NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:29 PM IST
| NIFTY 28-Apr-2026 (4d) 24800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.02
Theta: -5.3
Gamma: 0.00017
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23869.65 | 8.2 | -11.850000000000001 | 19.4 | 4,20,321 | 26,529 | 95,294 | |||||||||
| 23 Apr | 24173.05 | 19.5 | -47.7 | 15.71 | 5,23,508 | 11,923 | 68,634 | |||||||||
| 22 Apr | 24378.10 | 65.3 | -75.45 | 16.2 | 7,12,481 | 29,019 | 57,558 | |||||||||
| 21 Apr | 24576.60 | 141.35 | 37.69999999999999 | 16.08 | 1,63,053 | 2,561 | 29,483 | |||||||||
| 20 Apr | 24364.85 | 98.8 | 0.14999999999999147 | 17.76 | 1,37,828 | 6,476 | 27,039 | |||||||||
| 17 Apr | 24353.55 | 106.75 | 28.200000000000003 | 14.77 | 67,394 | 2,298 | 20,589 | |||||||||
| 16 Apr | 24196.75 | 79.3 | -14.049999999999997 | 15.36 | 56,476 | 3,083 | 18,761 | |||||||||
| 15 Apr | 24231.30 | 92 | 34.15 | 15.15 | 41,892 | 3,679 | 15,859 | |||||||||
| 13 Apr | 23842.65 | 56.9 | -39.6 | 16.73 | 30,760 | 866 | 12,176 | |||||||||
| 10 Apr | 24050.60 | 99 | 19.299999999999997 | 15.35 | 23,921 | 1,861 | 11,312 | |||||||||
| 9 Apr | 23775.10 | 78.55 | -29.25 | 17.11 | 26,381 | 557 | 9,454 | |||||||||
| 8 Apr | 23997.35 | 114.5 | 71.7 | 15.28 | 25,843 | -10,417 | 8,941 | |||||||||
| 7 Apr | 23123.65 | 43.5 | -1.55 | 19.42 | 7,655 | 5,498 | 5,549 | |||||||||
| 6 Apr | 22968.25 | 46.55 | 8.05 | 20.94 | 8,944 | 5,749 | 5,754 | |||||||||
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| 2 Apr | 22713.10 | 36.35 | -10.5 | 20.17 | 10,180 | -368 | 4,455 | |||||||||
| 1 Apr | 22679.40 | 46.85 | -9.9 | 20.91 | 6,866 | 170 | 4,817 | |||||||||
| 30 Mar | 22331.40 | 57.95 | -34.55 | 23.99 | 9,639 | 4,011 | 4,681 | |||||||||
| 27 Mar | 22819.60 | 93.25 | -43.05 | 21.57 | 7,485 | 4,501 | 4,503 | |||||||||
| 25 Mar | 23306.45 | 131.9 | 14.9 | 18.76 | 9,185 | -90 | 3,705 | |||||||||
| 24 Mar | 22912.40 | 125.65 | 35.6 | 21.37 | 5,495 | 540 | 3,784 | |||||||||
| 23 Mar | 22512.65 | 88.05 | -30.2 | 22.7 | 6,281 | 3,202 | 3,238 | |||||||||
| 20 Mar | 23114.50 | 116.05 | 8.45 | 17.96 | 6,115 | 798 | 3,406 | |||||||||
| 19 Mar | 23002.15 | 116.55 | -63.4 | 18.09 | 7,121 | 3,367 | 3,402 | |||||||||
| 18 Mar | 23777.80 | 179 | 4.75 | 14.34 | 3,280 | 419 | 2,791 | |||||||||
| 17 Mar | 23581.15 | 174 | -3.2 | 15.94 | 1,973 | 154 | 2,532 | |||||||||
| 16 Mar | 23408.80 | 170.6 | 3.35 | 17.44 | 2,937 | 149 | 2,383 | |||||||||
| 13 Mar | 23151.10 | 172.35 | -86.75 | 18.42 | 4,742 | 2,225 | 2,225 | |||||||||
| 12 Mar | 23639.15 | 247.1 | -87.7 | 16.62 | 2,446 | 1,785 | 1,785 | |||||||||
| 11 Mar | 23866.85 | 329 | -137.5 | 16.87 | 1,933 | -419 | 1,737 | |||||||||
| 10 Mar | 24261.60 | 474.45 | 1 | 15.73 | 1,193 | -105 | 1,481 | |||||||||
| 9 Mar | 24028.05 | 459.1 | -114.75 | 18.52 | 1,882 | -478 | 1,584 | |||||||||
| 6 Mar | 24450.45 | 571.5 | -110.5 | 15.01 | 1,137 | 1,586 | 1,598 | |||||||||
| 5 Mar | 24765.90 | 677.45 | 75.35 | 13.59 | 1,153 | 1,154 | 1,154 | |||||||||
| 4 Mar | 24480.50 | 600.85 | -147.45 | 15.27 | 2,432 | 283 | 1,072 | |||||||||
| 2 Mar | 24865.70 | 745.05 | -180.85 | 12.82 | 2,524 | 743 | 790 | |||||||||
| 27 Feb | 25178.65 | 930 | -166 | 10.57 | 55 | 15 | 47 | |||||||||
| 26 Feb | 25496.55 | 1096 | -54 | 4.71 | 7 | 2 | 31 | |||||||||
| 25 Feb | 25482.50 | 1150 | 8.8 | 9.16 | 1 | 0 | 28 | |||||||||
| 24 Feb | 25424.65 | 1141.2 | -187.2 | 9.06 | 10 | 1 | 30 | |||||||||
| 23 Feb | 25713.00 | 1328.4 | 16 | 5.65 | 7 | -4 | 29 | |||||||||
| 20 Feb | 25571.25 | 1312.4 | 181.25 | 11.16 | 2 | 0 | 33 | |||||||||
| 19 Feb | 25454.35 | 1116.85 | -342.05 | 7.96 | 10 | 8 | 33 | |||||||||
| 18 Feb | 25819.35 | 1461 | 97.55 | 0.53 | 5 | 1 | 24 | |||||||||
| 17 Feb | 25725.40 | 1363.45 | -1.05 | 6.02 | 1 | 0 | 23 | |||||||||
| 16 Feb | 25682.75 | 1363.45 | 97.85 | 5.85 | 2 | 0 | 23 | |||||||||
| 13 Feb | 25471.10 | 1265.6 | -193.45 | 10.78 | 25 | -2 | 23 | |||||||||
| 12 Feb | 25807.20 | 1459.05 | -121.15 | 7.61 | 5 | -3 | 25 | |||||||||
| 11 Feb | 25953.85 | 1580.2 | 11.4 | - | 2 | 0 | 30 | |||||||||
| 10 Feb | 25935.15 | 1568.8 | 199.7 | - | 1 | 0 | 30 | |||||||||
| 9 Feb | 25867.30 | 1370.5 | -123.55 | - | 0 | 0 | 30 | |||||||||
| 6 Feb | 25693.70 | 1370.5 | -123.55 | - | 0 | 0 | 30 | |||||||||
| 5 Feb | 25642.80 | 1370.5 | -123.55 | - | 2 | 0 | 30 | |||||||||
| 4 Feb | 25776.00 | 1494.05 | -53.25 | - | 22 | 2 | 30 | |||||||||
| 3 Feb | 25727.55 | 1547.3 | 634.35 | 10.31 | 5 | -1 | 26 | |||||||||
| 2 Feb | 25088.40 | 912.95 | -28.4 | 6.84 | 31 | 27 | 28 | |||||||||
| 1 Feb | 24825.45 | 941.35 | -179.75 | 13.32 | 2 | 0 | 0 | |||||||||
| 30 Jan | 25320.65 | 1121.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 25418.90 | 1121.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24800 expiring on 28APR2026
