Historical option data for NIFTY
21 May 2026 04:10 PM IST
| NIFTY 26-May-2026 (5d) 25400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.01
Theta: -1.21
Gamma: 0.00003
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 21 May | 23654.70 | 1.4 | 0.25 (21.74%) | 23.43 | 39,844 | 3,073 | 18,258 | |||||||||
| 20 May | 23659.00 | 1.1 | -0.05 (-4.35%) | 20.63 | 45,955 | 831 | 15,209 | |||||||||
| 19 May | 23618.00 | 1.15 | -0.8 (-41.03%) | 19.89 | 39,096 | 3,953 | 14,466 | |||||||||
| 18 May | 23649.95 | 1.75 | -2.2 (-55.70%) | 19.15 | 25,220 | 4,603 | 10,534 | |||||||||
| 15 May | 23643.50 | 4.05 | -1.05 (-20.59%) | 18.2 | 11,428 | 247 | 5,934 | |||||||||
| 14 May | 23689.60 | 5.45 | -1.45 (-21.01%) | 17.74 | 11,083 | 1,001 | 5,697 | |||||||||
| 13 May | 23412.60 | 6.4 | -2.7 (-29.67%) | 0 | 7,164 | 40 | 4,731 | |||||||||
| 12 May | 23379.55 | 9.55 | -5.5 (-36.54%) | 0 | 15,091 | -1,021 | 4,642 | |||||||||
| 11 May | 23815.85 | 14.6 | -12.35 (-45.83%) | 0 | 16,032 | -5,429 | 5,722 | |||||||||
| 8 May | 24176.15 | 26.05 | -12.95 (-33.21%) | 14.34 | 20,286 | 1,398 | 11,307 | |||||||||
| 7 May | 24326.65 | 39.85 | -8.75 (-18.00%) | 13.84 | 27,604 | 4,372 | 9,943 | |||||||||
| 6 May | 24330.95 | 49.45 | 19.6 (65.66%) | 14.28 | 13,090 | -449 | 5,602 | |||||||||
| 5 May | 24032.80 | 29.5 | -17.9 (-37.76%) | 14.72 | 13,039 | -2,074 | 6,086 | |||||||||
| 4 May | 24119.30 | 45.5 | -5.15 (-10.17%) | 15.35 | 19,367 | 2,675 | 8,158 | |||||||||
| 30 Apr | 23997.55 | 52.25 | -7.85 (-13.06%) | 15.25 | 10,805 | -138 | 5,345 | |||||||||
| 29 Apr | 24177.65 | 56.65 | 9.45 (20.02%) | 14.22 | 21,696 | 287 | 5,556 | |||||||||
| 28 Apr | 23995.70 | 47 | -24.9 (-34.63%) | 14.5 | 8,968 | 336 | 5,324 | |||||||||
| 27 Apr | 24092.70 | 72.1 | -3.3 (-4.38%) | 15.25 | 6,263 | 320 | 5,031 | |||||||||
| 24 Apr | 23897.95 | 77.4 | -22.75 (-22.72%) | 16.51 | 7,728 | 465 | 4,699 | |||||||||
| 23 Apr | 24173.05 | 99.85 | -44.75 (-30.95%) | 15.37 | 8,227 | 832 | 4,232 | |||||||||
| 22 Apr | 24378.10 | 142.4 | -38.5 (-21.28%) | 15.17 | 4,927 | 755 | 3,433 | |||||||||
| 21 Apr | 24576.60 | 184.65 | 37 (25.06%) | 14.37 | 4,026 | -18 | 2,695 | |||||||||
| 20 Apr | 24364.85 | 146.05 | 8.15 (5.91%) | 15.17 | 3,905 | 129 | 2,679 | |||||||||
| 17 Apr | 24353.55 | 142.2 | 21.3 (17.62%) | 13.96 | 2,223 | 282 | 2,552 | |||||||||
| 16 Apr | 24196.75 | 120.9 | -11.8 (-8.89%) | 14.46 | 2,389 | 151 | 2,241 | |||||||||
| 15 Apr | 24231.30 | 130.75 | 29 (28.50%) | 14.5 | 4,689 | 1,128 | 2,094 | |||||||||
| 13 Apr | 23842.65 | 98.8 | -24.25 (-19.71%) | 15.79 | 2,000 | 538 | 968 | |||||||||
| 10 Apr | 24050.60 | 126 | 11.85 (10.38%) | 14.62 | 675 | 112 | 464 | |||||||||
| 9 Apr | 23775.10 | 113.65 | -21.25 (-15.75%) | 16.06 | 411 | 80 | 351 | |||||||||
| 8 Apr | 23997.35 | 138.5 | 61.05 (78.83%) | 14.04 | 972 | 246 | 280 | |||||||||
| 7 Apr | 23123.65 | 77.65 | -2.85 (-3.54%) | 17.47 | 137 | 26 | 247 | |||||||||
| 6 Apr | 22968.25 | 80 | 12.3 (18.17%) | 18.59 | 149 | -2 | 220 | |||||||||
| 2 Apr | 22713.10 | 72.85 | 1.95 (2.75%) | 18.96 | 332 | 231 | 231 | |||||||||
| 1 Apr | 22679.40 | 71.15 | -11.15 (-13.55%) | 18.62 | 301 | 92 | 238 | |||||||||
| 30 Mar | 22331.40 | 83.4 | -23.9 (-22.27%) | 21.06 | 97 | 146 | 146 | |||||||||
| 27 Mar | 22819.60 | 105.2 | -35.5 (-25.23%) | 18.74 | 115 | 3 | 162 | |||||||||
| 25 Mar | 23306.45 | 140 | 10.05 (7.73%) | 16.81 | 146 | 75 | 169 | |||||||||
| 24 Mar | 22912.40 | 129.95 | 21.7 (20.05%) | 18.56 | 37 | 14 | 94 | |||||||||
| 23 Mar | 22512.65 | 108.25 | -13.25 (-10.91%) | 20.33 | 31 | -15 | 80 | |||||||||
| 20 Mar | 23114.50 | 122.85 | 8.1 (7.06%) | 16.38 | 76 | 9 | 95 | |||||||||
| 19 Mar | 23002.15 | 121.8 | -44.2 (-26.63%) | 16.46 | 86 | 4 | 85 | |||||||||
| 18 Mar | 23777.80 | 162 | -2.95 (-1.79%) | 13.3 | 73 | -11 | 80 | |||||||||
| 17 Mar | 23581.15 | 164.95 | -9.35 (-5.36%) | 14.7 | 62 | 4 | 90 | |||||||||
| 16 Mar | 23408.80 | 174.3 | 10.4 (6.35%) | 16.27 | 57 | -13 | 86 | |||||||||
| 13 Mar | 23151.10 | 162 | -63.2 (-28.06%) | 16.61 | 162 | 34 | 100 | |||||||||
| 12 Mar | 23639.15 | 221.15 | -51.85 (-18.99%) | 15.19 | 172 | -27 | 67 | |||||||||
| 11 Mar | 23866.85 | 273.1 | -90.85 (-24.96%) | 14.97 | 96 | 13 | 93 | |||||||||
| 10 Mar | 24261.60 | 365 | -26.9 (-6.86%) | 13.6 | 55 | 11 | 79 | |||||||||
| 9 Mar | 24028.05 | 380 | -60 (-13.64%) | 16.2 | 329 | 20 | 68 | |||||||||
| 6 Mar | 24450.45 | 439.95 | -83.25 (-15.91%) | 13.14 | 12 | 2 | 48 | |||||||||
| 5 Mar | 24765.90 | 523.2 | 71.95 (15.94%) | 12.19 | 21 | 1 | 47 | |||||||||
