NIFTY
Nifty
Historical option data for NIFTY
15 May 2026 04:10 PM IST
| NIFTY 19-May-2026 (4d) 24500 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.02
Theta: -3.73
Gamma: 0.00016
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 May | 23643.50 | 5.15 | -1.9499999999999993 (-27.46%) | 17.03 | 13,69,303 | 47,208 | 1,71,673 | |||||||||
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| 14 May | 23689.60 | 8 | -1.4000000000000004 (-14.89%) | 15.79 | 8,45,486 | 32,495 | 1,24,003 | |||||||||
| 13 May | 23412.60 | 8.6 | -5.15 (-37.45%) | 0 | 6,41,794 | 35,868 | 92,347 | |||||||||
| 12 May | 23379.55 | 16 | -38 (-70.37%) | 0 | 2,44,082 | 18,725 | 55,989 | |||||||||
| 11 May | 23815.85 | 51.15 | -93.6 (-64.66%) | 17.46 | 1,25,069 | 19,378 | 37,294 | |||||||||
| 8 May | 24176.15 | 141.05 | -68.85 (-32.80%) | 15.01 | 58,987 | 4,886 | 17,934 | |||||||||
| 7 May | 24326.65 | 214.95 | -34.60000000000002 (-13.86%) | 15.12 | 48,376 | 4,235 | 13,066 | |||||||||
| 6 May | 24330.95 | 252.35 | 112.25 (80.12%) | 16.4 | 41,958 | 2,099 | 8,825 | |||||||||
| 5 May | 24032.80 | 143 | -64.94999999999999 (-31.23%) | 15.65 | 14,690 | 2,915 | 6,719 | |||||||||
| 4 May | 24119.30 | 200.4 | -1.6999999999999886 (-0.84%) | 16.93 | 9,047 | 1,571 | 3,815 | |||||||||
| 30 Apr | 23997.55 | 206.2 | -40.95000000000002 (-16.57%) | 16.41 | 6,499 | 494 | 2,738 | |||||||||
| 29 Apr | 24177.65 | 239.05 | 34.5 (16.87%) | 15.53 | 3,341 | 256 | 2,243 | |||||||||
| 28 Apr | 23995.70 | 202.7 | -77.5 (-27.66%) | 15.89 | 1,578 | 371 | 1,972 | |||||||||
| 27 Apr | 24092.70 | 281.45 | 12.649999999999977 (4.71%) | 17.43 | 1,156 | -179 | 1,604 | |||||||||
| 24 Apr | 23897.95 | 270 | -74 (-21.51%) | 18.88 | 1,840 | 782 | 1,818 | |||||||||
| 23 Apr | 24173.05 | 346.7 | -114.94999999999999 (-24.90%) | 17.72 | 1,884 | 459 | 1,108 | |||||||||
| 22 Apr | 24378.10 | 457.3 | -104.94999999999999 (-18.67%) | 17.87 | 2,489 | 414 | 986 | |||||||||
| 21 Apr | 24576.60 | 566.25 | 107.44999999999999 (23.42%) | 17.1 | 504 | 213 | 572 | |||||||||
| 20 Apr | 24364.85 | 454.35 | 5.7000000000000455 (1.27%) | 17.63 | 370 | 119 | 358 | |||||||||
| 17 Apr | 24353.55 | 447.2 | 56.94999999999999 (14.59%) | 15.8 | 252 | 44 | 240 | |||||||||
| 16 Apr | 24196.75 | 385.75 | 83.05000000000001 (27.44%) | 16.21 | 269 | 196 | 196 | |||||||||
For Nifty - strike price 24500 expiring on 19MAY2026
Delta for 24500 CE is 0.03
Historical price for 24500 CE is as follows
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 5.15, which was -1.9499999999999993 lower than the previous day. The implied volatity was 17.03, the open interest changed by 47208 which increased total open position to 171673
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 8, which was -1.4000000000000004 lower than the previous day. The implied volatity was 15.79, the open interest changed by 32495 which increased total open position to 124003
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 8.6, which was -5.15 lower than the previous day. The implied volatity was 0, the open interest changed by 35868 which increased total open position to 92347
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 16, which was -38 lower than the previous day. The implied volatity was 0, the open interest changed by 18725 which increased total open position to 55989
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 51.15, which was -93.6 lower than the previous day. The implied volatity was 17.46, the open interest changed by 19378 which increased total open position to 37294
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 141.05, which was -68.85 lower than the previous day. The implied volatity was 15.01, the open interest changed by 4886 which increased total open position to 17934
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 214.95, which was -34.60000000000002 lower than the previous day. The implied volatity was 15.12, the open interest changed by 4235 which increased total open position to 13066
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 252.35, which was 112.25 higher than the previous day. The implied volatity was 16.4, the open interest changed by 2099 which increased total open position to 8825
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 143, which was -64.94999999999999 lower than the previous day. The implied volatity was 15.65, the open interest changed by 2915 which increased total open position to 6719
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 200.4, which was -1.6999999999999886 lower than the previous day. The implied volatity was 16.93, the open interest changed by 1571 which increased total open position to 3815
