NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:29 PM IST
| NIFTY 28-Apr-2026 (4d) 22450 CE | ||||||||||||||||
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Delta: 0.99
Vega: 0.01
Theta: 1.56
Gamma: 0.00004
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23869.65 | 1460.8 | -259.20000000000005 | 24.24 | 11 | -3 | 263 | |||||||||
| 23 Apr | 24173.05 | 1720 | -175 | 25.87 | 16 | 0 | 266 | |||||||||
| 22 Apr | 24378.10 | 1895 | -139.8499999999999 | 27.64 | 18 | 0 | 284 | |||||||||
| 21 Apr | 24576.60 | 2034.85 | 128.3499999999999 | 28.09 | 1 | 0 | 285 | |||||||||
| 20 Apr | 24364.85 | 1906.5 | 21.65000000000009 | 28.48 | 3 | -2 | 286 | |||||||||
| 17 Apr | 24353.55 | 1884.85 | 65.25 | 24 | 29 | -12 | 290 | |||||||||
| 16 Apr | 24196.75 | 1819.6 | -26.600000000000136 | 24.38 | 19 | -11 | 302 | |||||||||
| 15 Apr | 24231.30 | 1846.2 | 501.75 | 25.56 | 43 | -28 | 314 | |||||||||
| 13 Apr | 23842.65 | 1344.45 | -281.89999999999986 | 23.82 | 15 | -7 | 342 | |||||||||
| 10 Apr | 24050.60 | 1626.35 | 106.09999999999991 | 18.48 | 11 | -5 | 349 | |||||||||
| 9 Apr | 23775.10 | 1517 | -160.6500000000001 | 26.03 | 8 | -3 | 357 | |||||||||
| 8 Apr | 23997.35 | 1677.65 | 633.95 | 24.83 | 41 | -29 | 361 | |||||||||
| 7 Apr | 23123.65 | 1045.8 | 53.8 | 25.17 | 113 | -25 | 410 | |||||||||
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| 6 Apr | 22968.25 | 998.6 | 166.3 | 28.16 | 304 | -4,291 | 436 | |||||||||
| 2 Apr | 22713.10 | 831.45 | -13.3 | 25.24 | 956 | -1,293 | 528 | |||||||||
| 1 Apr | 22679.40 | 840.35 | 104.25 | 24.93 | 411 | 33 | 280 | |||||||||
| 30 Mar | 22331.40 | 760.2 | -265.35 | 28.1 | 799 | 201 | 262 | |||||||||
| 27 Mar | 22819.60 | 1022.35 | -386.8 | 26 | 24 | 46 | 47 | |||||||||
| 25 Mar | 23306.45 | 1409.15 | 348.7 | 27.51 | 13 | 0 | 46 | |||||||||
| 24 Mar | 22912.40 | 1060.45 | 146.5 | 22.76 | 55 | 59 | 59 | |||||||||
| 23 Mar | 22512.65 | 915.3 | -277.95 | 27.73 | 221 | 96 | 96 | |||||||||
| 20 Mar | 23114.50 | 1193.25 | 61.5 | 21.18 | 45 | 36 | 42 | |||||||||
| 19 Mar | 23002.15 | 1131.75 | -191.75 | 19.59 | 5 | 5 | 5 | |||||||||
| 18 Mar | 23777.80 | 1323.5 | -1763.8 | - | 0 | -4 | 1 | |||||||||
| 17 Mar | 23581.15 | 1323.5 | -1763.8 | - | 1 | 1 | 1 | |||||||||
| 16 Mar | 23408.80 | 1323.5 | -1763.8 | - | 1 | 0 | 0 | |||||||||
| 13 Mar | 23151.10 | 1323.5 | -1763.8 | 22.24 | 1 | -1 | 0 | |||||||||
| 12 Mar | 23639.15 | 3087.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 23866.85 | 3087.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 24261.60 | 3087.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 24028.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 22450 expiring on 28APR2026
Delta for 22450 CE is 0.99
Historical price for 22450 CE is as follows
On 24 Apr NIFTY was trading at 23869.65. The strike last trading price was 1460.8, which was -259.20000000000005 lower than the previous day. The implied volatity was 24.24, the open interest changed by -3 which decreased total open position to 263
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1720, which was -175 lower than the previous day. The implied volatity was 25.87, the open interest changed by 0 which decreased total open position to 266
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1895, which was -139.8499999999999 lower than the previous day. The implied volatity was 27.64, the open interest changed by 0 which decreased total open position to 284
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 2034.85, which was 128.3499999999999 higher than the previous day. The implied volatity was 28.09, the open interest changed by 0 which decreased total open position to 285
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1906.5, which was 21.65000000000009 higher than the previous day. The implied volatity was 28.48, the open interest changed by -2 which decreased total open position to 286
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1884.85, which was 65.25 higher than the previous day. The implied volatity was 24, the open interest changed by -12 which decreased total open position to 290
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1819.6, which was -26.600000000000136 lower than the previous day. The implied volatity was 24.38, the open interest changed by -11 which decreased total open position to 302
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1846.2, which was 501.75 higher than the previous day. The implied volatity was 25.56, the open interest changed by -28 which decreased total open position to 314
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1344.45, which was -281.89999999999986 lower than the previous day. The implied volatity was 23.82, the open interest changed by -7 which decreased total open position to 342
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1626.35, which was 106.09999999999991 higher than the previous day. The implied volatity was 18.48, the open interest changed by -5 which decreased total open position to 349
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1517, which was -160.6500000000001 lower than the previous day. The implied volatity was 26.03, the open interest changed by -3 which decreased total open position to 357
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1677.65, which was 633.95 higher than the previous day. The implied volatity was 24.83, the open interest changed by -29 which decreased total open position to 361
