NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:28 PM IST
| NIFTY 28-Apr-2026 (4d) 22100 CE | ||||||||||||||||
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Delta: 0.99
Vega: 0
Theta: 1.8
Gamma: 0.00002
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23871.95 | 1790.85 | -304.1500000000001 | 28.5 | 5 | 0 | 780 | |||||||||
| 23 Apr | 24173.05 | 2095 | -221.4000000000001 | 30.98 | 1 | 0 | 780 | |||||||||
| 22 Apr | 24378.10 | 2316.4 | -170.69999999999982 | 31.42 | 49 | 0 | 780 | |||||||||
| 21 Apr | 24576.60 | 2475 | 183.6500000000001 | 32.38 | 17 | -4 | 781 | |||||||||
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| 20 Apr | 24364.85 | 2226.8 | -69.89999999999964 | 31.29 | 44 | -1 | 810 | |||||||||
| 17 Apr | 24353.55 | 2296.7 | 201.69999999999982 | 26.79 | 10 | -6 | 812 | |||||||||
| 16 Apr | 24196.75 | 2095 | -33.69999999999982 | 25.99 | 13 | -5 | 819 | |||||||||
| 15 Apr | 24231.30 | 2128.7 | 308.6999999999998 | 26.8 | 4 | -1 | 824 | |||||||||
| 13 Apr | 23842.65 | 1820 | -191.29999999999995 | 25.64 | 24 | -4 | 825 | |||||||||
| 10 Apr | 24050.60 | 2033.45 | 215.95000000000005 | 18.82 | 14 | -11 | 830 | |||||||||
| 9 Apr | 23775.10 | 1830 | -187.1500000000001 | 28.04 | 10 | -5 | 841 | |||||||||
| 8 Apr | 23997.35 | 2017.7 | 724.3 | 25.84 | 165 | 735 | 847 | |||||||||
| 7 Apr | 23123.65 | 1324.1 | 70 | 26.21 | 129 | 8 | 875 | |||||||||
| 6 Apr | 22968.25 | 1265.4 | 200.35 | 29.76 | 162 | -1,523 | 868 | |||||||||
| 2 Apr | 22713.10 | 1042.65 | -38.55 | 24.75 | 954 | 879 | 879 | |||||||||
| 1 Apr | 22679.40 | 1079.5 | 134.4 | 25.73 | 195 | 964 | 964 | |||||||||
| 30 Mar | 22331.40 | 942.7 | -348.5 | 27.79 | 1,879 | 859 | 859 | |||||||||
| 27 Mar | 22819.60 | 1291.2 | -368.55 | 27.81 | 5 | 59 | 59 | |||||||||
| 25 Mar | 23306.45 | 1659.75 | 342.2 | 27.28 | 6 | -1 | 55 | |||||||||
| 24 Mar | 22912.40 | 1316.75 | 173.5 | 23.36 | 58 | 24 | 55 | |||||||||
| 23 Mar | 22512.65 | 1143.25 | -425.85 | 28.93 | 66 | 25 | 30 | |||||||||
| 20 Mar | 23114.50 | 1569.1 | 89.1 | 26.4 | 13 | 14 | 14 | |||||||||
| 19 Mar | 23002.15 | 1480 | -295 | 23.54 | 7 | 2 | 4 | |||||||||
| 18 Mar | 23777.80 | 1775 | 198 | - | 0 | 2 | 2 | |||||||||
| 17 Mar | 23581.15 | 1775 | 198 | 17.36 | 1 | 0 | 1 | |||||||||
| 16 Mar | 23408.80 | 1577 | -1846.55 | - | 2 | 0 | 0 | |||||||||
| 13 Mar | 23151.10 | 1577 | -1846.55 | 22.22 | 2 | 0 | 1 | |||||||||
| 12 Mar | 23639.15 | 3423.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 23866.85 | 3423.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 24261.60 | 3423.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 22100 expiring on 28APR2026
Delta for 22100 CE is 0.99
Historical price for 22100 CE is as follows
On 24 Apr NIFTY was trading at 23871.95. The strike last trading price was 1790.85, which was -304.1500000000001 lower than the previous day. The implied volatity was 28.5, the open interest changed by 0 which decreased total open position to 780
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 2095, which was -221.4000000000001 lower than the previous day. The implied volatity was 30.98, the open interest changed by 0 which decreased total open position to 780
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 2316.4, which was -170.69999999999982 lower than the previous day. The implied volatity was 31.42, the open interest changed by 0 which decreased total open position to 780
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 2475, which was 183.6500000000001 higher than the previous day. The implied volatity was 32.38, the open interest changed by -4 which decreased total open position to 781
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 2226.8, which was -69.89999999999964 lower than the previous day. The implied volatity was 31.29, the open interest changed by -1 which decreased total open position to 810
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 2296.7, which was 201.69999999999982 higher than the previous day. The implied volatity was 26.79, the open interest changed by -6 which decreased total open position to 812
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 2095, which was -33.69999999999982 lower than the previous day. The implied volatity was 25.99, the open interest changed by -5 which decreased total open position to 819
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 2128.7, which was 308.6999999999998 higher than the previous day. The implied volatity was 26.8, the open interest changed by -1 which decreased total open position to 824
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1820, which was -191.29999999999995 lower than the previous day. The implied volatity was 25.64, the open interest changed by -4 which decreased total open position to 825
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 2033.45, which was 215.95000000000005 higher than the previous day. The implied volatity was 18.82, the open interest changed by -11 which decreased total open position to 830
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1830, which was -187.1500000000001 lower than the previous day. The implied volatity was 28.04, the open interest changed by -5 which decreased total open position to 841
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 2017.7, which was 724.3 higher than the previous day. The implied volatity was 25.84, the open interest changed by 735 which increased total open position to 847
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1324.1, which was 70 higher than the previous day. The implied volatity was 26.21, the open interest changed by 8 which increased total open position to 875
