NIFTY
Nifty
Historical option data for NIFTY
22 Apr 2026 04:10 PM IST
| NIFTY 28-Apr-2026 (6d) 24400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.5
Vega: 0.13
Theta: -18.4
Gamma: 0.00074
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Apr | 24378.10 | 209.85 | -143.70000000000002 | 16.75 | 19,12,096 | 54,699 | 84,482 | |||||||||
| 21 Apr | 24576.60 | 352.5 | 84.64999999999998 | 16.92 | 1,63,372 | 7,160 | 31,745 | |||||||||
| 20 Apr | 24364.85 | 251 | -10.949999999999989 | 18.38 | 1,98,824 | 5,090 | 24,657 | |||||||||
| 17 Apr | 24353.55 | 273 | 64.69999999999999 | 15.59 | 57,524 | 1,169 | 19,722 | |||||||||
| 16 Apr | 24196.75 | 206.2 | -36.05000000000001 | 15.83 | 51,412 | 5,848 | 18,700 | |||||||||
| 15 Apr | 24231.30 | 234 | 80.69999999999999 | 16.12 | 21,979 | 899 | 12,940 | |||||||||
| 13 Apr | 23842.65 | 148.2 | -78.05000000000001 | 17.82 | 15,341 | 49 | 12,027 | |||||||||
| 10 Apr | 24050.60 | 232.75 | 52.5 | 16.46 | 16,556 | 563 | 11,979 | |||||||||
| 9 Apr | 23775.10 | 179.65 | -55.25 | 18.08 | 9,903 | 138 | 11,419 | |||||||||
| 8 Apr | 23997.35 | 246.3 | 152.1 | 15.93 | 24,494 | -2,032 | 11,397 | |||||||||
| 7 Apr | 23123.65 | 99.6 | 3.45 | 20.25 | 9,701 | 6,650 | 6,650 | |||||||||
| 6 Apr | 22968.25 | 97.95 | 21.9 | 21.64 | 10,949 | 4,939 | 7,349 | |||||||||
| 2 Apr | 22713.10 | 76.15 | -11.45 | 20.71 | 9,138 | 819 | 5,969 | |||||||||
| 1 Apr | 22679.40 | 86.9 | -9.45 | 21.08 | 7,331 | -4,118 | 5,153 | |||||||||
| 30 Mar | 22331.40 | 95.85 | -63.65 | 24.01 | 9,071 | 4,904 | 4,904 | |||||||||
| 27 Mar | 22819.60 | 158.25 | -73.1 | 21.96 | 4,956 | 5,136 | 5,136 | |||||||||
| 25 Mar | 23306.45 | 230.25 | 42.4 | 19.41 | 6,729 | 119 | 4,973 | |||||||||
| 24 Mar | 22912.40 | 197.1 | 49.05 | 21.44 | 7,135 | 2,040 | 4,955 | |||||||||
| 23 Mar | 22512.65 | 143.1 | -60.35 | 23.01 | 5,941 | 2,949 | 5,163 | |||||||||
| 20 Mar | 23114.50 | 201 | 17.6 | 18.4 | 3,247 | 5,252 | 5,371 | |||||||||
| 19 Mar | 23002.15 | 195.05 | -123.45 | 18.35 | 4,900 | 3,173 | 5,251 | |||||||||
| 18 Mar | 23777.80 | 317.45 | 16.5 | 14.91 | 2,250 | 4,221 | 4,245 | |||||||||
| 17 Mar | 23581.15 | 296.4 | 7.45 | 16.45 | 1,823 | 138 | 3,729 | |||||||||
| 16 Mar | 23408.80 | 283.35 | 14.2 | 18.03 | 2,152 | 3,549 | 3,569 | |||||||||
| 13 Mar | 23151.10 | 277.55 | -136.7 | 18.99 | 3,193 | 3,468 | 3,477 | |||||||||
| 12 Mar | 23639.15 | 406.7 | -101.75 | 17.69 | 1,799 | 1,242 | 2,982 | |||||||||
| 11 Mar | 23866.85 | 496.85 | -194.8 | 17.46 | 2,387 | 1,175 | 2,862 | |||||||||
| 10 Mar | 24261.60 | 700.3 | 25.4 | 16.62 | 2,782 | 1,106 | 1,920 | |||||||||
| 9 Mar | 24028.05 | 661.05 | -155.3 | 19.49 | 1,876 | 117 | 791 | |||||||||
| 6 Mar | 24450.45 | 818.05 | -148 | 15.83 | 189 | 64 | 675 | |||||||||
| 5 Mar | 24765.90 | 947 | 97 | 14.11 | 364 | -55 | 612 | |||||||||
| 4 Mar | 24480.50 | 846.85 | -184.65 | 15.99 | 1,758 | 358 | 673 | |||||||||
| 2 Mar | 24865.70 | 1050.05 | -264.95 | 13.94 | 419 | 307 | 316 | |||||||||
| 27 Feb | 25178.65 | 1315 | -95 | 13.2 | 1 | 0 | 8 | |||||||||
| 26 Feb | 25496.55 | 1410 | -255.35 | - | 0 | 0 | 8 | |||||||||
| 25 Feb | 25482.50 | 1410 | -255.35 | - | 4 | 0 | 8 | |||||||||
| 24 Feb | 25424.65 | 1410 | -255.35 | 6.87 | 4 | 2 | 6 | |||||||||
| 23 Feb | 25713.00 | 1665.35 | 67.65 | - | 2 | 0 | 4 | |||||||||
| 20 Feb | 25571.25 | 1594.55 | 86.05 | 7.77 | 4 | 0 | 4 | |||||||||
| 19 Feb | 25454.35 | 1505.6 | -212.35 | 10.02 | 6 | 3 | 4 | |||||||||
| 18 Feb | 25819.35 | 1717.95 | 201.95 | - | 0 | 0 | 1 | |||||||||
| 17 Feb | 25725.40 | 1717.95 | 201.95 | - | 2 | 0 | 1 | |||||||||
| 16 Feb | 25682.75 | 1511.4 | -318.5 | - | 0 | 0 | 1 | |||||||||
| 13 Feb | 25471.10 | 1511.4 | -318.5 | - | 2 | 0 | 1 | |||||||||
| 12 Feb | 25807.20 | 1822.3 | -45.05 | - | 2 | 1 | 2 | |||||||||
| 11 Feb | 25953.85 | 1867.35 | 160.45 | - | 0 | 0 | 1 | |||||||||
| 10 Feb | 25935.15 | 1867.35 | 160.45 | - | 0 | 0 | 1 | |||||||||
| 9 Feb | 25867.30 | 1867.35 | 160.45 | - | 1 | 0 | 1 | |||||||||
| 6 Feb | 25693.70 | 1706.9 | -12.4 | - | 2 | 0 | 1 | |||||||||
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| 5 Feb | 25642.80 | 1715.25 | -126.2 | - | 2 | 0 | 1 | |||||||||
| 4 Feb | 25776.00 | 1842.25 | 8.5 | - | 2 | 0 | 1 | |||||||||
| 3 Feb | 25727.55 | 1833.75 | 587.9 | - | 1 | 0 | 1 | |||||||||
| 2 Feb | 25088.40 | 1243 | 74.5 | 4.42 | 2 | 0 | 1 | |||||||||
| 1 Feb | 24825.45 | 1168.5 | -229.95 | 12.46 | 2 | 0 | 0 | |||||||||
