Historical option data for NIFTY
25 May 2026 04:10 PM IST
| NIFTY 26-May-2026 (1d) 24350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.13
Vega: 0.03
Theta: -21.78
Gamma: 0.00082
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 May | 24031.70 | 17.3 | 6.45 (59.45%) | 18.01 | 13,57,187 | 11,845 | 37,329 | |||||||||
| 22 May | 23719.30 | 14.4 | 2.95 (25.76%) | 15.74 | 5,28,133 | -143 | 31,351 | |||||||||
| 21 May | 23654.70 | 11.05 | -5.75 (-34.23%) | 15.04 | 2,52,693 | 16,640 | 31,697 | |||||||||
| 20 May | 23659.00 | 17.8 | -1.35 (-7.05%) | 15.06 | 2,76,015 | 4,116 | 15,113 | |||||||||
| 19 May | 23618.00 | 18.7 | -22.8 (-54.94%) | 15.07 | 57,967 | 5,296 | 10,876 | |||||||||
| 18 May | 23649.95 | 41 | -14.4 (-25.99%) | 16.81 | 25,476 | 1,011 | 5,616 | |||||||||
| 15 May | 23643.50 | 55.75 | -14.7 (-20.87%) | 15.78 | 8,565 | 713 | 4,616 | |||||||||
| 14 May | 23689.60 | 79.65 | 23.55 (41.98%) | 16.42 | 9,913 | 150 | 3,885 | |||||||||
| 13 May | 23412.60 | 56.2 | -4.2 (-6.95%) | 17.55 | 7,766 | -530 | 3,735 | |||||||||
| 12 May | 23379.55 | 64 | -90 (-58.44%) | 0 | 9,508 | 1,022 | 4,263 | |||||||||
| 11 May | 23815.85 | 147 | -141.15 (-48.98%) | 0 | 3,068 | 411 | 3,263 | |||||||||
| 8 May | 24176.15 | 282.95 | -81.35 (-22.33%) | 15.38 | 2,842 | 269 | 2,861 | |||||||||
| 7 May | 24326.65 | 372 | -40.95 (-9.92%) | 15.32 | 8,832 | 481 | 2,594 | |||||||||
| 6 May | 24330.95 | 417.1 | 139 (49.98%) | 16.82 | 4,937 | -46 | 2,113 | |||||||||
| 5 May | 24032.80 | 281 | -62.85 (-18.28%) | 16.33 | 2,683 | 764 | 2,145 | |||||||||
| 4 May | 24119.30 | 337.55 | 8.2 (2.49%) | 17 | 1,802 | 281 | 1,396 | |||||||||
| 30 Apr | 23997.55 | 333.85 | -53.55 (-13.82%) | 16.68 | 1,003 | 14 | 1,129 | |||||||||
| 29 Apr | 24177.65 | 372.8 | 50.15 (15.54%) | 15.63 | 1,658 | 22 | 1,122 | |||||||||
| 28 Apr | 23995.70 | 326 | -87.95 (-21.25%) | 16.18 | 1,110 | 475 | 1,101 | |||||||||
| 27 Apr | 24092.70 | 411.7 | 35.8 (9.52%) | 17.49 | 754 | 105 | 626 | |||||||||
| 24 Apr | 23897.95 | 379.75 | -90.25 (-19.20%) | 18.43 | 387 | 22 | 518 | |||||||||
| 23 Apr | 24173.05 | 470.95 | -134.6 (-22.23%) | 17.29 | 593 | 39 | 492 | |||||||||
| 22 Apr | 24378.10 | 604.8 | -105.9 (-14.90%) | 17.85 | 389 | -75 | 452 | |||||||||
| 21 Apr | 24576.60 | 714.85 | 119.45 (20.06%) | 17.2 | 421 | -74 | 528 | |||||||||
| 20 Apr | 24364.85 | 586.15 | -5.5 (-0.93%) | 17.35 | 912 | 161 | 604 | |||||||||
| 17 Apr | 24353.55 | 600 | 75.4 (14.37%) | 16.2 | 396 | 224 | 444 | |||||||||
| 16 Apr | 24196.75 | 524.4 | -38.5 (-6.84%) | 16.55 | 342 | 83 | 215 | |||||||||
| 15 Apr | 24231.30 | 561.2 | 126.55 (29.12%) | 17.02 | 196 | 38 | 132 | |||||||||
| 13 Apr | 23842.65 | 434.65 | -77.75 (-15.17%) | 18.05 | 52 | 18 | 94 | |||||||||
| 10 Apr | 24050.60 | 515.85 | 66.7 (14.85%) | 16.77 | 88 | -18 | 78 | |||||||||
| 9 Apr | 23775.10 | 450.3 | -62.95 (-12.26%) | 18.34 | 45 | 29 | 94 | |||||||||
| 8 Apr | 23997.35 | 520.65 | 242.9 (87.45%) | 15.25 | 77 | 1 | 72 | |||||||||
| 7 Apr | 23123.65 | 277.75 | 1.7 (0.62%) | 18.15 | 49 | 6 | 69 | |||||||||
| 6 Apr | 22968.25 | 280.15 | 54.55 (24.18%) | 19.72 | 66 | 0 | 64 | |||||||||
| 2 Apr | 22713.10 | 225.5 | -11.6 (-4.89%) | 19.18 | 106 | 58 | 58 | |||||||||
| 1 Apr | 22679.40 | 240.3 | 16.5 (7.37%) | 19.48 | 53 | 73 | 73 | |||||||||
| 30 Mar | 22331.40 | 226.4 | -94 (-29.34%) | 21.27 | 58 | 83 | 83 | |||||||||
| 27 Mar | 22819.60 | 317.65 | -133.95 (-29.66%) | 19.74 | 50 | 29 | 82 | |||||||||
| 25 Mar | 23306.45 | 451.6 | 145.2 (47.39%) | 18.68 | 33 | -7 | 54 | |||||||||
| 24 Mar | 22912.40 | 306.4 | 17.45 (6.04%) | 17.68 | 25 | -1 | 61 | |||||||||
| 23 Mar | 22512.65 | 288.95 | -73.7 (-20.32%) | 20.97 | 74 | 2 | 62 | |||||||||
| 20 Mar | 23114.50 | 362.65 | -7.45 (-2.01%) | 16.92 | 8 | -1 | 61 | |||||||||
| 19 Mar | 23002.15 | 370.3 | -155 (-29.51%) | 17.36 | 49 | 31 | 60 | |||||||||
| 18 Mar | 23777.80 | 525.3 | 22.15 (4.40%) | 14.23 | 2 | 0 | 29 | |||||||||
| 17 Mar | 23581.15 | 503.15 | 80.15 (18.95%) | 15.79 | 3 | 0 | 32 | |||||||||
| 16 Mar | 23408.80 | 423 | -48.75 (-10.33%) | 15.69 | 3 | -1 | 32 | |||||||||
| 13 Mar | 23151.10 | 471.75 | -128.8 (-21.45%) | 18.19 | 34 | 21 | 35 | |||||||||
| 12 Mar | 23639.15 | 600.5 | -138.1 (-18.70%) | 16.36 | 8 | 3 | 13 | |||||||||
| 11 Mar | 23866.85 | 738.6 | -186.5 (-20.16%) | 16.99 | 3 | 1 | 10 | |||||||||
| 10 Mar | 24261.60 | 925.1 | 63.75 (7.40%) | 15.39 | 12 | -6 | 9 | |||||||||
| 9 Mar | 24028.05 | 855.6 | -204.25 (-19.27%) | 17.4 | 24 | 7 | 15 | |||||||||
| 6 Mar | 24450.45 | 1059.85 | -28.65 (-2.63%) | 15.08 | 4 | 0 | 8 | |||||||||
