NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:28 PM IST
| NIFTY 28-Apr-2026 (4d) 24950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.02
Theta: -3.99
Gamma: 0.00012
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23871.95 | 5.45 | -5.8999999999999995 | 20.38 | 1,60,669 | 3,670 | 41,468 | |||||||||
| 23 Apr | 24173.05 | 10.95 | -29.2 | 16.18 | 2,22,015 | 26,503 | 38,073 | |||||||||
| 22 Apr | 24378.10 | 38.5 | -50.8 | 16.12 | 2,11,183 | 7,764 | 11,773 | |||||||||
| 21 Apr | 24576.60 | 91.7 | 25.049999999999997 | 15.86 | 34,730 | 1,356 | 4,027 | |||||||||
| 20 Apr | 24364.85 | 64.95 | 1.1000000000000014 | 17.57 | 17,689 | 396 | 2,653 | |||||||||
| 17 Apr | 24353.55 | 68 | 16.35 | 14.43 | 8,751 | 68 | 2,316 | |||||||||
| 16 Apr | 24196.75 | 52.65 | -8 | 15.3 | 7,281 | 56 | 2,220 | |||||||||
| 15 Apr | 24231.30 | 60.2 | 21.75 | 14.91 | 6,647 | 926 | 2,164 | |||||||||
| 13 Apr | 23842.65 | 38.1 | -28.6 | 16.61 | 2,631 | 270 | 1,234 | |||||||||
| 10 Apr | 24050.60 | 69.05 | 11.199999999999996 | 15.19 | 2,506 | -125 | 1,003 | |||||||||
| 9 Apr | 23775.10 | 55.1 | -24.85 | 16.81 | 2,593 | 383 | 1,120 | |||||||||
| 8 Apr | 23997.35 | 85 | 52 | 15.28 | 2,075 | 2 | 683 | |||||||||
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| 7 Apr | 23123.65 | 34.2 | -0.85 | 19.62 | 343 | 76 | 681 | |||||||||
| 6 Apr | 22968.25 | 36.35 | 5.85 | 21.01 | 482 | -110 | 607 | |||||||||
| 2 Apr | 22713.10 | 29.55 | -7.55 | 20.38 | 293 | -1,844 | 493 | |||||||||
| 1 Apr | 22679.40 | 37.75 | -10.25 | 21.03 | 650 | 411 | 411 | |||||||||
| 30 Mar | 22331.40 | 51.95 | -24.85 | 24.47 | 315 | 82 | 306 | |||||||||
| 27 Mar | 22819.60 | 76.1 | -34.4 | 21.5 | 193 | 126 | 224 | |||||||||
| 25 Mar | 23306.45 | 108.75 | 7.8 | 18.77 | 415 | 23 | 187 | |||||||||
| 24 Mar | 22912.40 | 102.7 | 27.05 | 21.2 | 380 | -44 | 129 | |||||||||
| 23 Mar | 22512.65 | 73.25 | -23.9 | 22.64 | 172 | -6 | 128 | |||||||||
| 20 Mar | 23114.50 | 97 | 7.7 | 18.06 | 429 | 138 | 138 | |||||||||
| 19 Mar | 23002.15 | 92.45 | -51.15 | 17.87 | 439 | 73 | 78 | |||||||||
| 18 Mar | 23777.80 | 142.75 | -0.65 | 14.25 | 561 | 230 | 230 | |||||||||
| 17 Mar | 23581.15 | 142.8 | -7.7 | 15.9 | 363 | 141 | 141 | |||||||||
| 16 Mar | 23408.80 | 142.85 | 2.25 | 17.45 | 528 | 73 | 158 | |||||||||
| 13 Mar | 23151.10 | 143.2 | -72.3 | 18.29 | 1,073 | -36 | 272 | |||||||||
| 12 Mar | 23639.15 | 210.75 | -66.65 | 16.66 | 565 | 81 | 308 | |||||||||
| 11 Mar | 23866.85 | 276.1 | -118.4 | 16.63 | 161 | 222 | 223 | |||||||||
| 10 Mar | 24261.60 | 395.7 | -11.45 | 15.24 | 24 | 195 | 195 | |||||||||
| 9 Mar | 24028.05 | 399.15 | -95.5 | 18.33 | 175 | 189 | 189 | |||||||||
| 6 Mar | 24450.45 | 498.8 | -84.4 | 14.95 | 64 | 125 | 125 | |||||||||
| 5 Mar | 24765.90 | 579.75 | 58.7 | 13.19 | 85 | 88 | 88 | |||||||||
| 4 Mar | 24480.50 | 508.85 | -151.5 | 14.71 | 171 | 33 | 96 | |||||||||
| 2 Mar | 24865.70 | 660.65 | -364.05 | 12.94 | 156 | 55 | 63 | |||||||||
| 27 Feb | 25178.65 | 1024.7 | -27.7 | - | 0 | 0 | 8 | |||||||||
| 26 Feb | 25496.55 | 1024.7 | -27.7 | - | 0 | 0 | 8 | |||||||||
| 25 Feb | 25482.50 | 1024.7 | -27.7 | 9.2 | 2 | -1 | 7 | |||||||||
| 24 Feb | 25424.65 | 1052.4 | -156 | 10.44 | 5 | 1 | 9 | |||||||||
| 23 Feb | 25713.00 | 1208.4 | 25.1 | 7.35 | 2 | 0 | 7 | |||||||||
| 20 Feb | 25571.25 | 1183.3 | 117.25 | 10.81 | 2 | 0 | 6 | |||||||||
| 19 Feb | 25454.35 | 1054.65 | -259.75 | 10.46 | 5 | 2 | 5 | |||||||||
| 18 Feb | 25819.35 | 1309.95 | 72.7 | - | 2 | 0 | 3 | |||||||||
| 17 Feb | 25725.40 | 1237.25 | 78.35 | 6.01 | 2 | 0 | 3 | |||||||||
| 16 Feb | 25682.75 | 1158.9 | 78.25 | 4.03 | 1 | 0 | 2 | |||||||||
| 13 Feb | 25471.10 | 1076.15 | -264.9 | 8.21 | 2 | 0 | 2 | |||||||||
| 12 Feb | 25807.20 | 1338 | -110 | - | 3 | -1 | 2 | |||||||||
| 11 Feb | 25953.85 | 1448 | 15 | - | 1 | 0 | 2 | |||||||||
| 10 Feb | 25935.15 | 1433 | 193.15 | - | 1 | 0 | 3 | |||||||||
| 9 Feb | 25867.30 | 1239.85 | -14.05 | - | 0 | 0 | 3 | |||||||||
| 6 Feb | 25693.70 | 1239.85 | -14.05 | - | 5 | 1 | 2 | |||||||||
| 5 Feb | 25642.80 | 1253.9 | -120.2 | 6.48 | 2 | 0 | 1 | |||||||||
| 4 Feb | 25776.00 | 1372.2 | 545.45 | 7.32 | 2 | 0 | 1 | |||||||||
| 3 Feb | 25727.55 | 826.75 | -15.4 | - | 0 | 0 | 1 | |||||||||
| 2 Feb | 25088.40 | 826.75 | -15.4 | 7.85 | 2 | 1 | 2 | |||||||||
| 1 Feb | 24825.45 | 842.15 | -315.75 | 13.1 | 2 | 0 | 0 | |||||||||
| 30 Jan | 25320.65 | 1154.45 | 128.3 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 25418.90 | 1154.45 | 128.3 | 8.62 | 2 | 0 | 0 | |||||||||
