NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 04:10 PM IST
| NIFTY 28-Apr-2026 (4d) 21800 CE | ||||||||||||||||
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Delta: 0.99
Vega: 0.01
Theta: -3.89
Gamma: 0.00003
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23897.95 | 2110 | -240 | 38.21 | 4 | 0 | 131 | |||||||||
| 23 Apr | 24173.05 | 2350 | -240 | 33.07 | 11 | 0 | 132 | |||||||||
| 22 Apr | 24378.10 | 2590 | -180 | 34.34 | 1 | 0 | 132 | |||||||||
| 21 Apr | 24576.60 | 2770 | 138 | 35.4 | 1 | 0 | 133 | |||||||||
| 20 Apr | 24364.85 | 2632 | 136.25 | 33.2 | 25 | -6 | 136 | |||||||||
| 17 Apr | 24353.55 | 2495.75 | 34.65000000000009 | 28.01 | 10 | -9 | 143 | |||||||||
| 16 Apr | 24196.75 | 2461.1 | 0 | 28.93 | 0 | 0 | 152 | |||||||||
| 15 Apr | 24231.30 | 2461.1 | 472.04999999999995 | 28.93 | 4 | -3 | 153 | |||||||||
| 13 Apr | 23842.65 | 1856.85 | -478.1500000000001 | 28.07 | 26 | -2 | 141 | |||||||||
| 10 Apr | 24050.60 | 2335 | 263.25 | 21.18 | 4 | -1 | 144 | |||||||||
| 9 Apr | 23775.10 | 2071.75 | -170.75 | 23.6 | 42 | 1 | 145 | |||||||||
| 8 Apr | 23997.35 | 2242.5 | 853.45 | 19.48 | 32 | 128 | 144 | |||||||||
| 7 Apr | 23123.65 | 1389.05 | 176.05 | 13.67 | 8 | 49 | 157 | |||||||||
| 6 Apr | 22968.25 | 1213 | -48.4 | 7.4 | 23 | -4 | 157 | |||||||||
| 2 Apr | 22713.10 | 1275 | -28.6 | 25.73 | 258 | -182 | 155 | |||||||||
| 1 Apr | 22679.40 | 1303.6 | 173.4 | 26.46 | 79 | 116 | 116 | |||||||||
| 30 Mar | 22331.40 | 1156.45 | -333.55 | 29.06 | 246 | 99 | 114 | |||||||||
| 27 Mar | 22819.60 | 1490 | 45 | 27.25 | 4 | 12 | 12 | |||||||||
| 25 Mar | 23306.45 | 1445 | 124.8 | - | 0 | 12 | 12 | |||||||||
| 24 Mar | 22912.40 | 1445 | 124.8 | 17.6 | 1 | 0 | 11 | |||||||||
| 23 Mar | 22512.65 | 1320.2 | -532.7 | 28.42 | 10 | 9 | 10 | |||||||||
| 20 Mar | 23114.50 | 1852.9 | -1861.8 | - | 0 | 1 | 1 | |||||||||
| 19 Mar | 23002.15 | 1852.9 | -1861.8 | - | 0 | 1 | 1 | |||||||||
| 18 Mar | 23777.80 | 1852.9 | -1861.8 | - | 0 | 0 | 1 | |||||||||
| 17 Mar | 23581.15 | 1852.9 | -1861.8 | - | 1 | 0 | 1 | |||||||||
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| 16 Mar | 23408.80 | 1852.9 | -1861.8 | - | 1 | 0 | 0 | |||||||||
| 13 Mar | 23151.10 | 1852.9 | -1861.8 | 24.53 | 1 | 0 | 0 | |||||||||
| 12 Mar | 23639.15 | 3714.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 21800 expiring on 28APR2026
Delta for 21800 CE is 0.99
Historical price for 21800 CE is as follows
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 2110, which was -240 lower than the previous day. The implied volatity was 38.21, the open interest changed by 0 which decreased total open position to 131
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 2350, which was -240 lower than the previous day. The implied volatity was 33.07, the open interest changed by 0 which decreased total open position to 132
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 2590, which was -180 lower than the previous day. The implied volatity was 34.34, the open interest changed by 0 which decreased total open position to 132
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 2770, which was 138 higher than the previous day. The implied volatity was 35.4, the open interest changed by 0 which decreased total open position to 133
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 2632, which was 136.25 higher than the previous day. The implied volatity was 33.2, the open interest changed by -6 which decreased total open position to 136
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 2495.75, which was 34.65000000000009 higher than the previous day. The implied volatity was 28.01, the open interest changed by -9 which decreased total open position to 143
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 2461.1, which was 0 lower than the previous day. The implied volatity was 28.93, the open interest changed by 0 which decreased total open position to 152
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 2461.1, which was 472.04999999999995 higher than the previous day. The implied volatity was 28.93, the open interest changed by -3 which decreased total open position to 153
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1856.85, which was -478.1500000000001 lower than the previous day. The implied volatity was 28.07, the open interest changed by -2 which decreased total open position to 141
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 2335, which was 263.25 higher than the previous day. The implied volatity was 21.18, the open interest changed by -1 which decreased total open position to 144
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 2071.75, which was -170.75 lower than the previous day. The implied volatity was 23.6, the open interest changed by 1 which increased total open position to 145
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 2242.5, which was 853.45 higher than the previous day. The implied volatity was 19.48, the open interest changed by 128 which increased total open position to 144
