NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 03:16 PM IST
| NIFTY 28-Apr-2026 (4d) 22050 CE | ||||||||||||||||
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Delta: 0.94
Vega: 0.03
Theta: -19.05
Gamma: 0.0001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23905.80 | 1906 | -297.9000000000001 | 49.72 | 3 | 0 | 154 | |||||||||
| 23 Apr | 24173.05 | 2203.9 | 0 | - | 0 | 0 | 154 | |||||||||
| 22 Apr | 24378.10 | 2203.9 | 0 | - | 0 | 0 | 154 | |||||||||
| 21 Apr | 24576.60 | 2203.9 | 0 | - | 0 | 0 | 154 | |||||||||
| 20 Apr | 24364.85 | 2203.9 | 0 | - | 0 | 0 | 154 | |||||||||
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| 17 Apr | 24353.55 | 2203.9 | 0 | - | 0 | 0 | 154 | |||||||||
| 16 Apr | 24196.75 | 2203.9 | 0 | 24.9 | 0 | 0 | 154 | |||||||||
| 15 Apr | 24231.30 | 2203.9 | 148.3499999999999 | 24.9 | 1 | 0 | 155 | |||||||||
| 13 Apr | 23842.65 | 2057.1 | 1.5499999999997272 | 23.29 | 0 | 0 | 155 | |||||||||
| 10 Apr | 24050.60 | 2057.1 | 137.5 | 23.29 | 3 | -1 | 156 | |||||||||
| 9 Apr | 23775.10 | 1919.6 | 659.5999999999999 | 27.08 | 1 | 0 | 157 | |||||||||
| 8 Apr | 23997.35 | 1260 | -27.35 | - | 0 | 138 | 157 | |||||||||
| 7 Apr | 23123.65 | 1260 | -27.35 | 18.13 | 15 | 139 | 158 | |||||||||
| 6 Apr | 22968.25 | 1287.6 | 157.7 | 29 | 10 | 100 | 169 | |||||||||
| 2 Apr | 22713.10 | 1129.9 | 10.55 | 27.31 | 50 | -59 | 170 | |||||||||
| 1 Apr | 22679.40 | 1117 | 148.75 | 25.97 | 110 | -7 | 159 | |||||||||
| 30 Mar | 22331.40 | 995.1 | -228.55 | 28.75 | 262 | 122 | 125 | |||||||||
| 27 Mar | 22819.60 | 1223.65 | -42.6 | 23.25 | 2 | 22 | 23 | |||||||||
| 25 Mar | 23306.45 | 1266.25 | 11.1 | - | 0 | 21 | 24 | |||||||||
| 24 Mar | 22912.40 | 1266.25 | 11.1 | 19.15 | 19 | 23 | 23 | |||||||||
| 23 Mar | 22512.65 | 1255.15 | -386.95 | 31.94 | 3 | 12 | 12 | |||||||||
| 20 Mar | 23114.50 | 1642.1 | 19.6 | 27.96 | 10 | 12 | 12 | |||||||||
| 19 Mar | 23002.15 | 1622.5 | -152.5 | 28.14 | 2 | 2 | 2 | |||||||||
| 18 Mar | 23777.80 | 1775 | 124.4 | - | 0 | 2 | 2 | |||||||||
| 17 Mar | 23581.15 | 1775 | 124.4 | 12.72 | 3 | 2 | 2 | |||||||||
| 16 Mar | 23408.80 | 1650.6 | -1821.3 | - | 1 | 0 | 0 | |||||||||
| 13 Mar | 23151.10 | 1650.6 | -1821.3 | 23.71 | 1 | 0 | 0 | |||||||||
| 12 Mar | 23639.15 | 3471.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 23866.85 | 3471.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 24261.60 | 3471.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 22050 expiring on 28APR2026
Delta for 22050 CE is 0.94
Historical price for 22050 CE is as follows
On 24 Apr NIFTY was trading at 23905.80. The strike last trading price was 1906, which was -297.9000000000001 lower than the previous day. The implied volatity was 49.72, the open interest changed by 0 which decreased total open position to 154
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 2203.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 154
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 2203.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 154
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 2203.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 154
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 2203.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 154
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 2203.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 154
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 2203.9, which was 0 lower than the previous day. The implied volatity was 24.9, the open interest changed by 0 which decreased total open position to 154
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 2203.9, which was 148.3499999999999 higher than the previous day. The implied volatity was 24.9, the open interest changed by 0 which decreased total open position to 155
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 2057.1, which was 1.5499999999997272 higher than the previous day. The implied volatity was 23.29, the open interest changed by 0 which decreased total open position to 155
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 2057.1, which was 137.5 higher than the previous day. The implied volatity was 23.29, the open interest changed by -1 which decreased total open position to 156
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1919.6, which was 659.5999999999999 higher than the previous day. The implied volatity was 27.08, the open interest changed by 0 which decreased total open position to 157
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1260, which was -27.35 lower than the previous day. The implied volatity was -, the open interest changed by 138 which increased total open position to 157
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1260, which was -27.35 lower than the previous day. The implied volatity was 18.13, the open interest changed by 139 which increased total open position to 158
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1287.6, which was 157.7 higher than the previous day. The implied volatity was 29, the open interest changed by 100 which increased total open position to 169
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1129.9, which was 10.55 higher than the previous day. The implied volatity was 27.31, the open interest changed by -59 which decreased total open position to 170
