NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:28 PM IST
| NIFTY 28-Apr-2026 (4d) 21850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.99
Vega: 0.01
Theta: -3.54
Gamma: 0.00003
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23871.95 | 2152.85 | -196.6500000000001 | 37.5 | 2 | 0 | 45 | |||||||||
| 23 Apr | 24173.05 | 2349.5 | 189.05000000000018 | 33.68 | 10 | 9 | 46 | |||||||||
| 22 Apr | 24378.10 | 2160.45 | 0 | - | 0 | 0 | 37 | |||||||||
|
|
||||||||||||||||
| 21 Apr | 24576.60 | 2160.45 | 0 | - | 0 | 0 | 37 | |||||||||
| 20 Apr | 24364.85 | 2160.45 | 0 | - | 0 | 0 | 37 | |||||||||
| 17 Apr | 24353.55 | 2160.45 | 0 | - | 0 | 0 | 37 | |||||||||
| 16 Apr | 24196.75 | 2160.45 | 0 | - | 0 | 0 | 37 | |||||||||
| 15 Apr | 24231.30 | 2160.45 | 0 | - | 0 | 0 | 37 | |||||||||
| 13 Apr | 23842.65 | 2160.45 | 0 | 26.29 | 0 | 0 | 37 | |||||||||
| 10 Apr | 24050.60 | 2160.45 | 0 | 26.29 | 1 | 0 | 38 | |||||||||
| 9 Apr | 23775.10 | 2160.45 | 0 | - | 0 | 0 | 38 | |||||||||
| 8 Apr | 23997.35 | 2160.45 | 715.45 | 23.42 | 40 | 5 | 21 | |||||||||
| 7 Apr | 23123.65 | 1445 | 39.05 | 18.76 | 1 | 5 | 22 | |||||||||
| 6 Apr | 22968.25 | 1405.95 | 249.2 | 27.04 | 7 | 22 | 22 | |||||||||
| 2 Apr | 22713.10 | 1156.75 | -89.95 | 21.24 | 14 | 2 | 25 | |||||||||
| 1 Apr | 22679.40 | 1246.7 | 157.65 | 25.42 | 10 | 21 | 23 | |||||||||
| 30 Mar | 22331.40 | 1100 | -183.9 | 27.99 | 26 | 23 | 25 | |||||||||
| 27 Mar | 22819.60 | 1283.9 | -1024.1 | - | 0 | 9 | 10 | |||||||||
| 25 Mar | 23306.45 | 1283.9 | -1024.1 | - | 0 | 10 | 10 | |||||||||
| 24 Mar | 22912.40 | 1283.9 | -1024.1 | - | 0 | 10 | 10 | |||||||||
| 23 Mar | 22512.65 | 1283.9 | -1024.1 | 28.27 | 8 | 1 | 2 | |||||||||
| 20 Mar | 23114.50 | 2308 | 514.15 | - | 0 | 0 | 2 | |||||||||
| 19 Mar | 23002.15 | 2308 | 514.15 | - | 2 | 1 | 2 | |||||||||
| 18 Mar | 23777.80 | 2308 | 514.15 | 26.73 | 2 | 1 | 2 | |||||||||
| 17 Mar | 23581.15 | 1793.85 | 15.3 | - | 1 | 2 | 2 | |||||||||
| 16 Mar | 23408.80 | 1793.85 | 15.3 | 14.95 | 1 | 0 | 1 | |||||||||
| 13 Mar | 23151.10 | 1778.55 | -1887.45 | 22.63 | 1 | 0 | 0 | |||||||||
| 12 Mar | 23639.15 | 3666 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 21850 expiring on 28APR2026
Delta for 21850 CE is 0.99
Historical price for 21850 CE is as follows
On 24 Apr NIFTY was trading at 23871.95. The strike last trading price was 2152.85, which was -196.6500000000001 lower than the previous day. The implied volatity was 37.5, the open interest changed by 0 which decreased total open position to 45
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 2349.5, which was 189.05000000000018 higher than the previous day. The implied volatity was 33.68, the open interest changed by 9 which increased total open position to 46
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 2160.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 2160.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 2160.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 2160.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 2160.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 2160.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 2160.45, which was 0 lower than the previous day. The implied volatity was 26.29, the open interest changed by 0 which decreased total open position to 37
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 2160.45, which was 0 lower than the previous day. The implied volatity was 26.29, the open interest changed by 0 which decreased total open position to 38
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 2160.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 2160.45, which was 715.45 higher than the previous day. The implied volatity was 23.42, the open interest changed by 5 which increased total open position to 21
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1445, which was 39.05 higher than the previous day. The implied volatity was 18.76, the open interest changed by 5 which increased total open position to 22
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1405.95, which was 249.2 higher than the previous day. The implied volatity was 27.04, the open interest changed by 22 which increased total open position to 22
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1156.75, which was -89.95 lower than the previous day. The implied volatity was 21.24, the open interest changed by 2 which increased total open position to 25
