NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:30 PM IST
| NIFTY 28-Apr-2026 (4d) 24450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 0.05
Theta: -10.82
Gamma: 0.00043
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23878.45 | 25.75 | -49.55 | 17.38 | 3,71,193 | 26,887 | 66,345 | |||||||||
| 23 Apr | 24173.05 | 73.75 | -114.4 | 15.16 | 4,38,690 | 3,266 | 40,174 | |||||||||
| 22 Apr | 24378.10 | 186 | -135.45 | 16.71 | 12,45,501 | 32,399 | 37,200 | |||||||||
| 21 Apr | 24576.60 | 322 | 82.6 | 16.93 | 66,977 | -1,327 | 4,947 | |||||||||
| 20 Apr | 24364.85 | 227.85 | -9.550000000000011 | 18.49 | 52,807 | 4,157 | 6,294 | |||||||||
| 17 Apr | 24353.55 | 246 | 59.5 | 15.5 | 9,994 | 210 | 2,150 | |||||||||
| 16 Apr | 24196.75 | 184.3 | -32.75 | 15.68 | 7,711 | 372 | 1,962 | |||||||||
| 15 Apr | 24231.30 | 213.6 | 76.65 | 16.09 | 5,596 | 460 | 1,600 | |||||||||
| 13 Apr | 23842.65 | 134.45 | -71.80000000000001 | 17.61 | 2,628 | 72 | 1,140 | |||||||||
| 10 Apr | 24050.60 | 212.5 | 49.25 | 16.35 | 1,862 | 96 | 1,067 | |||||||||
| 9 Apr | 23775.10 | 164.8 | -51.349999999999994 | 18.02 | 1,406 | 133 | 990 | |||||||||
| 8 Apr | 23997.35 | 225.25 | 139.95 | 15.81 | 2,743 | 279 | 857 | |||||||||
| 7 Apr | 23123.65 | 89.35 | 2.25 | 20.05 | 906 | -9,885 | 556 | |||||||||
| 6 Apr | 22968.25 | 88.5 | 20.2 | 21.45 | 943 | -8 | 470 | |||||||||
| 2 Apr | 22713.10 | 67.8 | -13.25 | 20.47 | 1,291 | 474 | 474 | |||||||||
| 1 Apr | 22679.40 | 82 | -6.85 | 21.16 | 1,167 | 374 | 606 | |||||||||
| 30 Mar | 22331.40 | 95 | -54.25 | 24.38 | 761 | 504 | 504 | |||||||||
| 27 Mar | 22819.60 | 148.25 | -67.4 | 21.89 | 1,067 | -105 | 470 | |||||||||
| 25 Mar | 23306.45 | 215.05 | 37.35 | 19.29 | 324 | 589 | 589 | |||||||||
| 24 Mar | 22912.40 | 183.55 | 43.75 | 21.29 | 513 | 510 | 561 | |||||||||
| 23 Mar | 22512.65 | 135.85 | -57.2 | 23.01 | 568 | 638 | 638 | |||||||||
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| 20 Mar | 23114.50 | 190 | 15.8 | 18.43 | 494 | -988 | 778 | |||||||||
| 19 Mar | 23002.15 | 187.5 | -110.85 | 18.47 | 1,132 | 762 | 762 | |||||||||
| 18 Mar | 23777.80 | 295.6 | 10.45 | 14.78 | 646 | -827 | 873 | |||||||||
| 17 Mar | 23581.15 | 279.4 | 6.9 | 16.41 | 901 | 352 | 659 | |||||||||
| 16 Mar | 23408.80 | 263 | 7.25 | 17.81 | 176 | -1,384 | 306 | |||||||||
| 13 Mar | 23151.10 | 258.75 | -139.2 | 18.79 | 554 | -1,386 | 326 | |||||||||
| 12 Mar | 23639.15 | 392.45 | -87.5 | 17.8 | 336 | -1,452 | 216 | |||||||||
| 11 Mar | 23866.85 | 478.1 | -193.6 | 17.52 | 127 | 27 | 204 | |||||||||
| 10 Mar | 24261.60 | 671.7 | 17 | 16.56 | 158 | 176 | 178 | |||||||||
| 9 Mar | 24028.05 | 661.3 | -132.3 | 20.15 | 316 | 112 | 114 | |||||||||
| 6 Mar | 24450.45 | 851.7 | -81.15 | 17.58 | 26 | 35 | 35 | |||||||||
| 5 Mar | 24765.90 | 932.85 | 119.35 | 14.69 | 14 | 31 | 31 | |||||||||
| 4 Mar | 24480.50 | 808 | -201.25 | 15.73 | 67 | 22 | 29 | |||||||||
| 2 Mar | 24865.70 | 1009.25 | -415.5 | 13.79 | 10 | 5 | 8 | |||||||||
| 27 Feb | 25178.65 | 1429.25 | -208 | - | 0 | 0 | 3 | |||||||||
| 26 Feb | 25496.55 | 1429.25 | -208 | - | 0 | 0 | 3 | |||||||||
| 25 Feb | 25482.50 | 1429.25 | -208 | - | 2 | 0 | 3 | |||||||||
| 24 Feb | 25424.65 | 1429.25 | -208 | 5.74 | 2 | 0 | 3 | |||||||||
| 23 Feb | 25713.00 | 1641.7 | 78.95 | - | 3 | 0 | 3 | |||||||||
| 20 Feb | 25571.25 | 1558.8 | 103.05 | 7.92 | 2 | 0 | 2 | |||||||||
| 19 Feb | 25454.35 | 1451.8 | -230.05 | 9.3 | 2 | 0 | 3 | |||||||||
| 18 Feb | 25819.35 | 1677.3 | 15.2 | - | 0 | 0 | 3 | |||||||||
| 17 Feb | 25725.40 | 1677.3 | 15.2 | - | 2 | 0 | 2 | |||||||||
| 16 Feb | 25682.75 | 1658.15 | 139.45 | - | 3 | 0 | 3 | |||||||||
| 13 Feb | 25471.10 | 1518.7 | -273.75 | 8.2 | 2 | 0 | 3 | |||||||||
| 12 Feb | 25807.20 | 1792.45 | -84.25 | - | 1 | 0 | 2 | |||||||||
| 11 Feb | 25953.85 | 1871.3 | 45.55 | - | 0 | 0 | 2 | |||||||||
| 10 Feb | 25935.15 | 1871.3 | 45.55 | - | 2 | 0 | 2 | |||||||||
| 9 Feb | 25867.30 | 1823.7 | 159.3 | - | 3 | 0 | 1 | |||||||||
| 6 Feb | 25693.70 | 1664.4 | -10.35 | - | 2 | 0 | 1 | |||||||||
| 5 Feb | 25642.80 | 1669.65 | -128.25 | - | 2 | 0 | 1 | |||||||||
| 4 Feb | 25776.00 | 1801.5 | 8.95 | - | 2 | 0 | 1 | |||||||||
| 3 Feb | 25727.55 | 1792.55 | 584.4 | - | 1 | 0 | 1 | |||||||||
| 2 Feb | 25088.40 | 1205.35 | -156.7 | 5.93 | 2 | 0 | 0 | |||||||||
