NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 04:10 PM IST
| NIFTY 28-Apr-2026 (4d) 21750 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0.02
Theta: -10.53
Gamma: 0.00006
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23897.95 | 2280 | -320 | 48.53 | 3 | 0 | 13 | |||||||||
| 23 Apr | 24173.05 | 2600 | 0 | 34.44 | 0 | 0 | 13 | |||||||||
| 22 Apr | 24378.10 | 2600 | -15 | 34.44 | 2 | 0 | 15 | |||||||||
| 21 Apr | 24576.60 | 2615 | 0 | 33.66 | 0 | 0 | 15 | |||||||||
| 20 Apr | 24364.85 | 2615 | 190 | 33.66 | 1 | 0 | 15 | |||||||||
| 17 Apr | 24353.55 | 2425 | 0 | 28.98 | 0 | 0 | 15 | |||||||||
| 16 Apr | 24196.75 | 2425 | -107.75 | 28.98 | 2 | 0 | 17 | |||||||||
| 15 Apr | 24231.30 | 2532.75 | 377.75 | 29.33 | 20 | -11 | 17 | |||||||||
| 13 Apr | 23842.65 | 2155 | 735 | 28.68 | 2 | 0 | 28 | |||||||||
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| 10 Apr | 24050.60 | 1420 | 0 | - | 0 | 0 | 28 | |||||||||
| 9 Apr | 23775.10 | 1420 | 0 | - | 0 | 0 | 28 | |||||||||
| 8 Apr | 23997.35 | 1420 | -118.9 | - | 0 | 27 | 28 | |||||||||
| 7 Apr | 23123.65 | 1420 | -118.9 | 13.61 | 8 | 11 | 28 | |||||||||
| 6 Apr | 22968.25 | 1532.35 | 236.45 | 30.15 | 6 | -211 | 30 | |||||||||
| 2 Apr | 22713.10 | 1292.5 | -66.2 | 24.62 | 31 | 34 | 36 | |||||||||
| 1 Apr | 22679.40 | 1358.7 | 200.15 | 27.44 | 5 | -1 | 25 | |||||||||
| 30 Mar | 22331.40 | 1170.8 | -491.55 | 28.34 | 38 | 22 | 26 | |||||||||
| 27 Mar | 22819.60 | 1662.35 | 69.6 | 33.61 | 1 | 4 | 4 | |||||||||
| 25 Mar | 23306.45 | 1594.75 | -233.15 | - | 0 | 4 | 4 | |||||||||
| 24 Mar | 22912.40 | 1594.75 | -233.15 | 23.99 | 3 | 2 | 2 | |||||||||
| 23 Mar | 22512.65 | 1827.9 | -28.4 | - | 0 | 0 | 2 | |||||||||
| 20 Mar | 23114.50 | 1827.9 | -28.4 | - | 0 | 0 | 2 | |||||||||
| 19 Mar | 23002.15 | 1827.9 | -28.4 | - | 0 | 2 | 2 | |||||||||
| 18 Mar | 23777.80 | 1827.9 | -28.4 | - | 0 | 0 | 2 | |||||||||
| 17 Mar | 23581.15 | 1827.9 | -28.4 | - | 1 | 0 | 2 | |||||||||
| 16 Mar | 23408.80 | 1827.9 | -28.4 | 11.22 | 1 | 1 | 1 | |||||||||
| 13 Mar | 23151.10 | 1856.3 | -1907.1 | 22.52 | 1 | -1 | 0 | |||||||||
| 12 Mar | 23639.15 | 3763.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 21750 expiring on 28APR2026
Delta for 21750 CE is 0.97
Historical price for 21750 CE is as follows
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 2280, which was -320 lower than the previous day. The implied volatity was 48.53, the open interest changed by 0 which decreased total open position to 13
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 2600, which was 0 lower than the previous day. The implied volatity was 34.44, the open interest changed by 0 which decreased total open position to 13
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 2600, which was -15 lower than the previous day. The implied volatity was 34.44, the open interest changed by 0 which decreased total open position to 15
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 2615, which was 0 lower than the previous day. The implied volatity was 33.66, the open interest changed by 0 which decreased total open position to 15
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 2615, which was 190 higher than the previous day. The implied volatity was 33.66, the open interest changed by 0 which decreased total open position to 15
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 2425, which was 0 lower than the previous day. The implied volatity was 28.98, the open interest changed by 0 which decreased total open position to 15
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 2425, which was -107.75 lower than the previous day. The implied volatity was 28.98, the open interest changed by 0 which decreased total open position to 17
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 2532.75, which was 377.75 higher than the previous day. The implied volatity was 29.33, the open interest changed by -11 which decreased total open position to 17
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 2155, which was 735 higher than the previous day. The implied volatity was 28.68, the open interest changed by 0 which decreased total open position to 28
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1420, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1420, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1420, which was -118.9 lower than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 28
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1420, which was -118.9 lower than the previous day. The implied volatity was 13.61, the open interest changed by 11 which increased total open position to 28
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1532.35, which was 236.45 higher than the previous day. The implied volatity was 30.15, the open interest changed by -211 which decreased total open position to 30
