NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:30 PM IST
| NIFTY 28-Apr-2026 (4d) 22350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.97
Vega: 0.02
Theta: -6.71
Gamma: 0.00007
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23878.45 | 1658 | -143 | 33.82 | 12 | -3 | 208 | |||||||||
| 23 Apr | 24173.05 | 1801 | -237 | 27.35 | 3 | 0 | 211 | |||||||||
| 22 Apr | 24378.10 | 2038 | -184.44999999999982 | 28.75 | 5 | -2 | 212 | |||||||||
| 21 Apr | 24576.60 | 2239.2 | 391.9999999999998 | 30.06 | 18 | 2 | 216 | |||||||||
| 20 Apr | 24364.85 | 1847.2 | 0 | - | 0 | 0 | 214 | |||||||||
| 17 Apr | 24353.55 | 1847.2 | 11.299999999999955 | 24.7 | 13 | -3 | 224 | |||||||||
| 16 Apr | 24196.75 | 1835.9 | -84.09999999999991 | 25.43 | 3 | 0 | 229 | |||||||||
| 15 Apr | 24231.30 | 1920 | 313.9000000000001 | 23.41 | 30 | -17 | 231 | |||||||||
| 13 Apr | 23842.65 | 1606.1 | -162.25 | 20.42 | 35 | 1 | 247 | |||||||||
| 10 Apr | 24050.60 | 1768.35 | 243.3499999999999 | 22.03 | 23 | 0 | 247 | |||||||||
| 9 Apr | 23775.10 | 1525 | -245.1500000000001 | 25.73 | 26 | -6 | 247 | |||||||||
| 8 Apr | 23997.35 | 1770.15 | 667.15 | 24.23 | 94 | -2,934 | 254 | |||||||||
| 7 Apr | 23123.65 | 1124.25 | 60.05 | 25.54 | 127 | -4,252 | 321 | |||||||||
| 6 Apr | 22968.25 | 1065.2 | 173.15 | 28.29 | 160 | 272 | 314 | |||||||||
|
|
||||||||||||||||
| 2 Apr | 22713.10 | 887.95 | -21.65 | 25.09 | 1,696 | 315 | 387 | |||||||||
| 1 Apr | 22679.40 | 914.9 | 122.15 | 25.6 | 381 | -8,434 | 195 | |||||||||
| 30 Mar | 22331.40 | 819.9 | -592.1 | 28.43 | 710 | 219 | 270 | |||||||||
| 27 Mar | 22819.60 | 1412 | 207.85 | - | 0 | 0 | 60 | |||||||||
| 25 Mar | 23306.45 | 1412 | 207.85 | 24.52 | 16 | -4 | 69 | |||||||||
| 24 Mar | 22912.40 | 1204.15 | 219.85 | 25.87 | 52 | 57 | 74 | |||||||||
| 23 Mar | 22512.65 | 975.5 | -360.35 | 27.94 | 152 | 83 | 83 | |||||||||
| 20 Mar | 23114.50 | 1333.15 | 172.8 | 24.07 | 11 | 13 | 13 | |||||||||
| 19 Mar | 23002.15 | 1160.35 | -260.6 | 17.73 | 7 | -11 | 6 | |||||||||
| 18 Mar | 23777.80 | 1420.95 | -1761.9 | - | 0 | 0 | 1 | |||||||||
| 17 Mar | 23581.15 | 1420.95 | -1761.9 | - | 1 | 1 | 1 | |||||||||
| 16 Mar | 23408.80 | 1420.95 | -1761.9 | - | 1 | 1 | 0 | |||||||||
| 13 Mar | 23151.10 | 1420.95 | -1761.9 | 23.27 | 1 | -1 | 0 | |||||||||
| 12 Mar | 23639.15 | 3182.85 | 0 | - | 0 | -1 | 0 | |||||||||
| 11 Mar | 23866.85 | 3182.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 24261.60 | 3182.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 22350 expiring on 28APR2026
Delta for 22350 CE is 0.97
Historical price for 22350 CE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 1658, which was -143 lower than the previous day. The implied volatity was 33.82, the open interest changed by -3 which decreased total open position to 208
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1801, which was -237 lower than the previous day. The implied volatity was 27.35, the open interest changed by 0 which decreased total open position to 211
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 2038, which was -184.44999999999982 lower than the previous day. The implied volatity was 28.75, the open interest changed by -2 which decreased total open position to 212
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 2239.2, which was 391.9999999999998 higher than the previous day. The implied volatity was 30.06, the open interest changed by 2 which increased total open position to 216
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1847.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 214
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1847.2, which was 11.299999999999955 higher than the previous day. The implied volatity was 24.7, the open interest changed by -3 which decreased total open position to 224
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1835.9, which was -84.09999999999991 lower than the previous day. The implied volatity was 25.43, the open interest changed by 0 which decreased total open position to 229
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1920, which was 313.9000000000001 higher than the previous day. The implied volatity was 23.41, the open interest changed by -17 which decreased total open position to 231
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1606.1, which was -162.25 lower than the previous day. The implied volatity was 20.42, the open interest changed by 1 which increased total open position to 247
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1768.35, which was 243.3499999999999 higher than the previous day. The implied volatity was 22.03, the open interest changed by 0 which decreased total open position to 247
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1525, which was -245.1500000000001 lower than the previous day. The implied volatity was 25.73, the open interest changed by -6 which decreased total open position to 247
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1770.15, which was 667.15 higher than the previous day. The implied volatity was 24.23, the open interest changed by -2934 which decreased total open position to 254
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1124.25, which was 60.05 higher than the previous day. The implied volatity was 25.54, the open interest changed by -4252 which decreased total open position to 321
