Historical option data for NIFTY
19 Jun 2026 04:10 PM IST
| NIFTY 30-Jun-2026 (9d) 24550 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.16
Vega: 0.1
Theta: -5.85
Gamma: 0.00053
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Jun | 24013.10 | 38.8 | -22.2 (-36.39%) | 10.86 | 17,733 | 1,001 | 4,860 | |||||||||
| 18 Jun | 24168.00 | 66.1 | 6.1 (10.17%) | 10.39 | 17,556 | 624 | 3,903 | |||||||||
| 17 Jun | 24085.70 | 59.85 | 9.85 (19.70%) | 11.04 | 9,765 | 1,032 | 3,286 | |||||||||
| 16 Jun | 23989.15 | 50.85 | -7.15 (-12.33%) | 11.19 | 4,319 | 242 | 2,270 | |||||||||
| 15 Jun | 23853.90 | 58.6 | 17.6 (42.93%) | 13.34 | 5,389 | 486 | 2,049 | |||||||||
| 12 Jun | 23622.90 | 45.5 | 29.5 (184.38%) | 13.68 | 3,881 | 146 | 1,555 | |||||||||
| 11 Jun | 23161.60 | 15.8 | -4.2 (-21.00%) | 14.29 | 4,378 | 278 | 1,413 | |||||||||
| 10 Jun | 23214.95 | 19.5 | -7.5 (-27.78%) | 14.19 | 1,110 | 67 | 1,139 | |||||||||
| 9 Jun | 23242.10 | 27.7 | -2.3 (-7.67%) | 14.58 | 1,396 | -98 | 1,071 | |||||||||
| 8 Jun | 23123.00 | 29.35 | -18.65 (-38.85%) | 15.88 | 1,525 | -96 | 1,178 | |||||||||
| 5 Jun | 23366.70 | 44.8 | -16.2 (-26.56%) | 13.88 | 2,248 | -62 | 1,260 | |||||||||
| 4 Jun | 23416.55 | 62.45 | -5.55 (-8.16%) | 14.27 | 1,137 | 263 | 1,325 | |||||||||
| 3 Jun | 23405.60 | 66.75 | -1.25 (-1.84%) | 14.75 | 2,252 | 74 | 1,050 | |||||||||
| 2 Jun | 23483.55 | 68.05 | 4.05 (6.33%) | 13.29 | 1,908 | 199 | 979 | |||||||||
| 1 Jun | 23382.60 | 61.6 | -53.4 (-46.43%) | 13.94 | 1,611 | 153 | 778 | |||||||||
| 29 May | 23547.75 | 114.4 | -48.6 (-29.82%) | 14 | 1,345 | 49 | 623 | |||||||||
| 27 May | 23907.15 | 169.4 | -9.6 (-5.36%) | 12.41 | 857 | 68 | 576 | |||||||||
| 26 May | 23913.70 | 176.15 | -58.85 (-25.04%) | 12.32 | 536 | 26 | 506 | |||||||||
| 25 May | 24031.70 | 249.5 | 59.5 (31.32%) | 13.34 | 390 | 63 | 480 | |||||||||
| 22 May | 23719.30 | 200.55 | 13.55 (7.25%) | 14.42 | 470 | -21 | 415 | |||||||||
| 21 May | 23654.70 | 185.7 | -21.3 (-10.29%) | 14.8 | 435 | 53 | 435 | |||||||||
| 20 May | 23659.00 | 208.1 | 6.1 (3.02%) | 15.15 | 382 | 99 | 389 | |||||||||
| 19 May | 23618.00 | 199.55 | -34.45 (-14.72%) | 15.3 | 347 | 37 | 289 | |||||||||
| 18 May | 23649.95 | 228.35 | -9.65 (-4.05%) | 15.68 | 568 | -10 | 250 | |||||||||
| 15 May | 23643.50 | 241.1 | -19.95 (-7.64%) | 15.35 | 203 | 2 | 255 | |||||||||
| 14 May | 23689.60 | 269.35 | 56.85 (26.75%) | 15.79 | 160 | 10 | 234 | |||||||||
| 13 May | 23412.60 | 215 | 9.45 (4.60%) | 0 | 364 | -12 | 222 | |||||||||
| 12 May | 23379.55 | 214 | -123.15 (-36.53%) | 0 | 547 | 77 | 234 | |||||||||
| 11 May | 23815.85 | 328.15 | -138.6 (-29.69%) | 0 | 138 | 19 | 157 | |||||||||
| 8 May | 24176.15 | 466.75 | -78.45 (-14.39%) | 15 | 34 | -4 | 138 | |||||||||
| 7 May | 24326.65 | 546.25 | -37.55 (-6.43%) | 14.77 | 80 | 25 | 139 | |||||||||
| 6 May | 24330.95 | 588.05 | 134.8 (29.74%) | 15.79 | 62 | 3 | 107 | |||||||||
| 5 May | 24032.80 | 456.5 | -43.95 (-8.78%) | 15.63 | 33 | -3 | 104 | |||||||||
| 4 May | 24119.30 | 500.45 | 11.05 (2.26%) | 15.76 | 34 | 16 | 108 | |||||||||
| 30 Apr | 23997.55 | 489.4 | -54.2 (-9.97%) | 16.05 | 50 | 8 | 100 | |||||||||
| 29 Apr | 24177.65 | 536.3 | 60.55 (12.73%) | 15.36 | 35 | 14 | 92 | |||||||||
| 28 Apr | 23995.70 | 475.85 | -95.25 (-16.68%) | 15.88 | 3 | 0 | 77 | |||||||||
| 27 Apr | 24092.70 | 571.1 | 44.7 (8.49%) | 16.47 | 40 | -13 | 78 | |||||||||
| 24 Apr | 23897.95 | 526.4 | -81.3 (-13.38%) | 16.86 | 24 | 5 | 92 | |||||||||
| 23 Apr | 24173.05 | 607.7 | -120.3 (-16.52%) | 16.04 | 62 | 11 | 88 | |||||||||
| 22 Apr | 24378.10 | 728 | -88.9 (-10.88%) | 16.16 | 13 | 7 | 77 | |||||||||
| 21 Apr | 24576.60 | 821.7 | 111.65 (15.72%) | 15.61 | 63 | -6 | 70 | |||||||||
| 20 Apr | 24364.85 | 707.45 | 15.9 (2.30%) | 15.98 | 29 | 14 | 75 | |||||||||
| 17 Apr | 24353.55 | 691.55 | 32.7 (4.96%) | 15.73 | 10 | 1 | 61 | |||||||||
| 16 Apr | 24196.75 | 658.8 | -29.9 (-4.34%) | 15.86 | 27 | -11 | 61 | |||||||||
| 15 Apr | 24231.30 | 688.7 | 117.25 (20.52%) | 16.19 | 32 | -22 | 73 | |||||||||
| 13 Apr | 23842.65 | 571.45 | -31.4 (-5.21%) | 16.98 | 31 | 20 | 96 | |||||||||
| 10 Apr | 24050.60 | 602.85 | 30.1 (5.26%) | 15.92 | 3 | 0 | 77 | |||||||||
| 9 Apr | 23775.10 | 572.75 | -64.7 (-10.15%) | 16.97 | 3 | 0 | 77 | |||||||||
| 8 Apr | 23997.35 | 640 | 234.35 (57.77%) | 13.85 | 112 | 13 | 77 | |||||||||
