Historical option data for NIFTY
22 May 2026 04:10 PM IST
| NIFTY 26-May-2026 (2d) 26500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0
Vega: 0
Theta: -0.66
Gamma: 0.00001
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 May | 23719.30 | 0.5 | -0.1 (-16.67%) | 34.43 | 25,408 | -1,430 | 15,331 | |||||||||
| 21 May | 23654.70 | 0.6 | -0.1 (-14.29%) | 32.67 | 26,021 | 5 | 16,753 | |||||||||
| 20 May | 23659.00 | 0.75 | 0.15 (25.00%) | 30.34 | 15,112 | -545 | 16,742 | |||||||||
| 19 May | 23618.00 | 0.55 | -0.25 (-31.25%) | 27.94 | 15,712 | -377 | 17,634 | |||||||||
| 18 May | 23649.95 | 0.95 | -0.05 (-5.00%) | 27.21 | 15,588 | -3,257 | 18,009 | |||||||||
| 15 May | 23643.50 | 0.95 | -0.5 (-34.48%) | 23.26 | 10,717 | -1,312 | 21,289 | |||||||||
| 14 May | 23689.60 | 1.35 | -0.75 (-35.71%) | 22.73 | 9,034 | -2,432 | 22,609 | |||||||||
| 13 May | 23412.60 | 2.15 | -0.45 (-17.31%) | 25.02 | 17,178 | 1,230 | 25,041 | |||||||||
| 12 May | 23379.55 | 2.75 | -0.75 (-21.43%) | 0 | 19,031 | 3,822 | 23,792 | |||||||||
| 11 May | 23815.85 | 3.75 | 0.15 (4.17%) | 0 | 9,447 | -975 | 19,971 | |||||||||
| 8 May | 24176.15 | 3.5 | -0.3 (-7.89%) | 17.21 | 12,699 | -182 | 20,957 | |||||||||
| 7 May | 24326.65 | 3.25 | -0.45 (-12.16%) | 15.5 | 10,674 | 1,592 | 21,210 | |||||||||
| 6 May | 24330.95 | 3.95 | 0.55 (16.18%) | 15.46 | 8,738 | -271 | 19,631 | |||||||||
| 5 May | 24032.80 | 3.15 | -1.15 (-26.74%) | 16.48 | 6,679 | 17 | 19,916 | |||||||||
| 4 May | 24119.30 | 4.15 | -0.4 (-8.79%) | 16.2 | 9,305 | 6,079 | 19,901 | |||||||||
| 30 Apr | 23997.55 | 4.6 | -1 (-17.86%) | 15.52 | 13,532 | 5,025 | 18,847 | |||||||||
| 29 Apr | 24177.65 | 5.3 | 0.75 (16.48%) | 14.8 | 13,230 | 847 | 13,851 | |||||||||
| 28 Apr | 23995.70 | 4.65 | -2.5 (-34.97%) | 15.12 | 9,340 | -780 | 13,017 | |||||||||
| 27 Apr | 24092.70 | 6.55 | -4.3 (-39.63%) | 14.99 | 13,243 | 2,947 | 13,787 | |||||||||
| 24 Apr | 23897.95 | 11.45 | -0.6 (-4.98%) | 16.74 | 12,991 | -105 | 10,871 | |||||||||
| 23 Apr | 24173.05 | 11.85 | -4.15 (-25.94%) | 15.06 | 9,859 | 413 | 10,984 | |||||||||
| 22 Apr | 24378.10 | 15.5 | -2.75 (-15.07%) | 14.2 | 11,449 | 1,738 | 10,622 | |||||||||
| 21 Apr | 24576.60 | 19.4 | 1.3 (7.18%) | 13.22 | 6,690 | 1,276 | 8,878 | |||||||||
| 20 Apr | 24364.85 | 17.55 | 0.05 (0.29%) | 14.33 | 8,195 | 686 | 7,667 | |||||||||
| 17 Apr | 24353.55 | 17.4 | -2.15 (-11.00%) | 13.44 | 6,117 | 758 | 6,974 | |||||||||
| 16 Apr | 24196.75 | 19.9 | -2 (-9.13%) | 14.65 | 5,390 | 450 | 6,223 | |||||||||
| 15 Apr | 24231.30 | 22.35 | 0.6 (2.76%) | 14.65 | 5,353 | 751 | 5,790 | |||||||||
| 13 Apr | 23842.65 | 21 | -4.2 (-16.67%) | 16.3 | 3,705 | 142 | 5,100 | |||||||||
| 10 Apr | 24050.60 | 26 | -0.7 (-2.62%) | 15.05 | 4,346 | 957 | 4,982 | |||||||||
| 9 Apr | 23775.10 | 26.8 | -5.4 (-16.77%) | 16.55 | 3,491 | 647 | 4,093 | |||||||||
| 8 Apr | 23997.35 | 32.15 | 5.5 (20.64%) | 14.82 | 7,227 | 1,217 | 3,444 | |||||||||
| 7 Apr | 23123.65 | 28.35 | 0.55 (1.98%) | 19.17 | 2,154 | 217 | 2,182 | |||||||||
| 6 Apr | 22968.25 | 28 | 4.65 (19.91%) | 19.86 | 1,567 | 337 | 1,964 | |||||||||
| 2 Apr | 22713.10 | 23.5 | -1.25 (-5.05%) | 19.72 | 2,111 | -167 | 1,704 | |||||||||
| 1 Apr | 22679.40 | 24.75 | -6.75 (-21.43%) | 19.68 | 1,768 | -38 | 1,875 | |||||||||
| 30 Mar | 22331.40 | 31.85 | -5.5 (-14.73%) | 21.93 | 1,358 | 54 | 1,926 | |||||||||
| 27 Mar | 22819.60 | 39.5 | -4.45 (-10.13%) | 19.68 | 1,434 | 257 | 1,882 | |||||||||
| 25 Mar | 23306.45 | 41.6 | -7.35 (-15.02%) | 17.06 | 2,270 | -178 | 1,666 | |||||||||
| 24 Mar | 22912.40 | 50.75 | 9 (21.56%) | 19.5 | 1,534 | 305 | 1,864 | |||||||||
| 23 Mar | 22512.65 | 41.5 | 2.25 (5.73%) | 20.91 | 1,238 | -124 | 1,621 | |||||||||
| 20 Mar | 23114.50 | 40.2 | -0.95 (-2.31%) | 16.99 | 891 | -122 | 1,748 | |||||||||
| 19 Mar | 23002.15 | 42.65 | -5.9 (-12.15%) | 17.28 | 1,146 | 131 | 1,865 | |||||||||
| 18 Mar | 23777.80 | 47.8 | -5.65 (-10.57%) | 14.09 | 931 | -36 | 1,741 | |||||||||
| 17 Mar | 23581.15 | 54.15 | -7.85 (-12.66%) | 15.44 | 1,101 | -267 | 1,778 | |||||||||
| 16 Mar | 23408.80 | 59 | 1.25 (2.16%) | 16.67 | 1,665 | -84 | 2,109 | |||||||||
| 13 Mar | 23151.10 | 60.95 | -7.5 (-10.96%) | 17.31 | 2,579 | 191 | 2,186 | |||||||||
| 12 Mar | 23639.15 | 67.95 | -18.8 (-21.67%) | 15.17 | 2,059 | -414 | 2,010 | |||||||||
| 11 Mar | 23866.85 | 88 | -16.9 (-16.11%) | 14.96 | 2,595 | -227 | 2,360 | |||||||||
| 10 Mar | 24261.60 | 104.95 | -23.95 (-18.58%) | 13.14 | 2,513 | -77 | 2,670 | |||||||||
| 9 Mar | 24028.05 | 128.9 | -10.05 (-7.23%) | 15.56 | 5,333 | -355 | 2,753 | |||||||||
| 6 Mar | 24450.45 | 136.2 | -23.95 (-14.95%) | 12.74 | 1,908 | 368 | 3,148 | |||||||||
