Historical option data for NIFTY
24 Jun 2026 11:03 AM IST
| NIFTY 30-Jun-2026 (6d) 23950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.55
Vega: 0.13
Theta: -12.51
Gamma: 0.00108
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Jun | 23968.70 | 168.95 | 48.95 (40.79%) | 11.4 | 6,20,124 | 39,288 | 70,840 | |||||||||
| 23 Jun | 23824.10 | 107.95 | -156.05 (-59.11%) | 12.17 | 1,75,325 | 27,772 | 31,914 | |||||||||
| 22 Jun | 24102.90 | 258.35 | 16.35 (6.76%) | 11.05 | 9,267 | -1,838 | 4,102 | |||||||||
| 19 Jun | 24013.10 | 250.75 | -85.25 (-25.37%) | 10.4 | 49,357 | 3,135 | 6,040 | |||||||||
| 18 Jun | 24168.00 | 349 | 51 (17.11%) | 10.2 | 6,964 | -966 | 2,910 | |||||||||
| 17 Jun | 24085.70 | 295.45 | 41.45 (16.32%) | 10.56 | 10,987 | -1,715 | 3,884 | |||||||||
| 16 Jun | 23989.15 | 255.8 | 15.8 (6.58%) | 10.77 | 17,521 | 1,352 | 5,658 | |||||||||
| 15 Jun | 23853.90 | 238.65 | 67.65 (39.56%) | 13.2 | 16,458 | 2,120 | 4,309 | |||||||||
| 12 Jun | 23622.90 | 179.8 | 113.8 (172.42%) | 13.6 | 5,669 | -523 | 2,192 | |||||||||
| 11 Jun | 23161.60 | 69 | -11 (-13.75%) | 13.75 | 2,929 | 179 | 2,729 | |||||||||
| 10 Jun | 23214.95 | 83.9 | -21.1 (-20.10%) | 13.89 | 2,887 | 26 | 2,560 | |||||||||
| 9 Jun | 23242.10 | 107.9 | 7.9 (7.90%) | 14.37 | 3,423 | 311 | 2,530 | |||||||||
| 8 Jun | 23123.00 | 96.9 | -65.1 (-40.19%) | 15.42 | 3,343 | 2 | 2,216 | |||||||||
| 5 Jun | 23366.70 | 157.7 | -29.3 (-15.67%) | 14.09 | 1,473 | -19 | 2,216 | |||||||||
| 4 Jun | 23416.55 | 191.95 | -10.05 (-4.98%) | 14.29 | 1,597 | -95 | 2,249 | |||||||||
| 3 Jun | 23405.60 | 196 | -23 (-10.50%) | 14.86 | 4,545 | -657 | 2,380 | |||||||||
| 2 Jun | 23483.55 | 220.45 | 24.45 (12.47%) | 13.8 | 3,388 | 873 | 3,041 | |||||||||
| 1 Jun | 23382.60 | 190 | -120 (-38.71%) | 14.11 | 2,596 | -7 | 2,153 | |||||||||
| 29 May | 23547.75 | 308.35 | -111.65 (-26.58%) | 14.66 | 8,534 | 1,112 | 2,160 | |||||||||
| 27 May | 23907.15 | 422.8 | -16.2 (-3.69%) | 12.8 | 3,179 | 230 | 1,050 | |||||||||
| 26 May | 23913.70 | 441 | -90 (-16.95%) | 12.95 | 1,580 | 306 | 837 | |||||||||
| 25 May | 24031.70 | 544.9 | 114.9 (26.72%) | 13.93 | 1,304 | 125 | 532 | |||||||||
| 22 May | 23719.30 | 439.25 | 31.25 (7.66%) | 15 | 329 | 45 | 416 | |||||||||
| 21 May | 23654.70 | 407.15 | -30.85 (-7.04%) | 15.38 | 283 | 74 | 363 | |||||||||
| 20 May | 23659.00 | 450.7 | 18.7 (4.33%) | 16.16 | 202 | 10 | 288 | |||||||||
| 19 May | 23618.00 | 423.45 | -49.55 (-10.48%) | 15.79 | 164 | -67 | 278 | |||||||||
| 18 May | 23649.95 | 473.85 | 5.85 (1.25%) | 16.77 | 154 | -5 | 346 | |||||||||
| 15 May | 23643.50 | 478.25 | -13.85 (-2.81%) | 15.94 | 150 | -32 | 348 | |||||||||
| 14 May | 23689.60 | 520 | 94.9 (22.32%) | 16.54 | 191 | -22 | 380 | |||||||||
| 13 May | 23412.60 | 425 | 16.75 (4.10%) | 0 | 98 | -28 | 400 | |||||||||
| 12 May | 23379.55 | 431.05 | -187.55 (-30.32%) | 0 | 356 | 155 | 428 | |||||||||
| 11 May | 23815.85 | 608.7 | -208.4 (-25.50%) | 0 | 407 | 42 | 272 | |||||||||
| 8 May | 24176.15 | 817.1 | -172.9 (-17.46%) | 15.67 | 18 | -13 | 231 | |||||||||
| 7 May | 24326.65 | 990 | 42.05 (4.44%) | 15.45 | 32 | -13 | 246 | |||||||||
| 6 May | 24330.95 | 951.1 | 181.1 (23.52%) | 16.39 | 51 | -36 | 261 | |||||||||
| 5 May | 24032.80 | 770 | -71.05 (-8.45%) | 16.17 | 243 | -173 | 298 | |||||||||
| 4 May | 24119.30 | 844.2 | 31.45 (3.87%) | 16.83 | 75 | -1 | 470 | |||||||||
| 30 Apr | 23997.55 | 822.75 | -74.4 (-8.29%) | 16.77 | 264 | 2 | 473 | |||||||||
| 29 Apr | 24177.65 | 897.15 | 96.95 (12.12%) | 15.86 | 78 | -72 | 472 | |||||||||
| 28 Apr | 23995.70 | 800 | -102.15 (-11.32%) | 16.39 | 203 | 150 | 543 | |||||||||
| 27 Apr | 24092.70 | 902.15 | 62.1 (7.39%) | 17.48 | 303 | 282 | 394 | |||||||||
| 24 Apr | 23897.95 | 840.85 | -170.05 (-16.82%) | 18.08 | 125 | 40 | 111 | |||||||||
| 23 Apr | 24173.05 | 1010.9 | -120.5 (-10.65%) | 16.81 | 2 | -1 | 71 | |||||||||
| 22 Apr | 24378.10 | 1131.4 | 0 (0.00%) | - | 0 | 0 | 72 | |||||||||
| 21 Apr | 24576.60 | 1131.4 | 0 (0.00%) | 17.04 | 0 | 0 | 72 | |||||||||
| 20 Apr | 24364.85 | 1131.4 | 41.55 (3.81%) | 17.04 | 22 | -17 | 73 | |||||||||
| 17 Apr | 24353.55 | 1089.85 | 59.15 (5.74%) | 16.58 | 20 | -8 | 91 | |||||||||
