NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:29 PM IST
| NIFTY 28-Apr-2026 (4d) 21950 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23869.65 | 1753.8 | 0 | - | 0 | 0 | 19 | |||||||||
| 23 Apr | 24173.05 | 1753.8 | 0 | - | 0 | 0 | 19 | |||||||||
| 22 Apr | 24378.10 | 1753.8 | 0 | - | 0 | 0 | 19 | |||||||||
| 21 Apr | 24576.60 | 1753.8 | 0 | - | 0 | 0 | 19 | |||||||||
| 20 Apr | 24364.85 | 1753.8 | 0 | - | 0 | 0 | 19 | |||||||||
| 17 Apr | 24353.55 | 1753.8 | 0 | - | 0 | 0 | 19 | |||||||||
| 16 Apr | 24196.75 | 1753.8 | 0 | - | 0 | 0 | 19 | |||||||||
| 15 Apr | 24231.30 | 1753.8 | 0 | - | 0 | 0 | 19 | |||||||||
| 13 Apr | 23842.65 | 1753.8 | -352.95000000000005 | 30 | 8 | 0 | 27 | |||||||||
| 10 Apr | 24050.60 | 2106.75 | 269.5 | 25.57 | 7 | 2 | 35 | |||||||||
| 9 Apr | 23775.10 | 1837.25 | 468.75 | 26.95 | 1 | 0 | 32 | |||||||||
| 8 Apr | 23997.35 | 1371.65 | 412.65 | - | 0 | 0 | 32 | |||||||||
| 7 Apr | 23123.65 | 1371.65 | 412.65 | - | 0 | 0 | 32 | |||||||||
| 6 Apr | 22968.25 | 1371.65 | 412.65 | 29.61 | 14 | 26 | 26 | |||||||||
| 2 Apr | 22713.10 | 959 | -204.05 | 13.56 | 16 | -67 | 26 | |||||||||
| 1 Apr | 22679.40 | 1163.05 | 137.9 | 24.83 | 1 | 0 | 26 | |||||||||
| 30 Mar | 22331.40 | 1029.55 | -526.9 | 27.73 | 4 | 2 | 26 | |||||||||
| 27 Mar | 22819.60 | 1556.45 | 192.45 | 34.88 | 1 | 24 | 25 | |||||||||
| 25 Mar | 23306.45 | 1364 | 88.4 | - | 0 | 24 | 25 | |||||||||
| 24 Mar | 22912.40 | 1364 | 88.4 | 20.14 | 16 | 10 | 19 | |||||||||
| 23 Mar | 22512.65 | 1275.6 | -357.3 | 30.42 | 1 | 8 | 8 | |||||||||
| 20 Mar | 23114.50 | 1632.9 | 46.55 | 24.81 | 2 | 1 | 9 | |||||||||
| 19 Mar | 23002.15 | 1589.1 | -80.25 | 23.36 | 13 | 2 | 2 | |||||||||
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| 18 Mar | 23777.80 | 1669.35 | -24.85 | - | 0 | 0 | 2 | |||||||||
| 17 Mar | 23581.15 | 1669.35 | -24.85 | - | 1 | 2 | 2 | |||||||||
| 16 Mar | 23408.80 | 1669.35 | -24.85 | 10.49 | 1 | 0 | 1 | |||||||||
| 13 Mar | 23151.10 | 1694.2 | -1874.65 | 22.36 | 1 | -1 | 0 | |||||||||
| 12 Mar | 23639.15 | 3568.85 | 0 | - | 0 | -1 | 0 | |||||||||
For Nifty - strike price 21950 expiring on 28APR2026
Delta for 21950 CE is -
Historical price for 21950 CE is as follows
On 24 Apr NIFTY was trading at 23869.65. The strike last trading price was 1753.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1753.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1753.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1753.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1753.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1753.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1753.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1753.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1753.8, which was -352.95000000000005 lower than the previous day. The implied volatity was 30, the open interest changed by 0 which decreased total open position to 27
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 2106.75, which was 269.5 higher than the previous day. The implied volatity was 25.57, the open interest changed by 2 which increased total open position to 35
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1837.25, which was 468.75 higher than the previous day. The implied volatity was 26.95, the open interest changed by 0 which decreased total open position to 32
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1371.65, which was 412.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1371.65, which was 412.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1371.65, which was 412.65 higher than the previous day. The implied volatity was 29.61, the open interest changed by 26 which increased total open position to 26
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 959, which was -204.05 lower than the previous day. The implied volatity was 13.56, the open interest changed by -67 which decreased total open position to 26
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1163.05, which was 137.9 higher than the previous day. The implied volatity was 24.83, the open interest changed by 0 which decreased total open position to 26
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1029.55, which was -526.9 lower than the previous day. The implied volatity was 27.73, the open interest changed by 2 which increased total open position to 26