For Nifty - strike price 24950 expiring on 28APR2026
Delta for 24950 CE is 0.03
Historical price for 24950 CE is as follows
On 24 Apr NIFTY was trading at 23871.95. The strike last trading price was 5.45, which was -5.8999999999999995 lower than the previous day. The implied volatity was 20.38, the open interest changed by 3670 which increased total open position to 41468
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 10.95, which was -29.2 lower than the previous day. The implied volatity was 16.18, the open interest changed by 26503 which increased total open position to 38073
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 38.5, which was -50.8 lower than the previous day. The implied volatity was 16.12, the open interest changed by 7764 which increased total open position to 11773
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 91.7, which was 25.049999999999997 higher than the previous day. The implied volatity was 15.86, the open interest changed by 1356 which increased total open position to 4027
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 64.95, which was 1.1000000000000014 higher than the previous day. The implied volatity was 17.57, the open interest changed by 396 which increased total open position to 2653
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 68, which was 16.35 higher than the previous day. The implied volatity was 14.43, the open interest changed by 68 which increased total open position to 2316
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 52.65, which was -8 lower than the previous day. The implied volatity was 15.3, the open interest changed by 56 which increased total open position to 2220
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 60.2, which was 21.75 higher than the previous day. The implied volatity was 14.91, the open interest changed by 926 which increased total open position to 2164
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 38.1, which was -28.6 lower than the previous day. The implied volatity was 16.61, the open interest changed by 270 which increased total open position to 1234
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 69.05, which was 11.199999999999996 higher than the previous day. The implied volatity was 15.19, the open interest changed by -125 which decreased total open position to 1003
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 55.1, which was -24.85 lower than the previous day. The implied volatity was 16.81, the open interest changed by 383 which increased total open position to 1120
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 85, which was 52 higher than the previous day. The implied volatity was 15.28, the open interest changed by 2 which increased total open position to 683
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 34.2, which was -0.85 lower than the previous day. The implied volatity was 19.62, the open interest changed by 76 which increased total open position to 681
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 36.35, which was 5.85 higher than the previous day. The implied volatity was 21.01, the open interest changed by -110 which decreased total open position to 607
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 29.55, which was -7.55 lower than the previous day. The implied volatity was 20.38, the open interest changed by -1844 which decreased total open position to 493
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 37.75, which was -10.25 lower than the previous day. The implied volatity was 21.03, the open interest changed by 411 which increased total open position to 411
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 51.95, which was -24.85 lower than the previous day. The implied volatity was 24.47, the open interest changed by 82 which increased total open position to 306
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 76.1, which was -34.4 lower than the previous day. The implied volatity was 21.5, the open interest changed by 126 which increased total open position to 224
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 108.75, which was 7.8 higher than the previous day. The implied volatity was 18.77, the open interest changed by 23 which increased total open position to 187
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 102.7, which was 27.05 higher than the previous day. The implied volatity was 21.2, the open interest changed by -44 which decreased total open position to 129
