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NIFTY

Nifty
23842.65 -207.95 (-0.86%)
L: 23555.6 H: 23907.4

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Historical option data for NIFTY

13 Apr 2026 04:11 PM IST
Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV
NIFTY 21-Apr-2026 (7d) 20800 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
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 0 0
8 Apr 23997.35 2921.45 0 - 0 0 0
7 Apr 23123.65 2921.45 0 - 0 0 0
6 Apr 22968.25 2921.45 0 - 0 0 0
2 Apr 22713.10 2921.45 0 - 0 0 0
1 Apr 22679.40 2921.45 0 - 0 0 0
30 Mar 22331.40 2921.45 0 - 0 0 0
27 Mar 22819.60 2921.45 0 - 0 0 0
25 Mar 23306.45 2921.45 0 - 0 0 0

For Nifty - strike price 20800 expiring on 21APR2026

Delta for 20800 CE is -

Historical price for 20800 CE is as follows

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 -, 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 2921.45, 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 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 2921.45, 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 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 2921.45, 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 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 2921.45, 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 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 2921.45, 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 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 2921.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 2921.45, 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 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 2921.45, 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


NIFTY 21-Apr-2026 (7d) 20800 PE
Delta: -0.01
Vega: 0.01
Theta: 1.08
Gamma: 0.00002
Date Close Ltp Change IV Volume OI Chg OI
13 Apr 23842.65 4.1 -0.6000000000000005 38.56 15,047 2,003 3,775
10 Apr 24050.60 4.5 -2.1500000000000004 35.56 5,373 1,643 1,772
9 Apr 23775.10 6.5 5.75 33.33 275 130 130
8 Apr 23997.35 0.75 0 17.7 0 0 0
7 Apr 23123.65 0.75 0 12.75 0 0 0
6 Apr 22968.25 0.75 0 11.73 0 0 0
2 Apr 22713.10 0.75 0 9.29 0 0 0
1 Apr 22679.40 0.75 0 9.09 0 0 0
30 Mar 22331.40 0.75 0 7.54 0 0 0
27 Mar 22819.60 0.75 0 8.78 0 0 0
25 Mar 23306.45 0.75 0 10.04 0 0 0

For Nifty - strike price 20800 expiring on 21APR2026

Delta for 20800 PE is -0.01

Historical price for 20800 PE is as follows

On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 4.1, which was -0.6000000000000005 lower than the previous day. The implied volatity was 38.56, the open interest changed by 2003 which increased total open position to 3775


On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 4.5, which was -2.1500000000000004 lower than the previous day. The implied volatity was 35.56, the open interest changed by 1643 which increased total open position to 1772


On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 6.5, which was 5.75 higher than the previous day. The implied volatity was 33.33, the open interest changed by 130 which increased total open position to 130


On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 17.7, the open interest changed by 0 which decreased total open position to 0


On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 12.75, the open interest changed by 0 which decreased total open position to 0


On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 11.73, the open interest changed by 0 which decreased total open position to 0


On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 9.29, the open interest changed by 0 which decreased total open position to 0


On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 9.09, the open interest changed by 0 which decreased total open position to 0


On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 7.54, the open interest changed by 0 which decreased total open position to 0


On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 8.78, the open interest changed by 0 which decreased total open position to 0


On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 10.04, the open interest changed by 0 which decreased total open position to 0