NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:30 PM IST
| NIFTY 28-Apr-2026 (4d) 22400 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0.02
Theta: -6.23
Gamma: 0.00008
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23878.45 | 1500 | -262.29999999999995 | 31.04 | 62 | -7 | 4,765 | |||||||||
| 23 Apr | 24173.05 | 1758.5 | -222.45000000000005 | 25.65 | 38 | 3 | 4,774 | |||||||||
| 22 Apr | 24378.10 | 1998.85 | -186.9000000000001 | 27.59 | 225 | -9 | 4,770 | |||||||||
| 21 Apr | 24576.60 | 2181.5 | 207 | 29.84 | 553 | -483 | 4,800 | |||||||||
| 20 Apr | 24364.85 | 1926.5 | -27.84999999999991 | 28.68 | 110 | -22 | 5,340 | |||||||||
| 17 Apr | 24353.55 | 1956.3 | 138.89999999999986 | 24.62 | 31 | -20 | 5,362 | |||||||||
| 16 Apr | 24196.75 | 1813.3 | -76.70000000000005 | 24.36 | 314 | -81 | 5,382 | |||||||||
| 15 Apr | 24231.30 | 1890 | 357.0999999999999 | 21.82 | 202 | -81 | 5,463 | |||||||||
| 13 Apr | 23842.65 | 1528 | -227.54999999999995 | 24.91 | 232 | -22 | 5,544 | |||||||||
| 10 Apr | 24050.60 | 1757.55 | 217 | 22.43 | 382 | -127 | 5,567 | |||||||||
| 9 Apr | 23775.10 | 1560 | -172.54999999999995 | 27.06 | 395 | -121 | 5,695 | |||||||||
| 8 Apr | 23997.35 | 1763.65 | 694.2 | 20.62 | 1,666 | 5,568 | 5,964 | |||||||||
| 7 Apr | 23123.65 | 1092.15 | 59.6 | 25.86 | 904 | 6,267 | 6,661 | |||||||||
| 6 Apr | 22968.25 | 1031 | 166 | 28.23 | 2,087 | -5,220 | 6,724 | |||||||||
| 2 Apr | 22713.10 | 856.1 | -19.85 | 25.03 | 11,244 | 1,142 | 7,098 | |||||||||
| 1 Apr | 22679.40 | 894.95 | 121.25 | 26.04 | 2,591 | 5,921 | 5,921 | |||||||||
| 30 Mar | 22331.40 | 777.65 | -284.15 | 27.78 | 12,301 | 6,271 | 6,305 | |||||||||
| 27 Mar | 22819.60 | 1053.1 | -324.6 | 26.03 | 282 | 858 | 876 | |||||||||
| 25 Mar | 23306.45 | 1375.1 | 236.8 | 24.5 | 98 | 860 | 878 | |||||||||
| 24 Mar | 22912.40 | 1166.05 | 218.95 | 25.65 | 1,249 | 925 | 925 | |||||||||
| 23 Mar | 22512.65 | 942.4 | -313.45 | 27.74 | 2,570 | 1,255 | 1,255 | |||||||||
| 20 Mar | 23114.50 | 1276.6 | 90.2 | 23.12 | 75 | 23 | 58 | |||||||||
| 19 Mar | 23002.15 | 1215.35 | -111.8 | 21.6 | 19 | 34 | 34 | |||||||||
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| 18 Mar | 23777.80 | 1327.15 | -27.8 | - | 0 | 20 | 20 | |||||||||
| 17 Mar | 23581.15 | 1327.15 | -27.8 | - | 19 | 0 | 20 | |||||||||
| 16 Mar | 23408.80 | 1327.15 | -27.8 | 15.98 | 19 | 19 | 20 | |||||||||
| 13 Mar | 23151.10 | 1351.85 | -1783.15 | 22 | 6 | 0 | 0 | |||||||||
| 12 Mar | 23639.15 | 3135 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 23866.85 | 3135 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 24261.60 | 3135 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 24028.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 22400 expiring on 28APR2026
Delta for 22400 CE is 0.97
Historical price for 22400 CE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 1500, which was -262.29999999999995 lower than the previous day. The implied volatity was 31.04, the open interest changed by -7 which decreased total open position to 4765
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1758.5, which was -222.45000000000005 lower than the previous day. The implied volatity was 25.65, the open interest changed by 3 which increased total open position to 4774
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1998.85, which was -186.9000000000001 lower than the previous day. The implied volatity was 27.59, the open interest changed by -9 which decreased total open position to 4770
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 2181.5, which was 207 higher than the previous day. The implied volatity was 29.84, the open interest changed by -483 which decreased total open position to 4800
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1926.5, which was -27.84999999999991 lower than the previous day. The implied volatity was 28.68, the open interest changed by -22 which decreased total open position to 5340
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1956.3, which was 138.89999999999986 higher than the previous day. The implied volatity was 24.62, the open interest changed by -20 which decreased total open position to 5362
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1813.3, which was -76.70000000000005 lower than the previous day. The implied volatity was 24.36, the open interest changed by -81 which decreased total open position to 5382
