NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:28 PM IST
| NIFTY 28-Apr-2026 (4d) 22150 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0.02
Theta: -6.5
Gamma: 0.00006
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23871.95 | 1809 | -264.1999999999998 | 36.28 | 3 | -2 | 120 | |||||||||
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| 23 Apr | 24173.05 | 2073.2 | 0 | - | 0 | 0 | 122 | |||||||||
| 22 Apr | 24378.10 | 2073.2 | 0 | - | 0 | 0 | 122 | |||||||||
| 21 Apr | 24576.60 | 2073.2 | 0 | - | 0 | 0 | 122 | |||||||||
| 20 Apr | 24364.85 | 2073.2 | 0 | - | 0 | 0 | 122 | |||||||||
| 17 Apr | 24353.55 | 2073.2 | 0 | 25.72 | 0 | 0 | 122 | |||||||||
| 16 Apr | 24196.75 | 2073.2 | -67.35000000000036 | 25.72 | 4 | 0 | 123 | |||||||||
| 15 Apr | 24231.30 | 2140.55 | 538.4500000000003 | 26.98 | 5 | 0 | 123 | |||||||||
| 13 Apr | 23842.65 | 1602.1 | 560.0999999999999 | 26.89 | 21 | -3 | 126 | |||||||||
| 10 Apr | 24050.60 | 1042 | 0 | - | 0 | 0 | 129 | |||||||||
| 9 Apr | 23775.10 | 1042 | 0 | - | 0 | 0 | 129 | |||||||||
| 8 Apr | 23997.35 | 1042 | -144.9 | - | 0 | -1,252 | 129 | |||||||||
| 7 Apr | 23123.65 | 1042 | -144.9 | 10.89 | 2 | 109 | 130 | |||||||||
| 6 Apr | 22968.25 | 1186.9 | 138 | 27.41 | 19 | 131 | 131 | |||||||||
| 2 Apr | 22713.10 | 1012.8 | -29.1 | 24.93 | 101 | 138 | 145 | |||||||||
| 1 Apr | 22679.40 | 1049.9 | 150.15 | 25.94 | 84 | -13 | 121 | |||||||||
| 30 Mar | 22331.40 | 920.2 | -437.75 | 28.05 | 312 | 77 | 135 | |||||||||
| 27 Mar | 22819.60 | 1357.95 | 63.8 | 31.99 | 5 | 44 | 54 | |||||||||
| 25 Mar | 23306.45 | 1294.15 | 117.65 | - | 0 | 54 | 54 | |||||||||
| 24 Mar | 22912.40 | 1294.15 | 117.65 | 23.95 | 35 | 10 | 54 | |||||||||
| 23 Mar | 22512.65 | 1176.5 | -382.95 | 31.18 | 40 | 42 | 45 | |||||||||
| 20 Mar | 23114.50 | 1559.45 | 52.15 | 27.49 | 11 | 14 | 14 | |||||||||
| 19 Mar | 23002.15 | 1507.3 | -99.45 | 26.18 | 4 | 3 | 4 | |||||||||
| 18 Mar | 23777.80 | 1606.75 | -1768.5 | - | 0 | 0 | 1 | |||||||||
| 17 Mar | 23581.15 | 1606.75 | -1768.5 | - | 1 | 0 | 1 | |||||||||
| 16 Mar | 23408.80 | 1606.75 | -1768.5 | - | 1 | 0 | 0 | |||||||||
| 13 Mar | 23151.10 | 1606.75 | -1768.5 | 24.94 | 1 | -1 | 0 | |||||||||
| 12 Mar | 23639.15 | 3375.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 23866.85 | 3375.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 24261.60 | 3375.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 22150 expiring on 28APR2026
Delta for 22150 CE is 0.97
Historical price for 22150 CE is as follows
On 24 Apr NIFTY was trading at 23871.95. The strike last trading price was 1809, which was -264.1999999999998 lower than the previous day. The implied volatity was 36.28, the open interest changed by -2 which decreased total open position to 120
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 2073.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 122
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 2073.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 122
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 2073.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 122
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 2073.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 122
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 2073.2, which was 0 lower than the previous day. The implied volatity was 25.72, the open interest changed by 0 which decreased total open position to 122
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 2073.2, which was -67.35000000000036 lower than the previous day. The implied volatity was 25.72, the open interest changed by 0 which decreased total open position to 123
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 2140.55, which was 538.4500000000003 higher than the previous day. The implied volatity was 26.98, the open interest changed by 0 which decreased total open position to 123
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1602.1, which was 560.0999999999999 higher than the previous day. The implied volatity was 26.89, the open interest changed by -3 which decreased total open position to 126
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1042, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 129
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1042, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 129
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1042, which was -144.9 lower than the previous day. The implied volatity was -, the open interest changed by -1252 which decreased total open position to 129
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1042, which was -144.9 lower than the previous day. The implied volatity was 10.89, the open interest changed by 109 which increased total open position to 130
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1186.9, which was 138 higher than the previous day. The implied volatity was 27.41, the open interest changed by 131 which increased total open position to 131
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1012.8, which was -29.1 lower than the previous day. The implied volatity was 24.93, the open interest changed by 138 which increased total open position to 145