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 73.25, which was -23.9 lower than the previous day. The implied volatity was 22.64, the open interest changed by -6 which decreased total open position to 128
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 97, which was 7.7 higher than the previous day. The implied volatity was 18.06, the open interest changed by 138 which increased total open position to 138
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 92.45, which was -51.15 lower than the previous day. The implied volatity was 17.87, the open interest changed by 73 which increased total open position to 78
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 142.75, which was -0.65 lower than the previous day. The implied volatity was 14.25, the open interest changed by 230 which increased total open position to 230
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 142.8, which was -7.7 lower than the previous day. The implied volatity was 15.9, the open interest changed by 141 which increased total open position to 141
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 142.85, which was 2.25 higher than the previous day. The implied volatity was 17.45, the open interest changed by 73 which increased total open position to 158
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 143.2, which was -72.3 lower than the previous day. The implied volatity was 18.29, the open interest changed by -36 which decreased total open position to 272
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 210.75, which was -66.65 lower than the previous day. The implied volatity was 16.66, the open interest changed by 81 which increased total open position to 308
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 276.1, which was -118.4 lower than the previous day. The implied volatity was 16.63, the open interest changed by 222 which increased total open position to 223
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 395.7, which was -11.45 lower than the previous day. The implied volatity was 15.24, the open interest changed by 195 which increased total open position to 195
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 399.15, which was -95.5 lower than the previous day. The implied volatity was 18.33, the open interest changed by 189 which increased total open position to 189
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 498.8, which was -84.4 lower than the previous day. The implied volatity was 14.95, the open interest changed by 125 which increased total open position to 125
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 579.75, which was 58.7 higher than the previous day. The implied volatity was 13.19, the open interest changed by 88 which increased total open position to 88
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 508.85, which was -151.5 lower than the previous day. The implied volatity was 14.71, the open interest changed by 33 which increased total open position to 96
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 660.65, which was -364.05 lower than the previous day. The implied volatity was 12.94, the open interest changed by 55 which increased total open position to 63
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 1024.7, which was -27.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 1024.7, which was -27.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 1024.7, which was -27.7 lower than the previous day. The implied volatity was 9.2, the open interest changed by -1 which decreased total open position to 7
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 1052.4, which was -156 lower than the previous day. The implied volatity was 10.44, the open interest changed by 1 which increased total open position to 9
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 1208.4, which was 25.1 higher than the previous day. The implied volatity was 7.35, the open interest changed by 0 which decreased total open position to 7
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 1183.3, which was 117.25 higher than the previous day. The implied volatity was 10.81, the open interest changed by 0 which decreased total open position to 6
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 1054.65, which was -259.75 lower than the previous day. The implied volatity was 10.46, the open interest changed by 2 which increased total open position to 5