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 206.2, which was -40.95000000000002 lower than the previous day. The implied volatity was 16.41, the open interest changed by 494 which increased total open position to 2738
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 239.05, which was 34.5 higher than the previous day. The implied volatity was 15.53, the open interest changed by 256 which increased total open position to 2243
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 202.7, which was -77.5 lower than the previous day. The implied volatity was 15.89, the open interest changed by 371 which increased total open position to 1972
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 281.45, which was 12.649999999999977 higher than the previous day. The implied volatity was 17.43, the open interest changed by -179 which decreased total open position to 1604
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 270, which was -74 lower than the previous day. The implied volatity was 18.88, the open interest changed by 782 which increased total open position to 1818
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 346.7, which was -114.94999999999999 lower than the previous day. The implied volatity was 17.72, the open interest changed by 459 which increased total open position to 1108
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 457.3, which was -104.94999999999999 lower than the previous day. The implied volatity was 17.87, the open interest changed by 414 which increased total open position to 986
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 566.25, which was 107.44999999999999 higher than the previous day. The implied volatity was 17.1, the open interest changed by 213 which increased total open position to 572
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 454.35, which was 5.7000000000000455 higher than the previous day. The implied volatity was 17.63, the open interest changed by 119 which increased total open position to 358
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 447.2, which was 56.94999999999999 higher than the previous day. The implied volatity was 15.8, the open interest changed by 44 which increased total open position to 240
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 385.75, which was 83.05000000000001 higher than the previous day. The implied volatity was 16.21, the open interest changed by 196 which increased total open position to 196
| NIFTY 19-May-2026 (4d) 24500 PE | |||||||
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Delta: -0.97
Vega: 0.02
Theta: -0.22
Gamma: 0.00016
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 May | 23643.50 | 846 | 49.799999999999955 (6.25%) | 17.21 | 15,674 | -1,620 | 5,754 |
| 14 May | 23689.60 | 768.55 | -273.5 (-26.25%) | 15.89 | 5,902 | 653 | 7,374 |
| 13 May | 23412.60 | 1033.45 | -43.700000000000045 (-4.06%) | 0 | 2,343 | -373 | 6,724 |
| 12 May | 23379.55 | 1046.5 | 366.95000000000005 (54.00%) | 0 | 5,405 | 973 | 7,092 |
| 11 May | 23815.85 | 686 | 275.55 (67.13%) | 0 | 10,927 | 162 | 6,122 |
| 8 May | 24176.15 | 412.8 | 88.30000000000001 (27.21%) | 14.49 | 13,468 | 945 | 5,961 |
| 7 May | 24326.65 | 312.7 | 4.800000000000011 (1.56%) | 13.97 | 18,469 | 1,738 | 5,016 |
| 6 May | 24330.95 | 299.3 | -243.45 (-44.85%) | 12.91 | 8,627 | 1,628 | 3,277 |
| 5 May | 24032.80 | 525 | 18.55000000000001 (3.66%) | 14.8 | 1,815 | 710 | 1,645 |
| 4 May | 24119.30 | 520 | -95.5 (-15.52%) | 16.96 | 1,761 | -24 | 931 |
| 30 Apr | 23997.55 | 595.15 | 93.09999999999997 (18.54%) | 15.48 | 416 | -188 | 767 |
| 29 Apr | 24177.65 | 515.95 | -133.04999999999995 (-20.50%) | 16.29 | 1,409 | 71 | 959 |
| 28 Apr | 23995.70 | 636.4 | 63.299999999999955 (11.05%) | 16.96 | 233 | 62 | 888 |
| 27 Apr | 24092.70 | 570.35 | -176.64999999999998 (-23.65%) | 16.58 | 151 | 23 | 827 |
| 24 Apr | 23897.95 | 747 | 151.5 (25.44%) | 17.67 | 92 | -6 | 804 |
| 23 Apr | 24173.05 | 594 | 119.35000000000002 (25.14%) | 17.76 | 1,109 | 434 | 881 |
| 22 Apr | 24378.10 | 471.65 | 99.19999999999999 (26.63%) | 17.01 | 1,874 | 313 | 783 |
| 21 Apr | 24576.60 | 369.85 | -143.39999999999998 (-27.94%) | 16.85 | 443 | 173 | 470 |
| 20 Apr | 24364.85 | 518.05 | 50.64999999999998 (10.84%) | 17.77 | 420 | 129 | 297 |
| 17 Apr | 24353.55 | 465 | -109.10000000000002 (-19.00%) | 15.83 | 127 | 0 | 168 |
| 16 Apr | 24196.75 | 581.25 | -242.64999999999998 (-29.45%) | 16.42 | 193 | 169 | 169 |
For Nifty - strike price 24500 expiring on 19MAY2026
Delta for 24500 PE is -0.97
Historical price for 24500 PE is as follows