| 16 Apr | 24196.75 | 1030.7 | -28.3 (-2.67%) | 16.9 | 57 | -47 | 99 | |||||||||
| 15 Apr | 24231.30 | 1059 | 180.7 (20.57%) | 17.42 | 8 | -1 | 147 | |||||||||
| 13 Apr | 23842.65 | 880 | -63.35 (-6.72%) | 18.19 | 37 | 1 | 146 | |||||||||
| 10 Apr | 24050.60 | 943.35 | 44.2 (4.92%) | 17.29 | 28 | -11 | 145 | |||||||||
| 9 Apr | 23775.10 | 899.15 | -72 (-7.41%) | 18.64 | 12 | -1 | 160 | |||||||||
| 8 Apr | 23997.35 | 977.55 | 351.7 (56.20%) | 14.02 | 89 | -32 | 161 | |||||||||
| 7 Apr | 23123.65 | 625.85 | 3.9 (0.63%) | 16.95 | 87 | -30 | 193 | |||||||||
| 6 Apr | 22968.25 | 621.95 | 82.2 (15.23%) | 18.47 | 82 | 29 | 222 | |||||||||
| 2 Apr | 22713.10 | 535.05 | 1.35 (0.25%) | 18.26 | 192 | -49 | 204 | |||||||||
For Nifty - strike price 23950 expiring on 30JUN2026
Delta for 23950 CE is 0.55
Historical price for 23950 CE is as follows
On 24 Jun NIFTY was trading at 23968.70. The strike last trading price was 168.95, which was 48.95 higher than the previous day. The implied volatity was 11.4, the open interest changed by 39288 which increased total open position to 70840
On 23 Jun NIFTY was trading at 23824.10. The strike last trading price was 107.95, which was -156.05 lower than the previous day. The implied volatity was 12.17, the open interest changed by 27772 which increased total open position to 31914
On 22 Jun NIFTY was trading at 24102.90. The strike last trading price was 258.35, which was 16.35 higher than the previous day. The implied volatity was 11.05, the open interest changed by -1838 which decreased total open position to 4102
On 19 Jun NIFTY was trading at 24013.10. The strike last trading price was 250.75, which was -85.25 lower than the previous day. The implied volatity was 10.4, the open interest changed by 3135 which increased total open position to 6040
On 18 Jun NIFTY was trading at 24168.00. The strike last trading price was 349, which was 51 higher than the previous day. The implied volatity was 10.2, the open interest changed by -966 which decreased total open position to 2910
On 17 Jun NIFTY was trading at 24085.70. The strike last trading price was 295.45, which was 41.45 higher than the previous day. The implied volatity was 10.56, the open interest changed by -1715 which decreased total open position to 3884
On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 255.8, which was 15.8 higher than the previous day. The implied volatity was 10.77, the open interest changed by 1352 which increased total open position to 5658
On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 238.65, which was 67.65 higher than the previous day. The implied volatity was 13.2, the open interest changed by 2120 which increased total open position to 4309
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 179.8, which was 113.8 higher than the previous day. The implied volatity was 13.6, the open interest changed by -523 which decreased total open position to 2192
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 69, which was -11 lower than the previous day. The implied volatity was 13.75, the open interest changed by 179 which increased total open position to 2729
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 83.9, which was -21.1 lower than the previous day. The implied volatity was 13.89, the open interest changed by 26 which increased total open position to 2560
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 107.9, which was 7.9 higher than the previous day. The implied volatity was 14.37, the open interest changed by 311 which increased total open position to 2530
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 96.9, which was -65.1 lower than the previous day. The implied volatity was 15.42, the open interest changed by 2 which increased total open position to 2216
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 157.7, which was -29.3 lower than the previous day. The implied volatity was 14.09, the open interest changed by -19 which decreased total open position to 2216
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 191.95, which was -10.05 lower than the previous day. The implied volatity was 14.29, the open interest changed by -95 which decreased total open position to 2249