| 1 Feb | 24825.45 | 1362.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 25320.65 | 1362.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 25418.90 | 1362.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24450 expiring on 28APR2026
Delta for 24450 CE is 0.12
Historical price for 24450 CE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 25.75, which was -49.55 lower than the previous day. The implied volatity was 17.38, the open interest changed by 26887 which increased total open position to 66345
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 73.75, which was -114.4 lower than the previous day. The implied volatity was 15.16, the open interest changed by 3266 which increased total open position to 40174
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 186, which was -135.45 lower than the previous day. The implied volatity was 16.71, the open interest changed by 32399 which increased total open position to 37200
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 322, which was 82.6 higher than the previous day. The implied volatity was 16.93, the open interest changed by -1327 which decreased total open position to 4947
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 227.85, which was -9.550000000000011 lower than the previous day. The implied volatity was 18.49, the open interest changed by 4157 which increased total open position to 6294
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 246, which was 59.5 higher than the previous day. The implied volatity was 15.5, the open interest changed by 210 which increased total open position to 2150
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 184.3, which was -32.75 lower than the previous day. The implied volatity was 15.68, the open interest changed by 372 which increased total open position to 1962
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 213.6, which was 76.65 higher than the previous day. The implied volatity was 16.09, the open interest changed by 460 which increased total open position to 1600
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 134.45, which was -71.80000000000001 lower than the previous day. The implied volatity was 17.61, the open interest changed by 72 which increased total open position to 1140
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 212.5, which was 49.25 higher than the previous day. The implied volatity was 16.35, the open interest changed by 96 which increased total open position to 1067
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 164.8, which was -51.349999999999994 lower than the previous day. The implied volatity was 18.02, the open interest changed by 133 which increased total open position to 990
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 225.25, which was 139.95 higher than the previous day. The implied volatity was 15.81, the open interest changed by 279 which increased total open position to 857
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 89.35, which was 2.25 higher than the previous day. The implied volatity was 20.05, the open interest changed by -9885 which decreased total open position to 556
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 88.5, which was 20.2 higher than the previous day. The implied volatity was 21.45, the open interest changed by -8 which decreased total open position to 470
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 67.8, which was -13.25 lower than the previous day. The implied volatity was 20.47, the open interest changed by 474 which increased total open position to 474
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 82, which was -6.85 lower than the previous day. The implied volatity was 21.16, the open interest changed by 374 which increased total open position to 606
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 95, which was -54.25 lower than the previous day. The implied volatity was 24.38, the open interest changed by 504 which increased total open position to 504
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 148.25, which was -67.4 lower than the previous day. The implied volatity was 21.89, the open interest changed by -105 which decreased total open position to 470
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 215.05, which was 37.35 higher than the previous day. The implied volatity was 19.29, the open interest changed by 589 which increased total open position to 589