| 30 Jan | 25320.65 | 1398.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 25418.90 | 1398.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24400 expiring on 28APR2026
Delta for 24400 CE is 0.5
Historical price for 24400 CE is as follows
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 209.85, which was -143.70000000000002 lower than the previous day. The implied volatity was 16.75, the open interest changed by 54699 which increased total open position to 84482
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 352.5, which was 84.64999999999998 higher than the previous day. The implied volatity was 16.92, the open interest changed by 7160 which increased total open position to 31745
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 251, which was -10.949999999999989 lower than the previous day. The implied volatity was 18.38, the open interest changed by 5090 which increased total open position to 24657
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 273, which was 64.69999999999999 higher than the previous day. The implied volatity was 15.59, the open interest changed by 1169 which increased total open position to 19722
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 206.2, which was -36.05000000000001 lower than the previous day. The implied volatity was 15.83, the open interest changed by 5848 which increased total open position to 18700
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 234, which was 80.69999999999999 higher than the previous day. The implied volatity was 16.12, the open interest changed by 899 which increased total open position to 12940
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 148.2, which was -78.05000000000001 lower than the previous day. The implied volatity was 17.82, the open interest changed by 49 which increased total open position to 12027
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 232.75, which was 52.5 higher than the previous day. The implied volatity was 16.46, the open interest changed by 563 which increased total open position to 11979
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 179.65, which was -55.25 lower than the previous day. The implied volatity was 18.08, the open interest changed by 138 which increased total open position to 11419
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 246.3, which was 152.1 higher than the previous day. The implied volatity was 15.93, the open interest changed by -2032 which decreased total open position to 11397
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 99.6, which was 3.45 higher than the previous day. The implied volatity was 20.25, the open interest changed by 6650 which increased total open position to 6650
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 97.95, which was 21.9 higher than the previous day. The implied volatity was 21.64, the open interest changed by 4939 which increased total open position to 7349
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 76.15, which was -11.45 lower than the previous day. The implied volatity was 20.71, the open interest changed by 819 which increased total open position to 5969
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 86.9, which was -9.45 lower than the previous day. The implied volatity was 21.08, the open interest changed by -4118 which decreased total open position to 5153
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 95.85, which was -63.65 lower than the previous day. The implied volatity was 24.01, the open interest changed by 4904 which increased total open position to 4904
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 158.25, which was -73.1 lower than the previous day. The implied volatity was 21.96, the open interest changed by 5136 which increased total open position to 5136
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 230.25, which was 42.4 higher than the previous day. The implied volatity was 19.41, the open interest changed by 119 which increased total open position to 4973
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 197.1, which was 49.05 higher than the previous day. The implied volatity was 21.44, the open interest changed by 2040 which increased total open position to 4955
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 143.1, which was -60.35 lower than the previous day. The implied volatity was 23.01, the open interest changed by 2949 which increased total open position to 5163
