NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:30 PM IST
| NIFTY 28-Apr-2026 (4d) 21900 CE | ||||||||||||||||
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Delta: 0.93
Vega: 0.04
Theta: -22.36
Gamma: 0.00009
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23878.45 | 2152.6 | -133 | 56.45 | 8 | 0 | 270 | |||||||||
| 23 Apr | 24173.05 | 2285.6 | -187.8499999999999 | 32.88 | 3 | 0 | 270 | |||||||||
| 22 Apr | 24378.10 | 2473.45 | -61.55000000000018 | 32.76 | 2 | 0 | 270 | |||||||||
| 21 Apr | 24576.60 | 2535 | 0 | 32.14 | 0 | 0 | 270 | |||||||||
| 20 Apr | 24364.85 | 2535 | 245 | 32.14 | 4 | -1 | 272 | |||||||||
| 17 Apr | 24353.55 | 2290 | 0 | 27.94 | 0 | 0 | 273 | |||||||||
| 16 Apr | 24196.75 | 2290 | 145 | 27.94 | 4 | 0 | 273 | |||||||||
| 15 Apr | 24231.30 | 2145 | 0 | - | 0 | 0 | 273 | |||||||||
| 13 Apr | 23842.65 | 2145 | 0 | 20.27 | 0 | 0 | 273 | |||||||||
| 10 Apr | 24050.60 | 2145 | -25 | 20.27 | 6 | -1 | 275 | |||||||||
| 9 Apr | 23775.10 | 2170 | 0 | - | 0 | 0 | 276 | |||||||||
| 8 Apr | 23997.35 | 2170 | 840 | 21.68 | 10 | -1 | 277 | |||||||||
| 7 Apr | 23123.65 | 1330 | -85.65 | 8.56 | 12 | -3 | 278 | |||||||||
| 6 Apr | 22968.25 | 1415.65 | 223.15 | 29.91 | 27 | -3,454 | 283 | |||||||||
| 2 Apr | 22713.10 | 1184.25 | -38.15 | 24.8 | 506 | -30 | 343 | |||||||||
| 1 Apr | 22679.40 | 1221.4 | 153.85 | 25.96 | 77 | -25 | 92 | |||||||||
| 30 Mar | 22331.40 | 1089.35 | -287.3 | 28.89 | 182 | 107 | 107 | |||||||||
| 27 Mar | 22819.60 | 1376.65 | -12.75 | 25.33 | 4 | 20 | 20 | |||||||||
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| 25 Mar | 23306.45 | 1389.4 | -235.6 | - | 0 | 17 | 18 | |||||||||
| 24 Mar | 22912.40 | 1389.4 | -235.6 | 19.33 | 10 | 8 | 16 | |||||||||
| 23 Mar | 22512.65 | 1629.05 | -120.55 | - | 0 | 8 | 8 | |||||||||
| 20 Mar | 23114.50 | 1629.05 | -120.55 | - | 0 | 0 | 8 | |||||||||
| 19 Mar | 23002.15 | 1629.05 | -120.55 | 23.43 | 11 | 2 | 2 | |||||||||
| 18 Mar | 23777.80 | 1749.6 | 13.65 | - | 0 | 0 | 2 | |||||||||
| 17 Mar | 23581.15 | 1749.6 | 13.65 | - | 1 | 1 | 2 | |||||||||
| 16 Mar | 23408.80 | 1749.6 | 13.65 | 15.12 | 1 | 1 | 1 | |||||||||
| 13 Mar | 23151.10 | 1735.95 | -1881.45 | 22.48 | 1 | -1 | 0 | |||||||||
| 12 Mar | 23639.15 | 3617.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 21900 expiring on 28APR2026
Delta for 21900 CE is 0.93
Historical price for 21900 CE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 2152.6, which was -133 lower than the previous day. The implied volatity was 56.45, the open interest changed by 0 which decreased total open position to 270
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 2285.6, which was -187.8499999999999 lower than the previous day. The implied volatity was 32.88, the open interest changed by 0 which decreased total open position to 270
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 2473.45, which was -61.55000000000018 lower than the previous day. The implied volatity was 32.76, the open interest changed by 0 which decreased total open position to 270
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 2535, which was 0 lower than the previous day. The implied volatity was 32.14, the open interest changed by 0 which decreased total open position to 270
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 2535, which was 245 higher than the previous day. The implied volatity was 32.14, the open interest changed by -1 which decreased total open position to 272
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 2290, which was 0 lower than the previous day. The implied volatity was 27.94, the open interest changed by 0 which decreased total open position to 273
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 2290, which was 145 higher than the previous day. The implied volatity was 27.94, the open interest changed by 0 which decreased total open position to 273
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 2145, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 273
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 2145, which was 0 lower than the previous day. The implied volatity was 20.27, the open interest changed by 0 which decreased total open position to 273
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 2145, which was -25 lower than the previous day. The implied volatity was 20.27, the open interest changed by -1 which decreased total open position to 275
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 2170, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 276
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 2170, which was 840 higher than the previous day. The implied volatity was 21.68, the open interest changed by -1 which decreased total open position to 277
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1330, which was -85.65 lower than the previous day. The implied volatity was 8.56, the open interest changed by -3 which decreased total open position to 278