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 183.55, which was 43.75 higher than the previous day. The implied volatity was 21.29, the open interest changed by 510 which increased total open position to 561
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 135.85, which was -57.2 lower than the previous day. The implied volatity was 23.01, the open interest changed by 638 which increased total open position to 638
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 190, which was 15.8 higher than the previous day. The implied volatity was 18.43, the open interest changed by -988 which decreased total open position to 778
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 187.5, which was -110.85 lower than the previous day. The implied volatity was 18.47, the open interest changed by 762 which increased total open position to 762
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 295.6, which was 10.45 higher than the previous day. The implied volatity was 14.78, the open interest changed by -827 which decreased total open position to 873
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 279.4, which was 6.9 higher than the previous day. The implied volatity was 16.41, the open interest changed by 352 which increased total open position to 659
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 263, which was 7.25 higher than the previous day. The implied volatity was 17.81, the open interest changed by -1384 which decreased total open position to 306
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 258.75, which was -139.2 lower than the previous day. The implied volatity was 18.79, the open interest changed by -1386 which decreased total open position to 326
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 392.45, which was -87.5 lower than the previous day. The implied volatity was 17.8, the open interest changed by -1452 which decreased total open position to 216
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 478.1, which was -193.6 lower than the previous day. The implied volatity was 17.52, the open interest changed by 27 which increased total open position to 204
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 671.7, which was 17 higher than the previous day. The implied volatity was 16.56, the open interest changed by 176 which increased total open position to 178
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 661.3, which was -132.3 lower than the previous day. The implied volatity was 20.15, the open interest changed by 112 which increased total open position to 114
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 851.7, which was -81.15 lower than the previous day. The implied volatity was 17.58, the open interest changed by 35 which increased total open position to 35
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 932.85, which was 119.35 higher than the previous day. The implied volatity was 14.69, the open interest changed by 31 which increased total open position to 31
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 808, which was -201.25 lower than the previous day. The implied volatity was 15.73, the open interest changed by 22 which increased total open position to 29
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 1009.25, which was -415.5 lower than the previous day. The implied volatity was 13.79, the open interest changed by 5 which increased total open position to 8
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 1429.25, which was -208 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 1429.25, which was -208 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 1429.25, which was -208 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 1429.25, which was -208 lower than the previous day. The implied volatity was 5.74, 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 1641.7, which was 78.95 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 1558.8, which was 103.05 higher than the previous day. The implied volatity was 7.92, 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 1451.8, which was -230.05 lower than the previous day. The implied volatity was 9.3, 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 1677.3, which was 15.2 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 1677.3, which was 15.2 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 1658.15, which was 139.