NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:30 PM IST
| NIFTY 28-Apr-2026 (4d) 24750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.03
Theta: -5.82
Gamma: 0.0002
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23878.45 | 9.45 | -14.75 | 18.92 | 2,31,244 | 23,689 | 46,679 | |||||||||
| 23 Apr | 24173.05 | 23.6 | -55.99999999999999 | 15.56 | 2,80,011 | 6,879 | 23,039 | |||||||||
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| 22 Apr | 24378.10 | 77.05 | -84.75000000000001 | 16.23 | 3,65,749 | 11,836 | 16,836 | |||||||||
| 21 Apr | 24576.60 | 162.8 | 46.35000000000001 | 16.14 | 33,560 | 1,581 | 5,015 | |||||||||
| 20 Apr | 24364.85 | 111.45 | -2.549999999999997 | 17.67 | 22,029 | 130 | 3,404 | |||||||||
| 17 Apr | 24353.55 | 121.1 | 31.299999999999997 | 14.79 | 12,342 | 381 | 3,266 | |||||||||
| 16 Apr | 24196.75 | 90.2 | -17.349999999999994 | 15.46 | 9,268 | 213 | 2,907 | |||||||||
| 15 Apr | 24231.30 | 105 | 39.650000000000006 | 15.31 | 8,064 | 1,043 | 2,769 | |||||||||
| 13 Apr | 23842.65 | 63.25 | -45.7 | 16.79 | 4,843 | 135 | 1,686 | |||||||||
| 10 Apr | 24050.60 | 110.1 | 21.69999999999999 | 15.36 | 2,876 | 98 | 1,558 | |||||||||
| 9 Apr | 23775.10 | 87.45 | -33.099999999999994 | 17.19 | 3,688 | 380 | 1,459 | |||||||||
| 8 Apr | 23997.35 | 123.85 | 75.3 | 15.16 | 3,929 | 387 | 1,079 | |||||||||
| 7 Apr | 23123.65 | 50 | -0.5 | 19.69 | 389 | 686 | 686 | |||||||||
| 6 Apr | 22968.25 | 51.7 | 9.85 | 21.07 | 876 | 293 | 628 | |||||||||
| 2 Apr | 22713.10 | 40.45 | -10.7 | 20.26 | 538 | 488 | 488 | |||||||||
| 1 Apr | 22679.40 | 50.35 | -11.2 | 20.9 | 915 | 135 | 533 | |||||||||
| 30 Mar | 22331.40 | 66.55 | -33.95 | 24.44 | 750 | 8 | 398 | |||||||||
| 27 Mar | 22819.60 | 102.7 | -43.9 | 21.8 | 960 | 86 | 377 | |||||||||
| 25 Mar | 23306.45 | 141.8 | 16.35 | 18.83 | 868 | -8,856 | 291 | |||||||||
| 24 Mar | 22912.40 | 127.9 | 30.7 | 21.08 | 393 | -8,813 | 319 | |||||||||
| 23 Mar | 22512.65 | 96.4 | -30.9 | 22.91 | 481 | 405 | 405 | |||||||||
| 20 Mar | 23114.50 | 125 | 6.55 | 18.02 | 469 | 481 | 522 | |||||||||
| 19 Mar | 23002.15 | 125.15 | -78.05 | 18.17 | 1,559 | 493 | 493 | |||||||||
| 18 Mar | 23777.80 | 192.25 | 0.95 | 14.36 | 528 | -8,631 | 461 | |||||||||
| 17 Mar | 23581.15 | 190.5 | 0.35 | 16.13 | 219 | -8,729 | 350 | |||||||||
| 16 Mar | 23408.80 | 188.95 | 9.25 | 17.77 | 316 | -8,785 | 335 | |||||||||
| 13 Mar | 23151.10 | 180.35 | -95.95 | 18.35 | 710 | 298 | 298 | |||||||||
| 12 Mar | 23639.15 | 275.75 | -74.55 | 17.13 | 220 | -8,673 | 349 | |||||||||
| 11 Mar | 23866.85 | 348.65 | -134.55 | 17 | 120 | 37 | 303 | |||||||||
| 10 Mar | 24261.60 | 490.35 | -12.5 | 15.56 | 42 | -6 | 265 | |||||||||
| 9 Mar | 24028.05 | 490 | -113.05 | 18.87 | 356 | -8,682 | 271 | |||||||||
| 6 Mar | 24450.45 | 602.25 | -114.1 | 15.17 | 178 | 227 | 227 | |||||||||
| 5 Mar | 24765.90 | 712.25 | 61.35 | 13.75 | 71 | 196 | 196 | |||||||||
| 4 Mar | 24480.50 | 623.6 | -166.1 | 15.18 | 754 | 146 | 198 | |||||||||
| 2 Mar | 24865.70 | 787.05 | -272.3 | 13.12 | 145 | 51 | 54 | |||||||||
| 27 Feb | 25178.65 | 1059.35 | -179.95 | 13.48 | 6 | 2 | 4 | |||||||||
| 26 Feb | 25496.55 | 1239.3 | -131.55 | - | 0 | 0 | 2 | |||||||||
| 25 Feb | 25482.50 | 1239.3 | -131.55 | - | 1 | 0 | 2 | |||||||||
| 24 Feb | 25424.65 | 1239.3 | -131.55 | 11.4 | 1 | 0 | 2 | |||||||||
| 23 Feb | 25713.00 | 1370.85 | 23.75 | 7.93 | 3 | 0 | 2 | |||||||||
| 20 Feb | 25571.25 | 1347.1 | 141.3 | 10.88 | 2 | 0 | 2 | |||||||||
| 19 Feb | 25454.35 | 1202.25 | -262.8 | 10 | 2 | 0 | 2 | |||||||||
| 18 Feb | 25819.35 | 1465.05 | 41.95 | - | 1 | 0 | 2 | |||||||||
| 17 Feb | 25725.40 | 1424.75 | 179.65 | - | 3 | 0 | 1 | |||||||||
| 16 Feb | 25682.75 | 1240.7 | -281.45 | - | 0 | 0 | 1 | |||||||||
| 13 Feb | 25471.10 | 1240.7 | -281.45 | 7.9 | 3 | 1 | 1 | |||||||||
| 12 Feb | 25807.20 | 1520.05 | -97.45 | - | 2 | 1 | 1 | |||||||||
| 11 Feb | 25953.85 | 1613.45 | -0.9 | - | 2 | 0 | 0 | |||||||||
| 10 Feb | 25935.15 | 1614.35 | 45.35 | - | 1 | 0 | 1 | |||||||||
| 9 Feb | 25867.30 | 1570.3 | 172.4 | - | 2 | -1 | 0 | |||||||||
| 6 Feb | 25693.70 | 1397.9 | -13.75 | - | 2 | 0 | 2 | |||||||||
| 5 Feb | 25642.80 | 1395.35 | -145.25 | - | 3 | 0 | 2 | |||||||||
| 4 Feb | 25776.00 | 1537.65 | 36.15 | - | 2 | 0 | 3 | |||||||||
| 3 Feb | 25727.55 | 1501.5 | 526.45 | - | 2 | -1 | 4 | |||||||||
| 2 Feb | 25088.40 | 992.8 | 61.9 | 8.14 | 9 | -3 | 5 | |||||||||
| 1 Feb | 24825.45 | 825.3 | -328.5 | 9.93 | 9 | 7 | 7 | |||||||||
