NIFTY
Nifty
Historical option data for NIFTY
13 Apr 2026 04:11 PM IST
| NIFTY 21-Apr-2026 (6d) 21200 CE | ||||||||||||||||
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Delta: 0.99
Vega: 0.01
Theta: 1.16
Gamma: 0.00002
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.01
Vega: 0.01
Theta: 1.16
Gamma: 0.00002
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| 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
