NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:29 PM IST
| NIFTY 28-Apr-2026 (4d) 22000 CE | ||||||||||||||||
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Delta: 0.98
Vega: 0.01
Theta: -5.39
Gamma: 0.00005
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23869.65 | 1894.7 | -269.45000000000005 | 36.71 | 1,283 | -526 | 11,984 | |||||||||
| 23 Apr | 24173.05 | 2164.65 | -219.54999999999973 | 31.06 | 1,883 | -508 | 12,964 | |||||||||
| 22 Apr | 24378.10 | 2377.7 | -206.5 | 31.04 | 664 | -128 | 13,528 | |||||||||
| 21 Apr | 24576.60 | 2579.35 | 219.75 | 33.25 | 1,787 | -912 | 13,772 | |||||||||
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| 20 Apr | 24364.85 | 2324.5 | -53.25 | 31.99 | 1,216 | -288 | 14,729 | |||||||||
| 17 Apr | 24353.55 | 2379.9 | 168.45000000000027 | 27.33 | 4,508 | -2,768 | 15,023 | |||||||||
| 16 Apr | 24196.75 | 2198.6 | -64.5 | 26.57 | 1,267 | -616 | 17,793 | |||||||||
| 15 Apr | 24231.30 | 2245.9 | 338.75 | 27.51 | 1,300 | -596 | 18,416 | |||||||||
| 13 Apr | 23842.65 | 1890 | -235.1500000000001 | 23.86 | 2,878 | -745 | 19,006 | |||||||||
| 10 Apr | 24050.60 | 2130.45 | 212.94999999999982 | 23.44 | 1,895 | -352 | 19,770 | |||||||||
| 9 Apr | 23775.10 | 1912.95 | -191.24999999999977 | 28.63 | 1,606 | -358 | 20,125 | |||||||||
| 8 Apr | 23997.35 | 2134.1 | 754 | 14.88 | 5,124 | 20,446 | 20,504 | |||||||||
| 7 Apr | 23123.65 | 1394.35 | 64.15 | 25.6 | 5,460 | 22,427 | 22,477 | |||||||||
| 6 Apr | 22968.25 | 1329 | 192.65 | 29.19 | 10,574 | -222 | 22,866 | |||||||||
| 2 Apr | 22713.10 | 1130.9 | -25.85 | 25.7 | 15,256 | 2,500 | 23,105 | |||||||||
| 1 Apr | 22679.40 | 1165 | 163.05 | 26.63 | 9,516 | -999 | 20,805 | |||||||||
| 30 Mar | 22331.40 | 1028.1 | -318.85 | 28.88 | 17,319 | 21,304 | 21,355 | |||||||||
| 27 Mar | 22819.60 | 1327 | -362.3 | 26.35 | 10,500 | 17,645 | 19,295 | |||||||||
| 25 Mar | 23306.45 | 1698 | 288 | 25.48 | 3,595 | 15,685 | 15,752 | |||||||||
| 24 Mar | 22912.40 | 1454 | 250.7 | 26.24 | 7,690 | 14,505 | 14,505 | |||||||||
| 23 Mar | 22512.65 | 1187 | -382 | 28.21 | 8,601 | 13,166 | 13,166 | |||||||||
| 20 Mar | 23114.50 | 1563.8 | 89.3 | 22.82 | 2,553 | 903 | 10,898 | |||||||||
| 19 Mar | 23002.15 | 1532.2 | -526 | 22.5 | 4,725 | 9,955 | 9,955 | |||||||||
| 18 Mar | 23777.80 | 2043 | 107.65 | 16.93 | 3,550 | 803 | 7,742 | |||||||||
| 17 Mar | 23581.15 | 1928 | 128.9 | 21.71 | 1,680 | 6,794 | 6,939 | |||||||||
| 16 Mar | 23408.80 | 1776.6 | 120.5 | 22.32 | 3,831 | 1,849 | 6,193 | |||||||||
| 13 Mar | 23151.10 | 1665.4 | -413.05 | 22.79 | 5,617 | 4,268 | 4,316 | |||||||||
| 12 Mar | 23639.15 | 2080 | -208 | 23.52 | 451 | 299 | 304 | |||||||||
| 11 Mar | 23866.85 | 2288 | -1232.35 | 24.45 | 48 | 36 | 36 | |||||||||
| 10 Mar | 24261.60 | 3520.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 22000 expiring on 28APR2026
Delta for 22000 CE is 0.98
Historical price for 22000 CE is as follows
On 24 Apr NIFTY was trading at 23869.65. The strike last trading price was 1894.7, which was -269.45000000000005 lower than the previous day. The implied volatity was 36.71, the open interest changed by -526 which decreased total open position to 11984
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 2164.65, which was -219.54999999999973 lower than the previous day. The implied volatity was 31.06, the open interest changed by -508 which decreased total open position to 12964
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 2377.7, which was -206.5 lower than the previous day. The implied volatity was 31.04, the open interest changed by -128 which decreased total open position to 13528
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 2579.35, which was 219.75 higher than the previous day. The implied volatity was 33.25, the open interest changed by -912 which decreased total open position to 13772
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 2324.5, which was -53.25 lower than the previous day. The implied volatity was 31.99, the open interest changed by -288 which decreased total open position to 14729
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 2379.9, which was 168.45000000000027 higher than the previous day. The implied volatity was 27.33, the open interest changed by -2768 which decreased total open position to 15023
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 2198.6, which was -64.5 lower than the previous day. The implied volatity was 26.57, the open interest changed by -616 which decreased total open position to 17793
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 2245.9, which was 338.75 higher than the previous day. The implied volatity was 27.51, the open interest changed by -596 which decreased total open position to 18416