| 30 Jan | 25320.65 | 1153.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 25418.90 | 1153.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24750 expiring on 28APR2026
Delta for 24750 CE is 0.05
Historical price for 24750 CE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 9.45, which was -14.75 lower than the previous day. The implied volatity was 18.92, the open interest changed by 23689 which increased total open position to 46679
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 23.6, which was -55.99999999999999 lower than the previous day. The implied volatity was 15.56, the open interest changed by 6879 which increased total open position to 23039
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 77.05, which was -84.75000000000001 lower than the previous day. The implied volatity was 16.23, the open interest changed by 11836 which increased total open position to 16836
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 162.8, which was 46.35000000000001 higher than the previous day. The implied volatity was 16.14, the open interest changed by 1581 which increased total open position to 5015
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 111.45, which was -2.549999999999997 lower than the previous day. The implied volatity was 17.67, the open interest changed by 130 which increased total open position to 3404
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 121.1, which was 31.299999999999997 higher than the previous day. The implied volatity was 14.79, the open interest changed by 381 which increased total open position to 3266
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 90.2, which was -17.349999999999994 lower than the previous day. The implied volatity was 15.46, the open interest changed by 213 which increased total open position to 2907
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 105, which was 39.650000000000006 higher than the previous day. The implied volatity was 15.31, the open interest changed by 1043 which increased total open position to 2769
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 63.25, which was -45.7 lower than the previous day. The implied volatity was 16.79, the open interest changed by 135 which increased total open position to 1686
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 110.1, which was 21.69999999999999 higher than the previous day. The implied volatity was 15.36, the open interest changed by 98 which increased total open position to 1558
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 87.45, which was -33.099999999999994 lower than the previous day. The implied volatity was 17.19, the open interest changed by 380 which increased total open position to 1459
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 123.85, which was 75.3 higher than the previous day. The implied volatity was 15.16, the open interest changed by 387 which increased total open position to 1079
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 50, which was -0.5 lower than the previous day. The implied volatity was 19.69, the open interest changed by 686 which increased total open position to 686
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 51.7, which was 9.85 higher than the previous day. The implied volatity was 21.07, the open interest changed by 293 which increased total open position to 628
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 40.45, which was -10.7 lower than the previous day. The implied volatity was 20.26, the open interest changed by 488 which increased total open position to 488
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 50.35, which was -11.2 lower than the previous day. The implied volatity was 20.9, the open interest changed by 135 which increased total open position to 533
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 66.55, which was -33.95 lower than the previous day. The implied volatity was 24.44, the open interest changed by 8 which increased total open position to 398
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 102.7, which was -43.9 lower than the previous day. The implied volatity was 21.8, the open interest changed by 86 which increased total open position to 377
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 141.8, which was 16.35 higher than the previous day. The implied volatity was 18.83, the open interest changed by -8856 which decreased total open position to 291
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 127.9, which was 30.7 higher than the previous day. The implied volatity was 21.08, the open interest changed by -8813 which decreased total open position to 319