| 4 Mar | 24480.50 | 453.55 | -103.55 (-18.59%) | 13.09 | 100 | -16 | 47 | |||||||||
| 2 Mar | 24865.70 | 569.8 | -389.2 (-40.58%) | 11.55 | 120 | 37 | 37 | |||||||||
| 27 Feb | 25178.65 | 959 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25400 expiring on 26MAY2026
Delta for 25400 CE is 0.01
Historical price for 25400 CE is as follows
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 1.4, which was 0.25 higher than the previous day. The implied volatity was 23.43, the open interest changed by 3073 which increased total open position to 18258
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 20.63, the open interest changed by 831 which increased total open position to 15209
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 1.15, which was -0.8 lower than the previous day. The implied volatity was 19.89, the open interest changed by 3953 which increased total open position to 14466
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 1.75, which was -2.2 lower than the previous day. The implied volatity was 19.15, the open interest changed by 4603 which increased total open position to 10534
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 4.05, which was -1.05 lower than the previous day. The implied volatity was 18.2, the open interest changed by 247 which increased total open position to 5934
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 5.45, which was -1.45 lower than the previous day. The implied volatity was 17.74, the open interest changed by 1001 which increased total open position to 5697
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 6.4, which was -2.7 lower than the previous day. The implied volatity was 0, the open interest changed by 40 which increased total open position to 4731
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 9.55, which was -5.5 lower than the previous day. The implied volatity was 0, the open interest changed by -1021 which decreased total open position to 4642
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 14.6, which was -12.35 lower than the previous day. The implied volatity was 0, the open interest changed by -5429 which decreased total open position to 5722
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 26.05, which was -12.95 lower than the previous day. The implied volatity was 14.34, the open interest changed by 1398 which increased total open position to 11307
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 39.85, which was -8.75 lower than the previous day. The implied volatity was 13.84, the open interest changed by 4372 which increased total open position to 9943
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 49.45, which was 19.6 higher than the previous day. The implied volatity was 14.28, the open interest changed by -449 which decreased total open position to 5602
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 29.5, which was -17.9 lower than the previous day. The implied volatity was 14.72, the open interest changed by -2074 which decreased total open position to 6086
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 45.5, which was -5.15 lower than the previous day. The implied volatity was 15.35, the open interest changed by 2675 which increased total open position to 8158
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 52.25, which was -7.85 lower than the previous day. The implied volatity was 15.25, the open interest changed by -138 which decreased total open position to 5345
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 56.65, which was 9.45 higher than the previous day. The implied volatity was 14.22, the open interest changed by 287 which increased total open position to 5556
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 47, which was -24.9 lower than the previous day. The implied volatity was 14.5, the open interest changed by 336 which increased total open position to 5324
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 72.1, which was -3.3 lower than the previous day. The implied volatity was 15.25, the open interest changed by 320 which increased total open position to 5031
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 77.4, which was -22.75 lower than the previous day. The implied volatity was 16.51, the open interest changed by 465 which increased total open position to 4699
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 99.85, which was -44.75 lower than the previous day. The implied volatity was 15.37, the open interest changed by 832 which increased total open position to 4232
