NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:31 PM IST
| NIFTY 28-Apr-2026 (4d) 24350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 0.06
Theta: -12.95
Gamma: 0.00053
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23869.65 | 35.9 | -70.30000000000001 | 17.1 | 4,10,576 | 27,519 | 50,509 | |||||||||
| 23 Apr | 24173.05 | 104.75 | -132.9 | 15.19 | 4,50,562 | 10,260 | 23,789 | |||||||||
| 22 Apr | 24378.10 | 236.85 | -150.50000000000003 | 16.87 | 4,51,948 | 10,256 | 13,807 | |||||||||
| 21 Apr | 24576.60 | 384.25 | 102.5 | 16.62 | 25,277 | -3,008 | 3,600 | |||||||||
| 20 Apr | 24364.85 | 278.6 | -11.449999999999989 | 18.75 | 45,476 | 3,048 | 6,604 | |||||||||
| 17 Apr | 24353.55 | 300 | 69.19999999999999 | 15.74 | 20,828 | -141 | 3,550 | |||||||||
| 16 Apr | 24196.75 | 227.75 | -37 | 15.97 | 16,379 | 2,304 | 3,697 | |||||||||
| 15 Apr | 24231.30 | 259.95 | 91.04999999999998 | 16.3 | 5,027 | 329 | 1,391 | |||||||||
| 13 Apr | 23842.65 | 172.2 | -75.15 | 18.25 | 2,626 | 173 | 1,083 | |||||||||
| 10 Apr | 24050.60 | 255.25 | 58.30000000000001 | 16.65 | 1,937 | -239 | 897 | |||||||||
| 9 Apr | 23775.10 | 195.85 | -61.25000000000003 | 18.21 | 3,477 | -856 | 1,155 | |||||||||
| 8 Apr | 23997.35 | 274.85 | 170.9 | 16.34 | 4,980 | -217 | 1,997 | |||||||||
| 7 Apr | 23123.65 | 108.9 | 4.45 | 20.34 | 1,343 | 57 | 674 | |||||||||
| 6 Apr | 22968.25 | 105.4 | 24.4 | 21.65 | 934 | 85 | 627 | |||||||||
| 2 Apr | 22713.10 | 80.35 | -14.75 | 20.58 | 548 | -69 | 544 | |||||||||
| 1 Apr | 22679.40 | 95.35 | -6 | 21.23 | 1,335 | -1,442 | 613 | |||||||||
| 30 Mar | 22331.40 | 107.5 | -64.15 | 24.42 | 864 | 497 | 620 | |||||||||
| 27 Mar | 22819.60 | 170.1 | -77.95 | 22.08 | 471 | 409 | 505 | |||||||||
| 25 Mar | 23306.45 | 241.4 | 42.55 | 19.33 | 213 | 19 | 368 | |||||||||
| 24 Mar | 22912.40 | 206.25 | 49.7 | 21.38 | 510 | 284 | 335 | |||||||||
| 23 Mar | 22512.65 | 154.7 | -62.7 | 23.22 | 767 | 310 | 362 | |||||||||
| 20 Mar | 23114.50 | 214.1 | 16.75 | 18.48 | 166 | 436 | 436 | |||||||||
| 19 Mar | 23002.15 | 206.3 | -129.25 | 18.33 | 551 | 411 | 431 | |||||||||
| 18 Mar | 23777.80 | 337.55 | 16.5 | 14.95 | 261 | 383 | 393 | |||||||||
| 17 Mar | 23581.15 | 317.7 | 5.05 | 16.62 | 241 | 19 | 402 | |||||||||
| 16 Mar | 23408.80 | 306.7 | 22 | 18.33 | 168 | 382 | 384 | |||||||||
| 13 Mar | 23151.10 | 284.35 | -157.85 | 18.76 | 571 | 335 | 403 | |||||||||
| 12 Mar | 23639.15 | 422.95 | -113.55 | 17.61 | 212 | 218 | 218 | |||||||||
| 11 Mar | 23866.85 | 525 | -203.7 | 17.65 | 232 | 78 | 145 | |||||||||
| 10 Mar | 24261.60 | 728.7 | 17.95 | 16.65 | 21 | 67 | 67 | |||||||||
| 9 Mar | 24028.05 | 684.25 | -149.55 | 19.48 | 173 | -22 | 65 | |||||||||
| 6 Mar | 24450.45 | 833.9 | -180.8 | 15.42 | 18 | -5 | 88 | |||||||||
| 5 Mar | 24765.90 | 1008.35 | 120.8 | 14.95 | 2 | 93 | 93 | |||||||||
| 4 Mar | 24480.50 | 887.55 | -165.6 | 16.29 | 407 | 84 | 93 | |||||||||
| 2 Mar | 24865.70 | 1053.15 | -455.4 | 12.87 | 27 | 6 | 9 | |||||||||
| 27 Feb | 25178.65 | 1512.35 | -215.85 | - | 0 | 0 | 3 | |||||||||
| 26 Feb | 25496.55 | 1512.35 | -215.85 | - | 0 | 0 | 3 | |||||||||
| 25 Feb | 25482.50 | 1512.35 | -215.85 | - | 2 | 0 | 3 | |||||||||
| 24 Feb | 25424.65 | 1512.35 | -215.85 | 5.56 | 2 | 0 | 3 | |||||||||
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| 23 Feb | 25713.00 | 1731.2 | 88.1 | - | 3 | 0 | 3 | |||||||||
| 20 Feb | 25571.25 | 1637.2 | 105.2 | 6.31 | 2 | 0 | 2 | |||||||||
| 19 Feb | 25454.35 | 1529.25 | -290.75 | 8.46 | 2 | 0 | 3 | |||||||||
| 18 Feb | 25819.35 | 1820 | 51.55 | - | 1 | 0 | 3 | |||||||||
| 17 Feb | 25725.40 | 1768.45 | 155.45 | - | 1 | 0 | 2 | |||||||||
| 16 Feb | 25682.75 | 1613 | -264.25 | - | 0 | 0 | 2 | |||||||||
| 13 Feb | 25471.10 | 1613 | -264.25 | 8.29 | 1 | 0 | 3 | |||||||||
| 12 Feb | 25807.20 | 1877.25 | -40.2 | - | 1 | 0 | 2 | |||||||||
| 11 Feb | 25953.85 | 1915.65 | 166.15 | - | 0 | 0 | 2 | |||||||||
| 10 Feb | 25935.15 | 1915.65 | 166.15 | - | 0 | 0 | 2 | |||||||||
| 9 Feb | 25867.30 | 1915.65 | 166.15 | - | 3 | 0 | 1 | |||||||||
| 6 Feb | 25693.70 | 1749.5 | -10.95 | - | 2 | 0 | 1 | |||||||||
| 5 Feb | 25642.80 | 1753.55 | -134.5 | - | 2 | 0 | 1 | |||||||||
| 4 Feb | 25776.00 | 1890.45 | 12.45 | - | 2 | 0 | 1 | |||||||||
| 3 Feb | 25727.55 | 1878 | 591.5 | - | 1 | 0 | 1 | |||||||||
| 2 Feb | 25088.40 | 1283.4 | -150.85 | - | 2 | 0 | 0 | |||||||||