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 96.4, which was -30.9 lower than the previous day. The implied volatity was 22.91, the open interest changed by 405 which increased total open position to 405
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 125, which was 6.55 higher than the previous day. The implied volatity was 18.02, the open interest changed by 481 which increased total open position to 522
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 125.15, which was -78.05 lower than the previous day. The implied volatity was 18.17, the open interest changed by 493 which increased total open position to 493
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 192.25, which was 0.95 higher than the previous day. The implied volatity was 14.36, the open interest changed by -8631 which decreased total open position to 461
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 190.5, which was 0.35 higher than the previous day. The implied volatity was 16.13, the open interest changed by -8729 which decreased total open position to 350
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 188.95, which was 9.25 higher than the previous day. The implied volatity was 17.77, the open interest changed by -8785 which decreased total open position to 335
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 180.35, which was -95.95 lower than the previous day. The implied volatity was 18.35, the open interest changed by 298 which increased total open position to 298
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 275.75, which was -74.55 lower than the previous day. The implied volatity was 17.13, the open interest changed by -8673 which decreased total open position to 349
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 348.65, which was -134.55 lower than the previous day. The implied volatity was 17, the open interest changed by 37 which increased total open position to 303
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 490.35, which was -12.5 lower than the previous day. The implied volatity was 15.56, the open interest changed by -6 which decreased total open position to 265
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 490, which was -113.05 lower than the previous day. The implied volatity was 18.87, the open interest changed by -8682 which decreased total open position to 271
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 602.25, which was -114.1 lower than the previous day. The implied volatity was 15.17, the open interest changed by 227 which increased total open position to 227
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 712.25, which was 61.35 higher than the previous day. The implied volatity was 13.75, the open interest changed by 196 which increased total open position to 196
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 623.6, which was -166.1 lower than the previous day. The implied volatity was 15.18, the open interest changed by 146 which increased total open position to 198
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 787.05, which was -272.3 lower than the previous day. The implied volatity was 13.12, the open interest changed by 51 which increased total open position to 54
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 1059.35, which was -179.95 lower than the previous day. The implied volatity was 13.48, the open interest changed by 2 which increased total open position to 4
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 1239.3, which was -131.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 1239.3, which was -131.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 1239.3, which was -131.55 lower than the previous day. The implied volatity was 11.4, 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 1370.85, which was 23.75 higher than the previous day. The implied volatity was 7.93, 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 1347.1, which was 141.3 higher than the previous day. The implied volatity was 10.88, the open interest changed by 0 which decreased total open position to 2
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 1202.25, which was -262.8 lower than the previous day. The implied volatity was 10, the open interest changed by 0 which decreased total open position to 2
