NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 04:10 PM IST
| NIFTY 28-Apr-2026 (4d) 24550 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.05
Theta: -11.29
Gamma: 0.00037
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23897.95 | 25.5 | -26.700000000000003 | 19.09 | 4,85,921 | 7,382 | 37,521 | |||||||||
| 23 Apr | 24173.05 | 51 | -93.5 | 15.22 | 3,39,099 | 6,625 | 30,850 | |||||||||
| 22 Apr | 24378.10 | 142.1 | -120.15 | 16.52 | 5,02,280 | 9,392 | 25,105 | |||||||||
| 21 Apr | 24576.60 | 262.5 | 75.19999999999999 | 16.75 | 1,40,200 | 12,082 | 15,773 | |||||||||
| 20 Apr | 24364.85 | 182.9 | -7.549999999999983 | 18.1 | 29,116 | 795 | 3,705 | |||||||||
| 17 Apr | 24353.55 | 199 | 50.25 | 15.32 | 9,044 | 484 | 2,919 | |||||||||
| 16 Apr | 24196.75 | 147.6 | -26.450000000000017 | 15.7 | 7,466 | 451 | 2,443 | |||||||||
| 15 Apr | 24231.30 | 169.65 | 60.80000000000001 | 15.69 | 6,316 | 744 | 2,013 | |||||||||
| 13 Apr | 23842.65 | 106.9 | -62.5 | 17.37 | 3,062 | 189 | 1,235 | |||||||||
| 10 Apr | 24050.60 | 173 | 37.5 | 15.99 | 1,813 | -34 | 1,046 | |||||||||
| 9 Apr | 23775.10 | 134.95 | -44 | 17.76 | 1,798 | 167 | 1,127 | |||||||||
| 8 Apr | 23997.35 | 187 | 115.65 | 15.59 | 2,371 | -1,734 | 964 | |||||||||
| 7 Apr | 23123.65 | 74 | 1.35 | 19.9 | 1,195 | 525 | 536 | |||||||||
| 6 Apr | 22968.25 | 73.4 | 14.95 | 21.23 | 798 | 245 | 475 | |||||||||
| 2 Apr | 22713.10 | 55.8 | -13.35 | 20.25 | 740 | 476 | 480 | |||||||||
| 1 Apr | 22679.40 | 68.5 | -9.65 | 20.94 | 654 | 15 | 499 | |||||||||
| 30 Mar | 22331.40 | 82.95 | -47.7 | 24.27 | 609 | 478 | 482 | |||||||||
| 27 Mar | 22819.60 | 129.7 | -59.75 | 21.73 | 614 | 396 | 400 | |||||||||
| 25 Mar | 23306.45 | 192.55 | 31.9 | 19.33 | 283 | 249 | 297 | |||||||||
| 24 Mar | 22912.40 | 165.35 | 41.2 | 21.32 | 372 | 219 | 262 | |||||||||
| 23 Mar | 22512.65 | 123.6 | -44.2 | 23.15 | 938 | 323 | 359 | |||||||||
| 20 Mar | 23114.50 | 169.1 | 8.95 | 18.43 | 212 | -42 | 379 | |||||||||
| 19 Mar | 23002.15 | 164.2 | -92.2 | 18.37 | 718 | 382 | 385 | |||||||||
| 18 Mar | 23777.80 | 256.4 | 10.15 | 14.59 | 318 | 482 | 482 | |||||||||
| 17 Mar | 23581.15 | 246.25 | 0.95 | 16.29 | 97 | -11,994 | 422 | |||||||||
| 16 Mar | 23408.80 | 237.3 | 9.7 | 17.84 | 238 | -3 | 416 | |||||||||
| 13 Mar | 23151.10 | 232.1 | -118.7 | 18.71 | 671 | 419 | 419 | |||||||||
| 12 Mar | 23639.15 | 342.85 | -88.95 | 17.33 | 751 | 345 | 345 | |||||||||
| 11 Mar | 23866.85 | 432.15 | -170.8 | 17.36 | 81 | -2 | 172 | |||||||||
| 10 Mar | 24261.60 | 600.75 | 32.9 | 16.01 | 26 | -2 | 172 | |||||||||
| 9 Mar | 24028.05 | 567.85 | -150 | 18.76 | 317 | -12,130 | 174 | |||||||||
| 6 Mar | 24450.45 | 718.3 | -89.7 | 15.45 | 34 | -12,246 | 50 | |||||||||
| 5 Mar | 24765.90 | 808 | 26.95 | 12.94 | 24 | 1 | 48 | |||||||||
| 4 Mar | 24480.50 | 749.35 | -178.65 | 15.69 | 120 | 23 | 47 | |||||||||
| 2 Mar | 24865.70 | 928 | -387.85 | 13.4 | 15 | 5 | 26 | |||||||||
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| 27 Feb | 25178.65 | 1315.85 | -250.85 | - | 0 | 0 | 21 | |||||||||
| 26 Feb | 25496.55 | 1315.85 | -250.85 | - | 0 | 0 | 21 | |||||||||
| 25 Feb | 25482.50 | 1315.85 | -250.85 | - | 4 | 0 | 21 | |||||||||
| 24 Feb | 25424.65 | 1315.85 | -250.85 | 5.49 | 4 | 0 | 20 | |||||||||
| 23 Feb | 25713.00 | 1566.7 | 92.4 | - | 2 | 0 | 20 | |||||||||
| 20 Feb | 25571.25 | 1473.15 | 117.35 | 7.58 | 2 | 0 | 20 | |||||||||
| 19 Feb | 25454.35 | 1354.15 | -237.2 | 8.72 | 2 | 0 | 20 | |||||||||
| 18 Feb | 25819.35 | 1591.35 | -101.9 | - | 0 | 0 | 20 | |||||||||
| 17 Feb | 25725.40 | 1591.35 | -101.9 | - | 1 | 0 | 20 | |||||||||
| 16 Feb | 25682.75 | 1691.5 | -51.25 | - | 0 | 0 | 20 | |||||||||
| 13 Feb | 25471.10 | 1691.5 | -51.25 | - | 0 | 0 | 20 | |||||||||
| 12 Feb | 25807.20 | 1691.5 | -51.25 | - | 2 | 0 | 20 | |||||||||
| 11 Feb | 25953.85 | 1742.75 | 184.55 | - | 0 | 0 | 20 | |||||||||
| 10 Feb | 25935.15 | 1742.75 | 184.55 | - | 0 | 0 | 20 | |||||||||
| 9 Feb | 25867.30 | 1742.75 | 184.55 | - | 2 | 0 | 20 | |||||||||
| 6 Feb | 25693.70 | 1558.2 | -47 | - | 3 | 0 | 20 | |||||||||
| 5 Feb | 25642.80 | 1605.2 | -104.55 | - | 2 | 0 | 20 | |||||||||
| 4 Feb | 25776.00 | 1709.75 | 14.1 | - | 20 | 0 | 1 | |||||||||
| 3 Feb | 25727.55 | 1695.65 | 561.95 | - | 1 | 0 | 0 | |||||||||
| 2 Feb | 25088.40 | 1130.7 | -159.2 | 6.99 | 2 | 0 | 0 | |||||||||