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1265.4, which was 200.35 higher than the previous day. The implied volatity was 29.76, the open interest changed by -1523 which decreased total open position to 868
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1042.65, which was -38.55 lower than the previous day. The implied volatity was 24.75, the open interest changed by 879 which increased total open position to 879
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1079.5, which was 134.4 higher than the previous day. The implied volatity was 25.73, the open interest changed by 964 which increased total open position to 964
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 942.7, which was -348.5 lower than the previous day. The implied volatity was 27.79, the open interest changed by 859 which increased total open position to 859
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1291.2, which was -368.55 lower than the previous day. The implied volatity was 27.81, the open interest changed by 59 which increased total open position to 59
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1659.75, which was 342.2 higher than the previous day. The implied volatity was 27.28, the open interest changed by -1 which decreased total open position to 55
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1316.75, which was 173.5 higher than the previous day. The implied volatity was 23.36, the open interest changed by 24 which increased total open position to 55
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1143.25, which was -425.85 lower than the previous day. The implied volatity was 28.93, the open interest changed by 25 which increased total open position to 30
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1569.1, which was 89.1 higher than the previous day. The implied volatity was 26.4, the open interest changed by 14 which increased total open position to 14
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1480, which was -295 lower than the previous day. The implied volatity was 23.54, the open interest changed by 2 which increased total open position to 4
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1775, which was 198 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 198 higher than the previous day. The implied volatity was 17.36, the open interest changed by 0 which decreased total open position to 1
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1577, which was -1846.55 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 1577, which was -1846.55 lower than the previous day. The implied volatity was 22.22, 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 3423.55, 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 3423.55, 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 3423.55, 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) 22100 PE | |||||||
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Delta: -0.01
Vega: 0.01
Theta: 1.63
Gamma: 0.00003
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23871.95 | 1.7 | 0.19999999999999996 | 28.78 | 11,120 | -239 | 4,894 |
| 23 Apr | 24173.05 | 1.55 | -0.7 | 29.49 | 27,882 | 545 | 5,055 |
| 22 Apr | 24378.10 | 1.85 | -1.7999999999999998 | 29.97 | 21,999 | 406 | 4,548 |
| 21 Apr | 24576.60 | 3.4 | -3.8000000000000003 | 32.36 | 14,583 | -2,610 | 4,017 |
| 20 Apr | 24364.85 | 7.6 | 0.9499999999999993 | 31.05 | 14,019 | 1,114 | 6,662 |
| 17 Apr | 24353.55 | 5.85 | -5.1 | 26.12 | 12,793 | 382 | 5,502 |
| 16 Apr | 24196.75 | 11.35 | -4.950000000000001 | 25.92 | 14,960 | -121 | 5,142 |
| 15 Apr | 24231.30 | 16.55 | -28.599999999999998 | 26.97 | 9,084 | 490 | 5,265 |
| 13 Apr | 23842.65 | 44.9 | 7.399999999999999 | 26.72 | 9,457 | 1,703 | 4,781 |
| 10 Apr | 24050.60 | 38.85 | -26.9 | 25.93 | 3,688 | -165 | 3,085 |
| 9 Apr | 23775.10 | 65.35 | 5.999999999999993 | 25.78 | 4,234 | 315 | 3,275 |
| 8 Apr | 23997.35 | 56.8 | -182.35 | 27.44 | 9,016 | -13,543 | 3,022 |
| 7 Apr | 23123.65 | 240.35 | -46.95 | 30.85 | 4,280 | 2,538 | 2,824 |
| 6 Apr | 22968.25 | 292.55 | -90.95 | 30.71 | 2,881 | 695 | 2,342 |
| 2 Apr | 22713.10 | 375.8 | 6 | 29.02 | 4,821 | 2,395 | 2,395 |
| 1 Apr | 22679.40 | 360 | -231.65 | 27.88 | 3,485 | 2,117 | 2,118 |
| 30 Mar | 22331.40 | 582.65 | 133.85 | 31.69 | 5,108 | 1,779 | 1,779 |
| 27 Mar | 22819.60 | 449.45 | 164.45 | 31.52 | 2,107 | 1,109 | 1,109 |
| 25 Mar | 23306.45 | 263.9 | -118.35 | 28.14 | 2,993 | 1,084 | 1,084 |
| 24 Mar | 22912.40 | 376.3 | 67 | 28.88 | 1,990 | 650 | 650 |
| 23 Mar | 22512.65 | 309.3 | 299.6 | 20.24 | 15 | 14 | 14 |
| 20 Mar | 23114.50 | 9.7 | 0 | 4 | 0 | 0 | 0 |
| 19 Mar | 23002.15 | 9.7 | 0 | 3.84 | 0 | 0 | 0 |
| 18 Mar | 23777.80 | 9.7 | 0 | 5.69 | 0 | 0 | 0 |
| 17 Mar | 23581.15 | 9.7 | 0 | 5.09 | 0 | 0 | 0 |
| 16 Mar | 23408.80 | 9.7 | 0 | 4.49 | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 9.7 | 0 | 3.91 | 0 | 0 | 0 |
| 12 Mar | 23639.15 | 9.7 | 0 | 5.12 | 0 | 0 | 0 |
| 11 Mar | 23866.85 | 9.7 | 0 | 5.61 | 0 | 0 | 0 |
| 10 Mar | 24261.60 | 9.7 | 0 | 6.62 | 0 | 0 | 0 |
For Nifty - strike price 22100 expiring on 28APR2026
Delta for 22100 PE is -0.01
Historical price for 22100 PE is as follows
On 24 Apr NIFTY was trading at 23871.95. The strike last trading price was 1.7, which was 0.19999999999999996 higher than the previous day. The implied volatity was 28.78, the open interest changed by -239 which decreased total open position to 4894
