NIFTY
Nifty
Historical option data for NIFTY
11 May 2026 04:10 PM IST
| NIFTY 12-May-2026 (1d) 26000 CE | ||||||||||||||||
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Delta: 0
Vega: 0
Theta: -2.2
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 May | 23815.85 | 0.55 | -0.19999999999999996 (-26.67%) | 51.37 | 1,81,346 | -38,134 | 58,101 | |||||||||
| 8 May | 24176.15 | 0.75 | -0.09999999999999998 (-11.76%) | 24.58 | 2,90,825 | -2,850 | 96,418 | |||||||||
| 7 May | 24326.65 | 0.8 | -0.25 (-23.81%) | 20.48 | 2,69,924 | 6,585 | 99,122 | |||||||||
| 6 May | 24330.95 | 1.45 | 0.44999999999999996 (45.00%) | 19.99 | 3,51,958 | 13,332 | 92,368 | |||||||||
| 5 May | 24032.80 | 1.05 | -0.8 (-43.24%) | 20.79 | 1,07,474 | 8,916 | 79,061 | |||||||||
| 4 May | 24119.30 | 1.7 | -0.40000000000000013 (-19.05%) | 19.81 | 1,31,826 | 55,429 | 70,115 | |||||||||
| 30 Apr | 23997.55 | 2.05 | -0.6500000000000004 (-24.07%) | 17.16 | 24,305 | 1,564 | 16,250 | |||||||||
| 29 Apr | 24177.65 | 2.2 | -0.9499999999999997 (-30.16%) | 15.69 | 27,370 | 7,806 | 14,724 | |||||||||
| 28 Apr | 23995.70 | 3 | -2.5 (-45.45%) | 16.91 | 9,428 | 2,198 | 6,752 | |||||||||
| 27 Apr | 24092.70 | 5.15 | -4.449999999999999 (-46.35%) | 16.78 | 5,688 | 543 | 4,536 | |||||||||
| 24 Apr | 23897.95 | 10 | -1.6500000000000004 (-14.16%) | 18.59 | 5,814 | 369 | 4,014 | |||||||||
| 23 Apr | 24173.05 | 11.4 | -7.1 (-38.38%) | 16.46 | 3,472 | 202 | 3,683 | |||||||||
| 22 Apr | 24378.10 | 18.05 | -3.099999999999998 (-14.66%) | 15.64 | 5,089 | 1,058 | 3,478 | |||||||||
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| 21 Apr | 24576.60 | 29 | 8.8 (43.56%) | 14.91 | 2,905 | 957 | 2,568 | |||||||||
| 20 Apr | 24364.85 | 18.9 | -1.3500000000000014 (-6.67%) | 15.33 | 2,699 | 469 | 1,613 | |||||||||
| 17 Apr | 24353.55 | 21 | 0.8999999999999986 (4.48%) | 14.31 | 1,254 | 559 | 1,176 | |||||||||
| 16 Apr | 24196.75 | 20.5 | -1.1999999999999993 (-5.53%) | 15.29 | 603 | 211 | 621 | |||||||||
| 15 Apr | 24231.30 | 21.15 | 0 (0.00%) | 14.89 | 831 | 246 | 444 | |||||||||
| 13 Apr | 23842.65 | 21.1 | -6.25 (-22.85%) | 17.07 | 276 | 105 | 178 | |||||||||
| 10 Apr | 24050.60 | 28.35 | 1.4000000000000021 (5.19%) | 15.58 | 70 | 59 | 70 | |||||||||
| 9 Apr | 23775.10 | 27 | 19.4 (255.26%) | 17.09 | 17 | 9 | 9 | |||||||||
For Nifty - strike price 26000 expiring on 12MAY2026
Delta for 26000 CE is 0
Historical price for 26000 CE is as follows
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 0.55, which was -0.19999999999999996 lower than the previous day. The implied volatity was 51.37, the open interest changed by -38134 which decreased total open position to 58101
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 0.75, which was -0.09999999999999998 lower than the previous day. The implied volatity was 24.58, the open interest changed by -2850 which decreased total open position to 96418
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 20.48, the open interest changed by 6585 which increased total open position to 99122
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 1.45, which was 0.44999999999999996 higher than the previous day. The implied volatity was 19.99, the open interest changed by 13332 which increased total open position to 92368
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 1.05, which was -0.8 lower than the previous day. The implied volatity was 20.79, the open interest changed by 8916 which increased total open position to 79061
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 1.7, which was -0.40000000000000013 lower than the previous day. The implied volatity was 19.81, the open interest changed by 55429 which increased total open position to 70115
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 2.05, which was -0.6500000000000004 lower than the previous day. The implied volatity was 17.16, the open interest changed by 1564 which increased total open position to 16250
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 2.2, which was -0.9499999999999997 lower than the previous day. The implied volatity was 15.69, the open interest changed by 7806 which increased total open position to 14724
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 3, which was -2.5 lower than the previous day. The implied volatity was 16.91, the open interest changed by 2198 which increased total open position to 6752
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 5.15, which was -4.449999999999999 lower than the previous day. The implied volatity was 16.78, the open interest changed by 543 which increased total open position to 4536
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 10, which was -1.6500000000000004 lower than the previous day. The implied volatity was 18.59, the open interest changed by 369 which increased total open position to 4014
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 11.4, which was -7.1 lower than the previous day. The implied volatity was 16.46, the open interest changed by 202 which increased total open position to 3683
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 18.05, which was -3.099999999999998 lower than the previous day. The implied volatity was 15.64, the open interest changed by 1058 which increased total open position to 3478
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 29, which was 8.8 higher than the previous day. The implied volatity was 14.91, the open interest changed by 957 which increased total open position to 2568
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 18.9, which was -1.3500000000000014 lower than the previous day. The implied volatity was 15.33, the open interest changed by 469 which increased total open position to 1613
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 21, which was 0.8999999999999986 higher than the previous day. The implied volatity was 14.31, the open interest changed by 559 which increased total open position to 1176
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 20.5, which was -1.1999999999999993 lower than the previous day. The implied volatity was 15.29, the open interest changed by 211 which increased total open position to 621