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1045.8, which was 53.8 higher than the previous day. The implied volatity was 25.17, the open interest changed by -25 which decreased total open position to 410
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 998.6, which was 166.3 higher than the previous day. The implied volatity was 28.16, the open interest changed by -4291 which decreased total open position to 436
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 831.45, which was -13.3 lower than the previous day. The implied volatity was 25.24, the open interest changed by -1293 which decreased total open position to 528
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 840.35, which was 104.25 higher than the previous day. The implied volatity was 24.93, the open interest changed by 33 which increased total open position to 280
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 760.2, which was -265.35 lower than the previous day. The implied volatity was 28.1, the open interest changed by 201 which increased total open position to 262
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1022.35, which was -386.8 lower than the previous day. The implied volatity was 26, the open interest changed by 46 which increased total open position to 47
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1409.15, which was 348.7 higher than the previous day. The implied volatity was 27.51, the open interest changed by 0 which decreased total open position to 46
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1060.45, which was 146.5 higher than the previous day. The implied volatity was 22.76, the open interest changed by 59 which increased total open position to 59
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 915.3, which was -277.95 lower than the previous day. The implied volatity was 27.73, the open interest changed by 96 which increased total open position to 96
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1193.25, which was 61.5 higher than the previous day. The implied volatity was 21.18, the open interest changed by 36 which increased total open position to 42
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1131.75, which was -191.75 lower than the previous day. The implied volatity was 19.59, the open interest changed by 5 which increased total open position to 5
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1323.5, which was -1763.8 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 1
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1323.5, which was -1763.8 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 1323.5, which was -1763.8 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 1323.5, which was -1763.8 lower than the previous day. The implied volatity was 22.24, 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 3087.3, 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 3087.3, 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 3087.3, 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) 22450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.01
Theta: 1.31
Gamma: 0.00004
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23869.65 | 2.25 | 0.3500000000000001 | 24.44 | 22,259 | 1,343 | 4,774 |
| 23 Apr | 24173.05 | 1.85 | -1 | 25.39 | 24,288 | 468 | 3,392 |
| 22 Apr | 24378.10 | 2.65 | -2.2500000000000004 | 26.84 | 18,529 | 1,117 | 3,007 |
| 21 Apr | 24576.60 | 5.1 | -5.4 | 29.74 | 8,454 | -709 | 1,897 |
| 20 Apr | 24364.85 | 11.25 | 0.9000000000000004 | 28.52 | 4,159 | 411 | 2,607 |
| 17 Apr | 24353.55 | 10.2 | -7.449999999999999 | 24.54 | 4,105 | 1,252 | 2,197 |
| 16 Apr | 24196.75 | 17.95 | -7.75 | 24.08 | 2,981 | -296 | 949 |
| 15 Apr | 24231.30 | 26 | -45 | 25.34 | 2,815 | 256 | 1,247 |
| 13 Apr | 23842.65 | 70.8 | 15.75 | 25.51 | 1,929 | 359 | 1,006 |
| 10 Apr | 24050.60 | 55.9 | -36.050000000000004 | 24.33 | 697 | -12 | 640 |
| 9 Apr | 23775.10 | 90.75 | 11.299999999999997 | 24.06 | 912 | 307 | 668 |
| 8 Apr | 23997.35 | 75.5 | -243.8 | 25.6 | 803 | 366 | 366 |
| 7 Apr | 23123.65 | 313.3 | -64.95 | 29.37 | 387 | -22,343 | 311 |
| 6 Apr | 22968.25 | 373.45 | -125.4 | 29.07 | 646 | 270 | 270 |
| 2 Apr | 22713.10 | 483.75 | 1.6 | 27.93 | 905 | 169 | 351 |
| 1 Apr | 22679.40 | 467.55 | 449.5 | 26.84 | 499 | 182 | 182 |
| 30 Mar | 22331.40 | 18.05 | 0 | 0.46 | 0 | 0 | 0 |
| 27 Mar | 22819.60 | 18.05 | 0 | 2.18 | 0 | 0 | 0 |
| 25 Mar | 23306.45 | 18.05 | 0 | 3.56 | 0 | 0 | 0 |
| 24 Mar | 22912.40 | 18.05 | 0 | 2.43 | 0 | 0 | 0 |
| 23 Mar | 22512.65 | 18.05 | 0 | 0.94 | 0 | 0 | 0 |
| 20 Mar | 23114.50 | 18.05 | 0 | 2.92 | 0 | 0 | 0 |
| 19 Mar | 23002.15 | 18.05 | 0 | 2.77 | 0 | 0 | 0 |
| 18 Mar | 23777.80 | 18.05 | 0 | 4.67 | 0 | 0 | 0 |
| 17 Mar | 23581.15 | 18.05 | 0 | 4.07 | 0 | 0 | 0 |
| 16 Mar | 23408.80 | 18.05 | 0 | 3.48 | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 18.05 | 0 | 2.9 | 0 | 0 | 0 |
| 12 Mar | 23639.15 | 18.05 | 0 | 4.16 | 0 | 0 | 0 |
| 11 Mar | 23866.85 | 18.05 | 0 | 4.67 | 0 | 0 | 0 |
| 10 Mar | 24261.60 | 18.05 | 0 | 5.71 | 0 | 0 | 0 |
| 9 Mar | 24028.05 | 18.05 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 22450 expiring on 28APR2026
Delta for 22450 PE is -0.01
Historical price for 22450 PE is as follows
On 24 Apr NIFTY was trading at 23869.65. The strike last trading price was 2.25, which was 0.3500000000000001 higher than the previous day. The implied volatity was 24.44, the open interest changed by 1343 which increased total open position to 4774