| 5 Mar | 24765.90 | 160 | 17.55 (12.32%) | 11.75 | 2,553 | 448 | 2,824 | |||||||||
| 4 Mar | 24480.50 | 138.9 | -36.2 (-20.67%) | 12.56 | 5,401 | 1,092 | 2,374 | |||||||||
| 2 Mar | 24865.70 | 175.5 | -57.55 (-24.69%) | 11.15 | 3,395 | 242 | 1,301 | |||||||||
| 27 Feb | 25178.65 | 229.55 | -82.15 (-26.36%) | 9.98 | 1,338 | 140 | 1,058 | |||||||||
For Nifty - strike price 26500 expiring on 26MAY2026
Delta for 26500 CE is 0
Historical price for 26500 CE is as follows
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 34.43, the open interest changed by -1430 which decreased total open position to 15331
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 32.67, the open interest changed by 5 which increased total open position to 16753
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 30.34, the open interest changed by -545 which decreased total open position to 16742
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 27.94, the open interest changed by -377 which decreased total open position to 17634
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 27.21, the open interest changed by -3257 which decreased total open position to 18009
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 0.95, which was -0.5 lower than the previous day. The implied volatity was 23.26, the open interest changed by -1312 which decreased total open position to 21289
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 1.35, which was -0.75 lower than the previous day. The implied volatity was 22.73, the open interest changed by -2432 which decreased total open position to 22609
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 2.15, which was -0.45 lower than the previous day. The implied volatity was 25.02, the open interest changed by 1230 which increased total open position to 25041
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 2.75, which was -0.75 lower than the previous day. The implied volatity was 0, the open interest changed by 3822 which increased total open position to 23792
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 3.75, which was 0.15 higher than the previous day. The implied volatity was 0, the open interest changed by -975 which decreased total open position to 19971
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 3.5, which was -0.3 lower than the previous day. The implied volatity was 17.21, the open interest changed by -182 which decreased total open position to 20957
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 3.25, which was -0.45 lower than the previous day. The implied volatity was 15.5, the open interest changed by 1592 which increased total open position to 21210
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 3.95, which was 0.55 higher than the previous day. The implied volatity was 15.46, the open interest changed by -271 which decreased total open position to 19631
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 3.15, which was -1.15 lower than the previous day. The implied volatity was 16.48, the open interest changed by 17 which increased total open position to 19916
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 4.15, which was -0.4 lower than the previous day. The implied volatity was 16.2, the open interest changed by 6079 which increased total open position to 19901
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 4.6, which was -1 lower than the previous day. The implied volatity was 15.52, the open interest changed by 5025 which increased total open position to 18847
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 5.3, which was 0.75 higher than the previous day. The implied volatity was 14.8, the open interest changed by 847 which increased total open position to 13851
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 4.65, which was -2.5 lower than the previous day. The implied volatity was 15.12, the open interest changed by -780 which decreased total open position to 13017
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 6.55, which was -4.3 lower than the previous day. The implied volatity was 14.99, the open interest changed by 2947 which increased total open position to 13787
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 11.45, which was -0.6 lower than the previous day. The implied volatity was 16.74, the open interest changed by -105 which decreased total open position to 10871
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 11.85, which was -4.15 lower than the previous day. The implied volatity was 15.06, the open interest changed by 413 which increased total open position to 10984
