NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 04:10 PM IST
| NIFTY 28-Apr-2026 (4d) 24650 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.04
Theta: -9.4
Gamma: 0.00029
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23897.95 | 18.7 | -17.05 | 19.61 | 3,88,163 | 9,266 | 32,119 | |||||||||
| 23 Apr | 24173.05 | 35 | -73.85 | 15.44 | 2,65,029 | 8,238 | 23,196 | |||||||||
| 22 Apr | 24378.10 | 105.95 | -102.64999999999999 | 16.36 | 3,32,159 | 8,910 | 15,431 | |||||||||
| 21 Apr | 24576.60 | 207.75 | 59.650000000000006 | 16.41 | 52,386 | 3,508 | 6,761 | |||||||||
| 20 Apr | 24364.85 | 146.8 | -3 | 18.06 | 25,033 | 1,240 | 3,258 | |||||||||
| 17 Apr | 24353.55 | 159.95 | 43.349999999999994 | 15.28 | 8,850 | 510 | 2,020 | |||||||||
| 16 Apr | 24196.75 | 116.05 | -22.39999999999999 | 15.5 | 6,738 | 70 | 1,525 | |||||||||
| 15 Apr | 24231.30 | 136.15 | 51.35000000000001 | 15.6 | 5,295 | 347 | 1,460 | |||||||||
| 13 Apr | 23842.65 | 80.95 | -56.45 | 16.9 | 3,007 | 289 | 1,090 | |||||||||
| 10 Apr | 24050.60 | 139.55 | 29.55000000000001 | 15.73 | 1,640 | -121 | 801 | |||||||||
| 9 Apr | 23775.10 | 109.05 | -38.8 | 17.38 | 1,698 | 63 | 946 | |||||||||
| 8 Apr | 23997.35 | 153.05 | 94.7 | 15.36 | 2,648 | -958 | 912 | |||||||||
| 7 Apr | 23123.65 | 60.6 | -0.15 | 19.76 | 690 | -1,810 | 492 | |||||||||
| 6 Apr | 22968.25 | 60.75 | 10.3 | 21.05 | 702 | -9,104 | 326 | |||||||||
| 2 Apr | 22713.10 | 48 | -10.5 | 20.31 | 465 | -67 | 280 | |||||||||
| 1 Apr | 22679.40 | 58.5 | -10.4 | 20.89 | 236 | 262 | 348 | |||||||||
| 30 Mar | 22331.40 | 67.65 | -46.85 | 23.76 | 420 | 326 | 393 | |||||||||
| 27 Mar | 22819.60 | 112.9 | -53.25 | 21.62 | 744 | 346 | 346 | |||||||||
| 25 Mar | 23306.45 | 164 | 25.8 | 18.99 | 427 | -39 | 274 | |||||||||
| 24 Mar | 22912.40 | 145.75 | 36.75 | 21.2 | 423 | -66 | 275 | |||||||||
| 23 Mar | 22512.65 | 107 | -38.65 | 22.86 | 630 | 340 | 340 | |||||||||
| 20 Mar | 23114.50 | 145.15 | 7.9 | 18.19 | 331 | -20 | 370 | |||||||||
| 19 Mar | 23002.15 | 143.45 | -81.25 | 18.26 | 874 | 362 | 381 | |||||||||
| 18 Mar | 23777.80 | 221.85 | 7.35 | 14.44 | 338 | 353 | 442 | |||||||||
| 17 Mar | 23581.15 | 214.5 | -0.75 | 16.11 | 258 | 34 | 384 | |||||||||
| 16 Mar | 23408.80 | 216.95 | 15.05 | 18 | 131 | 253 | 351 | |||||||||
| 13 Mar | 23151.10 | 200.9 | -117.25 | 18.37 | 588 | 367 | 367 | |||||||||
| 12 Mar | 23639.15 | 321 | -71.45 | 17.65 | 147 | -12 | 312 | |||||||||
| 11 Mar | 23866.85 | 387.05 | -155.9 | 17.12 | 102 | 316 | 320 | |||||||||
| 10 Mar | 24261.60 | 544.2 | -0.65 | 15.78 | 70 | 320 | 323 | |||||||||
| 9 Mar | 24028.05 | 538.5 | -118.1 | 19.12 | 513 | 313 | 316 | |||||||||
| 6 Mar | 24450.45 | 668.3 | -96.95 | 15.57 | 71 | 89 | 90 | |||||||||
| 5 Mar | 24765.90 | 761.75 | 72.65 | 13.44 | 155 | 69 | 69 | |||||||||
| 4 Mar | 24480.50 | 682.35 | -180.45 | 15.36 | 132 | 33 | 41 | |||||||||
| 2 Mar | 24865.70 | 862.8 | -369.35 | 13.44 | 10 | 5 | 8 | |||||||||
| 27 Feb | 25178.65 | 1232.15 | -248.2 | - | 0 | 0 | 3 | |||||||||
| 26 Feb | 25496.55 | 1232.15 | -248.2 | - | 0 | 0 | 3 | |||||||||
| 25 Feb | 25482.50 | 1232.15 | -248.2 | - | 1 | 0 | 3 | |||||||||
| 24 Feb | 25424.65 | 1232.15 | -248.2 | 4.77 | 1 | 0 | 2 | |||||||||
| 23 Feb | 25713.00 | 1482.9 | 41.6 | - | 3 | 0 | 2 | |||||||||
| 20 Feb | 25571.25 | 1441.3 | 163.3 | 11.37 | 2 | 1 | 2 | |||||||||
| 19 Feb | 25454.35 | 1272.8 | -235.95 | 9.36 | 2 | 0 | 1 | |||||||||
| 18 Feb | 25819.35 | 1506.65 | 190.85 | - | 0 | 0 | 1 | |||||||||
| 17 Feb | 25725.40 | 1506.65 | 190.85 | - | 2 | 0 | 1 | |||||||||
| 16 Feb | 25682.75 | 1310.7 | -403 | - | 0 | 0 | 1 | |||||||||
| 13 Feb | 25471.10 | 1310.7 | -403 | 6.07 | 3 | -1 | 1 | |||||||||
| 12 Feb | 25807.20 | 1713.7 | 10.05 | - | 0 | 0 | 2 | |||||||||
| 11 Feb | 25953.85 | 1713.7 | 10.05 | - | 1 | 0 | 1 | |||||||||
| 10 Feb | 25935.15 | 1703.65 | 54.2 | - | 1 | 0 | 2 | |||||||||
| 9 Feb | 25867.30 | 1653.35 | 168.15 | - | 2 | 0 | 1 | |||||||||
| 6 Feb | 25693.70 | 1489.55 | -7.25 | - | 2 | 0 | 1 | |||||||||
| 5 Feb | 25642.80 | 1500.8 | -127.15 | - | 2 | 0 | 1 | |||||||||
| 4 Feb | 25776.00 | 1627.95 | 12.3 | - | 2 | -1 | 0 | |||||||||
| 3 Feb | 25727.55 | 1615.65 | 575.45 | 5.71 | 1 | 0 | 1 | |||||||||
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| 2 Feb | 25088.40 | 1040.2 | -180.6 | 6.84 | 2 | 0 | 0 | |||||||||
| 1 Feb | 24825.45 | 1220.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 25320.65 | 1220.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 25418.90 | 1220.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24650 expiring on 28APR2026
