NIFTY
Nifty
Historical option data for NIFTY
18 Feb 2026 01:50 PM IST
| NIFTY 24-FEB-2026 24550 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 1
Vega: 0.16
Theta: -6.87
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Feb | 25737.60 | 1182.7 | -18.8 | 12.27 | 3 | -1 | 188 | |||||||||
| 17 Feb | 25725.40 | 1198 | 27.8 | 24.13 | 7 | 158 | 189 | |||||||||
| 16 Feb | 25682.75 | 1170.2 | 195.75 | 14.21 | 2 | -1 | 190 | |||||||||
| 13 Feb | 25471.10 | 964.4 | -348.3 | 10.19 | 12 | 172 | 195 | |||||||||
| 12 Feb | 25807.20 | 1312.7 | -147 | 27.8 | 3 | 179 | 202 | |||||||||
| 11 Feb | 25953.85 | 1459.7 | 92.45 | - | 4 | 0 | 207 | |||||||||
| 10 Feb | 25935.15 | 1367.25 | 186.75 | - | 0 | 185 | 207 | |||||||||
| 9 Feb | 25867.30 | 1367.25 | 186.75 | 13.4 | 3 | -2 | 208 | |||||||||
| 6 Feb | 25693.70 | 1180.5 | -9.2 | 8.9 | 15 | -7 | 212 | |||||||||
| 5 Feb | 25642.80 | 1189.7 | -165.75 | 9.33 | 19 | -44 | 220 | |||||||||
| 4 Feb | 25776.00 | 1355 | 52.75 | 15.89 | 14 | -41 | 225 | |||||||||
| 3 Feb | 25727.55 | 1302.25 | 569.8 | 15.09 | 33 | -55 | 227 | |||||||||
| 2 Feb | 25088.40 | 724.05 | 179.45 | 10.46 | 390 | -734 | 259 | |||||||||
| 1 Feb | 24825.45 | 512 | -384.05 | 11.75 | 310 | 166 | 176 | |||||||||
| 30 Jan | 25320.65 | 896.05 | -179.2 | 7.48 | 6 | -424 | 56 | |||||||||
| 29 Jan | 25418.90 | 1075.25 | 149.7 | 11.86 | 5 | 49 | 56 | |||||||||
| 28 Jan | 25342.75 | 925.55 | -43.85 | 5.91 | 9 | 53 | 63 | |||||||||
| 27 Jan | 25175.40 | 980 | 140.2 | 14.58 | 92 | -43 | 66 | |||||||||
| 23 Jan | 25048.65 | 841 | -95.15 | 12.52 | 54 | 53 | 62 | |||||||||
| 22 Jan | 25289.90 | 936.15 | 13.35 | 7.16 | 8 | -142 | 34 | |||||||||
| 21 Jan | 25157.50 | 922.8 | -23.65 | 11.64 | 44 | 35 | 35 | |||||||||
| 20 Jan | 25232.50 | 946.45 | -263.75 | 9.54 | 9 | 9 | 11 | |||||||||
| 19 Jan | 25585.50 | 1210.2 | -199.25 | 11.58 | 27 | 10 | 13 | |||||||||
| 16 Jan | 25694.35 | 1409.45 | -15.3 | 7.03 | 3 | 6 | 6 | |||||||||
| 14 Jan | 25665.60 | 1424.75 | 4.2 | 11.47 | 17 | 7 | 9 | |||||||||
| 13 Jan | 25732.30 | 1416.6 | -81.45 | - | 2 | 0 | 0 | |||||||||
| 12 Jan | 25790.25 | 1493.35 | 70.65 | - | 2 | 1 | 1 | |||||||||
| 9 Jan | 25683.30 | 1418.8 | -185.75 | - | 2 | 0 | 1 | |||||||||
| 8 Jan | 25876.85 | 1598.15 | -234.2 | - | 2 | 1 | 2 | |||||||||
| 7 Jan | 26140.75 | 1832.35 | -54.3 | - | 1 | 1 | 1 | |||||||||
| 6 Jan | 26178.70 | 1886.65 | -51.05 | - | 1 | 0 | 1 | |||||||||
| 5 Jan | 26250.30 | 1925.2 | -94.85 | - | 2 | 0 | 1 | |||||||||
| 2 Jan | 26328.55 | 2020.05 | 125.9 | - | 1 | 1 | 1 | |||||||||
| 1 Jan | 26146.55 | 1894.15 | 2.3 | - | 1 | 0 | 1 | |||||||||
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| 31 Dec | 26129.60 | 1891.85 | -130.6 | - | 1 | 1 | 1 | |||||||||
| 30 Dec | 25938.85 | 2022.45 | 152.2 | - | 0 | 0 | 1 | |||||||||
| 29 Dec | 25942.10 | 2022.45 | 152.2 | - | 0 | 0 | 1 | |||||||||
| 26 Dec | 26042.30 | 2022.45 | 152.2 | - | 0 | 1 | 1 | |||||||||
| 24 Dec | 26142.10 | 2022.45 | 152.2 | - | 0 | 0 | 1 | |||||||||
| 23 Dec | 26177.15 | 2022.45 | 152.2 | - | 1 | 0 | 0 | |||||||||
| 22 Dec | 26172.40 | 1870.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Dec | 25966.40 | 1870.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Dec | 25815.55 | 1870.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Dec | 25818.55 | 1870.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 25860.10 | 1870.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 26027.30 | 1870.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 26046.95 | 1870.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 25898.55 | 1870.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 25758.00 | 1870.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 25839.65 | 1870.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 25960.55 | 1870.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 26186.45 | 1870.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 26033.75 | 1870.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 25986.00 | 1870.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 26032.20 | 1870.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 26175.75 | 1870.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 26202.95 | 1870.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 1870.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24550 expiring on 24FEB2026