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1246.7, which was 157.65 higher than the previous day. The implied volatity was 25.42, the open interest changed by 21 which increased total open position to 23
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1100, which was -183.9 lower than the previous day. The implied volatity was 27.99, the open interest changed by 23 which increased total open position to 25
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1283.9, which was -1024.1 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 10
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1283.9, which was -1024.1 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1283.9, which was -1024.1 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1283.9, which was -1024.1 lower than the previous day. The implied volatity was 28.27, the open interest changed by 1 which increased total open position to 2
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 2308, which was 514.15 higher 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 2308, which was 514.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 2308, which was 514.15 higher than the previous day. The implied volatity was 26.73, the open interest changed by 1 which increased total open position to 2
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1793.85, which was 15.3 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1793.85, which was 15.3 higher than the previous day. The implied volatity was 14.95, the open interest changed by 0 which decreased total open position to 1
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1778.55, which was -1887.45 lower than the previous day. The implied volatity was 22.63, 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 3666, 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) 21850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0
Theta: 1.77
Gamma: 0.00002
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23871.95 | 1.45 | 0.1499999999999999 | 31.95 | 3,304 | 187 | 1,082 |
| 23 Apr | 24173.05 | 1.35 | -0.44999999999999996 | 32.29 | 10,190 | 64 | 904 |
| 22 Apr | 24378.10 | 1.6 | -1.4499999999999997 | 32.52 | 2,595 | -13 | 840 |
| 21 Apr | 24576.60 | 2.8 | -3.1500000000000004 | 34.49 | 1,383 | 7 | 861 |
| 20 Apr | 24364.85 | 5.95 | 0.7999999999999998 | 33.05 | 1,780 | -40 | 850 |
| 17 Apr | 24353.55 | 4.9 | -3.3499999999999996 | 27.99 | 961 | 278 | 892 |
| 16 Apr | 24196.75 | 8.45 | -4.100000000000001 | 27.35 | 3,466 | 12 | 615 |
| 15 Apr | 24231.30 | 12.65 | -21.35 | 28.32 | 1,284 | 323 | 613 |
| 13 Apr | 23842.65 | 33.1 | 3.6000000000000014 | 27.75 | 640 | 114 | 283 |
| 10 Apr | 24050.60 | 31.05 | -20.999999999999996 | 27.24 | 323 | 35 | 169 |
| 9 Apr | 23775.10 | 51.1 | 2.200000000000003 | 27.06 | 174 | 6 | 130 |
| 8 Apr | 23997.35 | 47.35 | -145.15 | 28.82 | 495 | -14,352 | 131 |
| 7 Apr | 23123.65 | 190.55 | -47.35 | 31.36 | 623 | -555 | 137 |
| 6 Apr | 22968.25 | 239.7 | -70.4 | 31.51 | 330 | -8,000 | 143 |
| 2 Apr | 22713.10 | 315.9 | 309.9 | 29.96 | 93 | 47 | 47 |
| 1 Apr | 22679.40 | 6 | 0 | 3.89 | 0 | 0 | 0 |
| 30 Mar | 22331.40 | 6 | 0 | 2.65 | 0 | -418 | 0 |
| 27 Mar | 22819.60 | 6 | 0 | 4.14 | 0 | -22 | 0 |
| 25 Mar | 23306.45 | 6 | 0 | 5.49 | 0 | 0 | 0 |
| 24 Mar | 22912.40 | 6 | 0 | 4.36 | 0 | 0 | 0 |
| 23 Mar | 22512.65 | 6 | 0 | 2.88 | 0 | 0 | 0 |
| 20 Mar | 23114.50 | 6 | 0 | 4.75 | 0 | 0 | 0 |
| 19 Mar | 23002.15 | 6 | 0 | 4.6 | 0 | 0 | 0 |
| 18 Mar | 23777.80 | 6 | 0 | 6.41 | 0 | 0 | 0 |
| 17 Mar | 23581.15 | 6 | 0 | 5.81 | 0 | 0 | 0 |
| 16 Mar | 23408.80 | 6 | 0 | 5.22 | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 6 | 0 | 4.62 | 0 | 0 | 0 |
| 12 Mar | 23639.15 | 6 | 0 | 5.79 | 0 | 0 | 0 |
For Nifty - strike price 21850 expiring on 28APR2026
Delta for 21850 PE is -0.01
Historical price for 21850 PE is as follows
On 24 Apr NIFTY was trading at 23871.95. The strike last trading price was 1.45, which was 0.1499999999999999 higher than the previous day. The implied volatity was 31.95, the open interest changed by 187 which increased total open position to 1082
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1.35, which was -0.44999999999999996 lower than the previous day. The implied volatity was 32.29, the open interest changed by 64 which increased total open position to 904
