NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:30 PM IST
| NIFTY 28-Apr-2026 (4d) 24500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.1
Vega: 0.05
Theta: -9.83
Gamma: 0.00038
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23878.45 | 21.75 | -40.85 | 17.63 | 11,05,893 | 69,501 | 2,33,360 | |||||||||
| 23 Apr | 24173.05 | 61.95 | -102.85000000000001 | 15.23 | 13,93,603 | 46,917 | 1,66,855 | |||||||||
| 22 Apr | 24378.10 | 162.15 | -128.15 | 16.55 | 18,77,282 | 51,451 | 1,23,352 | |||||||||
| 21 Apr | 24576.60 | 289.5 | 76.55000000000001 | 16.71 | 4,15,331 | 12,734 | 75,129 | |||||||||
| 20 Apr | 24364.85 | 202.55 | -9.649999999999977 | 18.21 | 2,22,944 | 1,559 | 62,627 | |||||||||
| 17 Apr | 24353.55 | 222.9 | 57.349999999999994 | 15.5 | 1,33,917 | 2,101 | 61,172 | |||||||||
| 16 Apr | 24196.75 | 164.9 | -29.349999999999994 | 15.71 | 1,22,800 | 1,980 | 59,209 | |||||||||
| 15 Apr | 24231.30 | 190 | 68.45 | 15.86 | 1,17,491 | 3,977 | 58,431 | |||||||||
| 13 Apr | 23842.65 | 120 | -65.9 | 17.52 | 1,02,414 | 8,153 | 54,659 | |||||||||
| 10 Apr | 24050.60 | 190 | 41.05000000000001 | 16.06 | 83,247 | -9,592 | 46,576 | |||||||||
| 9 Apr | 23775.10 | 145.6 | -50.900000000000006 | 17.63 | 95,502 | 7,957 | 56,203 | |||||||||
| 8 Apr | 23997.35 | 204.05 | 126.35 | 15.62 | 1,41,237 | 43,555 | 49,018 | |||||||||
| 7 Apr | 23123.65 | 82.4 | 2.8 | 20.06 | 51,895 | 26,900 | 48,301 | |||||||||
| 6 Apr | 22968.25 | 81 | 17.65 | 21.37 | 56,262 | -48,555 | 44,909 | |||||||||
| 2 Apr | 22713.10 | 63.6 | -11.5 | 20.54 | 61,627 | -54,081 | 37,071 | |||||||||
| 1 Apr | 22679.40 | 76.2 | -9.2 | 21.14 | 54,793 | -18,642 | 37,430 | |||||||||
| 30 Mar | 22331.40 | 91 | -49.7 | 24.49 | 48,386 | 35,601 | 36,038 | |||||||||
| 27 Mar | 22819.60 | 138 | -68.05 | 21.78 | 37,481 | 31,221 | 32,699 | |||||||||
| 25 Mar | 23306.45 | 202 | 35.1 | 19.24 | 37,356 | 1,775 | 26,593 | |||||||||
| 24 Mar | 22912.40 | 175 | 43.6 | 21.34 | 49,902 | 2,262 | 24,913 | |||||||||
| 23 Mar | 22512.65 | 129 | -52.55 | 23.03 | 53,349 | 2,329 | 22,711 | |||||||||
| 20 Mar | 23114.50 | 179.8 | 15.6 | 18.45 | 26,621 | 1,904 | 20,364 | |||||||||
| 19 Mar | 23002.15 | 174 | -109.45 | 18.34 | 28,930 | 18,175 | 18,483 | |||||||||
| 18 Mar | 23777.80 | 280.65 | 13.25 | 14.85 | 15,577 | 17,909 | 18,136 | |||||||||
| 17 Mar | 23581.15 | 267.4 | 4.4 | 16.52 | 15,216 | 16,875 | 17,061 | |||||||||
| 16 Mar | 23408.80 | 253.05 | 10.9 | 17.94 | 15,512 | -205 | 15,200 | |||||||||
| 13 Mar | 23151.10 | 248.05 | -122.7 | 18.85 | 23,068 | 2,056 | 15,386 | |||||||||
| 12 Mar | 23639.15 | 383 | -78.55 | 18.06 | 13,921 | 13,364 | 13,419 | |||||||||
| 11 Mar | 23866.85 | 452 | -178.45 | 17.37 | 10,420 | 1,631 | 12,943 | |||||||||
| 10 Mar | 24261.60 | 634 | 10.85 | 16.23 | 9,557 | 1,698 | 11,316 | |||||||||
| 9 Mar | 24028.05 | 607 | -144.65 | 19.25 | 12,730 | -1,158 | 9,702 | |||||||||
| 6 Mar | 24450.45 | 750.2 | -141.45 | 15.56 | 4,926 | 2,241 | 7,393 | |||||||||
| 5 Mar | 24765.90 | 884.9 | 101.05 | 14.24 | 6,642 | 869 | 5,182 | |||||||||
| 4 Mar | 24480.50 | 784 | -184.1 | 15.86 | 9,285 | 2,416 | 4,313 | |||||||||
| 2 Mar | 24865.70 | 973.25 | -184.25 | 13.73 | 2,966 | 1,157 | 1,897 | |||||||||
| 27 Feb | 25178.65 | 1160 | -225.3 | 10.24 | 267 | 45 | 717 | |||||||||
| 26 Feb | 25496.55 | 1388.1 | -14.6 | 1.2 | 58 | 8 | 672 | |||||||||
| 25 Feb | 25482.50 | 1393 | 11.75 | 6.66 | 73 | 31 | 664 | |||||||||
| 24 Feb | 25424.65 | 1390.6 | -201.95 | 7.57 | 182 | 34 | 631 | |||||||||
| 23 Feb | 25713.00 | 1591 | 93.3 | 12.15 | 11 | 3 | 597 | |||||||||
| 20 Feb | 25571.25 | 1487 | 100.85 | 9.86 | 160 | -29 | 593 | |||||||||
| 19 Feb | 25454.35 | 1365 | -350.7 | 6.09 | 116 | 5 | 602 | |||||||||
| 18 Feb | 25819.35 | 1715.7 | 74.05 | - | 15 | 0 | 597 | |||||||||
| 17 Feb | 25725.40 | 1635.8 | 9.55 | 7.09 | 10 | -2 | 597 | |||||||||
| 16 Feb | 25682.75 | 1630.7 | 119.25 | 6.66 | 114 | 0 | 599 | |||||||||
| 13 Feb | 25471.10 | 1511.45 | -239.5 | 10.46 | 34 | 5 | 599 | |||||||||
| 12 Feb | 25807.20 | 1755 | -101.9 | 5.56 | 55 | 0 | 594 | |||||||||
| 11 Feb | 25953.85 | 1856.9 | 38.85 | - | 5 | 0 | 594 | |||||||||
| 10 Feb | 25935.15 | 1818.05 | 27.45 | - | 72 | 19 | 594 | |||||||||
| 9 Feb | 25867.30 | 1794 | 172.35 | - | 47 | -5 | 575 | |||||||||