Delta for 24550 CE is 1
Historical price for 24550 CE is as follows
On 18 Feb NIFTY was trading at 25737.60. The strike last trading price was 1182.7, which was -18.8 lower than the previous day. The implied volatity was 12.27, the open interest changed by -1 which decreased total open position to 188
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 1198, which was 27.8 higher than the previous day. The implied volatity was 24.13, the open interest changed by 158 which increased total open position to 189
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 1170.2, which was 195.75 higher than the previous day. The implied volatity was 14.21, the open interest changed by -1 which decreased total open position to 190
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 964.4, which was -348.3 lower than the previous day. The implied volatity was 10.19, the open interest changed by 172 which increased total open position to 195
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 1312.7, which was -147 lower than the previous day. The implied volatity was 27.8, the open interest changed by 179 which increased total open position to 202
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 1459.7, which was 92.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 207
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 1367.25, which was 186.75 higher than the previous day. The implied volatity was -, the open interest changed by 185 which increased total open position to 207
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 1367.25, which was 186.75 higher than the previous day. The implied volatity was 13.4, the open interest changed by -2 which decreased total open position to 208
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 1180.5, which was -9.2 lower than the previous day. The implied volatity was 8.9, the open interest changed by -7 which decreased total open position to 212
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 1189.7, which was -165.75 lower than the previous day. The implied volatity was 9.33, the open interest changed by -44 which decreased total open position to 220
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 1355, which was 52.75 higher than the previous day. The implied volatity was 15.89, the open interest changed by -41 which decreased total open position to 225
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 1302.25, which was 569.8 higher than the previous day. The implied volatity was 15.09, the open interest changed by -55 which decreased total open position to 227
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 724.05, which was 179.45 higher than the previous day. The implied volatity was 10.46, the open interest changed by -734 which decreased total open position to 259
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 512, which was -384.05 lower than the previous day. The implied volatity was 11.75, the open interest changed by 166 which increased total open position to 176
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 896.05, which was -179.2 lower than the previous day. The implied volatity was 7.48, the open interest changed by -424 which decreased total open position to 56
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 1075.25, which was 149.7 higher than the previous day. The implied volatity was 11.86, the open interest changed by 49 which increased total open position to 56
On 28 Jan NIFTY was trading at 25342.75. The strike last trading price was 925.55, which was -43.85 lower than the previous day. The implied volatity was 5.91, the open interest changed by 53 which increased total open position to 63
On 27 Jan NIFTY was trading at 25175.40. The strike last trading price was 980, which was 140.2 higher than the previous day. The implied volatity was 14.58, the open interest changed by -43 which decreased total open position to 66
On 23 Jan NIFTY was trading at 25048.65. The strike last trading price was 841, which was -95.15 lower than the previous day. The implied volatity was 12.52, the open interest changed by 53 which increased total open position to 62
