NIFTY
Nifty
Historical option data for NIFTY
30 Apr 2026 04:10 PM IST
| NIFTY 05-May-2026 (4d) 20800 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Apr | 23997.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 24177.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 28 Apr | 23995.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 24092.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 23897.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 24173.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 24378.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 24576.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 24364.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 24353.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 24196.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 24231.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 | 2296.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 20800 expiring on 05MAY2026
Delta for 20800 CE is -
Historical price for 20800 CE is as follows
On 30 Apr NIFTY was trading at 23997.55. 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 29 Apr NIFTY was trading at 24177.65. 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 28 Apr NIFTY was trading at 23995.70. 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 27 Apr NIFTY was trading at 24092.70. 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 24 Apr NIFTY was trading at 23897.95. 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 23 Apr NIFTY was trading at 24173.05. 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 22 Apr NIFTY was trading at 24378.10. 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 21 Apr NIFTY was trading at 24576.60. 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 20 Apr NIFTY was trading at 24364.85. 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 17 Apr NIFTY was trading at 24353.55. 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 16 Apr NIFTY was trading at 24196.75. 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 15 Apr NIFTY was trading at 24231.30. 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 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 2296.6, 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 05-May-2026 (4d) 20800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0
Vega: 0
Theta: 2.49
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 23997.55 | 0.6 | -0.5000000000000001 | 41.53 | 21,102 | 461 | 865 |
| 29 Apr | 24177.65 | 1 | -0.5 | 41.25 | 2,730 | 302 | 414 |
| 28 Apr | 23995.70 | 1.45 | -0.9000000000000001 | 38.36 | 165 | 18 | 114 |
| 27 Apr | 24092.70 | 2.2 | -1.5499999999999998 | 38.59 | 71 | 2 | 97 |
| 24 Apr | 23897.95 | 5.5 | 2.35 | 35.18 | 125 | 51 | 94 |
| 23 Apr | 24173.05 | 2.4 | -1.25 | 32.5 | 107 | 0 | 43 |
| 22 Apr | 24378.10 | 4.9 | -0.09999999999999964 | 35.75 | 91 | 11 | 43 |
| 21 Apr | 24576.60 | 4.35 | -2.1500000000000004 | 35.53 | 105 | 9 | 40 |
| 20 Apr | 24364.85 | 6.5 | -3 | 34.76 | 6 | 0 | 30 |
| 17 Apr | 24353.55 | 9.5 | 0 | 30.76 | 0 | 0 | 30 |
| 16 Apr | 24196.75 | 9.5 | -2 | 30.76 | 13 | -1 | 30 |
| 15 Apr | 24231.30 | 10.6 | -10.500000000000002 | 31.31 | 91 | 22 | 32 |
| 13 Apr | 23842.65 | 21.1 | 0.6000000000000014 | 29.45 | 1 | 0 | 9 |
| 10 Apr | 24050.60 | 20.5 | 7.449999999999999 | 30.09 | 12 | 8 | 8 |
| 9 Apr | 23775.10 | 0 | 0 | 12.28 | 0 | 0 | 0 |
| 8 Apr | 23997.35 | 13.05 | 0 | 12.56 | 0 | 0 | 0 |
For Nifty - strike price 20800 expiring on 05MAY2026
Delta for 20800 PE is 0
Historical price for 20800 PE is as follows
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 0.6, which was -0.5000000000000001 lower than the previous day. The implied volatity was 41.53, the open interest changed by 461 which increased total open position to 865
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 1, which was -0.5 lower than the previous day. The implied volatity was 41.25, the open interest changed by 302 which increased total open position to 414
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 1.45, which was -0.9000000000000001 lower than the previous day. The implied volatity was 38.36, the open interest changed by 18 which increased total open position to 114
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 2.2, which was -1.5499999999999998 lower than the previous day. The implied volatity was 38.59, the open interest changed by 2 which increased total open position to 97
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 5.5, which was 2.35 higher than the previous day. The implied volatity was 35.18, the open interest changed by 51 which increased total open position to 94
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 2.4, which was -1.25 lower than the previous day. The implied volatity was 32.5, the open interest changed by 0 which decreased total open position to 43
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 4.9, which was -0.09999999999999964 lower than the previous day. The implied volatity was 35.75, the open interest changed by 11 which increased total open position to 43
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 4.35, which was -2.1500000000000004 lower than the previous day. The implied volatity was 35.53, the open interest changed by 9 which increased total open position to 40
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 6.5, which was -3 lower than the previous day. The implied volatity was 34.76, the open interest changed by 0 which decreased total open position to 30
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 9.5, which was 0 lower than the previous day. The implied volatity was 30.76, the open interest changed by 0 which decreased total open position to 30
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 9.5, which was -2 lower than the previous day. The implied volatity was 30.76, the open interest changed by -1 which decreased total open position to 30
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 10.6, which was -10.500000000000002 lower than the previous day. The implied volatity was 31.31, the open interest changed by 22 which increased total open position to 32
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 21.1, which was 0.6000000000000014 higher than the previous day. The implied volatity was 29.45, the open interest changed by 0 which decreased total open position to 9
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 20.5, which was 7.449999999999999 higher than the previous day. The implied volatity was 30.09, the open interest changed by 8 which increased total open position to 8
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 12.28, 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 13.05, which was 0 lower than the previous day. The implied volatity was 12.56, the open interest changed by 0 which decreased total open position to 0