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 21.15, which was 0 lower than the previous day. The implied volatity was 14.89, the open interest changed by 246 which increased total open position to 444
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 21.1, which was -6.25 lower than the previous day. The implied volatity was 17.07, the open interest changed by 105 which increased total open position to 178
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 28.35, which was 1.4000000000000021 higher than the previous day. The implied volatity was 15.58, the open interest changed by 59 which increased total open position to 70
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 27, which was 19.4 higher than the previous day. The implied volatity was 17.09, the open interest changed by 9 which increased total open position to 9
| NIFTY 12-May-2026 (1d) 26000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0
Vega: 0
Theta: 0
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 May | 23815.85 | 2150 | 368.25 (20.67%) | 0 | 866 | -626 | 1,025 |
| 8 May | 24176.15 | 1785 | 144.95000000000005 (8.84%) | 24.46 | 259 | -47 | 1,732 |
| 7 May | 24326.65 | 1614.3 | 37.200000000000045 (2.36%) | 20.45 | 350 | -67 | 1,778 |
| 6 May | 24330.95 | 1558.85 | -363.35000000000014 (-18.90%) | 19.73 | 437 | 107 | 1,857 |
| 5 May | 24032.80 | 1892 | 81.04999999999995 (4.48%) | 20.69 | 1,002 | 884 | 1,738 |
| 4 May | 24119.30 | 1825.45 | -84.95000000000005 (-4.45%) | 20.05 | 905 | 822 | 855 |
| 30 Apr | 23997.55 | 1892.8 | 109 (6.11%) | 17.33 | 53 | 40 | 73 |
| 29 Apr | 24177.65 | 1800 | -159.4000000000001 (-8.14%) | 19.18 | 5 | 2 | 32 |
| 28 Apr | 23995.70 | 1955.15 | -64.64999999999986 (-3.20%) | 17.09 | 33 | 28 | 29 |
| 27 Apr | 24092.70 | 2019.8 | 2019.8 (-25.90%) | 18.58 | 0 | 0 | 1 |
| 24 Apr | 23897.95 | 2019.8 | -705.8 (-25.90%) | 18.58 | 3 | 2 | 2 |
| 23 Apr | 24173.05 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 24378.10 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 24576.60 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 24364.85 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 24353.55 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 24196.75 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 24231.30 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 23842.65 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 24050.60 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 23775.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Nifty - strike price 26000 expiring on 12MAY2026
Delta for 26000 PE is 0
Historical price for 26000 PE is as follows
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 2150, which was 368.25 higher than the previous day. The implied volatity was 0, the open interest changed by -626 which decreased total open position to 1025
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 1785, which was 144.95000000000005 higher than the previous day. The implied volatity was 24.46, the open interest changed by -47 which decreased total open position to 1732
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 1614.3, which was 37.200000000000045 higher than the previous day. The implied volatity was 20.45, the open interest changed by -67 which decreased total open position to 1778
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 1558.85, which was -363.35000000000014 lower than the previous day. The implied volatity was 19.73, the open interest changed by 107 which increased total open position to 1857
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 1892, which was 81.04999999999995 higher than the previous day. The implied volatity was 20.69, the open interest changed by 884 which increased total open position to 1738
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 1825.45, which was -84.95000000000005 lower than the previous day. The implied volatity was 20.05, the open interest changed by 822 which increased total open position to 855
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 1892.8, which was 109 higher than the previous day. The implied volatity was 17.33, the open interest changed by 40 which increased total open position to 73
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 1800, which was -159.4000000000001 lower than the previous day. The implied volatity was 19.18, the open interest changed by 2 which increased total open position to 32
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 1955.15, which was -64.64999999999986 lower than the previous day. The implied volatity was 17.09, the open interest changed by 28 which increased total open position to 29
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 2019.8, which was 2019.8 higher than the previous day. The implied volatity was 18.58, the open interest changed by 0 which decreased total open position to 1
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 2019.8, which was -705.8 lower than the previous day. The implied volatity was 18.58, the open interest changed by 2 which increased total open position to 2
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 0, 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 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 0, 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 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 0, 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 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 0, 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 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 0, 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 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 0, 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 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 0, 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 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 0, 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 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 0, 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 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 0, 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