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 15.5, which was -2.75 lower than the previous day. The implied volatity was 14.2, the open interest changed by 1738 which increased total open position to 10622
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 19.4, which was 1.3 higher than the previous day. The implied volatity was 13.22, the open interest changed by 1276 which increased total open position to 8878
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 17.55, which was 0.05 higher than the previous day. The implied volatity was 14.33, the open interest changed by 686 which increased total open position to 7667
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 17.4, which was -2.15 lower than the previous day. The implied volatity was 13.44, the open interest changed by 758 which increased total open position to 6974
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 19.9, which was -2 lower than the previous day. The implied volatity was 14.65, the open interest changed by 450 which increased total open position to 6223
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 22.35, which was 0.6 higher than the previous day. The implied volatity was 14.65, the open interest changed by 751 which increased total open position to 5790
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 21, which was -4.2 lower than the previous day. The implied volatity was 16.3, the open interest changed by 142 which increased total open position to 5100
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 26, which was -0.7 lower than the previous day. The implied volatity was 15.05, the open interest changed by 957 which increased total open position to 4982
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 26.8, which was -5.4 lower than the previous day. The implied volatity was 16.55, the open interest changed by 647 which increased total open position to 4093
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 32.15, which was 5.5 higher than the previous day. The implied volatity was 14.82, the open interest changed by 1217 which increased total open position to 3444
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 28.35, which was 0.55 higher than the previous day. The implied volatity was 19.17, the open interest changed by 217 which increased total open position to 2182
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 28, which was 4.65 higher than the previous day. The implied volatity was 19.86, the open interest changed by 337 which increased total open position to 1964
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 23.5, which was -1.25 lower than the previous day. The implied volatity was 19.72, the open interest changed by -167 which decreased total open position to 1704
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 24.75, which was -6.75 lower than the previous day. The implied volatity was 19.68, the open interest changed by -38 which decreased total open position to 1875
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 31.85, which was -5.5 lower than the previous day. The implied volatity was 21.93, the open interest changed by 54 which increased total open position to 1926
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 39.5, which was -4.45 lower than the previous day. The implied volatity was 19.68, the open interest changed by 257 which increased total open position to 1882
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 41.6, which was -7.35 lower than the previous day. The implied volatity was 17.06, the open interest changed by -178 which decreased total open position to 1666
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 50.75, which was 9 higher than the previous day. The implied volatity was 19.5, the open interest changed by 305 which increased total open position to 1864
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 41.5, which was 2.25 higher than the previous day. The implied volatity was 20.91, the open interest changed by -124 which decreased total open position to 1621
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 40.2, which was -0.95 lower than the previous day. The implied volatity was 16.99, the open interest changed by -122 which decreased total open position to 1748
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 42.65, which was -5.9 lower than the previous day. The implied volatity was 17.28, the open interest changed by 131 which increased total open position to 1865
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 47.8, which was -5.65 lower than the previous day. The implied volatity was 14.09, the open interest changed by -36 which decreased total open position to 1741