| 1 Feb | 24825.45 | 1434.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 25320.65 | 1434.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 25418.90 | 1434.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24350 expiring on 28APR2026
Delta for 24350 CE is 0.15
Historical price for 24350 CE is as follows
On 24 Apr NIFTY was trading at 23869.65. The strike last trading price was 35.9, which was -70.30000000000001 lower than the previous day. The implied volatity was 17.1, the open interest changed by 27519 which increased total open position to 50509
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 104.75, which was -132.9 lower than the previous day. The implied volatity was 15.19, the open interest changed by 10260 which increased total open position to 23789
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 236.85, which was -150.50000000000003 lower than the previous day. The implied volatity was 16.87, the open interest changed by 10256 which increased total open position to 13807
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 384.25, which was 102.5 higher than the previous day. The implied volatity was 16.62, the open interest changed by -3008 which decreased total open position to 3600
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 278.6, which was -11.449999999999989 lower than the previous day. The implied volatity was 18.75, the open interest changed by 3048 which increased total open position to 6604
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 300, which was 69.19999999999999 higher than the previous day. The implied volatity was 15.74, the open interest changed by -141 which decreased total open position to 3550
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 227.75, which was -37 lower than the previous day. The implied volatity was 15.97, the open interest changed by 2304 which increased total open position to 3697
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 259.95, which was 91.04999999999998 higher than the previous day. The implied volatity was 16.3, the open interest changed by 329 which increased total open position to 1391
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 172.2, which was -75.15 lower than the previous day. The implied volatity was 18.25, the open interest changed by 173 which increased total open position to 1083
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 255.25, which was 58.30000000000001 higher than the previous day. The implied volatity was 16.65, the open interest changed by -239 which decreased total open position to 897
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 195.85, which was -61.25000000000003 lower than the previous day. The implied volatity was 18.21, the open interest changed by -856 which decreased total open position to 1155
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 274.85, which was 170.9 higher than the previous day. The implied volatity was 16.34, the open interest changed by -217 which decreased total open position to 1997
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 108.9, which was 4.45 higher than the previous day. The implied volatity was 20.34, the open interest changed by 57 which increased total open position to 674
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 105.4, which was 24.4 higher than the previous day. The implied volatity was 21.65, the open interest changed by 85 which increased total open position to 627
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 80.35, which was -14.75 lower than the previous day. The implied volatity was 20.58, the open interest changed by -69 which decreased total open position to 544
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 95.35, which was -6 lower than the previous day. The implied volatity was 21.23, the open interest changed by -1442 which decreased total open position to 613
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 107.5, which was -64.15 lower than the previous day. The implied volatity was 24.42, the open interest changed by 497 which increased total open position to 620
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 170.1, which was -77.95 lower than the previous day. The implied volatity was 22.08, the open interest changed by 409 which increased total open position to 505
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 241.4, which was 42.55 higher than the previous day. The implied volatity was 19.33, the open interest changed by 19 which increased total open position to 368