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1049.9, which was 150.15 higher than the previous day. The implied volatity was 25.94, the open interest changed by -13 which decreased total open position to 121
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 920.2, which was -437.75 lower than the previous day. The implied volatity was 28.05, the open interest changed by 77 which increased total open position to 135
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1357.95, which was 63.8 higher than the previous day. The implied volatity was 31.99, the open interest changed by 44 which increased total open position to 54
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1294.15, which was 117.65 higher than the previous day. The implied volatity was -, the open interest changed by 54 which increased total open position to 54
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1294.15, which was 117.65 higher than the previous day. The implied volatity was 23.95, the open interest changed by 10 which increased total open position to 54
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1176.5, which was -382.95 lower than the previous day. The implied volatity was 31.18, the open interest changed by 42 which increased total open position to 45
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1559.45, which was 52.15 higher than the previous day. The implied volatity was 27.49, 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 1507.3, which was -99.45 lower than the previous day. The implied volatity was 26.18, the open interest changed by 3 which increased total open position to 4
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1606.75, which was -1768.5 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 1606.75, which was -1768.5 lower than the previous day. The implied volatity was -, 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 1606.75, which was -1768.5 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 1606.75, which was -1768.5 lower than the previous day. The implied volatity was 24.94, 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 3375.25, 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 3375.25, 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 3375.25, 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) 22150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.01
Theta: 1.56
Gamma: 0.00003
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23871.95 | 1.8 | 0.25 | 28.25 | 5,916 | 405 | 2,103 |
| 23 Apr | 24173.05 | 1.65 | -0.6000000000000001 | 29.03 | 14,502 | 363 | 1,715 |
| 22 Apr | 24378.10 | 1.95 | -1.9000000000000001 | 29.54 | 6,831 | 185 | 1,341 |
| 21 Apr | 24576.60 | 3.65 | -3.9499999999999997 | 31.96 | 2,284 | 300 | 1,138 |
| 20 Apr | 24364.85 | 8.2 | 1.1499999999999995 | 30.8 | 2,690 | 37 | 844 |
| 17 Apr | 24353.55 | 6.9 | -5.199999999999999 | 26.25 | 1,231 | 173 | 803 |
| 16 Apr | 24196.75 | 12.1 | -5.049999999999999 | 25.65 | 8,868 | -3,339 | 631 |
| 15 Apr | 24231.30 | 17.65 | -30.25 | 26.73 | 2,590 | -112 | 3,968 |
| 13 Apr | 23842.65 | 46.6 | 7.100000000000001 | 26.33 | 7,958 | 3,836 | 4,077 |
| 10 Apr | 24050.60 | 39.35 | -28.4 | 25.54 | 280 | 24 | 241 |
| 9 Apr | 23775.10 | 67.55 | 5.649999999999999 | 25.44 | 269 | 11 | 214 |
| 8 Apr | 23997.35 | 58.2 | -191.15 | 27.05 | 838 | 5 | 203 |
| 7 Apr | 23123.65 | 245.85 | -52.75 | 30.41 | 718 | -2,038 | 306 |
| 6 Apr | 22968.25 | 301.4 | -96.5 | 30.39 | 580 | 223 | 239 |
| 2 Apr | 22713.10 | 394.5 | 11.65 | 29.07 | 1,108 | 293 | 293 |
| 1 Apr | 22679.40 | 379.25 | 368.65 | 27.95 | 257 | 156 | 156 |
| 30 Mar | 22331.40 | 10.6 | 0 | 1.62 | 0 | 0 | 0 |
| 27 Mar | 22819.60 | 10.6 | 0 | 3.1 | 0 | -469 | 0 |
| 25 Mar | 23306.45 | 10.6 | 0 | 4.55 | 0 | -220 | 0 |
| 24 Mar | 22912.40 | 10.6 | 0 | 3.39 | 0 | 0 | 0 |
| 23 Mar | 22512.65 | 10.6 | 0 | 2.01 | 0 | -53 | 0 |
| 20 Mar | 23114.50 | 10.6 | 0 | 3.84 | 0 | 0 | 0 |
| 19 Mar | 23002.15 | 10.6 | 0 | 3.69 | 0 | 0 | 0 |
| 18 Mar | 23777.80 | 10.6 | 0 | 5.54 | 0 | 0 | 0 |
| 17 Mar | 23581.15 | 10.6 | 0 | 4.94 | 0 | 0 | 0 |
| 16 Mar | 23408.80 | 10.6 | 0 | 4.35 | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 10.6 | 0 | 3.77 | 0 | 0 | 0 |
| 12 Mar | 23639.15 | 10.6 | 0 | 4.98 | 0 | 0 | 0 |
| 11 Mar | 23866.85 | 10.6 | 0 | 5.48 | 0 | 0 | 0 |
| 10 Mar | 24261.60 | 10.6 | 0 | 6.49 | 0 | 0 | 0 |
For Nifty - strike price 22150 expiring on 28APR2026
Delta for 22150 PE is -0.01
Historical price for 22150 PE is as follows
On 24 Apr NIFTY was trading at 23871.95. The strike last trading price was 1.8, which was 0.25 higher than the previous day. The implied volatity was 28.25, the open interest changed by 405 which increased total open position to 2103
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1.65, which was -0.6000000000000001 lower than the previous day. The implied volatity was 29.03, the open interest changed by 363 which increased total open position to 1715
