NIFTY
Nifty
Historical option data for NIFTY
08 May 2026 04:10 PM IST
| NIFTY 12-May-2026 (2d) 24200 CE | ||||||||||||||||
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Delta: 0.5
Vega: 0.11
Theta: -18.62
Gamma: 0.00107
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 May | 24176.15 | 146.6 | -114.15 (-43.78%) | 14.16 | 55,18,287 | 74,860 | 1,14,707 | |||||||||
| 7 May | 24326.65 | 268.45 | -57.44999999999999 (-17.63%) | 15.45 | 5,35,732 | -13,082 | 40,077 | |||||||||
| 6 May | 24330.95 | 326.6 | 175.55 (116.22%) | 18.56 | 27,43,503 | 5,597 | 53,409 | |||||||||
| 5 May | 24032.80 | 156.8 | -88.5 (-36.08%) | 15.57 | 2,74,023 | 13,536 | 48,041 | |||||||||
| 4 May | 24119.30 | 237.35 | 0.6999999999999886 (0.30%) | 17.84 | 1,83,798 | 19,312 | 34,493 | |||||||||
| 30 Apr | 23997.55 | 246.45 | -53.400000000000034 (-17.81%) | 16.91 | 45,398 | 4,716 | 19,897 | |||||||||
| 29 Apr | 24177.65 | 291.7 | 51.39999999999998 (21.39%) | 15.59 | 33,062 | 1,519 | 15,215 | |||||||||
| 28 Apr | 23995.70 | 242 | -96.89999999999998 (-28.59%) | 15.99 | 12,721 | 1,907 | 13,767 | |||||||||
| 27 Apr | 24092.70 | 339.6 | 18.900000000000034 (5.89%) | 18.16 | 10,388 | 726 | 12,147 | |||||||||
| 24 Apr | 23897.95 | 321.1 | -96.19999999999999 (-23.05%) | 19.74 | 11,120 | 4,135 | 11,421 | |||||||||
| 23 Apr | 24173.05 | 419 | -148 (-26.10%) | 18.24 | 7,624 | 2,934 | 7,231 | |||||||||
| 22 Apr | 24378.10 | 558.2 | -139.39999999999998 (-19.98%) | 18.64 | 6,172 | 2,194 | 4,301 | |||||||||
| 21 Apr | 24576.60 | 711.95 | 150.25 (26.75%) | 19 | 1,566 | -378 | 2,074 | |||||||||
| 20 Apr | 24364.85 | 566.25 | 9.700000000000045 (1.74%) | 19.02 | 3,817 | 2,353 | 2,445 | |||||||||
| 17 Apr | 24353.55 | 565 | 87.89999999999998 (18.42%) | 16.62 | 259 | -21 | 92 | |||||||||
| 16 Apr | 24196.75 | 474.75 | -42.450000000000045 (-8.21%) | 16.72 | 159 | 63 | 114 | |||||||||
| 15 Apr | 24231.30 | 518.5 | 87.05000000000001 (20.18%) | 17.44 | 82 | 47 | 52 | |||||||||
| 13 Apr | 23842.65 | 431.45 | 0 (0.00%) | 16.68 | 0 | 0 | 5 | |||||||||
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| 10 Apr | 24050.60 | 431.45 | 271.65 (169.99%) | 15.65 | 15 | 5 | 5 | |||||||||
| 9 Apr | 23775.10 | 0 | 0 (0.00%) | 0.58 | 0 | 0 | 0 | |||||||||
| 8 Apr | 23997.35 | 159.8 | 0 (0.00%) | 0.02 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24200 expiring on 12MAY2026
Delta for 24200 CE is 0.5
Historical price for 24200 CE is as follows
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 146.6, which was -114.15 lower than the previous day. The implied volatity was 14.16, the open interest changed by 74860 which increased total open position to 114707
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 268.45, which was -57.44999999999999 lower than the previous day. The implied volatity was 15.45, the open interest changed by -13082 which decreased total open position to 40077
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 326.6, which was 175.55 higher than the previous day. The implied volatity was 18.56, the open interest changed by 5597 which increased total open position to 53409
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 156.8, which was -88.5 lower than the previous day. The implied volatity was 15.57, the open interest changed by 13536 which increased total open position to 48041
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 237.35, which was 0.6999999999999886 higher than the previous day. The implied volatity was 17.84, the open interest changed by 19312 which increased total open position to 34493
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 246.45, which was -53.400000000000034 lower than the previous day. The implied volatity was 16.91, the open interest changed by 4716 which increased total open position to 19897
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 291.7, which was 51.39999999999998 higher than the previous day. The implied volatity was 15.59, the open interest changed by 1519 which increased total open position to 15215
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 242, which was -96.89999999999998 lower than the previous day. The implied volatity was 15.99, the open interest changed by 1907 which increased total open position to 13767