| 6 Feb | 25693.70 | 1620 | -5.75 | - | 87 | 1 | 580 | |||||||||
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| 5 Feb | 25642.80 | 1619.3 | -91.65 | - | 131 | 46 | 599 | |||||||||
| 4 Feb | 25776.00 | 1710.95 | -4.2 | - | 252 | 89 | 553 | |||||||||
| 3 Feb | 25727.55 | 1720 | 535.55 | - | 42 | -16 | 469 | |||||||||
| 2 Feb | 25088.40 | 1189.5 | 203.8 | 7.71 | 941 | 234 | 478 | |||||||||
| 1 Feb | 24825.45 | 976.45 | -429.55 | 9.24 | 338 | 97 | 235 | |||||||||
| 30 Jan | 25320.65 | 1410.7 | -97.85 | 6.15 | 155 | 43 | 130 | |||||||||
| 29 Jan | 25418.90 | 1509.3 | 140.3 | 5.4 | 76 | 64 | 86 | |||||||||
For Nifty - strike price 24500 expiring on 28APR2026
Delta for 24500 CE is 0.1
Historical price for 24500 CE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 21.75, which was -40.85 lower than the previous day. The implied volatity was 17.63, the open interest changed by 69501 which increased total open position to 233360
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 61.95, which was -102.85000000000001 lower than the previous day. The implied volatity was 15.23, the open interest changed by 46917 which increased total open position to 166855
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 162.15, which was -128.15 lower than the previous day. The implied volatity was 16.55, the open interest changed by 51451 which increased total open position to 123352
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 289.5, which was 76.55000000000001 higher than the previous day. The implied volatity was 16.71, the open interest changed by 12734 which increased total open position to 75129
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 202.55, which was -9.649999999999977 lower than the previous day. The implied volatity was 18.21, the open interest changed by 1559 which increased total open position to 62627
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 222.9, which was 57.349999999999994 higher than the previous day. The implied volatity was 15.5, the open interest changed by 2101 which increased total open position to 61172
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 164.9, which was -29.349999999999994 lower than the previous day. The implied volatity was 15.71, the open interest changed by 1980 which increased total open position to 59209
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 190, which was 68.45 higher than the previous day. The implied volatity was 15.86, the open interest changed by 3977 which increased total open position to 58431
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 120, which was -65.9 lower than the previous day. The implied volatity was 17.52, the open interest changed by 8153 which increased total open position to 54659
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 190, which was 41.05000000000001 higher than the previous day. The implied volatity was 16.06, the open interest changed by -9592 which decreased total open position to 46576
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 145.6, which was -50.900000000000006 lower than the previous day. The implied volatity was 17.63, the open interest changed by 7957 which increased total open position to 56203
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 204.05, which was 126.35 higher than the previous day. The implied volatity was 15.62, the open interest changed by 43555 which increased total open position to 49018
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 82.4, which was 2.8 higher than the previous day. The implied volatity was 20.06, the open interest changed by 26900 which increased total open position to 48301
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 81, which was 17.65 higher than the previous day. The implied volatity was 21.37, the open interest changed by -48555 which decreased total open position to 44909
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 63.6, which was -11.5 lower than the previous day. The implied volatity was 20.54, the open interest changed by -54081 which decreased total open position to 37071
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 76.2, which was -9.2 lower than the previous day. The implied volatity was 21.14, the open interest changed by -18642 which decreased total open position to 37430