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 206.25, which was 49.7 higher than the previous day. The implied volatity was 21.38, the open interest changed by 284 which increased total open position to 335
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 154.7, which was -62.7 lower than the previous day. The implied volatity was 23.22, the open interest changed by 310 which increased total open position to 362
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 214.1, which was 16.75 higher than the previous day. The implied volatity was 18.48, the open interest changed by 436 which increased total open position to 436
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 206.3, which was -129.25 lower than the previous day. The implied volatity was 18.33, the open interest changed by 411 which increased total open position to 431
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 337.55, which was 16.5 higher than the previous day. The implied volatity was 14.95, the open interest changed by 383 which increased total open position to 393
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 317.7, which was 5.05 higher than the previous day. The implied volatity was 16.62, the open interest changed by 19 which increased total open position to 402
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 306.7, which was 22 higher than the previous day. The implied volatity was 18.33, the open interest changed by 382 which increased total open position to 384
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 284.35, which was -157.85 lower than the previous day. The implied volatity was 18.76, the open interest changed by 335 which increased total open position to 403
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 422.95, which was -113.55 lower than the previous day. The implied volatity was 17.61, the open interest changed by 218 which increased total open position to 218
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 525, which was -203.7 lower than the previous day. The implied volatity was 17.65, the open interest changed by 78 which increased total open position to 145
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 728.7, which was 17.95 higher than the previous day. The implied volatity was 16.65, the open interest changed by 67 which increased total open position to 67
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 684.25, which was -149.55 lower than the previous day. The implied volatity was 19.48, the open interest changed by -22 which decreased total open position to 65
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 833.9, which was -180.8 lower than the previous day. The implied volatity was 15.42, the open interest changed by -5 which decreased total open position to 88
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1008.35, which was 120.8 higher than the previous day. The implied volatity was 14.95, the open interest changed by 93 which increased total open position to 93
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 887.55, which was -165.6 lower than the previous day. The implied volatity was 16.29, the open interest changed by 84 which increased total open position to 93
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 1053.15, which was -455.4 lower than the previous day. The implied volatity was 12.87, the open interest changed by 6 which increased total open position to 9
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 1512.35, which was -215.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 1512.35, which was -215.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 1512.35, which was -215.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 1512.35, which was -215.85 lower than the previous day. The implied volatity was 5.56, the open interest changed by 0 which decreased total open position to 3
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 1731.2, which was 88.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 1637.2, which was 105.2 higher than the previous day. The implied volatity was 6.31, the open interest changed by 0 which decreased total open position to 2
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 1529.25, which was -290.75 lower than the previous day. The implied volatity was 8.46, the open interest changed by 0 which decreased total open position to 3