Delta for 24650 CE is 0.08
Historical price for 24650 CE is as follows
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 18.7, which was -17.05 lower than the previous day. The implied volatity was 19.61, the open interest changed by 9266 which increased total open position to 32119
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 35, which was -73.85 lower than the previous day. The implied volatity was 15.44, the open interest changed by 8238 which increased total open position to 23196
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 105.95, which was -102.64999999999999 lower than the previous day. The implied volatity was 16.36, the open interest changed by 8910 which increased total open position to 15431
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 207.75, which was 59.650000000000006 higher than the previous day. The implied volatity was 16.41, the open interest changed by 3508 which increased total open position to 6761
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 146.8, which was -3 lower than the previous day. The implied volatity was 18.06, the open interest changed by 1240 which increased total open position to 3258
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 159.95, which was 43.349999999999994 higher than the previous day. The implied volatity was 15.28, the open interest changed by 510 which increased total open position to 2020
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 116.05, which was -22.39999999999999 lower than the previous day. The implied volatity was 15.5, the open interest changed by 70 which increased total open position to 1525
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 136.15, which was 51.35000000000001 higher than the previous day. The implied volatity was 15.6, the open interest changed by 347 which increased total open position to 1460
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 80.95, which was -56.45 lower than the previous day. The implied volatity was 16.9, the open interest changed by 289 which increased total open position to 1090
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 139.55, which was 29.55000000000001 higher than the previous day. The implied volatity was 15.73, the open interest changed by -121 which decreased total open position to 801
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 109.05, which was -38.8 lower than the previous day. The implied volatity was 17.38, the open interest changed by 63 which increased total open position to 946
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 153.05, which was 94.7 higher than the previous day. The implied volatity was 15.36, the open interest changed by -958 which decreased total open position to 912
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 60.6, which was -0.15 lower than the previous day. The implied volatity was 19.76, the open interest changed by -1810 which decreased total open position to 492
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 60.75, which was 10.3 higher than the previous day. The implied volatity was 21.05, the open interest changed by -9104 which decreased total open position to 326
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 48, which was -10.5 lower than the previous day. The implied volatity was 20.31, the open interest changed by -67 which decreased total open position to 280
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 58.5, which was -10.4 lower than the previous day. The implied volatity was 20.89, the open interest changed by 262 which increased total open position to 348
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 67.65, which was -46.85 lower than the previous day. The implied volatity was 23.76, the open interest changed by 326 which increased total open position to 393
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 112.9, which was -53.25 lower than the previous day. The implied volatity was 21.62, the open interest changed by 346 which increased total open position to 346
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 164, which was 25.8 higher than the previous day. The implied volatity was 18.99, the open interest changed by -39 which decreased total open position to 274
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 145.75, which was 36.75 higher than the previous day. The implied volatity was 21.2, the open interest changed by -66 which decreased total open position to 275