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 1518.7, which was -273.75 lower than the previous day. The implied volatity was 8.2, 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 1792.45, which was -84.25 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 1871.3, which was 45.55 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 1871.3, which was 45.55 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 1823.7, which was 159.3 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 1664.4, which was -10.35 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 1669.65, which was -128.25 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 1801.5, which was 8.95 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 1792.55, which was 584.4 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 1205.35, which was -156.7 lower than the previous day. The implied volatity was 5.93, 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 1362.05, 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 1362.05, 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 1362.05, 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) 24450 PE | |||||||
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Delta: -0.9
Vega: 0.05
Theta: -5.66
Gamma: 0.00042
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23878.45 | 575.85 | 215.85000000000002 | 16.37 | 13,427 | -2,334 | 9,607 |
| 23 Apr | 24173.05 | 361.2 | 104.64999999999998 | 16.75 | 69,807 | -8,703 | 12,242 |
| 22 Apr | 24378.10 | 246.2 | 60.79999999999998 | 16.79 | 10,62,088 | 11,442 | 21,093 |
| 21 Apr | 24576.60 | 185.35 | -156.65 | 18.51 | 68,882 | 5,582 | 9,834 |
| 20 Apr | 24364.85 | 358 | 42.44999999999999 | 21.18 | 45,496 | 3,581 | 4,367 |
| 17 Apr | 24353.55 | 307.95 | -128.65000000000003 | 16.6 | 2,179 | 371 | 806 |
| 16 Apr | 24196.75 | 444.65 | 23.549999999999955 | 18.18 | 1,752 | 156 | 456 |
| 15 Apr | 24231.30 | 427.35 | -292.04999999999995 | 17.67 | 504 | 139 | 343 |
| 13 Apr | 23842.65 | 720 | 164.20000000000005 | 18.63 | 50 | -13 | 211 |
| 10 Apr | 24050.60 | 554 | -190.39999999999998 | 16.87 | 31 | 6 | 223 |
| 9 Apr | 23775.10 | 740 | 138.95000000000005 | 16.74 | 43 | -34 | 216 |
| 8 Apr | 23997.35 | 603.3 | -726.7 | 19.27 | 202 | 250 | 250 |
| 7 Apr | 23123.65 | 1330 | -185.95 | 24.25 | 7 | -1,469 | 168 |
| 6 Apr | 22968.25 | 1515.95 | -454.7 | 27.16 | 5 | 167 | 167 |
| 2 Apr | 22713.10 | 1970.65 | 388.95 | - | 0 | -1,469 | 168 |
| 1 Apr | 22679.40 | 1970.65 | 388.95 | - | 0 | 168 | 168 |
| 30 Mar | 22331.40 | 1970.65 | 388.95 | 24.26 | 15 | 167 | 167 |
| 27 Mar | 22819.60 | 1581.7 | 454.1 | 23.69 | 94 | 175 | 175 |
| 25 Mar | 23306.45 | 1127.6 | -436.1 | 19.05 | 7 | 115 | 117 |
| 24 Mar | 22912.40 | 1563.7 | -351.1 | 26.7 | 1 | 122 | 122 |
| 23 Mar | 22512.65 | 1914.8 | 695.05 | 26.63 | 55 | -1,515 | 121 |
| 20 Mar | 23114.50 | 1219.75 | -249.6 | 17.32 | 16 | 150 | 150 |
| 19 Mar | 23002.15 | 1424.15 | 598.3 | 24.09 | 102 | 157 | 157 |
| 18 Mar | 23777.80 | 828 | -114.6 | 18.7 | 70 | 14 | 189 |
| 17 Mar | 23581.15 | 952.45 | -165.5 | 18.51 | 13 | -1,460 | 176 |
| 16 Mar | 23408.80 | 1109.75 | -196.8 | 19.21 | 99 | -35 | 175 |
| 13 Mar | 23151.10 | 1299.95 | 413.9 | 21.19 | 21 | -1,421 | 214 |
| 12 Mar | 23639.15 | 886.05 | 78.15 | 17.71 | 22 | -1,412 | 226 |
| 11 Mar | 23866.85 | 818.4 | 272.5 | 19.28 | 174 | 24 | 216 |
| 10 Mar | 24261.60 | 545.9 | -324.2 | 17.66 | 317 | -27 | 192 |
| 9 Mar | 24028.05 | 870.1 | 352.1 | 22.89 | 160 | -32 | 220 |
| 6 Mar | 24450.45 | 503.1 | 135.45 | 18.23 | 180 | 60 | 253 |
| 5 Mar | 24765.90 | 379.85 | -145.65 | 17.43 | 97 | 187 | 194 |
| 4 Mar | 24480.50 | 522.65 | 216.6 | 18.66 | 307 | -32 | 177 |
| 2 Mar | 24865.70 | 298.95 | 126.95 | 15.85 | 606 | -6 | 210 |
| 27 Feb | 25178.65 | 170.7 | 52.3 | 14.21 | 87 | 20 | 212 |
| 26 Feb | 25496.55 | 117.35 | -10.8 | 14.17 | 155 | 5 | 190 |
| 25 Feb | 25482.50 | 129.2 | -11.9 | 14.47 | 171 | -17 | 185 |
| 24 Feb | 25424.65 | 136.4 | 22.85 | 14.58 | 76 | -3 | 201 |
| 23 Feb | 25713.00 | 113.6 | -16 | 15.05 | 133 | 28 | 205 |
| 20 Feb | 25571.25 | 129.55 | -7.55 | 14.68 | 46 | -21 | 178 |
| 19 Feb | 25454.35 | 147.2 | 51.5 | 14.37 | 135 | 118 | 200 |
| 18 Feb | 25819.35 | 95.7 | -13.25 | 14.47 | 41 | 9 | 82 |
| 17 Feb | 25725.40 | 108.95 | -6.2 | 14.51 | 15 | 10 | 73 |
| 16 Feb | 25682.75 | 115.15 | -26.2 | 14.51 | 13 | 4 | 62 |