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 201, which was 17.6 higher than the previous day. The implied volatity was 18.4, the open interest changed by 5252 which increased total open position to 5371
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 195.05, which was -123.45 lower than the previous day. The implied volatity was 18.35, the open interest changed by 3173 which increased total open position to 5251
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 317.45, which was 16.5 higher than the previous day. The implied volatity was 14.91, the open interest changed by 4221 which increased total open position to 4245
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 296.4, which was 7.45 higher than the previous day. The implied volatity was 16.45, the open interest changed by 138 which increased total open position to 3729
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 283.35, which was 14.2 higher than the previous day. The implied volatity was 18.03, the open interest changed by 3549 which increased total open position to 3569
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 277.55, which was -136.7 lower than the previous day. The implied volatity was 18.99, the open interest changed by 3468 which increased total open position to 3477
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 406.7, which was -101.75 lower than the previous day. The implied volatity was 17.69, the open interest changed by 1242 which increased total open position to 2982
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 496.85, which was -194.8 lower than the previous day. The implied volatity was 17.46, the open interest changed by 1175 which increased total open position to 2862
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 700.3, which was 25.4 higher than the previous day. The implied volatity was 16.62, the open interest changed by 1106 which increased total open position to 1920
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 661.05, which was -155.3 lower than the previous day. The implied volatity was 19.49, the open interest changed by 117 which increased total open position to 791
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 818.05, which was -148 lower than the previous day. The implied volatity was 15.83, the open interest changed by 64 which increased total open position to 675
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 947, which was 97 higher than the previous day. The implied volatity was 14.11, the open interest changed by -55 which decreased total open position to 612
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 846.85, which was -184.65 lower than the previous day. The implied volatity was 15.99, the open interest changed by 358 which increased total open position to 673
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 1050.05, which was -264.95 lower than the previous day. The implied volatity was 13.94, the open interest changed by 307 which increased total open position to 316
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 1315, which was -95 lower than the previous day. The implied volatity was 13.2, the open interest changed by 0 which decreased total open position to 8
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 1410, which was -255.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 1410, which was -255.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 1410, which was -255.35 lower than the previous day. The implied volatity was 6.87, the open interest changed by 2 which increased total open position to 6
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 1665.35, which was 67.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 1594.55, which was 86.05 higher than the previous day. The implied volatity was 7.77, the open interest changed by 0 which decreased total open position to 4
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 1505.6, which was -212.35 lower than the previous day. The implied volatity was 10.02, the open interest changed by 3 which increased total open position to 4