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1292.5, which was -66.2 lower than the previous day. The implied volatity was 24.62, the open interest changed by 34 which increased total open position to 36
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1358.7, which was 200.15 higher than the previous day. The implied volatity was 27.44, the open interest changed by -1 which decreased total open position to 25
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1170.8, which was -491.55 lower than the previous day. The implied volatity was 28.34, the open interest changed by 22 which increased total open position to 26
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1662.35, which was 69.6 higher than the previous day. The implied volatity was 33.61, the open interest changed by 4 which increased total open position to 4
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1594.75, which was -233.15 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1594.75, which was -233.15 lower than the previous day. The implied volatity was 23.99, the open interest changed by 2 which increased total open position to 2
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1827.9, which was -28.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1827.9, which was -28.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1827.9, which was -28.4 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1827.9, which was -28.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1827.9, which was -28.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1827.9, which was -28.4 lower than the previous day. The implied volatity was 11.22, the open interest changed by 1 which increased total open position to 1
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1856.3, which was -1907.1 lower than the previous day. The implied volatity was 22.52, the open interest changed by -1 which decreased total open position to 0
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 3763.4, 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 28-Apr-2026 (4d) 21750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0
Vega: 0
Theta: 1.89
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23897.95 | 1.25 | -0.10000000000000009 | 33.72 | 7,260 | 415 | 1,043 |
| 23 Apr | 24173.05 | 1.45 | -0.44999999999999996 | 33.86 | 3,384 | 177 | 512 |
| 22 Apr | 24378.10 | 1.5 | -1.4500000000000002 | 33.47 | 3,736 | 37 | 335 |
| 21 Apr | 24576.60 | 2.75 | -2.55 | 35.6 | 684 | -48 | 299 |
| 20 Apr | 24364.85 | 5.4 | 0.7000000000000002 | 33.71 | 481 | -52 | 347 |
| 17 Apr | 24353.55 | 4.95 | -2 | 29.06 | 287 | 83 | 400 |
| 16 Apr | 24196.75 | 7.2 | -3.8999999999999995 | 27.72 | 576 | 58 | 317 |
| 15 Apr | 24231.30 | 10.5 | -19.5 | 28.49 | 720 | 91 | 264 |
| 13 Apr | 23842.65 | 29.8 | 2.6999999999999993 | 28.27 | 439 | -18 | 174 |
| 10 Apr | 24050.60 | 27.25 | -20.6 | 27.57 | 203 | 11 | 176 |
| 9 Apr | 23775.10 | 46.4 | 1.6999999999999957 | 27.44 | 148 | 23 | 164 |
| 8 Apr | 23997.35 | 44.9 | -133.1 | 29.52 | 720 | -16 | 140 |
| 7 Apr | 23123.65 | 174.35 | -42.3 | 31.65 | 842 | -830 | 169 |
| 6 Apr | 22968.25 | 220.8 | -77.15 | 31.82 | 516 | 196 | 231 |
| 2 Apr | 22713.10 | 291.7 | 286.8 | 30.2 | 214 | -3,863 | 93 |
| 1 Apr | 22679.40 | 4.9 | 0 | 4.26 | 0 | -1,726 | 0 |
| 30 Mar | 22331.40 | 4.9 | 0 | 3.03 | 0 | 0 | 0 |
| 27 Mar | 22819.60 | 4.9 | 0 | 4.48 | 0 | 0 | 0 |
| 25 Mar | 23306.45 | 4.9 | 0 | 5.83 | 0 | 0 | 0 |
| 24 Mar | 22912.40 | 4.9 | 0 | 4.71 | 0 | 0 | 0 |
| 23 Mar | 22512.65 | 4.9 | 0 | 3.2 | 0 | 0 | 0 |
| 20 Mar | 23114.50 | 4.9 | 0 | 5.07 | 0 | 0 | 0 |
| 19 Mar | 23002.15 | 4.9 | 0 | 4.9 | 0 | 0 | 0 |
| 18 Mar | 23777.80 | 4.9 | 0 | 6.69 | 0 | 0 | 0 |
| 17 Mar | 23581.15 | 4.9 | 0 | 6.1 | 0 | 0 | 0 |
| 16 Mar | 23408.80 | 4.9 | 0 | 5.51 | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 4.9 | 0 | 4.9 | 0 | 0 | 0 |
| 12 Mar | 23639.15 | 4.9 | 0 | 6.07 | 0 | 0 | 0 |
For Nifty - strike price 21750 expiring on 28APR2026
Delta for 21750 PE is 0
Historical price for 21750 PE is as follows
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 1.25, which was -0.10000000000000009 lower than the previous day. The implied volatity was 33.72, the open interest changed by 415 which increased total open position to 1043
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1.45, which was -0.44999999999999996 lower than the previous day. The implied volatity was 33.86, the open interest changed by 177 which increased total open position to 512
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1.5, which was -1.4500000000000002 lower than the previous day. The implied volatity was 33.47, the open interest changed by 37 which increased total open position to 335
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 2.75, which was -2.55 lower than the previous day. The implied volatity was 35.6, the open interest changed by -48 which decreased total open position to 299
