NIFTY
Nifty
Historical option data for NIFTY
07 Apr 2026 10:22 AM IST
| NIFTY 07-Apr-2026 22050 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0.44
Theta: -59.46
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 Apr | 22920.70 | 870.8 | -82.05 | 63.47 | 219 | -35 | 673 | |||||||||
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| 6 Apr | 22968.25 | 929.15 | 209.65 | 50.2 | 2,634 | -362 | 708 | |||||||||
| 2 Apr | 22713.10 | 735.05 | -33.8 | 25.61 | 21,829 | 841 | 1,070 | |||||||||
| 1 Apr | 22679.40 | 778.85 | 204.65 | 28.51 | 880 | -11 | 229 | |||||||||
| 30 Mar | 22331.40 | 579.45 | -792.95 | 27.43 | 374 | 237 | 240 | |||||||||
| 27 Mar | 22819.60 | 1372.4 | 236.5 | - | 0 | 0 | 3 | |||||||||
| 25 Mar | 23306.45 | 1372.4 | 236.5 | 22.91 | 1 | 2 | 3 | |||||||||
| 24 Mar | 22912.40 | 1134.1 | -1196.7 | 27.63 | 4 | 0 | 1 | |||||||||
| 23 Mar | 22512.65 | 2330.8 | -628.05 | - | 0 | 0 | 1 | |||||||||
| 20 Mar | 23114.50 | 2330.8 | -628.05 | - | 0 | 0 | 1 | |||||||||
| 19 Mar | 23002.15 | 2330.8 | -628.05 | - | 0 | 0 | 1 | |||||||||
| 18 Mar | 23777.80 | 2330.8 | -628.05 | - | 0 | 0 | 1 | |||||||||
| 17 Mar | 23581.15 | 2330.8 | -628.05 | - | 0 | 1 | 1 | |||||||||
| 16 Mar | 23408.80 | 2330.8 | -628.05 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 23151.10 | 2330.8 | -628.05 | - | 0 | 0 | 1 | |||||||||
| 12 Mar | 23639.15 | 2330.8 | -628.05 | - | 0 | 1 | 1 | |||||||||
| 11 Mar | 23866.85 | 2330.8 | -628.05 | 43.42 | 1 | 0 | 0 | |||||||||
For Nifty - strike price 22050 expiring on 07APR2026
Delta for 22050 CE is 0.97
Historical price for 22050 CE is as follows
On 7 Apr NIFTY was trading at 22920.70. The strike last trading price was 870.8, which was -82.05 lower than the previous day. The implied volatity was 63.47, the open interest changed by -35 which decreased total open position to 673
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 929.15, which was 209.65 higher than the previous day. The implied volatity was 50.2, the open interest changed by -362 which decreased total open position to 708
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 735.05, which was -33.8 lower than the previous day. The implied volatity was 25.61, the open interest changed by 841 which increased total open position to 1070
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 778.85, which was 204.65 higher than the previous day. The implied volatity was 28.51, the open interest changed by -11 which decreased total open position to 229
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 579.45, which was -792.95 lower than the previous day. The implied volatity was 27.43, the open interest changed by 237 which increased total open position to 240
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1372.4, which was 236.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1372.4, which was 236.5 higher than the previous day. The implied volatity was 22.91, the open interest changed by 2 which increased total open position to 3
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1134.1, which was -1196.7 lower than the previous day. The implied volatity was 27.63, the open interest changed by 0 which decreased total open position to 1
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 2330.8, which was -628.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 2330.8, which was -628.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 2330.8, which was -628.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 2330.8, which was -628.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 2330.8, which was -628.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 2330.8, which was -628.05 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 2330.8, which was -628.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 2330.8, which was -628.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 2330.8, which was -628.05 lower than the previous day. The implied volatity was 43.42, the open interest changed by 0 which decreased total open position to 0
