NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:28 PM IST
| NIFTY 28-Apr-2026 (4d) 24700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.03
Theta: -6.44
Gamma: 0.00022
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23871.95 | 11 | -18.45 | 18.71 | 4,53,387 | 31,494 | 87,599 | |||||||||
| 23 Apr | 24173.05 | 28.65 | -64.25 | 15.45 | 5,88,718 | 15,626 | 57,496 | |||||||||
| 22 Apr | 24378.10 | 90.75 | -93.9 | 16.3 | 6,51,105 | 14,190 | 42,644 | |||||||||
| 21 Apr | 24576.60 | 184.05 | 50.150000000000006 | 16.3 | 1,36,333 | 6,309 | 28,492 | |||||||||
| 20 Apr | 24364.85 | 129.1 | -2.0500000000000114 | 17.91 | 84,358 | 6,432 | 22,215 | |||||||||
| 17 Apr | 24353.55 | 140.55 | 38.150000000000006 | 15.05 | 45,304 | 2,102 | 15,858 | |||||||||
| 16 Apr | 24196.75 | 102.45 | -19.450000000000003 | 15.45 | 34,953 | 3,103 | 13,676 | |||||||||
| 15 Apr | 24231.30 | 120.05 | 45.75 | 15.44 | 29,639 | -772 | 10,755 | |||||||||
| 13 Apr | 23842.65 | 73 | -48.7 | 16.88 | 25,965 | 667 | 11,466 | |||||||||
| 10 Apr | 24050.60 | 125 | 26.950000000000003 | 15.56 | 21,913 | 405 | 11,045 | |||||||||
| 9 Apr | 23775.10 | 93.2 | -39.39999999999999 | 16.97 | 21,827 | 1,366 | 10,653 | |||||||||
| 8 Apr | 23997.35 | 139.9 | 87.65 | 15.37 | 22,625 | 9,049 | 9,300 | |||||||||
| 7 Apr | 23123.65 | 55.85 | 0.85 | 19.77 | 7,377 | -1,908 | 5,564 | |||||||||
| 6 Apr | 22968.25 | 56.45 | 11 | 21.1 | 9,810 | -111 | 4,946 | |||||||||
| 2 Apr | 22713.10 | 45.3 | -9.35 | 20.42 | 10,875 | 3,735 | 5,078 | |||||||||
| 1 Apr | 22679.40 | 62.5 | -2.2 | 21.67 | 7,292 | 4,987 | 4,987 | |||||||||
| 30 Mar | 22331.40 | 68.5 | -38.3 | 24.25 | 6,554 | 96 | 4,541 | |||||||||
| 27 Mar | 22819.60 | 104.65 | -52.55 | 21.51 | 6,787 | 4,601 | 4,601 | |||||||||
| 25 Mar | 23306.45 | 155.45 | 24.7 | 19.05 | 7,691 | -10,061 | 4,132 | |||||||||
| 24 Mar | 22912.40 | 141.6 | 39.25 | 21.42 | 5,266 | 173 | 3,822 | |||||||||
| 23 Mar | 22512.65 | 99.8 | -35.85 | 22.77 | 7,502 | -9,926 | 3,654 | |||||||||
| 20 Mar | 23114.50 | 134 | 12.75 | 18.07 | 3,733 | -9,726 | 4,049 | |||||||||
| 19 Mar | 23002.15 | 134.1 | -74.35 | 18.21 | 5,517 | 3,847 | 3,847 | |||||||||
| 18 Mar | 23777.80 | 207.55 | 6.45 | 14.43 | 4,805 | 173 | 3,589 | |||||||||
| 17 Mar | 23581.15 | 202.1 | 1.2 | 16.13 | 3,305 | 435 | 3,464 | |||||||||
| 16 Mar | 23408.80 | 196.45 | 5.9 | 17.64 | 4,505 | -10,377 | 3,014 | |||||||||
| 13 Mar | 23151.10 | 193 | -98.5 | 18.47 | 4,973 | -10,218 | 3,055 | |||||||||
| 12 Mar | 23639.15 | 283.05 | -88.45 | 16.89 | 2,042 | -77 | 2,350 | |||||||||
| 11 Mar | 23866.85 | 365.1 | -151.55 | 16.99 | 1,421 | 39 | 2,443 | |||||||||
| 10 Mar | 24261.60 | 520.35 | -0.8 | 15.77 | 2,486 | -10,786 | 2,402 | |||||||||
| 9 Mar | 24028.05 | 506.3 | -122.85 | 18.77 | 3,467 | -11,500 | 1,652 | |||||||||
| 6 Mar | 24450.45 | 630.15 | -117.35 | 15.24 | 1,704 | -748 | 1,422 | |||||||||
| 5 Mar | 24765.90 | 746.05 | 81.55 | 13.86 | 2,019 | 356 | 1,147 | |||||||||
| 4 Mar | 24480.50 | 650.4 | -168.15 | 15.21 | 1,455 | 297 | 793 | |||||||||
| 2 Mar | 24865.70 | 820 | -167.6 | 13.15 | 1,278 | 462 | 502 | |||||||||
| 27 Feb | 25178.65 | 1000.65 | -221.35 | 10.35 | 23 | -2 | 41 | |||||||||
| 26 Feb | 25496.55 | 1222.6 | 32.75 | 7.6 | 15 | 2 | 43 | |||||||||
| 25 Feb | 25482.50 | 1189.85 | -214.45 | - | 1 | 0 | 41 | |||||||||
| 24 Feb | 25424.65 | 1189.85 | -214.45 | 6.16 | 1 | 0 | 41 | |||||||||
| 23 Feb | 25713.00 | 1404.3 | 12.15 | 5.72 | 2 | 0 | 41 | |||||||||
|
|
||||||||||||||||
| 20 Feb | 25571.25 | 1392.15 | 117.3 | 11 | 3 | 0 | 43 | |||||||||
| 19 Feb | 25454.35 | 1274.85 | -266.1 | 11.22 | 6 | -3 | 43 | |||||||||
| 18 Feb | 25819.35 | 1544.15 | 64.15 | - | 3 | 0 | 46 | |||||||||
| 17 Feb | 25725.40 | 1480 | 30 | 1.17 | 3 | 2 | 45 | |||||||||
| 16 Feb | 25682.75 | 1450 | 140 | 7.06 | 5 | 1 | 42 | |||||||||
| 13 Feb | 25471.10 | 1310 | -255.1 | 9.2 | 3 | 0 | 41 | |||||||||
| 12 Feb | 25807.20 | 1570.1 | -94.65 | - | 3 | 0 | 42 | |||||||||
| 11 Feb | 25953.85 | 1664.75 | 17.7 | 6.57 | 3 | 0 | 43 | |||||||||
| 10 Feb | 25935.15 | 1647.05 | 37.3 | - | 1 | 0 | 43 | |||||||||
| 9 Feb | 25867.30 | 1611.3 | 198.6 | - | 4 | 1 | 43 | |||||||||
| 6 Feb | 25693.70 | 1412.7 | -44.55 | 5.49 | 3 | 0 | 42 | |||||||||
| 5 Feb | 25642.80 | 1457.25 | -123.65 | 5.73 | 4 | 0 | 42 | |||||||||
| 4 Feb | 25776.00 | 1580.9 | 24.4 | 6.89 | 7 | -1 | 42 | |||||||||
| 3 Feb | 25727.55 | 1558 | 518 | 9.5 | 9 | -3 | 45 | |||||||||
| 2 Feb | 25088.40 | 1040 | 181.2 | 8.42 | 71 | 25 | 49 | |||||||||
| 1 Feb | 24825.45 | 858.8 | -328.25 | 9.92 | 29 | 24 | 24 | |||||||||
| 30 Jan | 25320.65 | 1187.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 25418.90 | 1187.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24700 expiring on 28APR2026
Delta for 24700 CE is 0.05