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 196, which was -23 lower than the previous day. The implied volatity was 14.86, the open interest changed by -657 which decreased total open position to 2380
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 220.45, which was 24.45 higher than the previous day. The implied volatity was 13.8, the open interest changed by 873 which increased total open position to 3041
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 190, which was -120 lower than the previous day. The implied volatity was 14.11, the open interest changed by -7 which decreased total open position to 2153
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 308.35, which was -111.65 lower than the previous day. The implied volatity was 14.66, the open interest changed by 1112 which increased total open position to 2160
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 422.8, which was -16.2 lower than the previous day. The implied volatity was 12.8, the open interest changed by 230 which increased total open position to 1050
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 441, which was -90 lower than the previous day. The implied volatity was 12.95, the open interest changed by 306 which increased total open position to 837
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 544.9, which was 114.9 higher than the previous day. The implied volatity was 13.93, the open interest changed by 125 which increased total open position to 532
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 439.25, which was 31.25 higher than the previous day. The implied volatity was 15, the open interest changed by 45 which increased total open position to 416
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 407.15, which was -30.85 lower than the previous day. The implied volatity was 15.38, the open interest changed by 74 which increased total open position to 363
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 450.7, which was 18.7 higher than the previous day. The implied volatity was 16.16, the open interest changed by 10 which increased total open position to 288
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 423.45, which was -49.55 lower than the previous day. The implied volatity was 15.79, the open interest changed by -67 which decreased total open position to 278
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 473.85, which was 5.85 higher than the previous day. The implied volatity was 16.77, the open interest changed by -5 which decreased total open position to 346
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 478.25, which was -13.85 lower than the previous day. The implied volatity was 15.94, the open interest changed by -32 which decreased total open position to 348
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 520, which was 94.9 higher than the previous day. The implied volatity was 16.54, the open interest changed by -22 which decreased total open position to 380
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 425, which was 16.75 higher than the previous day. The implied volatity was 0, the open interest changed by -28 which decreased total open position to 400
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 431.05, which was -187.55 lower than the previous day. The implied volatity was 0, the open interest changed by 155 which increased total open position to 428
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 608.7, which was -208.4 lower than the previous day. The implied volatity was 0, the open interest changed by 42 which increased total open position to 272
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 817.1, which was -172.9 lower than the previous day. The implied volatity was 15.67, the open interest changed by -13 which decreased total open position to 231
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 990, which was 42.05 higher than the previous day. The implied volatity was 15.45, the open interest changed by -13 which decreased total open position to 246