Delta for 24800 CE is 0.04
Historical price for 24800 CE is as follows
On 24 Apr NIFTY was trading at 23869.65. The strike last trading price was 8.2, which was -11.850000000000001 lower than the previous day. The implied volatity was 19.4, the open interest changed by 26529 which increased total open position to 95294
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 19.5, which was -47.7 lower than the previous day. The implied volatity was 15.71, the open interest changed by 11923 which increased total open position to 68634
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 65.3, which was -75.45 lower than the previous day. The implied volatity was 16.2, the open interest changed by 29019 which increased total open position to 57558
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 141.35, which was 37.69999999999999 higher than the previous day. The implied volatity was 16.08, the open interest changed by 2561 which increased total open position to 29483
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 98.8, which was 0.14999999999999147 higher than the previous day. The implied volatity was 17.76, the open interest changed by 6476 which increased total open position to 27039
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 106.75, which was 28.200000000000003 higher than the previous day. The implied volatity was 14.77, the open interest changed by 2298 which increased total open position to 20589
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 79.3, which was -14.049999999999997 lower than the previous day. The implied volatity was 15.36, the open interest changed by 3083 which increased total open position to 18761
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 92, which was 34.15 higher than the previous day. The implied volatity was 15.15, the open interest changed by 3679 which increased total open position to 15859
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 56.9, which was -39.6 lower than the previous day. The implied volatity was 16.73, the open interest changed by 866 which increased total open position to 12176
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 99, which was 19.299999999999997 higher than the previous day. The implied volatity was 15.35, the open interest changed by 1861 which increased total open position to 11312
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 78.55, which was -29.25 lower than the previous day. The implied volatity was 17.11, the open interest changed by 557 which increased total open position to 9454
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 114.5, which was 71.7 higher than the previous day. The implied volatity was 15.28, the open interest changed by -10417 which decreased total open position to 8941
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 43.5, which was -1.55 lower than the previous day. The implied volatity was 19.42, the open interest changed by 5498 which increased total open position to 5549
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 46.55, which was 8.05 higher than the previous day. The implied volatity was 20.94, the open interest changed by 5749 which increased total open position to 5754
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 36.35, which was -10.5 lower than the previous day. The implied volatity was 20.17, the open interest changed by -368 which decreased total open position to 4455
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 46.85, which was -9.9 lower than the previous day. The implied volatity was 20.91, the open interest changed by 170 which increased total open position to 4817
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 57.95, which was -34.55 lower than the previous day. The implied volatity was 23.99, the open interest changed by 4011 which increased total open position to 4681
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 93.25, which was -43.05 lower than the previous day. The implied volatity was 21.57, the open interest changed by 4501 which increased total open position to 4503
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 131.9, which was 14.9 higher than the previous day. The implied volatity was 18.76, the open interest changed by -90 which decreased total open position to 3705
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 125.65, which was 35.6 higher than the previous day. The implied volatity was 21.37, the open interest changed by 540 which increased total open position to 3784
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 88.05, which was -30.2 lower than the previous day. The implied volatity was 22.7, the open interest changed by 3202 which increased total open position to 3238