| 1 Feb | 24825.45 | 1289.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 25320.65 | 1289.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 25418.90 | 1289.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24550 expiring on 28APR2026
Delta for 24550 CE is 0.11
Historical price for 24550 CE is as follows
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 25.5, which was -26.700000000000003 lower than the previous day. The implied volatity was 19.09, the open interest changed by 7382 which increased total open position to 37521
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 51, which was -93.5 lower than the previous day. The implied volatity was 15.22, the open interest changed by 6625 which increased total open position to 30850
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 142.1, which was -120.15 lower than the previous day. The implied volatity was 16.52, the open interest changed by 9392 which increased total open position to 25105
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 262.5, which was 75.19999999999999 higher than the previous day. The implied volatity was 16.75, the open interest changed by 12082 which increased total open position to 15773
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 182.9, which was -7.549999999999983 lower than the previous day. The implied volatity was 18.1, the open interest changed by 795 which increased total open position to 3705
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 199, which was 50.25 higher than the previous day. The implied volatity was 15.32, the open interest changed by 484 which increased total open position to 2919
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 147.6, which was -26.450000000000017 lower than the previous day. The implied volatity was 15.7, the open interest changed by 451 which increased total open position to 2443
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 169.65, which was 60.80000000000001 higher than the previous day. The implied volatity was 15.69, the open interest changed by 744 which increased total open position to 2013
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 106.9, which was -62.5 lower than the previous day. The implied volatity was 17.37, the open interest changed by 189 which increased total open position to 1235
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 173, which was 37.5 higher than the previous day. The implied volatity was 15.99, the open interest changed by -34 which decreased total open position to 1046
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 134.95, which was -44 lower than the previous day. The implied volatity was 17.76, the open interest changed by 167 which increased total open position to 1127
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 187, which was 115.65 higher than the previous day. The implied volatity was 15.59, the open interest changed by -1734 which decreased total open position to 964
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 74, which was 1.35 higher than the previous day. The implied volatity was 19.9, the open interest changed by 525 which increased total open position to 536
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 73.4, which was 14.95 higher than the previous day. The implied volatity was 21.23, the open interest changed by 245 which increased total open position to 475
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 55.8, which was -13.35 lower than the previous day. The implied volatity was 20.25, the open interest changed by 476 which increased total open position to 480
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 68.5, which was -9.65 lower than the previous day. The implied volatity was 20.94, the open interest changed by 15 which increased total open position to 499
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 82.95, which was -47.7 lower than the previous day. The implied volatity was 24.27, the open interest changed by 478 which increased total open position to 482
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 129.7, which was -59.75 lower than the previous day. The implied volatity was 21.73, the open interest changed by 396 which increased total open position to 400
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 192.55, which was 31.9 higher than the previous day. The implied volatity was 19.33, the open interest changed by 249 which increased total open position to 297