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1117, which was 148.75 higher than the previous day. The implied volatity was 25.97, the open interest changed by -7 which decreased total open position to 159
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 995.1, which was -228.55 lower than the previous day. The implied volatity was 28.75, the open interest changed by 122 which increased total open position to 125
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1223.65, which was -42.6 lower than the previous day. The implied volatity was 23.25, the open interest changed by 22 which increased total open position to 23
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1266.25, which was 11.1 higher than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 24
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1266.25, which was 11.1 higher than the previous day. The implied volatity was 19.15, the open interest changed by 23 which increased total open position to 23
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1255.15, which was -386.95 lower than the previous day. The implied volatity was 31.94, the open interest changed by 12 which increased total open position to 12
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1642.1, which was 19.6 higher than the previous day. The implied volatity was 27.96, the open interest changed by 12 which increased total open position to 12
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1622.5, which was -152.5 lower than the previous day. The implied volatity was 28.14, 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 1775, which was 124.4 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1775, which was 124.4 higher than the previous day. The implied volatity was 12.72, 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 1650.6, which was -1821.3 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 1650.6, which was -1821.3 lower than the previous day. The implied volatity was 23.71, 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 3471.9, 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
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 3471.9, 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
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 3471.9, 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) 22050 PE | |||||||
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Delta: -0.01
Vega: 0
Theta: 1.92
Gamma: 0.00002
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23905.80 | 1.3 | -0.09999999999999987 | 29.34 | 12,653 | -49 | 2,361 |
| 23 Apr | 24173.05 | 1.4 | -0.7000000000000002 | 29.79 | 14,655 | 26 | 2,394 |
| 22 Apr | 24378.10 | 1.75 | -1.75 | 30.42 | 11,826 | 494 | 2,374 |
| 21 Apr | 24576.60 | 3.35 | -3.6999999999999997 | 32.82 | 2,302 | -310 | 1,880 |
| 20 Apr | 24364.85 | 7.2 | 0.8500000000000005 | 31.47 | 4,063 | 649 | 2,183 |
| 17 Apr | 24353.55 | 6.55 | -4.000000000000001 | 27.06 | 1,861 | 420 | 1,531 |
| 16 Apr | 24196.75 | 10.95 | -4.450000000000001 | 26.37 | 9,413 | -1,864 | 1,113 |
| 15 Apr | 24231.30 | 15.55 | -26.499999999999996 | 27.2 | 8,012 | -2,518 | 2,980 |
| 13 Apr | 23842.65 | 41 | 5.299999999999997 | 26.7 | 11,586 | 4,931 | 5,467 |
| 10 Apr | 24050.60 | 36.2 | -26.299999999999997 | 26.04 | 302 | 51 | 541 |
| 9 Apr | 23775.10 | 61.35 | 3.5500000000000043 | 25.87 | 361 | -2 | 491 |
| 8 Apr | 23997.35 | 56 | -172.95 | 27.89 | 1,168 | -48,954 | 492 |
| 7 Apr | 23123.65 | 226.55 | -52 | 30.76 | 1,134 | 564 | 564 |
| 6 Apr | 22968.25 | 277.25 | -93.35 | 30.65 | 722 | 427 | 583 |
| 2 Apr | 22713.10 | 361.85 | 2.7 | 29.14 | 926 | 575 | 575 |
| 1 Apr | 22679.40 | 352 | -230.75 | 28.28 | 818 | 3 | 437 |
| 30 Mar | 22331.40 | 538.35 | 100.45 | 30.71 | 976 | 392 | 392 |
| 27 Mar | 22819.60 | 443.85 | 167.7 | 32.05 | 330 | 7 | 143 |
| 25 Mar | 23306.45 | 277.2 | -96.25 | 29.31 | 187 | 66 | 124 |
| 24 Mar | 22912.40 | 361.9 | 353.1 | 28.92 | 338 | 58 | 58 |
| 23 Mar | 22512.65 | 8.8 | 0 | 2.23 | 0 | 0 | 0 |
| 20 Mar | 23114.50 | 8.8 | 0 | 4.15 | 0 | 0 | 0 |
| 19 Mar | 23002.15 | 8.8 | 0 | 3.99 | 0 | 0 | 0 |
| 18 Mar | 23777.80 | 8.8 | 0 | 5.83 | 0 | 0 | 0 |
| 17 Mar | 23581.15 | 8.8 | 0 | 5.23 | 0 | 0 | 0 |
| 16 Mar | 23408.80 | 8.8 | 0 | 4.64 | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 8.8 | 0 | 4.06 | 0 | 0 | 0 |
| 12 Mar | 23639.15 | 8.8 | 0 | 5.25 | 0 | 0 | 0 |
| 11 Mar | 23866.85 | 8.8 | 0 | 5.74 | 0 | 0 | 0 |
| 10 Mar | 24261.60 | 8.8 | 0 | 6.74 | 0 | 0 | 0 |
For Nifty - strike price 22050 expiring on 28APR2026
Delta for 22050 PE is -0.01
Historical price for 22050 PE is as follows
On 24 Apr NIFTY was trading at 23905.80. The strike last trading price was 1.3, which was -0.09999999999999987 lower than the previous day. The implied volatity was 29.34, the open interest changed by -49 which decreased total open position to 2361
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1.4, which was -0.7000000000000002 lower than the previous day. The implied volatity was 29.79, the open interest changed by 26 which increased total open position to 2394
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1.75, which was -1.75 lower than the previous day. The implied volatity was 30.42, the open interest changed by 494 which increased total open position to 2374