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 1820, which was 51.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 1768.45, which was 155.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 1613, which was -264.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 1613, which was -264.25 lower than the previous day. The implied volatity was 8.29, the open interest changed by 0 which decreased total open position to 3
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 1877.25, which was -40.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 1915.65, which was 166.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 1915.65, which was 166.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 1915.65, which was 166.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 1749.5, which was -10.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 1753.55, which was -134.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 1890.45, which was 12.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 1878, which was 591.5 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 1283.4, which was -150.85 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 1434.25, 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 1434.25, 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 1434.25, 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 (4d) 24350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 0.06
Theta: -8.87
Gamma: 0.00053
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23869.65 | 499 | 206.64999999999998 | 16.82 | 31,937 | -2,287 | 8,395 |
| 23 Apr | 24173.05 | 289.95 | 81.79999999999998 | 16.27 | 2,12,684 | -11,744 | 10,872 |
| 22 Apr | 24378.10 | 198.3 | 46.10000000000002 | 17.05 | 8,40,904 | 12,591 | 22,791 |
| 21 Apr | 24576.60 | 152.7 | -146.10000000000002 | 18.92 | 42,983 | 5,479 | 10,303 |
| 20 Apr | 24364.85 | 310.8 | 41.35000000000002 | 21.44 | 48,650 | 1,925 | 4,823 |
| 17 Apr | 24353.55 | 261.7 | -115.15000000000003 | 16.99 | 11,114 | 2,063 | 2,900 |
| 16 Apr | 24196.75 | 391.4 | 22.75 | 18.56 | 8,676 | 377 | 834 |
| 15 Apr | 24231.30 | 378.75 | -275.29999999999995 | 17.91 | 1,788 | 141 | 476 |
| 13 Apr | 23842.65 | 669.95 | 176.30000000000007 | 19.88 | 255 | 97 | 421 |
| 10 Apr | 24050.60 | 489.65 | -166.25 | 16.65 | 118 | -3 | 324 |
| 9 Apr | 23775.10 | 674.35 | 130.30000000000007 | 16.67 | 110 | -34 | 327 |
| 8 Apr | 23997.35 | 546.2 | -703.8 | 19.39 | 187 | 350 | 363 |
| 7 Apr | 23123.65 | 1250 | -109.1 | 24.34 | 18 | 299 | 324 |
| 6 Apr | 22968.25 | 1368.15 | -201.85 | 22.79 | 19 | 311 | 324 |
| 2 Apr | 22713.10 | 1570 | -317.15 | - | 0 | 288 | 313 |
| 1 Apr | 22679.40 | 1570 | -317.15 | 21.61 | 2 | 0 | 313 |
| 30 Mar | 22331.40 | 1887.15 | 298 | 24.54 | 48 | 309 | 311 |
| 27 Mar | 22819.60 | 1589.15 | 418.15 | 27.79 | 56 | 253 | 272 |
| 25 Mar | 23306.45 | 1171 | -459.15 | 23.73 | 8 | 214 | 233 |
| 24 Mar | 22912.40 | 1630.15 | -121.95 | 32.29 | 4 | 233 | 233 |
| 23 Mar | 22512.65 | 1752.1 | 597.9 | 22.11 | 51 | 236 | 236 |
| 20 Mar | 23114.50 | 1154.2 | -252.95 | 17.82 | 10 | 275 | 275 |
| 19 Mar | 23002.15 | 1407.15 | 647 | 26.19 | 11 | -5 | 280 |
| 18 Mar | 23777.80 | 770.3 | -136.4 | 18.77 | 185 | 64 | 285 |
| 17 Mar | 23581.15 | 906.7 | -141.7 | 19.14 | 33 | 220 | 220 |
| 16 Mar | 23408.80 | 1060 | -180.7 | 19.86 | 24 | -1 | 225 |
| 13 Mar | 23151.10 | 1240.7 | 355.85 | 21.56 | 56 | 211 | 227 |
| 12 Mar | 23639.15 | 884.55 | 118.7 | 19.54 | 119 | 233 | 233 |
| 11 Mar | 23866.85 | 769.15 | 252.65 | 19.48 | 174 | 84 | 269 |
| 10 Mar | 24261.60 | 511.05 | -224.3 | 17.95 | 125 | 181 | 185 |
| 9 Mar | 24028.05 | 758.9 | 277.3 | 21.23 | 499 | 158 | 162 |
| 6 Mar | 24450.45 | 473 | 127.5 | 18.53 | 50 | 273 | 274 |
| 5 Mar | 24765.90 | 352.7 | -132.25 | 17.58 | 56 | 273 | 274 |
| 4 Mar | 24480.50 | 490 | 194.8 | 18.88 | 542 | 107 | 266 |
| 2 Mar | 24865.70 | 282.35 | 128 | 16.26 | 307 | -2 | 159 |
| 27 Feb | 25178.65 | 148.9 | 41.6 | 14.17 | 41 | 15 | 163 |
| 26 Feb | 25496.55 | 107.3 | -10.45 | 14.4 | 56 | 24 | 150 |
| 25 Feb | 25482.50 | 117.55 | -10.05 | 14.66 | 119 | -19 | 126 |
| 24 Feb | 25424.65 | 126 | 19.8 | 14.83 | 63 | 48 | 146 |
| 23 Feb | 25713.00 | 106.2 | -12.75 | 15.35 | 26 | 0 | 99 |
| 20 Feb | 25571.25 | 118.95 | -10.8 | 14.89 | 38 | 24 | 103 |
| 19 Feb | 25454.35 | 136.15 | 47.25 | 14.63 | 66 | 46 | 79 |
| 18 Feb | 25819.35 | 88.9 | -7.9 | 14.72 | 6 | 0 | 34 |