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 142.4, which was -38.5 lower than the previous day. The implied volatity was 15.17, the open interest changed by 755 which increased total open position to 3433
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 184.65, which was 37 higher than the previous day. The implied volatity was 14.37, the open interest changed by -18 which decreased total open position to 2695
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 146.05, which was 8.15 higher than the previous day. The implied volatity was 15.17, the open interest changed by 129 which increased total open position to 2679
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 142.2, which was 21.3 higher than the previous day. The implied volatity was 13.96, the open interest changed by 282 which increased total open position to 2552
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 120.9, which was -11.8 lower than the previous day. The implied volatity was 14.46, the open interest changed by 151 which increased total open position to 2241
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 130.75, which was 29 higher than the previous day. The implied volatity was 14.5, the open interest changed by 1128 which increased total open position to 2094
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 98.8, which was -24.25 lower than the previous day. The implied volatity was 15.79, the open interest changed by 538 which increased total open position to 968
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 126, which was 11.85 higher than the previous day. The implied volatity was 14.62, the open interest changed by 112 which increased total open position to 464
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 113.65, which was -21.25 lower than the previous day. The implied volatity was 16.06, the open interest changed by 80 which increased total open position to 351
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 138.5, which was 61.05 higher than the previous day. The implied volatity was 14.04, the open interest changed by 246 which increased total open position to 280
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 77.65, which was -2.85 lower than the previous day. The implied volatity was 17.47, the open interest changed by 26 which increased total open position to 247
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 80, which was 12.3 higher than the previous day. The implied volatity was 18.59, the open interest changed by -2 which decreased total open position to 220
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 72.85, which was 1.95 higher than the previous day. The implied volatity was 18.96, the open interest changed by 231 which increased total open position to 231
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 71.15, which was -11.15 lower than the previous day. The implied volatity was 18.62, the open interest changed by 92 which increased total open position to 238
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 83.4, which was -23.9 lower than the previous day. The implied volatity was 21.06, the open interest changed by 146 which increased total open position to 146
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 105.2, which was -35.5 lower than the previous day. The implied volatity was 18.74, the open interest changed by 3 which increased total open position to 162
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 140, which was 10.05 higher than the previous day. The implied volatity was 16.81, the open interest changed by 75 which increased total open position to 169
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 129.95, which was 21.7 higher than the previous day. The implied volatity was 18.56, the open interest changed by 14 which increased total open position to 94
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 108.25, which was -13.25 lower than the previous day. The implied volatity was 20.33, the open interest changed by -15 which decreased total open position to 80
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 122.85, which was 8.1 higher than the previous day. The implied volatity was 16.38, the open interest changed by 9 which increased total open position to 95