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1556.45, which was 192.45 higher than the previous day. The implied volatity was 34.88, the open interest changed by 24 which increased total open position to 25
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1364, which was 88.4 higher than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 25
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1364, which was 88.4 higher than the previous day. The implied volatity was 20.14, the open interest changed by 10 which increased total open position to 19
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1275.6, which was -357.3 lower than the previous day. The implied volatity was 30.42, 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 1632.9, which was 46.55 higher than the previous day. The implied volatity was 24.81, the open interest changed by 1 which increased total open position to 9
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1589.1, which was -80.25 lower than the previous day. The implied volatity was 23.36, 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 1669.35, which was -24.85 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 1669.35, which was -24.85 lower 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 1669.35, which was -24.85 lower than the previous day. The implied volatity was 10.49, 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 1694.2, which was -1874.65 lower than the previous day. The implied volatity was 22.36, 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 3568.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
| NIFTY 28-Apr-2026 (4d) 21950 PE | |||||||
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Delta: -0.01
Vega: 0
Theta: 1.67
Gamma: 0.00002
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23869.65 | 1.6 | 0.20000000000000018 | 30.88 | 5,139 | -89 | 2,246 |
| 23 Apr | 24173.05 | 1.5 | -0.5 | 31.31 | 14,819 | 485 | 2,334 |
| 22 Apr | 24378.10 | 1.8 | -1.4000000000000001 | 31.68 | 4,909 | 60 | 1,849 |
| 21 Apr | 24576.60 | 3.3 | -3.1500000000000004 | 33.96 | 1,381 | -280 | 1,795 |
| 20 Apr | 24364.85 | 6.65 | 0.8500000000000005 | 32.33 | 3,895 | 726 | 2,081 |
| 17 Apr | 24353.55 | 5.55 | -3.8500000000000005 | 27.45 | 2,688 | 247 | 1,335 |
| 16 Apr | 24196.75 | 9.1 | -5.050000000000001 | 26.66 | 2,788 | -520 | 1,100 |
| 15 Apr | 24231.30 | 14.25 | -23.5 | 27.84 | 4,545 | -963 | 1,620 |
| 13 Apr | 23842.65 | 37.95 | 5.450000000000003 | 27.38 | 5,914 | 2,185 | 2,590 |
| 10 Apr | 24050.60 | 32.6 | -24.199999999999996 | 26.46 | 383 | 79 | 403 |
| 9 Apr | 23775.10 | 55.9 | 3.4499999999999957 | 26.42 | 378 | 113 | 325 |
| 8 Apr | 23997.35 | 49.65 | -160.95 | 28.12 | 631 | -24,794 | 213 |
| 7 Apr | 23123.65 | 206.75 | -50.95 | 30.99 | 905 | 273 | 273 |
| 6 Apr | 22968.25 | 257.6 | -79.25 | 31.07 | 542 | -62 | 288 |
| 2 Apr | 22713.10 | 332.1 | 2.5 | 29.26 | 2,353 | 169 | 366 |
| 1 Apr | 22679.40 | 324.65 | -15.45 | 28.49 | 508 | 193 | 197 |
| 30 Mar | 22331.40 | 340.1 | 332.8 | 23.91 | 4 | 0 | 0 |
| 27 Mar | 22819.60 | 7.3 | 0 | 3.79 | 0 | 0 | 0 |
| 25 Mar | 23306.45 | 7.3 | 0 | 5.19 | 0 | 0 | 0 |
| 24 Mar | 22912.40 | 7.3 | 0 | 4.07 | 0 | 0 | 0 |
| 23 Mar | 22512.65 | 7.3 | 0 | 2.56 | 0 | 0 | 0 |
| 20 Mar | 23114.50 | 7.3 | 0 | 4.44 | 0 | 0 | 0 |
| 19 Mar | 23002.15 | 7.3 | 0 | 4.28 | 0 | 0 | 0 |
| 18 Mar | 23777.80 | 7.3 | 0 | 6.12 | 0 | 0 | 0 |
| 17 Mar | 23581.15 | 7.3 | 0 | 5.51 | 0 | 0 | 0 |
| 16 Mar | 23408.80 | 7.3 | 0 | 4.94 | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 7.3 | 0 | 4.34 | 0 | 0 | 0 |
| 12 Mar | 23639.15 | 7.3 | 0 | 5.53 | 0 | 0 | 0 |
For Nifty - strike price 21950 expiring on 28APR2026
Delta for 21950 PE is -0.01
Historical price for 21950 PE is as follows
On 24 Apr NIFTY was trading at 23869.65. The strike last trading price was 1.6, which was 0.20000000000000018 higher than the previous day. The implied volatity was 30.88, the open interest changed by -89 which decreased total open position to 2246
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1.5, which was -0.5 lower than the previous day. The implied volatity was 31.31, the open interest changed by 485 which increased total open position to 2334
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1.8, which was -1.4000000000000001 lower than the previous day. The implied volatity was 31.68, the open interest changed by 60 which increased total open position to 1849