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 54.15, which was -7.85 lower than the previous day. The implied volatity was 15.44, the open interest changed by -267 which decreased total open position to 1778
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 59, which was 1.25 higher than the previous day. The implied volatity was 16.67, the open interest changed by -84 which decreased total open position to 2109
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 60.95, which was -7.5 lower than the previous day. The implied volatity was 17.31, the open interest changed by 191 which increased total open position to 2186
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 67.95, which was -18.8 lower than the previous day. The implied volatity was 15.17, the open interest changed by -414 which decreased total open position to 2010
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 88, which was -16.9 lower than the previous day. The implied volatity was 14.96, the open interest changed by -227 which decreased total open position to 2360
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 104.95, which was -23.95 lower than the previous day. The implied volatity was 13.14, the open interest changed by -77 which decreased total open position to 2670
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 128.9, which was -10.05 lower than the previous day. The implied volatity was 15.56, the open interest changed by -355 which decreased total open position to 2753
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 136.2, which was -23.95 lower than the previous day. The implied volatity was 12.74, the open interest changed by 368 which increased total open position to 3148
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 160, which was 17.55 higher than the previous day. The implied volatity was 11.75, the open interest changed by 448 which increased total open position to 2824
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 138.9, which was -36.2 lower than the previous day. The implied volatity was 12.56, the open interest changed by 1092 which increased total open position to 2374
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 175.5, which was -57.55 lower than the previous day. The implied volatity was 11.15, the open interest changed by 242 which increased total open position to 1301
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 229.55, which was -82.15 lower than the previous day. The implied volatity was 9.98, the open interest changed by 140 which increased total open position to 1058
| NIFTY 26-May-2026 (2d) 26500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -1
Vega: 0
Theta: -0.66
Gamma: 0.00001
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 May | 23719.30 | 2727.35 | -136.35 (-4.76%) | 34.47 | 1,683 | -1,203 | 4,589 |
| 21 May | 23654.70 | 2870.45 | 44.85 (1.59%) | 56.47 | 377 | -309 | 5,793 |
| 20 May | 23659.00 | 2801.55 | -78 (-2.71%) | 30.14 | 497 | -397 | 6,108 |
| 19 May | 23618.00 | 2891.1 | 42.8 (1.50%) | 43.62 | 337 | -306 | 6,506 |
| 18 May | 23649.95 | 2841.3 | -11.7 (-0.41%) | 41.16 | 324 | -278 | 6,813 |
| 15 May | 23643.50 | 2853 | 86.45 (3.12%) | 36.24 | 93 | -47 | 7,094 |
| 14 May | 23689.60 | 2762.35 | -265.45 (-8.77%) | 34 | 163 | -122 | 7,144 |
| 13 May | 23412.60 | 3019.1 | -41.1 (-1.34%) | 0 | 109 | -100 | 7,268 |
| 12 May | 23379.55 | 3054 | 443.05 (16.97%) | 0 | 226 | -141 | 7,369 |
| 11 May | 23815.85 | 2621.65 | 379.25 (16.91%) | 0 | 44 | -9 | 7,514 |
| 8 May | 24176.15 | 2241.85 | 165.55 (7.97%) | 17.2 | 75 | -41 | 7,522 |
| 7 May | 24326.65 | 2071.7 | 36.45 (1.79%) | 15.5 | 100 | 13 | 7,563 |
| 6 May | 24330.95 | 2023.3 | -328.95 (-13.98%) | 15.42 | 134 | -36 | 7,551 |
| 5 May | 24032.80 | 2341.9 | 81.5 (3.61%) | 16.53 | 220 | 171 | 7,587 |
| 4 May | 24119.30 | 2263 | -119.65 (-5.02%) | 16.26 | 88 | 15 | 7,415 |
| 30 Apr | 23997.55 | 2403.6 | 188.35 (8.50%) | 15.89 | 67 | 4 | 7,404 |
| 29 Apr | 24177.65 | 2237.95 | -143.4 (-6.02%) | 14.9 | 419 | 24 | 7,401 |
| 28 Apr | 23995.70 | 2379 | 135.7 (6.05%) | 15.71 | 1,089 | 516 | 7,366 |
| 27 Apr | 24092.70 | 2233.9 | -195.8 (-8.06%) | 15.11 | 2,495 | 2,064 | 6,842 |
| 24 Apr | 23897.95 | 2416.15 | 204.9 (9.27%) | 16.63 | 1,684 | 1,146 | 4,778 |
| 23 Apr | 24173.05 | 2220.45 | 247.7 (12.56%) | 14.94 | 1,255 | 536 | 3,633 |
| 22 Apr | 24378.10 | 1975 | 205.1 (11.59%) | 14.25 | 2,144 | 1,503 | 3,103 |
| 21 Apr | 24576.60 | 1775 | -247.5 (-12.24%) | 13.2 | 827 | 457 | 1,591 |
| 20 Apr | 24364.85 | 2025 | 38.7 (1.95%) | 11.53 | 333 | 261 | 1,132 |
| 17 Apr | 24353.55 | 1981.85 | -143.45 (-6.75%) | 10.17 | 270 | 232 | 871 |