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1065.2, which was 173.15 higher than the previous day. The implied volatity was 28.29, the open interest changed by 272 which increased total open position to 314
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 887.95, which was -21.65 lower than the previous day. The implied volatity was 25.09, the open interest changed by 315 which increased total open position to 387
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 914.9, which was 122.15 higher than the previous day. The implied volatity was 25.6, the open interest changed by -8434 which decreased total open position to 195
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 819.9, which was -592.1 lower than the previous day. The implied volatity was 28.43, the open interest changed by 219 which increased total open position to 270
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1412, which was 207.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 60
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1412, which was 207.85 higher than the previous day. The implied volatity was 24.52, the open interest changed by -4 which decreased total open position to 69
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1204.15, which was 219.85 higher than the previous day. The implied volatity was 25.87, the open interest changed by 57 which increased total open position to 74
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 975.5, which was -360.35 lower than the previous day. The implied volatity was 27.94, the open interest changed by 83 which increased total open position to 83
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1333.15, which was 172.8 higher than the previous day. The implied volatity was 24.07, the open interest changed by 13 which increased total open position to 13
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1160.35, which was -260.6 lower than the previous day. The implied volatity was 17.73, the open interest changed by -11 which decreased total open position to 6
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1420.95, which was -1761.9 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 1420.95, which was -1761.9 lower than the previous day. The implied volatity was -, 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 1420.95, which was -1761.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1420.95, which was -1761.9 lower than the previous day. The implied volatity was 23.27, 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 3182.85, 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 3182.85, 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 3182.85, 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) 22350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.01
Theta: 1.42
Gamma: 0.00004
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23878.45 | 2.05 | 0.24999999999999978 | 25.78 | 12,092 | 1,019 | 2,508 |
| 23 Apr | 24173.05 | 1.8 | -0.9000000000000001 | 26.64 | 17,176 | -209 | 1,539 |
| 22 Apr | 24378.10 | 2.35 | -2.0500000000000003 | 27.67 | 14,209 | 634 | 1,891 |
| 21 Apr | 24576.60 | 4.6 | -5.050000000000001 | 30.56 | 5,222 | -461 | 1,300 |
| 20 Apr | 24364.85 | 9.85 | 0.75 | 29.19 | 3,536 | 550 | 1,740 |
| 17 Apr | 24353.55 | 9 | -6.5 | 25.16 | 2,256 | 424 | 1,197 |
| 16 Apr | 24196.75 | 15.85 | -6.500000000000002 | 24.63 | 2,426 | 100 | 773 |
| 15 Apr | 24231.30 | 22.05 | -40.3 | 25.58 | 2,020 | 31 | 685 |
| 13 Apr | 23842.65 | 60.9 | 12.350000000000001 | 25.63 | 1,590 | -17 | 692 |
| 10 Apr | 24050.60 | 50.05 | -33.3 | 24.78 | 656 | -212 | 715 |
| 9 Apr | 23775.10 | 82.1 | 8.25 | 24.54 | 1,426 | 367 | 925 |
| 8 Apr | 23997.35 | 72.6 | -221.35 | 26.42 | 1,281 | 369 | 560 |
| 7 Apr | 23123.65 | 289.9 | -60.35 | 29.76 | 525 | 216 | 393 |
| 6 Apr | 22968.25 | 351.1 | -111.55 | 29.68 | 772 | -152 | 367 |
| 2 Apr | 22713.10 | 453.85 | 7.65 | 28.41 | 2,327 | -4,913 | 522 |
| 1 Apr | 22679.40 | 441 | -141.8 | 27.45 | 677 | 255 | 273 |
| 30 Mar | 22331.40 | 582.8 | 567.6 | 27.19 | 19 | 9 | 16 |
| 27 Mar | 22819.60 | 15.2 | 0 | 2.41 | 0 | 0 | 0 |
| 25 Mar | 23306.45 | 15.2 | 0 | 3.87 | 0 | 0 | 0 |
| 24 Mar | 22912.40 | 15.2 | 0 | 2.76 | 0 | 0 | 0 |
| 23 Mar | 22512.65 | 15.2 | 0 | 1.3 | 0 | 0 | 0 |
| 20 Mar | 23114.50 | 15.2 | 0 | 3.23 | 0 | 0 | 0 |
| 19 Mar | 23002.15 | 15.2 | 0 | 3.08 | 0 | 0 | 0 |
| 18 Mar | 23777.80 | 15.2 | 0 | 4.96 | 0 | 0 | 0 |
| 17 Mar | 23581.15 | 15.2 | 0 | 4.37 | 0 | 0 | 0 |
| 16 Mar | 23408.80 | 15.2 | 0 | 3.78 | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 15.2 | 0 | 3.2 | 0 | 0 | 0 |
| 12 Mar | 23639.15 | 15.2 | 0 | 4.43 | 0 | 0 | 0 |
| 11 Mar | 23866.85 | 15.2 | 0 | 4.94 | 0 | 0 | 0 |
| 10 Mar | 24261.60 | 15.2 | 0 | 5.97 | 0 | 0 | 0 |
For Nifty - strike price 22350 expiring on 28APR2026
Delta for 22350 PE is -0.01
Historical price for 22350 PE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 2.05, which was 0.24999999999999978 higher than the previous day. The implied volatity was 25.78, the open interest changed by 1019 which increased total open position to 2508
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1.8, which was -0.9000000000000001 lower than the previous day. The implied volatity was 26.64, the open interest changed by -209 which decreased total open position to 1539