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 121.8, which was -44.2 lower than the previous day. The implied volatity was 16.46, the open interest changed by 4 which increased total open position to 85
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 162, which was -2.95 lower than the previous day. The implied volatity was 13.3, the open interest changed by -11 which decreased total open position to 80
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 164.95, which was -9.35 lower than the previous day. The implied volatity was 14.7, the open interest changed by 4 which increased total open position to 90
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 174.3, which was 10.4 higher than the previous day. The implied volatity was 16.27, the open interest changed by -13 which decreased total open position to 86
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 162, which was -63.2 lower than the previous day. The implied volatity was 16.61, the open interest changed by 34 which increased total open position to 100
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 221.15, which was -51.85 lower than the previous day. The implied volatity was 15.19, the open interest changed by -27 which decreased total open position to 67
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 273.1, which was -90.85 lower than the previous day. The implied volatity was 14.97, the open interest changed by 13 which increased total open position to 93
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 365, which was -26.9 lower than the previous day. The implied volatity was 13.6, the open interest changed by 11 which increased total open position to 79
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 380, which was -60 lower than the previous day. The implied volatity was 16.2, the open interest changed by 20 which increased total open position to 68
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 439.95, which was -83.25 lower than the previous day. The implied volatity was 13.14, the open interest changed by 2 which increased total open position to 48
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 523.2, which was 71.95 higher than the previous day. The implied volatity was 12.19, the open interest changed by 1 which increased total open position to 47
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 453.55, which was -103.55 lower than the previous day. The implied volatity was 13.09, the open interest changed by -16 which decreased total open position to 47
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 569.8, which was -389.2 lower than the previous day. The implied volatity was 11.55, the open interest changed by 37 which increased total open position to 37
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 959, 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 26-May-2026 (5d) 25400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 0.05
Theta: -15.77
Gamma: 0.00013
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 21 May | 23654.70 | 1775.25 | 55.25 (3.21%) | 42.94 | 18 | -13 | 318 |
| 20 May | 23659.00 | 1720 | -52.35 (-2.95%) | 24.01 | 31 | -13 | 331 |
| 19 May | 23618.00 | 1799.1 | 92.9 (5.44%) | 30.78 | 52 | 13 | 345 |
| 18 May | 23649.95 | 1720 | 27 (1.59%) | 19.41 | 38 | 8 | 332 |
| 15 May | 23643.50 | 1693 | -17 (-0.99%) | 27.06 | 7 | -4 | 323 |
| 14 May | 23689.60 | 1710 | -211.7 (-11.02%) | 24.76 | 44 | -1 | 326 |
| 13 May | 23412.60 | 1921.7 | -34.95 (-1.79%) | 0 | 9 | -4 | 326 |
| 12 May | 23379.55 | 1936.9 | 424.1 (28.03%) | 0 | 22 | 10 | 330 |
| 11 May | 23815.85 | 1526.75 | 356.1 (30.42%) | 0 | 77 | 47 | 319 |
| 8 May | 24176.15 | 1169.1 | 130.55 (12.57%) | 13.88 | 16 | 0 | 278 |
| 7 May | 24326.65 | 1025.05 | 54.95 (5.66%) | 13.17 | 25 | 11 | 279 |
| 6 May | 24330.95 | 961.05 | -328.95 (-25.50%) | 14.28 | 14 | -6 | 267 |
| 5 May | 24032.80 | 1290 | 35.85 (2.86%) | 13.81 | 14 | 0 | 276 |
| 4 May | 24119.30 | 1254.15 | -81.7 (-6.12%) | 16.44 | 16 | 5 | 274 |
| 30 Apr | 23997.55 | 1317.55 | 167.55 (14.57%) | 13.53 | 19 | 3 | 272 |
| 29 Apr | 24177.65 | 1150 | -193.85 (-14.42%) | 14.16 | 52 | -6 | 269 |
| 28 Apr | 23995.70 | 1356.65 | 127.35 (10.36%) | 13.7 | 32 | 22 | 275 |
| 27 Apr | 24092.70 | 1234.15 | -159.2 (-11.43%) | 12.26 | 123 | 68 | 255 |
| 24 Apr | 23897.95 | 1390 | 168 (13.75%) | 12.49 | 100 | 61 | 186 |
| 23 Apr | 24173.05 | 1222 | 203.5 (19.98%) | 16.13 | 52 | -25 | 124 |
| 22 Apr | 24378.10 | 1018 | 163.9 (19.19%) | 14.27 | 155 | 56 | 148 |
| 21 Apr | 24576.60 | 853.55 | -146.45 (-14.65%) | 13.54 | 89 | 28 | 89 |