| 7 Apr | 23123.65 | 411.55 | 30.2 (7.92%) | 16.99 | 29 | 0 | 64 | |||||||||
| 6 Apr | 22968.25 | 381.35 | 50.8 (15.37%) | 17.52 | 4 | 0 | 65 | |||||||||
| 2 Apr | 22713.10 | 336.2 | 146.2 (76.95%) | 17.76 | 147 | 66 | 66 | |||||||||
For Nifty - strike price 24550 expiring on 30JUN2026
Delta for 24550 CE is 0.16
Historical price for 24550 CE is as follows
On 19 Jun NIFTY was trading at 24013.10. The strike last trading price was 38.8, which was -22.2 lower than the previous day. The implied volatity was 10.86, the open interest changed by 1001 which increased total open position to 4860
On 18 Jun NIFTY was trading at 24168.00. The strike last trading price was 66.1, which was 6.1 higher than the previous day. The implied volatity was 10.39, the open interest changed by 624 which increased total open position to 3903
On 17 Jun NIFTY was trading at 24085.70. The strike last trading price was 59.85, which was 9.85 higher than the previous day. The implied volatity was 11.04, the open interest changed by 1032 which increased total open position to 3286
On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 50.85, which was -7.15 lower than the previous day. The implied volatity was 11.19, the open interest changed by 242 which increased total open position to 2270
On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 58.6, which was 17.6 higher than the previous day. The implied volatity was 13.34, the open interest changed by 486 which increased total open position to 2049
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 45.5, which was 29.5 higher than the previous day. The implied volatity was 13.68, the open interest changed by 146 which increased total open position to 1555
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 15.8, which was -4.2 lower than the previous day. The implied volatity was 14.29, the open interest changed by 278 which increased total open position to 1413
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 19.5, which was -7.5 lower than the previous day. The implied volatity was 14.19, the open interest changed by 67 which increased total open position to 1139
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 27.7, which was -2.3 lower than the previous day. The implied volatity was 14.58, the open interest changed by -98 which decreased total open position to 1071
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 29.35, which was -18.65 lower than the previous day. The implied volatity was 15.88, the open interest changed by -96 which decreased total open position to 1178
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 44.8, which was -16.2 lower than the previous day. The implied volatity was 13.88, the open interest changed by -62 which decreased total open position to 1260
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 62.45, which was -5.55 lower than the previous day. The implied volatity was 14.27, the open interest changed by 263 which increased total open position to 1325
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 66.75, which was -1.25 lower than the previous day. The implied volatity was 14.75, the open interest changed by 74 which increased total open position to 1050
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 68.05, which was 4.05 higher than the previous day. The implied volatity was 13.29, the open interest changed by 199 which increased total open position to 979
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 61.6, which was -53.4 lower than the previous day. The implied volatity was 13.94, the open interest changed by 153 which increased total open position to 778
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 114.4, which was -48.6 lower than the previous day. The implied volatity was 14, the open interest changed by 49 which increased total open position to 623
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 169.4, which was -9.6 lower than the previous day. The implied volatity was 12.41, the open interest changed by 68 which increased total open position to 576
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 176.15, which was -58.85 lower than the previous day. The implied volatity was 12.32, the open interest changed by 26 which increased total open position to 506
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 249.5, which was 59.5 higher than the previous day. The implied volatity was 13.34, the open interest changed by 63 which increased total open position to 480