| 13 Feb | 25471.10 | 141.65 | 54.9 | 14.09 | 64 | 34 | 58 |
| 12 Feb | 25807.20 | 86.75 | 12.55 | 13.66 | 7 | 0 | 24 |
| 11 Feb | 25953.85 | 74.2 | -14.95 | 13.73 | 7 | 4 | 24 |
| 10 Feb | 25935.15 | 89.15 | -26.15 | - | 0 | 0 | 20 |
| 9 Feb | 25867.30 | 89.15 | -26.15 | 13.93 | 2 | 0 | 20 |
| 6 Feb | 25693.70 | 115.3 | 3.7 | 13.93 | 13 | 11 | 18 |
| 5 Feb | 25642.80 | 113 | 12 | 13.62 | 19 | 0 | 9 |
| 4 Feb | 25776.00 | 101 | -21.2 | 13.58 | 13 | -6 | 13 |
| 3 Feb | 25727.55 | 122.2 | -64.2 | 14.24 | 17 | 5 | 18 |
| 2 Feb | 25088.40 | 186.4 | -75.85 | - | 0 | 0 | 13 |
| 1 Feb | 24825.45 | 186.4 | -75.85 | 10.88 | 16 | 13 | 13 |
| 30 Jan | 25320.65 | 262.25 | 0 | 2.82 | 0 | 0 | 0 |
| 29 Jan | 25418.90 | 262.25 | 0 | 2.99 | 0 | 0 | 0 |
For Nifty - strike price 24450 expiring on 28APR2026
Delta for 24450 PE is -0.9
Historical price for 24450 PE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 575.85, which was 215.85000000000002 higher than the previous day. The implied volatity was 16.37, the open interest changed by -2334 which decreased total open position to 9607
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 361.2, which was 104.64999999999998 higher than the previous day. The implied volatity was 16.75, the open interest changed by -8703 which decreased total open position to 12242
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 246.2, which was 60.79999999999998 higher than the previous day. The implied volatity was 16.79, the open interest changed by 11442 which increased total open position to 21093
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 185.35, which was -156.65 lower than the previous day. The implied volatity was 18.51, the open interest changed by 5582 which increased total open position to 9834
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 358, which was 42.44999999999999 higher than the previous day. The implied volatity was 21.18, the open interest changed by 3581 which increased total open position to 4367
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 307.95, which was -128.65000000000003 lower than the previous day. The implied volatity was 16.6, the open interest changed by 371 which increased total open position to 806
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 444.65, which was 23.549999999999955 higher than the previous day. The implied volatity was 18.18, the open interest changed by 156 which increased total open position to 456
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 427.35, which was -292.04999999999995 lower than the previous day. The implied volatity was 17.67, the open interest changed by 139 which increased total open position to 343
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 720, which was 164.20000000000005 higher than the previous day. The implied volatity was 18.63, the open interest changed by -13 which decreased total open position to 211
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 554, which was -190.39999999999998 lower than the previous day. The implied volatity was 16.87, the open interest changed by 6 which increased total open position to 223
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 740, which was 138.95000000000005 higher than the previous day. The implied volatity was 16.74, the open interest changed by -34 which decreased total open position to 216
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 603.3, which was -726.7 lower than the previous day. The implied volatity was 19.27, the open interest changed by 250 which increased total open position to 250
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1330, which was -185.95 lower than the previous day. The implied volatity was 24.25, the open interest changed by -1469 which decreased total open position to 168
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1515.95, which was -454.7 lower than the previous day. The implied volatity was 27.16, the open interest changed by 167 which increased total open position to 167
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1970.65, which was 388.95 higher than the previous day. The implied volatity was -, the open interest changed by -1469 which decreased total open position to 168
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1970.65, which was 388.95 higher than the previous day. The implied volatity was -, the open interest changed by 168 which increased total open position to 168
