Historical option data for NIFTY
20 May 2026 11:27 AM IST
| NIFTY 26-May-2026 (6d) 23700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.44
Vega: 0.12
Theta: -16.89
Gamma: 0.00077
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 23591.10 | 164.6 | -13.4 (-7.53%) | 16.23 | 5,79,864 | 3,911 | 80,249 | |||||||||
| 19 May | 23618.00 | 170.1 | -72.95 (-30.01%) | 15.13 | 4,81,269 | 44,446 | 77,963 | |||||||||
| 18 May | 23649.95 | 245.9 | -16.15 (-6.16%) | 18.09 | 1,34,508 | 12,659 | 33,616 | |||||||||
| 15 May | 23643.50 | 275.9 | -26.05 (-8.63%) | 17.08 | 1,00,174 | 3,381 | 21,492 | |||||||||
| 14 May | 23689.60 | 322 | 95.9 (42.41%) | 17.57 | 70,582 | 5,920 | 18,502 | |||||||||
| 13 May | 23412.60 | 225 | -0.25 (-0.11%) | 18.06 | 28,001 | 1,267 | 12,597 | |||||||||
| 12 May | 23379.55 | 239.7 | -211.1 (-46.83%) | 0 | 44,394 | 9,534 | 11,305 | |||||||||
| 11 May | 23815.85 | 442 | -248.9 (-36.03%) | 17.91 | 3,604 | 472 | 1,767 | |||||||||
| 8 May | 24176.15 | 683.4 | -126.2 (-15.59%) | 16.37 | 232 | 16 | 1,295 | |||||||||
| 7 May | 24326.65 | 814 | -56.8 (-6.52%) | 16.4 | 244 | -14 | 1,284 | |||||||||
| 6 May | 24330.95 | 886 | 234.55 (36.00%) | 19.38 | 538 | -93 | 1,293 | |||||||||
| 5 May | 24032.80 | 654.6 | -83.3 (-11.29%) | 17.64 | 773 | 37 | 1,393 | |||||||||
| 4 May | 24119.30 | 723.8 | 24.95 (3.57%) | 18.3 | 739 | 245 | 1,358 | |||||||||
| 30 Apr | 23997.55 | 720.8 | -68.45 (-8.67%) | 18.41 | 2,226 | 461 | 1,574 | |||||||||
| 29 Apr | 24177.65 | 768.45 | 89.35 (13.16%) | 16.55 | 447 | 59 | 1,120 | |||||||||
| 28 Apr | 23995.70 | 691.7 | -118.4 (-14.62%) | 17.19 | 715 | 265 | 1,060 | |||||||||
| 27 Apr | 24092.70 | 804.75 | 68.5 (9.30%) | 18.78 | 571 | 45 | 797 | |||||||||
| 24 Apr | 23897.95 | 738 | -139.65 (-15.91%) | 19.96 | 805 | 252 | 761 | |||||||||
| 23 Apr | 24173.05 | 874.9 | -180.8 (-17.13%) | 18.61 | 215 | 37 | 509 | |||||||||
| 22 Apr | 24378.10 | 1056.7 | -133.05 (-11.18%) | 19.76 | 65 | -18 | 474 | |||||||||
| 21 Apr | 24576.60 | 1188.2 | 162.95 (15.89%) | 18.45 | 99 | 21 | 492 | |||||||||
| 20 Apr | 24364.85 | 1028 | -21.3 (-2.03%) | 18.76 | 83 | -2 | 486 | |||||||||
| 17 Apr | 24353.55 | 1055.25 | 105.95 (11.16%) | 17.97 | 86 | -22 | 492 | |||||||||
| 16 Apr | 24196.75 | 938 | -57.2 (-5.75%) | 17.78 | 364 | -2 | 516 | |||||||||
| 15 Apr | 24231.30 | 994.85 | 195.7 (24.49%) | 18.88 | 270 | -104 | 518 | |||||||||
| 13 Apr | 23842.65 | 788.9 | -127.85 (-13.95%) | 19.61 | 961 | 188 | 623 | |||||||||
| 10 Apr | 24050.60 | 909.65 | 93.8 (11.50%) | 18.34 | 261 | -49 | 440 | |||||||||
| 9 Apr | 23775.10 | 815.65 | -114.35 (-12.30%) | 20.38 | 551 | 103 | 486 | |||||||||
| 8 Apr | 23997.35 | 929.5 | 387.4 (71.46%) | 16.48 | 948 | 384 | 384 | |||||||||
| 7 Apr | 23123.65 | 555 | 24.45 (4.61%) | 19.81 | 190 | 527 | 527 | |||||||||
| 6 Apr | 22968.25 | 533.2 | 89.55 (20.18%) | 21.17 | 467 | 11 | 567 | |||||||||
| 2 Apr | 22713.10 | 440.25 | -9.7 (-2.16%) | 20.37 | 846 | 556 | 556 | |||||||||
| 1 Apr | 22679.40 | 452 | 36.6 (8.81%) | 20.44 | 416 | 360 | 360 | |||||||||
| 30 Mar | 22331.40 | 425.75 | -127.55 (-23.05%) | 22.64 | 438 | 45 | 240 | |||||||||
| 27 Mar | 22819.60 | 554.7 | -170.45 (-23.51%) | 20.63 | 202 | 196 | 196 | |||||||||
| 25 Mar | 23306.45 | 719 | 134.05 (22.92%) | 18.71 | 309 | 81 | 231 | |||||||||
| 24 Mar | 22912.40 | 588.9 | 90.9 (18.25%) | 19.46 | 151 | -36 | 151 | |||||||||
| 23 Mar | 22512.65 | 488.6 | -166.05 (-25.36%) | 21.6 | 299 | 52 | 187 | |||||||||
| 20 Mar | 23114.50 | 652.2 | 38.25 (6.23%) | 18.09 | 137 | 20 | 136 | |||||||||
| 19 Mar | 23002.15 | 632.65 | -272.65 (-30.12%) | 17.93 | 253 | 2 | 117 | |||||||||
| 18 Mar | 23777.80 | 908.15 | 58.1 (6.83%) | 15.24 | 79 | 15 | 114 | |||||||||
| 17 Mar | 23581.15 | 845 | 37.1 (4.59%) | 16.62 | 119 | 22 | 99 | |||||||||
| 16 Mar | 23408.80 | 798 | 60.05 (8.14%) | 18.06 | 84 | -9 | 77 | |||||||||
| 13 Mar | 23151.10 | 739.85 | -229.05 (-23.64%) | 18.4 | 932 | 52 | 92 | |||||||||
| 12 Mar | 23639.15 | 968.1 | -150.4 (-13.45%) | 17.41 | 51 | 19 | 40 | |||||||||
| 11 Mar | 23866.85 | 1115.15 | -213.75 (-16.08%) | 17.58 | 30 | 2 | 21 | |||||||||
| 10 Mar | 24261.60 | 1328.9 | 58.9 (4.64%) | 14.91 | 16 | 2 | 20 | |||||||||
| 9 Mar | 24028.05 | 1270 | -287.6 (-18.46%) | 18.45 | 47 | 15 | 18 | |||||||||
| 6 Mar | 24450.45 | 1557.6 | 67.6 (4.54%) | - | 0 | 0 | 3 | |||||||||
| 5 Mar | 24765.90 | 1557.6 | 67.6 (4.54%) | 7.13 | 1 | 0 | 2 | |||||||||
| 4 Mar | 24480.50 | 1490 | -486.3 (-24.61%) | 13.92 | 1 | 0 | 1 | |||||||||
