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Historical option data for NIFTY

26 May 2026 04:10 PM IST
NIFTY 30-Jun-2026 (34d) 24500 CE
Delta: 0.33
Vega: 0.27
Theta: -6.04
Gamma: 0.00039
Date Close Ltp Change IV Volume OI Chg OI
26 May 23913.70 194.4 -57.6 (-22.86%) 12.47 49,324 2,737 48,267
25 May 24031.70 269 62 (29.95%) 13.39 47,144 12,463 47,047
22 May 23719.30 216.6 14.6 (7.23%) 14.53 23,321 2,711 34,616
21 May 23654.70 200.05 -20.95 (-9.48%) 14.78 19,861 1,182 32,160
20 May 23659.00 227.75 10.75 (4.95%) 15.4 31,764 3,101 30,979
19 May 23618.00 215.25 -34.75 (-13.90%) 15.35 16,692 1,133 27,835
18 May 23649.95 251.9 0.9 (0.36%) 16.05 23,740 1,512 26,691
15 May 23643.50 257.6 -12.9 (-4.77%) 15.6 12,849 1,087 25,249
14 May 23689.60 288.65 62.65 (27.72%) 15.93 15,393 1,454 24,241
13 May 23412.60 225 7.95 (3.66%) 0 15,543 1,376 22,777
12 May 23379.55 227 -129.85 (-36.39%) 0 17,548 2,464 21,447
11 May 23815.85 350 -147.15 (-29.60%) 0 11,505 1,462 18,979
8 May 24176.15 491 -77.55 (-13.64%) 14.89 6,510 1,159 17,535
7 May 24326.65 568.75 -38.25 (-6.30%) 14.68 6,129 -20 16,376
6 May 24330.95 608.9 132.95 (27.93%) 15.52 7,286 150 16,433
5 May 24032.80 479 -58 (-10.80%) 15.62 5,852 644 16,279
4 May 24119.30 528.95 18.45 (3.61%) 15.94 6,496 490 15,639
30 Apr 23997.55 520 -42.4 (-7.54%) 15.92 7,117 78 15,227
29 Apr 24177.65 548.85 45.8 (9.10%) 15.07 6,455 667 15,234
28 Apr 23995.70 502.85 -91.95 (-15.46%) 15.53 3,900 422 14,537
27 Apr 24092.70 592.75 50.05 (9.22%) 16.51 8,094 1,581 14,095
24 Apr 23897.95 545 -89.5 (-14.11%) 17.12 5,445 376 12,522
23 Apr 24173.05 637.45 -107.9 (-14.48%) 16.38 8,632 2,970 12,262
22 Apr 24378.10 742 -105.2 (-12.42%) 16.08 5,598 1,429 9,285
21 Apr 24576.60 851.1 109.2 (14.72%) 15.56 4,293 705 7,858
20 Apr 24364.85 733.05 -3.7 (-0.50%) 16.07 3,795 679 7,156
17 Apr 24353.55 750 72.8 (10.75%) 15.51 3,248 1,465 6,478
16 Apr 24196.75 673 -50 (-6.92%) 15.85 3,205 835 5,022
15 Apr 24231.30 717.45 137.65 (23.74%) 16.39 4,886 398 4,182
13 Apr 23842.65 572.55 -73.5 (-11.38%) 16.89 3,609 447 3,802
10 Apr 24050.60 651 59 (9.97%) 15.91 4,124 -18 3,355
9 Apr 23775.10 594.95 -61.75 (-9.40%) 17.44 2,475 657 3,373
8 Apr 23997.35 675.45 252.55 (59.72%) 14.11 6,661 1,279 2,717
7 Apr 23123.65 431.6 11.2 (2.66%) 17.1 1,086 160 1,430
6 Apr 22968.25 418.25 69.85 (20.05%) 18.07 2,355 507 1,258
2 Apr 22713.10 344.85 -1.5 (-0.43%) 17.65 1,711 473 751