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 200.55, which was 13.55 higher than the previous day. The implied volatity was 14.42, the open interest changed by -21 which decreased total open position to 415
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 185.7, which was -21.3 lower than the previous day. The implied volatity was 14.8, the open interest changed by 53 which increased total open position to 435
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 208.1, which was 6.1 higher than the previous day. The implied volatity was 15.15, the open interest changed by 99 which increased total open position to 389
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 199.55, which was -34.45 lower than the previous day. The implied volatity was 15.3, the open interest changed by 37 which increased total open position to 289
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 228.35, which was -9.65 lower than the previous day. The implied volatity was 15.68, the open interest changed by -10 which decreased total open position to 250
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 241.1, which was -19.95 lower than the previous day. The implied volatity was 15.35, the open interest changed by 2 which increased total open position to 255
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 269.35, which was 56.85 higher than the previous day. The implied volatity was 15.79, the open interest changed by 10 which increased total open position to 234
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 215, which was 9.45 higher than the previous day. The implied volatity was 0, the open interest changed by -12 which decreased total open position to 222
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 214, which was -123.15 lower than the previous day. The implied volatity was 0, the open interest changed by 77 which increased total open position to 234
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 328.15, which was -138.6 lower than the previous day. The implied volatity was 0, the open interest changed by 19 which increased total open position to 157
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 466.75, which was -78.45 lower than the previous day. The implied volatity was 15, the open interest changed by -4 which decreased total open position to 138
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 546.25, which was -37.55 lower than the previous day. The implied volatity was 14.77, the open interest changed by 25 which increased total open position to 139
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 588.05, which was 134.8 higher than the previous day. The implied volatity was 15.79, the open interest changed by 3 which increased total open position to 107
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 456.5, which was -43.95 lower than the previous day. The implied volatity was 15.63, the open interest changed by -3 which decreased total open position to 104
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 500.45, which was 11.05 higher than the previous day. The implied volatity was 15.76, the open interest changed by 16 which increased total open position to 108
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 489.4, which was -54.2 lower than the previous day. The implied volatity was 16.05, the open interest changed by 8 which increased total open position to 100
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 536.3, which was 60.55 higher than the previous day. The implied volatity was 15.36, the open interest changed by 14 which increased total open position to 92
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 475.85, which was -95.25 lower than the previous day. The implied volatity was 15.88, the open interest changed by 0 which decreased total open position to 77
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 571.1, which was 44.7 higher than the previous day. The implied volatity was 16.47, the open interest changed by -13 which decreased total open position to 78
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 526.4, which was -81.3 lower than the previous day. The implied volatity was 16.86, the open interest changed by 5 which increased total open position to 92