| 2 Mar | 24865.70 | 2025.95 | -182.7 (-8.27%) | - | 0 | 1 | 0 | |||||||||
| 27 Feb | 25178.65 | 2025.95 | -182.7 (-8.27%) | 8.15 | 5 | 3 | 3 | |||||||||
For Nifty - strike price 23700 expiring on 26MAY2026
Delta for 23700 CE is 0.44
Historical price for 23700 CE is as follows
On 20 May NIFTY was trading at 23591.10. The strike last trading price was 164.6, which was -13.4 lower than the previous day. The implied volatity was 16.23, the open interest changed by 3911 which increased total open position to 80249
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 170.1, which was -72.95 lower than the previous day. The implied volatity was 15.13, the open interest changed by 44446 which increased total open position to 77963
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 245.9, which was -16.15 lower than the previous day. The implied volatity was 18.09, the open interest changed by 12659 which increased total open position to 33616
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 275.9, which was -26.05 lower than the previous day. The implied volatity was 17.08, the open interest changed by 3381 which increased total open position to 21492
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 322, which was 95.9 higher than the previous day. The implied volatity was 17.57, the open interest changed by 5920 which increased total open position to 18502
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 225, which was -0.25 lower than the previous day. The implied volatity was 18.06, the open interest changed by 1267 which increased total open position to 12597
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 239.7, which was -211.1 lower than the previous day. The implied volatity was 0, the open interest changed by 9534 which increased total open position to 11305
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 442, which was -248.9 lower than the previous day. The implied volatity was 17.91, the open interest changed by 472 which increased total open position to 1767
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 683.4, which was -126.2 lower than the previous day. The implied volatity was 16.37, the open interest changed by 16 which increased total open position to 1295
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 814, which was -56.8 lower than the previous day. The implied volatity was 16.4, the open interest changed by -14 which decreased total open position to 1284
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 886, which was 234.55 higher than the previous day. The implied volatity was 19.38, the open interest changed by -93 which decreased total open position to 1293
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 654.6, which was -83.3 lower than the previous day. The implied volatity was 17.64, the open interest changed by 37 which increased total open position to 1393
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 723.8, which was 24.95 higher than the previous day. The implied volatity was 18.3, the open interest changed by 245 which increased total open position to 1358
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 720.8, which was -68.45 lower than the previous day. The implied volatity was 18.41, the open interest changed by 461 which increased total open position to 1574
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 768.45, which was 89.35 higher than the previous day. The implied volatity was 16.55, the open interest changed by 59 which increased total open position to 1120
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 691.7, which was -118.4 lower than the previous day. The implied volatity was 17.19, the open interest changed by 265 which increased total open position to 1060
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 804.75, which was 68.5 higher than the previous day. The implied volatity was 18.78, the open interest changed by 45 which increased total open position to 797
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 738, which was -139.65 lower than the previous day. The implied volatity was 19.96, the open interest changed by 252 which increased total open position to 761
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 874.9, which was -180.8 lower than the previous day. The implied volatity was 18.61, the open interest changed by 37 which increased total open position to 509
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1056.7, which was -133.05 lower than the previous day. The implied volatity was 19.76, the open interest changed by -18 which decreased total open position to 474