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1389.05, which was 176.05 higher than the previous day. The implied volatity was 13.67, the open interest changed by 49 which increased total open position to 157
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1213, which was -48.4 lower than the previous day. The implied volatity was 7.4, the open interest changed by -4 which decreased total open position to 157
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1275, which was -28.6 lower than the previous day. The implied volatity was 25.73, the open interest changed by -182 which decreased total open position to 155
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1303.6, which was 173.4 higher than the previous day. The implied volatity was 26.46, the open interest changed by 116 which increased total open position to 116
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1156.45, which was -333.55 lower than the previous day. The implied volatity was 29.06, the open interest changed by 99 which increased total open position to 114
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1490, which was 45 higher than the previous day. The implied volatity was 27.25, the open interest changed by 12 which increased total open position to 12
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1445, which was 124.8 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 12
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1445, which was 124.8 higher than the previous day. The implied volatity was 17.6, the open interest changed by 0 which decreased total open position to 11
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1320.2, which was -532.7 lower than the previous day. The implied volatity was 28.42, the open interest changed by 9 which increased total open position to 10
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1852.9, which was -1861.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1852.9, which was -1861.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1852.9, which was -1861.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1852.9, which was -1861.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1852.9, which was -1861.8 lower than the previous day. The implied volatity was -, 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 1852.9, which was -1861.8 lower than the previous day. The implied volatity was 24.53, 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 3714.7, 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) 21800 PE | |||||||
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Delta: 0
Vega: 0
Theta: 1.95
Gamma: 0.00002
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23897.95 | 1.2 | -0.19999999999999996 | 32.78 | 32,329 | 1,514 | 12,865 |
| 23 Apr | 24173.05 | 1.4 | -0.4500000000000002 | 33.11 | 30,375 | -409 | 11,344 |
| 22 Apr | 24378.10 | 1.6 | -1.5 | 33.15 | 31,759 | 3,401 | 12,033 |
| 21 Apr | 24576.60 | 3 | -2.55 | 35.43 | 16,582 | 510 | 8,703 |
| 20 Apr | 24364.85 | 5.65 | 0.6500000000000004 | 33.41 | 15,656 | -903 | 8,233 |
| 17 Apr | 24353.55 | 5.05 | -2.8 | 28.63 | 15,956 | 2,225 | 9,194 |
| 16 Apr | 24196.75 | 7.9 | -4.1 | 27.62 | 19,436 | 2,207 | 6,984 |
| 15 Apr | 24231.30 | 11.3 | -20.45 | 28.36 | 13,828 | -290 | 4,726 |
| 13 Apr | 23842.65 | 30.45 | 2.599999999999998 | 27.75 | 9,516 | 2,162 | 5,049 |
| 10 Apr | 24050.60 | 27.85 | -21.85 | 27.12 | 4,302 | 164 | 2,889 |
| 9 Apr | 23775.10 | 48.9 | 1.8500000000000014 | 27.14 | 4,863 | 439 | 2,733 |
| 8 Apr | 23997.35 | 43.85 | -139.75 | 28.85 | 10,523 | -1,267 | 2,395 |
| 7 Apr | 23123.65 | 185.05 | -42.05 | 31.69 | 5,952 | 724 | 3,756 |
| 6 Apr | 22968.25 | 227.4 | -78.5 | 31.5 | 5,806 | -549 | 3,051 |
| 2 Apr | 22713.10 | 300 | 6.45 | 29.9 | 5,687 | -13,224 | 2,933 |
| 1 Apr | 22679.40 | 285 | -199.35 | 28.71 | 4,560 | -8,928 | 2,444 |
| 30 Mar | 22331.40 | 467.05 | 92.15 | 31.8 | 4,876 | 646 | 1,836 |
| 27 Mar | 22819.60 | 379.4 | 146.55 | 32.64 | 1,817 | 1,073 | 1,073 |
| 25 Mar | 23306.45 | 233.5 | -77.5 | 30.03 | 2,056 | -1,402 | 702 |
| 24 Mar | 22912.40 | 314.6 | 115.6 | 29.93 | 1,481 | 275 | 275 |
| 23 Mar | 22512.65 | 199 | 193.55 | 19.37 | 2 | 1 | 1 |
| 20 Mar | 23114.50 | 5.45 | 0 | 4.92 | 0 | 0 | 0 |
| 19 Mar | 23002.15 | 5.45 | 0 | 4.75 | 0 | 0 | 0 |
| 18 Mar | 23777.80 | 5.45 | 0 | 6.54 | 0 | 0 | 0 |
| 17 Mar | 23581.15 | 5.45 | 0 | 5.96 | 0 | 0 | 0 |
| 16 Mar | 23408.80 | 5.45 | 0 | 5.37 | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 5.45 | 0 | 4.76 | 0 | 0 | 0 |
| 12 Mar | 23639.15 | 5.45 | 0 | 5.93 | 0 | 0 | 0 |
For Nifty - strike price 21800 expiring on 28APR2026
Delta for 21800 PE is 0
Historical price for 21800 PE is as follows
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 1.2, which was -0.19999999999999996 lower than the previous day. The implied volatity was 32.78, the open interest changed by 1514 which increased total open position to 12865
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1.4, which was -0.4500000000000002 lower than the previous day. The implied volatity was 33.11, the open interest changed by -409 which decreased total open position to 11344