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 607.7, which was -120.3 lower than the previous day. The implied volatity was 16.04, the open interest changed by 11 which increased total open position to 88
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 728, which was -88.9 lower than the previous day. The implied volatity was 16.16, the open interest changed by 7 which increased total open position to 77
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 821.7, which was 111.65 higher than the previous day. The implied volatity was 15.61, the open interest changed by -6 which decreased total open position to 70
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 707.45, which was 15.9 higher than the previous day. The implied volatity was 15.98, the open interest changed by 14 which increased total open position to 75
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 691.55, which was 32.7 higher than the previous day. The implied volatity was 15.73, the open interest changed by 1 which increased total open position to 61
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 658.8, which was -29.9 lower than the previous day. The implied volatity was 15.86, the open interest changed by -11 which decreased total open position to 61
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 688.7, which was 117.25 higher than the previous day. The implied volatity was 16.19, the open interest changed by -22 which decreased total open position to 73
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 571.45, which was -31.4 lower than the previous day. The implied volatity was 16.98, the open interest changed by 20 which increased total open position to 96
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 602.85, which was 30.1 higher than the previous day. The implied volatity was 15.92, the open interest changed by 0 which decreased total open position to 77
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 572.75, which was -64.7 lower than the previous day. The implied volatity was 16.97, the open interest changed by 0 which decreased total open position to 77
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 640, which was 234.35 higher than the previous day. The implied volatity was 13.85, the open interest changed by 13 which increased total open position to 77
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 411.55, which was 30.2 higher than the previous day. The implied volatity was 16.99, the open interest changed by 0 which decreased total open position to 64
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 381.35, which was 50.8 higher than the previous day. The implied volatity was 17.52, the open interest changed by 0 which decreased total open position to 65
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 336.2, which was 146.2 higher than the previous day. The implied volatity was 17.76, the open interest changed by 66 which increased total open position to 66
| NIFTY 30-Jun-2026 (9d) 24550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 0.09
Theta: -0.77
Gamma: 0.0005
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Jun | 24013.10 | 508.4 | 93.5 (22.54%) | 9.72 | 72 | -10 | 193 |
| 18 Jun | 24168.00 | 410.65 | -100.1 (-19.60%) | 11.81 | 82 | 43 | 202 |
| 17 Jun | 24085.70 | 513.5 | -79.55 (-13.41%) | 13.65 | 122 | 31 | 158 |
| 16 Jun | 23989.15 | 590.4 | -56.6 (-8.75%) | 13.78 | 11 | 4 | 125 |
| 15 Jun | 23853.90 | 647 | -507.95 (-43.98%) | 12.91 | 13 | -7 | 121 |
| 12 Jun | 23622.90 | 1154.95 | 0 (0.00%) | 17.79 | 1 | -1 | 128 |
| 11 Jun | 23161.60 | 1154.95 | 1154.95 | - | 9 | 0 | 129 |
| 10 Jun | 23214.95 | 1154.95 | 1154.95 | - | 9 | 0 | 129 |
| 9 Jun | 23242.10 | 1154.95 | 1154.95 | - | 9 | 0 | 129 |
| 8 Jun | 23123.00 | 1154.95 | 1154.95 | - | 9 | 0 | 129 |
| 5 Jun | 23366.70 | 1157.15 | 122.35 (11.82%) | 13.24 | 9 | -6 | 129 |
| 4 Jun | 23416.55 | 1034.8 | 1034.8 (5.12%) | 12.28 | 17 | 0 | 135 |
| 3 Jun | 23405.60 | 1034.8 | 50.4 (5.12%) | 12.28 | 17 | -6 | 136 |
| 2 Jun | 23483.55 | 984.4 | -134.9 (-12.05%) | 9.42 | 1 | 0 | 143 |
| 1 Jun | 23382.60 | 1131 | 231.75 (25.77%) | 14.37 | 10 | -3 | 145 |
| 29 May | 23547.75 | 914.85 | 215.35 (30.79%) | 10.46 | 39 | -13 | 149 |
| 27 May | 23907.15 | 685.7 | -46.5 (-6.35%) | 13.02 | 16 | -5 | 163 |
| 26 May | 23913.70 | 723.45 | 57.05 (8.56%) | 14.61 | 43 | 8 | 168 |
| 25 May | 24031.70 | 655.4 | -274.2 (-29.50%) | 14.16 | 45 | 7 | 160 |
