NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:28 PM IST
| NIFTY 28-Apr-2026 (4d) 22200 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0.02
Theta: -6.82
Gamma: 0.00007
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23871.95 | 1695 | -350 | 35.03 | 39 | -2 | 987 | |||||||||
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| 23 Apr | 24173.05 | 2045 | -148.05000000000018 | 29.75 | 24 | -6 | 995 | |||||||||
| 22 Apr | 24378.10 | 2185 | -204.3499999999999 | 28.9 | 71 | -13 | 1,001 | |||||||||
| 21 Apr | 24576.60 | 2383 | 209.0999999999999 | 31.6 | 199 | -162 | 1,023 | |||||||||
| 20 Apr | 24364.85 | 2114.25 | -13.75 | 30.17 | 84 | -14 | 1,226 | |||||||||
| 17 Apr | 24353.55 | 2128 | 111 | 25.53 | 51 | -5 | 1,241 | |||||||||
| 16 Apr | 24196.75 | 2017 | -44.15000000000009 | 25.4 | 43 | -21 | 1,246 | |||||||||
| 15 Apr | 24231.30 | 2056.85 | 345.8499999999999 | 26.56 | 193 | -24 | 1,268 | |||||||||
| 13 Apr | 23842.65 | 1702 | -239.79999999999995 | 22.44 | 261 | -64 | 1,292 | |||||||||
| 10 Apr | 24050.60 | 1950.4 | 199 | 23.57 | 170 | -27 | 1,356 | |||||||||
| 9 Apr | 23775.10 | 1747 | -177.20000000000005 | 27.74 | 62 | -27 | 1,384 | |||||||||
| 8 Apr | 23997.35 | 1943.3 | 722.1 | 18.22 | 618 | -6,453 | 1,435 | |||||||||
| 7 Apr | 23123.65 | 1236.5 | 57.7 | 25.55 | 331 | -7,993 | 1,681 | |||||||||
| 6 Apr | 22968.25 | 1177.2 | 175.65 | 28.8 | 3,360 | -821 | 1,750 | |||||||||
| 2 Apr | 22713.10 | 990.3 | -22.65 | 25.41 | 9,166 | 2,511 | 2,572 | |||||||||
| 1 Apr | 22679.40 | 1019.45 | 136.95 | 26.05 | 448 | -1,612 | 897 | |||||||||
| 30 Mar | 22331.40 | 917.25 | -289.35 | 29.09 | 2,184 | 811 | 923 | |||||||||
| 27 Mar | 22819.60 | 1190 | -335 | 26.26 | 127 | 111 | 111 | |||||||||
| 25 Mar | 23306.45 | 1525 | 267.45 | 24.56 | 25 | 75 | 75 | |||||||||
| 24 Mar | 22912.40 | 1255 | 185.3 | 23.78 | 117 | -55 | 77 | |||||||||
| 23 Mar | 22512.65 | 1057.3 | -332.4 | 27.82 | 266 | 90 | 90 | |||||||||
| 20 Mar | 23114.50 | 1389.7 | 18.35 | 21.82 | 9 | 8 | 17 | |||||||||
| 19 Mar | 23002.15 | 1371.35 | -134.2 | 22.04 | 8 | 4 | 4 | |||||||||
| 18 Mar | 23777.80 | 1505.55 | -1821.45 | - | 0 | 1 | 1 | |||||||||
| 17 Mar | 23581.15 | 1505.55 | -1821.45 | - | 1 | -24 | 1 | |||||||||
| 16 Mar | 23408.80 | 1505.55 | -1821.45 | - | 1 | 0 | 0 | |||||||||
| 13 Mar | 23151.10 | 1505.55 | -1821.45 | 22.38 | 1 | -1 | 0 | |||||||||
| 12 Mar | 23639.15 | 3327 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 23866.85 | 3327 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 24261.60 | 3327 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 22200 expiring on 28APR2026
Delta for 22200 CE is 0.97
Historical price for 22200 CE is as follows
On 24 Apr NIFTY was trading at 23871.95. The strike last trading price was 1695, which was -350 lower than the previous day. The implied volatity was 35.03, the open interest changed by -2 which decreased total open position to 987
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 2045, which was -148.05000000000018 lower than the previous day. The implied volatity was 29.75, the open interest changed by -6 which decreased total open position to 995
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 2185, which was -204.3499999999999 lower than the previous day. The implied volatity was 28.9, the open interest changed by -13 which decreased total open position to 1001
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 2383, which was 209.0999999999999 higher than the previous day. The implied volatity was 31.6, the open interest changed by -162 which decreased total open position to 1023
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 2114.25, which was -13.75 lower than the previous day. The implied volatity was 30.17, the open interest changed by -14 which decreased total open position to 1226
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 2128, which was 111 higher than the previous day. The implied volatity was 25.53, the open interest changed by -5 which decreased total open position to 1241
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 2017, which was -44.15000000000009 lower than the previous day. The implied volatity was 25.4, the open interest changed by -21 which decreased total open position to 1246
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 2056.85, which was 345.8499999999999 higher than the previous day. The implied volatity was 26.56, the open interest changed by -24 which decreased total open position to 1268
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1702, which was -239.79999999999995 lower than the previous day. The implied volatity was 22.44, the open interest changed by -64 which decreased total open position to 1292
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1950.4, which was 199 higher than the previous day. The implied volatity was 23.57, the open interest changed by -27 which decreased total open position to 1356
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1747, which was -177.20000000000005 lower than the previous day. The implied volatity was 27.74, the open interest changed by -27 which decreased total open position to 1384
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1943.3, which was 722.1 higher than the previous day. The implied volatity was 18.22, the open interest changed by -6453 which decreased total open position to 1435
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1236.5, which was 57.7 higher than the previous day. The implied volatity was 25.55, the open interest changed by -7993 which decreased total open position to 1681