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 339.6, which was 18.900000000000034 higher than the previous day. The implied volatity was 18.16, the open interest changed by 726 which increased total open position to 12147
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 321.1, which was -96.19999999999999 lower than the previous day. The implied volatity was 19.74, the open interest changed by 4135 which increased total open position to 11421
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 419, which was -148 lower than the previous day. The implied volatity was 18.24, the open interest changed by 2934 which increased total open position to 7231
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 558.2, which was -139.39999999999998 lower than the previous day. The implied volatity was 18.64, the open interest changed by 2194 which increased total open position to 4301
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 711.95, which was 150.25 higher than the previous day. The implied volatity was 19, the open interest changed by -378 which decreased total open position to 2074
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 566.25, which was 9.700000000000045 higher than the previous day. The implied volatity was 19.02, the open interest changed by 2353 which increased total open position to 2445
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 565, which was 87.89999999999998 higher than the previous day. The implied volatity was 16.62, the open interest changed by -21 which decreased total open position to 92
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 474.75, which was -42.450000000000045 lower than the previous day. The implied volatity was 16.72, the open interest changed by 63 which increased total open position to 114
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 518.5, which was 87.05000000000001 higher than the previous day. The implied volatity was 17.44, the open interest changed by 47 which increased total open position to 52
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 431.45, which was 0 lower than the previous day. The implied volatity was 16.68, the open interest changed by 0 which decreased total open position to 5
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 431.45, which was 271.65 higher than the previous day. The implied volatity was 15.65, the open interest changed by 5 which increased total open position to 5
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.58, the open interest changed by 0 which decreased total open position to 0
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 159.8, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
| NIFTY 12-May-2026 (2d) 24200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.5
Vega: 0.11
Theta: -13.25
Gamma: 0.00119
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 May | 24176.15 | 136 | 36.599999999999994 (36.82%) | 12.73 | 63,30,245 | 23,847 | 1,02,652 |
| 7 May | 24326.65 | 90.85 | -14.300000000000011 (-13.60%) | 13.35 | 14,76,313 | 11,170 | 81,926 |
| 6 May | 24330.95 | 97.65 | -175.20000000000002 (-64.21%) | 13.05 | 21,01,483 | 48,877 | 71,455 |
| 5 May | 24032.80 | 261.7 | -7.650000000000034 (-2.84%) | 14.32 | 93,463 | 618 | 22,636 |
| 4 May | 24119.30 | 277.15 | -90.30000000000001 (-24.57%) | 17.42 | 1,35,312 | 10,583 | 22,038 |
| 30 Apr | 23997.55 | 350.8 | 56.650000000000034 (19.26%) | 16.53 | 17,891 | -2,704 | 8,751 |
| 29 Apr | 24177.65 | 303.3 | -107.39999999999998 (-26.15%) | 16.81 | 38,702 | 4,431 | 11,391 |
| 28 Apr | 23995.70 | 409.2 | 40 (10.83%) | 17.7 | 6,731 | 1,081 | 7,034 |
| 27 Apr | 24092.70 | 366.2 | -152.84999999999997 (-29.45%) | 17.57 | 5,886 | 1,664 | 6,047 |
| 24 Apr | 23897.95 | 521.3 | 123.49999999999994 (31.05%) | 18.58 | 3,243 | 625 | 4,394 |
| 23 Apr | 24173.05 | 397.85 | 74.75 (23.14%) | 18.54 | 5,310 | 1,155 | 3,754 |
| 22 Apr | 24378.10 | 307.7 | 61.29999999999998 (24.88%) | 18.28 | 3,493 | 1,607 | 2,613 |
| 21 Apr | 24576.60 | 248.55 | -109.69999999999999 (-30.62%) | 18.82 | 1,129 | 133 | 958 |
| 20 Apr | 24364.85 | 371.5 | 48.69999999999999 (15.09%) | 19.69 | 1,588 | 707 | 825 |
| 17 Apr | 24353.55 | 318.25 | -91.60000000000002 (-22.35%) | 17.06 | 236 | 34 | 116 |
| 16 Apr | 24196.75 | 419 | 12.25 (3.01%) | 17.72 | 100 | 15 | 82 |
| 15 Apr | 24231.30 | 407 | -681.8 (-62.62%) | 17.51 | 103 | 67 | 67 |