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1188.2, which was 162.95 higher than the previous day. The implied volatity was 18.45, the open interest changed by 21 which increased total open position to 492
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1028, which was -21.3 lower than the previous day. The implied volatity was 18.76, the open interest changed by -2 which decreased total open position to 486
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1055.25, which was 105.95 higher than the previous day. The implied volatity was 17.97, the open interest changed by -22 which decreased total open position to 492
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 938, which was -57.2 lower than the previous day. The implied volatity was 17.78, the open interest changed by -2 which decreased total open position to 516
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 994.85, which was 195.7 higher than the previous day. The implied volatity was 18.88, the open interest changed by -104 which decreased total open position to 518
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 788.9, which was -127.85 lower than the previous day. The implied volatity was 19.61, the open interest changed by 188 which increased total open position to 623
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 909.65, which was 93.8 higher than the previous day. The implied volatity was 18.34, the open interest changed by -49 which decreased total open position to 440
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 815.65, which was -114.35 lower than the previous day. The implied volatity was 20.38, the open interest changed by 103 which increased total open position to 486
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 929.5, which was 387.4 higher than the previous day. The implied volatity was 16.48, the open interest changed by 384 which increased total open position to 384
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 555, which was 24.45 higher than the previous day. The implied volatity was 19.81, the open interest changed by 527 which increased total open position to 527
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 533.2, which was 89.55 higher than the previous day. The implied volatity was 21.17, the open interest changed by 11 which increased total open position to 567
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 440.25, which was -9.7 lower than the previous day. The implied volatity was 20.37, the open interest changed by 556 which increased total open position to 556
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 452, which was 36.6 higher than the previous day. The implied volatity was 20.44, the open interest changed by 360 which increased total open position to 360
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 425.75, which was -127.55 lower than the previous day. The implied volatity was 22.64, the open interest changed by 45 which increased total open position to 240
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 554.7, which was -170.45 lower than the previous day. The implied volatity was 20.63, the open interest changed by 196 which increased total open position to 196
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 719, which was 134.05 higher than the previous day. The implied volatity was 18.71, the open interest changed by 81 which increased total open position to 231
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 588.9, which was 90.9 higher than the previous day. The implied volatity was 19.46, the open interest changed by -36 which decreased total open position to 151
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 488.6, which was -166.05 lower than the previous day. The implied volatity was 21.6, the open interest changed by 52 which increased total open position to 187
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 652.2, which was 38.25 higher than the previous day. The implied volatity was 18.09, the open interest changed by 20 which increased total open position to 136
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 632.65, which was -272.65 lower than the previous day. The implied volatity was 17.93, the open interest changed by 2 which increased total open position to 117
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 908.15, which was 58.1 higher than the previous day. The implied volatity was 15.24, the open interest changed by 15 which increased total open position to 114
