NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:29 PM IST
| NIFTY 28-Apr-2026 (4d) 22300 CE | ||||||||||||||||
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Delta: 0.98
Vega: 0.01
Theta: -5.07
Gamma: 0.00006
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23869.65 | 1590 | -275.45000000000005 | 31.25 | 71 | -47 | 2,189 | |||||||||
| 23 Apr | 24173.05 | 1862.3 | -218.60000000000014 | 27.28 | 79 | -39 | 2,242 | |||||||||
| 22 Apr | 24378.10 | 2097.3 | -188.5 | 28.65 | 67 | -19 | 2,280 | |||||||||
| 21 Apr | 24576.60 | 2281.55 | 225.5 | 30.5 | 375 | -307 | 2,299 | |||||||||
| 20 Apr | 24364.85 | 2029.45 | -37.950000000000045 | 29.46 | 119 | -25 | 2,668 | |||||||||
| 17 Apr | 24353.55 | 2067.4 | 141.9000000000001 | 25.13 | 70 | -59 | 2,694 | |||||||||
| 16 Apr | 24196.75 | 1925.5 | -41.09999999999991 | 24.78 | 273 | -117 | 2,755 | |||||||||
| 15 Apr | 24231.30 | 1953 | 337.6500000000001 | 25.89 | 80 | -7 | 2,872 | |||||||||
| 13 Apr | 23842.65 | 1615.05 | -239.6500000000001 | 24.01 | 154 | -53 | 2,877 | |||||||||
| 10 Apr | 24050.60 | 1852.7 | 224.75 | 22.76 | 281 | -50 | 2,935 | |||||||||
| 9 Apr | 23775.10 | 1641.8 | -199.5 | 26.94 | 267 | -140 | 2,986 | |||||||||
| 8 Apr | 23997.35 | 1854.7 | 710.6 | 20.12 | 924 | 2,826 | 3,146 | |||||||||
| 7 Apr | 23123.65 | 1164.9 | 59.75 | 25.76 | 1,170 | 3,124 | 3,512 | |||||||||
| 6 Apr | 22968.25 | 1102 | 185.05 | 28.45 | 3,108 | -405 | 3,597 | |||||||||
| 2 Apr | 22713.10 | 918.15 | -26.85 | 25.03 | 15,645 | 4,051 | 4,105 | |||||||||
| 1 Apr | 22679.40 | 948.9 | 128.3 | 25.68 | 802 | 1,704 | 1,704 | |||||||||
| 30 Mar | 22331.40 | 840.8 | -294.9 | 28.2 | 4,514 | 1,147 | 1,840 | |||||||||
| 27 Mar | 22819.60 | 1129.9 | -324.9 | 26.55 | 276 | 662 | 692 | |||||||||
| 25 Mar | 23306.45 | 1452.9 | 253.15 | 24.71 | 38 | 722 | 752 | |||||||||
| 24 Mar | 22912.40 | 1242.25 | 232.5 | 26.06 | 278 | -82 | 760 | |||||||||
| 23 Mar | 22512.65 | 1004.7 | -300.8 | 27.99 | 1,287 | 823 | 844 | |||||||||
| 20 Mar | 23114.50 | 1305.5 | 88.5 | 21.37 | 20 | 18 | 18 | |||||||||
| 19 Mar | 23002.15 | 1217 | -73.7 | 18.66 | 9 | 11 | 11 | |||||||||
| 18 Mar | 23777.80 | 1292.4 | -1938.45 | - | 0 | 0 | 5 | |||||||||
| 17 Mar | 23581.15 | 1292.4 | -1938.45 | - | 6 | -27 | 5 | |||||||||
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| 16 Mar | 23408.80 | 1292.4 | -1938.45 | - | 6 | 5 | 0 | |||||||||
| 13 Mar | 23151.10 | 1292.4 | -1938.45 | 16.59 | 6 | 1 | 1 | |||||||||
| 12 Mar | 23639.15 | 3230.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 23866.85 | 3230.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 24261.60 | 3230.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 22300 expiring on 28APR2026
Delta for 22300 CE is 0.98
Historical price for 22300 CE is as follows
On 24 Apr NIFTY was trading at 23869.65. The strike last trading price was 1590, which was -275.45000000000005 lower than the previous day. The implied volatity was 31.25, the open interest changed by -47 which decreased total open position to 2189
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1862.3, which was -218.60000000000014 lower than the previous day. The implied volatity was 27.28, the open interest changed by -39 which decreased total open position to 2242
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 2097.3, which was -188.5 lower than the previous day. The implied volatity was 28.65, the open interest changed by -19 which decreased total open position to 2280
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 2281.55, which was 225.5 higher than the previous day. The implied volatity was 30.5, the open interest changed by -307 which decreased total open position to 2299
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 2029.45, which was -37.950000000000045 lower than the previous day. The implied volatity was 29.46, the open interest changed by -25 which decreased total open position to 2668
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 2067.4, which was 141.9000000000001 higher than the previous day. The implied volatity was 25.13, the open interest changed by -59 which decreased total open position to 2694
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1925.5, which was -41.09999999999991 lower than the previous day. The implied volatity was 24.78, the open interest changed by -117 which decreased total open position to 2755