| 5 Mar | 24765.90 | 1088.5 | 16 (1.49%) | 10.7 | 5 | 0 | 8 | |||||||||
| 4 Mar | 24480.50 | 1072.5 | -159.85 (-12.97%) | 14.89 | 22 | 8 | 9 | |||||||||
| 2 Mar | 24865.70 | 1232.35 | -440.45 (-26.33%) | 11.65 | 1 | 0 | 0 | |||||||||
| 27 Feb | 25178.65 | 1672.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24350 expiring on 26MAY2026
Delta for 24350 CE is 0.13
Historical price for 24350 CE is as follows
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 17.3, which was 6.45 higher than the previous day. The implied volatity was 18.01, the open interest changed by 11845 which increased total open position to 37329
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 14.4, which was 2.95 higher than the previous day. The implied volatity was 15.74, the open interest changed by -143 which decreased total open position to 31351
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 11.05, which was -5.75 lower than the previous day. The implied volatity was 15.04, the open interest changed by 16640 which increased total open position to 31697
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 17.8, which was -1.35 lower than the previous day. The implied volatity was 15.06, the open interest changed by 4116 which increased total open position to 15113
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 18.7, which was -22.8 lower than the previous day. The implied volatity was 15.07, the open interest changed by 5296 which increased total open position to 10876
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 41, which was -14.4 lower than the previous day. The implied volatity was 16.81, the open interest changed by 1011 which increased total open position to 5616
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 55.75, which was -14.7 lower than the previous day. The implied volatity was 15.78, the open interest changed by 713 which increased total open position to 4616
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 79.65, which was 23.55 higher than the previous day. The implied volatity was 16.42, the open interest changed by 150 which increased total open position to 3885
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 56.2, which was -4.2 lower than the previous day. The implied volatity was 17.55, the open interest changed by -530 which decreased total open position to 3735
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 64, which was -90 lower than the previous day. The implied volatity was 0, the open interest changed by 1022 which increased total open position to 4263
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 147, which was -141.15 lower than the previous day. The implied volatity was 0, the open interest changed by 411 which increased total open position to 3263
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 282.95, which was -81.35 lower than the previous day. The implied volatity was 15.38, the open interest changed by 269 which increased total open position to 2861
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 372, which was -40.95 lower than the previous day. The implied volatity was 15.32, the open interest changed by 481 which increased total open position to 2594
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 417.1, which was 139 higher than the previous day. The implied volatity was 16.82, the open interest changed by -46 which decreased total open position to 2113
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 281, which was -62.85 lower than the previous day. The implied volatity was 16.33, the open interest changed by 764 which increased total open position to 2145
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 337.55, which was 8.2 higher than the previous day. The implied volatity was 17, the open interest changed by 281 which increased total open position to 1396
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 333.85, which was -53.55 lower than the previous day. The implied volatity was 16.68, the open interest changed by 14 which increased total open position to 1129
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 372.8, which was 50.15 higher than the previous day. The implied volatity was 15.63, the open interest changed by 22 which increased total open position to 1122
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 326, which was -87.95 lower than the previous day. The implied volatity was 16.18, the open interest changed by 475 which increased total open position to 1101