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 1465.05, which was 41.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 1424.75, which was 179.65 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 1240.7, which was -281.45 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 1240.7, which was -281.45 lower than the previous day. The implied volatity was 7.9, the open interest changed by 1 which increased total open position to 1
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 1520.05, which was -97.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 1613.45, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 1614.35, which was 45.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 1570.3, which was 172.4 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 1397.9, which was -13.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 1395.35, which was -145.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 1537.65, which was 36.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 1501.5, which was 526.45 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 4
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 992.8, which was 61.9 higher than the previous day. The implied volatity was 8.14, the open interest changed by -3 which decreased total open position to 5
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 825.3, which was -328.5 lower than the previous day. The implied volatity was 9.93, the open interest changed by 7 which increased total open position to 7
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 1153.8, 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 1153.8, 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) 24750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.96
Vega: 0.02
Theta: -1.32
Gamma: 0.00018
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23878.45 | 864.7 | 254.1500000000001 | 18.27 | 216 | -25 | 793 |
| 23 Apr | 24173.05 | 614.75 | 168.2 | 18.71 | 1,727 | -68 | 823 |
| 22 Apr | 24378.10 | 443.2 | 118.69999999999999 | 16.99 | 12,790 | 85 | 894 |
| 21 Apr | 24576.60 | 330.95 | -208.8 | 18.38 | 3,669 | 549 | 785 |
| 20 Apr | 24364.85 | 548.85 | 59.200000000000045 | 21.33 | 803 | 98 | 241 |
| 17 Apr | 24353.55 | 480 | -157.89999999999998 | 16.03 | 55 | 15 | 142 |
| 16 Apr | 24196.75 | 638 | 31.549999999999955 | 18.01 | 125 | 22 | 128 |
| 15 Apr | 24231.30 | 617.85 | -132.14999999999998 | 16.87 | 44 | 5 | 107 |
| 13 Apr | 23842.65 | 750 | 750 | 19.12 | 0 | 0 | 102 |
| 10 Apr | 24050.60 | 750 | -224.20000000000005 | 16.16 | 23 | 10 | 102 |
| 9 Apr | 23775.10 | 974.2 | 180.30000000000007 | 15.8 | 9 | -3 | 90 |
| 8 Apr | 23997.35 | 773.35 | -853.85 | 17.66 | 55 | 86 | 93 |
| 7 Apr | 23123.65 | 1629.15 | -136.2 | 27.91 | 19 | -15 | 103 |
| 6 Apr | 22968.25 | 1765.35 | -734.65 | 27.06 | 50 | 119 | 120 |
| 2 Apr | 22713.10 | 2500 | 520 | 54.23 | 1 | 0 | 160 |
| 1 Apr | 22679.40 | 1980 | -320.85 | 26.25 | 12 | -10 | 160 |
| 30 Mar | 22331.40 | 2300 | 480.5 | 29.18 | 22 | 170 | 170 |
| 27 Mar | 22819.60 | 1819.5 | 492.85 | 23.07 | 76 | 168 | 168 |
| 25 Mar | 23306.45 | 1326.65 | -650.3 | 17.21 | 29 | -1 | 105 |
| 24 Mar | 22912.40 | 1976.95 | -103 | 34.64 | 1 | 0 | 106 |
| 23 Mar | 22512.65 | 2079.95 | 534.75 | 20.67 | 14 | -9 | 107 |
| 20 Mar | 23114.50 | 1555.7 | -134.35 | 21.75 | 5 | 116 | 116 |
| 19 Mar | 23002.15 | 1585.7 | 573.7 | 21.51 | 42 | -8,852 | 117 |
| 18 Mar | 23777.80 | 1037 | -131.25 | 19.19 | 91 | -8,819 | 145 |
| 17 Mar | 23581.15 | 1168.25 | -130.65 | 18.77 | 9 | -5 | 141 |
| 16 Mar | 23408.80 | 1298.9 | -239.35 | 18.02 | 7 | 147 | 147 |
| 13 Mar | 23151.10 | 1538.25 | 573.25 | 21.83 | 35 | -8,834 | 147 |
| 12 Mar | 23639.15 | 965 | 240.35 | - | 0 | -8,779 | 168 |
| 11 Mar | 23866.85 | 965 | 240.35 | 18.21 | 48 | -34 | 168 |
| 10 Mar | 24261.60 | 724.65 | -227.9 | 18.45 | 11 | 2 | 203 |
| 9 Mar | 24028.05 | 952.55 | 318.4 | 20.45 | 33 | -8,751 | 201 |
| 6 Mar | 24450.45 | 610.75 | 140.3 | 17.45 | 200 | 19 | 211 |
| 5 Mar | 24765.90 | 484.9 | -157.15 | 17.12 | 155 | 190 | 190 |
| 4 Mar | 24480.50 | 635.35 | 242.15 | 18.05 | 366 | 84 | 224 |
| 2 Mar | 24865.70 | 397.4 | 166.5 | 15.7 | 290 | -1 | 142 |
| 27 Feb | 25178.65 | 232.25 | 68.95 | 13.81 | 63 | 13 | 144 |
| 26 Feb | 25496.55 | 162 | -10.65 | 13.77 | 38 | -6 | 130 |
| 25 Feb | 25482.50 | 172.15 | -26.2 | 13.93 | 49 | 6 | 135 |
| 24 Feb | 25424.65 | 198.35 | 45.75 | 14.62 | 41 | -5 | 129 |
| 23 Feb | 25713.00 | 152.6 | -19.55 | 14.62 | 15 | 7 | 131 |
| 20 Feb | 25571.25 | 172.15 | -19.4 | 14.23 | 18 | 8 | 124 |
| 19 Feb | 25454.35 | 197.05 | 75.85 | 13.98 | 35 | 12 | 115 |