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 951.1, which was 181.1 higher than the previous day. The implied volatity was 16.39, the open interest changed by -36 which decreased total open position to 261
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 770, which was -71.05 lower than the previous day. The implied volatity was 16.17, the open interest changed by -173 which decreased total open position to 298
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 844.2, which was 31.45 higher than the previous day. The implied volatity was 16.83, the open interest changed by -1 which decreased total open position to 470
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 822.75, which was -74.4 lower than the previous day. The implied volatity was 16.77, the open interest changed by 2 which increased total open position to 473
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 897.15, which was 96.95 higher than the previous day. The implied volatity was 15.86, the open interest changed by -72 which decreased total open position to 472
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 800, which was -102.15 lower than the previous day. The implied volatity was 16.39, the open interest changed by 150 which increased total open position to 543
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 902.15, which was 62.1 higher than the previous day. The implied volatity was 17.48, the open interest changed by 282 which increased total open position to 394
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 840.85, which was -170.05 lower than the previous day. The implied volatity was 18.08, the open interest changed by 40 which increased total open position to 111
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1010.9, which was -120.5 lower than the previous day. The implied volatity was 16.81, the open interest changed by -1 which decreased total open position to 71
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1131.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1131.4, which was 0 lower than the previous day. The implied volatity was 17.04, the open interest changed by 0 which decreased total open position to 72
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1131.4, which was 41.55 higher than the previous day. The implied volatity was 17.04, the open interest changed by -17 which decreased total open position to 73
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1089.85, which was 59.15 higher than the previous day. The implied volatity was 16.58, the open interest changed by -8 which decreased total open position to 91
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1030.7, which was -28.3 lower than the previous day. The implied volatity was 16.9, the open interest changed by -47 which decreased total open position to 99
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1059, which was 180.7 higher than the previous day. The implied volatity was 17.42, the open interest changed by -1 which decreased total open position to 147
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 880, which was -63.35 lower than the previous day. The implied volatity was 18.19, the open interest changed by 1 which increased total open position to 146
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 943.35, which was 44.2 higher than the previous day. The implied volatity was 17.29, the open interest changed by -11 which decreased total open position to 145
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 899.15, which was -72 lower than the previous day. The implied volatity was 18.64, the open interest changed by -1 which decreased total open position to 160
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 977.55, which was 351.7 higher than the previous day. The implied volatity was 14.02, the open interest changed by -32 which decreased total open position to 161
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 625.85, which was 3.9 higher than the previous day. The implied volatity was 16.95, the open interest changed by -30 which decreased total open position to 193
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 621.95, which was 82.2 higher than the previous day. The implied volatity was 18.47, the open interest changed by 29 which increased total open position to 222