| 20 Apr | 24364.85 | 1000 | -29.1 (-2.83%) | 15.03 | 69 | -9 | 84 |
| 17 Apr | 24353.55 | 1029.1 | -196.25 (-16.02%) | 12.78 | 15 | 1 | 92 |
| 16 Apr | 24196.75 | 1225.35 | 85.35 (7.49%) | 14 | 15 | 2 | 91 |
| 15 Apr | 24231.30 | 1140 | -493.8 (-30.22%) | 13.7 | 40 | -10 | 90 |
| 13 Apr | 23842.65 | 1633.8 | 353.8 (27.64%) | 16.57 | 1 | 0 | 99 |
| 10 Apr | 24050.60 | 1280 | -236.05 (-15.57%) | 14.06 | 2 | -1 | 100 |
| 9 Apr | 23775.10 | 1516.05 | 331.5 (27.99%) | 12.83 | 15 | -1 | 101 |
| 8 Apr | 23997.35 | 1184.55 | -1063.2 (-47.30%) | 13.66 | 4 | 0 | 102 |
| 7 Apr | 23123.65 | 2247.75 | -65.25 (-2.82%) | 28.45 | 4 | 0 | 106 |
| 6 Apr | 22968.25 | 2313 | -211.5 (-8.38%) | 25.48 | 7 | 105 | 105 |
| 2 Apr | 22713.10 | 2524.5 | 2.6 (0.10%) | 25.56 | 2 | 0 | 109 |
| 1 Apr | 22679.40 | 2521.9 | 683.4 (37.17%) | - | 0 | 109 | 109 |
| 30 Mar | 22331.40 | 2521.9 | 683.4 (37.17%) | 10.96 | 1 | 0 | 109 |
| 27 Mar | 22819.60 | 1838.5 | 202.6 (12.38%) | - | 0 | 0 | 109 |
| 25 Mar | 23306.45 | 1838.5 | 202.6 (12.38%) | 18.07 | 2 | 0 | 109 |
| 24 Mar | 22912.40 | 1635.9 | -316.75 (-16.22%) | - | 0 | 0 | 109 |
| 23 Mar | 22512.65 | 1635.9 | -316.75 (-16.22%) | - | 0 | 0 | 109 |
| 20 Mar | 23114.50 | 1635.9 | -316.75 (-16.22%) | - | 0 | 0 | 109 |
| 19 Mar | 23002.15 | 1635.9 | -316.75 (-16.22%) | - | 0 | 0 | 109 |
| 18 Mar | 23777.80 | 1635.9 | -316.75 (-16.22%) | - | 0 | 0 | 109 |
| 17 Mar | 23581.15 | 1635.9 | -316.75 (-16.22%) | 18.29 | 54 | 0 | 109 |
| 16 Mar | 23408.80 | 1952.65 | 3.85 (0.20%) | 23.26 | 19 | -8 | 114 |
| 13 Mar | 23151.10 | 1948.8 | 401.95 (25.99%) | 18.93 | 157 | -52 | 123 |
| 12 Mar | 23639.15 | 1546.85 | 115.6 (8.08%) | 17.59 | 10 | 6 | 184 |
| 11 Mar | 23866.85 | 1431.25 | 305.35 (27.12%) | 18.45 | 1 | 0 | 178 |
| 10 Mar | 24261.60 | 1125.9 | -218.9 (-16.28%) | 17.81 | 5 | -1 | 178 |
| 9 Mar | 24028.05 | 1344.8 | 437.05 (48.15%) | 18.83 | 9 | 3 | 180 |
| 6 Mar | 24450.45 | 907.75 | 142.2 (18.57%) | 15.23 | 18 | 9 | 176 |
| 5 Mar | 24765.90 | 765.55 | -202.3 (-20.90%) | 15.26 | 23 | -4 | 167 |
| 4 Mar | 24480.50 | 967.85 | 273.75 (39.44%) | 16.61 | 49 | -15 | 171 |
| 2 Mar | 24865.70 | 694.1 | 195.15 (39.11%) | 14.85 | 238 | 24 | 187 |
| 27 Feb | 25178.65 | 499.55 | 119.55 (31.46%) | 13.83 | 248 | 133 | 163 |
For Nifty - strike price 25400 expiring on 26MAY2026
Delta for 25400 PE is -0.91
Historical price for 25400 PE is as follows
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 1775.25, which was 55.25 higher than the previous day. The implied volatity was 42.94, the open interest changed by -13 which decreased total open position to 318
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 1720, which was -52.35 lower than the previous day. The implied volatity was 24.01, the open interest changed by -13 which decreased total open position to 331
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 1799.1, which was 92.9 higher than the previous day. The implied volatity was 30.78, the open interest changed by 13 which increased total open position to 345
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 1720, which was 27 higher than the previous day. The implied volatity was 19.41, the open interest changed by 8 which increased total open position to 332
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 1693, which was -17 lower than the previous day. The implied volatity was 27.06, the open interest changed by -4 which decreased total open position to 323
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 1710, which was -211.7 lower than the previous day. The implied volatity was 24.76, the open interest changed by -1 which decreased total open position to 326
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 1921.7, which was -34.95 lower than the previous day. The implied volatity was 0, the open interest changed by -4 which decreased total open position to 326
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 1936.9, which was 424.1 higher than the previous day. The implied volatity was 0, the open interest changed by 10 which increased total open position to 330
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 1526.75, which was 356.1 higher than the previous day. The implied volatity was 0, the open interest changed by 47 which increased total open position to 319
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 1169.1, which was 130.55 higher than the previous day. The implied volatity was 13.88, the open interest changed by 0 which decreased total open position to 278