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1953, which was 337.6500000000001 higher than the previous day. The implied volatity was 25.89, the open interest changed by -7 which decreased total open position to 2872
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1615.05, which was -239.6500000000001 lower than the previous day. The implied volatity was 24.01, the open interest changed by -53 which decreased total open position to 2877
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1852.7, which was 224.75 higher than the previous day. The implied volatity was 22.76, the open interest changed by -50 which decreased total open position to 2935
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1641.8, which was -199.5 lower than the previous day. The implied volatity was 26.94, the open interest changed by -140 which decreased total open position to 2986
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1854.7, which was 710.6 higher than the previous day. The implied volatity was 20.12, the open interest changed by 2826 which increased total open position to 3146
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1164.9, which was 59.75 higher than the previous day. The implied volatity was 25.76, the open interest changed by 3124 which increased total open position to 3512
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1102, which was 185.05 higher than the previous day. The implied volatity was 28.45, the open interest changed by -405 which decreased total open position to 3597
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 918.15, which was -26.85 lower than the previous day. The implied volatity was 25.03, the open interest changed by 4051 which increased total open position to 4105
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 948.9, which was 128.3 higher than the previous day. The implied volatity was 25.68, the open interest changed by 1704 which increased total open position to 1704
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 840.8, which was -294.9 lower than the previous day. The implied volatity was 28.2, the open interest changed by 1147 which increased total open position to 1840
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1129.9, which was -324.9 lower than the previous day. The implied volatity was 26.55, the open interest changed by 662 which increased total open position to 692
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1452.9, which was 253.15 higher than the previous day. The implied volatity was 24.71, the open interest changed by 722 which increased total open position to 752
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1242.25, which was 232.5 higher than the previous day. The implied volatity was 26.06, the open interest changed by -82 which decreased total open position to 760
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1004.7, which was -300.8 lower than the previous day. The implied volatity was 27.99, the open interest changed by 823 which increased total open position to 844
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1305.5, which was 88.5 higher than the previous day. The implied volatity was 21.37, the open interest changed by 18 which increased total open position to 18
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1217, which was -73.7 lower than the previous day. The implied volatity was 18.66, the open interest changed by 11 which increased total open position to 11
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1292.4, which was -1938.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1292.4, which was -1938.45 lower than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 5
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1292.4, which was -1938.45 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1292.4, which was -1938.45 lower than the previous day. The implied volatity was 16.59, the open interest changed by 1 which increased total open position to 1
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 3230.85, 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 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 3230.85, 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 3230.85, 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) 22300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.01