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 535.05, which was 1.35 higher than the previous day. The implied volatity was 18.26, the open interest changed by -49 which decreased total open position to 204
| NIFTY 30-Jun-2026 (6d) 23950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.13
Theta: -9.85
Gamma: 0.001
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Jun | 23968.70 | 136.4 | -74.55 (-35.34%) | 12.36 | 3,57,194 | 53,792 | 69,122 |
| 23 Jun | 23824.10 | 242.55 | 157.2 (184.18%) | 12.66 | 1,86,606 | 7,885 | 15,824 |
| 22 Jun | 24102.90 | 86 | -52 (-37.68%) | 10.72 | 33,069 | 135 | 8,063 |
| 19 Jun | 24013.10 | 121.25 | 26.05 (27.36%) | 10.72 | 52,426 | 2,179 | 7,975 |
| 18 Jun | 24168.00 | 94.8 | -58.35 (-38.10%) | 11.52 | 14,697 | 2,128 | 5,796 |
| 17 Jun | 24085.70 | 154.4 | -49.35 (-24.22%) | 12.78 | 11,580 | -534 | 3,673 |
| 16 Jun | 23989.15 | 199.65 | -71.35 (-26.33%) | 12.95 | 14,768 | 742 | 4,264 |
| 15 Jun | 23853.90 | 263.3 | -161.65 (-38.04%) | 12.47 | 12,870 | 2,584 | 3,541 |
| 12 Jun | 23622.90 | 430.4 | -380.6 (-46.93%) | 13.48 | 451 | -48 | 959 |
| 11 Jun | 23161.60 | 795.4 | 19.3 (2.49%) | 15.58 | 149 | -104 | 1,008 |
| 10 Jun | 23214.95 | 776.1 | 69.1 (9.77%) | 15.71 | 65 | -19 | 1,112 |
| 9 Jun | 23242.10 | 707.6 | -152.85 (-17.76%) | 13.56 | 110 | -47 | 1,131 |
| 8 Jun | 23123.00 | 882.1 | 232.9 (35.87%) | 16.38 | 219 | -138 | 1,178 |
| 5 Jun | 23366.70 | 645.7 | 34.25 (5.60%) | 14.05 | 93 | 7 | 1,319 |
| 4 Jun | 23416.55 | 601.65 | -20.4 (-3.28%) | 14.09 | 65 | -15 | 1,319 |
| 3 Jun | 23405.60 | 622 | 76.1 (13.94%) | 13.76 | 142 | -32 | 1,341 |
| 2 Jun | 23483.55 | 549.4 | -105.1 (-16.06%) | 13.58 | 257 | -26 | 1,377 |
| 1 Jun | 23382.60 | 672.65 | 159.8 (31.16%) | 15.04 | 1,877 | -959 | 1,405 |
| 29 May | 23547.75 | 511.6 | 144.6 (39.40%) | 13.66 | 11,850 | -159 | 2,367 |
| 27 May | 23907.15 | 365 | -39.4 (-9.74%) | 14.07 | 3,984 | 21 | 2,545 |
| 26 May | 23913.70 | 395 | 41.15 (11.63%) | 15.13 | 5,459 | 1,888 | 2,544 |
| 25 May | 24031.70 | 337.2 | -216.2 (-39.07%) | 14.71 | 1,458 | 408 | 651 |
| 22 May | 23719.30 | 531.3 | -87.7 (-14.17%) | 16.05 | 105 | -32 | 243 |
| 21 May | 23654.70 | 619 | -9.35 (-1.49%) | 17.35 | 243 | 139 | 276 |
| 20 May | 23659.00 | 629 | -37 (-5.56%) | 17.41 | 182 | 10 | 137 |
| 19 May | 23618.00 | 666 | -5.25 (-0.78%) | 17.48 | 22 | -2 | 127 |
| 18 May | 23649.95 | 670 | 40 (6.35%) | 18.3 | 8 | -3 | 125 |
| 15 May | 23643.50 | 630 | -8.65 (-1.35%) | 17.61 | 38 | -6 | 130 |
| 14 May | 23689.60 | 633.75 | -142.9 (-18.40%) | 17.54 | 36 | 3 | 137 |
| 13 May | 23412.60 | 785 | -5 (-0.63%) | 0 | 41 | 14 | 134 |
| 12 May | 23379.55 | 790 | 219.85 (38.56%) | 0 | 40 | -22 | 119 |
| 11 May | 23815.85 | 568.75 | 165.7 (41.11%) | 0 | 201 | 17 | 141 |
| 8 May | 24176.15 | 401.45 | 45.7 (12.85%) | 16.08 | 66 | -6 | 121 |
| 7 May | 24326.65 | 337.95 | -9.5 (-2.73%) | 15.73 | 40 | 8 | 127 |
| 6 May | 24330.95 | 343.8 | -164.7 (-32.39%) | 15.76 | 129 | -61 | 120 |
| 5 May | 24032.80 | 508.5 | 40.7 (8.70%) | 17.25 | 82 | -25 | 182 |
| 4 May | 24119.30 | 465.8 | -68.9 (-12.89%) | 16.88 | 140 | -355 | 212 |
| 30 Apr | 23997.55 | 518.95 | 67.5 (14.95%) | 16.74 | 363 | -266 | 301 |
| 29 Apr | 24177.65 | 452.55 | -86.8 (-16.09%) | 16.33 | 349 | -306 | 567 |
| 28 Apr | 23995.70 | 545 | 48.7 (9.81%) | 16.73 | 54 | 1 | 871 |
| 27 Apr | 24092.70 | 491.5 | -93.5 (-15.98%) | 16.52 | 874 | 805 | 871 |
| 24 Apr | 23897.95 | 585 | 111 (23.42%) | 16.83 | 73 | 31 | 65 |
| 23 Apr | 24173.05 | 474 | 62.5 (15.19%) | 17.06 | 24 | -11 | 34 |
| 22 Apr | 24378.10 | 411.5 | 67.5 (19.62%) | 16.75 | 11 | -2 | 45 |
| 21 Apr | 24576.60 | 344 | -67.4 (-16.38%) | 16.48 | 7 | -1 | 47 |
| 20 Apr | 24364.85 | 411.4 | -1.35 (-0.33%) | 16.88 | 5 | 0 | 47 |
| 17 Apr | 24353.55 | 413.05 | -79.2 (-16.09%) | 16.22 | 17 | 0 | 47 |
| 16 Apr | 24196.75 | 490.7 | 1.7 (0.35%) | 16.59 | 9 | -2 | 47 |
| 15 Apr | 24231.30 | 491.95 | -181.1 (-26.91%) | 16.8 | 16 | 5 | 49 |
| 13 Apr | 23842.65 | 679.85 | 124.85 (22.50%) | 17.2 | 11 | -1 | 44 |
| 10 Apr | 24050.60 | 555 | -149.05 (-21.17%) | 16.35 | 21 | 6 | 44 |