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1.6, which was -1.5 lower than the previous day. The implied volatity was 33.15, the open interest changed by 3401 which increased total open position to 12033
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 3, which was -2.55 lower than the previous day. The implied volatity was 35.43, the open interest changed by 510 which increased total open position to 8703
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 5.65, which was 0.6500000000000004 higher than the previous day. The implied volatity was 33.41, the open interest changed by -903 which decreased total open position to 8233
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 5.05, which was -2.8 lower than the previous day. The implied volatity was 28.63, the open interest changed by 2225 which increased total open position to 9194
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 7.9, which was -4.1 lower than the previous day. The implied volatity was 27.62, the open interest changed by 2207 which increased total open position to 6984
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 11.3, which was -20.45 lower than the previous day. The implied volatity was 28.36, the open interest changed by -290 which decreased total open position to 4726
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 30.45, which was 2.599999999999998 higher than the previous day. The implied volatity was 27.75, the open interest changed by 2162 which increased total open position to 5049
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 27.85, which was -21.85 lower than the previous day. The implied volatity was 27.12, the open interest changed by 164 which increased total open position to 2889
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 48.9, which was 1.8500000000000014 higher than the previous day. The implied volatity was 27.14, the open interest changed by 439 which increased total open position to 2733
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 43.85, which was -139.75 lower than the previous day. The implied volatity was 28.85, the open interest changed by -1267 which decreased total open position to 2395
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 185.05, which was -42.05 lower than the previous day. The implied volatity was 31.69, the open interest changed by 724 which increased total open position to 3756
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 227.4, which was -78.5 lower than the previous day. The implied volatity was 31.5, the open interest changed by -549 which decreased total open position to 3051
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 300, which was 6.45 higher than the previous day. The implied volatity was 29.9, the open interest changed by -13224 which decreased total open position to 2933
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 285, which was -199.35 lower than the previous day. The implied volatity was 28.71, the open interest changed by -8928 which decreased total open position to 2444
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 467.05, which was 92.15 higher than the previous day. The implied volatity was 31.8, the open interest changed by 646 which increased total open position to 1836
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 379.4, which was 146.55 higher than the previous day. The implied volatity was 32.64, the open interest changed by 1073 which increased total open position to 1073
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 233.5, which was -77.5 lower than the previous day. The implied volatity was 30.03, the open interest changed by -1402 which decreased total open position to 702
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 314.6, which was 115.6 higher than the previous day. The implied volatity was 29.93, the open interest changed by 275 which increased total open position to 275
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 199, which was 193.55 higher than the previous day. The implied volatity was 19.37, the open interest changed by 1 which increased total open position to 1
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 5.45, which was 0 lower than the previous day. The implied volatity was 4.92, 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 5.45, which was 0 lower than the previous day. The implied volatity was 4.75, 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 5.45, which was 0 lower than the previous day. The implied volatity was 6.54, 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 5.45, which was 0 lower than the previous day. The implied volatity was 5.96, 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 5.45, which was 0 lower than the previous day. The implied volatity was 5.37, 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 5.45, which was 0 lower than the previous day. The implied volatity was 4.76, 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 5.45, which was 0 lower than the previous day. The implied volatity was 5.93, the open interest changed by 0 which decreased total open position to 0