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 107, which was -38.65 lower than the previous day. The implied volatity was 22.86, the open interest changed by 340 which increased total open position to 340
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 145.15, which was 7.9 higher than the previous day. The implied volatity was 18.19, the open interest changed by -20 which decreased total open position to 370
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 143.45, which was -81.25 lower than the previous day. The implied volatity was 18.26, the open interest changed by 362 which increased total open position to 381
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 221.85, which was 7.35 higher than the previous day. The implied volatity was 14.44, the open interest changed by 353 which increased total open position to 442
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 214.5, which was -0.75 lower than the previous day. The implied volatity was 16.11, the open interest changed by 34 which increased total open position to 384
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 216.95, which was 15.05 higher than the previous day. The implied volatity was 18, the open interest changed by 253 which increased total open position to 351
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 200.9, which was -117.25 lower than the previous day. The implied volatity was 18.37, the open interest changed by 367 which increased total open position to 367
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 321, which was -71.45 lower than the previous day. The implied volatity was 17.65, the open interest changed by -12 which decreased total open position to 312
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 387.05, which was -155.9 lower than the previous day. The implied volatity was 17.12, the open interest changed by 316 which increased total open position to 320
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 544.2, which was -0.65 lower than the previous day. The implied volatity was 15.78, the open interest changed by 320 which increased total open position to 323
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 538.5, which was -118.1 lower than the previous day. The implied volatity was 19.12, the open interest changed by 313 which increased total open position to 316
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 668.3, which was -96.95 lower than the previous day. The implied volatity was 15.57, the open interest changed by 89 which increased total open position to 90
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 761.75, which was 72.65 higher than the previous day. The implied volatity was 13.44, the open interest changed by 69 which increased total open position to 69
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 682.35, which was -180.45 lower than the previous day. The implied volatity was 15.36, the open interest changed by 33 which increased total open position to 41
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 862.8, which was -369.35 lower than the previous day. The implied volatity was 13.44, the open interest changed by 5 which increased total open position to 8
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 1232.15, which was -248.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 1232.15, which was -248.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 1232.15, which was -248.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 1232.15, which was -248.2 lower than the previous day. The implied volatity was 4.77, the open interest changed by 0 which decreased total open position to 2
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 1482.9, which was 41.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 1441.3, which was 163.3 higher than the previous day. The implied volatity was 11.37, the open interest changed by 1 which increased total open position to 2
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 1272.8, which was -235.95 lower than the previous day. The implied volatity was 9.36, the open interest changed by 0 which decreased total open position to 1