Historical price for 24700 CE is as follows
On 24 Apr NIFTY was trading at 23871.95. The strike last trading price was 11, which was -18.45 lower than the previous day. The implied volatity was 18.71, the open interest changed by 31494 which increased total open position to 87599
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 28.65, which was -64.25 lower than the previous day. The implied volatity was 15.45, the open interest changed by 15626 which increased total open position to 57496
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 90.75, which was -93.9 lower than the previous day. The implied volatity was 16.3, the open interest changed by 14190 which increased total open position to 42644
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 184.05, which was 50.150000000000006 higher than the previous day. The implied volatity was 16.3, the open interest changed by 6309 which increased total open position to 28492
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 129.1, which was -2.0500000000000114 lower than the previous day. The implied volatity was 17.91, the open interest changed by 6432 which increased total open position to 22215
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 140.55, which was 38.150000000000006 higher than the previous day. The implied volatity was 15.05, the open interest changed by 2102 which increased total open position to 15858
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 102.45, which was -19.450000000000003 lower than the previous day. The implied volatity was 15.45, the open interest changed by 3103 which increased total open position to 13676
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 120.05, which was 45.75 higher than the previous day. The implied volatity was 15.44, the open interest changed by -772 which decreased total open position to 10755
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 73, which was -48.7 lower than the previous day. The implied volatity was 16.88, the open interest changed by 667 which increased total open position to 11466
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 125, which was 26.950000000000003 higher than the previous day. The implied volatity was 15.56, the open interest changed by 405 which increased total open position to 11045
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 93.2, which was -39.39999999999999 lower than the previous day. The implied volatity was 16.97, the open interest changed by 1366 which increased total open position to 10653
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 139.9, which was 87.65 higher than the previous day. The implied volatity was 15.37, the open interest changed by 9049 which increased total open position to 9300
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 55.85, which was 0.85 higher than the previous day. The implied volatity was 19.77, the open interest changed by -1908 which decreased total open position to 5564
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 56.45, which was 11 higher than the previous day. The implied volatity was 21.1, the open interest changed by -111 which decreased total open position to 4946
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 45.3, which was -9.35 lower than the previous day. The implied volatity was 20.42, the open interest changed by 3735 which increased total open position to 5078
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 62.5, which was -2.2 lower than the previous day. The implied volatity was 21.67, the open interest changed by 4987 which increased total open position to 4987
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 68.5, which was -38.3 lower than the previous day. The implied volatity was 24.25, the open interest changed by 96 which increased total open position to 4541
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 104.65, which was -52.55 lower than the previous day. The implied volatity was 21.51, the open interest changed by 4601 which increased total open position to 4601
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 155.45, which was 24.7 higher than the previous day. The implied volatity was 19.05, the open interest changed by -10061 which decreased total open position to 4132
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 141.6, which was 39.25 higher than the previous day. The implied volatity was 21.42, the open interest changed by 173 which increased total open position to 3822
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 99.8, which was -35.85 lower than the previous day. The implied volatity was 22.77, the open interest changed by -9926 which decreased total open position to 3654