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 116.05, which was 8.45 higher than the previous day. The implied volatity was 17.96, the open interest changed by 798 which increased total open position to 3406
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 116.55, which was -63.4 lower than the previous day. The implied volatity was 18.09, the open interest changed by 3367 which increased total open position to 3402
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 179, which was 4.75 higher than the previous day. The implied volatity was 14.34, the open interest changed by 419 which increased total open position to 2791
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 174, which was -3.2 lower than the previous day. The implied volatity was 15.94, the open interest changed by 154 which increased total open position to 2532
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 170.6, which was 3.35 higher than the previous day. The implied volatity was 17.44, the open interest changed by 149 which increased total open position to 2383
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 172.35, which was -86.75 lower than the previous day. The implied volatity was 18.42, the open interest changed by 2225 which increased total open position to 2225
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 247.1, which was -87.7 lower than the previous day. The implied volatity was 16.62, the open interest changed by 1785 which increased total open position to 1785
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 329, which was -137.5 lower than the previous day. The implied volatity was 16.87, the open interest changed by -419 which decreased total open position to 1737
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 474.45, which was 1 higher than the previous day. The implied volatity was 15.73, the open interest changed by -105 which decreased total open position to 1481
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 459.1, which was -114.75 lower than the previous day. The implied volatity was 18.52, the open interest changed by -478 which decreased total open position to 1584
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 571.5, which was -110.5 lower than the previous day. The implied volatity was 15.01, the open interest changed by 1586 which increased total open position to 1598
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 677.45, which was 75.35 higher than the previous day. The implied volatity was 13.59, the open interest changed by 1154 which increased total open position to 1154
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 600.85, which was -147.45 lower than the previous day. The implied volatity was 15.27, the open interest changed by 283 which increased total open position to 1072
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 745.05, which was -180.85 lower than the previous day. The implied volatity was 12.82, the open interest changed by 743 which increased total open position to 790
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 930, which was -166 lower than the previous day. The implied volatity was 10.57, the open interest changed by 15 which increased total open position to 47
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 1096, which was -54 lower than the previous day. The implied volatity was 4.71, the open interest changed by 2 which increased total open position to 31
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 1150, which was 8.8 higher than the previous day. The implied volatity was 9.16, the open interest changed by 0 which decreased total open position to 28
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 1141.2, which was -187.2 lower than the previous day. The implied volatity was 9.06, the open interest changed by 1 which increased total open position to 30
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 1328.4, which was 16 higher than the previous day. The implied volatity was 5.65, the open interest changed by -4 which decreased total open position to 29
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 1312.4, which was 181.25 higher than the previous day. The implied volatity was 11.16, the open interest changed by 0 which decreased total open position to 33
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 1116.85, which was -342.05 lower than the previous day. The implied volatity was 7.96, the open interest changed by 8 which increased total open position to 33
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 1461, which was 97.55 higher than the previous day. The implied volatity was 0.53, the open interest changed by 1 which increased total open position to 24