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1177.2, which was 175.65 higher than the previous day. The implied volatity was 28.8, the open interest changed by -821 which decreased total open position to 1750
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 990.3, which was -22.65 lower than the previous day. The implied volatity was 25.41, the open interest changed by 2511 which increased total open position to 2572
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1019.45, which was 136.95 higher than the previous day. The implied volatity was 26.05, the open interest changed by -1612 which decreased total open position to 897
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 917.25, which was -289.35 lower than the previous day. The implied volatity was 29.09, the open interest changed by 811 which increased total open position to 923
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1190, which was -335 lower than the previous day. The implied volatity was 26.26, the open interest changed by 111 which increased total open position to 111
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1525, which was 267.45 higher than the previous day. The implied volatity was 24.56, the open interest changed by 75 which increased total open position to 75
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1255, which was 185.3 higher than the previous day. The implied volatity was 23.78, the open interest changed by -55 which decreased total open position to 77
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1057.3, which was -332.4 lower than the previous day. The implied volatity was 27.82, the open interest changed by 90 which increased total open position to 90
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1389.7, which was 18.35 higher than the previous day. The implied volatity was 21.82, the open interest changed by 8 which increased total open position to 17
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1371.35, which was -134.2 lower than the previous day. The implied volatity was 22.04, the open interest changed by 4 which increased total open position to 4
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1505.55, which was -1821.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1505.55, which was -1821.45 lower than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 1
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1505.55, which was -1821.45 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 1505.55, which was -1821.45 lower than the previous day. The implied volatity was 22.38, 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 3327, 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 3327, 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 3327, 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) 22200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.01
Theta: 1.57
Gamma: 0.00003
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23871.95 | 1.8 | 0.25 | 27.57 | 22,677 | 432 | 14,476 |
| 23 Apr | 24173.05 | 1.7 | -0.6500000000000001 | 28.48 | 41,878 | 2,580 | 14,061 |
| 22 Apr | 24378.10 | 2.05 | -1.9000000000000004 | 29.1 | 48,256 | 571 | 11,572 |
| 21 Apr | 24576.60 | 3.85 | -4.15 | 31.69 | 25,404 | 900 | 10,866 |
| 20 Apr | 24364.85 | 8.55 | 1.1500000000000004 | 30.35 | 21,557 | 167 | 10,008 |
| 17 Apr | 24353.55 | 7.3 | -5.500000000000001 | 25.9 | 26,079 | 1,615 | 9,841 |
| 16 Apr | 24196.75 | 12.65 | -5.499999999999998 | 25.33 | 43,330 | -6,844 | 8,227 |
| 15 Apr | 24231.30 | 17.9 | -33 | 26.23 | 16,910 | -1,246 | 15,154 |
| 13 Apr | 23842.65 | 50.25 | 8.200000000000003 | 26.18 | 32,277 | 11,291 | 16,420 |
| 10 Apr | 24050.60 | 44 | -27.599999999999994 | 25.57 | 13,650 | -1,085 | 5,237 |
| 9 Apr | 23775.10 | 70.45 | 6.1000000000000085 | 25.15 | 11,400 | 109 | 6,587 |
| 8 Apr | 23997.35 | 61.5 | -198.4 | 26.91 | 16,584 | 5,771 | 6,478 |
| 7 Apr | 23123.65 | 257 | -54.3 | 30.29 | 6,368 | 441 | 6,024 |
| 6 Apr | 22968.25 | 313.5 | -98.2 | 30.23 | 8,241 | 1,052 | 5,639 |
| 2 Apr | 22713.10 | 397.65 | -4.3 | 28.4 | 16,121 | 2,299 | 5,583 |
| 1 Apr | 22679.40 | 383.95 | -249.95 | 27.37 | 7,676 | 3,293 | 3,293 |
| 30 Mar | 22331.40 | 616.15 | 138.75 | 31.29 | 7,267 | -2,315 | 2,204 |
| 27 Mar | 22819.60 | 482.9 | 180.2 | 31.51 | 2,143 | 1,060 | 1,060 |
| 25 Mar | 23306.45 | 299.75 | -104.95 | 28.58 | 3,158 | 402 | 766 |
| 24 Mar | 22912.40 | 399.15 | 45.35 | 28.52 | 1,455 | 337 | 362 |
| 23 Mar | 22512.65 | 353.8 | 342.15 | 20.59 | 25 | 13 | 13 |
| 20 Mar | 23114.50 | 11.65 | 0 | 3.69 | 0 | 0 | 0 |
| 19 Mar | 23002.15 | 11.65 | 0 | 3.53 | 0 | 0 | 0 |
| 18 Mar | 23777.80 | 11.65 | 0 | 5.4 | 0 | 0 | 0 |
| 17 Mar | 23581.15 | 11.65 | 0 | 4.81 | 0 | 0 | 0 |
| 16 Mar | 23408.80 | 11.65 | 0 | 4.21 | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 11.65 | 0 | 3.63 | 0 | 0 | 0 |
| 12 Mar | 23639.15 | 11.65 | 0 | 4.84 | 0 | 0 | 0 |
| 11 Mar | 23866.85 | 11.65 | 0 | 5.34 | 0 | 0 | 0 |
| 10 Mar | 24261.60 | 11.65 | 0 | 6.36 | 0 | 0 | 0 |
For Nifty - strike price 22200 expiring on 28APR2026
Delta for 22200 PE is -0.01
Historical price for 22200 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 27.57, the open interest changed by 432 which increased total open position to 14476
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1.7, which was -0.6500000000000001 lower than the previous day. The implied volatity was 28.48, the open interest changed by 2580 which increased total open position to 14061