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1890, which was -235.1500000000001 lower than the previous day. The implied volatity was 23.86, the open interest changed by -745 which decreased total open position to 19006
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 2130.45, which was 212.94999999999982 higher than the previous day. The implied volatity was 23.44, the open interest changed by -352 which decreased total open position to 19770
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1912.95, which was -191.24999999999977 lower than the previous day. The implied volatity was 28.63, the open interest changed by -358 which decreased total open position to 20125
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 2134.1, which was 754 higher than the previous day. The implied volatity was 14.88, the open interest changed by 20446 which increased total open position to 20504
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1394.35, which was 64.15 higher than the previous day. The implied volatity was 25.6, the open interest changed by 22427 which increased total open position to 22477
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1329, which was 192.65 higher than the previous day. The implied volatity was 29.19, the open interest changed by -222 which decreased total open position to 22866
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1130.9, which was -25.85 lower than the previous day. The implied volatity was 25.7, the open interest changed by 2500 which increased total open position to 23105
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1165, which was 163.05 higher than the previous day. The implied volatity was 26.63, the open interest changed by -999 which decreased total open position to 20805
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1028.1, which was -318.85 lower than the previous day. The implied volatity was 28.88, the open interest changed by 21304 which increased total open position to 21355
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1327, which was -362.3 lower than the previous day. The implied volatity was 26.35, the open interest changed by 17645 which increased total open position to 19295
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1698, which was 288 higher than the previous day. The implied volatity was 25.48, the open interest changed by 15685 which increased total open position to 15752
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1454, which was 250.7 higher than the previous day. The implied volatity was 26.24, the open interest changed by 14505 which increased total open position to 14505
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1187, which was -382 lower than the previous day. The implied volatity was 28.21, the open interest changed by 13166 which increased total open position to 13166
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1563.8, which was 89.3 higher than the previous day. The implied volatity was 22.82, the open interest changed by 903 which increased total open position to 10898
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1532.2, which was -526 lower than the previous day. The implied volatity was 22.5, the open interest changed by 9955 which increased total open position to 9955
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 2043, which was 107.65 higher than the previous day. The implied volatity was 16.93, the open interest changed by 803 which increased total open position to 7742
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1928, which was 128.9 higher than the previous day. The implied volatity was 21.71, the open interest changed by 6794 which increased total open position to 6939
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1776.6, which was 120.5 higher than the previous day. The implied volatity was 22.32, the open interest changed by 1849 which increased total open position to 6193
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1665.4, which was -413.05 lower than the previous day. The implied volatity was 22.79, the open interest changed by 4268 which increased total open position to 4316
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 2080, which was -208 lower than the previous day. The implied volatity was 23.52, the open interest changed by 299 which increased total open position to 304
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 2288, which was -1232.35 lower than the previous day. The implied volatity was 24.45, the open interest changed by 36 which increased total open position to 36