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 1506.65, which was 190.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 1506.65, which was 190.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 1310.7, which was -403 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 1310.7, which was -403 lower than the previous day. The implied volatity was 6.07, the open interest changed by -1 which decreased total open position to 1
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 1713.7, which was 10.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 1713.7, which was 10.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 1703.65, which was 54.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 1653.35, which was 168.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 1489.55, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 1500.8, which was -127.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 1627.95, which was 12.3 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 1615.65, which was 575.45 higher than the previous day. The implied volatity was 5.71, the open interest changed by 0 which decreased total open position to 1
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 1040.2, which was -180.6 lower than the previous day. The implied volatity was 6.84, 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 1220.8, 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 1220.8, 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 1220.8, 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) 24650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.95
Vega: 0.03
Theta: -1.95
Gamma: 0.00024
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23897.95 | 736.75 | 213.29999999999995 | 16.74 | 2,922 | -735 | 1,568 |
| 23 Apr | 24173.05 | 519.7 | 144.85000000000002 | 16.91 | 6,451 | -649 | 2,309 |
| 22 Apr | 24378.10 | 368.5 | 96.80000000000001 | 16.71 | 40,023 | -31 | 2,971 |
| 21 Apr | 24576.60 | 272.1 | -191.5 | 18 | 15,441 | 2,564 | 2,999 |
| 20 Apr | 24364.85 | 471.45 | 43.55000000000001 | 20.74 | 1,917 | 96 | 439 |
| 17 Apr | 24353.55 | 426.7 | -149.15000000000003 | 16.83 | 744 | 151 | 343 |
| 16 Apr | 24196.75 | 574.55 | 32.549999999999955 | 18.34 | 223 | 37 | 192 |
| 15 Apr | 24231.30 | 542.85 | -416.85 | 17.31 | 102 | 46 | 155 |
| 13 Apr | 23842.65 | 959.7 | 261.80000000000007 | 18.41 | 6 | 1 | 110 |
| 10 Apr | 24050.60 | 697.9 | -219.80000000000007 | 16.11 | 4 | 1 | 109 |
| 9 Apr | 23775.10 | 917.7 | 190.05000000000007 | 15.98 | 2 | 0 | 109 |
| 8 Apr | 23997.35 | 727.65 | -912.35 | 18.94 | 26 | 110 | 110 |
| 7 Apr | 23123.65 | 1640 | -293.25 | 33.46 | 33 | -25,077 | 106 |
| 6 Apr | 22968.25 | 1933.25 | -219.8 | 41.86 | 50 | 109 | 109 |
| 2 Apr | 22713.10 | 2153.05 | 304.45 | 41.13 | 1 | -25,065 | 150 |
| 1 Apr | 22679.40 | 1848.6 | -170.25 | 22.89 | 1 | -25,069 | 151 |
| 30 Mar | 22331.40 | 2018.85 | 262.55 | 9.92 | 24 | 151 | 151 |
| 27 Mar | 22819.60 | 1756.3 | 461.3 | 24.3 | 87 | 146 | 146 |
| 25 Mar | 23306.45 | 1295 | -604.55 | 19.68 | 7 | -25,150 | 76 |
| 24 Mar | 22912.40 | 1899.55 | -105.85 | 34.47 | 3 | -25,441 | 78 |
| 23 Mar | 22512.65 | 2005.4 | 522.65 | 21.77 | 38 | -25,091 | 79 |
| 20 Mar | 23114.50 | 1481.4 | -27.4 | 21.91 | 10 | -25,061 | 109 |
| 19 Mar | 23002.15 | 1508.35 | 574.35 | 21.57 | 72 | -25,052 | 120 |
| 18 Mar | 23777.80 | 934 | -185.05 | 17.97 | 71 | 24 | 148 |
| 17 Mar | 23581.15 | 1119.05 | -109.25 | 19.56 | 4 | 123 | 123 |
| 16 Mar | 23408.80 | 1228.3 | -214.8 | 18.24 | 9 | -1 | 129 |
| 13 Mar | 23151.10 | 1443.1 | 390.95 | 21.09 | 35 | 117 | 130 |
| 12 Mar | 23639.15 | 1052.55 | 114.1 | 18.85 | 13 | 145 | 145 |
| 11 Mar | 23866.85 | 940 | 314.45 | 19.36 | 97 | -28 | 161 |
| 10 Mar | 24261.60 | 625.55 | -251.35 | 17.14 | 33 | -17 | 189 |
| 9 Mar | 24028.05 | 876.9 | 293.1 | 19.97 | 108 | -7 | 206 |
| 6 Mar | 24450.45 | 573.5 | 133.45 | 17.73 | 115 | 37 | 213 |
| 5 Mar | 24765.90 | 433.95 | -160.05 | 16.84 | 186 | 177 | 177 |
| 4 Mar | 24480.50 | 597.45 | 235.45 | 18.3 | 285 | 80 | 226 |
| 2 Mar | 24865.70 | 351 | 149.95 | 15.43 | 408 | 8 | 147 |
| 27 Feb | 25178.65 | 210 | 63.2 | 13.95 | 22 | 3 | 140 |
| 26 Feb | 25496.55 | 145.8 | -10.95 | 13.91 | 116 | -1 | 139 |
| 25 Feb | 25482.50 | 155.65 | -14.05 | 14.1 | 34 | -6 | 140 |
| 24 Feb | 25424.65 | 169.75 | 32.45 | 14.4 | 24 | -1 | 147 |
| 23 Feb | 25713.00 | 136.7 | -11.2 | 14.7 | 48 | 14 | 149 |
| 20 Feb | 25571.25 | 147.9 | -29.2 | 14.07 | 19 | 6 | 134 |
| 19 Feb | 25454.35 | 177.1 | 62.45 | 14.04 | 28 | 9 | 128 |
| 18 Feb | 25819.35 | 114.65 | -15.1 | 14.09 | 21 | 2 | 119 |
| 17 Feb | 25725.40 | 130.6 | -5.35 | 14.15 | 74 | 60 | 117 |