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 134, which was 12.75 higher than the previous day. The implied volatity was 18.07, the open interest changed by -9726 which decreased total open position to 4049
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 134.1, which was -74.35 lower than the previous day. The implied volatity was 18.21, the open interest changed by 3847 which increased total open position to 3847
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 207.55, which was 6.45 higher than the previous day. The implied volatity was 14.43, the open interest changed by 173 which increased total open position to 3589
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 202.1, which was 1.2 higher than the previous day. The implied volatity was 16.13, the open interest changed by 435 which increased total open position to 3464
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 196.45, which was 5.9 higher than the previous day. The implied volatity was 17.64, the open interest changed by -10377 which decreased total open position to 3014
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 193, which was -98.5 lower than the previous day. The implied volatity was 18.47, the open interest changed by -10218 which decreased total open position to 3055
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 283.05, which was -88.45 lower than the previous day. The implied volatity was 16.89, the open interest changed by -77 which decreased total open position to 2350
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 365.1, which was -151.55 lower than the previous day. The implied volatity was 16.99, the open interest changed by 39 which increased total open position to 2443
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 520.35, which was -0.8 lower than the previous day. The implied volatity was 15.77, the open interest changed by -10786 which decreased total open position to 2402
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 506.3, which was -122.85 lower than the previous day. The implied volatity was 18.77, the open interest changed by -11500 which decreased total open position to 1652
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 630.15, which was -117.35 lower than the previous day. The implied volatity was 15.24, the open interest changed by -748 which decreased total open position to 1422
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 746.05, which was 81.55 higher than the previous day. The implied volatity was 13.86, the open interest changed by 356 which increased total open position to 1147
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 650.4, which was -168.15 lower than the previous day. The implied volatity was 15.21, the open interest changed by 297 which increased total open position to 793
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 820, which was -167.6 lower than the previous day. The implied volatity was 13.15, the open interest changed by 462 which increased total open position to 502
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 1000.65, which was -221.35 lower than the previous day. The implied volatity was 10.35, the open interest changed by -2 which decreased total open position to 41
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 1222.6, which was 32.75 higher than the previous day. The implied volatity was 7.6, the open interest changed by 2 which increased total open position to 43
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 1189.85, which was -214.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 1189.85, which was -214.45 lower than the previous day. The implied volatity was 6.16, the open interest changed by 0 which decreased total open position to 41
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 1404.3, which was 12.15 higher than the previous day. The implied volatity was 5.72, the open interest changed by 0 which decreased total open position to 41
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 1392.15, which was 117.3 higher than the previous day. The implied volatity was 11, the open interest changed by 0 which decreased total open position to 43
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 1274.85, which was -266.1 lower than the previous day. The implied volatity was 11.22, the open interest changed by -3 which decreased total open position to 43
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 1544.15, which was 64.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 1480, which was 30 higher than the previous day. The implied volatity was 1.17, the open interest changed by 2 which increased total open position to 45
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 1450, which was 140 higher than the previous day. The implied volatity was 7.06, the open interest changed by 1 which increased total open position to 42