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 1363.45, which was -1.05 lower than the previous day. The implied volatity was 6.02, the open interest changed by 0 which decreased total open position to 23
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 1363.45, which was 97.85 higher than the previous day. The implied volatity was 5.85, the open interest changed by 0 which decreased total open position to 23
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 1265.6, which was -193.45 lower than the previous day. The implied volatity was 10.78, the open interest changed by -2 which decreased total open position to 23
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 1459.05, which was -121.15 lower than the previous day. The implied volatity was 7.61, the open interest changed by -3 which decreased total open position to 25
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 1580.2, which was 11.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 1568.8, which was 199.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 1370.5, which was -123.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 1370.5, which was -123.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 1370.5, which was -123.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 1494.05, which was -53.25 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 30
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 1547.3, which was 634.35 higher than the previous day. The implied volatity was 10.31, the open interest changed by -1 which decreased total open position to 26
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 912.95, which was -28.4 lower than the previous day. The implied volatity was 6.84, the open interest changed by 27 which increased total open position to 28
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 941.35, which was -179.75 lower than the previous day. The implied volatity was 13.32, 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 1121.1, 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 1121.1, 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) 24800 PE | |||||||
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Delta: -0.96
Vega: 0.02
Theta: -0.92
Gamma: 0.00016
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23869.65 | 920 | 264.95000000000005 | 18.8 | 2,672 | -641 | 8,809 |
| 23 Apr | 24173.05 | 655 | 171.85000000000002 | 18.25 | 10,001 | -939 | 9,473 |
| 22 Apr | 24378.10 | 479.6 | 124.90000000000003 | 16.92 | 37,872 | -649 | 10,414 |
| 21 Apr | 24576.60 | 359.25 | -193.60000000000002 | 18.06 | 24,750 | 5,224 | 10,975 |
| 20 Apr | 24364.85 | 582 | 57.549999999999955 | 21.28 | 9,467 | 394 | 5,778 |
| 17 Apr | 24353.55 | 506.35 | -164.69999999999993 | 15.48 | 4,772 | 2,089 | 5,385 |
| 16 Apr | 24196.75 | 693.25 | 45.700000000000045 | 18.69 | 1,569 | 226 | 3,297 |
| 15 Apr | 24231.30 | 654.8 | -326.75 | 16.95 | 1,134 | 78 | 3,092 |
| 13 Apr | 23842.65 | 996.35 | 210.5 | 18.32 | 743 | -347 | 3,014 |
| 10 Apr | 24050.60 | 781.75 | -212.20000000000005 | 15.58 | 1,404 | -760 | 3,362 |
| 9 Apr | 23775.10 | 996 | 160.70000000000005 | 13.27 | 1,576 | -521 | 4,118 |
| 8 Apr | 23997.35 | 807 | -861.55 | 17.58 | 798 | 2,605 | 4,639 |
| 7 Apr | 23123.65 | 1672.5 | -72.45 | 28.03 | 76 | 2,338 | 4,430 |
| 6 Apr | 22968.25 | 1746 | -292.7 | 21.61 | 138 | 2,277 | 4,447 |
| 2 Apr | 22713.10 | 1972 | -13 | 21.59 | 21 | 4,448 | 4,452 |
| 1 Apr | 22679.40 | 1985 | -360.15 | 23.1 | 24 | 4,449 | 4,452 |
| 30 Mar | 22331.40 | 2318 | 388.8 | 27.2 | 210 | 61 | 4,463 |
| 27 Mar | 22819.60 | 1935.65 | 461.3 | 27.35 | 593 | 2,328 | 4,402 |
| 25 Mar | 23306.45 | 1490 | -326.85 | 23.27 | 103 | -5 | 3,929 |
| 24 Mar | 22912.40 | 1815.55 | -367.45 | 25.8 | 302 | 3,916 | 3,916 |
| 23 Mar | 22512.65 | 2205.95 | 623.55 | 26.54 | 384 | 1,801 | 3,924 |
| 20 Mar | 23114.50 | 1582.9 | -112.35 | 21.18 | 151 | 3,962 | 3,962 |
| 19 Mar | 23002.15 | 1610 | 570.85 | 20.78 | 151 | 1,766 | 3,924 |
| 18 Mar | 23777.80 | 1042.3 | -123.8 | 18.17 | 311 | 3,957 | 3,957 |
| 17 Mar | 23581.15 | 1198.05 | -152.05 | 18.51 | 63 | -11 | 3,939 |
| 16 Mar | 23408.80 | 1415.65 | -156 | 21.1 | 1,333 | 3,956 | 3,956 |
| 13 Mar | 23151.10 | 1545 | 402.5 | 20.59 | 265 | -100 | 3,301 |
| 12 Mar | 23639.15 | 1146.25 | 135.1 | 18.55 | 560 | -44 | 3,401 |
| 11 Mar | 23866.85 | 1017.9 | 303.9 | 18.84 | 435 | 1,386 | 3,441 |
| 10 Mar | 24261.60 | 684.65 | -264.95 | 16.55 | 731 | 1,360 | 3,415 |
| 9 Mar | 24028.05 | 981.25 | 326.4 | 20.41 | 2,102 | 1,441 | 3,496 |
| 6 Mar | 24450.45 | 626.7 | 144.7 | 17.25 | 2,415 | 3,735 | 3,750 |
| 5 Mar | 24765.90 | 487.5 | -162.75 | 16.58 | 2,026 | 3,653 | 3,653 |
| 4 Mar | 24480.50 | 652.55 | 245.2 | 17.85 | 2,938 | -477 | 3,656 |
| 2 Mar | 24865.70 | 399.9 | 155.55 | 15.25 | 5,327 | 37 | 4,132 |