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1970.65, which was 388.95 higher than the previous day. The implied volatity was 24.26, the open interest changed by 167 which increased total open position to 167
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1581.7, which was 454.1 higher than the previous day. The implied volatity was 23.69, the open interest changed by 175 which increased total open position to 175
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1127.6, which was -436.1 lower than the previous day. The implied volatity was 19.05, the open interest changed by 115 which increased total open position to 117
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1563.7, which was -351.1 lower than the previous day. The implied volatity was 26.7, the open interest changed by 122 which increased total open position to 122
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1914.8, which was 695.05 higher than the previous day. The implied volatity was 26.63, the open interest changed by -1515 which decreased total open position to 121
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1219.75, which was -249.6 lower than the previous day. The implied volatity was 17.32, the open interest changed by 150 which increased total open position to 150
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1424.15, which was 598.3 higher than the previous day. The implied volatity was 24.09, the open interest changed by 157 which increased total open position to 157
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 828, which was -114.6 lower than the previous day. The implied volatity was 18.7, the open interest changed by 14 which increased total open position to 189
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 952.45, which was -165.5 lower than the previous day. The implied volatity was 18.51, the open interest changed by -1460 which decreased total open position to 176
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1109.75, which was -196.8 lower than the previous day. The implied volatity was 19.21, the open interest changed by -35 which decreased total open position to 175
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1299.95, which was 413.9 higher than the previous day. The implied volatity was 21.19, the open interest changed by -1421 which decreased total open position to 214
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 886.05, which was 78.15 higher than the previous day. The implied volatity was 17.71, the open interest changed by -1412 which decreased total open position to 226
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 818.4, which was 272.5 higher than the previous day. The implied volatity was 19.28, the open interest changed by 24 which increased total open position to 216
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 545.9, which was -324.2 lower than the previous day. The implied volatity was 17.66, the open interest changed by -27 which decreased total open position to 192
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 870.1, which was 352.1 higher than the previous day. The implied volatity was 22.89, the open interest changed by -32 which decreased total open position to 220
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 503.1, which was 135.45 higher than the previous day. The implied volatity was 18.23, the open interest changed by 60 which increased total open position to 253
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 379.85, which was -145.65 lower than the previous day. The implied volatity was 17.43, the open interest changed by 187 which increased total open position to 194
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 522.65, which was 216.6 higher than the previous day. The implied volatity was 18.66, the open interest changed by -32 which decreased total open position to 177
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 298.95, which was 126.95 higher than the previous day. The implied volatity was 15.85, the open interest changed by -6 which decreased total open position to 210
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 170.7, which was 52.3 higher than the previous day. The implied volatity was 14.21, the open interest changed by 20 which increased total open position to 212