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 5.4, which was 0.7000000000000002 higher than the previous day. The implied volatity was 33.71, the open interest changed by -52 which decreased total open position to 347
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 4.95, which was -2 lower than the previous day. The implied volatity was 29.06, the open interest changed by 83 which increased total open position to 400
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 7.2, which was -3.8999999999999995 lower than the previous day. The implied volatity was 27.72, the open interest changed by 58 which increased total open position to 317
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 10.5, which was -19.5 lower than the previous day. The implied volatity was 28.49, the open interest changed by 91 which increased total open position to 264
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 29.8, which was 2.6999999999999993 higher than the previous day. The implied volatity was 28.27, the open interest changed by -18 which decreased total open position to 174
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 27.25, which was -20.6 lower than the previous day. The implied volatity was 27.57, the open interest changed by 11 which increased total open position to 176
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 46.4, which was 1.6999999999999957 higher than the previous day. The implied volatity was 27.44, the open interest changed by 23 which increased total open position to 164
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 44.9, which was -133.1 lower than the previous day. The implied volatity was 29.52, the open interest changed by -16 which decreased total open position to 140
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 174.35, which was -42.3 lower than the previous day. The implied volatity was 31.65, the open interest changed by -830 which decreased total open position to 169
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 220.8, which was -77.15 lower than the previous day. The implied volatity was 31.82, the open interest changed by 196 which increased total open position to 231
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 291.7, which was 286.8 higher than the previous day. The implied volatity was 30.2, the open interest changed by -3863 which decreased total open position to 93
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 4.9, which was 0 lower than the previous day. The implied volatity was 4.26, the open interest changed by -1726 which decreased total open position to 0
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 4.9, which was 0 lower than the previous day. The implied volatity was 3.03, 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 4.9, which was 0 lower than the previous day. The implied volatity was 4.48, 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 4.9, which was 0 lower than the previous day. The implied volatity was 5.83, 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 4.9, which was 0 lower than the previous day. The implied volatity was 4.71, 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 4.9, which was 0 lower than the previous day. The implied volatity was 3.2, the open interest changed by 0 which decreased total open position to 0
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 4.9, which was 0 lower than the previous day. The implied volatity was 5.07, the open interest changed by 0 which decreased total open position to 0
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 4.9, which was 0 lower than the previous day. The implied volatity was 4.9, the open interest changed by 0 which decreased total open position to 0
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 4.9, which was 0 lower than the previous day. The implied volatity was 6.69, the open interest changed by 0 which decreased total open position to 0
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 4.9, which was 0 lower than the previous day. The implied volatity was 6.1, the open interest changed by 0 which decreased total open position to 0
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 4.9, which was 0 lower than the previous day. The implied volatity was 5.51, the open interest changed by 0 which decreased total open position to 0
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 4.9, which was 0 lower than the previous day. The implied volatity was 4.9, the open interest changed by 0 which decreased total open position to 0
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 4.9, which was 0 lower than the previous day. The implied volatity was 6.07, the open interest changed by 0 which decreased total open position to 0