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1415.65, which was 223.15 higher than the previous day. The implied volatity was 29.91, the open interest changed by -3454 which decreased total open position to 283
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1184.25, which was -38.15 lower than the previous day. The implied volatity was 24.8, the open interest changed by -30 which decreased total open position to 343
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1221.4, which was 153.85 higher than the previous day. The implied volatity was 25.96, the open interest changed by -25 which decreased total open position to 92
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1089.35, which was -287.3 lower than the previous day. The implied volatity was 28.89, the open interest changed by 107 which increased total open position to 107
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1376.65, which was -12.75 lower than the previous day. The implied volatity was 25.33, the open interest changed by 20 which increased total open position to 20
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1389.4, which was -235.6 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 18
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1389.4, which was -235.6 lower than the previous day. The implied volatity was 19.33, the open interest changed by 8 which increased total open position to 16
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1629.05, which was -120.55 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1629.05, which was -120.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1629.05, which was -120.55 lower than the previous day. The implied volatity was 23.43, 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 1749.6, which was 13.65 higher 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 1749.6, which was 13.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1749.6, which was 13.65 higher than the previous day. The implied volatity was 15.12, 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 1735.95, which was -1881.45 lower than the previous day. The implied volatity was 22.48, 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 3617.4, 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) 21900 PE | |||||||
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Delta: -0.01
Vega: 0
Theta: 1.7
Gamma: 0.00002
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23878.45 | 1.55 | 0.10000000000000009 | 31.47 | 12,730 | 70 | 6,408 |
| 23 Apr | 24173.05 | 1.45 | -0.55 | 31.92 | 21,883 | -367 | 6,335 |
| 22 Apr | 24378.10 | 1.75 | -1.4500000000000002 | 32.25 | 16,165 | 735 | 6,702 |
| 21 Apr | 24576.60 | 2.9 | -3.15 | 34.02 | 11,669 | 42 | 6,046 |
| 20 Apr | 24364.85 | 6.5 | 1.0999999999999996 | 32.82 | 10,698 | 643 | 6,004 |
| 17 Apr | 24353.55 | 5 | -3.9000000000000004 | 27.58 | 20,175 | -593 | 5,361 |
| 16 Apr | 24196.75 | 8.75 | -4.699999999999999 | 26.97 | 16,409 | -1,446 | 5,976 |
| 15 Apr | 24231.30 | 12.95 | -23.150000000000002 | 27.94 | 15,672 | 2,053 | 7,422 |
| 13 Apr | 23842.65 | 35.85 | 4.600000000000001 | 27.6 | 9,107 | 1,464 | 5,421 |
| 10 Apr | 24050.60 | 33.05 | -21.35 | 27.06 | 11,015 | 2,462 | 3,967 |
| 9 Apr | 23775.10 | 54.55 | 3.799999999999997 | 26.77 | 1,690 | 188 | 1,518 |
| 8 Apr | 23997.35 | 48.4 | -152.3 | 28.46 | 6,145 | -402 | 1,365 |
| 7 Apr | 23123.65 | 196.1 | -49.5 | 30.99 | 2,646 | 102 | 1,718 |
| 6 Apr | 22968.25 | 248.15 | -78.05 | 31.27 | 2,300 | 1,567 | 1,618 |
| 2 Apr | 22713.10 | 323 | 4.2 | 29.57 | 3,497 | -8,988 | 1,618 |
| 1 Apr | 22679.40 | 311.65 | -210.25 | 28.57 | 1,762 | 986 | 986 |
| 30 Mar | 22331.40 | 490 | 94 | 31.18 | 2,697 | 157 | 787 |
| 27 Mar | 22819.60 | 394.7 | 144.8 | 31.99 | 1,268 | 622 | 622 |
| 25 Mar | 23306.45 | 246 | 54.4 | 29.51 | 676 | -442 | 279 |
| 24 Mar | 22912.40 | 191.6 | 185 | 22.98 | 1 | -225 | 0 |
| 23 Mar | 22512.65 | 6.6 | 0 | 2.73 | 0 | -115 | 0 |
| 20 Mar | 23114.50 | 6.6 | 0 | 4.61 | 0 | -82 | 0 |
| 19 Mar | 23002.15 | 6.6 | 0 | 4.45 | 0 | 0 | 0 |
| 18 Mar | 23777.80 | 6.6 | 0 | 6.26 | 0 | 0 | 0 |
| 17 Mar | 23581.15 | 6.6 | 0 | 5.67 | 0 | 0 | 0 |
| 16 Mar | 23408.80 | 6.6 | 0 | 5.08 | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 6.6 | 0 | 4.48 | 0 | 0 | 0 |
| 12 Mar | 23639.15 | 6.6 | 0 | 5.66 | 0 | 0 | 0 |
For Nifty - strike price 21900 expiring on 28APR2026
Delta for 21900 PE is -0.01
Historical price for 21900 PE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 1.55, which was 0.10000000000000009 higher than the previous day. The implied volatity was 31.47, the open interest changed by 70 which increased total open position to 6408
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1.45, which was -0.55 lower than the previous day. The implied volatity was 31.92, the open interest changed by -367 which decreased total open position to 6335
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1.75, which was -1.4500000000000002 lower than the previous day. The implied volatity was 32.25, the open interest changed by 735 which increased total open position to 6702