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 165.35, which was 41.2 higher than the previous day. The implied volatity was 21.32, the open interest changed by 219 which increased total open position to 262
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 123.6, which was -44.2 lower than the previous day. The implied volatity was 23.15, the open interest changed by 323 which increased total open position to 359
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 169.1, which was 8.95 higher than the previous day. The implied volatity was 18.43, the open interest changed by -42 which decreased total open position to 379
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 164.2, which was -92.2 lower than the previous day. The implied volatity was 18.37, the open interest changed by 382 which increased total open position to 385
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 256.4, which was 10.15 higher than the previous day. The implied volatity was 14.59, the open interest changed by 482 which increased total open position to 482
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 246.25, which was 0.95 higher than the previous day. The implied volatity was 16.29, the open interest changed by -11994 which decreased total open position to 422
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 237.3, which was 9.7 higher than the previous day. The implied volatity was 17.84, the open interest changed by -3 which decreased total open position to 416
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 232.1, which was -118.7 lower than the previous day. The implied volatity was 18.71, the open interest changed by 419 which increased total open position to 419
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 342.85, which was -88.95 lower than the previous day. The implied volatity was 17.33, the open interest changed by 345 which increased total open position to 345
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 432.15, which was -170.8 lower than the previous day. The implied volatity was 17.36, the open interest changed by -2 which decreased total open position to 172
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 600.75, which was 32.9 higher than the previous day. The implied volatity was 16.01, the open interest changed by -2 which decreased total open position to 172
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 567.85, which was -150 lower than the previous day. The implied volatity was 18.76, the open interest changed by -12130 which decreased total open position to 174
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 718.3, which was -89.7 lower than the previous day. The implied volatity was 15.45, the open interest changed by -12246 which decreased total open position to 50
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 808, which was 26.95 higher than the previous day. The implied volatity was 12.94, the open interest changed by 1 which increased total open position to 48
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 749.35, which was -178.65 lower than the previous day. The implied volatity was 15.69, the open interest changed by 23 which increased total open position to 47
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 928, which was -387.85 lower than the previous day. The implied volatity was 13.4, the open interest changed by 5 which increased total open position to 26
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 1315.85, which was -250.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 1315.85, which was -250.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 1315.85, which was -250.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 1315.85, which was -250.85 lower than the previous day. The implied volatity was 5.49, the open interest changed by 0 which decreased total open position to 20
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 1566.7, which was 92.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 1473.15, which was 117.35 higher than the previous day. The implied volatity was 7.58, the open interest changed by 0 which decreased total open position to 20