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1.85, which was -1 lower than the previous day. The implied volatity was 25.39, the open interest changed by 468 which increased total open position to 3392
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 2.65, which was -2.2500000000000004 lower than the previous day. The implied volatity was 26.84, the open interest changed by 1117 which increased total open position to 3007
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 5.1, which was -5.4 lower than the previous day. The implied volatity was 29.74, the open interest changed by -709 which decreased total open position to 1897
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 11.25, which was 0.9000000000000004 higher than the previous day. The implied volatity was 28.52, the open interest changed by 411 which increased total open position to 2607
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 10.2, which was -7.449999999999999 lower than the previous day. The implied volatity was 24.54, the open interest changed by 1252 which increased total open position to 2197
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 17.95, which was -7.75 lower than the previous day. The implied volatity was 24.08, the open interest changed by -296 which decreased total open position to 949
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 26, which was -45 lower than the previous day. The implied volatity was 25.34, the open interest changed by 256 which increased total open position to 1247
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 70.8, which was 15.75 higher than the previous day. The implied volatity was 25.51, the open interest changed by 359 which increased total open position to 1006
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 55.9, which was -36.050000000000004 lower than the previous day. The implied volatity was 24.33, the open interest changed by -12 which decreased total open position to 640
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 90.75, which was 11.299999999999997 higher than the previous day. The implied volatity was 24.06, the open interest changed by 307 which increased total open position to 668
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 75.5, which was -243.8 lower than the previous day. The implied volatity was 25.6, the open interest changed by 366 which increased total open position to 366
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 313.3, which was -64.95 lower than the previous day. The implied volatity was 29.37, the open interest changed by -22343 which decreased total open position to 311
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 373.45, which was -125.4 lower than the previous day. The implied volatity was 29.07, the open interest changed by 270 which increased total open position to 270
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 483.75, which was 1.6 higher than the previous day. The implied volatity was 27.93, the open interest changed by 169 which increased total open position to 351
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 467.55, which was 449.5 higher than the previous day. The implied volatity was 26.84, the open interest changed by 182 which increased total open position to 182
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 18.05, which was 0 lower than the previous day. The implied volatity was 0.46, the open interest changed by 0 which decreased total open position to 0
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 18.05, which was 0 lower than the previous day. The implied volatity was 2.18, 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 18.05, which was 0 lower than the previous day. The implied volatity was 3.56, 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 18.05, which was 0 lower than the previous day. The implied volatity was 2.43, 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 18.05, which was 0 lower than the previous day. The implied volatity was 0.94, 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 18.05, which was 0 lower than the previous day. The implied volatity was 2.92, 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 18.05, which was 0 lower than the previous day. The implied volatity was 2.77, 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 18.05, which was 0 lower than the previous day. The implied volatity was 4.67, 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 18.05, which was 0 lower than the previous day. The implied volatity was 4.07, 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 18.05, which was 0 lower than the previous day. The implied volatity was 3.48, 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 18.05, which was 0 lower than the previous day. The implied volatity was 2.9, 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 18.05, which was 0 lower than the previous day. The implied volatity was 4.16, 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 18.05, which was 0 lower than the previous day. The implied volatity was 4.67, 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 18.05, which was 0 lower than the previous day. The implied volatity was 5.71, 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 18.05, 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