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 1025.05, which was 54.95 higher than the previous day. The implied volatity was 13.17, the open interest changed by 11 which increased total open position to 279
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 961.05, which was -328.95 lower than the previous day. The implied volatity was 14.28, the open interest changed by -6 which decreased total open position to 267
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 1290, which was 35.85 higher than the previous day. The implied volatity was 13.81, the open interest changed by 0 which decreased total open position to 276
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 1254.15, which was -81.7 lower than the previous day. The implied volatity was 16.44, the open interest changed by 5 which increased total open position to 274
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 1317.55, which was 167.55 higher than the previous day. The implied volatity was 13.53, the open interest changed by 3 which increased total open position to 272
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 1150, which was -193.85 lower than the previous day. The implied volatity was 14.16, the open interest changed by -6 which decreased total open position to 269
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 1356.65, which was 127.35 higher than the previous day. The implied volatity was 13.7, the open interest changed by 22 which increased total open position to 275
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 1234.15, which was -159.2 lower than the previous day. The implied volatity was 12.26, the open interest changed by 68 which increased total open position to 255
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 1390, which was 168 higher than the previous day. The implied volatity was 12.49, the open interest changed by 61 which increased total open position to 186
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1222, which was 203.5 higher than the previous day. The implied volatity was 16.13, the open interest changed by -25 which decreased total open position to 124
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1018, which was 163.9 higher than the previous day. The implied volatity was 14.27, the open interest changed by 56 which increased total open position to 148
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 853.55, which was -146.45 lower than the previous day. The implied volatity was 13.54, the open interest changed by 28 which increased total open position to 89
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1000, which was -29.1 lower than the previous day. The implied volatity was 15.03, the open interest changed by -9 which decreased total open position to 84
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1029.1, which was -196.25 lower than the previous day. The implied volatity was 12.78, the open interest changed by 1 which increased total open position to 92
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1225.35, which was 85.35 higher than the previous day. The implied volatity was 14, the open interest changed by 2 which increased total open position to 91
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1140, which was -493.8 lower than the previous day. The implied volatity was 13.7, the open interest changed by -10 which decreased total open position to 90
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1633.8, which was 353.8 higher than the previous day. The implied volatity was 16.57, the open interest changed by 0 which decreased total open position to 99
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1280, which was -236.05 lower than the previous day. The implied volatity was 14.06, the open interest changed by -1 which decreased total open position to 100
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1516.05, which was 331.5 higher than the previous day. The implied volatity was 12.83, the open interest changed by -1 which decreased total open position to 101
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1184.55, which was -1063.2 lower than the previous day. The implied volatity was 13.66, the open interest changed by 0 which decreased total open position to 102
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 2247.75, which was -65.25 lower than the previous day. The implied volatity was 28.45, the open interest changed by 0 which decreased total open position to 106