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 91, which was -49.7 lower than the previous day. The implied volatity was 24.49, the open interest changed by 35601 which increased total open position to 36038
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 138, which was -68.05 lower than the previous day. The implied volatity was 21.78, the open interest changed by 31221 which increased total open position to 32699
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 202, which was 35.1 higher than the previous day. The implied volatity was 19.24, the open interest changed by 1775 which increased total open position to 26593
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 175, which was 43.6 higher than the previous day. The implied volatity was 21.34, the open interest changed by 2262 which increased total open position to 24913
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 129, which was -52.55 lower than the previous day. The implied volatity was 23.03, the open interest changed by 2329 which increased total open position to 22711
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 179.8, which was 15.6 higher than the previous day. The implied volatity was 18.45, the open interest changed by 1904 which increased total open position to 20364
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 174, which was -109.45 lower than the previous day. The implied volatity was 18.34, the open interest changed by 18175 which increased total open position to 18483
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 280.65, which was 13.25 higher than the previous day. The implied volatity was 14.85, the open interest changed by 17909 which increased total open position to 18136
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 267.4, which was 4.4 higher than the previous day. The implied volatity was 16.52, the open interest changed by 16875 which increased total open position to 17061
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 253.05, which was 10.9 higher than the previous day. The implied volatity was 17.94, the open interest changed by -205 which decreased total open position to 15200
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 248.05, which was -122.7 lower than the previous day. The implied volatity was 18.85, the open interest changed by 2056 which increased total open position to 15386
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 383, which was -78.55 lower than the previous day. The implied volatity was 18.06, the open interest changed by 13364 which increased total open position to 13419
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 452, which was -178.45 lower than the previous day. The implied volatity was 17.37, the open interest changed by 1631 which increased total open position to 12943
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 634, which was 10.85 higher than the previous day. The implied volatity was 16.23, the open interest changed by 1698 which increased total open position to 11316
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 607, which was -144.65 lower than the previous day. The implied volatity was 19.25, the open interest changed by -1158 which decreased total open position to 9702
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 750.2, which was -141.45 lower than the previous day. The implied volatity was 15.56, the open interest changed by 2241 which increased total open position to 7393
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 884.9, which was 101.05 higher than the previous day. The implied volatity was 14.24, the open interest changed by 869 which increased total open position to 5182
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 784, which was -184.1 lower than the previous day. The implied volatity was 15.86, the open interest changed by 2416 which increased total open position to 4313
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 973.25, which was -184.25 lower than the previous day. The implied volatity was 13.73, the open interest changed by 1157 which increased total open position to 1897
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 1160, which was -225.3 lower than the previous day. The implied volatity was 10.24, the open interest changed by 45 which increased total open position to 717