| 16 Apr | 24196.75 | 2139.25 | 44.9 (2.14%) | 14.59 | 69 | 60 | 639 |
| 15 Apr | 24231.30 | 2105.8 | -339.2 (-13.87%) | 14.65 | 261 | 235 | 577 |
| 13 Apr | 23842.65 | 2445 | 131 (5.66%) | 16.31 | 42 | 29 | 341 |
| 10 Apr | 24050.60 | 2314 | -196 (-7.81%) | 15.47 | 7 | 6 | 311 |
| 9 Apr | 23775.10 | 2510 | 239.9 (10.57%) | 16.7 | 19 | 4 | 304 |
| 8 Apr | 23997.35 | 2270.1 | -888.9 (-28.14%) | 21.2 | 45 | 12 | 299 |
| 7 Apr | 23123.65 | 3159 | -115.85 (-3.54%) | 28.08 | 19 | -7 | 287 |
| 6 Apr | 22968.25 | 3274.85 | -243.9 (-6.93%) | 25.74 | 31 | 6 | 293 |
| 2 Apr | 22713.10 | 3444 | 111 (3.33%) | 21.04 | 11 | -9 | 286 |
| 1 Apr | 22679.40 | 3333 | -487 (-12.75%) | 16.78 | 4 | 1 | 298 |
| 30 Mar | 22331.40 | 3820 | 430.5 (12.70%) | 28.6 | 44 | 34 | 301 |
| 27 Mar | 22819.60 | 3390 | 515.35 (17.93%) | 27.62 | 48 | 26 | 266 |
| 25 Mar | 23306.45 | 2890 | -364 (-11.19%) | 23.36 | 29 | 10 | 239 |
| 24 Mar | 22912.40 | 3260 | -367.1 (-10.12%) | 26.65 | 30 | 2 | 225 |
| 23 Mar | 22512.65 | 3618.85 | 548.85 (17.88%) | 23.31 | 138 | 84 | 222 |
| 20 Mar | 23114.50 | 3070 | -80 (-2.54%) | 25.24 | 25 | 22 | 137 |
| 19 Mar | 23002.15 | 3150 | 715 (29.36%) | 27.07 | 18 | 12 | 113 |
| 18 Mar | 23777.80 | 2435 | -115 (-4.51%) | 21.05 | 8 | 4 | 101 |
| 17 Mar | 23581.15 | 2550 | -163.9 (-6.04%) | 18.66 | 15 | 1 | 98 |
| 16 Mar | 23408.80 | 2710 | -225 (-7.67%) | 17.78 | 38 | 23 | 97 |
| 13 Mar | 23151.10 | 2935 | 555 (23.32%) | 21.42 | 17 | 4 | 73 |
| 12 Mar | 23639.15 | 2380 | 87.6 (3.82%) | 14.62 | 11 | 9 | 70 |
| 11 Mar | 23866.85 | 2292.4 | 412.4 (21.94%) | 19.02 | 4 | 0 | 60 |
| 10 Mar | 24261.60 | 1880 | -253.35 (-11.88%) | 17.13 | 10 | -4 | 60 |
| 9 Mar | 24028.05 | 2140 | 500 (30.49%) | 18.31 | 34 | 10 | 64 |
| 6 Mar | 24450.45 | 1640 | 213.4 (14.96%) | 14.47 | 5 | -3 | 54 |
| 5 Mar | 24765.90 | 1429.8 | -285.2 (-16.63%) | 14.41 | 32 | -9 | 56 |
| 4 Mar | 24480.50 | 1715 | 326.3 (23.50%) | 16.83 | 21 | -2 | 65 |
| 2 Mar | 24865.70 | 1370 | 283.15 (26.05%) | 15.09 | 93 | 16 | 67 |
| 27 Feb | 25178.65 | 1094.9 | 220.1 (25.16%) | 13.97 | 115 | 15 | 51 |
For Nifty - strike price 26500 expiring on 26MAY2026
Delta for 26500 PE is -1
Historical price for 26500 PE is as follows
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 2727.35, which was -136.35 lower than the previous day. The implied volatity was 34.47, the open interest changed by -1203 which decreased total open position to 4589
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 2870.45, which was 44.85 higher than the previous day. The implied volatity was 56.47, the open interest changed by -309 which decreased total open position to 5793
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 2801.55, which was -78 lower than the previous day. The implied volatity was 30.14, the open interest changed by -397 which decreased total open position to 6108
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 2891.1, which was 42.8 higher than the previous day. The implied volatity was 43.62, the open interest changed by -306 which decreased total open position to 6506
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 2841.3, which was -11.7 lower than the previous day. The implied volatity was 41.16, the open interest changed by -278 which decreased total open position to 6813
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 2853, which was 86.45 higher than the previous day. The implied volatity was 36.24, the open interest changed by -47 which decreased total open position to 7094
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 2762.35, which was -265.45 lower than the previous day. The implied volatity was 34, the open interest changed by -122 which decreased total open position to 7144
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 3019.1, which was -41.1 lower than the previous day. The implied volatity was 0, the open interest changed by -100 which decreased total open position to 7268
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 3054, which was 443.05 higher than the previous day. The implied volatity was 0, the open interest changed by -141 which decreased total open position to 7369
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 2621.65, which was 379.25 higher than the previous day. The implied volatity was 0, the open interest changed by -9 which decreased total open position to 7514
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 2241.85, which was 165.55 higher than the previous day. The implied volatity was 17.2, the open interest changed by -41 which decreased total open position to 7522