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1890, which was 357.0999999999999 higher than the previous day. The implied volatity was 21.82, the open interest changed by -81 which decreased total open position to 5463
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1528, which was -227.54999999999995 lower than the previous day. The implied volatity was 24.91, the open interest changed by -22 which decreased total open position to 5544
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1757.55, which was 217 higher than the previous day. The implied volatity was 22.43, the open interest changed by -127 which decreased total open position to 5567
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1560, which was -172.54999999999995 lower than the previous day. The implied volatity was 27.06, the open interest changed by -121 which decreased total open position to 5695
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1763.65, which was 694.2 higher than the previous day. The implied volatity was 20.62, the open interest changed by 5568 which increased total open position to 5964
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1092.15, which was 59.6 higher than the previous day. The implied volatity was 25.86, the open interest changed by 6267 which increased total open position to 6661
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1031, which was 166 higher than the previous day. The implied volatity was 28.23, the open interest changed by -5220 which decreased total open position to 6724
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 856.1, which was -19.85 lower than the previous day. The implied volatity was 25.03, the open interest changed by 1142 which increased total open position to 7098
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 894.95, which was 121.25 higher than the previous day. The implied volatity was 26.04, the open interest changed by 5921 which increased total open position to 5921
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 777.65, which was -284.15 lower than the previous day. The implied volatity was 27.78, the open interest changed by 6271 which increased total open position to 6305
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1053.1, which was -324.6 lower than the previous day. The implied volatity was 26.03, the open interest changed by 858 which increased total open position to 876
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1375.1, which was 236.8 higher than the previous day. The implied volatity was 24.5, the open interest changed by 860 which increased total open position to 878
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1166.05, which was 218.95 higher than the previous day. The implied volatity was 25.65, the open interest changed by 925 which increased total open position to 925
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 942.4, which was -313.45 lower than the previous day. The implied volatity was 27.74, the open interest changed by 1255 which increased total open position to 1255
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1276.6, which was 90.2 higher than the previous day. The implied volatity was 23.12, the open interest changed by 23 which increased total open position to 58
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1215.35, which was -111.8 lower than the previous day. The implied volatity was 21.6, the open interest changed by 34 which increased total open position to 34
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1327.15, which was -27.8 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1327.15, which was -27.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1327.15, which was -27.8 lower than the previous day. The implied volatity was 15.98, the open interest changed by 19 which increased total open position to 20
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1351.85, which was -1783.15 lower than the previous day. The implied volatity was 22, 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 3135, 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 3135, 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 3135, 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 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 0, 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) 22400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.01
Theta: 1.4
Gamma: 0.00004
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23878.45 | 2.1 | 0.30000000000000004 | 25.11 | 46,983 | 1,747 | 19,522 |