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 1310, which was -255.1 lower than the previous day. The implied volatity was 9.2, the open interest changed by 0 which decreased total open position to 41
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 1570.1, which was -94.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 1664.75, which was 17.7 higher than the previous day. The implied volatity was 6.57, the open interest changed by 0 which decreased total open position to 43
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 1647.05, which was 37.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 1611.3, which was 198.6 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 43
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 1412.7, which was -44.55 lower than the previous day. The implied volatity was 5.49, the open interest changed by 0 which decreased total open position to 42
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 1457.25, which was -123.65 lower than the previous day. The implied volatity was 5.73, the open interest changed by 0 which decreased total open position to 42
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 1580.9, which was 24.4 higher than the previous day. The implied volatity was 6.89, the open interest changed by -1 which decreased total open position to 42
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 1558, which was 518 higher than the previous day. The implied volatity was 9.5, the open interest changed by -3 which decreased total open position to 45
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 1040, which was 181.2 higher than the previous day. The implied volatity was 8.42, the open interest changed by 25 which increased total open position to 49
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 858.8, which was -328.25 lower than the previous day. The implied volatity was 9.92, the open interest changed by 24 which increased total open position to 24
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 1187.05, 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 1187.05, 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) 24700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.95
Vega: 0.03
Theta: -2.19
Gamma: 0.00021
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23871.95 | 824.45 | 260.80000000000007 | 18.34 | 4,744 | -711 | 7,259 |
| 23 Apr | 24173.05 | 565.15 | 155.45 | 17.12 | 15,310 | -918 | 7,991 |
| 22 Apr | 24378.10 | 401 | 104.44999999999999 | 16.43 | 74,094 | 429 | 9,110 |
| 21 Apr | 24576.60 | 298.8 | -184.2 | 18.24 | 35,233 | 2,928 | 8,586 |
| 20 Apr | 24364.85 | 510.65 | 51 | 20.97 | 7,729 | 272 | 5,673 |
| 17 Apr | 24353.55 | 449.8 | -144.59999999999997 | 16.27 | 2,052 | 532 | 5,410 |
| 16 Apr | 24196.75 | 615.35 | 39.25 | 18.35 | 6,538 | 1,891 | 4,889 |
| 15 Apr | 24231.30 | 588.8 | -301.6 | 17.3 | 2,573 | 89 | 3,002 |
| 13 Apr | 23842.65 | 910 | 198.95000000000005 | 18.19 | 210 | -11 | 2,913 |
| 10 Apr | 24050.60 | 710.1 | -204.04999999999995 | 15.86 | 308 | 67 | 2,924 |
| 9 Apr | 23775.10 | 911.9 | 143.14999999999998 | 13.95 | 1,016 | -41 | 2,857 |
| 8 Apr | 23997.35 | 758.45 | -796.1 | 18.82 | 341 | -14,854 | 2,900 |
| 7 Apr | 23123.65 | 1541 | -230.25 | 24.67 | 82 | 2,860 | 2,917 |
| 6 Apr | 22968.25 | 1771.25 | -116.7 | 30.34 | 55 | -15,112 | 2,880 |
| 2 Apr | 22713.10 | 1887.95 | -27.05 | 22.29 | 44 | 2,865 | 2,869 |
| 1 Apr | 22679.40 | 1915 | -374.95 | 24.64 | 28 | 2,885 | 2,889 |
| 30 Mar | 22331.40 | 2237.8 | 390.55 | 27.84 | 221 | -12,017 | 2,884 |
| 27 Mar | 22819.60 | 1841.9 | 444.95 | 26.71 | 160 | -12,032 | 2,781 |
| 25 Mar | 23306.45 | 1383.65 | -366.35 | 22.03 | 135 | 2,730 | 2,734 |
| 24 Mar | 22912.40 | 1750 | -379.6 | 26.46 | 47 | 2,759 | 2,759 |
| 23 Mar | 22512.65 | 2124.5 | 610.65 | 26.82 | 217 | -60 | 2,762 |
| 20 Mar | 23114.50 | 1509.45 | -93.8 | 21.44 | 234 | 2,822 | 2,822 |
| 19 Mar | 23002.15 | 1527.1 | 560.2 | 20.68 | 154 | 2,849 | 2,849 |
| 18 Mar | 23777.80 | 974.75 | -146.55 | 18.21 | 184 | 2,875 | 2,875 |
| 17 Mar | 23581.15 | 1120.1 | -110.3 | 18.33 | 70 | -10,283 | 2,874 |
| 16 Mar | 23408.80 | 1230.4 | -252 | 16.81 | 53 | -17 | 2,891 |
| 13 Mar | 23151.10 | 1469.05 | 385.85 | 20.62 | 614 | -49 | 2,903 |
| 12 Mar | 23639.15 | 1093.55 | 143.15 | 19.09 | 314 | -10,191 | 2,952 |
| 11 Mar | 23866.85 | 957.65 | 304.8 | 18.96 | 482 | -89 | 3,064 |
| 10 Mar | 24261.60 | 649.95 | -245.55 | 17.09 | 1,766 | 164 | 3,159 |
| 9 Mar | 24028.05 | 928.5 | 315.7 | 20.6 | 2,130 | -141 | 3,002 |
| 6 Mar | 24450.45 | 594.8 | 146.55 | 17.67 | 1,777 | 69 | 3,143 |
| 5 Mar | 24765.90 | 453.4 | -153.65 | 16.83 | 2,105 | 9 | 3,074 |
| 4 Mar | 24480.50 | 612.2 | 230.4 | 18.07 | 3,270 | 34 | 3,077 |