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 1354.15, which was -237.2 lower than the previous day. The implied volatity was 8.72, the open interest changed by 0 which decreased total open position to 20
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 1591.35, which was -101.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 1591.35, which was -101.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 1691.5, which was -51.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 1691.5, which was -51.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 1691.5, which was -51.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 1742.75, which was 184.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 1742.75, which was 184.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 1742.75, which was 184.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 1558.2, which was -47 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 1605.2, which was -104.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 1709.75, which was 14.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 1695.65, which was 561.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 1130.7, which was -159.2 lower than the previous day. The implied volatity was 6.99, the open interest changed by 0 which decreased total open position to 0
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 1289.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 1289.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 1289.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTY 28-Apr-2026 (4d) 24550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 0.04
Theta: -4.33
Gamma: 0.00034
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23897.95 | 643 | 204.60000000000002 | 16.8 | 7,043 | -1,117 | 8,389 |
| 23 Apr | 24173.05 | 438.75 | 125.5 | 16.93 | 24,055 | -2,615 | 9,952 |
| 22 Apr | 24378.10 | 301.4 | 77.84999999999997 | 16.53 | 2,02,366 | -6,906 | 13,175 |
| 21 Apr | 24576.60 | 226.6 | -171.54999999999998 | 18.32 | 1,33,911 | 19,251 | 20,093 |
| 20 Apr | 24364.85 | 416 | 48.5 | 21.24 | 5,809 | 140 | 906 |
| 17 Apr | 24353.55 | 360 | -137.60000000000002 | 16.5 | 1,046 | 492 | 763 |
| 16 Apr | 24196.75 | 503.65 | 29.099999999999966 | 18.1 | 511 | 60 | 279 |
| 15 Apr | 24231.30 | 484.7 | -290.40000000000003 | 17.28 | 788 | 95 | 217 |
| 13 Apr | 23842.65 | 775.1 | 166.55000000000007 | 18.54 | 26 | 0 | 141 |
| 10 Apr | 24050.60 | 610 | -233.14999999999998 | 16.63 | 26 | 1 | 141 |
| 9 Apr | 23775.10 | 843.15 | 188.44999999999993 | 16.64 | 21 | 1 | 141 |
| 8 Apr | 23997.35 | 657 | -778 | 18.8 | 84 | -21,401 | 138 |
| 7 Apr | 23123.65 | 1420 | -173.55 | 24.94 | 11 | -21,444 | 111 |
| 6 Apr | 22968.25 | 1593.55 | -207.55 | 26.8 | 17 | 108 | 111 |
| 2 Apr | 22713.10 | 1801.1 | -183.9 | - | 0 | 0 | 116 |
| 1 Apr | 22679.40 | 1801.1 | -183.9 | 25.73 | 1 | 0 | 117 |
| 30 Mar | 22331.40 | 1985 | 237.65 | 15.08 | 22 | -21,443 | 117 |
| 27 Mar | 22819.60 | 1747.35 | 446.1 | 27.98 | 105 | 117 | 117 |
| 25 Mar | 23306.45 | 1301.25 | -678.2 | 23.25 | 3 | 57 | 57 |
| 24 Mar | 22912.40 | 1979.45 | 590.05 | - | 0 | 59 | 59 |
| 23 Mar | 22512.65 | 1979.45 | 590.05 | 25.42 | 52 | 59 | 59 |
| 20 Mar | 23114.50 | 1389.4 | -75.65 | 21.27 | 4 | -2 | 105 |
| 19 Mar | 23002.15 | 1465.05 | 612.3 | 22.93 | 17 | 110 | 110 |
| 18 Mar | 23777.80 | 852.75 | -338.4 | 17.44 | 112 | -12,163 | 123 |
| 17 Mar | 23581.15 | 1230 | -168.35 | - | 12 | 0 | 92 |
| 16 Mar | 23408.80 | 1230 | -168.35 | 20.97 | 12 | 92 | 92 |
| 13 Mar | 23151.10 | 1398.35 | 409.6 | 22.12 | 77 | -12,211 | 99 |
| 12 Mar | 23639.15 | 975.65 | 109.3 | 18.47 | 243 | -12,200 | 110 |
| 11 Mar | 23866.85 | 865 | 281.05 | 18.94 | 7 | 0 | 134 |
| 10 Mar | 24261.60 | 585.85 | -291.05 | 17.44 | 52 | -33 | 133 |
| 9 Mar | 24028.05 | 876.9 | 318.5 | 21.56 | 90 | -39 | 166 |
| 6 Mar | 24450.45 | 541 | 139.9 | 18.08 | 261 | 74 | 201 |
| 5 Mar | 24765.90 | 408.5 | -153.65 | 17.21 | 43 | 4 | 128 |
| 4 Mar | 24480.50 | 561.5 | 228.35 | 18.52 | 349 | 37 | 137 |
| 2 Mar | 24865.70 | 329.1 | 144.25 | 15.79 | 1,000 | -64 | 99 |
| 27 Feb | 25178.65 | 188.35 | 56.65 | 14.04 | 55 | 2 | 164 |
| 26 Feb | 25496.55 | 130.8 | -9.75 | 14.04 | 59 | -27 | 162 |
| 25 Feb | 25482.50 | 140.55 | -9.05 | 14.23 | 147 | -12 | 190 |
| 24 Feb | 25424.65 | 150.5 | 26.5 | 14.42 | 90 | 13 | 202 |
| 23 Feb | 25713.00 | 123.85 | -18.6 | 14.85 | 127 | 43 | 190 |
| 20 Feb | 25571.25 | 143.5 | 18.6 | 14.57 | 23 | -11 | 149 |