| 16 Feb | 25682.75 | 134.95 | -7.8 | 14.06 | 10 | 9 | 56 |
| 13 Feb | 25471.10 | 142.75 | 32.6 | 12.88 | 29 | 13 | 45 |
| 12 Feb | 25807.20 | 110.15 | 21.1 | 13.54 | 4 | 1 | 29 |
| 11 Feb | 25953.85 | 89.05 | -1.95 | 13.36 | 15 | -2 | 27 |
| 10 Feb | 25935.15 | 91 | -14.4 | 13.26 | 11 | 0 | 28 |
| 9 Feb | 25867.30 | 105.4 | -20.85 | 13.54 | 22 | 2 | 29 |
| 6 Feb | 25693.70 | 126.25 | -8.4 | 13.21 | 12 | -4 | 28 |
| 5 Feb | 25642.80 | 134.65 | 11.85 | 13.28 | 33 | 22 | 32 |
| 4 Feb | 25776.00 | 122.8 | -17.15 | 13.33 | 11 | 1 | 9 |
| 3 Feb | 25727.55 | 139.95 | -171.05 | 13.76 | 5 | -1 | 6 |
| 2 Feb | 25088.40 | 311 | 0.65 | 14.79 | 7 | 2 | 5 |
| 1 Feb | 24825.45 | 310.35 | -7.6 | 12.54 | 5 | 1 | 1 |
| 30 Jan | 25320.65 | 317.95 | 0 | 2.44 | 0 | 0 | 0 |
| 29 Jan | 25418.90 | 317.95 | 0 | 2.61 | 0 | 0 | 0 |
For Nifty - strike price 24650 expiring on 28APR2026
Delta for 24650 PE is -0.95
Historical price for 24650 PE is as follows
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 736.75, which was 213.29999999999995 higher than the previous day. The implied volatity was 16.74, the open interest changed by -735 which decreased total open position to 1568
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 519.7, which was 144.85000000000002 higher than the previous day. The implied volatity was 16.91, the open interest changed by -649 which decreased total open position to 2309
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 368.5, which was 96.80000000000001 higher than the previous day. The implied volatity was 16.71, the open interest changed by -31 which decreased total open position to 2971
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 272.1, which was -191.5 lower than the previous day. The implied volatity was 18, the open interest changed by 2564 which increased total open position to 2999
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 471.45, which was 43.55000000000001 higher than the previous day. The implied volatity was 20.74, the open interest changed by 96 which increased total open position to 439
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 426.7, which was -149.15000000000003 lower than the previous day. The implied volatity was 16.83, the open interest changed by 151 which increased total open position to 343
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 574.55, which was 32.549999999999955 higher than the previous day. The implied volatity was 18.34, the open interest changed by 37 which increased total open position to 192
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 542.85, which was -416.85 lower than the previous day. The implied volatity was 17.31, the open interest changed by 46 which increased total open position to 155
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 959.7, which was 261.80000000000007 higher than the previous day. The implied volatity was 18.41, the open interest changed by 1 which increased total open position to 110
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 697.9, which was -219.80000000000007 lower than the previous day. The implied volatity was 16.11, the open interest changed by 1 which increased total open position to 109
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 917.7, which was 190.05000000000007 higher than the previous day. The implied volatity was 15.98, the open interest changed by 0 which decreased total open position to 109
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 727.65, which was -912.35 lower than the previous day. The implied volatity was 18.94, the open interest changed by 110 which increased total open position to 110
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1640, which was -293.25 lower than the previous day. The implied volatity was 33.46, the open interest changed by -25077 which decreased total open position to 106
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1933.25, which was -219.8 lower than the previous day. The implied volatity was 41.86, the open interest changed by 109 which increased total open position to 109
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 2153.05, which was 304.45 higher than the previous day. The implied volatity was 41.13, the open interest changed by -25065 which decreased total open position to 150
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1848.6, which was -170.25 lower than the previous day. The implied volatity was 22.89, the open interest changed by -25069 which decreased total open position to 151