| 22 May | 23719.30 | 932 | -71.9 (-7.16%) | 16.19 | 16 | 11 | 151 |
| 21 May | 23654.70 | 1003.85 | 16.3 (1.65%) | 17.14 | 33 | 6 | 142 |
| 20 May | 23659.00 | 987.7 | -44.7 (-4.33%) | 16.96 | 15 | 0 | 138 |
| 19 May | 23618.00 | 1041.45 | 41.5 (4.15%) | 17.22 | 42 | 30 | 140 |
| 18 May | 23649.95 | 1031.6 | -6.1 (-0.59%) | 17.64 | 36 | -14 | 111 |
| 15 May | 23643.50 | 1048.35 | 55.25 (5.56%) | 17.95 | 30 | 17 | 126 |
| 14 May | 23689.60 | 993.1 | -156.85 (-13.64%) | 17.59 | 66 | 9 | 110 |
| 13 May | 23412.60 | 1149.95 | 24.5 (2.18%) | 0 | 30 | -3 | 102 |
| 12 May | 23379.55 | 1125.45 | 443.75 (65.09%) | 0 | 22 | -7 | 105 |
| 11 May | 23815.85 | 681.7 | 0 (0.00%) | 0 | 0 | 0 | 112 |
| 8 May | 24176.15 | 681.7 | 90.95 (15.40%) | 15.83 | 4 | 0 | 113 |
| 7 May | 24326.65 | 601.15 | 41 (7.32%) | 15.32 | 28 | 22 | 112 |
| 6 May | 24330.95 | 561.4 | -217.75 (-27.95%) | 14.65 | 31 | -12 | 90 |
| 5 May | 24032.80 | 779.15 | 121.8 (18.53%) | 16.22 | 9 | -3 | 102 |
| 4 May | 24119.30 | 657.35 | -223.5 (-25.37%) | 15.19 | 2 | -11 | 105 |
| 30 Apr | 23997.55 | 880.85 | 266.2 (43.31%) | 16.57 | 16 | -9 | 107 |
| 29 Apr | 24177.65 | 614.65 | -133.05 (-17.79%) | 14.9 | 25 | 12 | 107 |
| 28 Apr | 23995.70 | 746.65 | 746.65 (-14.98%) | 15.6 | 0 | 0 | 95 |
| 27 Apr | 24092.70 | 746.65 | -131.6 (-14.98%) | 15.6 | 15 | -2 | 95 |
| 24 Apr | 23897.95 | 878.25 | 138.65 (18.75%) | 15.97 | 6 | -3 | 97 |
| 23 Apr | 24173.05 | 739.6 | 132.65 (21.86%) | 15.98 | 31 | 2 | 107 |
| 22 Apr | 24378.10 | 606.95 | 84.25 (16.12%) | 15.64 | 21 | 1 | 105 |
| 21 Apr | 24576.60 | 524.9 | -92.6 (-15.00%) | 15.33 | 95 | 46 | 103 |
| 20 Apr | 24364.85 | 617.5 | -57.5 (-8.52%) | 15.76 | 39 | 15 | 57 |
| 17 Apr | 24353.55 | 675 | -15.85 (-2.29%) | 15.28 | 2 | 0 | 40 |
| 16 Apr | 24196.75 | 690.85 | -14.8 (-2.10%) | 15.3 | 14 | 7 | 39 |
| 15 Apr | 24231.30 | 705 | -230.7 (-24.66%) | 15.34 | 49 | 17 | 31 |
| 13 Apr | 23842.65 | 935.7 | 935.7 | - | 0 | 0 | 14 |
| 10 Apr | 24050.60 | 935.7 | 935.7 (12.05%) | 15.25 | 0 | 0 | 14 |
| 9 Apr | 23775.10 | 935.7 | 100.6 (12.05%) | 15.25 | 8 | 6 | 12 |
| 8 Apr | 23997.35 | 838 | -771.65 (-47.94%) | 18.5 | 5 | 2 | 3 |
| 7 Apr | 23123.65 | 1609.65 | -359.2 (-18.24%) | 25.04 | 1 | 0 | 0 |
| 6 Apr | 22968.25 | 1968.85 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 22713.10 | 1968.85 | 0 (0.00%) | - | 0 | 0 | 0 |
For Nifty - strike price 24550 expiring on 30JUN2026
Delta for 24550 PE is -0.88
Historical price for 24550 PE is as follows
On 19 Jun NIFTY was trading at 24013.10. The strike last trading price was 508.4, which was 93.5 higher than the previous day. The implied volatity was 9.72, the open interest changed by -10 which decreased total open position to 193
On 18 Jun NIFTY was trading at 24168.00. The strike last trading price was 410.65, which was -100.1 lower than the previous day. The implied volatity was 11.81, the open interest changed by 43 which increased total open position to 202
On 17 Jun NIFTY was trading at 24085.70. The strike last trading price was 513.5, which was -79.55 lower than the previous day. The implied volatity was 13.65, the open interest changed by 31 which increased total open position to 158
On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 590.4, which was -56.6 lower than the previous day. The implied volatity was 13.78, the open interest changed by 4 which increased total open position to 125
On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 647, which was -507.95 lower than the previous day. The implied volatity was 12.91, the open interest changed by -7 which decreased total open position to 121
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 1154.95, which was 0 lower than the previous day. The implied volatity was 17.79, the open interest changed by -1 which decreased total open position to 128
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 1154.95, which was 1154.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 129
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 1154.95, which was 1154.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 129
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 1154.95, which was 1154.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 129
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 1154.95, which was 1154.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 129