For Nifty - strike price 24500 expiring on 30JUN2026

Delta for 24500 CE is 0.33

Historical price for 24500 CE is as follows

On 26 May NIFTY was trading at 23913.70. The strike last trading price was 194.4, which was -57.6 lower than the previous day. The implied volatity was 12.47, the open interest changed by 2737 which increased total open position to 48267


On 25 May NIFTY was trading at 24031.70. The strike last trading price was 269, which was 62 higher than the previous day. The implied volatity was 13.39, the open interest changed by 12463 which increased total open position to 47047


On 22 May NIFTY was trading at 23719.30. The strike last trading price was 216.6, which was 14.6 higher than the previous day. The implied volatity was 14.53, the open interest changed by 2711 which increased total open position to 34616


On 21 May NIFTY was trading at 23654.70. The strike last trading price was 200.05, which was -20.95 lower than the previous day. The implied volatity was 14.78, the open interest changed by 1182 which increased total open position to 32160


On 20 May NIFTY was trading at 23659.00. The strike last trading price was 227.75, which was 10.75 higher than the previous day. The implied volatity was 15.4, the open interest changed by 3101 which increased total open position to 30979


On 19 May NIFTY was trading at 23618.00. The strike last trading price was 215.25, which was -34.75 lower than the previous day. The implied volatity was 15.35, the open interest changed by 1133 which increased total open position to 27835


On 18 May NIFTY was trading at 23649.95. The strike last trading price was 251.9, which was 0.9 higher than the previous day. The implied volatity was 16.05, the open interest changed by 1512 which increased total open position to 26691


On 15 May NIFTY was trading at 23643.50. The strike last trading price was 257.6, which was -12.9 lower than the previous day. The implied volatity was 15.6, the open interest changed by 1087 which increased total open position to 25249


On 14 May NIFTY was trading at 23689.60. The strike last trading price was 288.65, which was 62.65 higher than the previous day. The implied volatity was 15.93, the open interest changed by 1454 which increased total open position to 24241


On 13 May NIFTY was trading at 23412.60. The strike last trading price was 225, which was 7.95 higher than the previous day. The implied volatity was 0, the open interest changed by 1376 which increased total open position to 22777


On 12 May NIFTY was trading at 23379.55. The strike last trading price was 227, which was -129.85 lower than the previous day. The implied volatity was 0, the open interest changed by 2464 which increased total open position to 21447


On 11 May NIFTY was trading at 23815.85. The strike last trading price was 350, which was -147.15 lower than the previous day. The implied volatity was 0, the open interest changed by 1462 which increased total open position to 18979


On 8 May NIFTY was trading at 24176.15. The strike last trading price was 491, which was -77.55 lower than the previous day. The implied volatity was 14.89, the open interest changed by 1159 which increased total open position to 17535


On 7 May NIFTY was trading at 24326.65. The strike last trading price was 568.75, which was -38.25 lower than the previous day. The implied volatity was 14.68, the open interest changed by -20 which decreased total open position to 16376


On 6 May NIFTY was trading at 24330.95. The strike last trading price was 608.9, which was 132.95 higher than the previous day. The implied volatity was 15.52, the open interest changed by 150 which increased total open position to 16433


On 5 May NIFTY was trading at 24032.80. The strike last trading price was 479, which was -58 lower than the previous day. The implied volatity was 15.62, the open interest changed by 644 which increased total open position to 16279


On 4 May NIFTY was trading at 24119.30. The strike last trading price was 528.95, which was 18.45 higher than the previous day. The implied volatity was 15.94, the open interest changed by 490 which increased total open position to 15639


On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 520, which was -42.4 lower than the previous day. The implied volatity was 15.92, the open interest changed by 78 which increased total open position to 15227


On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 548.85, which was 45.8 higher than the previous day. The implied volatity was 15.07, the open interest changed by 667 which increased total open position to 15234


On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 502.85, which was -91.95 lower than the previous day. The implied volatity was 15.53, the open interest changed by 422 which increased total open position to 14537


On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 592.75, which was 50.05 higher than the previous day. The implied volatity was 16.51, the open interest changed by 1581 which increased total open position to 14095