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1.6, which was -1.4499999999999997 lower than the previous day. The implied volatity was 32.52, the open interest changed by -13 which decreased total open position to 840
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 2.8, which was -3.1500000000000004 lower than the previous day. The implied volatity was 34.49, the open interest changed by 7 which increased total open position to 861
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 5.95, which was 0.7999999999999998 higher than the previous day. The implied volatity was 33.05, the open interest changed by -40 which decreased total open position to 850
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 4.9, which was -3.3499999999999996 lower than the previous day. The implied volatity was 27.99, the open interest changed by 278 which increased total open position to 892
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 8.45, which was -4.100000000000001 lower than the previous day. The implied volatity was 27.35, the open interest changed by 12 which increased total open position to 615
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 12.65, which was -21.35 lower than the previous day. The implied volatity was 28.32, the open interest changed by 323 which increased total open position to 613
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 33.1, which was 3.6000000000000014 higher than the previous day. The implied volatity was 27.75, the open interest changed by 114 which increased total open position to 283
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 31.05, which was -20.999999999999996 lower than the previous day. The implied volatity was 27.24, the open interest changed by 35 which increased total open position to 169
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 51.1, which was 2.200000000000003 higher than the previous day. The implied volatity was 27.06, the open interest changed by 6 which increased total open position to 130
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 47.35, which was -145.15 lower than the previous day. The implied volatity was 28.82, the open interest changed by -14352 which decreased total open position to 131
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 190.55, which was -47.35 lower than the previous day. The implied volatity was 31.36, the open interest changed by -555 which decreased total open position to 137
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 239.7, which was -70.4 lower than the previous day. The implied volatity was 31.51, the open interest changed by -8000 which decreased total open position to 143
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 315.9, which was 309.9 higher than the previous day. The implied volatity was 29.96, the open interest changed by 47 which increased total open position to 47
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 3.89, 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 6, which was 0 lower than the previous day. The implied volatity was 2.65, the open interest changed by -418 which decreased total open position to 0
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 4.14, the open interest changed by -22 which decreased total open position to 0
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 5.49, 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 6, which was 0 lower than the previous day. The implied volatity was 4.36, 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 6, which was 0 lower than the previous day. The implied volatity was 2.88, 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 6, 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 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 4.6, 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 6, which was 0 lower than the previous day. The implied volatity was 6.41, 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 6, which was 0 lower than the previous day. The implied volatity was 5.81, 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 6, which was 0 lower than the previous day. The implied volatity was 5.22, 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 6, which was 0 lower than the previous day. The implied volatity was 4.62, 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 6, which was 0 lower than the previous day. The implied volatity was 5.79, the open interest changed by 0 which decreased total open position to 0