On 22 Jan NIFTY was trading at 25289.90. The strike last trading price was 936.15, which was 13.35 higher than the previous day. The implied volatity was 7.16, the open interest changed by -142 which decreased total open position to 34
On 21 Jan NIFTY was trading at 25157.50. The strike last trading price was 922.8, which was -23.65 lower than the previous day. The implied volatity was 11.64, the open interest changed by 35 which increased total open position to 35
On 20 Jan NIFTY was trading at 25232.50. The strike last trading price was 946.45, which was -263.75 lower than the previous day. The implied volatity was 9.54, the open interest changed by 9 which increased total open position to 11
On 19 Jan NIFTY was trading at 25585.50. The strike last trading price was 1210.2, which was -199.25 lower than the previous day. The implied volatity was 11.58, the open interest changed by 10 which increased total open position to 13
On 16 Jan NIFTY was trading at 25694.35. The strike last trading price was 1409.45, which was -15.3 lower than the previous day. The implied volatity was 7.03, the open interest changed by 6 which increased total open position to 6
On 14 Jan NIFTY was trading at 25665.60. The strike last trading price was 1424.75, which was 4.2 higher than the previous day. The implied volatity was 11.47, the open interest changed by 7 which increased total open position to 9
On 13 Jan NIFTY was trading at 25732.30. The strike last trading price was 1416.6, which was -81.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jan NIFTY was trading at 25790.25. The strike last trading price was 1493.35, which was 70.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 9 Jan NIFTY was trading at 25683.30. The strike last trading price was 1418.8, which was -185.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 1598.15, which was -234.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 7 Jan NIFTY was trading at 26140.75. The strike last trading price was 1832.35, which was -54.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 6 Jan NIFTY was trading at 26178.70. The strike last trading price was 1886.65, which was -51.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jan NIFTY was trading at 26250.30. The strike last trading price was 1925.2, which was -94.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Jan NIFTY was trading at 26328.55. The strike last trading price was 2020.05, which was 125.9 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 1 Jan NIFTY was trading at 26146.55. The strike last trading price was 1894.15, which was 2.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 31 Dec NIFTY was trading at 26129.60. The strike last trading price was 1891.85, which was -130.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 30 Dec NIFTY was trading at 25938.85. The strike last trading price was 2022.45, which was 152.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 Dec NIFTY was trading at 25942.10. The strike last trading price was 2022.45, which was 152.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 Dec NIFTY was trading at 26042.30. The strike last trading price was 2022.45, which was 152.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 24 Dec NIFTY was trading at 26142.10. The strike last trading price was 2022.45, which was 152.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Dec NIFTY was trading at 26177.15. The strike last trading price was 2022.45, which was 152.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Dec NIFTY was trading at 26172.40. The strike last trading price was 1870.25, 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 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 1870.25, 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 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 1870.25, 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 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1870.25, 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 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1870.25, 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 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1870.25, 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 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1870.25, 