| 19 Feb | 25454.35 | 124.9 | 20.45 | 12.9 | 29 | 3 | 159 |
| 18 Feb | 25819.35 | 104.45 | -13.85 | 14.27 | 42 | 11 | 156 |
| 17 Feb | 25725.40 | 119.9 | -6.1 | 14.35 | 101 | 71 | 144 |
| 16 Feb | 25682.75 | 126 | -0.5 | 14.34 | 30 | 29 | 73 |
| 13 Feb | 25471.10 | 126.5 | 31.15 | 12.93 | 35 | 17 | 43 |
| 12 Feb | 25807.20 | 94.6 | -2.2 | 13.46 | 5 | 0 | 26 |
| 11 Feb | 25953.85 | 97.6 | -22.9 | - | 0 | 0 | 26 |
| 10 Feb | 25935.15 | 97.6 | -22.9 | - | 0 | 0 | 26 |
| 9 Feb | 25867.30 | 97.6 | -22.9 | 13.76 | 15 | 4 | 30 |
| 6 Feb | 25693.70 | 120.5 | -3.3 | 13.56 | 4 | 2 | 26 |
| 5 Feb | 25642.80 | 123.8 | 10.45 | 13.47 | 24 | 13 | 22 |
| 4 Feb | 25776.00 | 113.35 | -15 | 13.53 | 4 | 0 | 9 |
| 3 Feb | 25727.55 | 128.35 | -69.6 | 13.91 | 5 | 0 | 13 |
| 2 Feb | 25088.40 | 197.95 | -8.3 | - | 0 | 0 | 13 |
| 1 Feb | 24825.45 | 197.95 | -8.3 | 10.97 | 15 | 7 | 10 |
| 30 Jan | 25320.65 | 205.8 | -82.75 | 14.06 | 4 | 3 | 3 |
| 29 Jan | 25418.90 | 288.55 | 0 | 2.8 | 0 | 0 | 0 |
For Nifty - strike price 24550 expiring on 28APR2026
Delta for 24550 PE is -0.92
Historical price for 24550 PE is as follows
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 643, which was 204.60000000000002 higher than the previous day. The implied volatity was 16.8, the open interest changed by -1117 which decreased total open position to 8389
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 438.75, which was 125.5 higher than the previous day. The implied volatity was 16.93, the open interest changed by -2615 which decreased total open position to 9952
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 301.4, which was 77.84999999999997 higher than the previous day. The implied volatity was 16.53, the open interest changed by -6906 which decreased total open position to 13175
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 226.6, which was -171.54999999999998 lower than the previous day. The implied volatity was 18.32, the open interest changed by 19251 which increased total open position to 20093
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 416, which was 48.5 higher than the previous day. The implied volatity was 21.24, the open interest changed by 140 which increased total open position to 906
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 360, which was -137.60000000000002 lower than the previous day. The implied volatity was 16.5, the open interest changed by 492 which increased total open position to 763
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 503.65, which was 29.099999999999966 higher than the previous day. The implied volatity was 18.1, the open interest changed by 60 which increased total open position to 279
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 484.7, which was -290.40000000000003 lower than the previous day. The implied volatity was 17.28, the open interest changed by 95 which increased total open position to 217
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 775.1, which was 166.55000000000007 higher than the previous day. The implied volatity was 18.54, the open interest changed by 0 which decreased total open position to 141
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 610, which was -233.14999999999998 lower than the previous day. The implied volatity was 16.63, the open interest changed by 1 which increased total open position to 141
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 843.15, which was 188.44999999999993 higher than the previous day. The implied volatity was 16.64, the open interest changed by 1 which increased total open position to 141
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 657, which was -778 lower than the previous day. The implied volatity was 18.8, the open interest changed by -21401 which decreased total open position to 138
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1420, which was -173.55 lower than the previous day. The implied volatity was 24.94, the open interest changed by -21444 which decreased total open position to 111
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1593.55, which was -207.55 lower than the previous day. The implied volatity was 26.8, the open interest changed by 108 which increased total open position to 111
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1801.1, which was -183.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 116