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 3.3, which was -3.1500000000000004 lower than the previous day. The implied volatity was 33.96, the open interest changed by -280 which decreased total open position to 1795
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 6.65, which was 0.8500000000000005 higher than the previous day. The implied volatity was 32.33, the open interest changed by 726 which increased total open position to 2081
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 5.55, which was -3.8500000000000005 lower than the previous day. The implied volatity was 27.45, the open interest changed by 247 which increased total open position to 1335
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 9.1, which was -5.050000000000001 lower than the previous day. The implied volatity was 26.66, the open interest changed by -520 which decreased total open position to 1100
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 14.25, which was -23.5 lower than the previous day. The implied volatity was 27.84, the open interest changed by -963 which decreased total open position to 1620
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 37.95, which was 5.450000000000003 higher than the previous day. The implied volatity was 27.38, the open interest changed by 2185 which increased total open position to 2590
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 32.6, which was -24.199999999999996 lower than the previous day. The implied volatity was 26.46, the open interest changed by 79 which increased total open position to 403
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 55.9, which was 3.4499999999999957 higher than the previous day. The implied volatity was 26.42, the open interest changed by 113 which increased total open position to 325
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 49.65, which was -160.95 lower than the previous day. The implied volatity was 28.12, the open interest changed by -24794 which decreased total open position to 213
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 206.75, which was -50.95 lower than the previous day. The implied volatity was 30.99, the open interest changed by 273 which increased total open position to 273
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 257.6, which was -79.25 lower than the previous day. The implied volatity was 31.07, the open interest changed by -62 which decreased total open position to 288
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 332.1, which was 2.5 higher than the previous day. The implied volatity was 29.26, the open interest changed by 169 which increased total open position to 366
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 324.65, which was -15.45 lower than the previous day. The implied volatity was 28.49, the open interest changed by 193 which increased total open position to 197
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 340.1, which was 332.8 higher than the previous day. The implied volatity was 23.91, 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 7.3, which was 0 lower than the previous day. The implied volatity was 3.79, 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 7.3, which was 0 lower than the previous day. The implied volatity was 5.19, 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 7.3, which was 0 lower than the previous day. The implied volatity was 4.07, 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 7.3, which was 0 lower than the previous day. The implied volatity was 2.56, 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 7.3, which was 0 lower than the previous day. The implied volatity was 4.44, 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 7.3, which was 0 lower than the previous day. The implied volatity was 4.28, 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 7.3, which was 0 lower than the previous day. The implied volatity was 6.12, 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 7.3, 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 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 7.3, which was 0 lower than the previous day. The implied volatity was 4.94, 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 7.3, which was 0 lower than the previous day. The implied volatity was 4.34, 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 7.3, which was 0 lower than the previous day. The implied volatity was 5.53, the open interest changed by 0 which decreased total open position to 0
