NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:29 PM IST
| NIFTY 28-Apr-2026 (4d) 22250 CE | ||||||||||||||||
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Delta: 0.98
Vega: 0.02
Theta: -5.8
Gamma: 0.00007
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23869.65 | 1658.6 | -284.85000000000014 | 33.14 | 3 | 0 | 395 | |||||||||
| 23 Apr | 24173.05 | 1943.45 | -234.54999999999995 | 28.48 | 4 | 0 | 395 | |||||||||
| 22 Apr | 24378.10 | 2178 | 138 | 29.78 | 1 | 0 | 395 | |||||||||
| 21 Apr | 24576.60 | 2040 | 0 | - | 0 | 0 | 395 | |||||||||
| 20 Apr | 24364.85 | 2040 | 0 | - | 0 | 0 | 395 | |||||||||
| 17 Apr | 24353.55 | 2040 | 149.4000000000001 | 25.03 | 12 | -7 | 396 | |||||||||
| 16 Apr | 24196.75 | 1890.6 | -149.80000000000018 | 25.45 | 4 | -3 | 404 | |||||||||
| 15 Apr | 24231.30 | 2040.4 | 531.3500000000001 | 17.37 | 2 | 0 | 409 | |||||||||
| 13 Apr | 23842.65 | 1509.05 | -290.95000000000005 | 25.3 | 1 | 0 | 409 | |||||||||
| 10 Apr | 24050.60 | 1800 | 100.40000000000009 | 21.66 | 2 | 0 | 410 | |||||||||
| 9 Apr | 23775.10 | 1699.15 | -182.79999999999995 | 28.06 | 60 | -4 | 410 | |||||||||
| 8 Apr | 23997.35 | 1881.95 | 692.7 | 26.49 | 44 | -10 | 414 | |||||||||
| 7 Apr | 23123.65 | 1201.5 | 59.6 | 25.72 | 69 | 3 | 424 | |||||||||
| 6 Apr | 22968.25 | 1149.2 | 201.3 | 29.14 | 129 | 129 | 421 | |||||||||
| 2 Apr | 22713.10 | 988.9 | 16.7 | 26.8 | 2,480 | -208 | 436 | |||||||||
| 1 Apr | 22679.40 | 972.2 | 118.95 | 25.37 | 99 | 373 | 382 | |||||||||
| 30 Mar | 22331.40 | 875.15 | -299.85 | 28.5 | 449 | 368 | 368 | |||||||||
| 27 Mar | 22819.60 | 1175 | -47.35 | 27.08 | 16 | 275 | 289 | |||||||||
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| 25 Mar | 23306.45 | 1280.7 | 226.45 | - | 0 | 292 | 292 | |||||||||
| 24 Mar | 22912.40 | 1280.7 | 226.45 | 26.29 | 342 | 292 | 292 | |||||||||
| 23 Mar | 22512.65 | 1048.1 | -297.05 | 28.55 | 757 | 539 | 560 | |||||||||
| 20 Mar | 23114.50 | 1345.15 | 98.4 | 21.49 | 15 | 16 | 16 | |||||||||
| 19 Mar | 23002.15 | 1246.75 | -303.25 | 18.34 | 11 | -13 | 8 | |||||||||
| 18 Mar | 23777.80 | 1550 | 75.15 | - | 0 | -20 | 1 | |||||||||
| 17 Mar | 23581.15 | 1550 | 75.15 | 11.69 | 1 | 1 | 1 | |||||||||
| 16 Mar | 23408.80 | 1474.85 | -1804 | - | 1 | 0 | 0 | |||||||||
| 13 Mar | 23151.10 | 1474.85 | -1804 | 22.61 | 1 | 0 | 0 | |||||||||
| 12 Mar | 23639.15 | 3278.85 | 0 | - | 0 | -1 | 0 | |||||||||
| 11 Mar | 23866.85 | 3278.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 24261.60 | 3278.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 22250 expiring on 28APR2026
Delta for 22250 CE is 0.98
Historical price for 22250 CE is as follows
On 24 Apr NIFTY was trading at 23869.65. The strike last trading price was 1658.6, which was -284.85000000000014 lower than the previous day. The implied volatity was 33.14, the open interest changed by 0 which decreased total open position to 395
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1943.45, which was -234.54999999999995 lower than the previous day. The implied volatity was 28.48, the open interest changed by 0 which decreased total open position to 395
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 2178, which was 138 higher than the previous day. The implied volatity was 29.78, the open interest changed by 0 which decreased total open position to 395
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 2040, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 395
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 2040, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 395
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 2040, which was 149.4000000000001 higher than the previous day. The implied volatity was 25.03, the open interest changed by -7 which decreased total open position to 396
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1890.6, which was -149.80000000000018 lower than the previous day. The implied volatity was 25.45, the open interest changed by -3 which decreased total open position to 404
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 2040.4, which was 531.3500000000001 higher than the previous day. The implied volatity was 17.37, the open interest changed by 0 which decreased total open position to 409
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1509.05, which was -290.95000000000005 lower than the previous day. The implied volatity was 25.3, the open interest changed by 0 which decreased total open position to 409
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1800, which was 100.40000000000009 higher than the previous day. The implied volatity was 21.66, the open interest changed by 0 which decreased total open position to 410
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1699.15, which was -182.79999999999995 lower than the previous day. The implied volatity was 28.06, the open interest changed by -4 which decreased total open position to 410
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1881.95, which was 692.7 higher than the previous day. The implied volatity was 26.49, the open interest changed by -10 which decreased total open position to 414
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1201.5, which was 59.6 higher than the previous day. The implied volatity was 25.72, the open interest changed by 3 which increased total open position to 424
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1149.2, which was 201.3 higher than the previous day. The implied volatity was 29.14, the open interest changed by 129 which increased total open position to 421