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 1309.95, which was 72.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 1237.25, which was 78.35 higher than the previous day. The implied volatity was 6.01, the open interest changed by 0 which decreased total open position to 3
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 1158.9, which was 78.25 higher than the previous day. The implied volatity was 4.03, the open interest changed by 0 which decreased total open position to 2
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 1076.15, which was -264.9 lower than the previous day. The implied volatity was 8.21, the open interest changed by 0 which decreased total open position to 2
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 1338, which was -110 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 2
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 1448, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 1433, which was 193.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 1239.85, which was -14.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 1239.85, which was -14.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 1253.9, which was -120.2 lower than the previous day. The implied volatity was 6.48, the open interest changed by 0 which decreased total open position to 1
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 1372.2, which was 545.45 higher than the previous day. The implied volatity was 7.32, the open interest changed by 0 which decreased total open position to 1
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 826.75, which was -15.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 826.75, which was -15.4 lower than the previous day. The implied volatity was 7.85, the open interest changed by 1 which increased total open position to 2
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 842.15, which was -315.75 lower than the previous day. The implied volatity was 13.1, 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 1154.45, which was 128.3 higher 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 1154.45, which was 128.3 higher than the previous day. The implied volatity was 8.62, the open interest changed by 0 which decreased total open position to 0
| NIFTY 28-Apr-2026 (4d) 24950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.98
Vega: 0.01
Theta: 1.18
Gamma: 0.00009
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23871.95 | 1060.65 | 259.4000000000001 | 18.63 | 1,170 | 33 | 438 |
| 23 Apr | 24173.05 | 802.8 | 199.54999999999995 | 20.95 | 129 | -15 | 406 |
| 22 Apr | 24378.10 | 603.15 | 148.2 | 16.66 | 1,376 | 186 | 444 |
| 21 Apr | 24576.60 | 455.65 | -227 | 17.98 | 1,166 | 108 | 253 |
| 20 Apr | 24364.85 | 698.45 | 66.45000000000005 | 21.42 | 175 | 96 | 145 |
| 17 Apr | 24353.55 | 632 | -165.5 | 16.22 | 6 | -1 | 44 |
| 16 Apr | 24196.75 | 795.85 | 34.55000000000007 | 18.19 | 15 | 2 | 45 |
| 15 Apr | 24231.30 | 760.4 | -193.14999999999998 | 16.94 | 27 | 3 | 45 |
| 13 Apr | 23842.65 | 971.95 | 971.95 | - | 0 | 0 | 42 |
| 10 Apr | 24050.60 | 971.95 | 971.95 | - | 0 | 0 | 42 |
| 9 Apr | 23775.10 | 971.95 | 971.95 | - | 0 | 0 | 42 |
| 8 Apr | 23997.35 | 971.95 | -828.05 | 20.43 | 26 | 33 | 43 |
| 7 Apr | 23123.65 | 1800 | -477.15 | 28.11 | 6 | 41 | 41 |
| 6 Apr | 22968.25 | 2277.15 | 337.15 | 48.1 | 16 | -6 | 38 |
| 2 Apr | 22713.10 | 1940 | -373.45 | - | 0 | 44 | 44 |
| 1 Apr | 22679.40 | 1940 | -373.45 | - | 0 | 44 | 44 |
| 30 Mar | 22331.40 | 1940 | -373.45 | - | 0 | 44 | 44 |
| 27 Mar | 22819.60 | 1940 | -373.45 | - | 0 | 41 | 44 |
| 25 Mar | 23306.45 | 1940 | -373.45 | - | 0 | 44 | 44 |
| 24 Mar | 22912.40 | 1940 | -373.45 | 25.92 | 27 | 44 | 44 |
| 23 Mar | 22512.65 | 2313.45 | 600.35 | 24.78 | 2 | 43 | 43 |
| 20 Mar | 23114.50 | 1719.75 | -44.2 | 21.9 | 5 | 43 | 44 |
| 19 Mar | 23002.15 | 1763.95 | 617.4 | 22.24 | 23 | -22 | 47 |
| 18 Mar | 23777.80 | 1146.55 | -145 | 18.05 | 24 | 70 | 70 |
| 17 Mar | 23581.15 | 1291.55 | -222.65 | 17.72 | 2 | -1 | 80 |
| 16 Mar | 23408.80 | 1516.65 | -103.5 | 20.56 | 9 | 80 | 81 |
| 13 Mar | 23151.10 | 1620.15 | 454.75 | 18.74 | 6 | 88 | 88 |
| 12 Mar | 23639.15 | 1165.4 | 48.4 | 15.33 | 94 | 92 | 92 |
| 11 Mar | 23866.85 | 1119.8 | 304.6 | 18.85 | 8 | 130 | 130 |
| 10 Mar | 24261.60 | 815.2 | 89.25 | 17.83 | 22 | -5 | 140 |
| 9 Mar | 24028.05 | 750 | 213 | - | 0 | 0 | 145 |
| 6 Mar | 24450.45 | 750 | 213 | 18.45 | 93 | 7 | 146 |
| 5 Mar | 24765.90 | 554.25 | -164.8 | 16.57 | 54 | 11 | 138 |
| 4 Mar | 24480.50 | 710.5 | 245.85 | 17.32 | 158 | -6 | 131 |