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1.55, which was -0.7 lower than the previous day. The implied volatity was 29.49, the open interest changed by 545 which increased total open position to 5055
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1.85, which was -1.7999999999999998 lower than the previous day. The implied volatity was 29.97, the open interest changed by 406 which increased total open position to 4548
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 3.4, which was -3.8000000000000003 lower than the previous day. The implied volatity was 32.36, the open interest changed by -2610 which decreased total open position to 4017
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 7.6, which was 0.9499999999999993 higher than the previous day. The implied volatity was 31.05, the open interest changed by 1114 which increased total open position to 6662
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 5.85, which was -5.1 lower than the previous day. The implied volatity was 26.12, the open interest changed by 382 which increased total open position to 5502
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 11.35, which was -4.950000000000001 lower than the previous day. The implied volatity was 25.92, the open interest changed by -121 which decreased total open position to 5142
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 16.55, which was -28.599999999999998 lower than the previous day. The implied volatity was 26.97, the open interest changed by 490 which increased total open position to 5265
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 44.9, which was 7.399999999999999 higher than the previous day. The implied volatity was 26.72, the open interest changed by 1703 which increased total open position to 4781
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 38.85, which was -26.9 lower than the previous day. The implied volatity was 25.93, the open interest changed by -165 which decreased total open position to 3085
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 65.35, which was 5.999999999999993 higher than the previous day. The implied volatity was 25.78, the open interest changed by 315 which increased total open position to 3275
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 56.8, which was -182.35 lower than the previous day. The implied volatity was 27.44, the open interest changed by -13543 which decreased total open position to 3022
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 240.35, which was -46.95 lower than the previous day. The implied volatity was 30.85, the open interest changed by 2538 which increased total open position to 2824
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 292.55, which was -90.95 lower than the previous day. The implied volatity was 30.71, the open interest changed by 695 which increased total open position to 2342
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 375.8, which was 6 higher than the previous day. The implied volatity was 29.02, the open interest changed by 2395 which increased total open position to 2395
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 360, which was -231.65 lower than the previous day. The implied volatity was 27.88, the open interest changed by 2117 which increased total open position to 2118
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 582.65, which was 133.85 higher than the previous day. The implied volatity was 31.69, the open interest changed by 1779 which increased total open position to 1779
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 449.45, which was 164.45 higher than the previous day. The implied volatity was 31.52, the open interest changed by 1109 which increased total open position to 1109
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 263.9, which was -118.35 lower than the previous day. The implied volatity was 28.14, the open interest changed by 1084 which increased total open position to 1084
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 376.3, which was 67 higher than the previous day. The implied volatity was 28.88, the open interest changed by 650 which increased total open position to 650
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 309.3, which was 299.6 higher than the previous day. The implied volatity was 20.24, the open interest changed by 14 which increased total open position to 14
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 9.7, which was 0 lower than the previous day. The implied volatity was 4, 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 9.7, which was 0 lower than the previous day. The implied volatity was 3.84, 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 9.7, which was 0 lower than the previous day. The implied volatity was 5.69, 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 9.7, which was 0 lower than the previous day. The implied volatity was 5.09, 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 9.7, which was 0 lower than the previous day. The implied volatity was 4.49, 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 9.7, which was 0 lower than the previous day. The implied volatity was 3.91, 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 9.7, which was 0 lower than the previous day. The implied volatity was 5.12, 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 9.7, which was 0 lower than the previous day. The implied volatity was 5.61, 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 9.7, which was 0 lower than the previous day. The implied volatity was 6.62, the open interest changed by 0 which decreased total open position to 0