| 18 Feb | 25819.35 | 122.1 | -22.9 | 13.78 | 21 | 9 | 102 |
| 17 Feb | 25725.40 | 145 | -24.95 | 14.04 | 42 | 15 | 93 |
| 16 Feb | 25682.75 | 169.95 | 0.15 | 14.64 | 9 | -1 | 80 |
| 13 Feb | 25471.10 | 169.8 | 54.05 | 13.12 | 31 | 0 | 81 |
| 12 Feb | 25807.20 | 116.2 | 20.75 | 13.19 | 98 | 15 | 82 |
| 11 Feb | 25953.85 | 97.5 | -0.8 | 13.17 | 60 | 12 | 63 |
| 10 Feb | 25935.15 | 98.1 | -20.6 | 13.01 | 55 | 22 | 50 |
| 9 Feb | 25867.30 | 118.7 | -21.7 | 13.49 | 18 | 8 | 29 |
| 6 Feb | 25693.70 | 138.7 | -14.15 | 13.06 | 13 | 1 | 22 |
| 5 Feb | 25642.80 | 152.85 | 18.05 | 13.3 | 13 | 7 | 21 |
| 4 Feb | 25776.00 | 134.8 | -113 | 13.19 | 13 | 4 | 13 |
| 3 Feb | 25727.55 | 247.8 | -217.65 | 16.48 | 4 | 0 | 7 |
| 2 Feb | 25088.40 | 465.45 | 131.55 | 17.73 | 8 | 3 | 6 |
| 1 Feb | 24825.45 | 333.9 | 94 | 12.31 | 2 | 0 | 4 |
| 30 Jan | 25320.65 | 239.9 | 20.65 | 13.72 | 3 | 1 | 2 |
| 29 Jan | 25418.90 | 219.25 | -130.15 | 13.72 | 1 | 0 | 0 |
For Nifty - strike price 24750 expiring on 28APR2026
Delta for 24750 PE is -0.96
Historical price for 24750 PE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 864.7, which was 254.1500000000001 higher than the previous day. The implied volatity was 18.27, the open interest changed by -25 which decreased total open position to 793
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 614.75, which was 168.2 higher than the previous day. The implied volatity was 18.71, the open interest changed by -68 which decreased total open position to 823
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 443.2, which was 118.69999999999999 higher than the previous day. The implied volatity was 16.99, the open interest changed by 85 which increased total open position to 894
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 330.95, which was -208.8 lower than the previous day. The implied volatity was 18.38, the open interest changed by 549 which increased total open position to 785
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 548.85, which was 59.200000000000045 higher than the previous day. The implied volatity was 21.33, the open interest changed by 98 which increased total open position to 241
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 480, which was -157.89999999999998 lower than the previous day. The implied volatity was 16.03, the open interest changed by 15 which increased total open position to 142
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 638, which was 31.549999999999955 higher than the previous day. The implied volatity was 18.01, the open interest changed by 22 which increased total open position to 128
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 617.85, which was -132.14999999999998 lower than the previous day. The implied volatity was 16.87, the open interest changed by 5 which increased total open position to 107
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 750, which was 750 higher than the previous day. The implied volatity was 19.12, the open interest changed by 0 which decreased total open position to 102
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 750, which was -224.20000000000005 lower than the previous day. The implied volatity was 16.16, the open interest changed by 10 which increased total open position to 102
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 974.2, which was 180.30000000000007 higher than the previous day. The implied volatity was 15.8, the open interest changed by -3 which decreased total open position to 90
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 773.35, which was -853.85 lower than the previous day. The implied volatity was 17.66, the open interest changed by 86 which increased total open position to 93
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1629.15, which was -136.2 lower than the previous day. The implied volatity was 27.91, the open interest changed by -15 which decreased total open position to 103
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1765.35, which was -734.65 lower than the previous day. The implied volatity was 27.06, the open interest changed by 119 which increased total open position to 120
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 2500, which was 520 higher than the previous day. The implied volatity was 54.23, the open interest changed by 0 which decreased total open position to 160
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1980, which was -320.85 lower than the previous day. The implied volatity was 26.25, the open interest changed by -10 which decreased total open position to 160