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 1717.95, which was 201.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 1717.95, which was 201.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 1511.4, which was -318.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 1511.4, which was -318.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 1822.3, which was -45.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 1867.35, which was 160.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 1867.35, which was 160.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 1867.35, which was 160.45 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 1706.9, which was -12.4 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 1715.25, which was -126.2 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 1842.25, which was 8.5 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 1833.75, which was 587.9 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 1243, which was 74.5 higher than the previous day. The implied volatity was 4.42, the open interest changed by 0 which decreased total open position to 1
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 1168.5, which was -229.95 lower than the previous day. The implied volatity was 12.46, 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 1398.45, 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 1398.45, 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 (6d) 24400 PE | |||||||
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Delta: -0.5
Vega: 0.13
Theta: -14.92
Gamma: 0.00073
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Apr | 24378.10 | 221.7 | 52.75 | 16.94 | 21,47,903 | 33,555 | 80,272 |
| 21 Apr | 24576.60 | 168.55 | -149.34999999999997 | 18.73 | 2,25,787 | 21,122 | 47,944 |
| 20 Apr | 24364.85 | 333.55 | 41.80000000000001 | 21.39 | 1,88,031 | 9,453 | 26,841 |
| 17 Apr | 24353.55 | 280.15 | -123.65000000000003 | 16.64 | 32,188 | 1,719 | 17,464 |
| 16 Apr | 24196.75 | 420.1 | 27.850000000000023 | 18.37 | 36,485 | 4,168 | 15,806 |
| 15 Apr | 24231.30 | 400.35 | -282.65 | 17.61 | 7,061 | 408 | 11,729 |
| 13 Apr | 23842.65 | 685.05 | 152.44999999999993 | 18.71 | 3,641 | 619 | 11,333 |
| 10 Apr | 24050.60 | 522 | -183.70000000000005 | 16.87 | 9,735 | 5,400 | 10,715 |
| 9 Apr | 23775.10 | 713.45 | 143.70000000000005 | 16.51 | 2,202 | -285 | 5,324 |
| 8 Apr | 23997.35 | 554.95 | -750.2 | 18.45 | 1,772 | 643 | 5,648 |
| 7 Apr | 23123.65 | 1285 | -112.15 | 24.06 | 87 | 473 | 5,009 |
| 6 Apr | 22968.25 | 1404.3 | -243.1 | 22.4 | 23 | -10 | 4,958 |
| 2 Apr | 22713.10 | 1646.65 | -15.9 | 23.94 | 31 | 387 | 4,970 |
| 1 Apr | 22679.40 | 1662.55 | -343.75 | 24.91 | 30 | -10 | 4,971 |
| 30 Mar | 22331.40 | 1960 | 354.65 | 26.43 | 327 | 30 | 4,981 |
| 27 Mar | 22819.60 | 1620 | 431.5 | 27.55 | 87 | 35 | 4,949 |
| 25 Mar | 23306.45 | 1184.25 | -290.85 | 22.88 | 133 | 3,294 | 4,915 |
| 24 Mar | 22912.40 | 1455 | -369.2 | 23.64 | 45 | 4,899 | 4,899 |
| 23 Mar | 22512.65 | 1824.15 | 553.4 | 23.78 | 174 | 3,283 | 4,907 |
| 20 Mar | 23114.50 | 1257.3 | -69.85 | 20.48 | 290 | 4,993 | 4,993 |
| 19 Mar | 23002.15 | 1302.3 | 512.7 | 20.91 | 399 | -58 | 4,979 |
| 18 Mar | 23777.80 | 788.6 | -130.4 | 18.41 | 674 | 3,351 | 5,036 |
| 17 Mar | 23581.15 | 921.25 | -169 | 18.56 | 1,378 | 3,220 | 4,908 |
| 16 Mar | 23408.80 | 1121.8 | -151.1 | 20.82 | 296 | 4,862 | 4,862 |
| 13 Mar | 23151.10 | 1254.9 | 357.75 | 20.83 | 1,248 | 3,209 | 4,884 |
| 12 Mar | 23639.15 | 891.1 | 103.6 | 18.87 | 1,069 | 3,281 | 4,935 |
| 11 Mar | 23866.85 | 799.2 | 267.15 | 19.55 | 2,604 | 3,134 | 4,792 |
| 10 Mar | 24261.60 | 529 | -241.4 | 17.8 | 2,623 | 732 | 4,181 |
| 9 Mar | 24028.05 | 778.5 | 273.9 | 21.05 | 3,172 | -87 | 3,435 |
| 6 Mar | 24450.45 | 491 | 131.65 | 18.47 | 2,661 | 200 | 3,529 |
| 5 Mar | 24765.90 | 364 | -144.45 | 17.47 | 1,615 | -143 | 3,332 |
| 4 Mar | 24480.50 | 512.4 | 213.35 | 18.94 | 3,032 | 125 | 3,380 |
| 2 Mar | 24865.70 | 293.85 | 134.25 | 16.16 | 4,135 | -57 | 3,284 |
| 27 Feb | 25178.65 | 160.95 | 48.7 | 14.22 | 1,864 | 307 | 3,364 |
| 26 Feb | 25496.55 | 111.2 | -10.35 | 14.25 | 626 | 126 | 3,065 |
| 25 Feb | 25482.50 | 120.8 | -12.1 | 14.48 | 1,988 | 95 | 2,944 |
| 24 Feb | 25424.65 | 129.55 | 21.45 | 14.65 | 1,539 | 560 | 2,877 |
| 23 Feb | 25713.00 | 108.2 | -14.9 | 15.13 | 645 | 295 | 2,397 |
| 20 Feb | 25571.25 | 123.9 | -13.2 | 14.78 | 521 | 208 | 2,103 |
| 19 Feb | 25454.35 | 142.95 | 56.1 | 14.56 | 868 | 294 | 1,895 |
| 18 Feb | 25819.35 | 87 | -15.2 | 14.35 | 374 | 177 | 1,601 |