On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 545, which was -89.5 lower than the previous day. The implied volatity was 17.12, the open interest changed by 376 which increased total open position to 12522


On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 637.45, which was -107.9 lower than the previous day. The implied volatity was 16.38, the open interest changed by 2970 which increased total open position to 12262


On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 742, which was -105.2 lower than the previous day. The implied volatity was 16.08, the open interest changed by 1429 which increased total open position to 9285


On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 851.1, which was 109.2 higher than the previous day. The implied volatity was 15.56, the open interest changed by 705 which increased total open position to 7858


On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 733.05, which was -3.7 lower than the previous day. The implied volatity was 16.07, the open interest changed by 679 which increased total open position to 7156


On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 750, which was 72.8 higher than the previous day. The implied volatity was 15.51, the open interest changed by 1465 which increased total open position to 6478


On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 673, which was -50 lower than the previous day. The implied volatity was 15.85, the open interest changed by 835 which increased total open position to 5022


On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 717.45, which was 137.65 higher than the previous day. The implied volatity was 16.39, the open interest changed by 398 which increased total open position to 4182


On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 572.55, which was -73.5 lower than the previous day. The implied volatity was 16.89, the open interest changed by 447 which increased total open position to 3802


On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 651, which was 59 higher than the previous day. The implied volatity was 15.91, the open interest changed by -18 which decreased total open position to 3355


On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 594.95, which was -61.75 lower than the previous day. The implied volatity was 17.44, the open interest changed by 657 which increased total open position to 3373


On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 675.45, which was 252.55 higher than the previous day. The implied volatity was 14.11, the open interest changed by 1279 which increased total open position to 2717


On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 431.6, which was 11.2 higher than the previous day. The implied volatity was 17.1, the open interest changed by 160 which increased total open position to 1430


On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 418.25, which was 69.85 higher than the previous day. The implied volatity was 18.07, the open interest changed by 507 which increased total open position to 1258


On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 344.85, which was -1.5 lower than the previous day. The implied volatity was 17.65, the open interest changed by 473 which increased total open position to 751


NIFTY 30-Jun-2026 (34d) 24500 PE
Delta: -0.65
Vega: 0.28
Theta: -3.41
Gamma: 0.00034
Date Close Ltp Change IV Volume OI Chg OI
26 May 23913.70 691 66.15 (10.59%) 14.64 17,334 6,336 28,293
25 May 24031.70 592 -285.9 (-32.57%) 13.61 10,107 3,721 23,075
22 May 23719.30 844.95 -118.85 (-12.33%) 15.32 4,630 1,475 19,356
21 May 23654.70 970 23.55 (2.49%) 17.14 3,692 763 18,074
20 May 23659.00 929.9 -62.75 (-6.32%) 16.25 2,517 347 17,311
19 May 23618.00 1000 16.15 (1.64%) 17.03 2,416 500 16,964
18 May 23649.95 978.25 -17.9 (-1.80%) 17.06 2,017 -373 16,467
15 May 23643.50 979.65 33.35 (3.52%) 16.8 2,518 338 16,844
14 May 23689.60 925.1 -204.5 (-18.10%) 15.93 1,729 184 16,511
13 May 23412.60 1123.3 -20.9 (-1.83%) 0 2,020 -439 16,328
12 May 23379.55 1121.7 272.35 (32.07%) 0 2,867 -302 16,765
11 May 23815.85 855.75 223.25 (35.30%) 16.13 6,173 1,306 17,067
8 May 24176.15 634.8 77.95 (14.00%) 15.45 3,532 502 15,780
7 May 24326.65 546.25 6.55 (1.21%) 15.1 4,924 487 15,281
6 May 24330.95 527.45 -211.65 (-28.64%) 14.52 4,690 818 14,791
5 May 24032.80 723.7 23.3 (3.33%) 15.67 3,105 399 13,955
4 May 24119.30 705 -66.15 (-8.58%) 16.17 3,194 68 13,557
30 Apr 23997.55 750.95 74.95 (11.09%) 15.94 2,532 -533 12,956
29 Apr 24177.65 678.95 -106.35 (-13.54%) 15.64 5,252 1,138 13,491
28 Apr 23995.70 778 61.7 (8.61%) 15.98 2,277 331 12,348
27 Apr 24092.70 710.25 -129.2 (-15.39%) 15.51 5,151 1,011 11,990
24 Apr 23897.95 841.45 131.65 (18.55%) 15.8 3,711 85 10,989
23 Apr 24173.05 711.65 118.15 (19.91%) 15.87 9,256 2,738 10,906
22 Apr 24378.10 591.6 91.2 (18.23%) 15.4 6,073 1,838 8,174
21 Apr 24576.60 498.1 -135.6 (-21.40%) 15.34 5,657 1,617 6,331
20 Apr 24364.85 639.5 47.3 (7.99%) 15.95 4,702 975 4,713
17 Apr 24353.55 588.1 -95 (-13.91%) 15.01 3,669 1,683 3,710
16 Apr 24196.75 685.6 7.25 (1.07%) 15.22 2,910 439 2,025
15 Apr 24231.30 690 -210.6 (-23.38%) 15.5 1,779 305 1,586
13 Apr 23842.65 906.3 145.35 (19.10%) 15.68 918 106 1,282
10 Apr 24050.60 761.85 -150.2 (-16.47%) 15.09 1,057 302 1,171
9 Apr 23775.10 900.4 97.2 (12.10%) 14.61 1,040 11 868
8 Apr 23997.35 791.45 -625.75 (-44.15%) 18.04 1,862 796 838
7 Apr 23123.65 1415 -88.5 (-5.89%) 21.23 20 8 37
6 Apr 22968.25 1509 -220.8 (-12.76%) 20.83 44 25 27
2 Apr 22713.10 1715.6 -212.6 (-11.03%) 21.71 2 0 0