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 2300, which was 480.5 higher than the previous day. The implied volatity was 29.18, the open interest changed by 170 which increased total open position to 170
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1819.5, which was 492.85 higher than the previous day. The implied volatity was 23.07, the open interest changed by 168 which increased total open position to 168
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1326.65, which was -650.3 lower than the previous day. The implied volatity was 17.21, the open interest changed by -1 which decreased total open position to 105
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1976.95, which was -103 lower than the previous day. The implied volatity was 34.64, the open interest changed by 0 which decreased total open position to 106
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 2079.95, which was 534.75 higher than the previous day. The implied volatity was 20.67, the open interest changed by -9 which decreased total open position to 107
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1555.7, which was -134.35 lower than the previous day. The implied volatity was 21.75, the open interest changed by 116 which increased total open position to 116
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1585.7, which was 573.7 higher than the previous day. The implied volatity was 21.51, the open interest changed by -8852 which decreased total open position to 117
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1037, which was -131.25 lower than the previous day. The implied volatity was 19.19, the open interest changed by -8819 which decreased total open position to 145
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1168.25, which was -130.65 lower than the previous day. The implied volatity was 18.77, the open interest changed by -5 which decreased total open position to 141
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1298.9, which was -239.35 lower than the previous day. The implied volatity was 18.02, the open interest changed by 147 which increased total open position to 147
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1538.25, which was 573.25 higher than the previous day. The implied volatity was 21.83, the open interest changed by -8834 which decreased total open position to 147
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 965, which was 240.35 higher than the previous day. The implied volatity was -, the open interest changed by -8779 which decreased total open position to 168
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 965, which was 240.35 higher than the previous day. The implied volatity was 18.21, the open interest changed by -34 which decreased total open position to 168
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 724.65, which was -227.9 lower than the previous day. The implied volatity was 18.45, the open interest changed by 2 which increased total open position to 203
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 952.55, which was 318.4 higher than the previous day. The implied volatity was 20.45, the open interest changed by -8751 which decreased total open position to 201
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 610.75, which was 140.3 higher than the previous day. The implied volatity was 17.45, the open interest changed by 19 which increased total open position to 211
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 484.9, which was -157.15 lower than the previous day. The implied volatity was 17.12, the open interest changed by 190 which increased total open position to 190
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 635.35, which was 242.15 higher than the previous day. The implied volatity was 18.05, the open interest changed by 84 which increased total open position to 224
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 397.4, which was 166.5 higher than the previous day. The implied volatity was 15.7, the open interest changed by -1 which decreased total open position to 142
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 232.25, which was 68.95 higher than the previous day. The implied volatity was 13.81, the open interest changed by 13 which increased total open position to 144
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 162, which was -10.65 lower than the previous day. The implied volatity was 13.77, the open interest changed by -6 which decreased total open position to 130