| 17 Feb | 25725.40 | 103.55 | -5.2 | 14.57 | 441 | 206 | 1,424 |
| 16 Feb | 25682.75 | 109.5 | -24.35 | 14.57 | 656 | 193 | 1,204 |
| 13 Feb | 25471.10 | 140.3 | 58.2 | 14.35 | 1,341 | 222 | 1,010 |
| 12 Feb | 25807.20 | 82.1 | 14.1 | 13.71 | 16 | 5 | 787 |
| 11 Feb | 25953.85 | 68 | -4.45 | 13.66 | 45 | 15 | 783 |
| 10 Feb | 25935.15 | 72.3 | -14.15 | 13.7 | 73 | 28 | 775 |
| 9 Feb | 25867.30 | 86.15 | -14.25 | 14.06 | 114 | -28 | 748 |
| 6 Feb | 25693.70 | 101.3 | -2.75 | 13.64 | 550 | 259 | 776 |
| 5 Feb | 25642.80 | 105.65 | 11.3 | 13.6 | 463 | 256 | 517 |
| 4 Feb | 25776.00 | 99.25 | -13.1 | 13.78 | 252 | 87 | 261 |
| 3 Feb | 25727.55 | 113.9 | -124.25 | 14.2 | 236 | 95 | 174 |
| 2 Feb | 25088.40 | 235.2 | -2.3 | 14.54 | 168 | 63 | 82 |
| 1 Feb | 24825.45 | 237.5 | 60.2 | 12.57 | 44 | 18 | 19 |
| 30 Jan | 25320.65 | 177 | -72.4 | 14.12 | 5 | 3 | 3 |
| 29 Jan | 25418.90 | 249.4 | 0 | 3.09 | 0 | 0 | 0 |
For Nifty - strike price 24400 expiring on 28APR2026
Delta for 24400 PE is -0.5
Historical price for 24400 PE is as follows
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 221.7, which was 52.75 higher than the previous day. The implied volatity was 16.94, the open interest changed by 33555 which increased total open position to 80272
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 168.55, which was -149.34999999999997 lower than the previous day. The implied volatity was 18.73, the open interest changed by 21122 which increased total open position to 47944
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 333.55, which was 41.80000000000001 higher than the previous day. The implied volatity was 21.39, the open interest changed by 9453 which increased total open position to 26841
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 280.15, which was -123.65000000000003 lower than the previous day. The implied volatity was 16.64, the open interest changed by 1719 which increased total open position to 17464
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 420.1, which was 27.850000000000023 higher than the previous day. The implied volatity was 18.37, the open interest changed by 4168 which increased total open position to 15806
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 400.35, which was -282.65 lower than the previous day. The implied volatity was 17.61, the open interest changed by 408 which increased total open position to 11729
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 685.05, which was 152.44999999999993 higher than the previous day. The implied volatity was 18.71, the open interest changed by 619 which increased total open position to 11333
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 522, which was -183.70000000000005 lower than the previous day. The implied volatity was 16.87, the open interest changed by 5400 which increased total open position to 10715
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 713.45, which was 143.70000000000005 higher than the previous day. The implied volatity was 16.51, the open interest changed by -285 which decreased total open position to 5324
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 554.95, which was -750.2 lower than the previous day. The implied volatity was 18.45, the open interest changed by 643 which increased total open position to 5648
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1285, which was -112.15 lower than the previous day. The implied volatity was 24.06, the open interest changed by 473 which increased total open position to 5009
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1404.3, which was -243.1 lower than the previous day. The implied volatity was 22.4, the open interest changed by -10 which decreased total open position to 4958
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1646.65, which was -15.9 lower than the previous day. The implied volatity was 23.94, the open interest changed by 387 which increased total open position to 4970
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1662.55, which was -343.75 lower than the previous day. The implied volatity was 24.91, the open interest changed by -10 which decreased total open position to 4971
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1960, which was 354.65 higher than the previous day. The implied volatity was 26.43, the open interest changed by 30 which increased total open position to 4981