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 1388.1, which was -14.6 lower than the previous day. The implied volatity was 1.2, the open interest changed by 8 which increased total open position to 672
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 1393, which was 11.75 higher than the previous day. The implied volatity was 6.66, the open interest changed by 31 which increased total open position to 664
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 1390.6, which was -201.95 lower than the previous day. The implied volatity was 7.57, the open interest changed by 34 which increased total open position to 631
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 1591, which was 93.3 higher than the previous day. The implied volatity was 12.15, the open interest changed by 3 which increased total open position to 597
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 1487, which was 100.85 higher than the previous day. The implied volatity was 9.86, the open interest changed by -29 which decreased total open position to 593
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 1365, which was -350.7 lower than the previous day. The implied volatity was 6.09, the open interest changed by 5 which increased total open position to 602
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 1715.7, which was 74.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 597
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 1635.8, which was 9.55 higher than the previous day. The implied volatity was 7.09, the open interest changed by -2 which decreased total open position to 597
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 1630.7, which was 119.25 higher than the previous day. The implied volatity was 6.66, the open interest changed by 0 which decreased total open position to 599
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 1511.45, which was -239.5 lower than the previous day. The implied volatity was 10.46, the open interest changed by 5 which increased total open position to 599
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 1755, which was -101.9 lower than the previous day. The implied volatity was 5.56, the open interest changed by 0 which decreased total open position to 594
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 1856.9, which was 38.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 594
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 1818.05, which was 27.45 higher than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 594
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 1794, which was 172.35 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 575
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 1620, which was -5.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 580
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 1619.3, which was -91.65 lower than the previous day. The implied volatity was -, the open interest changed by 46 which increased total open position to 599
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 1710.95, which was -4.2 lower than the previous day. The implied volatity was -, the open interest changed by 89 which increased total open position to 553
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 1720, which was 535.55 higher than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 469
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 1189.5, which was 203.8 higher than the previous day. The implied volatity was 7.71, the open interest changed by 234 which increased total open position to 478
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 976.45, which was -429.55 lower than the previous day. The implied volatity was 9.24, the open interest changed by 97 which increased total open position to 235
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 1410.7, which was -97.85 lower than the previous day. The implied volatity was 6.15, the open interest changed by 43 which increased total open position to 130
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 1509.3, which was 140.3 higher than the previous day. The implied volatity was 5.4, the open interest changed by 64 which increased total open position to 86