| 27 Feb | 25178.65 | 240.55 | 69.9 | 13.64 | 2,118 | 42 | 4,095 |
| 26 Feb | 25496.55 | 168.7 | -11.95 | 13.64 | 1,794 | 94 | 4,053 |
| 25 Feb | 25482.50 | 179.55 | -15.85 | 13.81 | 1,808 | 85 | 3,966 |
| 24 Feb | 25424.65 | 191.2 | 36.2 | 14.02 | 2,032 | 158 | 3,923 |
| 23 Feb | 25713.00 | 155.55 | -20.8 | 14.39 | 894 | 231 | 3,796 |
| 20 Feb | 25571.25 | 172 | -21.25 | 13.88 | 1,130 | 46 | 3,565 |
| 19 Feb | 25454.35 | 209.2 | 83.9 | 13.99 | 1,790 | 427 | 3,521 |
| 18 Feb | 25819.35 | 125.25 | -22.45 | 13.59 | 740 | 241 | 3,095 |
| 17 Feb | 25725.40 | 148.55 | -6.1 | 13.85 | 819 | 216 | 2,859 |
| 16 Feb | 25682.75 | 151.5 | -41.7 | 13.7 | 816 | 70 | 2,642 |
| 13 Feb | 25471.10 | 199.2 | 79.85 | 13.68 | 1,791 | 189 | 2,585 |
| 12 Feb | 25807.20 | 120.95 | 18.6 | 13.07 | 1,337 | 620 | 2,395 |
| 11 Feb | 25953.85 | 103 | -0.8 | 13.12 | 690 | 449 | 1,767 |
| 10 Feb | 25935.15 | 105.55 | -18.95 | 13.04 | 1,942 | 830 | 1,304 |
| 9 Feb | 25867.30 | 125.15 | -24.65 | 13.45 | 385 | 122 | 475 |
| 6 Feb | 25693.70 | 152.05 | -5.8 | 13.21 | 102 | 3 | 352 |
| 5 Feb | 25642.80 | 158.05 | 17.3 | 13.13 | 84 | 29 | 350 |
| 4 Feb | 25776.00 | 148.55 | -13.5 | 13.36 | 458 | 189 | 321 |
| 3 Feb | 25727.55 | 161.35 | -175.5 | 13.6 | 259 | 32 | 134 |
| 2 Feb | 25088.40 | 335.75 | -127.95 | 14.29 | 362 | -77 | 96 |
| 1 Feb | 24825.45 | 473.05 | 218.65 | 15.02 | 372 | 108 | 171 |
| 30 Jan | 25320.65 | 251 | 22.45 | 13.68 | 73 | 26 | 62 |
| 29 Jan | 25418.90 | 228.55 | -31.45 | 13.65 | 69 | 34 | 35 |
For Nifty - strike price 24800 expiring on 28APR2026
Delta for 24800 PE is -0.96
Historical price for 24800 PE is as follows
On 24 Apr NIFTY was trading at 23869.65. The strike last trading price was 920, which was 264.95000000000005 higher than the previous day. The implied volatity was 18.8, the open interest changed by -641 which decreased total open position to 8809
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 655, which was 171.85000000000002 higher than the previous day. The implied volatity was 18.25, the open interest changed by -939 which decreased total open position to 9473
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 479.6, which was 124.90000000000003 higher than the previous day. The implied volatity was 16.92, the open interest changed by -649 which decreased total open position to 10414
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 359.25, which was -193.60000000000002 lower than the previous day. The implied volatity was 18.06, the open interest changed by 5224 which increased total open position to 10975
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 582, which was 57.549999999999955 higher than the previous day. The implied volatity was 21.28, the open interest changed by 394 which increased total open position to 5778
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 506.35, which was -164.69999999999993 lower than the previous day. The implied volatity was 15.48, the open interest changed by 2089 which increased total open position to 5385
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 693.25, which was 45.700000000000045 higher than the previous day. The implied volatity was 18.69, the open interest changed by 226 which increased total open position to 3297
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 654.8, which was -326.75 lower than the previous day. The implied volatity was 16.95, the open interest changed by 78 which increased total open position to 3092
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 996.35, which was 210.5 higher than the previous day. The implied volatity was 18.32, the open interest changed by -347 which decreased total open position to 3014
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 781.75, which was -212.20000000000005 lower than the previous day. The implied volatity was 15.58, the open interest changed by -760 which decreased total open position to 3362
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 996, which was 160.70000000000005 higher than the previous day. The implied volatity was 13.27, the open interest changed by -521 which decreased total open position to 4118
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 807, which was -861.55 lower than the previous day. The implied volatity was 17.58, the open interest changed by 2605 which increased total open position to 4639
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1672.5, which was -72.45 lower than the previous day. The implied volatity was 28.03, the open interest changed by 2338 which increased total open position to 4430
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1746, which was -292.7 lower than the previous day. The implied volatity was 21.61, the open interest changed by 2277 which increased total open position to 4447