Theta: 1.52
Gamma: 0.00003
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23869.65 | 1.9 | 0.19999999999999996 | 26.24 | 48,082 | -1,830 | 16,428 |
| 23 Apr | 24173.05 | 1.7 | -0.6500000000000001 | 27.14 | 86,598 | -2,352 | 18,403 |
| 22 Apr | 24378.10 | 2.05 | -2.1000000000000005 | 27.83 | 61,192 | 4,169 | 20,931 |
| 21 Apr | 24576.60 | 4.25 | -4.35 | 30.8 | 43,660 | -3,250 | 16,506 |
| 20 Apr | 24364.85 | 8.6 | 0.25 | 29.16 | 47,321 | 1,385 | 20,056 |
| 17 Apr | 24353.55 | 8 | -6.4 | 25.2 | 34,628 | 6,039 | 18,672 |
| 16 Apr | 24196.75 | 14.85 | -5.85 | 24.9 | 26,957 | -2,759 | 12,696 |
| 15 Apr | 24231.30 | 21.05 | -36.95 | 25.92 | 23,583 | 639 | 15,481 |
| 13 Apr | 23842.65 | 56.4 | 10.049999999999997 | 25.73 | 27,871 | 9,377 | 15,005 |
| 10 Apr | 24050.60 | 47.45 | -31.75 | 24.98 | 7,105 | -502 | 5,682 |
| 9 Apr | 23775.10 | 78.55 | 8.349999999999994 | 24.78 | 13,328 | -430 | 6,214 |
| 8 Apr | 23997.35 | 69.2 | -214.5 | 26.64 | 16,922 | -12,239 | 6,668 |
| 7 Apr | 23123.65 | 278.85 | -58.25 | 29.96 | 6,354 | 4,827 | 5,306 |
| 6 Apr | 22968.25 | 337.15 | -108.45 | 29.81 | 14,911 | 2,518 | 7,851 |
| 2 Apr | 22713.10 | 431.9 | 0.9 | 28.27 | 19,780 | 8,787 | 8,787 |
| 1 Apr | 22679.40 | 420.35 | -263.45 | 27.39 | 8,208 | 7,299 | 7,299 |
| 30 Mar | 22331.40 | 667 | 159.65 | 31.52 | 15,010 | 6,700 | 6,700 |
| 27 Mar | 22819.60 | 508 | 183.15 | 31 | 2,300 | 2,259 | 2,259 |
| 25 Mar | 23306.45 | 323.55 | -105.45 | 28.42 | 3,949 | 2,265 | 2,265 |
| 24 Mar | 22912.40 | 424.85 | -225.8 | 28.21 | 3,719 | 1,832 | 1,832 |
| 23 Mar | 22512.65 | 661.45 | 309 | 30.5 | 5,235 | 1,760 | 1,760 |
| 20 Mar | 23114.50 | 355.45 | -20.65 | 26.36 | 1,663 | 1,512 | 1,512 |
| 19 Mar | 23002.15 | 364.25 | 173.65 | 25.96 | 2,124 | 1,212 | 1,212 |
| 18 Mar | 23777.80 | 188.45 | -52.05 | 24.68 | 1,862 | 1,065 | 1,065 |
| 17 Mar | 23581.15 | 240.15 | -66.35 | 25.04 | 1,457 | 692 | 692 |
| 16 Mar | 23408.80 | 320.9 | -55.55 | 26.27 | 1,351 | 555 | 555 |
| 13 Mar | 23151.10 | 382.45 | 248.4 | 26.09 | 1,831 | 369 | 378 |
| 12 Mar | 23639.15 | 134.05 | 120.15 | 19.79 | 9 | 7 | 7 |
| 11 Mar | 23866.85 | 13.9 | 0 | 5.07 | 0 | 0 | 0 |
| 10 Mar | 24261.60 | 13.9 | 0 | 6.1 | 0 | 0 | 0 |
For Nifty - strike price 22300 expiring on 28APR2026
Delta for 22300 PE is -0.01
Historical price for 22300 PE is as follows
On 24 Apr NIFTY was trading at 23869.65. The strike last trading price was 1.9, which was 0.19999999999999996 higher than the previous day. The implied volatity was 26.24, the open interest changed by -1830 which decreased total open position to 16428
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 27.14, the open interest changed by -2352 which decreased total open position to 18403
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 2.05, which was -2.1000000000000005 lower than the previous day. The implied volatity was 27.83, the open interest changed by 4169 which increased total open position to 20931
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 4.25, which was -4.35 lower than the previous day. The implied volatity was 30.8, the open interest changed by -3250 which decreased total open position to 16506
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 8.6, which was 0.25 higher than the previous day. The implied volatity was 29.16, the open interest changed by 1385 which increased total open position to 20056
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 8, which was -6.4 lower than the previous day. The implied volatity was 25.2, the open interest changed by 6039 which increased total open position to 18672
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 14.85, which was -5.85 lower than the previous day. The implied volatity was 24.9, the open interest changed by -2759 which decreased total open position to 12696
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 21.05, which was -36.95 lower than the previous day. The implied volatity was 25.92, the open interest changed by 639 which increased total open position to 15481
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 56.4, which was 10.049999999999997 higher than the previous day. The implied volatity was 25.73, the open interest changed by 9377 which increased total open position to 15005