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 172.15, which was -26.2 lower than the previous day. The implied volatity was 13.93, the open interest changed by 6 which increased total open position to 135
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 198.35, which was 45.75 higher than the previous day. The implied volatity was 14.62, the open interest changed by -5 which decreased total open position to 129
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 152.6, which was -19.55 lower than the previous day. The implied volatity was 14.62, the open interest changed by 7 which increased total open position to 131
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 172.15, which was -19.4 lower than the previous day. The implied volatity was 14.23, the open interest changed by 8 which increased total open position to 124
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 197.05, which was 75.85 higher than the previous day. The implied volatity was 13.98, the open interest changed by 12 which increased total open position to 115
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 122.1, which was -22.9 lower than the previous day. The implied volatity was 13.78, the open interest changed by 9 which increased total open position to 102
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 145, which was -24.95 lower than the previous day. The implied volatity was 14.04, the open interest changed by 15 which increased total open position to 93
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 169.95, which was 0.15 higher than the previous day. The implied volatity was 14.64, the open interest changed by -1 which decreased total open position to 80
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 169.8, which was 54.05 higher than the previous day. The implied volatity was 13.12, the open interest changed by 0 which decreased total open position to 81
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 116.2, which was 20.75 higher than the previous day. The implied volatity was 13.19, the open interest changed by 15 which increased total open position to 82
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 97.5, which was -0.8 lower than the previous day. The implied volatity was 13.17, the open interest changed by 12 which increased total open position to 63
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 98.1, which was -20.6 lower than the previous day. The implied volatity was 13.01, the open interest changed by 22 which increased total open position to 50
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 118.7, which was -21.7 lower than the previous day. The implied volatity was 13.49, the open interest changed by 8 which increased total open position to 29
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 138.7, which was -14.15 lower than the previous day. The implied volatity was 13.06, the open interest changed by 1 which increased total open position to 22
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 152.85, which was 18.05 higher than the previous day. The implied volatity was 13.3, the open interest changed by 7 which increased total open position to 21
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 134.8, which was -113 lower than the previous day. The implied volatity was 13.19, the open interest changed by 4 which increased total open position to 13
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 247.8, which was -217.65 lower than the previous day. The implied volatity was 16.48, the open interest changed by 0 which decreased total open position to 7
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 465.45, which was 131.55 higher than the previous day. The implied volatity was 17.73, the open interest changed by 3 which increased total open position to 6
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 333.9, which was 94 higher than the previous day. The implied volatity was 12.31, the open interest changed by 0 which decreased total open position to 4
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 239.9, which was 20.65 higher than the previous day. The implied volatity was 13.72, the open interest changed by 1 which increased total open position to 2
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 219.25, which was -130.15 lower than the previous day. The implied volatity was 13.72, the open interest changed by 0 which decreased total open position to 0
