NIFTY
Nifty
Historical option data for NIFTY
13 Apr 2026 04:11 PM IST
| NIFTY 21-Apr-2026 (7d) 20800 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.01
Theta: 1.08
Gamma: 0.00002
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| 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