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 47.45, which was -31.75 lower than the previous day. The implied volatity was 24.98, the open interest changed by -502 which decreased total open position to 5682
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 78.55, which was 8.349999999999994 higher than the previous day. The implied volatity was 24.78, the open interest changed by -430 which decreased total open position to 6214
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 69.2, which was -214.5 lower than the previous day. The implied volatity was 26.64, the open interest changed by -12239 which decreased total open position to 6668
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 278.85, which was -58.25 lower than the previous day. The implied volatity was 29.96, the open interest changed by 4827 which increased total open position to 5306
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 337.15, which was -108.45 lower than the previous day. The implied volatity was 29.81, the open interest changed by 2518 which increased total open position to 7851
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 431.9, which was 0.9 higher than the previous day. The implied volatity was 28.27, the open interest changed by 8787 which increased total open position to 8787
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 420.35, which was -263.45 lower than the previous day. The implied volatity was 27.39, the open interest changed by 7299 which increased total open position to 7299
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 667, which was 159.65 higher than the previous day. The implied volatity was 31.52, the open interest changed by 6700 which increased total open position to 6700
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 508, which was 183.15 higher than the previous day. The implied volatity was 31, the open interest changed by 2259 which increased total open position to 2259
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 323.55, which was -105.45 lower than the previous day. The implied volatity was 28.42, the open interest changed by 2265 which increased total open position to 2265
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 424.85, which was -225.8 lower than the previous day. The implied volatity was 28.21, the open interest changed by 1832 which increased total open position to 1832
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 661.45, which was 309 higher than the previous day. The implied volatity was 30.5, the open interest changed by 1760 which increased total open position to 1760
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 355.45, which was -20.65 lower than the previous day. The implied volatity was 26.36, the open interest changed by 1512 which increased total open position to 1512
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 364.25, which was 173.65 higher than the previous day. The implied volatity was 25.96, the open interest changed by 1212 which increased total open position to 1212
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 188.45, which was -52.05 lower than the previous day. The implied volatity was 24.68, the open interest changed by 1065 which increased total open position to 1065
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 240.15, which was -66.35 lower than the previous day. The implied volatity was 25.04, the open interest changed by 692 which increased total open position to 692
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 320.9, which was -55.55 lower than the previous day. The implied volatity was 26.27, the open interest changed by 555 which increased total open position to 555
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 382.45, which was 248.4 higher than the previous day. The implied volatity was 26.09, the open interest changed by 369 which increased total open position to 378
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 134.05, which was 120.15 higher than the previous day. The implied volatity was 19.79, the open interest changed by 7 which increased total open position to 7
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 13.9, which was 0 lower than the previous day. The implied volatity was 5.07, 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 13.9, which was 0 lower than the previous day. The implied volatity was 6.1, the open interest changed by 0 which decreased total open position to 0