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 2.05, which was -1.9000000000000004 lower than the previous day. The implied volatity was 29.1, the open interest changed by 571 which increased total open position to 11572
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 3.85, which was -4.15 lower than the previous day. The implied volatity was 31.69, the open interest changed by 900 which increased total open position to 10866
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 8.55, which was 1.1500000000000004 higher than the previous day. The implied volatity was 30.35, the open interest changed by 167 which increased total open position to 10008
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 7.3, which was -5.500000000000001 lower than the previous day. The implied volatity was 25.9, the open interest changed by 1615 which increased total open position to 9841
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 12.65, which was -5.499999999999998 lower than the previous day. The implied volatity was 25.33, the open interest changed by -6844 which decreased total open position to 8227
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 17.9, which was -33 lower than the previous day. The implied volatity was 26.23, the open interest changed by -1246 which decreased total open position to 15154
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 50.25, which was 8.200000000000003 higher than the previous day. The implied volatity was 26.18, the open interest changed by 11291 which increased total open position to 16420
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 44, which was -27.599999999999994 lower than the previous day. The implied volatity was 25.57, the open interest changed by -1085 which decreased total open position to 5237
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 70.45, which was 6.1000000000000085 higher than the previous day. The implied volatity was 25.15, the open interest changed by 109 which increased total open position to 6587
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 61.5, which was -198.4 lower than the previous day. The implied volatity was 26.91, the open interest changed by 5771 which increased total open position to 6478
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 257, which was -54.3 lower than the previous day. The implied volatity was 30.29, the open interest changed by 441 which increased total open position to 6024
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 313.5, which was -98.2 lower than the previous day. The implied volatity was 30.23, the open interest changed by 1052 which increased total open position to 5639
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 397.65, which was -4.3 lower than the previous day. The implied volatity was 28.4, the open interest changed by 2299 which increased total open position to 5583
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 383.95, which was -249.95 lower than the previous day. The implied volatity was 27.37, the open interest changed by 3293 which increased total open position to 3293
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 616.15, which was 138.75 higher than the previous day. The implied volatity was 31.29, the open interest changed by -2315 which decreased total open position to 2204
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 482.9, which was 180.2 higher than the previous day. The implied volatity was 31.51, the open interest changed by 1060 which increased total open position to 1060
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 299.75, which was -104.95 lower than the previous day. The implied volatity was 28.58, the open interest changed by 402 which increased total open position to 766
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 399.15, which was 45.35 higher than the previous day. The implied volatity was 28.52, the open interest changed by 337 which increased total open position to 362
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 353.8, which was 342.15 higher than the previous day. The implied volatity was 20.59, the open interest changed by 13 which increased total open position to 13
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 11.65, 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 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 11.65, which was 0 lower than the previous day. The implied volatity was 3.53, 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 11.65, which was 0 lower than the previous day. The implied volatity was 5.4, 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 11.65, which was 0 lower than the previous day. The implied volatity was 4.81, 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 11.65, which was 0 lower than the previous day. The implied volatity was 4.21, 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 11.65, which was 0 lower than the previous day. The implied volatity was 3.63, 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 11.65, which was 0 lower than the previous day. The implied volatity was 4.84, 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 11.65, which was 0 lower than the previous day. The implied volatity was 5.34, 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 11.65, which was 0 lower than the previous day. The implied volatity was 6.36, the open interest changed by 0 which decreased total open position to 0