| 2 Mar | 24865.70 | 368.95 | 149.8 | 15.43 | 5,032 | 119 | 3,043 |
| 27 Feb | 25178.65 | 219 | 65.65 | 13.83 | 2,457 | 84 | 2,933 |
| 26 Feb | 25496.55 | 151.1 | -12.9 | 13.75 | 1,236 | 178 | 2,886 |
| 25 Feb | 25482.50 | 161.45 | -15.6 | 13.93 | 1,585 | 19 | 2,711 |
| 24 Feb | 25424.65 | 173 | 31.85 | 14.15 | 1,596 | 158 | 2,707 |
| 23 Feb | 25713.00 | 140.4 | -20.1 | 14.51 | 1,246 | 259 | 2,569 |
| 20 Feb | 25571.25 | 159.1 | -18.15 | 14.13 | 787 | 73 | 2,310 |
| 19 Feb | 25454.35 | 188.9 | 73.5 | 14.06 | 1,281 | 490 | 2,237 |
| 18 Feb | 25819.35 | 115 | -18.55 | 13.81 | 436 | 196 | 1,752 |
| 17 Feb | 25725.40 | 134.05 | -7.05 | 13.97 | 450 | 137 | 1,554 |
| 16 Feb | 25682.75 | 141.35 | -33.5 | 13.98 | 384 | 136 | 1,419 |
| 13 Feb | 25471.10 | 182 | 71.5 | 13.83 | 1,054 | 292 | 1,281 |
| 12 Feb | 25807.20 | 108.9 | 15.9 | 13.2 | 532 | 289 | 992 |
| 11 Feb | 25953.85 | 93 | -2.95 | 13.26 | 64 | 7 | 704 |
| 10 Feb | 25935.15 | 95.5 | -17 | 13.18 | 731 | 285 | 697 |
| 9 Feb | 25867.30 | 112.8 | -20.9 | 13.55 | 480 | 204 | 403 |
| 6 Feb | 25693.70 | 134.55 | -7.6 | 13.21 | 133 | 47 | 199 |
| 5 Feb | 25642.80 | 141 | 10.65 | 13.21 | 140 | 73 | 150 |
| 4 Feb | 25776.00 | 133.65 | -15.3 | 13.43 | 86 | 20 | 79 |
| 3 Feb | 25727.55 | 150.55 | -160.6 | 13.83 | 285 | -65 | 60 |
| 2 Feb | 25088.40 | 308.75 | -75.85 | 14.37 | 260 | 23 | 114 |
| 1 Feb | 24825.45 | 436.4 | 211.4 | 15.05 | 453 | 60 | 92 |
| 30 Jan | 25320.65 | 225 | 18.6 | 13.64 | 15 | 8 | 32 |
| 29 Jan | 25418.90 | 206.4 | -14.6 | 13.68 | 31 | 14 | 25 |
For Nifty - strike price 24700 expiring on 28APR2026
Delta for 24700 PE is -0.95
Historical price for 24700 PE is as follows
On 24 Apr NIFTY was trading at 23871.95. The strike last trading price was 824.45, which was 260.80000000000007 higher than the previous day. The implied volatity was 18.34, the open interest changed by -711 which decreased total open position to 7259
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 565.15, which was 155.45 higher than the previous day. The implied volatity was 17.12, the open interest changed by -918 which decreased total open position to 7991
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 401, which was 104.44999999999999 higher than the previous day. The implied volatity was 16.43, the open interest changed by 429 which increased total open position to 9110
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 298.8, which was -184.2 lower than the previous day. The implied volatity was 18.24, the open interest changed by 2928 which increased total open position to 8586
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 510.65, which was 51 higher than the previous day. The implied volatity was 20.97, the open interest changed by 272 which increased total open position to 5673
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 449.8, which was -144.59999999999997 lower than the previous day. The implied volatity was 16.27, the open interest changed by 532 which increased total open position to 5410
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 615.35, which was 39.25 higher than the previous day. The implied volatity was 18.35, the open interest changed by 1891 which increased total open position to 4889
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 588.8, which was -301.6 lower than the previous day. The implied volatity was 17.3, the open interest changed by 89 which increased total open position to 3002
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 910, which was 198.95000000000005 higher than the previous day. The implied volatity was 18.19, the open interest changed by -11 which decreased total open position to 2913
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 710.1, which was -204.04999999999995 lower than the previous day. The implied volatity was 15.86, the open interest changed by 67 which increased total open position to 2924
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 911.9, which was 143.14999999999998 higher than the previous day. The implied volatity was 13.95, the open interest changed by -41 which decreased total open position to 2857
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 758.45, which was -796.1 lower than the previous day. The implied volatity was 18.82, the open interest changed by -14854 which decreased total open position to 2900
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1541, which was -230.25 lower than the previous day. The implied volatity was 24.67, the open interest changed by 2860 which increased total open position to 2917
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1771.25, which was -116.7 lower than the previous day. The implied volatity was 30.34, the open interest changed by -15112 which decreased total open position to 2880