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 1157.15, which was 122.35 higher than the previous day. The implied volatity was 13.24, the open interest changed by -6 which decreased total open position to 129
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 1034.8, which was 1034.8 higher than the previous day. The implied volatity was 12.28, the open interest changed by 0 which decreased total open position to 135
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 1034.8, which was 50.4 higher than the previous day. The implied volatity was 12.28, the open interest changed by -6 which decreased total open position to 136
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 984.4, which was -134.9 lower than the previous day. The implied volatity was 9.42, the open interest changed by 0 which decreased total open position to 143
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 1131, which was 231.75 higher than the previous day. The implied volatity was 14.37, the open interest changed by -3 which decreased total open position to 145
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 914.85, which was 215.35 higher than the previous day. The implied volatity was 10.46, the open interest changed by -13 which decreased total open position to 149
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 685.7, which was -46.5 lower than the previous day. The implied volatity was 13.02, the open interest changed by -5 which decreased total open position to 163
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 723.45, which was 57.05 higher than the previous day. The implied volatity was 14.61, the open interest changed by 8 which increased total open position to 168
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 655.4, which was -274.2 lower than the previous day. The implied volatity was 14.16, the open interest changed by 7 which increased total open position to 160
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 932, which was -71.9 lower than the previous day. The implied volatity was 16.19, the open interest changed by 11 which increased total open position to 151
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 1003.85, which was 16.3 higher than the previous day. The implied volatity was 17.14, the open interest changed by 6 which increased total open position to 142
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 987.7, which was -44.7 lower than the previous day. The implied volatity was 16.96, the open interest changed by 0 which decreased total open position to 138
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 1041.45, which was 41.5 higher than the previous day. The implied volatity was 17.22, the open interest changed by 30 which increased total open position to 140
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 1031.6, which was -6.1 lower than the previous day. The implied volatity was 17.64, the open interest changed by -14 which decreased total open position to 111
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 1048.35, which was 55.25 higher than the previous day. The implied volatity was 17.95, the open interest changed by 17 which increased total open position to 126
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 993.1, which was -156.85 lower than the previous day. The implied volatity was 17.59, the open interest changed by 9 which increased total open position to 110
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 1149.95, which was 24.5 higher than the previous day. The implied volatity was 0, the open interest changed by -3 which decreased total open position to 102
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 1125.45, which was 443.75 higher than the previous day. The implied volatity was 0, the open interest changed by -7 which decreased total open position to 105
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 681.7, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 112
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 681.7, which was 90.95 higher than the previous day. The implied volatity was 15.83, the open interest changed by 0 which decreased total open position to 113
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 601.15, which was 41 higher than the previous day. The implied volatity was 15.32, the open interest changed by 22 which increased total open position to 112