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 846, which was 49.799999999999955 higher than the previous day. The implied volatity was 17.21, the open interest changed by -1620 which decreased total open position to 5754
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 768.55, which was -273.5 lower than the previous day. The implied volatity was 15.89, the open interest changed by 653 which increased total open position to 7374
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 1033.45, which was -43.700000000000045 lower than the previous day. The implied volatity was 0, the open interest changed by -373 which decreased total open position to 6724
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 1046.5, which was 366.95000000000005 higher than the previous day. The implied volatity was 0, the open interest changed by 973 which increased total open position to 7092
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 686, which was 275.55 higher than the previous day. The implied volatity was 0, the open interest changed by 162 which increased total open position to 6122
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 412.8, which was 88.30000000000001 higher than the previous day. The implied volatity was 14.49, the open interest changed by 945 which increased total open position to 5961
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 312.7, which was 4.800000000000011 higher than the previous day. The implied volatity was 13.97, the open interest changed by 1738 which increased total open position to 5016
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 299.3, which was -243.45 lower than the previous day. The implied volatity was 12.91, the open interest changed by 1628 which increased total open position to 3277
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 525, which was 18.55000000000001 higher than the previous day. The implied volatity was 14.8, the open interest changed by 710 which increased total open position to 1645
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 520, which was -95.5 lower than the previous day. The implied volatity was 16.96, the open interest changed by -24 which decreased total open position to 931
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 595.15, which was 93.09999999999997 higher than the previous day. The implied volatity was 15.48, the open interest changed by -188 which decreased total open position to 767
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 515.95, which was -133.04999999999995 lower than the previous day. The implied volatity was 16.29, the open interest changed by 71 which increased total open position to 959
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 636.4, which was 63.299999999999955 higher than the previous day. The implied volatity was 16.96, the open interest changed by 62 which increased total open position to 888
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 570.35, which was -176.64999999999998 lower than the previous day. The implied volatity was 16.58, the open interest changed by 23 which increased total open position to 827
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 747, which was 151.5 higher than the previous day. The implied volatity was 17.67, the open interest changed by -6 which decreased total open position to 804
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 594, which was 119.35000000000002 higher than the previous day. The implied volatity was 17.76, the open interest changed by 434 which increased total open position to 881
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 471.65, which was 99.19999999999999 higher than the previous day. The implied volatity was 17.01, the open interest changed by 313 which increased total open position to 783
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 369.85, which was -143.39999999999998 lower than the previous day. The implied volatity was 16.85, the open interest changed by 173 which increased total open position to 470
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 518.05, which was 50.64999999999998 higher than the previous day. The implied volatity was 17.77, the open interest changed by 129 which increased total open position to 297
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 465, which was -109.10000000000002 lower than the previous day. The implied volatity was 15.83, the open interest changed by 0 which decreased total open position to 168
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 581.25, which was -242.64999999999998 lower than the previous day. The implied volatity was 16.42, the open interest changed by 169 which increased total open position to 169