For Nifty - strike price 24500 expiring on 30JUN2026

Delta for 24500 PE is -0.65

Historical price for 24500 PE is as follows

On 26 May NIFTY was trading at 23913.70. The strike last trading price was 691, which was 66.15 higher than the previous day. The implied volatity was 14.64, the open interest changed by 6336 which increased total open position to 28293


On 25 May NIFTY was trading at 24031.70. The strike last trading price was 592, which was -285.9 lower than the previous day. The implied volatity was 13.61, the open interest changed by 3721 which increased total open position to 23075


On 22 May NIFTY was trading at 23719.30. The strike last trading price was 844.95, which was -118.85 lower than the previous day. The implied volatity was 15.32, the open interest changed by 1475 which increased total open position to 19356


On 21 May NIFTY was trading at 23654.70. The strike last trading price was 970, which was 23.55 higher than the previous day. The implied volatity was 17.14, the open interest changed by 763 which increased total open position to 18074


On 20 May NIFTY was trading at 23659.00. The strike last trading price was 929.9, which was -62.75 lower than the previous day. The implied volatity was 16.25, the open interest changed by 347 which increased total open position to 17311


On 19 May NIFTY was trading at 23618.00. The strike last trading price was 1000, which was 16.15 higher than the previous day. The implied volatity was 17.03, the open interest changed by 500 which increased total open position to 16964


On 18 May NIFTY was trading at 23649.95. The strike last trading price was 978.25, which was -17.9 lower than the previous day. The implied volatity was 17.06, the open interest changed by -373 which decreased total open position to 16467


On 15 May NIFTY was trading at 23643.50. The strike last trading price was 979.65, which was 33.35 higher than the previous day. The implied volatity was 16.8, the open interest changed by 338 which increased total open position to 16844


On 14 May NIFTY was trading at 23689.60. The strike last trading price was 925.1, which was -204.5 lower than the previous day. The implied volatity was 15.93, the open interest changed by 184 which increased total open position to 16511


On 13 May NIFTY was trading at 23412.60. The strike last trading price was 1123.3, which was -20.9 lower than the previous day. The implied volatity was 0, the open interest changed by -439 which decreased total open position to 16328