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 411.7, which was 35.8 higher than the previous day. The implied volatity was 17.49, the open interest changed by 105 which increased total open position to 626
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 379.75, which was -90.25 lower than the previous day. The implied volatity was 18.43, the open interest changed by 22 which increased total open position to 518
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 470.95, which was -134.6 lower than the previous day. The implied volatity was 17.29, the open interest changed by 39 which increased total open position to 492
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 604.8, which was -105.9 lower than the previous day. The implied volatity was 17.85, the open interest changed by -75 which decreased total open position to 452
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 714.85, which was 119.45 higher than the previous day. The implied volatity was 17.2, the open interest changed by -74 which decreased total open position to 528
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 586.15, which was -5.5 lower than the previous day. The implied volatity was 17.35, the open interest changed by 161 which increased total open position to 604
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 600, which was 75.4 higher than the previous day. The implied volatity was 16.2, the open interest changed by 224 which increased total open position to 444
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 524.4, which was -38.5 lower than the previous day. The implied volatity was 16.55, the open interest changed by 83 which increased total open position to 215
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 561.2, which was 126.55 higher than the previous day. The implied volatity was 17.02, the open interest changed by 38 which increased total open position to 132
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 434.65, which was -77.75 lower than the previous day. The implied volatity was 18.05, the open interest changed by 18 which increased total open position to 94
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 515.85, which was 66.7 higher than the previous day. The implied volatity was 16.77, the open interest changed by -18 which decreased total open position to 78
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 450.3, which was -62.95 lower than the previous day. The implied volatity was 18.34, the open interest changed by 29 which increased total open position to 94
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 520.65, which was 242.9 higher than the previous day. The implied volatity was 15.25, the open interest changed by 1 which increased total open position to 72
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 277.75, which was 1.7 higher than the previous day. The implied volatity was 18.15, the open interest changed by 6 which increased total open position to 69
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 280.15, which was 54.55 higher than the previous day. The implied volatity was 19.72, the open interest changed by 0 which decreased total open position to 64
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 225.5, which was -11.6 lower than the previous day. The implied volatity was 19.18, the open interest changed by 58 which increased total open position to 58
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 240.3, which was 16.5 higher than the previous day. The implied volatity was 19.48, the open interest changed by 73 which increased total open position to 73
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 226.4, which was -94 lower than the previous day. The implied volatity was 21.27, the open interest changed by 83 which increased total open position to 83
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 317.65, which was -133.95 lower than the previous day. The implied volatity was 19.74, the open interest changed by 29 which increased total open position to 82
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 451.6, which was 145.2 higher than the previous day. The implied volatity was 18.68, the open interest changed by -7 which decreased total open position to 54
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 306.4, which was 17.45 higher than the previous day. The implied volatity was 17.68, the open interest changed by -1 which decreased total open position to 61
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 288.95, which was -73.7 lower than the previous day. The implied volatity was 20.97, the open interest changed by 2 which increased total open position to 62