| 9 Apr | 23775.10 | 704.05 | 99.9 (16.54%) | 16.71 | 22 | 8 | 38 |
| 8 Apr | 23997.35 | 593.2 | -649.75 (-52.27%) | 19.09 | 42 | 26 | 29 |
| 7 Apr | 23123.65 | 1242.95 | 57.95 (4.89%) | 24.74 | 2 | -1 | 2 |
| 6 Apr | 22968.25 | 1185 | -351.85 (-22.89%) | 21.26 | 2 | 1 | 2 |
| 2 Apr | 22713.10 | 1536.85 | 34.05 (2.27%) | 25.82 | 1 | 0 | 0 |
For Nifty - strike price 23950 expiring on 30JUN2026
Delta for 23950 PE is -0.45
Historical price for 23950 PE is as follows
On 24 Jun NIFTY was trading at 23968.70. The strike last trading price was 136.4, which was -74.55 lower than the previous day. The implied volatity was 12.36, the open interest changed by 53792 which increased total open position to 69122
On 23 Jun NIFTY was trading at 23824.10. The strike last trading price was 242.55, which was 157.2 higher than the previous day. The implied volatity was 12.66, the open interest changed by 7885 which increased total open position to 15824
On 22 Jun NIFTY was trading at 24102.90. The strike last trading price was 86, which was -52 lower than the previous day. The implied volatity was 10.72, the open interest changed by 135 which increased total open position to 8063
On 19 Jun NIFTY was trading at 24013.10. The strike last trading price was 121.25, which was 26.05 higher than the previous day. The implied volatity was 10.72, the open interest changed by 2179 which increased total open position to 7975
On 18 Jun NIFTY was trading at 24168.00. The strike last trading price was 94.8, which was -58.35 lower than the previous day. The implied volatity was 11.52, the open interest changed by 2128 which increased total open position to 5796
On 17 Jun NIFTY was trading at 24085.70. The strike last trading price was 154.4, which was -49.35 lower than the previous day. The implied volatity was 12.78, the open interest changed by -534 which decreased total open position to 3673
On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 199.65, which was -71.35 lower than the previous day. The implied volatity was 12.95, the open interest changed by 742 which increased total open position to 4264
On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 263.3, which was -161.65 lower than the previous day. The implied volatity was 12.47, the open interest changed by 2584 which increased total open position to 3541
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 430.4, which was -380.6 lower than the previous day. The implied volatity was 13.48, the open interest changed by -48 which decreased total open position to 959
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 795.4, which was 19.3 higher than the previous day. The implied volatity was 15.58, the open interest changed by -104 which decreased total open position to 1008
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 776.1, which was 69.1 higher than the previous day. The implied volatity was 15.71, the open interest changed by -19 which decreased total open position to 1112
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 707.6, which was -152.85 lower than the previous day. The implied volatity was 13.56, the open interest changed by -47 which decreased total open position to 1131
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 882.1, which was 232.9 higher than the previous day. The implied volatity was 16.38, the open interest changed by -138 which decreased total open position to 1178
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 645.7, which was 34.25 higher than the previous day. The implied volatity was 14.05, the open interest changed by 7 which increased total open position to 1319
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 601.65, which was -20.4 lower than the previous day. The implied volatity was 14.09, the open interest changed by -15 which decreased total open position to 1319
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 622, which was 76.1 higher than the previous day. The implied volatity was 13.76, the open interest changed by -32 which decreased total open position to 1341
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 549.4, which was -105.1 lower than the previous day. The implied volatity was 13.58, the open interest changed by -26 which decreased total open position to 1377