On 12 May NIFTY was trading at 23379.55. The strike last trading price was 1121.7, which was 272.35 higher than the previous day. The implied volatity was 0, the open interest changed by -302 which decreased total open position to 16765


On 11 May NIFTY was trading at 23815.85. The strike last trading price was 855.75, which was 223.25 higher than the previous day. The implied volatity was 16.13, the open interest changed by 1306 which increased total open position to 17067


On 8 May NIFTY was trading at 24176.15. The strike last trading price was 634.8, which was 77.95 higher than the previous day. The implied volatity was 15.45, the open interest changed by 502 which increased total open position to 15780


On 7 May NIFTY was trading at 24326.65. The strike last trading price was 546.25, which was 6.55 higher than the previous day. The implied volatity was 15.1, the open interest changed by 487 which increased total open position to 15281


On 6 May NIFTY was trading at 24330.95. The strike last trading price was 527.45, which was -211.65 lower than the previous day. The implied volatity was 14.52, the open interest changed by 818 which increased total open position to 14791


On 5 May NIFTY was trading at 24032.80. The strike last trading price was 723.7, which was 23.3 higher than the previous day. The implied volatity was 15.67, the open interest changed by 399 which increased total open position to 13955


On 4 May NIFTY was trading at 24119.30. The strike last trading price was 705, which was -66.15 lower than the previous day. The implied volatity was 16.17, the open interest changed by 68 which increased total open position to 13557


On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 750.95, which was 74.95 higher than the previous day. The implied volatity was 15.94, the open interest changed by -533 which decreased total open position to 12956


On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 678.95, which was -106.35 lower than the previous day. The implied volatity was 15.64, the open interest changed by 1138 which increased total open position to 13491


On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 778, which was 61.7 higher than the previous day. The implied volatity was 15.98, the open interest changed by 331 which increased total open position to 12348


On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 710.25, which was -129.2 lower than the previous day. The implied volatity was 15.51, the open interest changed by 1011 which increased total open position to 11990


On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 841.45, which was 131.65 higher than the previous day. The implied volatity was 15.8, the open interest changed by 85 which increased total open position to 10989


On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 711.65, which was 118.15 higher than the previous day. The implied volatity was 15.87, the open interest changed by 2738 which increased total open position to 10906


On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 591.6, which was 91.2 higher than the previous day. The implied volatity was 15.4, the open interest changed by 1838 which increased total open position to 8174


On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 498.1, which was -135.6 lower than the previous day. The implied volatity was 15.34, the open interest changed by 1617 which increased total open position to 6331


On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 639.5, which was 47.3 higher than the previous day. The implied volatity was 15.95, the open interest changed by 975 which increased total open position to 4713


On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 588.1, which was -95 lower than the previous day. The implied volatity was 15.01, the open interest changed by 1683 which increased total open position to 3710


On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 685.6, which was 7.25 higher than the previous day. The implied volatity was 15.22, the open interest changed by 439 which increased total open position to 2025


On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 690, which was -210.6 lower than the previous day. The implied volatity was 15.5, the open interest changed by 305 which increased total open position to 1586


On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 906.3, which was 145.35 higher than the previous day. The implied volatity was 15.68, the open interest changed by 106 which increased total open position to 1282


On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 761.85, which was -150.2 lower than the previous day. The implied volatity was 15.09, the open interest changed by 302 which increased total open position to 1171


On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 900.4, which was 97.2 higher than the previous day. The implied volatity was 14.61, the open interest changed by 11 which increased total open position to 868


On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 791.45, which was -625.75 lower than the previous day. The implied volatity was 18.04, the open interest changed by 796 which increased total open position to 838


On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1415, which was -88.5 lower than the previous day. The implied volatity was 21.23, the open interest changed by 8 which increased total open position to 37


On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1509, which was -220.8 lower than the previous day. The implied volatity was 20.83, the open interest changed by 25 which increased total open position to 27


On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1715.6, which was -212.6 lower than the previous day. The implied volatity was 21.71, the open interest changed by 0 which decreased total open position to 0