NIFTY
Nifty
Historical option data for NIFTY
20 Apr 2026 04:10 PM IST
| NIFTY 21-Apr-2026 (1d) 22500 CE | ||||||||||||||||
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Delta: 1
Vega: 0
Theta: 0.61
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Apr | 24364.85 | 1804 | -44.59999999999991 | 48.21 | 1,171 | -512 | 887 | |||||||||
| 17 Apr | 24353.55 | 1857 | 154.25 | 29.13 | 482 | -304 | 1,400 | |||||||||
| 16 Apr | 24196.75 | 1701 | -24.40000000000009 | 25.59 | 328 | -168 | 1,704 | |||||||||
| 15 Apr | 24231.30 | 1715.9 | 343.35000000000014 | 27.33 | 346 | -228 | 1,872 | |||||||||
| 13 Apr | 23842.65 | 1365.75 | -224.20000000000005 | 22.47 | 1,321 | 647 | 2,070 | |||||||||
| 10 Apr | 24050.60 | 1599.5 | 232.5 | 21.72 | 291 | 62 | 1,418 | |||||||||
| 9 Apr | 23775.10 | 1383.7 | -178.5 | 26.44 | 396 | 241 | 1,356 | |||||||||
| 8 Apr | 23997.35 | 1571.3 | 684.25 | 20.23 | 619 | 94 | 1,113 | |||||||||
| 7 Apr | 23123.65 | 900.55 | 48.1 | 25.5 | 632 | -11 | 1,019 | |||||||||
| 6 Apr | 22968.25 | 853.9 | 159.7 | 29.07 | 1,117 | 123 | 1,030 | |||||||||
| 2 Apr | 22713.10 | 694.3 | -19.8 | 25.37 | 1,848 | 411 | 907 | |||||||||
| 1 Apr | 22679.40 | 715.3 | 98.7 | 25.55 | 494 | -47 | 496 | |||||||||
| 30 Mar | 22331.40 | 620.9 | -313.3 | 28.01 | 1,165 | 505 | 543 | |||||||||
| 27 Mar | 22819.60 | 920.9 | -36.05 | 27.73 | 91 | 35 | 38 | |||||||||
| 25 Mar | 23306.45 | 956.95 | -342.95 | - | 0 | 0 | 3 | |||||||||
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| 24 Mar | 22912.40 | 956.95 | -342.95 | 23.56 | 4 | 3 | 3 | |||||||||
| 23 Mar | 22512.65 | 1299.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 22500 expiring on 21APR2026
Delta for 22500 CE is 1
Historical price for 22500 CE is as follows
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1804, which was -44.59999999999991 lower than the previous day. The implied volatity was 48.21, the open interest changed by -512 which decreased total open position to 887
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1857, which was 154.25 higher than the previous day. The implied volatity was 29.13, the open interest changed by -304 which decreased total open position to 1400
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1701, which was -24.40000000000009 lower than the previous day. The implied volatity was 25.59, the open interest changed by -168 which decreased total open position to 1704
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1715.9, which was 343.35000000000014 higher than the previous day. The implied volatity was 27.33, the open interest changed by -228 which decreased total open position to 1872
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1365.75, which was -224.20000000000005 lower than the previous day. The implied volatity was 22.47, the open interest changed by 647 which increased total open position to 2070
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1599.5, which was 232.5 higher than the previous day. The implied volatity was 21.72, the open interest changed by 62 which increased total open position to 1418
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1383.7, which was -178.5 lower than the previous day. The implied volatity was 26.44, the open interest changed by 241 which increased total open position to 1356
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1571.3, which was 684.25 higher than the previous day. The implied volatity was 20.23, the open interest changed by 94 which increased total open position to 1113
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 900.55, which was 48.1 higher than the previous day. The implied volatity was 25.5, the open interest changed by -11 which decreased total open position to 1019
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 853.9, which was 159.7 higher than the previous day. The implied volatity was 29.07, the open interest changed by 123 which increased total open position to 1030
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 694.3, which was -19.8 lower than the previous day. The implied volatity was 25.37, the open interest changed by 411 which increased total open position to 907
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 715.3, which was 98.7 higher than the previous day. The implied volatity was 25.55, the open interest changed by -47 which decreased total open position to 496
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 620.9, which was -313.3 lower than the previous day. The implied volatity was 28.01, the open interest changed by 505 which increased total open position to 543
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 920.9, which was -36.05 lower than the previous day. The implied volatity was 27.73, the open interest changed by 35 which increased total open position to 38
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 956.95, which was -342.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 956.95, which was -342.95 lower than the previous day. The implied volatity was 23.56, the open interest changed by 3 which increased total open position to 3