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 672.65, which was 159.8 higher than the previous day. The implied volatity was 15.04, the open interest changed by -959 which decreased total open position to 1405
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 511.6, which was 144.6 higher than the previous day. The implied volatity was 13.66, the open interest changed by -159 which decreased total open position to 2367
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 365, which was -39.4 lower than the previous day. The implied volatity was 14.07, the open interest changed by 21 which increased total open position to 2545
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 395, which was 41.15 higher than the previous day. The implied volatity was 15.13, the open interest changed by 1888 which increased total open position to 2544
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 337.2, which was -216.2 lower than the previous day. The implied volatity was 14.71, the open interest changed by 408 which increased total open position to 651
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 531.3, which was -87.7 lower than the previous day. The implied volatity was 16.05, the open interest changed by -32 which decreased total open position to 243
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 619, which was -9.35 lower than the previous day. The implied volatity was 17.35, the open interest changed by 139 which increased total open position to 276
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 629, which was -37 lower than the previous day. The implied volatity was 17.41, the open interest changed by 10 which increased total open position to 137
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 666, which was -5.25 lower than the previous day. The implied volatity was 17.48, the open interest changed by -2 which decreased total open position to 127
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 670, which was 40 higher than the previous day. The implied volatity was 18.3, the open interest changed by -3 which decreased total open position to 125
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 630, which was -8.65 lower than the previous day. The implied volatity was 17.61, the open interest changed by -6 which decreased total open position to 130
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 633.75, which was -142.9 lower than the previous day. The implied volatity was 17.54, the open interest changed by 3 which increased total open position to 137
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 785, which was -5 lower than the previous day. The implied volatity was 0, the open interest changed by 14 which increased total open position to 134
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 790, which was 219.85 higher than the previous day. The implied volatity was 0, the open interest changed by -22 which decreased total open position to 119
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 568.75, which was 165.7 higher than the previous day. The implied volatity was 0, the open interest changed by 17 which increased total open position to 141
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 401.45, which was 45.7 higher than the previous day. The implied volatity was 16.08, the open interest changed by -6 which decreased total open position to 121
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 337.95, which was -9.5 lower than the previous day. The implied volatity was 15.73, the open interest changed by 8 which increased total open position to 127
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 343.8, which was -164.7 lower than the previous day. The implied volatity was 15.76, the open interest changed by -61 which decreased total open position to 120
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 508.5, which was 40.7 higher than the previous day. The implied volatity was 17.25, the open interest changed by -25 which decreased total open position to 182