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1620, which was 431.5 higher than the previous day. The implied volatity was 27.55, the open interest changed by 35 which increased total open position to 4949
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1184.25, which was -290.85 lower than the previous day. The implied volatity was 22.88, the open interest changed by 3294 which increased total open position to 4915
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1455, which was -369.2 lower than the previous day. The implied volatity was 23.64, the open interest changed by 4899 which increased total open position to 4899
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1824.15, which was 553.4 higher than the previous day. The implied volatity was 23.78, the open interest changed by 3283 which increased total open position to 4907
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1257.3, which was -69.85 lower than the previous day. The implied volatity was 20.48, the open interest changed by 4993 which increased total open position to 4993
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1302.3, which was 512.7 higher than the previous day. The implied volatity was 20.91, the open interest changed by -58 which decreased total open position to 4979
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 788.6, which was -130.4 lower than the previous day. The implied volatity was 18.41, the open interest changed by 3351 which increased total open position to 5036
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 921.25, which was -169 lower than the previous day. The implied volatity was 18.56, the open interest changed by 3220 which increased total open position to 4908
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1121.8, which was -151.1 lower than the previous day. The implied volatity was 20.82, the open interest changed by 4862 which increased total open position to 4862
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1254.9, which was 357.75 higher than the previous day. The implied volatity was 20.83, the open interest changed by 3209 which increased total open position to 4884
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 891.1, which was 103.6 higher than the previous day. The implied volatity was 18.87, the open interest changed by 3281 which increased total open position to 4935
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 799.2, which was 267.15 higher than the previous day. The implied volatity was 19.55, the open interest changed by 3134 which increased total open position to 4792
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 529, which was -241.4 lower than the previous day. The implied volatity was 17.8, the open interest changed by 732 which increased total open position to 4181
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 778.5, which was 273.9 higher than the previous day. The implied volatity was 21.05, the open interest changed by -87 which decreased total open position to 3435
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 491, which was 131.65 higher than the previous day. The implied volatity was 18.47, the open interest changed by 200 which increased total open position to 3529
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 364, which was -144.45 lower than the previous day. The implied volatity was 17.47, the open interest changed by -143 which decreased total open position to 3332
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 512.4, which was 213.35 higher than the previous day. The implied volatity was 18.94, the open interest changed by 125 which increased total open position to 3380
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 293.85, which was 134.25 higher than the previous day. The implied volatity was 16.16, the open interest changed by -57 which decreased total open position to 3284
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 160.95, which was 48.7 higher than the previous day. The implied volatity was 14.22, the open interest changed by 307 which increased total open position to 3364
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 111.2, which was -10.35 lower than the previous day. The implied volatity was 14.25, the open interest changed by 126 which increased total open position to 3065