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 3520.35, 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) 22000 PE | |||||||
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Delta: -0.01
Vega: 0
Theta: 1.64
Gamma: 0.00002
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23869.65 | 1.65 | 0.1499999999999999 | 30.21 | 1,20,701 | 4,558 | 1,12,916 |
| 23 Apr | 24173.05 | 1.45 | -0.7500000000000002 | 30.6 | 1,42,329 | 88 | 1,11,866 |
| 22 Apr | 24378.10 | 1.85 | -1.65 | 31.22 | 2,12,789 | 25,429 | 1,15,335 |
| 21 Apr | 24576.60 | 3.4 | -3.35 | 33.55 | 1,14,000 | 9,221 | 89,410 |
| 20 Apr | 24364.85 | 7.05 | 0.8499999999999996 | 31.95 | 73,707 | 11,844 | 80,228 |
| 17 Apr | 24353.55 | 5.9 | -4.199999999999999 | 27.2 | 89,111 | -1,437 | 68,378 |
| 16 Apr | 24196.75 | 10.2 | -4.75 | 26.56 | 79,965 | 1,462 | 69,788 |
| 15 Apr | 24231.30 | 14.95 | -25.750000000000004 | 27.55 | 70,494 | -4,262 | 68,675 |
| 13 Apr | 23842.65 | 40.55 | 5.899999999999999 | 27.26 | 92,590 | 13,254 | 72,431 |
| 10 Apr | 24050.60 | 35.5 | -24.9 | 26.46 | 59,869 | 6,131 | 60,265 |
| 9 Apr | 23775.10 | 60.95 | 5.650000000000006 | 26.45 | 42,568 | 7,102 | 54,306 |
| 8 Apr | 23997.35 | 53.25 | -167.15 | 28.04 | 91,626 | -1,03,518 | 49,262 |
| 7 Apr | 23123.65 | 219.9 | -48.65 | 31.09 | 51,631 | 51,136 | 53,328 |
| 6 Apr | 22968.25 | 268.7 | -84.75 | 30.94 | 64,320 | -55,601 | 52,795 |
| 2 Apr | 22713.10 | 350 | 6.85 | 29.37 | 73,020 | -3,255 | 51,314 |
| 1 Apr | 22679.40 | 333 | -223 | 28.12 | 56,342 | 4,213 | 44,145 |
| 30 Mar | 22331.40 | 520.65 | 97.4 | 30.82 | 68,616 | 47,063 | 47,063 |
| 27 Mar | 22819.60 | 427.75 | 163.4 | 32.07 | 53,772 | 42,474 | 42,474 |
| 25 Mar | 23306.45 | 263.85 | -92.25 | 29.25 | 52,192 | 32,227 | 42,231 |
| 24 Mar | 22912.40 | 347.25 | -202.7 | 28.92 | 52,035 | 28,132 | 34,251 |
| 23 Mar | 22512.65 | 561 | 266.6 | 31.38 | 52,129 | 25,768 | 28,060 |
| 20 Mar | 23114.50 | 296.8 | -26.95 | 27.42 | 26,281 | 25,817 | 26,990 |
| 19 Mar | 23002.15 | 306.3 | 142.65 | 27.1 | 47,606 | 26,635 | 26,635 |
| 18 Mar | 23777.80 | 163.6 | -41.2 | 26.16 | 23,881 | 3,691 | 23,196 |
| 17 Mar | 23581.15 | 206.8 | -53.15 | 26.42 | 19,808 | 19,580 | 19,580 |
| 16 Mar | 23408.80 | 268 | -45.75 | 27.21 | 21,128 | 14,603 | 14,603 |
| 13 Mar | 23151.10 | 305.75 | 86.85 | 26.37 | 29,934 | 10,304 | 10,304 |
| 12 Mar | 23639.15 | 215.85 | 113.3 | 26.32 | 12,734 | 4,973 | 4,973 |
| 11 Mar | 23866.85 | 102.55 | 64.25 | 21.75 | 233 | 312 | 312 |
| 10 Mar | 24261.60 | 38.3 | 30.3 | 19.26 | 81 | 60 | 60 |
For Nifty - strike price 22000 expiring on 28APR2026
Delta for 22000 PE is -0.01
Historical price for 22000 PE is as follows
On 24 Apr NIFTY was trading at 23869.65. The strike last trading price was 1.65, which was 0.1499999999999999 higher than the previous day. The implied volatity was 30.21, the open interest changed by 4558 which increased total open position to 112916
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1.45, which was -0.7500000000000002 lower than the previous day. The implied volatity was 30.6, the open interest changed by 88 which increased total open position to 111866
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1.85, which was -1.65 lower than the previous day. The implied volatity was 31.22, the open interest changed by 25429 which increased total open position to 115335
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 3.4, which was -3.35 lower than the previous day. The implied volatity was 33.55, the open interest changed by 9221 which increased total open position to 89410
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 7.05, which was 0.8499999999999996 higher than the previous day. The implied volatity was 31.95, the open interest changed by 11844 which increased total open position to 80228
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 5.9, which was -4.199999999999999 lower than the previous day. The implied volatity was 27.2, the open interest changed by -1437 which decreased total open position to 68378
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 10.2, which was -4.75 lower than the previous day. The implied volatity was 26.56, the open interest changed by 1462 which increased total open position to 69788
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 14.95, which was -25.750000000000004 lower than the previous day. The implied volatity was 27.55, the open interest changed by -4262 which decreased total open position to 68675
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 40.55, which was 5.899999999999999 higher than the previous day. The implied volatity was 27.26, the open interest changed by 13254 which increased total open position to 72431