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 465.8, which was -68.9 lower than the previous day. The implied volatity was 16.88, the open interest changed by -355 which decreased total open position to 212
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 518.95, which was 67.5 higher than the previous day. The implied volatity was 16.74, the open interest changed by -266 which decreased total open position to 301
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 452.55, which was -86.8 lower than the previous day. The implied volatity was 16.33, the open interest changed by -306 which decreased total open position to 567
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 545, which was 48.7 higher than the previous day. The implied volatity was 16.73, the open interest changed by 1 which increased total open position to 871
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 491.5, which was -93.5 lower than the previous day. The implied volatity was 16.52, the open interest changed by 805 which increased total open position to 871
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 585, which was 111 higher than the previous day. The implied volatity was 16.83, the open interest changed by 31 which increased total open position to 65
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 474, which was 62.5 higher than the previous day. The implied volatity was 17.06, the open interest changed by -11 which decreased total open position to 34
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 411.5, which was 67.5 higher than the previous day. The implied volatity was 16.75, the open interest changed by -2 which decreased total open position to 45
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 344, which was -67.4 lower than the previous day. The implied volatity was 16.48, the open interest changed by -1 which decreased total open position to 47
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 411.4, which was -1.35 lower than the previous day. The implied volatity was 16.88, the open interest changed by 0 which decreased total open position to 47
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 413.05, which was -79.2 lower than the previous day. The implied volatity was 16.22, the open interest changed by 0 which decreased total open position to 47
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 490.7, which was 1.7 higher than the previous day. The implied volatity was 16.59, the open interest changed by -2 which decreased total open position to 47
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 491.95, which was -181.1 lower than the previous day. The implied volatity was 16.8, the open interest changed by 5 which increased total open position to 49
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 679.85, which was 124.85 higher than the previous day. The implied volatity was 17.2, the open interest changed by -1 which decreased total open position to 44
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 555, which was -149.05 lower than the previous day. The implied volatity was 16.35, the open interest changed by 6 which increased total open position to 44
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 704.05, which was 99.9 higher than the previous day. The implied volatity was 16.71, the open interest changed by 8 which increased total open position to 38
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 593.2, which was -649.75 lower than the previous day. The implied volatity was 19.09, the open interest changed by 26 which increased total open position to 29
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1242.95, which was 57.95 higher than the previous day. The implied volatity was 24.74, the open interest changed by -1 which decreased total open position to 2
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1185, which was -351.85 lower than the previous day. The implied volatity was 21.26, the open interest changed by 1 which increased total open position to 2
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1536.85, which was 34.05 higher than the previous day. The implied volatity was 25.82, the open interest changed by 0 which decreased total open position to 0