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1801.1, which was -183.9 lower than the previous day. The implied volatity was 25.73, the open interest changed by 0 which decreased total open position to 117
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1985, which was 237.65 higher than the previous day. The implied volatity was 15.08, the open interest changed by -21443 which decreased total open position to 117
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1747.35, which was 446.1 higher than the previous day. The implied volatity was 27.98, the open interest changed by 117 which increased total open position to 117
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1301.25, which was -678.2 lower than the previous day. The implied volatity was 23.25, the open interest changed by 57 which increased total open position to 57
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1979.45, which was 590.05 higher than the previous day. The implied volatity was -, the open interest changed by 59 which increased total open position to 59
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1979.45, which was 590.05 higher than the previous day. The implied volatity was 25.42, the open interest changed by 59 which increased total open position to 59
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1389.4, which was -75.65 lower than the previous day. The implied volatity was 21.27, the open interest changed by -2 which decreased total open position to 105
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1465.05, which was 612.3 higher than the previous day. The implied volatity was 22.93, the open interest changed by 110 which increased total open position to 110
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 852.75, which was -338.4 lower than the previous day. The implied volatity was 17.44, the open interest changed by -12163 which decreased total open position to 123
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1230, which was -168.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 92
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1230, which was -168.35 lower than the previous day. The implied volatity was 20.97, the open interest changed by 92 which increased total open position to 92
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1398.35, which was 409.6 higher than the previous day. The implied volatity was 22.12, the open interest changed by -12211 which decreased total open position to 99
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 975.65, which was 109.3 higher than the previous day. The implied volatity was 18.47, the open interest changed by -12200 which decreased total open position to 110
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 865, which was 281.05 higher than the previous day. The implied volatity was 18.94, the open interest changed by 0 which decreased total open position to 134
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 585.85, which was -291.05 lower than the previous day. The implied volatity was 17.44, the open interest changed by -33 which decreased total open position to 133
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 876.9, which was 318.5 higher than the previous day. The implied volatity was 21.56, the open interest changed by -39 which decreased total open position to 166
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 541, which was 139.9 higher than the previous day. The implied volatity was 18.08, the open interest changed by 74 which increased total open position to 201
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 408.5, which was -153.65 lower than the previous day. The implied volatity was 17.21, the open interest changed by 4 which increased total open position to 128
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 561.5, which was 228.35 higher than the previous day. The implied volatity was 18.52, the open interest changed by 37 which increased total open position to 137
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 329.1, which was 144.25 higher than the previous day. The implied volatity was 15.79, the open interest changed by -64 which decreased total open position to 99