| 17 Feb | 25725.40 | 96.8 | -9.4 | 14.56 | 21 | 2 | 29 |
| 16 Feb | 25682.75 | 106 | -21.25 | 14.72 | 34 | 7 | 30 |
| 13 Feb | 25471.10 | 127.25 | 48.65 | 14.18 | 27 | 10 | 22 |
| 12 Feb | 25807.20 | 78.6 | 10.65 | 13.82 | 6 | 0 | 11 |
| 11 Feb | 25953.85 | 67.95 | -3.05 | 13.91 | 3 | 0 | 11 |
| 10 Feb | 25935.15 | 71 | -10.6 | 13.89 | 1 | 0 | 11 |
| 9 Feb | 25867.30 | 81.6 | -20.15 | 14.11 | 2 | 0 | 11 |
| 6 Feb | 25693.70 | 101.75 | 10.6 | - | 0 | 0 | 11 |
| 5 Feb | 25642.80 | 101.75 | 10.6 | 13.72 | 12 | -2 | 6 |
| 4 Feb | 25776.00 | 91.1 | -16.25 | 13.69 | 8 | 0 | 10 |
| 3 Feb | 25727.55 | 107.35 | -62.85 | 14.2 | 15 | 0 | 13 |
| 2 Feb | 25088.40 | 170.2 | 4.35 | - | 0 | 0 | 13 |
| 1 Feb | 24825.45 | 170.2 | 4.35 | 11.05 | 14 | 1 | 10 |
| 30 Jan | 25320.65 | 165.85 | -70.1 | 14.07 | 9 | 8 | 8 |
| 29 Jan | 25418.90 | 235.95 | 0 | 3.18 | 0 | 0 | 0 |
For Nifty - strike price 24350 expiring on 28APR2026
Delta for 24350 PE is -0.85
Historical price for 24350 PE is as follows
On 24 Apr NIFTY was trading at 23869.65. The strike last trading price was 499, which was 206.64999999999998 higher than the previous day. The implied volatity was 16.82, the open interest changed by -2287 which decreased total open position to 8395
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 289.95, which was 81.79999999999998 higher than the previous day. The implied volatity was 16.27, the open interest changed by -11744 which decreased total open position to 10872
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 198.3, which was 46.10000000000002 higher than the previous day. The implied volatity was 17.05, the open interest changed by 12591 which increased total open position to 22791
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 152.7, which was -146.10000000000002 lower than the previous day. The implied volatity was 18.92, the open interest changed by 5479 which increased total open position to 10303
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 310.8, which was 41.35000000000002 higher than the previous day. The implied volatity was 21.44, the open interest changed by 1925 which increased total open position to 4823
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 261.7, which was -115.15000000000003 lower than the previous day. The implied volatity was 16.99, the open interest changed by 2063 which increased total open position to 2900
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 391.4, which was 22.75 higher than the previous day. The implied volatity was 18.56, the open interest changed by 377 which increased total open position to 834
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 378.75, which was -275.29999999999995 lower than the previous day. The implied volatity was 17.91, the open interest changed by 141 which increased total open position to 476
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 669.95, which was 176.30000000000007 higher than the previous day. The implied volatity was 19.88, the open interest changed by 97 which increased total open position to 421
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 489.65, which was -166.25 lower than the previous day. The implied volatity was 16.65, the open interest changed by -3 which decreased total open position to 324
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 674.35, which was 130.30000000000007 higher than the previous day. The implied volatity was 16.67, the open interest changed by -34 which decreased total open position to 327
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 546.2, which was -703.8 lower than the previous day. The implied volatity was 19.39, the open interest changed by 350 which increased total open position to 363
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1250, which was -109.1 lower than the previous day. The implied volatity was 24.34, the open interest changed by 299 which increased total open position to 324
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1368.15, which was -201.85 lower than the previous day. The implied volatity was 22.79, the open interest changed by 311 which increased total open position to 324
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1570, which was -317.15 lower than the previous day. The implied volatity was -, the open interest changed by 288 which increased total open position to 313