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 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1870.25, 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 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1870.25, 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 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1870.25, 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 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1870.25, 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 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1870.25, 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 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1870.25, 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 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1870.25, 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 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1870.25, 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 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1870.25, 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 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1870.25, 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 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1870.25, 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 24FEB2026 24550 PE | |||||||
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Delta: -0.03
Vega: 2.45
Theta: -3.96
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Feb | 25737.60 | 9.05 | 0.25 | 20.78 | 70,852 | 6,114 | 8,282 |
| 17 Feb | 25725.40 | 8.9 | -9.9 | 19.24 | 11,605 | 714 | 2,142 |
| 16 Feb | 25682.75 | 19 | -6.4 | 20.39 | 7,233 | -8,228 | 1,418 |
| 13 Feb | 25471.10 | 28.15 | 15.9 | 16.61 | 4,255 | 890 | 1,514 |
| 12 Feb | 25807.20 | 11.85 | -0.8 | 16.54 | 853 | -2,910 | 622 |
| 11 Feb | 25953.85 | 13.8 | 0.35 | 17.82 | 872 | 4 | 670 |
| 10 Feb | 25935.15 | 14.4 | -5.7 | 17.13 | 741 | -15,505 | 677 |
| 9 Feb | 25867.30 | 22 | -3 | 17.58 | 958 | -161 | 833 |
| 6 Feb | 25693.70 | 26.75 | 0.2 | 15.25 | 1,278 | 136 | 1,017 |
| 5 Feb | 25642.80 | 27.1 | 0.55 | 14.65 | 571 | 69 | 881 |
| 4 Feb | 25776.00 | 28.6 | -6.95 | 15.37 | 1,323 | -1,691 | 811 |
| 3 Feb | 25727.55 | 37.85 | -95 | 15.9 | 2,408 | -393 | 566 |
| 2 Feb | 25088.40 | 127.3 | -114.1 | 15.35 | 3,306 | -191 | 947 |
| 1 Feb | 24825.45 | 265.3 | 167.7 | 17.28 | 5,134 | 383 | 1,139 |
| 30 Jan | 25320.65 | 97.35 | 16.2 | 15.58 | 2,310 | 312 | 1,047 |
| 29 Jan | 25418.90 | 82.45 | -15.55 | 15.4 | 1,203 | -347 | 886 |
| 28 Jan | 25342.75 | 95.55 | -35.25 | 15.31 | 1,550 | 1,192 | 1,236 |
| 27 Jan | 25175.40 | 121.4 | -60.95 | 15.41 | 1,193 | 54 | 706 |
| 23 Jan | 25048.65 | 180.8 | 69.2 | 15.63 | 582 | -109 | 380 |
| 22 Jan | 25289.90 | 103.85 | -57.4 | 14.4 | 494 | -173 | 301 |
| 21 Jan | 25157.50 | 157.6 | 37.3 | 15.35 | 1,081 | 342 | 396 |
| 20 Jan | 25232.50 | 119 | 60.25 | 14.02 | 770 | 423 | 423 |
| 19 Jan | 25585.50 | 65.1 | 15 | 13.72 | 247 | 256 | 256 |
| 16 Jan | 25694.35 | 49.3 | -6.35 | 13.29 | 221 | 68 | 302 |
| 14 Jan | 25665.60 | 56.9 | 6.85 | 13.36 | 166 | 11 | 304 |
| 13 Jan | 25732.30 | 49.4 | 1.2 | 13.06 | 59 | 233 | 287 |
| 12 Jan | 25790.25 | 48.2 | -10.25 | 13.42 | 98 | 274 | 274 |
| 9 Jan | 25683.30 | 59 | 17.2 | 13.16 | 314 | 233 | 255 |
| 8 Jan | 25876.85 | 43.3 | 13.3 | 13.02 | 61 | 71 | 71 |
| 7 Jan | 26140.75 | 30 | 2.45 | - | 0 | 35 | 47 |
| 6 Jan | 26178.70 | 30 | 2.45 | 13.38 | 52 | 33 | 45 |
| 5 Jan | 26250.30 | 27.1 | 0.2 | 13.35 | 6 | -4 | 13 |
| 2 Jan | 26328.55 | 26.9 | -32.45 | 13.48 | 17 | 9 | 10 |
| 1 Jan | 26146.55 | 59.35 | -106.2 | - | 0 | -11 | 1 |
| 31 Dec | 26129.60 | 59.35 | -106.2 | - | 0 | 0 | 0 |
| 30 Dec | 25938.85 | 59.35 | -106.2 | - | 0 | 0 | 1 |
| 29 Dec | 25942.10 | 59.35 | -106.2 | - | 0 | 0 | 1 |
| 26 Dec | 26042.30 | 59.35 | -106.2 | - | 0 | 1 | 1 |
| 24 Dec | 26142.10 | 59.35 | -106.2 | - | 0 | 0 | 1 |
| 23 Dec | 26177.15 | 59.35 | -106.2 | - | 0 | 1 | 0 |
| 22 Dec | 26172.40 | 59.35 | -106.2 | 14.21 | 1 | 0 | 0 |
| 19 Dec | 25966.40 | 165.55 | 0 | 4.01 | 0 | 0 | 0 |
| 18 Dec | 25815.55 | 165.55 | 0 | 3.71 | 0 | 0 | 0 |
| 17 Dec | 25818.55 | 165.55 | 0 | 3.71 | 0 | 0 | 0 |
| 16 Dec | 25860.10 | 165.55 | 0 | 3.76 | 0 | 0 | 0 |
| 15 Dec | 26027.30 | 165.55 | 0 | 4.06 | 0 | 0 | 0 |