| NIFTY 28-Apr-2026 (4d) 24500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.91
Vega: 0.04
Theta: -5.16
Gamma: 0.00037
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23878.45 | 624.15 | 225.04999999999995 | 16.95 | 69,879 | -7,923 | 45,797 |
| 23 Apr | 24173.05 | 398 | 113.5 | 16.77 | 2,15,070 | -17,244 | 55,373 |
| 22 Apr | 24378.10 | 272.95 | 68.44999999999999 | 16.67 | 12,23,572 | -11,488 | 75,199 |
| 21 Apr | 24576.60 | 205.15 | -165.49999999999997 | 18.41 | 3,90,895 | 47,045 | 88,558 |
| 20 Apr | 24364.85 | 382.3 | 41.05000000000001 | 20.79 | 1,20,760 | 6,986 | 41,512 |
| 17 Apr | 24353.55 | 332 | -132.14999999999998 | 16.66 | 39,576 | 7,069 | 34,491 |
| 16 Apr | 24196.75 | 477.1 | 29.350000000000023 | 18.31 | 38,571 | 4,918 | 27,417 |
| 15 Apr | 24231.30 | 458.7 | -287.55 | 17.55 | 31,090 | 3,464 | 23,469 |
| 13 Apr | 23842.65 | 746.55 | 164.64999999999998 | 17.51 | 8,454 | 1,049 | 20,024 |
| 10 Apr | 24050.60 | 573.5 | -198.5 | 16.15 | 13,364 | 649 | 18,997 |
| 9 Apr | 23775.10 | 770 | 143.04999999999995 | 15.42 | 15,098 | 1,573 | 20,666 |
| 8 Apr | 23997.35 | 602.6 | -790.35 | 17.78 | 14,504 | 2,391 | 19,094 |
| 7 Apr | 23123.65 | 1372 | -114.3 | 24.47 | 1,258 | 2,994 | 16,705 |
| 6 Apr | 22968.25 | 1495.5 | -252.4 | 22.87 | 1,025 | 16,267 | 16,689 |
| 2 Apr | 22713.10 | 1740.4 | 0.2 | 24.51 | 2,629 | 16,841 | 16,841 |
| 1 Apr | 22679.40 | 1733 | -381.5 | 24.1 | 2,979 | 16,540 | 16,540 |
| 30 Mar | 22331.40 | 2090.85 | 399.55 | 29.53 | 7,545 | 16,952 | 16,962 |
| 27 Mar | 22819.60 | 1695.4 | 446.05 | 27.37 | 3,626 | 1,415 | 15,473 |
| 25 Mar | 23306.45 | 1229.95 | -338.7 | 21.81 | 3,219 | 2,302 | 14,061 |
| 24 Mar | 22912.40 | 1535 | -404.1 | 23.77 | 2,550 | 13,624 | 13,624 |
| 23 Mar | 22512.65 | 1959 | 577.9 | 26.5 | 2,351 | 1,712 | 12,643 |
| 20 Mar | 23114.50 | 1360 | -102 | 21.61 | 1,095 | 13,164 | 13,164 |
| 19 Mar | 23002.15 | 1393.1 | 550.15 | 21.55 | 2,792 | -162 | 13,108 |
| 18 Mar | 23777.80 | 851 | -130.1 | 18.44 | 2,846 | 13,338 | 13,338 |
| 17 Mar | 23581.15 | 984.2 | -173.95 | 18.45 | 3,983 | 1,201 | 12,483 |
| 16 Mar | 23408.80 | 1181.6 | -166.35 | 20.5 | 5,389 | 11,297 | 11,297 |
| 13 Mar | 23151.10 | 1319.15 | 357.85 | 20.6 | 6,125 | 11,769 | 11,769 |
| 12 Mar | 23639.15 | 962.75 | 120.4 | 19.1 | 4,612 | -372 | 13,487 |
| 11 Mar | 23866.85 | 850.15 | 281.9 | 19.37 | 7,599 | -255 | 13,862 |
| 10 Mar | 24261.60 | 566.8 | -242.95 | 17.58 | 10,548 | 3,255 | 14,138 |
| 9 Mar | 24028.05 | 817.6 | 276.5 | 20.65 | 10,132 | -1,928 | 14,403 |
| 6 Mar | 24450.45 | 527.65 | 137.4 | 18.31 | 9,095 | 2,442 | 16,797 |
| 5 Mar | 24765.90 | 393.5 | -149.4 | 17.31 | 10,912 | 1,402 | 14,338 |
| 4 Mar | 24480.50 | 543.7 | 218.65 | 18.65 | 14,479 | 740 | 13,498 |
| 2 Mar | 24865.70 | 320 | 138.75 | 16 | 22,651 | 725 | 13,842 |
| 27 Feb | 25178.65 | 179.65 | 52.6 | 14.14 | 6,030 | -222 | 13,128 |
| 26 Feb | 25496.55 | 126.45 | -9.95 | 14.21 | 3,574 | 600 | 13,474 |
| 25 Feb | 25482.50 | 134.2 | -15.2 | 14.33 | 6,410 | 20 | 12,907 |
| 24 Feb | 25424.65 | 146.65 | 24.5 | 14.63 | 6,317 | 2,104 | 12,882 |
| 23 Feb | 25713.00 | 121.6 | -15.35 | 15.07 | 5,736 | 2,295 | 10,884 |
| 20 Feb | 25571.25 | 136.65 | -15.15 | 14.64 | 3,466 | 658 | 8,618 |
| 19 Feb | 25454.35 | 161.05 | 63.2 | 14.52 | 4,142 | 1,102 | 8,017 |
| 18 Feb | 25819.35 | 98.5 | -16.05 | 14.3 | 2,441 | 606 | 6,911 |
| 17 Feb | 25725.40 | 114.5 | -7.65 | 14.44 | 1,683 | 383 | 6,306 |
| 16 Feb | 25682.75 | 123.5 | -27.9 | 14.56 | 2,216 | 533 | 5,934 |
| 13 Feb | 25471.10 | 159.1 | 66.9 | 14.39 | 4,047 | 956 | 5,443 |
| 12 Feb | 25807.20 | 90.35 | 11.6 | 13.55 | 1,990 | 241 | 4,488 |
| 11 Feb | 25953.85 | 79.65 | -1.05 | 13.72 | 1,495 | 378 | 4,246 |
| 10 Feb | 25935.15 | 82.6 | -12.1 | 13.68 | 3,056 | 730 | 3,866 |
| 9 Feb | 25867.30 | 94.7 | -16.65 | 13.91 | 2,804 | 504 | 3,138 |
| 6 Feb | 25693.70 | 112.8 | -5.2 | 13.55 | 1,343 | 337 | 2,623 |
| 5 Feb | 25642.80 | 120.2 | 10.9 | 13.62 | 2,117 | 435 | 2,290 |
| 4 Feb | 25776.00 | 112.7 | -10.5 | 13.78 | 1,704 | 302 | 1,855 |
| 3 Feb | 25727.55 | 127.95 | -131.5 | 14.18 | 3,439 | 137 | 1,552 |
| 2 Feb | 25088.40 | 258.4 | -91.75 | 14.49 | 2,763 | 361 | 1,350 |
| 1 Feb | 24825.45 | 370 | 179.7 | 15.1 | 2,217 | 425 | 998 |
| 30 Jan | 25320.65 | 188.45 | 13.55 | 13.86 | 710 | 310 | 564 |
