NIFTY
Nifty
Historical option data for NIFTY
15 May 2026 04:10 PM IST
| NIFTY 19-May-2026 (2d) 26000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0
Vega: 0
Theta: -0.65
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 May | 23643.50 | 0.5 | -0.09999999999999998 (-16.67%) | 30.24 | 75,686 | -7,174 | 51,455 | |||||||||
| 14 May | 23689.60 | 0.55 | -0.35 (-38.89%) | 26.95 | 1,89,231 | -12,288 | 58,629 | |||||||||
| 13 May | 23412.60 | 0.9 | -0.5499999999999999 (-37.93%) | 28.69 | 2,07,285 | 3,092 | 71,122 | |||||||||
| 12 May | 23379.55 | 1.4 | -0.6000000000000001 (-30.00%) | 0 | 1,32,202 | 9,246 | 68,494 | |||||||||
| 11 May | 23815.85 | 2.05 | -0.7000000000000002 (-25.45%) | 0 | 1,00,207 | 39,280 | 59,538 | |||||||||
| 8 May | 24176.15 | 2.7 | -0.7999999999999998 (-22.86%) | 17.41 | 26,821 | 7,222 | 20,291 | |||||||||
| 7 May | 24326.65 | 3.6 | -0.6000000000000001 (-14.29%) | 15.91 | 23,268 | 1,973 | 13,266 | |||||||||
| 6 May | 24330.95 | 4.6 | 0.9499999999999997 (26.03%) | 15.75 | 26,864 | 5,213 | 11,719 | |||||||||
| 5 May | 24032.80 | 3.1 | -3.35 (-51.94%) | 16.68 | 6,438 | 606 | 6,518 | |||||||||
| 4 May | 24119.30 | 6.05 | -1.5499999999999998 (-20.39%) | 17.06 | 7,679 | 3,714 | 5,925 | |||||||||
| 30 Apr | 23997.55 | 8.5 | 0.7000000000000002 (8.97%) | 16.52 | 3,257 | -27 | 2,184 | |||||||||
| 29 Apr | 24177.65 | 7.2 | -0.39999999999999947 (-5.26%) | 14.8 | 3,104 | 1,095 | 2,618 | |||||||||
| 28 Apr | 23995.70 | 7.95 | -5.1000000000000005 (-39.08%) | 15.75 | 1,860 | 111 | 1,521 | |||||||||
| 27 Apr | 24092.70 | 12.55 | -5.050000000000001 (-28.69%) | 15.85 | 1,539 | 166 | 1,405 | |||||||||
| 24 Apr | 23897.95 | 16.5 | -5.699999999999999 (-25.68%) | 17.03 | 890 | 168 | 1,241 | |||||||||
| 23 Apr | 24173.05 | 21.75 | -10.399999999999999 (-32.35%) | 15.7 | 1,324 | 269 | 1,079 | |||||||||
| 22 Apr | 24378.10 | 31 | -10.25 (-24.85%) | 14.91 | 713 | 211 | 826 | |||||||||
| 21 Apr | 24576.60 | 44.9 | 9 (25.07%) | 14.27 | 573 | 349 | 617 | |||||||||
| 20 Apr | 24364.85 | 36.65 | 2.4499999999999957 (7.16%) | 15.24 | 310 | 150 | 266 | |||||||||
| 17 Apr | 24353.55 | 34 | 1.2999999999999972 (3.98%) | 13.91 | 182 | 114 | 116 | |||||||||
| 16 Apr | 24196.75 | 32.7 | -7.799999999999997 (-19.26%) | 14.82 | 2 | 1 | 1 | |||||||||
For Nifty - strike price 26000 expiring on 19MAY2026
Delta for 26000 CE is 0
Historical price for 26000 CE is as follows
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 0.5, which was -0.09999999999999998 lower than the previous day. The implied volatity was 30.24, the open interest changed by -7174 which decreased total open position to 51455
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 26.95, the open interest changed by -12288 which decreased total open position to 58629
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 0.9, which was -0.5499999999999999 lower than the previous day. The implied volatity was 28.69, the open interest changed by 3092 which increased total open position to 71122
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 1.4, which was -0.6000000000000001 lower than the previous day. The implied volatity was 0, the open interest changed by 9246 which increased total open position to 68494
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 2.05, which was -0.7000000000000002 lower than the previous day. The implied volatity was 0, the open interest changed by 39280 which increased total open position to 59538
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 2.7, which was -0.7999999999999998 lower than the previous day. The implied volatity was 17.41, the open interest changed by 7222 which increased total open position to 20291
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 3.6, which was -0.6000000000000001 lower than the previous day. The implied volatity was 15.91, the open interest changed by 1973 which increased total open position to 13266
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 4.6, which was 0.9499999999999997 higher than the previous day. The implied volatity was 15.75, the open interest changed by 5213 which increased total open position to 11719
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 3.1, which was -3.35 lower than the previous day. The implied volatity was 16.68, the open interest changed by 606 which increased total open position to 6518
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 6.05, which was -1.5499999999999998 lower than the previous day. The implied volatity was 17.06, the open interest changed by 3714 which increased total open position to 5925
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 8.5, which was 0.7000000000000002 higher than the previous day. The implied volatity was 16.52, the open interest changed by -27 which decreased total open position to 2184
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 7.2, which was -0.39999999999999947 lower than the previous day. The implied volatity was 14.8, the open interest changed by 1095 which increased total open position to 2618
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 7.95, which was -5.1000000000000005 lower than the previous day. The implied volatity was 15.75, the open interest changed by 111 which increased total open position to 1521
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 12.55, which was -5.050000000000001 lower than the previous day. The implied volatity was 15.85, the open interest changed by 166 which increased total open position to 1405
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 16.5, which was -5.699999999999999 lower than the previous day. The implied volatity was 17.03, the open interest changed by 168 which increased total open position to 1241