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 2313, which was -211.5 lower than the previous day. The implied volatity was 25.48, the open interest changed by 105 which increased total open position to 105
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 2524.5, which was 2.6 higher than the previous day. The implied volatity was 25.56, the open interest changed by 0 which decreased total open position to 109
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 2521.9, which was 683.4 higher than the previous day. The implied volatity was -, the open interest changed by 109 which increased total open position to 109
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 2521.9, which was 683.4 higher than the previous day. The implied volatity was 10.96, the open interest changed by 0 which decreased total open position to 109
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1838.5, which was 202.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 109
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1838.5, which was 202.6 higher than the previous day. The implied volatity was 18.07, the open interest changed by 0 which decreased total open position to 109
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1635.9, which was -316.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 109
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1635.9, which was -316.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 109
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1635.9, which was -316.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 109
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1635.9, which was -316.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 109
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1635.9, which was -316.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 109
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1635.9, which was -316.75 lower than the previous day. The implied volatity was 18.29, the open interest changed by 0 which decreased total open position to 109
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1952.65, which was 3.85 higher than the previous day. The implied volatity was 23.26, the open interest changed by -8 which decreased total open position to 114
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1948.8, which was 401.95 higher than the previous day. The implied volatity was 18.93, the open interest changed by -52 which decreased total open position to 123
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1546.85, which was 115.6 higher than the previous day. The implied volatity was 17.59, the open interest changed by 6 which increased total open position to 184
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1431.25, which was 305.35 higher than the previous day. The implied volatity was 18.45, the open interest changed by 0 which decreased total open position to 178
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1125.9, which was -218.9 lower than the previous day. The implied volatity was 17.81, the open interest changed by -1 which decreased total open position to 178
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1344.8, which was 437.05 higher than the previous day. The implied volatity was 18.83, the open interest changed by 3 which increased total open position to 180
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 907.75, which was 142.2 higher than the previous day. The implied volatity was 15.23, the open interest changed by 9 which increased total open position to 176
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 765.55, which was -202.3 lower than the previous day. The implied volatity was 15.26, the open interest changed by -4 which decreased total open position to 167
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 967.85, which was 273.75 higher than the previous day. The implied volatity was 16.61, the open interest changed by -15 which decreased total open position to 171
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 694.1, which was 195.15 higher than the previous day. The implied volatity was 14.85, the open interest changed by 24 which increased total open position to 187
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 499.55, which was 119.55 higher than the previous day. The implied volatity was 13.83, the open interest changed by 133 which increased total open position to 163