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 117.35, which was -10.8 lower than the previous day. The implied volatity was 14.17, the open interest changed by 5 which increased total open position to 190
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 129.2, which was -11.9 lower than the previous day. The implied volatity was 14.47, the open interest changed by -17 which decreased total open position to 185
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 136.4, which was 22.85 higher than the previous day. The implied volatity was 14.58, the open interest changed by -3 which decreased total open position to 201
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 113.6, which was -16 lower than the previous day. The implied volatity was 15.05, the open interest changed by 28 which increased total open position to 205
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 129.55, which was -7.55 lower than the previous day. The implied volatity was 14.68, the open interest changed by -21 which decreased total open position to 178
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 147.2, which was 51.5 higher than the previous day. The implied volatity was 14.37, the open interest changed by 118 which increased total open position to 200
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 95.7, which was -13.25 lower than the previous day. The implied volatity was 14.47, the open interest changed by 9 which increased total open position to 82
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 108.95, which was -6.2 lower than the previous day. The implied volatity was 14.51, the open interest changed by 10 which increased total open position to 73
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 115.15, which was -26.2 lower than the previous day. The implied volatity was 14.51, the open interest changed by 4 which increased total open position to 62
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 141.65, which was 54.9 higher than the previous day. The implied volatity was 14.09, the open interest changed by 34 which increased total open position to 58
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 86.75, which was 12.55 higher than the previous day. The implied volatity was 13.66, the open interest changed by 0 which decreased total open position to 24
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 74.2, which was -14.95 lower than the previous day. The implied volatity was 13.73, the open interest changed by 4 which increased total open position to 24
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 89.15, which was -26.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 89.15, which was -26.15 lower than the previous day. The implied volatity was 13.93, the open interest changed by 0 which decreased total open position to 20
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 115.3, which was 3.7 higher than the previous day. The implied volatity was 13.93, the open interest changed by 11 which increased total open position to 18
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 113, which was 12 higher than the previous day. The implied volatity was 13.62, the open interest changed by 0 which decreased total open position to 9
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 101, which was -21.2 lower than the previous day. The implied volatity was 13.58, the open interest changed by -6 which decreased total open position to 13
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 122.2, which was -64.2 lower than the previous day. The implied volatity was 14.24, the open interest changed by 5 which increased total open position to 18
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 186.4, which was -75.85 lower 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 186.4, which was -75.85 lower than the previous day. The implied volatity was 10.88, the open interest changed by 13 which increased total open position to 13
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 262.25, which was 0 lower than the previous day. The implied volatity was 2.82, 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 262.25, which was 0 lower than the previous day. The implied volatity was 2.99, the open interest changed by 0 which decreased total open position to 0