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 362.65, which was -7.45 lower than the previous day. The implied volatity was 16.92, the open interest changed by -1 which decreased total open position to 61
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 370.3, which was -155 lower than the previous day. The implied volatity was 17.36, the open interest changed by 31 which increased total open position to 60
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 525.3, which was 22.15 higher than the previous day. The implied volatity was 14.23, the open interest changed by 0 which decreased total open position to 29
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 503.15, which was 80.15 higher than the previous day. The implied volatity was 15.79, the open interest changed by 0 which decreased total open position to 32
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 423, which was -48.75 lower than the previous day. The implied volatity was 15.69, the open interest changed by -1 which decreased total open position to 32
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 471.75, which was -128.8 lower than the previous day. The implied volatity was 18.19, the open interest changed by 21 which increased total open position to 35
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 600.5, which was -138.1 lower than the previous day. The implied volatity was 16.36, the open interest changed by 3 which increased total open position to 13
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 738.6, which was -186.5 lower than the previous day. The implied volatity was 16.99, the open interest changed by 1 which increased total open position to 10
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 925.1, which was 63.75 higher than the previous day. The implied volatity was 15.39, the open interest changed by -6 which decreased total open position to 9
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 855.6, which was -204.25 lower than the previous day. The implied volatity was 17.4, the open interest changed by 7 which increased total open position to 15
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1059.85, which was -28.65 lower than the previous day. The implied volatity was 15.08, the open interest changed by 0 which decreased total open position to 8
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1088.5, which was 16 higher than the previous day. The implied volatity was 10.7, the open interest changed by 0 which decreased total open position to 8
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 1072.5, which was -159.85 lower than the previous day. The implied volatity was 14.89, the open interest changed by 8 which increased total open position to 9
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 1232.35, which was -440.45 lower than the previous day. The implied volatity was 11.65, the open interest changed by 0 which decreased total open position to 0
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 1672.8, 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 26-May-2026 (1d) 24350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.03
Theta: -21.78
Gamma: 0.00082
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 May | 24031.70 | 255.8 | -352.35 (-57.94%) | 18.01 | 12,628 | 314 | 1,535 |
| 22 May | 23719.30 | 584.85 | -139.95 (-19.31%) | 10.64 | 1,095 | 52 | 1,224 |
| 21 May | 23654.70 | 729.95 | 37.7 (5.45%) | 22.03 | 582 | -46 | 1,173 |
| 20 May | 23659.00 | 670.8 | -87.4 (-11.53%) | 14.07 | 298 | 22 | 1,225 |
| 19 May | 23618.00 | 761.9 | 31.4 (4.30%) | 19.22 | 454 | -189 | 1,204 |
| 18 May | 23649.95 | 756.2 | 2.7 (0.36%) | 20.02 | 208 | -26 | 1,434 |
| 15 May | 23643.50 | 738.95 | 25.05 (3.51%) | 18.64 | 353 | 5 | 1,461 |
| 14 May | 23689.60 | 687.05 | -248.45 (-26.56%) | 15.77 | 255 | -27 | 1,463 |
| 13 May | 23412.60 | 921.75 | -56.4 (-5.77%) | 0 | 156 | -7 | 1,490 |
| 12 May | 23379.55 | 967.3 | 346.45 (55.80%) | 0 | 457 | -102 | 1,497 |
| 11 May | 23815.85 | 623 | 237.9 (61.78%) | 0 | 434 | -95 | 1,600 |
| 8 May | 24176.15 | 394 | 73.4 (22.89%) | 15.58 | 1,935 | -17 | 1,694 |
| 7 May | 24326.65 | 309.2 | 5.55 (1.83%) | 15.13 | 12,172 | 330 | 1,718 |
| 6 May | 24330.95 | 294.2 | -207.2 (-41.32%) | 14.16 | 2,431 | 590 | 1,387 |
| 5 May | 24032.80 | 493 | 14 (2.92%) | 16.13 | 190 | 6 | 798 |
| 4 May | 24119.30 | 486 | -80.2 (-14.16%) | 17.06 | 1,011 | -2 | 797 |