| 12 Dec | 26046.95 | 165.55 | 0 | 4.08 | 0 | 0 | 0 |
| 11 Dec | 25898.55 | 165.55 | 0 | 3.78 | 0 | 0 | 0 |
| 10 Dec | 25758.00 | 165.55 | 0 | 3.48 | 0 | 0 | 0 |
| 9 Dec | 25839.65 | 165.55 | 0 | 3.66 | 0 | 0 | 0 |
| 8 Dec | 25960.55 | 165.55 | 0 | 3.83 | 0 | 0 | 0 |
| 5 Dec | 26186.45 | 165.55 | 0 | 4.24 | 0 | 0 | 0 |
| 4 Dec | 26033.75 | 165.55 | 0 | 3.94 | 0 | 0 | 0 |
| 3 Dec | 25986.00 | 165.55 | 0 | 3.87 | 0 | 0 | 0 |
| 2 Dec | 26032.20 | 165.55 | 0 | 3.99 | 0 | 0 | 0 |
| 1 Dec | 26175.75 | 165.55 | 0 | 4.2 | 0 | 0 | 0 |
| 28 Nov | 26202.95 | 165.55 | 0 | 4.2 | 0 | 0 | 0 |
| 27 Nov | 26215.55 | 165.55 | 0 | 4.22 | 0 | 0 | 0 |
For Nifty - strike price 24550 expiring on 24FEB2026
Delta for 24550 PE is -0.03
Historical price for 24550 PE is as follows
On 18 Feb NIFTY was trading at 25737.60. The strike last trading price was 9.05, which was 0.25 higher than the previous day. The implied volatity was 20.78, the open interest changed by 6114 which increased total open position to 8282
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 8.9, which was -9.9 lower than the previous day. The implied volatity was 19.24, the open interest changed by 714 which increased total open position to 2142
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 19, which was -6.4 lower than the previous day. The implied volatity was 20.39, the open interest changed by -8228 which decreased total open position to 1418
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 28.15, which was 15.9 higher than the previous day. The implied volatity was 16.61, the open interest changed by 890 which increased total open position to 1514
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 11.85, which was -0.8 lower than the previous day. The implied volatity was 16.54, the open interest changed by -2910 which decreased total open position to 622
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 13.8, which was 0.35 higher than the previous day. The implied volatity was 17.82, the open interest changed by 4 which increased total open position to 670
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 14.4, which was -5.7 lower than the previous day. The implied volatity was 17.13, the open interest changed by -15505 which decreased total open position to 677
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 22, which was -3 lower than the previous day. The implied volatity was 17.58, the open interest changed by -161 which decreased total open position to 833
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 26.75, which was 0.2 higher than the previous day. The implied volatity was 15.25, the open interest changed by 136 which increased total open position to 1017
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 27.1, which was 0.55 higher than the previous day. The implied volatity was 14.65, the open interest changed by 69 which increased total open position to 881
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 28.6, which was -6.95 lower than the previous day. The implied volatity was 15.37, the open interest changed by -1691 which decreased total open position to 811
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 37.85, which was -95 lower than the previous day. The implied volatity was 15.9, the open interest changed by -393 which decreased total open position to 566
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 127.3, which was -114.1 lower than the previous day. The implied volatity was 15.35, the open interest changed by -191 which decreased total open position to 947
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 265.3, which was 167.7 higher than the previous day. The implied volatity was 17.28, the open interest changed by 383 which increased total open position to 1139
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 97.35, which was 16.2 higher than the previous day. The implied volatity was 15.58, the open interest changed by 312 which increased total open position to 1047
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 82.45, which was -15.55 lower than the previous day. The implied volatity was 15.4, the open interest changed by -347 which decreased total open position to 886