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 2.35, which was -2.0500000000000003 lower than the previous day. The implied volatity was 27.67, the open interest changed by 634 which increased total open position to 1891
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 4.6, which was -5.050000000000001 lower than the previous day. The implied volatity was 30.56, the open interest changed by -461 which decreased total open position to 1300
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 9.85, which was 0.75 higher than the previous day. The implied volatity was 29.19, the open interest changed by 550 which increased total open position to 1740
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 9, which was -6.5 lower than the previous day. The implied volatity was 25.16, the open interest changed by 424 which increased total open position to 1197
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 15.85, which was -6.500000000000002 lower than the previous day. The implied volatity was 24.63, the open interest changed by 100 which increased total open position to 773
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 22.05, which was -40.3 lower than the previous day. The implied volatity was 25.58, the open interest changed by 31 which increased total open position to 685
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 60.9, which was 12.350000000000001 higher than the previous day. The implied volatity was 25.63, the open interest changed by -17 which decreased total open position to 692
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 50.05, which was -33.3 lower than the previous day. The implied volatity was 24.78, the open interest changed by -212 which decreased total open position to 715
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 82.1, which was 8.25 higher than the previous day. The implied volatity was 24.54, the open interest changed by 367 which increased total open position to 925
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 72.6, which was -221.35 lower than the previous day. The implied volatity was 26.42, the open interest changed by 369 which increased total open position to 560
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 289.9, which was -60.35 lower than the previous day. The implied volatity was 29.76, the open interest changed by 216 which increased total open position to 393
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 351.1, which was -111.55 lower than the previous day. The implied volatity was 29.68, the open interest changed by -152 which decreased total open position to 367
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 453.85, which was 7.65 higher than the previous day. The implied volatity was 28.41, the open interest changed by -4913 which decreased total open position to 522
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 441, which was -141.8 lower than the previous day. The implied volatity was 27.45, the open interest changed by 255 which increased total open position to 273
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 582.8, which was 567.6 higher than the previous day. The implied volatity was 27.19, the open interest changed by 9 which increased total open position to 16
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 15.2, which was 0 lower than the previous day. The implied volatity was 2.41, the open interest changed by 0 which decreased total open position to 0
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 15.2, which was 0 lower than the previous day. The implied volatity was 3.87, the open interest changed by 0 which decreased total open position to 0
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 15.2, which was 0 lower than the previous day. The implied volatity was 2.76, 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 15.2, which was 0 lower than the previous day. The implied volatity was 1.3, the open interest changed by 0 which decreased total open position to 0
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 15.2, which was 0 lower than the previous day. The implied volatity was 3.23, 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 15.2, which was 0 lower than the previous day. The implied volatity was 3.08, 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 15.2, which was 0 lower than the previous day. The implied volatity was 4.96, 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 15.2, which was 0 lower than the previous day. The implied volatity was 4.37, 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 15.2, which was 0 lower than the previous day. The implied volatity was 3.78, 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 15.2, which was 0 lower than the previous day. The implied volatity was 3.2, 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 15.2, which was 0 lower than the previous day. The implied volatity was 4.43, 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 15.2, 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 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 15.2, which was 0 lower than the previous day. The implied volatity was 5.97, the open interest changed by 0 which decreased total open position to 0