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 845, which was 37.1 higher than the previous day. The implied volatity was 16.62, the open interest changed by 22 which increased total open position to 99
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 798, which was 60.05 higher than the previous day. The implied volatity was 18.06, the open interest changed by -9 which decreased total open position to 77
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 739.85, which was -229.05 lower than the previous day. The implied volatity was 18.4, the open interest changed by 52 which increased total open position to 92
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 968.1, which was -150.4 lower than the previous day. The implied volatity was 17.41, the open interest changed by 19 which increased total open position to 40
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1115.15, which was -213.75 lower than the previous day. The implied volatity was 17.58, the open interest changed by 2 which increased total open position to 21
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1328.9, which was 58.9 higher than the previous day. The implied volatity was 14.91, the open interest changed by 2 which increased total open position to 20
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1270, which was -287.6 lower than the previous day. The implied volatity was 18.45, the open interest changed by 15 which increased total open position to 18
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1557.6, which was 67.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1557.6, which was 67.6 higher than the previous day. The implied volatity was 7.13, the open interest changed by 0 which decreased total open position to 2
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 1490, which was -486.3 lower than the previous day. The implied volatity was 13.92, the open interest changed by 0 which decreased total open position to 1
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 2025.95, which was -182.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 2025.95, which was -182.7 lower than the previous day. The implied volatity was 8.15, the open interest changed by 3 which increased total open position to 3
| NIFTY 26-May-2026 (6d) 23700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.55
Vega: 0.12
Theta: -15.74
Gamma: 0.00067
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 23591.10 | 280.15 | 16.9 (6.42%) | 18.7 | 1,29,374 | -4,664 | 52,043 |
| 19 May | 23618.00 | 268 | -23.5 (-8.06%) | 17.4 | 4,48,759 | 31,686 | 60,533 |
| 18 May | 23649.95 | 288.95 | -28.1 (-8.86%) | 19.39 | 80,459 | 2,745 | 32,274 |
| 15 May | 23643.50 | 305.7 | 14 (4.80%) | 17.9 | 1,21,427 | 5,519 | 30,262 |
| 14 May | 23689.60 | 277.5 | -174.8 (-38.65%) | 16.93 | 60,868 | 8,954 | 25,091 |
| 13 May | 23412.60 | 441 | -43.85 (-9.04%) | 0 | 12,963 | -1,070 | 16,661 |
| 12 May | 23379.55 | 466.65 | 196.35 (72.64%) | 0 | 38,851 | 3,865 | 18,459 |
| 11 May | 23815.85 | 274.15 | 127.2 (86.56%) | 0 | 17,665 | 2,629 | 14,665 |
| 8 May | 24176.15 | 150 | 33.95 (29.25%) | 16.73 | 9,900 | 1,080 | 12,043 |
| 7 May | 24326.65 | 109.15 | -11.7 (-9.68%) | 16.19 | 21,478 | -2,711 | 11,004 |
| 6 May | 24330.95 | 113.7 | -116.3 (-50.57%) | 16.1 | 13,811 | -312 | 13,809 |
| 5 May | 24032.80 | 222.65 | -3.3 (-1.46%) | 17.41 | 6,374 | 31 | 14,146 |
| 4 May | 24119.30 | 232 | -55.2 (-19.22%) | 18.54 | 14,357 | 3,986 | 14,125 |
| 30 Apr | 23997.55 | 269.75 | 39.35 (17.08%) | 17.83 | 9,517 | 204 | 10,343 |
| 29 Apr | 24177.65 | 232.7 | -76.15 (-24.66%) | 17.62 | 9,336 | 553 | 10,156 |
| 28 Apr | 23995.70 | 312.15 | 27.2 (9.55%) | 18.54 | 4,258 | 172 | 9,624 |
| 27 Apr | 24092.70 | 280 | -113.55 (-28.85%) | 18.31 | 3,897 | 606 | 9,466 |
| 24 Apr | 23897.95 | 392.35 | 81.3 (26.14%) | 19.03 | 5,511 | -211 | 8,574 |
| 23 Apr | 24173.05 | 309 | 60.45 (24.32%) | 19.06 | 11,657 | 6,557 | 8,789 |
| 22 Apr | 24378.10 | 245.4 | 53.1 (27.61%) | 18.85 | 2,607 | 873 | 2,232 |
| 21 Apr | 24576.60 | 190.55 | -87.75 (-31.53%) | 18.51 | 1,790 | 79 | 1,359 |
| 20 Apr | 24364.85 | 282.4 | 32.8 (13.14%) | 19.41 | 1,747 | 205 | 1,282 |
| 17 Apr | 24353.55 | 243 | -70.35 (-22.45%) | 17.72 | 1,269 | 129 | 1,058 |
| 16 Apr | 24196.75 | 316.1 | -9.2 (-2.83%) | 18.22 | 1,318 | -103 | 933 |
| 15 Apr | 24231.30 | 327.4 | -168.2 (-33.94%) | 18.73 | 1,762 | 356 | 1,044 |
| 13 Apr | 23842.65 | 493.4 | 102.45 (26.21%) | 19.12 | 1,548 | -40 | 699 |