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1972, which was -13 lower than the previous day. The implied volatity was 21.59, the open interest changed by 4448 which increased total open position to 4452
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1985, which was -360.15 lower than the previous day. The implied volatity was 23.1, the open interest changed by 4449 which increased total open position to 4452
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 2318, which was 388.8 higher than the previous day. The implied volatity was 27.2, the open interest changed by 61 which increased total open position to 4463
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1935.65, which was 461.3 higher than the previous day. The implied volatity was 27.35, the open interest changed by 2328 which increased total open position to 4402
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1490, which was -326.85 lower than the previous day. The implied volatity was 23.27, the open interest changed by -5 which decreased total open position to 3929
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1815.55, which was -367.45 lower than the previous day. The implied volatity was 25.8, the open interest changed by 3916 which increased total open position to 3916
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 2205.95, which was 623.55 higher than the previous day. The implied volatity was 26.54, the open interest changed by 1801 which increased total open position to 3924
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1582.9, which was -112.35 lower than the previous day. The implied volatity was 21.18, the open interest changed by 3962 which increased total open position to 3962
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1610, which was 570.85 higher than the previous day. The implied volatity was 20.78, the open interest changed by 1766 which increased total open position to 3924
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1042.3, which was -123.8 lower than the previous day. The implied volatity was 18.17, the open interest changed by 3957 which increased total open position to 3957
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1198.05, which was -152.05 lower than the previous day. The implied volatity was 18.51, the open interest changed by -11 which decreased total open position to 3939
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1415.65, which was -156 lower than the previous day. The implied volatity was 21.1, the open interest changed by 3956 which increased total open position to 3956
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1545, which was 402.5 higher than the previous day. The implied volatity was 20.59, the open interest changed by -100 which decreased total open position to 3301
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1146.25, which was 135.1 higher than the previous day. The implied volatity was 18.55, the open interest changed by -44 which decreased total open position to 3401
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1017.9, which was 303.9 higher than the previous day. The implied volatity was 18.84, the open interest changed by 1386 which increased total open position to 3441
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 684.65, which was -264.95 lower than the previous day. The implied volatity was 16.55, the open interest changed by 1360 which increased total open position to 3415
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 981.25, which was 326.4 higher than the previous day. The implied volatity was 20.41, the open interest changed by 1441 which increased total open position to 3496
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 626.7, which was 144.7 higher than the previous day. The implied volatity was 17.25, the open interest changed by 3735 which increased total open position to 3750
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 487.5, which was -162.75 lower than the previous day. The implied volatity was 16.58, the open interest changed by 3653 which increased total open position to 3653
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 652.55, which was 245.2 higher than the previous day. The implied volatity was 17.85, the open interest changed by -477 which decreased total open position to 3656
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 399.9, which was 155.55 higher than the previous day. The implied volatity was 15.25, the open interest changed by 37 which increased total open position to 4132
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 240.55, which was 69.9 higher than the previous day. The implied volatity was 13.64, the open interest changed by 42 which increased total open position to 4095