| 30 Apr | 23997.55 | 557.05 | 82.55 (17.40%) | 16.45 | 244 | -47 | 752 |
| 29 Apr | 24177.65 | 484.55 | -97.5 (-16.75%) | 16.73 | 1,954 | 119 | 806 |
| 28 Apr | 23995.70 | 583.8 | 49.7 (9.31%) | 16.74 | 525 | 432 | 688 |
| 27 Apr | 24092.70 | 533.75 | -138.2 (-20.57%) | 16.62 | 274 | -42 | 258 |
| 24 Apr | 23897.95 | 666.45 | 117.6 (21.43%) | 17.03 | 149 | -23 | 303 |
| 23 Apr | 24173.05 | 544.95 | 101.95 (23.01%) | 17.36 | 485 | -83 | 322 |
| 22 Apr | 24378.10 | 438.15 | 86.5 (24.60%) | 16.99 | 388 | -47 | 404 |
| 21 Apr | 24576.60 | 352.15 | -127.85 (-26.64%) | 16.83 | 388 | -139 | 453 |
| 20 Apr | 24364.85 | 489.6 | 48.65 (11.03%) | 17.76 | 808 | 205 | 590 |
| 17 Apr | 24353.55 | 434.8 | -99.95 (-18.69%) | 16.09 | 543 | 275 | 385 |
| 16 Apr | 24196.75 | 534.65 | 0.6 (0.11%) | 16.54 | 198 | 42 | 110 |
| 15 Apr | 24231.30 | 536.6 | -128.4 (-19.31%) | 16.76 | 92 | 33 | 66 |
| 13 Apr | 23842.65 | 665 | 665 (-7.52%) | 16.44 | 0 | 0 | 33 |
| 10 Apr | 24050.60 | 665 | -54.05 (-7.52%) | 16.44 | 4 | 0 | 29 |
| 9 Apr | 23775.10 | 719.05 | 34.4 (5.02%) | 16.8 | 15 | -5 | 35 |
| 8 Apr | 23997.35 | 684.65 | -587.5 (-46.18%) | 19.43 | 20 | -9 | 41 |
| 7 Apr | 23123.65 | 1272.15 | -14.45 (-1.12%) | - | 0 | 0 | 50 |
| 6 Apr | 22968.25 | 1272.15 | -14.45 (-1.12%) | - | 0 | 50 | 50 |
| 2 Apr | 22713.10 | 1272.15 | -14.45 (-1.12%) | - | 0 | 0 | 50 |
| 1 Apr | 22679.40 | 1272.15 | -14.45 (-1.12%) | - | 0 | 50 | 50 |
| 30 Mar | 22331.40 | 1272.15 | -14.45 (-1.12%) | - | 0 | 0 | 50 |
| 27 Mar | 22819.60 | 1272.15 | -14.45 (-1.12%) | - | 0 | 0 | 50 |
| 25 Mar | 23306.45 | 1272.15 | -14.45 (-1.12%) | - | 0 | 0 | 50 |
| 24 Mar | 22912.40 | 1272.15 | -14.45 (-1.12%) | - | 0 | 0 | 50 |
| 23 Mar | 22512.65 | 1272.15 | -14.45 (-1.12%) | - | 0 | 0 | 50 |
| 20 Mar | 23114.50 | 1272.15 | -14.45 (-1.12%) | 20.64 | 5 | 2 | 50 |
| 19 Mar | 23002.15 | 1286.9 | 453.9 (54.49%) | 20.25 | 2 | 0 | 48 |
| 18 Mar | 23777.80 | 833 | -139.6 (-14.35%) | 18.54 | 4 | 0 | 52 |
| 17 Mar | 23581.15 | 972.6 | -279.1 (-22.30%) | 19.25 | 6 | -5 | 53 |
| 16 Mar | 23408.80 | 1251.7 | 66.7 (5.63%) | 23.28 | 3 | -1 | 57 |
| 13 Mar | 23151.10 | 1185 | 256.4 (27.61%) | 18.76 | 2 | -1 | 58 |
| 12 Mar | 23639.15 | 928.6 | 236.45 (34.16%) | 19.03 | 1 | 0 | 60 |
| 11 Mar | 23866.85 | 692.15 | 107.25 (18.34%) | 15.97 | 40 | 1 | 61 |
| 10 Mar | 24261.60 | 584.9 | -254.85 (-30.35%) | 17.88 | 1 | 0 | 61 |
| 9 Mar | 24028.05 | 839.75 | 377.4 (81.63%) | 20.92 | 41 | -19 | 62 |
| 6 Mar | 24450.45 | 462.35 | 39.45 (9.33%) | 16.4 | 1 | 0 | 81 |
| 5 Mar | 24765.90 | 422.9 | -154.35 (-26.74%) | 17.51 | 4 | -1 | 82 |
| 4 Mar | 24480.50 | 577.25 | 201.75 (53.73%) | 19.02 | 33 | 8 | 82 |
| 2 Mar | 24865.70 | 375.5 | 178.35 (90.46%) | 17.01 | 79 | 73 | 73 |
| 27 Feb | 25178.65 | 197.15 | 0 (0.00%) | 2.76 | 0 | 0 | 0 |
For Nifty - strike price 24350 expiring on 26MAY2026
Delta for 24350 PE is -0.87
Historical price for 24350 PE is as follows
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 255.8, which was -352.35 lower than the previous day. The implied volatity was 18.01, the open interest changed by 314 which increased total open position to 1535
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 584.85, which was -139.95 lower than the previous day. The implied volatity was 10.64, the open interest changed by 52 which increased total open position to 1224
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 729.95, which was 37.7 higher than the previous day. The implied volatity was 22.03, the open interest changed by -46 which decreased total open position to 1173
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 670.8, which was -87.4 lower than the previous day. The implied volatity was 14.07, the open interest changed by 22 which increased total open position to 1225
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 761.9, which was 31.4 higher than the previous day. The implied volatity was 19.22, the open interest changed by -189 which decreased total open position to 1204
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 756.2, which was 2.7 higher than the previous day. The implied volatity was 20.02, the open interest changed by -26 which decreased total open position to 1434
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 738.95, which was 25.05 higher than the previous day. The implied volatity was 18.64, the open interest changed by 5 which increased total open position to 1461
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 687.05, which was -248.45 lower than the previous day. The implied volatity was 15.77, the open interest changed by -27 which decreased total open position to 1463