| 10 Apr | 24050.60 | 395.6 | -113.65 (-22.32%) | 18.34 | 1,093 | 236 | 731 |
| 9 Apr | 23775.10 | 505.8 | 81.35 (19.17%) | 18.12 | 526 | 72 | 500 |
| 8 Apr | 23997.35 | 413.55 | -534.65 (-56.39%) | 19.84 | 890 | 170 | 428 |
| 7 Apr | 23123.65 | 948.75 | -95.25 (-9.12%) | 24.03 | 10 | 0 | 258 |
| 6 Apr | 22968.25 | 1044 | -178.15 (-14.58%) | 23.89 | 74 | 258 | 258 |
| 2 Apr | 22713.10 | 1222.15 | 44.25 (3.76%) | 24.28 | 29 | 258 | 258 |
| 1 Apr | 22679.40 | 1175 | -288.75 (-19.73%) | 22.8 | 119 | 259 | 259 |
| 30 Mar | 22331.40 | 1463.75 | 268.8 (22.49%) | 25.23 | 170 | -31 | 255 |
| 27 Mar | 22819.60 | 1192 | 350.1 (41.58%) | 25.05 | 102 | -12 | 286 |
| 25 Mar | 23306.45 | 844 | -232.25 (-21.58%) | 22.09 | 147 | 32 | 298 |
| 24 Mar | 22912.40 | 1075.85 | -313.25 (-22.55%) | 23.43 | 22 | 3 | 267 |
| 23 Mar | 22512.65 | 1407.75 | 494.35 (54.12%) | 25.01 | 135 | -9 | 263 |
| 20 Mar | 23114.50 | 911.6 | -60.35 (-6.21%) | 21.26 | 144 | 68 | 271 |
| 19 Mar | 23002.15 | 918 | 364.75 (65.93%) | 20.75 | 241 | -38 | 207 |
| 18 Mar | 23777.80 | 551 | -78.75 (-12.50%) | 19.1 | 168 | 34 | 244 |
| 17 Mar | 23581.15 | 641 | -119 (-15.66%) | 19.22 | 80 | 33 | 210 |
| 16 Mar | 23408.80 | 759.95 | -128.7 (-14.48%) | 19.89 | 78 | 22 | 178 |
| 13 Mar | 23151.10 | 876.35 | 207.3 (30.98%) | 20.39 | 232 | -74 | 156 |
| 12 Mar | 23639.15 | 667.9 | 88.45 (15.26%) | 20.37 | 407 | 62 | 230 |
| 11 Mar | 23866.85 | 594.7 | 182.15 (44.15%) | 20.49 | 193 | 26 | 176 |
| 10 Mar | 24261.60 | 405 | -192 (-32.16%) | 19.26 | 116 | -23 | 150 |
| 9 Mar | 24028.05 | 598.55 | 261.9 (77.80%) | 21.79 | 277 | 35 | 174 |
| 6 Mar | 24450.45 | 336.65 | 43.6 (14.88%) | 18.46 | 57 | 18 | 136 |
| 5 Mar | 24765.90 | 289.05 | -108.75 (-27.34%) | 18.83 | 120 | -25 | 118 |
| 4 Mar | 24480.50 | 402 | 170.15 (73.39%) | 20.11 | 248 | 76 | 143 |
| 2 Mar | 24865.70 | 228.5 | 104.25 (83.90%) | 17.52 | 151 | 44 | 69 |
| 27 Feb | 25178.65 | 129.85 | 36.15 (38.58%) | 15.8 | 38 | 23 | 23 |
For Nifty - strike price 23700 expiring on 26MAY2026
Delta for 23700 PE is -0.55
Historical price for 23700 PE is as follows
On 20 May NIFTY was trading at 23591.10. The strike last trading price was 280.15, which was 16.9 higher than the previous day. The implied volatity was 18.7, the open interest changed by -4664 which decreased total open position to 52043
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 268, which was -23.5 lower than the previous day. The implied volatity was 17.4, the open interest changed by 31686 which increased total open position to 60533
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 288.95, which was -28.1 lower than the previous day. The implied volatity was 19.39, the open interest changed by 2745 which increased total open position to 32274
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 305.7, which was 14 higher than the previous day. The implied volatity was 17.9, the open interest changed by 5519 which increased total open position to 30262
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 277.5, which was -174.8 lower than the previous day. The implied volatity was 16.93, the open interest changed by 8954 which increased total open position to 25091
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 441, which was -43.85 lower than the previous day. The implied volatity was 0, the open interest changed by -1070 which decreased total open position to 16661
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 466.65, which was 196.35 higher than the previous day. The implied volatity was 0, the open interest changed by 3865 which increased total open position to 18459
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 274.15, which was 127.2 higher than the previous day. The implied volatity was 0, the open interest changed by 2629 which increased total open position to 14665
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 150, which was 33.95 higher than the previous day. The implied volatity was 16.73, the open interest changed by 1080 which increased total open position to 12043
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 109.15, which was -11.7 lower than the previous day. The implied volatity was 16.19, the open interest changed by -2711 which decreased total open position to 11004
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 113.7, which was -116.3 lower than the previous day. The implied volatity was 16.1, the open interest changed by -312 which decreased total open position to 13809