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1570, which was -317.15 lower than the previous day. The implied volatity was 21.61, the open interest changed by 0 which decreased total open position to 313
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1887.15, which was 298 higher than the previous day. The implied volatity was 24.54, the open interest changed by 309 which increased total open position to 311
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1589.15, which was 418.15 higher than the previous day. The implied volatity was 27.79, the open interest changed by 253 which increased total open position to 272
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1171, which was -459.15 lower than the previous day. The implied volatity was 23.73, the open interest changed by 214 which increased total open position to 233
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1630.15, which was -121.95 lower than the previous day. The implied volatity was 32.29, the open interest changed by 233 which increased total open position to 233
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1752.1, which was 597.9 higher than the previous day. The implied volatity was 22.11, the open interest changed by 236 which increased total open position to 236
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1154.2, which was -252.95 lower than the previous day. The implied volatity was 17.82, the open interest changed by 275 which increased total open position to 275
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1407.15, which was 647 higher than the previous day. The implied volatity was 26.19, the open interest changed by -5 which decreased total open position to 280
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 770.3, which was -136.4 lower than the previous day. The implied volatity was 18.77, the open interest changed by 64 which increased total open position to 285
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 906.7, which was -141.7 lower than the previous day. The implied volatity was 19.14, the open interest changed by 220 which increased total open position to 220
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1060, which was -180.7 lower than the previous day. The implied volatity was 19.86, the open interest changed by -1 which decreased total open position to 225
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1240.7, which was 355.85 higher than the previous day. The implied volatity was 21.56, the open interest changed by 211 which increased total open position to 227
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 884.55, which was 118.7 higher than the previous day. The implied volatity was 19.54, the open interest changed by 233 which increased total open position to 233
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 769.15, which was 252.65 higher than the previous day. The implied volatity was 19.48, the open interest changed by 84 which increased total open position to 269
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 511.05, which was -224.3 lower than the previous day. The implied volatity was 17.95, the open interest changed by 181 which increased total open position to 185
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 758.9, which was 277.3 higher than the previous day. The implied volatity was 21.23, the open interest changed by 158 which increased total open position to 162
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 473, which was 127.5 higher than the previous day. The implied volatity was 18.53, the open interest changed by 273 which increased total open position to 274
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 352.7, which was -132.25 lower than the previous day. The implied volatity was 17.58, the open interest changed by 273 which increased total open position to 274
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 490, which was 194.8 higher than the previous day. The implied volatity was 18.88, the open interest changed by 107 which increased total open position to 266
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 282.35, which was 128 higher than the previous day. The implied volatity was 16.26, the open interest changed by -2 which decreased total open position to 159
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 148.9, which was 41.6 higher than the previous day. The implied volatity was 14.17, the open interest changed by 15 which increased total open position to 163