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 35.5, which was -24.9 lower than the previous day. The implied volatity was 26.46, the open interest changed by 6131 which increased total open position to 60265
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 60.95, which was 5.650000000000006 higher than the previous day. The implied volatity was 26.45, the open interest changed by 7102 which increased total open position to 54306
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 53.25, which was -167.15 lower than the previous day. The implied volatity was 28.04, the open interest changed by -103518 which decreased total open position to 49262
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 219.9, which was -48.65 lower than the previous day. The implied volatity was 31.09, the open interest changed by 51136 which increased total open position to 53328
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 268.7, which was -84.75 lower than the previous day. The implied volatity was 30.94, the open interest changed by -55601 which decreased total open position to 52795
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 350, which was 6.85 higher than the previous day. The implied volatity was 29.37, the open interest changed by -3255 which decreased total open position to 51314
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 333, which was -223 lower than the previous day. The implied volatity was 28.12, the open interest changed by 4213 which increased total open position to 44145
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 520.65, which was 97.4 higher than the previous day. The implied volatity was 30.82, the open interest changed by 47063 which increased total open position to 47063
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 427.75, which was 163.4 higher than the previous day. The implied volatity was 32.07, the open interest changed by 42474 which increased total open position to 42474
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 263.85, which was -92.25 lower than the previous day. The implied volatity was 29.25, the open interest changed by 32227 which increased total open position to 42231
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 347.25, which was -202.7 lower than the previous day. The implied volatity was 28.92, the open interest changed by 28132 which increased total open position to 34251
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 561, which was 266.6 higher than the previous day. The implied volatity was 31.38, the open interest changed by 25768 which increased total open position to 28060
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 296.8, which was -26.95 lower than the previous day. The implied volatity was 27.42, the open interest changed by 25817 which increased total open position to 26990
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 306.3, which was 142.65 higher than the previous day. The implied volatity was 27.1, the open interest changed by 26635 which increased total open position to 26635
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 163.6, which was -41.2 lower than the previous day. The implied volatity was 26.16, the open interest changed by 3691 which increased total open position to 23196
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 206.8, which was -53.15 lower than the previous day. The implied volatity was 26.42, the open interest changed by 19580 which increased total open position to 19580
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 268, which was -45.75 lower than the previous day. The implied volatity was 27.21, the open interest changed by 14603 which increased total open position to 14603
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 305.75, which was 86.85 higher than the previous day. The implied volatity was 26.37, the open interest changed by 10304 which increased total open position to 10304
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 215.85, which was 113.3 higher than the previous day. The implied volatity was 26.32, the open interest changed by 4973 which increased total open position to 4973
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 102.55, which was 64.25 higher than the previous day. The implied volatity was 21.75, the open interest changed by 312 which increased total open position to 312
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 38.3, which was 30.3 higher than the previous day. The implied volatity was 19.26, the open interest changed by 60 which increased total open position to 60