| NIFTY 07-Apr-2026 22050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.16
Theta: -18.75
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 Apr | 22920.70 | 0.85 | -15.65 | 57.66 | 3,10,379 | 38,041 | 55,523 |
| 6 Apr | 22968.25 | 14.55 | -72.6 | 49.44 | 7,01,820 | 8,047 | 17,482 |
| 2 Apr | 22713.10 | 79.05 | -16.55 | 29.34 | 2,41,172 | 5,409 | 9,435 |
| 1 Apr | 22679.40 | 88.1 | -174.7 | 28.16 | 2,15,684 | 2,992 | 4,026 |
| 30 Mar | 22331.40 | 215.25 | 167.3 | 28.55 | 9,210 | 1,033 | 1,034 |
| 27 Mar | 22819.60 | 47.95 | 47.3 | 19.35 | 2 | 1 | 1 |
| 25 Mar | 23306.45 | 0.65 | 0 | 7.33 | 0 | 0 | 0 |
| 24 Mar | 22912.40 | 0.65 | 0 | 5.43 | 0 | 0 | 0 |
| 23 Mar | 22512.65 | 0.65 | 0 | 2.93 | 0 | 0 | 0 |
| 20 Mar | 23114.50 | 0.65 | 0 | 5.72 | 0 | 0 | 0 |
| 19 Mar | 23002.15 | 0.65 | 0 | 5.42 | 0 | 0 | 0 |
| 18 Mar | 23777.80 | 0.65 | 0 | 7.98 | 0 | 0 | 0 |
| 17 Mar | 23581.15 | 0.65 | 0 | 7.06 | 0 | 0 | 0 |
| 16 Mar | 23408.80 | 0.65 | 0 | 6.51 | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 0.65 | 0 | 4.95 | 0 | 0 | 0 |
| 12 Mar | 23639.15 | 0.65 | 0 | 6.45 | 0 | 0 | 0 |
| 11 Mar | 23866.85 | 0.65 | 0 | 7.64 | 0 | 0 | 0 |
For Nifty - strike price 22050 expiring on 07APR2026
Delta for 22050 PE is -0.01
Historical price for 22050 PE is as follows
On 7 Apr NIFTY was trading at 22920.70. The strike last trading price was 0.85, which was -15.65 lower than the previous day. The implied volatity was 57.66, the open interest changed by 38041 which increased total open position to 55523
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 14.55, which was -72.6 lower than the previous day. The implied volatity was 49.44, the open interest changed by 8047 which increased total open position to 17482
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 79.05, which was -16.55 lower than the previous day. The implied volatity was 29.34, the open interest changed by 5409 which increased total open position to 9435
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 88.1, which was -174.7 lower than the previous day. The implied volatity was 28.16, the open interest changed by 2992 which increased total open position to 4026
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 215.25, which was 167.3 higher than the previous day. The implied volatity was 28.55, the open interest changed by 1033 which increased total open position to 1034
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 47.95, which was 47.3 higher than the previous day. The implied volatity was 19.35, the open interest changed by 1 which increased total open position to 1
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 7.33, 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 0.65, which was 0 lower than the previous day. The implied volatity was 5.43, 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 0.65, which was 0 lower than the previous day. The implied volatity was 2.93, 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 0.65, which was 0 lower than the previous day. The implied volatity was 5.72, 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 0.65, which was 0 lower than the previous day. The implied volatity was 5.42, 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 0.65, which was 0 lower than the previous day. The implied volatity was 7.98, 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 0.65, which was 0 lower than the previous day. The implied volatity was 7.06, 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 0.65, which was 0 lower than the previous day. The implied volatity was 6.51, 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 0.65, which was 0 lower than the previous day. The implied volatity was 4.95, 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 0.65, which was 0 lower than the previous day. The implied volatity was 6.45, 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 0.65, which was 0 lower than the previous day. The implied volatity was 7.64, the open interest changed by 0 which decreased total open position to 0