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 222.65, which was -3.3 lower than the previous day. The implied volatity was 17.41, the open interest changed by 31 which increased total open position to 14146
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 232, which was -55.2 lower than the previous day. The implied volatity was 18.54, the open interest changed by 3986 which increased total open position to 14125
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 269.75, which was 39.35 higher than the previous day. The implied volatity was 17.83, the open interest changed by 204 which increased total open position to 10343
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 232.7, which was -76.15 lower than the previous day. The implied volatity was 17.62, the open interest changed by 553 which increased total open position to 10156
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 312.15, which was 27.2 higher than the previous day. The implied volatity was 18.54, the open interest changed by 172 which increased total open position to 9624
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 280, which was -113.55 lower than the previous day. The implied volatity was 18.31, the open interest changed by 606 which increased total open position to 9466
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 392.35, which was 81.3 higher than the previous day. The implied volatity was 19.03, the open interest changed by -211 which decreased total open position to 8574
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 309, which was 60.45 higher than the previous day. The implied volatity was 19.06, the open interest changed by 6557 which increased total open position to 8789
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 245.4, which was 53.1 higher than the previous day. The implied volatity was 18.85, the open interest changed by 873 which increased total open position to 2232
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 190.55, which was -87.75 lower than the previous day. The implied volatity was 18.51, the open interest changed by 79 which increased total open position to 1359
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 282.4, which was 32.8 higher than the previous day. The implied volatity was 19.41, the open interest changed by 205 which increased total open position to 1282
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 243, which was -70.35 lower than the previous day. The implied volatity was 17.72, the open interest changed by 129 which increased total open position to 1058
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 316.1, which was -9.2 lower than the previous day. The implied volatity was 18.22, the open interest changed by -103 which decreased total open position to 933
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 327.4, which was -168.2 lower than the previous day. The implied volatity was 18.73, the open interest changed by 356 which increased total open position to 1044
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 493.4, which was 102.45 higher than the previous day. The implied volatity was 19.12, the open interest changed by -40 which decreased total open position to 699
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 395.6, which was -113.65 lower than the previous day. The implied volatity was 18.34, the open interest changed by 236 which increased total open position to 731
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 505.8, which was 81.35 higher than the previous day. The implied volatity was 18.12, the open interest changed by 72 which increased total open position to 500
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 413.55, which was -534.65 lower than the previous day. The implied volatity was 19.84, the open interest changed by 170 which increased total open position to 428
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 948.75, which was -95.25 lower than the previous day. The implied volatity was 24.03, the open interest changed by 0 which decreased total open position to 258
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1044, which was -178.15 lower than the previous day. The implied volatity was 23.89, the open interest changed by 258 which increased total open position to 258
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1222.15, which was 44.25 higher than the previous day. The implied volatity was 24.28, the open interest changed by 258 which increased total open position to 258