| 13 Apr | 23842.65 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 24050.60 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 23775.10 | 0 | 0 (0.00%) | 0.02 | 0 | 0 | 0 |
| 8 Apr | 23997.35 | 0 | 0 (0.00%) | 0.07 | 0 | 0 | 0 |
For Nifty - strike price 24200 expiring on 12MAY2026
Delta for 24200 PE is -0.5
Historical price for 24200 PE is as follows
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 136, which was 36.599999999999994 higher than the previous day. The implied volatity was 12.73, the open interest changed by 23847 which increased total open position to 102652
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 90.85, which was -14.300000000000011 lower than the previous day. The implied volatity was 13.35, the open interest changed by 11170 which increased total open position to 81926
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 97.65, which was -175.20000000000002 lower than the previous day. The implied volatity was 13.05, the open interest changed by 48877 which increased total open position to 71455
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 261.7, which was -7.650000000000034 lower than the previous day. The implied volatity was 14.32, the open interest changed by 618 which increased total open position to 22636
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 277.15, which was -90.30000000000001 lower than the previous day. The implied volatity was 17.42, the open interest changed by 10583 which increased total open position to 22038
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 350.8, which was 56.650000000000034 higher than the previous day. The implied volatity was 16.53, the open interest changed by -2704 which decreased total open position to 8751
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 303.3, which was -107.39999999999998 lower than the previous day. The implied volatity was 16.81, the open interest changed by 4431 which increased total open position to 11391
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 409.2, which was 40 higher than the previous day. The implied volatity was 17.7, the open interest changed by 1081 which increased total open position to 7034
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 366.2, which was -152.84999999999997 lower than the previous day. The implied volatity was 17.57, the open interest changed by 1664 which increased total open position to 6047
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 521.3, which was 123.49999999999994 higher than the previous day. The implied volatity was 18.58, the open interest changed by 625 which increased total open position to 4394
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 397.85, which was 74.75 higher than the previous day. The implied volatity was 18.54, the open interest changed by 1155 which increased total open position to 3754
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 307.7, which was 61.29999999999998 higher than the previous day. The implied volatity was 18.28, the open interest changed by 1607 which increased total open position to 2613
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 248.55, which was -109.69999999999999 lower than the previous day. The implied volatity was 18.82, the open interest changed by 133 which increased total open position to 958
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 371.5, which was 48.69999999999999 higher than the previous day. The implied volatity was 19.69, the open interest changed by 707 which increased total open position to 825
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 318.25, which was -91.60000000000002 lower than the previous day. The implied volatity was 17.06, the open interest changed by 34 which increased total open position to 116
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 419, which was 12.25 higher than the previous day. The implied volatity was 17.72, the open interest changed by 15 which increased total open position to 82
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 407, which was -681.8 lower than the previous day. The implied volatity was 17.51, the open interest changed by 67 which increased total open position to 67
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0