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1.95, which was -1.9000000000000001 lower than the previous day. The implied volatity was 29.54, the open interest changed by 185 which increased total open position to 1341
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 3.65, which was -3.9499999999999997 lower than the previous day. The implied volatity was 31.96, the open interest changed by 300 which increased total open position to 1138
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 8.2, which was 1.1499999999999995 higher than the previous day. The implied volatity was 30.8, the open interest changed by 37 which increased total open position to 844
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 6.9, which was -5.199999999999999 lower than the previous day. The implied volatity was 26.25, the open interest changed by 173 which increased total open position to 803
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 12.1, which was -5.049999999999999 lower than the previous day. The implied volatity was 25.65, the open interest changed by -3339 which decreased total open position to 631
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 17.65, which was -30.25 lower than the previous day. The implied volatity was 26.73, the open interest changed by -112 which decreased total open position to 3968
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 46.6, which was 7.100000000000001 higher than the previous day. The implied volatity was 26.33, the open interest changed by 3836 which increased total open position to 4077
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 39.35, which was -28.4 lower than the previous day. The implied volatity was 25.54, the open interest changed by 24 which increased total open position to 241
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 67.55, which was 5.649999999999999 higher than the previous day. The implied volatity was 25.44, the open interest changed by 11 which increased total open position to 214
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 58.2, which was -191.15 lower than the previous day. The implied volatity was 27.05, the open interest changed by 5 which increased total open position to 203
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 245.85, which was -52.75 lower than the previous day. The implied volatity was 30.41, the open interest changed by -2038 which decreased total open position to 306
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 301.4, which was -96.5 lower than the previous day. The implied volatity was 30.39, the open interest changed by 223 which increased total open position to 239
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 394.5, which was 11.65 higher than the previous day. The implied volatity was 29.07, the open interest changed by 293 which increased total open position to 293
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 379.25, which was 368.65 higher than the previous day. The implied volatity was 27.95, the open interest changed by 156 which increased total open position to 156
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 10.6, which was 0 lower than the previous day. The implied volatity was 1.62, 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 10.6, which was 0 lower than the previous day. The implied volatity was 3.1, the open interest changed by -469 which decreased total open position to 0
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 10.6, which was 0 lower than the previous day. The implied volatity was 4.55, the open interest changed by -220 which decreased total open position to 0
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 10.6, which was 0 lower than the previous day. The implied volatity was 3.39, 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 10.6, which was 0 lower than the previous day. The implied volatity was 2.01, the open interest changed by -53 which decreased total open position to 0
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 10.6, 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 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 10.6, which was 0 lower than the previous day. The implied volatity was 3.69, 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 10.6, which was 0 lower than the previous day. The implied volatity was 5.54, 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 10.6, 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 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 10.6, which was 0 lower than the previous day. The implied volatity was 4.35, 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 10.6, which was 0 lower than the previous day. The implied volatity was 3.77, 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 10.6, which was 0 lower than the previous day. The implied volatity was 4.98, 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 10.6, which was 0 lower than the previous day. The implied volatity was 5.48, 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 10.6, which was 0 lower than the previous day. The implied volatity was 6.49, the open interest changed by 0 which decreased total open position to 0