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 2018.85, which was 262.55 higher than the previous day. The implied volatity was 9.92, the open interest changed by 151 which increased total open position to 151
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1756.3, which was 461.3 higher than the previous day. The implied volatity was 24.3, the open interest changed by 146 which increased total open position to 146
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1295, which was -604.55 lower than the previous day. The implied volatity was 19.68, the open interest changed by -25150 which decreased total open position to 76
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1899.55, which was -105.85 lower than the previous day. The implied volatity was 34.47, the open interest changed by -25441 which decreased total open position to 78
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 2005.4, which was 522.65 higher than the previous day. The implied volatity was 21.77, the open interest changed by -25091 which decreased total open position to 79
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1481.4, which was -27.4 lower than the previous day. The implied volatity was 21.91, the open interest changed by -25061 which decreased total open position to 109
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1508.35, which was 574.35 higher than the previous day. The implied volatity was 21.57, the open interest changed by -25052 which decreased total open position to 120
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 934, which was -185.05 lower than the previous day. The implied volatity was 17.97, the open interest changed by 24 which increased total open position to 148
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1119.05, which was -109.25 lower than the previous day. The implied volatity was 19.56, the open interest changed by 123 which increased total open position to 123
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1228.3, which was -214.8 lower than the previous day. The implied volatity was 18.24, the open interest changed by -1 which decreased total open position to 129
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1443.1, which was 390.95 higher than the previous day. The implied volatity was 21.09, the open interest changed by 117 which increased total open position to 130
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1052.55, which was 114.1 higher than the previous day. The implied volatity was 18.85, the open interest changed by 145 which increased total open position to 145
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 940, which was 314.45 higher than the previous day. The implied volatity was 19.36, the open interest changed by -28 which decreased total open position to 161
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 625.55, which was -251.35 lower than the previous day. The implied volatity was 17.14, the open interest changed by -17 which decreased total open position to 189
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 876.9, which was 293.1 higher than the previous day. The implied volatity was 19.97, the open interest changed by -7 which decreased total open position to 206
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 573.5, which was 133.45 higher than the previous day. The implied volatity was 17.73, the open interest changed by 37 which increased total open position to 213
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 433.95, which was -160.05 lower than the previous day. The implied volatity was 16.84, the open interest changed by 177 which increased total open position to 177
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 597.45, which was 235.45 higher than the previous day. The implied volatity was 18.3, the open interest changed by 80 which increased total open position to 226
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 351, which was 149.95 higher than the previous day. The implied volatity was 15.43, the open interest changed by 8 which increased total open position to 147
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 210, which was 63.2 higher than the previous day. The implied volatity was 13.95, the open interest changed by 3 which increased total open position to 140
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 145.8, which was -10.95 lower than the previous day. The implied volatity was 13.91, the open interest changed by -1 which decreased total open position to 139