| 23 Apr | 24173.05 | 1.8 | -0.9000000000000001 | 25.97 | 42,685 | 453 | 17,861 |
| 22 Apr | 24378.10 | 2.45 | -2.1499999999999995 | 27.22 | 38,833 | 1,826 | 17,549 |
| 21 Apr | 24576.60 | 4.85 | -4.9 | 30.15 | 45,255 | -2,200 | 15,791 |
| 20 Apr | 24364.85 | 10.7 | 1.1999999999999993 | 28.88 | 23,259 | 2,982 | 18,056 |
| 17 Apr | 24353.55 | 9 | -7.199999999999999 | 24.59 | 21,312 | 4,186 | 15,077 |
| 16 Apr | 24196.75 | 16.9 | -6.950000000000003 | 24.36 | 17,052 | 52 | 10,902 |
| 15 Apr | 24231.30 | 23.55 | -42.95 | 25.38 | 12,556 | -769 | 10,845 |
| 13 Apr | 23842.65 | 66.3 | 15.549999999999997 | 25.72 | 21,628 | -1,706 | 11,608 |
| 10 Apr | 24050.60 | 53.55 | -33.7 | 24.62 | 13,791 | 3,181 | 13,337 |
| 9 Apr | 23775.10 | 86.4 | 9.650000000000006 | 24.25 | 9,688 | 2,482 | 10,165 |
| 8 Apr | 23997.35 | 72.8 | -233.3 | 25.87 | 10,422 | 7,323 | 7,838 |
| 7 Apr | 23123.65 | 302.8 | -59.3 | 29.64 | 8,857 | 11,529 | 11,795 |
| 6 Apr | 22968.25 | 364.45 | -113.95 | 29.49 | 5,875 | -14,621 | 11,290 |
| 2 Apr | 22713.10 | 468 | 4.6 | 28.13 | 14,614 | 2,010 | 11,638 |
| 1 Apr | 22679.40 | 452.85 | -263.4 | 27.08 | 7,781 | -382 | 9,650 |
| 30 Mar | 22331.40 | 706.55 | 165.25 | 31.21 | 22,685 | 7,304 | 10,031 |
| 27 Mar | 22819.60 | 540.1 | 194.05 | 30.75 | 2,778 | 2,313 | 2,313 |
| 25 Mar | 23306.45 | 342.65 | -120.45 | 28 | 4,324 | 583 | 1,967 |
| 24 Mar | 22912.40 | 453 | -232.9 | 27.95 | 3,546 | -482 | 1,382 |
| 23 Mar | 22512.65 | 693.8 | 318.6 | 30.07 | 5,802 | 1,870 | 1,870 |
| 20 Mar | 23114.50 | 378.5 | -27.6 | 26.05 | 1,024 | 871 | 871 |
| 19 Mar | 23002.15 | 386.7 | 181.55 | 25.58 | 1,087 | 644 | 644 |
| 18 Mar | 23777.80 | 204.95 | -49.85 | 24.52 | 1,152 | 674 | 674 |
| 17 Mar | 23581.15 | 255.7 | -77 | 24.71 | 576 | 614 | 614 |
| 16 Mar | 23408.80 | 341.15 | -59.9 | 25.97 | 1,334 | 643 | 643 |
| 13 Mar | 23151.10 | 401.9 | 129.45 | 25.67 | 2,549 | 565 | 565 |
| 12 Mar | 23639.15 | 271 | 32.8 | 24.98 | 1,060 | -208 | 426 |
| 11 Mar | 23866.85 | 244 | 101.55 | 25.42 | 2,104 | 695 | 695 |
| 10 Mar | 24261.60 | 141 | 4.45 | 23.66 | 1,580 | 437 | 437 |
| 9 Mar | 24028.05 | 136.55 | 119.95 | 21.25 | 3 | 2 | 2 |
For Nifty - strike price 22400 expiring on 28APR2026
Delta for 22400 PE is -0.01
Historical price for 22400 PE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 2.1, which was 0.30000000000000004 higher than the previous day. The implied volatity was 25.11, the open interest changed by 1747 which increased total open position to 19522
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 25.97, the open interest changed by 453 which increased total open position to 17861
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 2.45, which was -2.1499999999999995 lower than the previous day. The implied volatity was 27.22, the open interest changed by 1826 which increased total open position to 17549
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 4.85, which was -4.9 lower than the previous day. The implied volatity was 30.15, the open interest changed by -2200 which decreased total open position to 15791
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 10.7, which was 1.1999999999999993 higher than the previous day. The implied volatity was 28.88, the open interest changed by 2982 which increased total open position to 18056
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 9, which was -7.199999999999999 lower than the previous day. The implied volatity was 24.59, the open interest changed by 4186 which increased total open position to 15077
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 16.9, which was -6.950000000000003 lower than the previous day. The implied volatity was 24.36, the open interest changed by 52 which increased total open position to 10902
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 23.55, which was -42.95 lower than the previous day. The implied volatity was 25.38, the open interest changed by -769 which decreased total open position to 10845
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 66.3, which was 15.549999999999997 higher than the previous day. The implied volatity was 25.72, the open interest changed by -1706 which decreased total open position to 11608
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 53.55, which was -33.7 lower than the previous day. The implied volatity was 24.62, the open interest changed by 3181 which increased total open position to 13337