On 28 Jan NIFTY was trading at 25342.75. The strike last trading price was 95.55, which was -35.25 lower than the previous day. The implied volatity was 15.31, the open interest changed by 1192 which increased total open position to 1236
On 27 Jan NIFTY was trading at 25175.40. The strike last trading price was 121.4, which was -60.95 lower than the previous day. The implied volatity was 15.41, the open interest changed by 54 which increased total open position to 706
On 23 Jan NIFTY was trading at 25048.65. The strike last trading price was 180.8, which was 69.2 higher than the previous day. The implied volatity was 15.63, the open interest changed by -109 which decreased total open position to 380
On 22 Jan NIFTY was trading at 25289.90. The strike last trading price was 103.85, which was -57.4 lower than the previous day. The implied volatity was 14.4, the open interest changed by -173 which decreased total open position to 301
On 21 Jan NIFTY was trading at 25157.50. The strike last trading price was 157.6, which was 37.3 higher than the previous day. The implied volatity was 15.35, the open interest changed by 342 which increased total open position to 396
On 20 Jan NIFTY was trading at 25232.50. The strike last trading price was 119, which was 60.25 higher than the previous day. The implied volatity was 14.02, the open interest changed by 423 which increased total open position to 423
On 19 Jan NIFTY was trading at 25585.50. The strike last trading price was 65.1, which was 15 higher than the previous day. The implied volatity was 13.72, the open interest changed by 256 which increased total open position to 256
On 16 Jan NIFTY was trading at 25694.35. The strike last trading price was 49.3, which was -6.35 lower than the previous day. The implied volatity was 13.29, the open interest changed by 68 which increased total open position to 302
On 14 Jan NIFTY was trading at 25665.60. The strike last trading price was 56.9, which was 6.85 higher than the previous day. The implied volatity was 13.36, the open interest changed by 11 which increased total open position to 304
On 13 Jan NIFTY was trading at 25732.30. The strike last trading price was 49.4, which was 1.2 higher than the previous day. The implied volatity was 13.06, the open interest changed by 233 which increased total open position to 287
On 12 Jan NIFTY was trading at 25790.25. The strike last trading price was 48.2, which was -10.25 lower than the previous day. The implied volatity was 13.42, the open interest changed by 274 which increased total open position to 274
On 9 Jan NIFTY was trading at 25683.30. The strike last trading price was 59, which was 17.2 higher than the previous day. The implied volatity was 13.16, the open interest changed by 233 which increased total open position to 255
On 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 43.3, which was 13.3 higher than the previous day. The implied volatity was 13.02, the open interest changed by 71 which increased total open position to 71
On 7 Jan NIFTY was trading at 26140.75. The strike last trading price was 30, which was 2.45 higher than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 47
On 6 Jan NIFTY was trading at 26178.70. The strike last trading price was 30, which was 2.45 higher than the previous day. The implied volatity was 13.38, the open interest changed by 33 which increased total open position to 45
On 5 Jan NIFTY was trading at 26250.30. The strike last trading price was 27.1, which was 0.2 higher than the previous day. The implied volatity was 13.35, the open interest changed by -4 which decreased total open position to 13
On 2 Jan NIFTY was trading at 26328.55. The strike last trading price was 26.9, which was -32.45 lower than the previous day. The implied volatity was 13.48, the open interest changed by 9 which increased total open position to 10
On 1 Jan NIFTY was trading at 26146.55. The strike last trading price was 59.35, which was -106.2 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 1