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1175, which was -288.75 lower than the previous day. The implied volatity was 22.8, the open interest changed by 259 which increased total open position to 259
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1463.75, which was 268.8 higher than the previous day. The implied volatity was 25.23, the open interest changed by -31 which decreased total open position to 255
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1192, which was 350.1 higher than the previous day. The implied volatity was 25.05, the open interest changed by -12 which decreased total open position to 286
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 844, which was -232.25 lower than the previous day. The implied volatity was 22.09, the open interest changed by 32 which increased total open position to 298
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1075.85, which was -313.25 lower than the previous day. The implied volatity was 23.43, the open interest changed by 3 which increased total open position to 267
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1407.75, which was 494.35 higher than the previous day. The implied volatity was 25.01, the open interest changed by -9 which decreased total open position to 263
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 911.6, which was -60.35 lower than the previous day. The implied volatity was 21.26, the open interest changed by 68 which increased total open position to 271
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 918, which was 364.75 higher than the previous day. The implied volatity was 20.75, the open interest changed by -38 which decreased total open position to 207
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 551, which was -78.75 lower than the previous day. The implied volatity was 19.1, the open interest changed by 34 which increased total open position to 244
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 641, which was -119 lower than the previous day. The implied volatity was 19.22, the open interest changed by 33 which increased total open position to 210
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 759.95, which was -128.7 lower than the previous day. The implied volatity was 19.89, the open interest changed by 22 which increased total open position to 178
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 876.35, which was 207.3 higher than the previous day. The implied volatity was 20.39, the open interest changed by -74 which decreased total open position to 156
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 667.9, which was 88.45 higher than the previous day. The implied volatity was 20.37, the open interest changed by 62 which increased total open position to 230
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 594.7, which was 182.15 higher than the previous day. The implied volatity was 20.49, the open interest changed by 26 which increased total open position to 176
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 405, which was -192 lower than the previous day. The implied volatity was 19.26, the open interest changed by -23 which decreased total open position to 150
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 598.55, which was 261.9 higher than the previous day. The implied volatity was 21.79, the open interest changed by 35 which increased total open position to 174
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 336.65, which was 43.6 higher than the previous day. The implied volatity was 18.46, the open interest changed by 18 which increased total open position to 136
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 289.05, which was -108.75 lower than the previous day. The implied volatity was 18.83, the open interest changed by -25 which decreased total open position to 118
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 402, which was 170.15 higher than the previous day. The implied volatity was 20.11, the open interest changed by 76 which increased total open position to 143
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 228.5, which was 104.25 higher than the previous day. The implied volatity was 17.52, the open interest changed by 44 which increased total open position to 69
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 129.85, which was 36.15 higher than the previous day. The implied volatity was 15.8, the open interest changed by 23 which increased total open position to 23