| 2 Mar | 24865.70 | 451.45 | 179.6 | 14.98 | 149 | 37 | 139 |
| 27 Feb | 25178.65 | 277.35 | 77.35 | 13.39 | 17 | -2 | 105 |
| 26 Feb | 25496.55 | 200 | -26.65 | 13.52 | 3 | 0 | 107 |
| 25 Feb | 25482.50 | 226.65 | 12.4 | 14.14 | 9 | 1 | 107 |
| 24 Feb | 25424.65 | 214.25 | 30.3 | 13.59 | 28 | -6 | 107 |
| 23 Feb | 25713.00 | 183.95 | -23.15 | 14.3 | 55 | 22 | 112 |
| 20 Feb | 25571.25 | 207.1 | -30.05 | 13.91 | 113 | -74 | 90 |
| 19 Feb | 25454.35 | 240.6 | 92.05 | 13.76 | 107 | 80 | 165 |
| 18 Feb | 25819.35 | 148.55 | -24.5 | 13.47 | 22 | 7 | 90 |
| 17 Feb | 25725.40 | 173.05 | -6.6 | 13.69 | 2 | 1 | 83 |
| 16 Feb | 25682.75 | 177.95 | -7.4 | 13.57 | 129 | 47 | 80 |
| 13 Feb | 25471.10 | 185.35 | 47.1 | 12.24 | 25 | 2 | 34 |
| 12 Feb | 25807.20 | 138.25 | 21 | 12.79 | 15 | 4 | 35 |
| 11 Feb | 25953.85 | 117.25 | -8.95 | 12.81 | 33 | -1 | 30 |
| 10 Feb | 25935.15 | 126.2 | -20.25 | 12.95 | 10 | -4 | 32 |
| 9 Feb | 25867.30 | 146.45 | -29.55 | 13.31 | 18 | 9 | 35 |
| 6 Feb | 25693.70 | 176.95 | -7.05 | 13.06 | 14 | 5 | 28 |
| 5 Feb | 25642.80 | 184.25 | 13.25 | 13.05 | 5 | 2 | 23 |
| 4 Feb | 25776.00 | 171 | -21.45 | 13.18 | 14 | 2 | 20 |
| 3 Feb | 25727.55 | 192.45 | -135.25 | 13.63 | 12 | 2 | 18 |
| 2 Feb | 25088.40 | 327.7 | -156.55 | 12.96 | 19 | -13 | 16 |
| 1 Feb | 24825.45 | 482.7 | 195.65 | 13.93 | 19 | 13 | 29 |
| 30 Jan | 25320.65 | 287.05 | 26.85 | 13.56 | 6 | 3 | 13 |
| 29 Jan | 25418.90 | 264.15 | -154.5 | 13.6 | 11 | 8 | 8 |
For Nifty - strike price 24950 expiring on 28APR2026
Delta for 24950 PE is -0.98
Historical price for 24950 PE is as follows
On 24 Apr NIFTY was trading at 23871.95. The strike last trading price was 1060.65, which was 259.4000000000001 higher than the previous day. The implied volatity was 18.63, the open interest changed by 33 which increased total open position to 438
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 802.8, which was 199.54999999999995 higher than the previous day. The implied volatity was 20.95, the open interest changed by -15 which decreased total open position to 406
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 603.15, which was 148.2 higher than the previous day. The implied volatity was 16.66, the open interest changed by 186 which increased total open position to 444
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 455.65, which was -227 lower than the previous day. The implied volatity was 17.98, the open interest changed by 108 which increased total open position to 253
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 698.45, which was 66.45000000000005 higher than the previous day. The implied volatity was 21.42, the open interest changed by 96 which increased total open position to 145
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 632, which was -165.5 lower than the previous day. The implied volatity was 16.22, the open interest changed by -1 which decreased total open position to 44
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 795.85, which was 34.55000000000007 higher than the previous day. The implied volatity was 18.19, the open interest changed by 2 which increased total open position to 45
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 760.4, which was -193.14999999999998 lower than the previous day. The implied volatity was 16.94, the open interest changed by 3 which increased total open position to 45
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 971.95, which was 971.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 971.95, which was 971.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 971.95, which was 971.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 971.95, which was -828.05 lower than the previous day. The implied volatity was 20.43, the open interest changed by 33 which increased total open position to 43
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1800, which was -477.15 lower than the previous day. The implied volatity was 28.11, the open interest changed by 41 which increased total open position to 41
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 2277.15, which was 337.15 higher than the previous day. The implied volatity was 48.1, the open interest changed by -6 which decreased total open position to 38
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1940, which was -373.45 lower than the previous day. The implied volatity was -, the open interest changed by 44 which increased total open position to 44