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 21.75, which was -10.399999999999999 lower than the previous day. The implied volatity was 15.7, the open interest changed by 269 which increased total open position to 1079
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 31, which was -10.25 lower than the previous day. The implied volatity was 14.91, the open interest changed by 211 which increased total open position to 826
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 44.9, which was 9 higher than the previous day. The implied volatity was 14.27, the open interest changed by 349 which increased total open position to 617
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 36.65, which was 2.4499999999999957 higher than the previous day. The implied volatity was 15.24, the open interest changed by 150 which increased total open position to 266
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 34, which was 1.2999999999999972 higher than the previous day. The implied volatity was 13.91, the open interest changed by 114 which increased total open position to 116
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 32.7, which was -7.799999999999997 lower than the previous day. The implied volatity was 14.82, the open interest changed by 1 which increased total open position to 1
| NIFTY 19-May-2026 (2d) 26000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.96
Vega: 0.02
Theta: -9.1
Gamma: 0.00007
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 May | 23643.50 | 2371.85 | 87.04999999999973 (3.81%) | 49.12 | 116 | -46 | 721 |
| 14 May | 23689.60 | 2270.35 | -222.3499999999999 (-8.92%) | 34.41 | 279 | -151 | 764 |
| 13 May | 23412.60 | 2492.7 | -57.100000000000364 (-2.24%) | 0 | 70 | -14 | 916 |
| 12 May | 23379.55 | 2516.2 | 399.25 (18.86%) | 0 | 715 | 503 | 930 |
| 11 May | 23815.85 | 2128.1 | 380 (21.74%) | 0 | 210 | 198 | 427 |
| 8 May | 24176.15 | 1740 | 146.5999999999999 (9.20%) | 17.28 | 67 | 36 | 219 |
| 7 May | 24326.65 | 1596.85 | 47.94999999999982 (3.10%) | 16.04 | 195 | 166 | 181 |
| 6 May | 24330.95 | 1587 | -313 (-16.47%) | 15.92 | 5 | 3 | 16 |
| 5 May | 24032.80 | 1900 | 99.45000000000005 (5.52%) | 17.57 | 1 | 0 | 12 |
| 4 May | 24119.30 | 1800.55 | -81.29999999999995 (-4.32%) | 17.5 | 6 | 5 | 10 |
| 30 Apr | 23997.55 | 1881.85 | 155.69999999999982 (9.02%) | 16.45 | 1 | 0 | 5 |
| 29 Apr | 24177.65 | 1712.1 | -341.3000000000002 (-16.62%) | 14.78 | 9 | 0 | 0 |
| 28 Apr | 23995.70 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 24092.70 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 23897.95 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
For Nifty - strike price 26000 expiring on 19MAY2026
Delta for 26000 PE is -0.96
Historical price for 26000 PE is as follows
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 2371.85, which was 87.04999999999973 higher than the previous day. The implied volatity was 49.12, the open interest changed by -46 which decreased total open position to 721
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 2270.35, which was -222.3499999999999 lower than the previous day. The implied volatity was 34.41, the open interest changed by -151 which decreased total open position to 764
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 2492.7, which was -57.100000000000364 lower than the previous day. The implied volatity was 0, the open interest changed by -14 which decreased total open position to 916
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 2516.2, which was 399.25 higher than the previous day. The implied volatity was 0, the open interest changed by 503 which increased total open position to 930
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 2128.1, which was 380 higher than the previous day. The implied volatity was 0, the open interest changed by 198 which increased total open position to 427
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 1740, which was 146.5999999999999 higher than the previous day. The implied volatity was 17.28, the open interest changed by 36 which increased total open position to 219
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 1596.85, which was 47.94999999999982 higher than the previous day. The implied volatity was 16.04, the open interest changed by 166 which increased total open position to 181
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 1587, which was -313 lower than the previous day. The implied volatity was 15.92, the open interest changed by 3 which increased total open position to 16
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 1900, which was 99.45000000000005 higher than the previous day. The implied volatity was 17.57, the open interest changed by 0 which decreased total open position to 12
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 1800.55, which was -81.29999999999995 lower than the previous day. The implied volatity was 17.5, the open interest changed by 5 which increased total open position to 10
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 1881.85, which was 155.69999999999982 higher than the previous day. The implied volatity was 16.45, the open interest changed by 0 which decreased total open position to 5
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 1712.1, which was -341.3000000000002 lower than the previous day. The implied volatity was 14.78, the open interest changed by 0 which decreased total open position to 0
On 28 Apr NIFTY was trading at 23995.70. 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 27 Apr NIFTY was trading at 24092.70. 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 24 Apr NIFTY was trading at 23897.95. 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 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