On 31 Dec NIFTY was trading at 26129.60. The strike last trading price was 59.35, which was -106.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Dec NIFTY was trading at 25938.85. The strike last trading price was 59.35, which was -106.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 Dec NIFTY was trading at 25942.10. The strike last trading price was 59.35, which was -106.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 Dec NIFTY was trading at 26042.30. The strike last trading price was 59.35, which was -106.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 24 Dec NIFTY was trading at 26142.10. The strike last trading price was 59.35, which was -106.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Dec NIFTY was trading at 26177.15. The strike last trading price was 59.35, which was -106.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 22 Dec NIFTY was trading at 26172.40. The strike last trading price was 59.35, which was -106.2 lower than the previous day. The implied volatity was 14.21, the open interest changed by 0 which decreased total open position to 0
On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 165.55, which was 0 lower than the previous day. The implied volatity was 4.01, the open interest changed by 0 which decreased total open position to 0
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 165.55, which was 0 lower than the previous day. The implied volatity was 3.71, the open interest changed by 0 which decreased total open position to 0
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 165.55, which was 0 lower than the previous day. The implied volatity was 3.71, the open interest changed by 0 which decreased total open position to 0
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 165.55, which was 0 lower than the previous day. The implied volatity was 3.76, the open interest changed by 0 which decreased total open position to 0
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 165.55, which was 0 lower than the previous day. The implied volatity was 4.06, the open interest changed by 0 which decreased total open position to 0
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 165.55, which was 0 lower than the previous day. The implied volatity was 4.08, the open interest changed by 0 which decreased total open position to 0
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 165.55, which was 0 lower than the previous day. The implied volatity was 3.78, the open interest changed by 0 which decreased total open position to 0
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 165.55, which was 0 lower than the previous day. The implied volatity was 3.48, the open interest changed by 0 which decreased total open position to 0
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 165.55, which was 0 lower than the previous day. The implied volatity was 3.66, the open interest changed by 0 which decreased total open position to 0
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 165.55, which was 0 lower than the previous day. The implied volatity was 3.83, the open interest changed by 0 which decreased total open position to 0
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 165.55, which was 0 lower than the previous day. The implied volatity was 4.24, the open interest changed by 0 which decreased total open position to 0
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 165.55, which was 0 lower than the previous day. The implied volatity was 3.94, the open interest changed by 0 which decreased total open position to 0
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 165.55, which was 0 lower than the previous day. The implied volatity was 3.87, the open interest changed by 0 which decreased total open position to 0
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 165.55, which was 0 lower than the previous day. The implied volatity was 3.99, the open interest changed by 0 which decreased total open position to 0
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 165.55, which was 0 lower than the previous day. The implied volatity was 4.2, the open interest changed by 0 which decreased total open position to 0
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 165.55, which was 0 lower than the previous day. The implied volatity was 4.2, the open interest changed by 0 which decreased total open position to 0
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 165.55, which was 0 lower than the previous day. The implied volatity was 4.22, the open interest changed by 0 which decreased total open position to 0