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 120.8, which was -12.1 lower than the previous day. The implied volatity was 14.48, the open interest changed by 95 which increased total open position to 2944
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 129.55, which was 21.45 higher than the previous day. The implied volatity was 14.65, the open interest changed by 560 which increased total open position to 2877
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 108.2, which was -14.9 lower than the previous day. The implied volatity was 15.13, the open interest changed by 295 which increased total open position to 2397
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 123.9, which was -13.2 lower than the previous day. The implied volatity was 14.78, the open interest changed by 208 which increased total open position to 2103
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 142.95, which was 56.1 higher than the previous day. The implied volatity was 14.56, the open interest changed by 294 which increased total open position to 1895
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 87, which was -15.2 lower than the previous day. The implied volatity was 14.35, the open interest changed by 177 which increased total open position to 1601
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 103.55, which was -5.2 lower than the previous day. The implied volatity was 14.57, the open interest changed by 206 which increased total open position to 1424
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 109.5, which was -24.35 lower than the previous day. The implied volatity was 14.57, the open interest changed by 193 which increased total open position to 1204
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 140.3, which was 58.2 higher than the previous day. The implied volatity was 14.35, the open interest changed by 222 which increased total open position to 1010
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 82.1, which was 14.1 higher than the previous day. The implied volatity was 13.71, the open interest changed by 5 which increased total open position to 787
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 68, which was -4.45 lower than the previous day. The implied volatity was 13.66, the open interest changed by 15 which increased total open position to 783
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 72.3, which was -14.15 lower than the previous day. The implied volatity was 13.7, the open interest changed by 28 which increased total open position to 775
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 86.15, which was -14.25 lower than the previous day. The implied volatity was 14.06, the open interest changed by -28 which decreased total open position to 748
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 101.3, which was -2.75 lower than the previous day. The implied volatity was 13.64, the open interest changed by 259 which increased total open position to 776
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 105.65, which was 11.3 higher than the previous day. The implied volatity was 13.6, the open interest changed by 256 which increased total open position to 517
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 99.25, which was -13.1 lower than the previous day. The implied volatity was 13.78, the open interest changed by 87 which increased total open position to 261
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 113.9, which was -124.25 lower than the previous day. The implied volatity was 14.2, the open interest changed by 95 which increased total open position to 174
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 235.2, which was -2.3 lower than the previous day. The implied volatity was 14.54, the open interest changed by 63 which increased total open position to 82
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 237.5, which was 60.2 higher than the previous day. The implied volatity was 12.57, the open interest changed by 18 which increased total open position to 19
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 177, which was -72.4 lower than the previous day. The implied volatity was 14.12, the open interest changed by 3 which increased total open position to 3
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 249.4, which was 0 lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0