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1887.95, which was -27.05 lower than the previous day. The implied volatity was 22.29, the open interest changed by 2865 which increased total open position to 2869
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1915, which was -374.95 lower than the previous day. The implied volatity was 24.64, the open interest changed by 2885 which increased total open position to 2889
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 2237.8, which was 390.55 higher than the previous day. The implied volatity was 27.84, the open interest changed by -12017 which decreased total open position to 2884
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1841.9, which was 444.95 higher than the previous day. The implied volatity was 26.71, the open interest changed by -12032 which decreased total open position to 2781
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1383.65, which was -366.35 lower than the previous day. The implied volatity was 22.03, the open interest changed by 2730 which increased total open position to 2734
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1750, which was -379.6 lower than the previous day. The implied volatity was 26.46, the open interest changed by 2759 which increased total open position to 2759
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 2124.5, which was 610.65 higher than the previous day. The implied volatity was 26.82, the open interest changed by -60 which decreased total open position to 2762
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1509.45, which was -93.8 lower than the previous day. The implied volatity was 21.44, the open interest changed by 2822 which increased total open position to 2822
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1527.1, which was 560.2 higher than the previous day. The implied volatity was 20.68, the open interest changed by 2849 which increased total open position to 2849
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 974.75, which was -146.55 lower than the previous day. The implied volatity was 18.21, the open interest changed by 2875 which increased total open position to 2875
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1120.1, which was -110.3 lower than the previous day. The implied volatity was 18.33, the open interest changed by -10283 which decreased total open position to 2874
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1230.4, which was -252 lower than the previous day. The implied volatity was 16.81, the open interest changed by -17 which decreased total open position to 2891
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1469.05, which was 385.85 higher than the previous day. The implied volatity was 20.62, the open interest changed by -49 which decreased total open position to 2903
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1093.55, which was 143.15 higher than the previous day. The implied volatity was 19.09, the open interest changed by -10191 which decreased total open position to 2952
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 957.65, which was 304.8 higher than the previous day. The implied volatity was 18.96, the open interest changed by -89 which decreased total open position to 3064
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 649.95, which was -245.55 lower than the previous day. The implied volatity was 17.09, the open interest changed by 164 which increased total open position to 3159
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 928.5, which was 315.7 higher than the previous day. The implied volatity was 20.6, the open interest changed by -141 which decreased total open position to 3002
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 594.8, which was 146.55 higher than the previous day. The implied volatity was 17.67, the open interest changed by 69 which increased total open position to 3143
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 453.4, which was -153.65 lower than the previous day. The implied volatity was 16.83, the open interest changed by 9 which increased total open position to 3074
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 612.2, which was 230.4 higher than the previous day. The implied volatity was 18.07, the open interest changed by 34 which increased total open position to 3077
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 368.95, which was 149.8 higher than the previous day. The implied volatity was 15.43, the open interest changed by 119 which increased total open position to 3043
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 219, which was 65.65 higher than the previous day. The implied volatity was 13.83, the open interest changed by 84 which increased total open position to 2933