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1299.9, 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 21-Apr-2026 (1d) 22500 PE | |||||||
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Delta: 0
Vega: 0
Theta: 0.45
Gamma: 0.00002
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Apr | 24364.85 | 0.8 | -0.5 | 48.58 | 3,36,200 | -2,158 | 70,975 |
| 17 Apr | 24353.55 | 1.3 | -0.6499999999999999 | 29.01 | 3,95,142 | 3,064 | 72,845 |
| 16 Apr | 24196.75 | 1.75 | -4.3 | 24.91 | 3,53,821 | 7,565 | 69,787 |
| 15 Apr | 24231.30 | 5.7 | -25.3 | 27.12 | 3,46,397 | 18,295 | 62,218 |
| 13 Apr | 23842.65 | 30 | 9.2 | 26.5 | 1,58,590 | 29,939 | 43,927 |
| 10 Apr | 24050.60 | 21 | -29.9 | 23.79 | 65,438 | 5,048 | 14,028 |
| 9 Apr | 23775.10 | 51.6 | 8.300000000000004 | 24.49 | 31,831 | 3,488 | 9,020 |
| 8 Apr | 23997.35 | 41.85 | -215.55 | 25.99 | 20,574 | 2,553 | 5,521 |
| 7 Apr | 23123.65 | 258.9 | -60.85 | 30.56 | 5,853 | 661 | 2,968 |
| 6 Apr | 22968.25 | 325.45 | -112.4 | 30.41 | 5,389 | 1,047 | 2,307 |
| 2 Apr | 22713.10 | 431.8 | 5.35 | 28.1 | 2,535 | 444 | 1,260 |
| 1 Apr | 22679.40 | 415 | -272.05 | 26.72 | 1,746 | 494 | 816 |
| 30 Mar | 22331.40 | 672.6 | 392.6 | 31.03 | 692 | 320 | 322 |
| 27 Mar | 22819.60 | 280 | 212.2 | - | 0 | 0 | 2 |
| 25 Mar | 23306.45 | 280 | 212.2 | - | 0 | 2 | 2 |
| 24 Mar | 22912.40 | 280 | 212.2 | 21.47 | 2 | 0 | 0 |
| 23 Mar | 22512.65 | 67.8 | 0 | 0.76 | 0 | 0 | 0 |
For Nifty - strike price 22500 expiring on 21APR2026
Delta for 22500 PE is 0
Historical price for 22500 PE is as follows
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 0.8, which was -0.5 lower than the previous day. The implied volatity was 48.58, the open interest changed by -2158 which decreased total open position to 70975
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1.3, which was -0.6499999999999999 lower than the previous day. The implied volatity was 29.01, the open interest changed by 3064 which increased total open position to 72845
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1.75, which was -4.3 lower than the previous day. The implied volatity was 24.91, the open interest changed by 7565 which increased total open position to 69787
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 5.7, which was -25.3 lower than the previous day. The implied volatity was 27.12, the open interest changed by 18295 which increased total open position to 62218
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 30, which was 9.2 higher than the previous day. The implied volatity was 26.5, the open interest changed by 29939 which increased total open position to 43927
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 21, which was -29.9 lower than the previous day. The implied volatity was 23.79, the open interest changed by 5048 which increased total open position to 14028
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 51.6, which was 8.300000000000004 higher than the previous day. The implied volatity was 24.49, the open interest changed by 3488 which increased total open position to 9020
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 41.85, which was -215.55 lower than the previous day. The implied volatity was 25.99, the open interest changed by 2553 which increased total open position to 5521
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 258.9, which was -60.85 lower than the previous day. The implied volatity was 30.56, the open interest changed by 661 which increased total open position to 2968
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 325.45, which was -112.4 lower than the previous day. The implied volatity was 30.41, the open interest changed by 1047 which increased total open position to 2307
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 431.8, which was 5.35 higher than the previous day. The implied volatity was 28.1, the open interest changed by 444 which increased total open position to 1260
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 415, which was -272.05 lower than the previous day. The implied volatity was 26.72, the open interest changed by 494 which increased total open position to 816
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 672.6, which was 392.6 higher than the previous day. The implied volatity was 31.03, the open interest changed by 320 which increased total open position to 322
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 280, which was 212.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 280, which was 212.2 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 280, which was 212.2 higher than the previous day. The implied volatity was 21.47, 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 67.8, which was 0 lower than the previous day. The implied volatity was 0.76, the open interest changed by 0 which decreased total open position to 0