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1940, which was -373.45 lower than the previous day. The implied volatity was -, the open interest changed by 44 which increased total open position to 44
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1940, which was -373.45 lower than the previous day. The implied volatity was -, the open interest changed by 44 which increased total open position to 44
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1940, which was -373.45 lower than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 44
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1940, which was -373.45 lower than the previous day. The implied volatity was -, the open interest changed by 44 which increased total open position to 44
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1940, which was -373.45 lower than the previous day. The implied volatity was 25.92, the open interest changed by 44 which increased total open position to 44
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 2313.45, which was 600.35 higher than the previous day. The implied volatity was 24.78, the open interest changed by 43 which increased total open position to 43
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1719.75, which was -44.2 lower than the previous day. The implied volatity was 21.9, the open interest changed by 43 which increased total open position to 44
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1763.95, which was 617.4 higher than the previous day. The implied volatity was 22.24, the open interest changed by -22 which decreased total open position to 47
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1146.55, which was -145 lower than the previous day. The implied volatity was 18.05, the open interest changed by 70 which increased total open position to 70
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1291.55, which was -222.65 lower than the previous day. The implied volatity was 17.72, the open interest changed by -1 which decreased total open position to 80
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1516.65, which was -103.5 lower than the previous day. The implied volatity was 20.56, the open interest changed by 80 which increased total open position to 81
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1620.15, which was 454.75 higher than the previous day. The implied volatity was 18.74, the open interest changed by 88 which increased total open position to 88
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1165.4, which was 48.4 higher than the previous day. The implied volatity was 15.33, the open interest changed by 92 which increased total open position to 92
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1119.8, which was 304.6 higher than the previous day. The implied volatity was 18.85, the open interest changed by 130 which increased total open position to 130
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 815.2, which was 89.25 higher than the previous day. The implied volatity was 17.83, the open interest changed by -5 which decreased total open position to 140
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 750, which was 213 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 145
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 750, which was 213 higher than the previous day. The implied volatity was 18.45, the open interest changed by 7 which increased total open position to 146
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 554.25, which was -164.8 lower than the previous day. The implied volatity was 16.57, the open interest changed by 11 which increased total open position to 138
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 710.5, which was 245.85 higher than the previous day. The implied volatity was 17.32, the open interest changed by -6 which decreased total open position to 131
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 451.45, which was 179.6 higher than the previous day. The implied volatity was 14.98, the open interest changed by 37 which increased total open position to 139
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 277.35, which was 77.35 higher than the previous day. The implied volatity was 13.39, the open interest changed by -2 which decreased total open position to 105
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 200, which was -26.65 lower than the previous day. The implied volatity was 13.52, the open interest changed by 0 which decreased total open position to 107