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 168.7, which was -11.95 lower than the previous day. The implied volatity was 13.64, the open interest changed by 94 which increased total open position to 4053
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 179.55, which was -15.85 lower than the previous day. The implied volatity was 13.81, the open interest changed by 85 which increased total open position to 3966
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 191.2, which was 36.2 higher than the previous day. The implied volatity was 14.02, the open interest changed by 158 which increased total open position to 3923
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 155.55, which was -20.8 lower than the previous day. The implied volatity was 14.39, the open interest changed by 231 which increased total open position to 3796
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 172, which was -21.25 lower than the previous day. The implied volatity was 13.88, the open interest changed by 46 which increased total open position to 3565
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 209.2, which was 83.9 higher than the previous day. The implied volatity was 13.99, the open interest changed by 427 which increased total open position to 3521
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 125.25, which was -22.45 lower than the previous day. The implied volatity was 13.59, the open interest changed by 241 which increased total open position to 3095
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 148.55, which was -6.1 lower than the previous day. The implied volatity was 13.85, the open interest changed by 216 which increased total open position to 2859
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 151.5, which was -41.7 lower than the previous day. The implied volatity was 13.7, the open interest changed by 70 which increased total open position to 2642
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 199.2, which was 79.85 higher than the previous day. The implied volatity was 13.68, the open interest changed by 189 which increased total open position to 2585
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 120.95, which was 18.6 higher than the previous day. The implied volatity was 13.07, the open interest changed by 620 which increased total open position to 2395
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 103, which was -0.8 lower than the previous day. The implied volatity was 13.12, the open interest changed by 449 which increased total open position to 1767
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 105.55, which was -18.95 lower than the previous day. The implied volatity was 13.04, the open interest changed by 830 which increased total open position to 1304
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 125.15, which was -24.65 lower than the previous day. The implied volatity was 13.45, the open interest changed by 122 which increased total open position to 475
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 152.05, which was -5.8 lower than the previous day. The implied volatity was 13.21, the open interest changed by 3 which increased total open position to 352
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 158.05, which was 17.3 higher than the previous day. The implied volatity was 13.13, the open interest changed by 29 which increased total open position to 350
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 148.55, which was -13.5 lower than the previous day. The implied volatity was 13.36, the open interest changed by 189 which increased total open position to 321
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 161.35, which was -175.5 lower than the previous day. The implied volatity was 13.6, the open interest changed by 32 which increased total open position to 134
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 335.75, which was -127.95 lower than the previous day. The implied volatity was 14.29, the open interest changed by -77 which decreased total open position to 96
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 473.05, which was 218.65 higher than the previous day. The implied volatity was 15.02, the open interest changed by 108 which increased total open position to 171
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 251, which was 22.45 higher than the previous day. The implied volatity was 13.68, the open interest changed by 26 which increased total open position to 62
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 228.55, which was -31.45 lower than the previous day. The implied volatity was 13.65, the open interest changed by 34 which increased total open position to 35