| 29 Jan | 25418.90 | 172.5 | -13.5 | 13.89 | 411 | 13 | 255 |
For Nifty - strike price 24500 expiring on 28APR2026
Delta for 24500 PE is -0.91
Historical price for 24500 PE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 624.15, which was 225.04999999999995 higher than the previous day. The implied volatity was 16.95, the open interest changed by -7923 which decreased total open position to 45797
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 398, which was 113.5 higher than the previous day. The implied volatity was 16.77, the open interest changed by -17244 which decreased total open position to 55373
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 272.95, which was 68.44999999999999 higher than the previous day. The implied volatity was 16.67, the open interest changed by -11488 which decreased total open position to 75199
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 205.15, which was -165.49999999999997 lower than the previous day. The implied volatity was 18.41, the open interest changed by 47045 which increased total open position to 88558
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 382.3, which was 41.05000000000001 higher than the previous day. The implied volatity was 20.79, the open interest changed by 6986 which increased total open position to 41512
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 332, which was -132.14999999999998 lower than the previous day. The implied volatity was 16.66, the open interest changed by 7069 which increased total open position to 34491
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 477.1, which was 29.350000000000023 higher than the previous day. The implied volatity was 18.31, the open interest changed by 4918 which increased total open position to 27417
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 458.7, which was -287.55 lower than the previous day. The implied volatity was 17.55, the open interest changed by 3464 which increased total open position to 23469
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 746.55, which was 164.64999999999998 higher than the previous day. The implied volatity was 17.51, the open interest changed by 1049 which increased total open position to 20024
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 573.5, which was -198.5 lower than the previous day. The implied volatity was 16.15, the open interest changed by 649 which increased total open position to 18997
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 770, which was 143.04999999999995 higher than the previous day. The implied volatity was 15.42, the open interest changed by 1573 which increased total open position to 20666
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 602.6, which was -790.35 lower than the previous day. The implied volatity was 17.78, the open interest changed by 2391 which increased total open position to 19094
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1372, which was -114.3 lower than the previous day. The implied volatity was 24.47, the open interest changed by 2994 which increased total open position to 16705
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1495.5, which was -252.4 lower than the previous day. The implied volatity was 22.87, the open interest changed by 16267 which increased total open position to 16689
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1740.4, which was 0.2 higher than the previous day. The implied volatity was 24.51, the open interest changed by 16841 which increased total open position to 16841
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1733, which was -381.5 lower than the previous day. The implied volatity was 24.1, the open interest changed by 16540 which increased total open position to 16540
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 2090.85, which was 399.55 higher than the previous day. The implied volatity was 29.53, the open interest changed by 16952 which increased total open position to 16962
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1695.4, which was 446.05 higher than the previous day. The implied volatity was 27.37, the open interest changed by 1415 which increased total open position to 15473