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 2071.7, which was 36.45 higher than the previous day. The implied volatity was 15.5, the open interest changed by 13 which increased total open position to 7563
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 2023.3, which was -328.95 lower than the previous day. The implied volatity was 15.42, the open interest changed by -36 which decreased total open position to 7551
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 2341.9, which was 81.5 higher than the previous day. The implied volatity was 16.53, the open interest changed by 171 which increased total open position to 7587
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 2263, which was -119.65 lower than the previous day. The implied volatity was 16.26, the open interest changed by 15 which increased total open position to 7415
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 2403.6, which was 188.35 higher than the previous day. The implied volatity was 15.89, the open interest changed by 4 which increased total open position to 7404
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 2237.95, which was -143.4 lower than the previous day. The implied volatity was 14.9, the open interest changed by 24 which increased total open position to 7401
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 2379, which was 135.7 higher than the previous day. The implied volatity was 15.71, the open interest changed by 516 which increased total open position to 7366
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 2233.9, which was -195.8 lower than the previous day. The implied volatity was 15.11, the open interest changed by 2064 which increased total open position to 6842
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 2416.15, which was 204.9 higher than the previous day. The implied volatity was 16.63, the open interest changed by 1146 which increased total open position to 4778
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 2220.45, which was 247.7 higher than the previous day. The implied volatity was 14.94, the open interest changed by 536 which increased total open position to 3633
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1975, which was 205.1 higher than the previous day. The implied volatity was 14.25, the open interest changed by 1503 which increased total open position to 3103
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1775, which was -247.5 lower than the previous day. The implied volatity was 13.2, the open interest changed by 457 which increased total open position to 1591
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 2025, which was 38.7 higher than the previous day. The implied volatity was 11.53, the open interest changed by 261 which increased total open position to 1132
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1981.85, which was -143.45 lower than the previous day. The implied volatity was 10.17, the open interest changed by 232 which increased total open position to 871
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 2139.25, which was 44.9 higher than the previous day. The implied volatity was 14.59, the open interest changed by 60 which increased total open position to 639
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 2105.8, which was -339.2 lower than the previous day. The implied volatity was 14.65, the open interest changed by 235 which increased total open position to 577
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 2445, which was 131 higher than the previous day. The implied volatity was 16.31, the open interest changed by 29 which increased total open position to 341
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 2314, which was -196 lower than the previous day. The implied volatity was 15.47, the open interest changed by 6 which increased total open position to 311
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 2510, which was 239.9 higher than the previous day. The implied volatity was 16.7, the open interest changed by 4 which increased total open position to 304
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 2270.1, which was -888.9 lower than the previous day. The implied volatity was 21.2, the open interest changed by 12 which increased total open position to 299
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 3159, which was -115.85 lower than the previous day. The implied volatity was 28.08, the open interest changed by -7 which decreased total open position to 287
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 3274.85, which was -243.9 lower than the previous day. The implied volatity was 25.74, the open interest changed by 6 which increased total open position to 293