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 188.35, which was 56.65 higher than the previous day. The implied volatity was 14.04, the open interest changed by 2 which increased total open position to 164
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 130.8, which was -9.75 lower than the previous day. The implied volatity was 14.04, the open interest changed by -27 which decreased total open position to 162
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 140.55, which was -9.05 lower than the previous day. The implied volatity was 14.23, the open interest changed by -12 which decreased total open position to 190
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 150.5, which was 26.5 higher than the previous day. The implied volatity was 14.42, the open interest changed by 13 which increased total open position to 202
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 123.85, which was -18.6 lower than the previous day. The implied volatity was 14.85, the open interest changed by 43 which increased total open position to 190
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 143.5, which was 18.6 higher than the previous day. The implied volatity was 14.57, the open interest changed by -11 which decreased total open position to 149
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 124.9, which was 20.45 higher than the previous day. The implied volatity was 12.9, the open interest changed by 3 which increased total open position to 159
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 104.45, which was -13.85 lower than the previous day. The implied volatity was 14.27, the open interest changed by 11 which increased total open position to 156
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 119.9, which was -6.1 lower than the previous day. The implied volatity was 14.35, the open interest changed by 71 which increased total open position to 144
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 126, which was -0.5 lower than the previous day. The implied volatity was 14.34, the open interest changed by 29 which increased total open position to 73
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 126.5, which was 31.15 higher than the previous day. The implied volatity was 12.93, the open interest changed by 17 which increased total open position to 43
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 94.6, which was -2.2 lower than the previous day. The implied volatity was 13.46, the open interest changed by 0 which decreased total open position to 26
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 97.6, which was -22.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 97.6, which was -22.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 97.6, which was -22.9 lower than the previous day. The implied volatity was 13.76, the open interest changed by 4 which increased total open position to 30
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 120.5, which was -3.3 lower than the previous day. The implied volatity was 13.56, the open interest changed by 2 which increased total open position to 26
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 123.8, which was 10.45 higher than the previous day. The implied volatity was 13.47, the open interest changed by 13 which increased total open position to 22
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 113.35, which was -15 lower than the previous day. The implied volatity was 13.53, the open interest changed by 0 which decreased total open position to 9
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 128.35, which was -69.6 lower than the previous day. The implied volatity was 13.91, the open interest changed by 0 which decreased total open position to 13
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 197.95, which was -8.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 197.95, which was -8.3 lower than the previous day. The implied volatity was 10.97, the open interest changed by 7 which increased total open position to 10
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 205.8, which was -82.75 lower than the previous day. The implied volatity was 14.06, the open interest changed by 3 which increased total open position to 3
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 288.55, which was 0 lower than the previous day. The implied volatity was 2.8, the open interest changed by 0 which decreased total open position to 0