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 226.65, which was 12.4 higher than the previous day. The implied volatity was 14.14, the open interest changed by 1 which increased total open position to 107
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 214.25, which was 30.3 higher than the previous day. The implied volatity was 13.59, the open interest changed by -6 which decreased total open position to 107
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 183.95, which was -23.15 lower than the previous day. The implied volatity was 14.3, the open interest changed by 22 which increased total open position to 112
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 207.1, which was -30.05 lower than the previous day. The implied volatity was 13.91, the open interest changed by -74 which decreased total open position to 90
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 240.6, which was 92.05 higher than the previous day. The implied volatity was 13.76, the open interest changed by 80 which increased total open position to 165
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 148.55, which was -24.5 lower than the previous day. The implied volatity was 13.47, the open interest changed by 7 which increased total open position to 90
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 173.05, which was -6.6 lower than the previous day. The implied volatity was 13.69, the open interest changed by 1 which increased total open position to 83
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 177.95, which was -7.4 lower than the previous day. The implied volatity was 13.57, the open interest changed by 47 which increased total open position to 80
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 185.35, which was 47.1 higher than the previous day. The implied volatity was 12.24, the open interest changed by 2 which increased total open position to 34
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 138.25, which was 21 higher than the previous day. The implied volatity was 12.79, the open interest changed by 4 which increased total open position to 35
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 117.25, which was -8.95 lower than the previous day. The implied volatity was 12.81, the open interest changed by -1 which decreased total open position to 30
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 126.2, which was -20.25 lower than the previous day. The implied volatity was 12.95, the open interest changed by -4 which decreased total open position to 32
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 146.45, which was -29.55 lower than the previous day. The implied volatity was 13.31, the open interest changed by 9 which increased total open position to 35
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 176.95, which was -7.05 lower than the previous day. The implied volatity was 13.06, the open interest changed by 5 which increased total open position to 28
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 184.25, which was 13.25 higher than the previous day. The implied volatity was 13.05, the open interest changed by 2 which increased total open position to 23
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 171, which was -21.45 lower than the previous day. The implied volatity was 13.18, the open interest changed by 2 which increased total open position to 20
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 192.45, which was -135.25 lower than the previous day. The implied volatity was 13.63, the open interest changed by 2 which increased total open position to 18
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 327.7, which was -156.55 lower than the previous day. The implied volatity was 12.96, the open interest changed by -13 which decreased total open position to 16
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 482.7, which was 195.65 higher than the previous day. The implied volatity was 13.93, the open interest changed by 13 which increased total open position to 29
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 287.05, which was 26.85 higher than the previous day. The implied volatity was 13.56, the open interest changed by 3 which increased total open position to 13
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 264.15, which was -154.5 lower than the previous day. The implied volatity was 13.6, the open interest changed by 8 which increased total open position to 8