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 988.9, which was 16.7 higher than the previous day. The implied volatity was 26.8, the open interest changed by -208 which decreased total open position to 436
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 972.2, which was 118.95 higher than the previous day. The implied volatity was 25.37, the open interest changed by 373 which increased total open position to 382
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 875.15, which was -299.85 lower than the previous day. The implied volatity was 28.5, the open interest changed by 368 which increased total open position to 368
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1175, which was -47.35 lower than the previous day. The implied volatity was 27.08, the open interest changed by 275 which increased total open position to 289
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1280.7, which was 226.45 higher than the previous day. The implied volatity was -, the open interest changed by 292 which increased total open position to 292
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1280.7, which was 226.45 higher than the previous day. The implied volatity was 26.29, the open interest changed by 292 which increased total open position to 292
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1048.1, which was -297.05 lower than the previous day. The implied volatity was 28.55, the open interest changed by 539 which increased total open position to 560
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1345.15, which was 98.4 higher than the previous day. The implied volatity was 21.49, the open interest changed by 16 which increased total open position to 16
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1246.75, which was -303.25 lower than the previous day. The implied volatity was 18.34, the open interest changed by -13 which decreased total open position to 8
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1550, which was 75.15 higher than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 1
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1550, which was 75.15 higher than the previous day. The implied volatity was 11.69, 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 1474.85, which was -1804 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 1474.85, which was -1804 lower than the previous day. The implied volatity was 22.61, 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 3278.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 3278.85, 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 3278.85, 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) 22250 PE | |||||||
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Delta: -0.01
Vega: 0.01
Theta: 1.55
Gamma: 0.00003
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23869.65 | 1.85 | 0.30000000000000004 | 26.91 | 14,520 | 949 | 3,523 |
| 23 Apr | 24173.05 | 1.7 | -0.5999999999999999 | 27.81 | 16,994 | 93 | 2,574 |
| 22 Apr | 24378.10 | 2.1 | -1.9499999999999997 | 28.6 | 18,480 | -28 | 2,517 |
| 21 Apr | 24576.60 | 4.15 | -4.35 | 31.28 | 5,888 | 576 | 2,355 |
| 20 Apr | 24364.85 | 9.1 | 1.3499999999999996 | 30.06 | 2,523 | 149 | 1,780 |
| 17 Apr | 24353.55 | 7.5 | -6.25 | 25.44 | 2,056 | 123 | 1,642 |
| 16 Apr | 24196.75 | 13.8 | -5.449999999999999 | 25.13 | 10,731 | -3,367 | 1,587 |
| 15 Apr | 24231.30 | 19.15 | -34.6 | 26 | 3,766 | 25 | 4,961 |
| 13 Apr | 23842.65 | 53.05 | 8.899999999999999 | 26.01 | 9,163 | 4,236 | 5,055 |
| 10 Apr | 24050.60 | 44.95 | -31.14999999999999 | 25.24 | 415 | -8 | 862 |
| 9 Apr | 23775.10 | 74.85 | 8.099999999999994 | 25.02 | 823 | 83 | 876 |
| 8 Apr | 23997.35 | 66.25 | -203.7 | 26.88 | 2,326 | 93 | 797 |
| 7 Apr | 23123.65 | 269.9 | -55 | 30.25 | 841 | 700 | 700 |
| 6 Apr | 22968.25 | 326.15 | -109.25 | 30.08 | 970 | -95 | 676 |
| 2 Apr | 22713.10 | 421 | 4.85 | 28.63 | 2,710 | -3,545 | 779 |
| 1 Apr | 22679.40 | 405 | -249.9 | 27.51 | 804 | -41 | 552 |
| 30 Mar | 22331.40 | 633.6 | 141.1 | 31.09 | 1,201 | 608 | 608 |
| 27 Mar | 22819.60 | 490.4 | 174.45 | 31.04 | 503 | -43 | 485 |
| 25 Mar | 23306.45 | 312.3 | -107.55 | 28.57 | 684 | 451 | 526 |
| 24 Mar | 22912.40 | 407.3 | -224.3 | 28.18 | 496 | 294 | 294 |
| 23 Mar | 22512.65 | 640 | 295.4 | 30.47 | 1,014 | 448 | 448 |
| 20 Mar | 23114.50 | 345.15 | -13.95 | 26.54 | 545 | 195 | 482 |
| 19 Mar | 23002.15 | 351.55 | 164.7 | 26.06 | 794 | 30 | 286 |
| 18 Mar | 23777.80 | 186.45 | -47.55 | 25.05 | 1,220 | 262 | 262 |
| 17 Mar | 23581.15 | 240.2 | -37.85 | 25.53 | 1,290 | 343 | 343 |
| 16 Mar | 23408.80 | 278.05 | 265.3 | 25.07 | 197 | 176 | 176 |
| 13 Mar | 23151.10 | 12.75 | 0 | 3.49 | 0 | 0 | 0 |
| 12 Mar | 23639.15 | 12.75 | 0 | 4.71 | 0 | 0 | 0 |
| 11 Mar | 23866.85 | 12.75 | 0 | 5.21 | 0 | 0 | 0 |
| 10 Mar | 24261.60 | 12.75 | 0 | 6.23 | 0 | 0 | 0 |
For Nifty - strike price 22250 expiring on 28APR2026
Delta for 22250 PE is -0.01
Historical price for 22250 PE is as follows
On 24 Apr NIFTY was trading at 23869.65. The strike last trading price was 1.85, which was 0.30000000000000004 higher than the previous day. The implied volatity was 26.91, the open interest changed by 949 which increased total open position to 3523
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1.7, which was -0.5999999999999999 lower than the previous day. The implied volatity was 27.81, the open interest changed by 93 which increased total open position to 2574
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 2.1, which was -1.9499999999999997 lower than the previous day. The implied volatity was 28.6, the open interest changed by -28 which decreased total open position to 2517