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 86.4, which was 9.650000000000006 higher than the previous day. The implied volatity was 24.25, the open interest changed by 2482 which increased total open position to 10165
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 72.8, which was -233.3 lower than the previous day. The implied volatity was 25.87, the open interest changed by 7323 which increased total open position to 7838
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 302.8, which was -59.3 lower than the previous day. The implied volatity was 29.64, the open interest changed by 11529 which increased total open position to 11795
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 364.45, which was -113.95 lower than the previous day. The implied volatity was 29.49, the open interest changed by -14621 which decreased total open position to 11290
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 468, which was 4.6 higher than the previous day. The implied volatity was 28.13, the open interest changed by 2010 which increased total open position to 11638
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 452.85, which was -263.4 lower than the previous day. The implied volatity was 27.08, the open interest changed by -382 which decreased total open position to 9650
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 706.55, which was 165.25 higher than the previous day. The implied volatity was 31.21, the open interest changed by 7304 which increased total open position to 10031
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 540.1, which was 194.05 higher than the previous day. The implied volatity was 30.75, the open interest changed by 2313 which increased total open position to 2313
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 342.65, which was -120.45 lower than the previous day. The implied volatity was 28, the open interest changed by 583 which increased total open position to 1967
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 453, which was -232.9 lower than the previous day. The implied volatity was 27.95, the open interest changed by -482 which decreased total open position to 1382
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 693.8, which was 318.6 higher than the previous day. The implied volatity was 30.07, the open interest changed by 1870 which increased total open position to 1870
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 378.5, which was -27.6 lower than the previous day. The implied volatity was 26.05, the open interest changed by 871 which increased total open position to 871
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 386.7, which was 181.55 higher than the previous day. The implied volatity was 25.58, the open interest changed by 644 which increased total open position to 644
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 204.95, which was -49.85 lower than the previous day. The implied volatity was 24.52, the open interest changed by 674 which increased total open position to 674
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 255.7, which was -77 lower than the previous day. The implied volatity was 24.71, the open interest changed by 614 which increased total open position to 614
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 341.15, which was -59.9 lower than the previous day. The implied volatity was 25.97, the open interest changed by 643 which increased total open position to 643
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 401.9, which was 129.45 higher than the previous day. The implied volatity was 25.67, the open interest changed by 565 which increased total open position to 565
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 271, which was 32.8 higher than the previous day. The implied volatity was 24.98, the open interest changed by -208 which decreased total open position to 426
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 244, which was 101.55 higher than the previous day. The implied volatity was 25.42, the open interest changed by 695 which increased total open position to 695
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 141, which was 4.45 higher than the previous day. The implied volatity was 23.66, the open interest changed by 437 which increased total open position to 437
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 136.55, which was 119.95 higher than the previous day. The implied volatity was 21.25, the open interest changed by 2 which increased total open position to 2