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 921.75, which was -56.4 lower than the previous day. The implied volatity was 0, the open interest changed by -7 which decreased total open position to 1490
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 967.3, which was 346.45 higher than the previous day. The implied volatity was 0, the open interest changed by -102 which decreased total open position to 1497
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 623, which was 237.9 higher than the previous day. The implied volatity was 0, the open interest changed by -95 which decreased total open position to 1600
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 394, which was 73.4 higher than the previous day. The implied volatity was 15.58, the open interest changed by -17 which decreased total open position to 1694
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 309.2, which was 5.55 higher than the previous day. The implied volatity was 15.13, the open interest changed by 330 which increased total open position to 1718
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 294.2, which was -207.2 lower than the previous day. The implied volatity was 14.16, the open interest changed by 590 which increased total open position to 1387
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 493, which was 14 higher than the previous day. The implied volatity was 16.13, the open interest changed by 6 which increased total open position to 798
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 486, which was -80.2 lower than the previous day. The implied volatity was 17.06, the open interest changed by -2 which decreased total open position to 797
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 557.05, which was 82.55 higher than the previous day. The implied volatity was 16.45, the open interest changed by -47 which decreased total open position to 752
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 484.55, which was -97.5 lower than the previous day. The implied volatity was 16.73, the open interest changed by 119 which increased total open position to 806
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 583.8, which was 49.7 higher than the previous day. The implied volatity was 16.74, the open interest changed by 432 which increased total open position to 688
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 533.75, which was -138.2 lower than the previous day. The implied volatity was 16.62, the open interest changed by -42 which decreased total open position to 258
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 666.45, which was 117.6 higher than the previous day. The implied volatity was 17.03, the open interest changed by -23 which decreased total open position to 303
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 544.95, which was 101.95 higher than the previous day. The implied volatity was 17.36, the open interest changed by -83 which decreased total open position to 322
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 438.15, which was 86.5 higher than the previous day. The implied volatity was 16.99, the open interest changed by -47 which decreased total open position to 404
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 352.15, which was -127.85 lower than the previous day. The implied volatity was 16.83, the open interest changed by -139 which decreased total open position to 453
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 489.6, which was 48.65 higher than the previous day. The implied volatity was 17.76, the open interest changed by 205 which increased total open position to 590
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 434.8, which was -99.95 lower than the previous day. The implied volatity was 16.09, the open interest changed by 275 which increased total open position to 385
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 534.65, which was 0.6 higher than the previous day. The implied volatity was 16.54, the open interest changed by 42 which increased total open position to 110
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 536.6, which was -128.4 lower than the previous day. The implied volatity was 16.76, the open interest changed by 33 which increased total open position to 66
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 665, which was 665 higher than the previous day. The implied volatity was 16.44, the open interest changed by 0 which decreased total open position to 33