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1229.95, which was -338.7 lower than the previous day. The implied volatity was 21.81, the open interest changed by 2302 which increased total open position to 14061
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1535, which was -404.1 lower than the previous day. The implied volatity was 23.77, the open interest changed by 13624 which increased total open position to 13624
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1959, which was 577.9 higher than the previous day. The implied volatity was 26.5, the open interest changed by 1712 which increased total open position to 12643
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1360, which was -102 lower than the previous day. The implied volatity was 21.61, the open interest changed by 13164 which increased total open position to 13164
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1393.1, which was 550.15 higher than the previous day. The implied volatity was 21.55, the open interest changed by -162 which decreased total open position to 13108
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 851, which was -130.1 lower than the previous day. The implied volatity was 18.44, the open interest changed by 13338 which increased total open position to 13338
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 984.2, which was -173.95 lower than the previous day. The implied volatity was 18.45, the open interest changed by 1201 which increased total open position to 12483
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1181.6, which was -166.35 lower than the previous day. The implied volatity was 20.5, the open interest changed by 11297 which increased total open position to 11297
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1319.15, which was 357.85 higher than the previous day. The implied volatity was 20.6, the open interest changed by 11769 which increased total open position to 11769
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 962.75, which was 120.4 higher than the previous day. The implied volatity was 19.1, the open interest changed by -372 which decreased total open position to 13487
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 850.15, which was 281.9 higher than the previous day. The implied volatity was 19.37, the open interest changed by -255 which decreased total open position to 13862
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 566.8, which was -242.95 lower than the previous day. The implied volatity was 17.58, the open interest changed by 3255 which increased total open position to 14138
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 817.6, which was 276.5 higher than the previous day. The implied volatity was 20.65, the open interest changed by -1928 which decreased total open position to 14403
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 527.65, which was 137.4 higher than the previous day. The implied volatity was 18.31, the open interest changed by 2442 which increased total open position to 16797
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 393.5, which was -149.4 lower than the previous day. The implied volatity was 17.31, the open interest changed by 1402 which increased total open position to 14338
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 543.7, which was 218.65 higher than the previous day. The implied volatity was 18.65, the open interest changed by 740 which increased total open position to 13498
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 320, which was 138.75 higher than the previous day. The implied volatity was 16, the open interest changed by 725 which increased total open position to 13842
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 179.65, which was 52.6 higher than the previous day. The implied volatity was 14.14, the open interest changed by -222 which decreased total open position to 13128
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 126.45, which was -9.95 lower than the previous day. The implied volatity was 14.21, the open interest changed by 600 which increased total open position to 13474
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 134.2, which was -15.2 lower than the previous day. The implied volatity was 14.33, the open interest changed by 20 which increased total open position to 12907