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 151.1, which was -12.9 lower than the previous day. The implied volatity was 13.75, the open interest changed by 178 which increased total open position to 2886
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 161.45, which was -15.6 lower than the previous day. The implied volatity was 13.93, the open interest changed by 19 which increased total open position to 2711
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 173, which was 31.85 higher than the previous day. The implied volatity was 14.15, the open interest changed by 158 which increased total open position to 2707
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 140.4, which was -20.1 lower than the previous day. The implied volatity was 14.51, the open interest changed by 259 which increased total open position to 2569
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 159.1, which was -18.15 lower than the previous day. The implied volatity was 14.13, the open interest changed by 73 which increased total open position to 2310
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 188.9, which was 73.5 higher than the previous day. The implied volatity was 14.06, the open interest changed by 490 which increased total open position to 2237
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 115, which was -18.55 lower than the previous day. The implied volatity was 13.81, the open interest changed by 196 which increased total open position to 1752
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 134.05, which was -7.05 lower than the previous day. The implied volatity was 13.97, the open interest changed by 137 which increased total open position to 1554
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 141.35, which was -33.5 lower than the previous day. The implied volatity was 13.98, the open interest changed by 136 which increased total open position to 1419
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 182, which was 71.5 higher than the previous day. The implied volatity was 13.83, the open interest changed by 292 which increased total open position to 1281
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 108.9, which was 15.9 higher than the previous day. The implied volatity was 13.2, the open interest changed by 289 which increased total open position to 992
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 93, which was -2.95 lower than the previous day. The implied volatity was 13.26, the open interest changed by 7 which increased total open position to 704
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 95.5, which was -17 lower than the previous day. The implied volatity was 13.18, the open interest changed by 285 which increased total open position to 697
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 112.8, which was -20.9 lower than the previous day. The implied volatity was 13.55, the open interest changed by 204 which increased total open position to 403
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 134.55, which was -7.6 lower than the previous day. The implied volatity was 13.21, the open interest changed by 47 which increased total open position to 199
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 141, which was 10.65 higher than the previous day. The implied volatity was 13.21, the open interest changed by 73 which increased total open position to 150
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 133.65, which was -15.3 lower than the previous day. The implied volatity was 13.43, the open interest changed by 20 which increased total open position to 79
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 150.55, which was -160.6 lower than the previous day. The implied volatity was 13.83, the open interest changed by -65 which decreased total open position to 60
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 308.75, which was -75.85 lower than the previous day. The implied volatity was 14.37, the open interest changed by 23 which increased total open position to 114
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 436.4, which was 211.4 higher than the previous day. The implied volatity was 15.05, the open interest changed by 60 which increased total open position to 92
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 225, which was 18.6 higher than the previous day. The implied volatity was 13.64, the open interest changed by 8 which increased total open position to 32
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 206.4, which was -14.6 lower than the previous day. The implied volatity was 13.68, the open interest changed by 14 which increased total open position to 25
