[--[65.84.65.76]--]

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
NIFTY 21-Apr-2026 (6d) 21200 CE
Delta: 0.99
Vega: 0.01
Theta: 1.16
Gamma: 0.00002
Date Close Ltp Change IV Volume OI Chg OI
13 Apr 23842.65 2520 -6.150000000000091 33.84 1 0 0
10 Apr 24050.60 0 0 - 0 0 0
9 Apr 23775.10 0 0 - 0 0 0
8 Apr 23997.35 2526.15 0 - 0 0 0
7 Apr 23123.65 2526.15 0 - 0 0 0
6 Apr 22968.25 2526.15 0 - 0 0 0
2 Apr 22713.10 2526.15 0 - 0 0 0
1 Apr 22679.40 2526.15 0 - 0 0 0
30 Mar 22331.40 2526.15 0 - 0 0 0
27 Mar 22819.60 2526.15 0 - 0 0 0
25 Mar 23306.45 2526.15 0 - 0 0 0
24 Mar 22912.40 0 0 - 0 0 0
23 Mar 22512.65 0 0 - 0 0 0


For Nifty - strike price 21200 expiring on 21APR2026

Delta for 21200 CE is 0.99

Historical price for 21200 CE is as follows

On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 2520, which was -6.150000000000091 lower than the previous day. The implied volatity was 33.84, 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 2526.15, 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 2526.15, 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 2526.15, 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 2526.15, 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 2526.15, 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 2526.15, 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 2526.15, 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 2526.15, 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 Mar NIFTY was trading at 22912.40. 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 Mar NIFTY was trading at 22512.65. 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


NIFTY 21-Apr-2026 (6d) 21200 PE
Delta: -0.01
Vega: 0.01
Theta: 1.16
Gamma: 0.00002
Date Close Ltp Change IV Volume OI Chg OI
13 Apr 23842.65 4.15 -1.75 33.88 25,133 5,461 7,190
10 Apr 24050.60 6.85 -4.1 33.29 5,270 1,428 1,731
9 Apr 23775.10 12.6 0.1999999999999993 32.24 508 86 301
8 Apr 23997.35 10.8 -49.8 33.29 1,853 -106 249
7 Apr 23123.65 59.1 23.9 34.17 756 355 355
6 Apr 22968.25 35.2 32.45 27.4 1 0 0
2 Apr 22713.10 2.75 0 7.57 0 0 0
1 Apr 22679.40 2.75 0 7.41 0 0 0
30 Mar 22331.40 2.75 0 5.58 0 0 0
27 Mar 22819.60 2.75 0 7.26 0 0 0
25 Mar 23306.45 2.75 0 8.64 0 0 0
24 Mar 22912.40 2.75 0 7.4 0 0 0
23 Mar 22512.65 2.75 0 5.47 0 0 0


For Nifty - strike price 21200 expiring on 21APR2026

Delta for 21200 PE is -0.01

Historical price for 21200 PE is as follows

On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 4.15, which was -1.75 lower than the previous day. The implied volatity was 33.88, the open interest changed by 5461 which increased total open position to 7190


On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 6.85, which was -4.1 lower than the previous day. The implied volatity was 33.29, the open interest changed by 1428 which increased total open position to 1731


On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 12.6, which was 0.1999999999999993 higher than the previous day. The implied volatity was 32.24, the open interest changed by 86 which increased total open position to 301


On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 10.8, which was -49.8 lower than the previous day. The implied volatity was 33.29, the open interest changed by -106 which decreased total open position to 249


On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 59.1, which was 23.9 higher than the previous day. The implied volatity was 34.17, the open interest changed by 355 which increased total open position to 355


On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 35.2, which was 32.45 higher than the previous day. The implied volatity was 27.4, 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 2.75, which was 0 lower than the previous day. The implied volatity was 7.57, 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 2.75, which was 0 lower than the previous day. The implied volatity was 7.41, 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 2.75, which was 0 lower than the previous day. The implied volatity was 5.58, 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 2.75, which was 0 lower than the previous day. The implied volatity was 7.26, 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 2.75, which was 0 lower than the previous day. The implied volatity was 8.64, the open interest changed by 0 which decreased total open position to 0


On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 2.75, which was 0 lower than the previous day. The implied volatity was 7.4, the open interest changed by 0 which decreased total open position to 0


On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 2.75, which was 0 lower than the previous day. The implied volatity was 5.47, the open interest changed by 0 which decreased total open position to 0