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 2.9, which was -3.15 lower than the previous day. The implied volatity was 34.02, the open interest changed by 42 which increased total open position to 6046
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 6.5, which was 1.0999999999999996 higher than the previous day. The implied volatity was 32.82, the open interest changed by 643 which increased total open position to 6004
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 5, which was -3.9000000000000004 lower than the previous day. The implied volatity was 27.58, the open interest changed by -593 which decreased total open position to 5361
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 8.75, which was -4.699999999999999 lower than the previous day. The implied volatity was 26.97, the open interest changed by -1446 which decreased total open position to 5976
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 12.95, which was -23.150000000000002 lower than the previous day. The implied volatity was 27.94, the open interest changed by 2053 which increased total open position to 7422
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 35.85, which was 4.600000000000001 higher than the previous day. The implied volatity was 27.6, the open interest changed by 1464 which increased total open position to 5421
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 33.05, which was -21.35 lower than the previous day. The implied volatity was 27.06, the open interest changed by 2462 which increased total open position to 3967
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 54.55, which was 3.799999999999997 higher than the previous day. The implied volatity was 26.77, the open interest changed by 188 which increased total open position to 1518
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 48.4, which was -152.3 lower than the previous day. The implied volatity was 28.46, the open interest changed by -402 which decreased total open position to 1365
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 196.1, which was -49.5 lower than the previous day. The implied volatity was 30.99, the open interest changed by 102 which increased total open position to 1718
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 248.15, which was -78.05 lower than the previous day. The implied volatity was 31.27, the open interest changed by 1567 which increased total open position to 1618
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 323, which was 4.2 higher than the previous day. The implied volatity was 29.57, the open interest changed by -8988 which decreased total open position to 1618
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 311.65, which was -210.25 lower than the previous day. The implied volatity was 28.57, the open interest changed by 986 which increased total open position to 986
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 490, which was 94 higher than the previous day. The implied volatity was 31.18, the open interest changed by 157 which increased total open position to 787
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 394.7, which was 144.8 higher than the previous day. The implied volatity was 31.99, the open interest changed by 622 which increased total open position to 622
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 246, which was 54.4 higher than the previous day. The implied volatity was 29.51, the open interest changed by -442 which decreased total open position to 279
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 191.6, which was 185 higher than the previous day. The implied volatity was 22.98, the open interest changed by -225 which decreased total open position to 0
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 6.6, which was 0 lower than the previous day. The implied volatity was 2.73, the open interest changed by -115 which decreased total open position to 0
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 6.6, which was 0 lower than the previous day. The implied volatity was 4.61, the open interest changed by -82 which decreased total open position to 0
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 6.6, which was 0 lower than the previous day. The implied volatity was 4.45, 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 6.6, which was 0 lower than the previous day. The implied volatity was 6.26, 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 6.6, which was 0 lower than the previous day. The implied volatity was 5.67, 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 6.6, which was 0 lower than the previous day. The implied volatity was 5.08, 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 6.6, 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 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 6.6, which was 0 lower than the previous day. The implied volatity was 5.66, the open interest changed by 0 which decreased total open position to 0