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 561.4, which was -217.75 lower than the previous day. The implied volatity was 14.65, the open interest changed by -12 which decreased total open position to 90
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 779.15, which was 121.8 higher than the previous day. The implied volatity was 16.22, the open interest changed by -3 which decreased total open position to 102
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 657.35, which was -223.5 lower than the previous day. The implied volatity was 15.19, the open interest changed by -11 which decreased total open position to 105
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 880.85, which was 266.2 higher than the previous day. The implied volatity was 16.57, the open interest changed by -9 which decreased total open position to 107
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 614.65, which was -133.05 lower than the previous day. The implied volatity was 14.9, the open interest changed by 12 which increased total open position to 107
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 746.65, which was 746.65 higher than the previous day. The implied volatity was 15.6, the open interest changed by 0 which decreased total open position to 95
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 746.65, which was -131.6 lower than the previous day. The implied volatity was 15.6, the open interest changed by -2 which decreased total open position to 95
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 878.25, which was 138.65 higher than the previous day. The implied volatity was 15.97, the open interest changed by -3 which decreased total open position to 97
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 739.6, which was 132.65 higher than the previous day. The implied volatity was 15.98, the open interest changed by 2 which increased total open position to 107
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 606.95, which was 84.25 higher than the previous day. The implied volatity was 15.64, the open interest changed by 1 which increased total open position to 105
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 524.9, which was -92.6 lower than the previous day. The implied volatity was 15.33, the open interest changed by 46 which increased total open position to 103
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 617.5, which was -57.5 lower than the previous day. The implied volatity was 15.76, the open interest changed by 15 which increased total open position to 57
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 675, which was -15.85 lower than the previous day. The implied volatity was 15.28, the open interest changed by 0 which decreased total open position to 40
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 690.85, which was -14.8 lower than the previous day. The implied volatity was 15.3, the open interest changed by 7 which increased total open position to 39
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 705, which was -230.7 lower than the previous day. The implied volatity was 15.34, the open interest changed by 17 which increased total open position to 31
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 935.7, which was 935.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 935.7, which was 935.7 higher than the previous day. The implied volatity was 15.25, the open interest changed by 0 which decreased total open position to 14
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 935.7, which was 100.6 higher than the previous day. The implied volatity was 15.25, the open interest changed by 6 which increased total open position to 12
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 838, which was -771.65 lower than the previous day. The implied volatity was 18.5, the open interest changed by 2 which increased total open position to 3
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1609.65, which was -359.2 lower than the previous day. The implied volatity was 25.04, the open interest changed by 0 which decreased total open position to 0
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1968.85, 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 Apr NIFTY was trading at 22713.10. The strike last trading price was 1968.85, 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