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 155.65, which was -14.05 lower than the previous day. The implied volatity was 14.1, the open interest changed by -6 which decreased total open position to 140
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 169.75, which was 32.45 higher than the previous day. The implied volatity was 14.4, the open interest changed by -1 which decreased total open position to 147
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 136.7, which was -11.2 lower than the previous day. The implied volatity was 14.7, the open interest changed by 14 which increased total open position to 149
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 147.9, which was -29.2 lower than the previous day. The implied volatity was 14.07, the open interest changed by 6 which increased total open position to 134
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 177.1, which was 62.45 higher than the previous day. The implied volatity was 14.04, the open interest changed by 9 which increased total open position to 128
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 114.65, which was -15.1 lower than the previous day. The implied volatity was 14.09, the open interest changed by 2 which increased total open position to 119
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 130.6, which was -5.35 lower than the previous day. The implied volatity was 14.15, the open interest changed by 60 which increased total open position to 117
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 134.95, which was -7.8 lower than the previous day. The implied volatity was 14.06, the open interest changed by 9 which increased total open position to 56
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 142.75, which was 32.6 higher than the previous day. The implied volatity was 12.88, the open interest changed by 13 which increased total open position to 45
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 110.15, which was 21.1 higher than the previous day. The implied volatity was 13.54, the open interest changed by 1 which increased total open position to 29
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 89.05, which was -1.95 lower than the previous day. The implied volatity was 13.36, the open interest changed by -2 which decreased total open position to 27
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 91, which was -14.4 lower than the previous day. The implied volatity was 13.26, the open interest changed by 0 which decreased total open position to 28
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 105.4, which was -20.85 lower than the previous day. The implied volatity was 13.54, the open interest changed by 2 which increased total open position to 29
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 126.25, which was -8.4 lower than the previous day. The implied volatity was 13.21, the open interest changed by -4 which decreased total open position to 28
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 134.65, which was 11.85 higher than the previous day. The implied volatity was 13.28, the open interest changed by 22 which increased total open position to 32
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 122.8, which was -17.15 lower than the previous day. The implied volatity was 13.33, the open interest changed by 1 which increased total open position to 9
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 139.95, which was -171.05 lower than the previous day. The implied volatity was 13.76, the open interest changed by -1 which decreased total open position to 6
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 311, which was 0.65 higher than the previous day. The implied volatity was 14.79, the open interest changed by 2 which increased total open position to 5
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 310.35, which was -7.6 lower than the previous day. The implied volatity was 12.54, the open interest changed by 1 which increased total open position to 1
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 317.95, which was 0 lower than the previous day. The implied volatity was 2.44, 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 317.95, which was 0 lower than the previous day. The implied volatity was 2.61, the open interest changed by 0 which decreased total open position to 0