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 4.15, which was -4.35 lower than the previous day. The implied volatity was 31.28, the open interest changed by 576 which increased total open position to 2355
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 9.1, which was 1.3499999999999996 higher than the previous day. The implied volatity was 30.06, the open interest changed by 149 which increased total open position to 1780
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 7.5, which was -6.25 lower than the previous day. The implied volatity was 25.44, the open interest changed by 123 which increased total open position to 1642
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 13.8, which was -5.449999999999999 lower than the previous day. The implied volatity was 25.13, the open interest changed by -3367 which decreased total open position to 1587
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 19.15, which was -34.6 lower than the previous day. The implied volatity was 26, the open interest changed by 25 which increased total open position to 4961
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 53.05, which was 8.899999999999999 higher than the previous day. The implied volatity was 26.01, the open interest changed by 4236 which increased total open position to 5055
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 44.95, which was -31.14999999999999 lower than the previous day. The implied volatity was 25.24, the open interest changed by -8 which decreased total open position to 862
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 74.85, which was 8.099999999999994 higher than the previous day. The implied volatity was 25.02, the open interest changed by 83 which increased total open position to 876
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 66.25, which was -203.7 lower than the previous day. The implied volatity was 26.88, the open interest changed by 93 which increased total open position to 797
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 269.9, which was -55 lower than the previous day. The implied volatity was 30.25, the open interest changed by 700 which increased total open position to 700
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 326.15, which was -109.25 lower than the previous day. The implied volatity was 30.08, the open interest changed by -95 which decreased total open position to 676
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 421, which was 4.85 higher than the previous day. The implied volatity was 28.63, the open interest changed by -3545 which decreased total open position to 779
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 405, which was -249.9 lower than the previous day. The implied volatity was 27.51, the open interest changed by -41 which decreased total open position to 552
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 633.6, which was 141.1 higher than the previous day. The implied volatity was 31.09, the open interest changed by 608 which increased total open position to 608
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 490.4, which was 174.45 higher than the previous day. The implied volatity was 31.04, the open interest changed by -43 which decreased total open position to 485
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 312.3, which was -107.55 lower than the previous day. The implied volatity was 28.57, the open interest changed by 451 which increased total open position to 526
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 407.3, which was -224.3 lower than the previous day. The implied volatity was 28.18, the open interest changed by 294 which increased total open position to 294
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 640, which was 295.4 higher than the previous day. The implied volatity was 30.47, the open interest changed by 448 which increased total open position to 448
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 345.15, which was -13.95 lower than the previous day. The implied volatity was 26.54, the open interest changed by 195 which increased total open position to 482
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 351.55, which was 164.7 higher than the previous day. The implied volatity was 26.06, the open interest changed by 30 which increased total open position to 286
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 186.45, which was -47.55 lower than the previous day. The implied volatity was 25.05, the open interest changed by 262 which increased total open position to 262
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 240.2, which was -37.85 lower than the previous day. The implied volatity was 25.53, the open interest changed by 343 which increased total open position to 343
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 278.05, which was 265.3 higher than the previous day. The implied volatity was 25.07, the open interest changed by 176 which increased total open position to 176
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 12.75, which was 0 lower than the previous day. The implied volatity was 3.49, 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 12.75, which was 0 lower than the previous day. The implied volatity was 4.71, 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 12.75, which was 0 lower than the previous day. The implied volatity was 5.21, 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 12.75, which was 0 lower than the previous day. The implied volatity was 6.23, the open interest changed by 0 which decreased total open position to 0
