 16.66, the open interest changed by 4 which increased total open position to 16
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 483.4, which was 127.54999999999995 higher than the previous day. The implied volatity was 17.24, the open interest changed by 12 which increased total open position to 12
| NIFTY 19-May-2026 (5d) 24350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 0.04
Theta: -6.36
Gamma: 0.00033
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 May | 23689.60 | 630.7 | -266.5999999999999 (-29.71%) | 15.29 | 612 | -51 | 602 |
| 13 May | 23412.60 | 884.7 | -54.69999999999993 (-5.82%) | 0 | 165 | -44 | 652 |
| 12 May | 23379.55 | 899.9 | 341.1 (61.04%) | 0 | 491 | -130 | 695 |
| 11 May | 23815.85 | 566.9 | 249.39999999999998 (78.55%) | 0 | 1,237 | -326 | 830 |
| 8 May | 24176.15 | 322.45 | 69.79999999999998 (27.63%) | 14.68 | 6,052 | -1,022 | 1,160 |
| 7 May | 24326.65 | 235.7 | -3.200000000000017 (-1.34%) | 14.08 | 16,554 | 1,414 | 2,182 |
| 6 May | 24330.95 | 231.65 | -207.04999999999998 (-47.20%) | 13.5 | 3,128 | 645 | 767 |
| 5 May | 24032.80 | 426 | -6.199999999999989 (-1.43%) | 15.03 | 100 | -51 | 123 |
| 4 May | 24119.30 | 432.2 | -86.44999999999999 (-16.67%) | 17.16 | 305 | -4 | 174 |
| 30 Apr | 23997.55 | 518.65 | 88.54999999999995 (20.59%) | 16.33 | 105 | -97 | 81 |
| 29 Apr | 24177.65 | 436.25 | -105.29999999999995 (-19.44%) | 16.65 | 160 | 87 | 178 |
| 28 Apr | 23995.70 | 541.55 | -2.25 (-0.41%) | 16.83 | 16 | -1 | 92 |
| 27 Apr | 24092.70 | 543.8 | -125.60000000000002 (-18.76%) | 17.53 | 6 | -2 | 93 |
| 24 Apr | 23897.95 | 669.4 | 158.34999999999997 (30.99%) | 17.61 | 6 | -5 | 96 |
| 23 Apr | 24173.05 | 507 | 103.94999999999999 (25.79%) | 17.78 | 109 | 52 | 102 |
| 22 Apr | 24378.10 | 403.05 | 87.05000000000001 (27.55%) | 17.7 | 28 | 14 | 50 |
| 21 Apr | 24576.60 | 316 | -135.39999999999998 (-30.00%) | 16.84 | 29 | 2 | 36 |
| 20 Apr | 24364.85 | 465 | 71.05000000000001 (18.04%) | 18.42 | 26 | 11 | 32 |
| 17 Apr | 24353.55 | 389.25 | -133.89999999999998 (-25.59%) | 15.71 | 13 | 2 | 16 |
| 16 Apr | 24196.75 | 523.15 | -204.75 (-28.13%) | 17.23 | 14 | 13 | 13 |
For Nifty - strike price 24350 expiring on 19MAY2026
Delta for 24350 PE is -0.92
Historical price for 24350 PE is as follows
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 630.7, which was -266.5999999999999 lower than the previous day. The implied volatity was 15.29, the open interest changed by -51 which decreased total open position to 602
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 884.7, which was -54.69999999999993 lower than the previous day. The implied volatity was 0, the open interest changed by -44 which decreased total open position to 652
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 899.9, which was 341.1 higher than the previous day. The implied volatity was 0, the open interest changed by -130 which decreased total open position to 695
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 566.9, which was 249.39999999999998 higher than the previous day. The implied volatity was 0, the open interest changed by -326 which decreased total open position to 830
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 322.45, which was 69.79999999999998 higher than the previous day. The implied volatity was 14.68, the open interest changed by -1022 which decreased total open position to 1160
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 235.7, which was -3.200000000000017 lower than the previous day. The implied volatity was 14.08, the open interest changed by 1414 which increased total open position to 2182
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 231.65, which was -207.04999999999998 lower than the previous day. The implied volatity was 13.5, the open interest changed by 645 which increased total open position to 767
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 426, which was -6.199999999999989 lower than the previous day. The implied volatity was 15.03, the open interest changed by -51 which decreased total open position to 123
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 432.2, which was -86.44999999999999 lower than the previous day. The implied volatity was 17.16, the open interest changed by -4 which decreased total open position to 174
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 518.65, which was 88.54999999999995 higher than the previous day. The implied volatity was 16.33, the open interest changed by -97 which decreased total open position to 81
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 436.25, which was -105.29999999999995 lower than the previous day. The implied volatity was 16.65, the open interest changed by 87 which increased total open position to 178
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 541.55, which was -2.25 lower than the previous day. The implied volatity was 16.83, the open interest changed by -1 which decreased total open position to 92
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 543.8, which was -125.60000000000002 lower than the previous day. The implied volatity was 17.53, the open interest changed by -2 which decreased total open position to 93
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 669.4, which was 158.34999999999997 higher than the previous day. The implied volatity was 17.61, the open interest changed by -5 which decreased total open position to 96
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 507, which was 103.94999999999999 higher than the previous day. The implied volatity was 17.78, the open interest changed by 52 which increased total open position to 102
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 403.05, which was 87.05000000000001 higher than the previous day. The implied volatity was 17.7, the open interest changed by 14 which increased total open position to 50
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 316, which was -135.39999999999998 lower than the previous day. The implied volatity was 16.84, the open interest changed by 2 which increased total open position to 36
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 465, which was 71.05000000000001 higher than the previous day. The implied volatity was 18.42, the open interest changed by 11 which increased total open position to 32
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 389.25, which was -133.89999999999998 lower than the previous day. The implied volatity was 15.71, the open interest changed by 2 which increased total open position to 16
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 523.15, which was -204.75 lower than the previous day. The implied volatity was 17.23, the open interest changed by 13 which increased total open position to 13