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 107.3, which was -10.45 lower than the previous day. The implied volatity was 14.4, the open interest changed by 24 which increased total open position to 150
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 117.55, which was -10.05 lower than the previous day. The implied volatity was 14.66, the open interest changed by -19 which decreased total open position to 126
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 126, which was 19.8 higher than the previous day. The implied volatity was 14.83, the open interest changed by 48 which increased total open position to 146
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 106.2, which was -12.75 lower than the previous day. The implied volatity was 15.35, the open interest changed by 0 which decreased total open position to 99
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 118.95, which was -10.8 lower than the previous day. The implied volatity was 14.89, the open interest changed by 24 which increased total open position to 103
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 136.15, which was 47.25 higher than the previous day. The implied volatity was 14.63, the open interest changed by 46 which increased total open position to 79
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 88.9, which was -7.9 lower than the previous day. The implied volatity was 14.72, the open interest changed by 0 which decreased total open position to 34
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 96.8, which was -9.4 lower than the previous day. The implied volatity was 14.56, the open interest changed by 2 which increased total open position to 29
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 106, which was -21.25 lower than the previous day. The implied volatity was 14.72, the open interest changed by 7 which increased total open position to 30
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 127.25, which was 48.65 higher than the previous day. The implied volatity was 14.18, the open interest changed by 10 which increased total open position to 22
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 78.6, which was 10.65 higher than the previous day. The implied volatity was 13.82, the open interest changed by 0 which decreased total open position to 11
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 67.95, which was -3.05 lower than the previous day. The implied volatity was 13.91, the open interest changed by 0 which decreased total open position to 11
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 71, which was -10.6 lower than the previous day. The implied volatity was 13.89, the open interest changed by 0 which decreased total open position to 11
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 81.6, which was -20.15 lower than the previous day. The implied volatity was 14.11, the open interest changed by 0 which decreased total open position to 11
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 101.75, which was 10.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 101.75, which was 10.6 higher than the previous day. The implied volatity was 13.72, the open interest changed by -2 which decreased total open position to 6
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 91.1, which was -16.25 lower than the previous day. The implied volatity was 13.69, the open interest changed by 0 which decreased total open position to 10
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 107.35, which was -62.85 lower than the previous day. The implied volatity was 14.2, the open interest changed by 0 which decreased total open position to 13
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 170.2, which was 4.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 170.2, which was 4.35 higher than the previous day. The implied volatity was 11.05, the open interest changed by 1 which increased total open position to 10
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 165.85, which was -70.1 lower than the previous day. The implied volatity was 14.07, the open interest changed by 8 which increased total open position to 8
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 235.95, which was 0 lower than the previous day. The implied volatity was 3.18, the open interest changed by 0 which decreased total open position to 0