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 3.35, which was -3.6999999999999997 lower than the previous day. The implied volatity was 32.82, the open interest changed by -310 which decreased total open position to 1880
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 7.2, which was 0.8500000000000005 higher than the previous day. The implied volatity was 31.47, the open interest changed by 649 which increased total open position to 2183
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 6.55, which was -4.000000000000001 lower than the previous day. The implied volatity was 27.06, the open interest changed by 420 which increased total open position to 1531
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 10.95, which was -4.450000000000001 lower than the previous day. The implied volatity was 26.37, the open interest changed by -1864 which decreased total open position to 1113
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 15.55, which was -26.499999999999996 lower than the previous day. The implied volatity was 27.2, the open interest changed by -2518 which decreased total open position to 2980
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 41, which was 5.299999999999997 higher than the previous day. The implied volatity was 26.7, the open interest changed by 4931 which increased total open position to 5467
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 36.2, which was -26.299999999999997 lower than the previous day. The implied volatity was 26.04, the open interest changed by 51 which increased total open position to 541
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 61.35, which was 3.5500000000000043 higher than the previous day. The implied volatity was 25.87, the open interest changed by -2 which decreased total open position to 491
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 56, which was -172.95 lower than the previous day. The implied volatity was 27.89, the open interest changed by -48954 which decreased total open position to 492
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 226.55, which was -52 lower than the previous day. The implied volatity was 30.76, the open interest changed by 564 which increased total open position to 564
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 277.25, which was -93.35 lower than the previous day. The implied volatity was 30.65, the open interest changed by 427 which increased total open position to 583
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 361.85, which was 2.7 higher than the previous day. The implied volatity was 29.14, the open interest changed by 575 which increased total open position to 575
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 352, which was -230.75 lower than the previous day. The implied volatity was 28.28, the open interest changed by 3 which increased total open position to 437
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 538.35, which was 100.45 higher than the previous day. The implied volatity was 30.71, the open interest changed by 392 which increased total open position to 392
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 443.85, which was 167.7 higher than the previous day. The implied volatity was 32.05, the open interest changed by 7 which increased total open position to 143
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 277.2, which was -96.25 lower than the previous day. The implied volatity was 29.31, the open interest changed by 66 which increased total open position to 124
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 361.9, which was 353.1 higher than the previous day. The implied volatity was 28.92, the open interest changed by 58 which increased total open position to 58
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 8.8, which was 0 lower than the previous day. The implied volatity was 2.23, 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 8.8, which was 0 lower than the previous day. The implied volatity was 4.15, 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 8.8, which was 0 lower than the previous day. The implied volatity was 3.99, 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 8.8, which was 0 lower than the previous day. The implied volatity was 5.83, 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 8.8, which was 0 lower than the previous day. The implied volatity was 5.23, 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 8.8, which was 0 lower than the previous day. The implied volatity was 4.64, 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 8.8, which was 0 lower than the previous day. The implied volatity was 4.06, 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 8.8, which was 0 lower than the previous day. The implied volatity was 5.25, the open interest changed by 0 which decreased total open position to 0
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 8.8, which was 0 lower than the previous day. The implied volatity was 5.74, the open interest changed by 0 which decreased total open position to 0
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 8.8, which was 0 lower than the previous day. The implied volatity was 6.74, the open interest changed by 0 which decreased total open position to 0