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 3444, which was 111 higher than the previous day. The implied volatity was 21.04, the open interest changed by -9 which decreased total open position to 286
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 3333, which was -487 lower than the previous day. The implied volatity was 16.78, the open interest changed by 1 which increased total open position to 298
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 3820, which was 430.5 higher than the previous day. The implied volatity was 28.6, the open interest changed by 34 which increased total open position to 301
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 3390, which was 515.35 higher than the previous day. The implied volatity was 27.62, the open interest changed by 26 which increased total open position to 266
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 2890, which was -364 lower than the previous day. The implied volatity was 23.36, the open interest changed by 10 which increased total open position to 239
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 3260, which was -367.1 lower than the previous day. The implied volatity was 26.65, the open interest changed by 2 which increased total open position to 225
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 3618.85, which was 548.85 higher than the previous day. The implied volatity was 23.31, the open interest changed by 84 which increased total open position to 222
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 3070, which was -80 lower than the previous day. The implied volatity was 25.24, the open interest changed by 22 which increased total open position to 137
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 3150, which was 715 higher than the previous day. The implied volatity was 27.07, the open interest changed by 12 which increased total open position to 113
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 2435, which was -115 lower than the previous day. The implied volatity was 21.05, the open interest changed by 4 which increased total open position to 101
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 2550, which was -163.9 lower than the previous day. The implied volatity was 18.66, the open interest changed by 1 which increased total open position to 98
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 2710, which was -225 lower than the previous day. The implied volatity was 17.78, the open interest changed by 23 which increased total open position to 97
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 2935, which was 555 higher than the previous day. The implied volatity was 21.42, the open interest changed by 4 which increased total open position to 73
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 2380, which was 87.6 higher than the previous day. The implied volatity was 14.62, the open interest changed by 9 which increased total open position to 70
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 2292.4, which was 412.4 higher than the previous day. The implied volatity was 19.02, the open interest changed by 0 which decreased total open position to 60
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1880, which was -253.35 lower than the previous day. The implied volatity was 17.13, the open interest changed by -4 which decreased total open position to 60
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 2140, which was 500 higher than the previous day. The implied volatity was 18.31, the open interest changed by 10 which increased total open position to 64
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1640, which was 213.4 higher than the previous day. The implied volatity was 14.47, the open interest changed by -3 which decreased total open position to 54
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1429.8, which was -285.2 lower than the previous day. The implied volatity was 14.41, the open interest changed by -9 which decreased total open position to 56
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 1715, which was 326.3 higher than the previous day. The implied volatity was 16.83, the open interest changed by -2 which decreased total open position to 65
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 1370, which was 283.15 higher than the previous day. The implied volatity was 15.09, the open interest changed by 16 which increased total open position to 67
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 1094.9, which was 220.1 higher than the previous day. The implied volatity was 13.97, the open interest changed by 15 which increased total open position to 51