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 146.65, which was 24.5 higher than the previous day. The implied volatity was 14.63, the open interest changed by 2104 which increased total open position to 12882
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 121.6, which was -15.35 lower than the previous day. The implied volatity was 15.07, the open interest changed by 2295 which increased total open position to 10884
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 136.65, which was -15.15 lower than the previous day. The implied volatity was 14.64, the open interest changed by 658 which increased total open position to 8618
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 161.05, which was 63.2 higher than the previous day. The implied volatity was 14.52, the open interest changed by 1102 which increased total open position to 8017
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 98.5, which was -16.05 lower than the previous day. The implied volatity was 14.3, the open interest changed by 606 which increased total open position to 6911
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 114.5, which was -7.65 lower than the previous day. The implied volatity was 14.44, the open interest changed by 383 which increased total open position to 6306
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 123.5, which was -27.9 lower than the previous day. The implied volatity was 14.56, the open interest changed by 533 which increased total open position to 5934
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 159.1, which was 66.9 higher than the previous day. The implied volatity was 14.39, the open interest changed by 956 which increased total open position to 5443
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 90.35, which was 11.6 higher than the previous day. The implied volatity was 13.55, the open interest changed by 241 which increased total open position to 4488
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 79.65, which was -1.05 lower than the previous day. The implied volatity was 13.72, the open interest changed by 378 which increased total open position to 4246
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 82.6, which was -12.1 lower than the previous day. The implied volatity was 13.68, the open interest changed by 730 which increased total open position to 3866
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 94.7, which was -16.65 lower than the previous day. The implied volatity was 13.91, the open interest changed by 504 which increased total open position to 3138
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 112.8, which was -5.2 lower than the previous day. The implied volatity was 13.55, the open interest changed by 337 which increased total open position to 2623
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 120.2, which was 10.9 higher than the previous day. The implied volatity was 13.62, the open interest changed by 435 which increased total open position to 2290
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 112.7, which was -10.5 lower than the previous day. The implied volatity was 13.78, the open interest changed by 302 which increased total open position to 1855
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 127.95, which was -131.5 lower than the previous day. The implied volatity was 14.18, the open interest changed by 137 which increased total open position to 1552
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 258.4, which was -91.75 lower than the previous day. The implied volatity was 14.49, the open interest changed by 361 which increased total open position to 1350
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 370, which was 179.7 higher than the previous day. The implied volatity was 15.1, the open interest changed by 425 which increased total open position to 998
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 188.45, which was 13.55 higher than the previous day. The implied volatity was 13.86, the open interest changed by 310 which increased total open position to 564
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 172.5, which was -13.5 lower than the previous day. The implied volatity was 13.89, the open interest changed by 13 which increased total open position to 255