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 665, which was -54.05 lower than the previous day. The implied volatity was 16.44, the open interest changed by 0 which decreased total open position to 29
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 719.05, which was 34.4 higher than the previous day. The implied volatity was 16.8, the open interest changed by -5 which decreased total open position to 35
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 684.65, which was -587.5 lower than the previous day. The implied volatity was 19.43, the open interest changed by -9 which decreased total open position to 41
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1272.15, which was -14.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1272.15, which was -14.45 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1272.15, which was -14.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1272.15, which was -14.45 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1272.15, which was -14.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1272.15, which was -14.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1272.15, which was -14.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1272.15, which was -14.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1272.15, which was -14.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1272.15, which was -14.45 lower than the previous day. The implied volatity was 20.64, the open interest changed by 2 which increased total open position to 50
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1286.9, which was 453.9 higher than the previous day. The implied volatity was 20.25, the open interest changed by 0 which decreased total open position to 48
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 833, which was -139.6 lower than the previous day. The implied volatity was 18.54, the open interest changed by 0 which decreased total open position to 52
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 972.6, which was -279.1 lower than the previous day. The implied volatity was 19.25, the open interest changed by -5 which decreased total open position to 53
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1251.7, which was 66.7 higher than the previous day. The implied volatity was 23.28, the open interest changed by -1 which decreased total open position to 57
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1185, which was 256.4 higher than the previous day. The implied volatity was 18.76, the open interest changed by -1 which decreased total open position to 58
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 928.6, which was 236.45 higher than the previous day. The implied volatity was 19.03, the open interest changed by 0 which decreased total open position to 60
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 692.15, which was 107.25 higher than the previous day. The implied volatity was 15.97, the open interest changed by 1 which increased total open position to 61
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 584.9, which was -254.85 lower than the previous day. The implied volatity was 17.88, the open interest changed by 0 which decreased total open position to 61
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 839.75, which was 377.4 higher than the previous day. The implied volatity was 20.92, the open interest changed by -19 which decreased total open position to 62
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 462.35, which was 39.45 higher than the previous day. The implied volatity was 16.4, the open interest changed by 0 which decreased total open position to 81
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 422.9, which was -154.35 lower than the previous day. The implied volatity was 17.51, the open interest changed by -1 which decreased total open position to 82
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 577.25, which was 201.75 higher than the previous day. The implied volatity was 19.02, the open interest changed by 8 which increased total open position to 82
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 375.5, which was 178.35 higher than the previous day. The implied volatity was 17.01, the open interest changed by 73 which increased total open position to 73
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 197.15, which was 0 lower than the previous day. The implied volatity was 2.76, the open interest changed by 0 which decreased total open position to 0
