NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:29 PM IST
| NIFTY 28-Apr-2026 (4d) 22550 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0.02
Theta: -6.32
Gamma: 0.00009
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23869.65 | 1374 | -244.6500000000001 | 28.86 | 18 | -11 | 565 | |||||||||
| 23 Apr | 24173.05 | 1618.65 | -215.75 | 24.91 | 15 | -8 | 576 | |||||||||
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| 22 Apr | 24378.10 | 1834.4 | -12.5 | 26.88 | 6 | 0 | 585 | |||||||||
| 21 Apr | 24576.60 | 1846.9 | 0 | 27.91 | 0 | 0 | 585 | |||||||||
| 20 Apr | 24364.85 | 1846.9 | 178.35000000000014 | 27.91 | 2 | 0 | 583 | |||||||||
| 17 Apr | 24353.55 | 1668.55 | 0 | 23.91 | 0 | 0 | 583 | |||||||||
| 16 Apr | 24196.75 | 1668.55 | -68.45000000000005 | 23.91 | 45 | -39 | 583 | |||||||||
| 15 Apr | 24231.30 | 1737 | 347 | 22.78 | 20 | -2 | 624 | |||||||||
| 13 Apr | 23842.65 | 1390 | -212 | 23.8 | 33 | -13 | 627 | |||||||||
| 10 Apr | 24050.60 | 1615.8 | 229.79999999999995 | 22.32 | 27 | -3 | 640 | |||||||||
| 9 Apr | 23775.10 | 1386 | -196.95000000000005 | 24.69 | 40 | -4 | 644 | |||||||||
| 8 Apr | 23997.35 | 1580.9 | 613.55 | 21.83 | 109 | 604 | 648 | |||||||||
| 7 Apr | 23123.65 | 984.7 | 60.4 | 25.62 | 308 | -38 | 722 | |||||||||
| 6 Apr | 22968.25 | 923.85 | 153.1 | 27.6 | 718 | 239 | 761 | |||||||||
| 2 Apr | 22713.10 | 767.8 | -15.15 | 25 | 1,390 | 181 | 892 | |||||||||
| 1 Apr | 22679.40 | 792.9 | 110.4 | 25.4 | 679 | -105 | 710 | |||||||||
| 30 Mar | 22331.40 | 710 | -259.55 | 28.07 | 2,264 | 743 | 826 | |||||||||
| 27 Mar | 22819.60 | 964.35 | -297.05 | 26.02 | 346 | 196 | 260 | |||||||||
| 25 Mar | 23306.45 | 1263.7 | 255.95 | 24.29 | 35 | 10 | 82 | |||||||||
| 24 Mar | 22912.40 | 1039.5 | 182.45 | 24.43 | 133 | 83 | 83 | |||||||||
| 23 Mar | 22512.65 | 854.3 | -390.35 | 27.4 | 533 | 84 | 139 | |||||||||
| 20 Mar | 23114.50 | 1244.65 | 130.35 | 25.74 | 31 | 18 | 54 | |||||||||
| 19 Mar | 23002.15 | 1114.3 | -226.5 | 21.57 | 36 | 13 | 32 | |||||||||
| 18 Mar | 23777.80 | 1340.8 | 156.15 | - | 0 | -14 | 5 | |||||||||
| 17 Mar | 23581.15 | 1340.8 | 156.15 | 14.51 | 1 | 5 | 5 | |||||||||
| 16 Mar | 23408.80 | 1184.65 | -68.45 | 14.94 | 5 | 2 | 3 | |||||||||
| 13 Mar | 23151.10 | 1253.1 | -1739.05 | 22.15 | 1 | 0 | 0 | |||||||||
| 12 Mar | 23639.15 | 2992.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 23866.85 | 2992.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 24261.60 | 2992.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 24028.05 | 2992.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 22550 expiring on 28APR2026
Delta for 22550 CE is 0.97
Historical price for 22550 CE is as follows
On 24 Apr NIFTY was trading at 23869.65. The strike last trading price was 1374, which was -244.6500000000001 lower than the previous day. The implied volatity was 28.86, the open interest changed by -11 which decreased total open position to 565
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1618.65, which was -215.75 lower than the previous day. The implied volatity was 24.91, the open interest changed by -8 which decreased total open position to 576
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1834.4, which was -12.5 lower than the previous day. The implied volatity was 26.88, the open interest changed by 0 which decreased total open position to 585
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1846.9, which was 0 lower than the previous day. The implied volatity was 27.91, the open interest changed by 0 which decreased total open position to 585
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1846.9, which was 178.35000000000014 higher than the previous day. The implied volatity was 27.91, the open interest changed by 0 which decreased total open position to 583
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1668.55, which was 0 lower than the previous day. The implied volatity was 23.91, the open interest changed by 0 which decreased total open position to 583
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1668.55, which was -68.45000000000005 lower than the previous day. The implied volatity was 23.91, the open interest changed by -39 which decreased total open position to 583
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1737, which was 347 higher than the previous day. The implied volatity was 22.78, the open interest changed by -2 which decreased total open position to 624
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1390, which was -212 lower than the previous day. The implied volatity was 23.8, the open interest changed by -13 which decreased total open position to 627
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1615.8, which was 229.79999999999995 higher than the previous day. The implied volatity was 22.32, the open interest changed by -3 which decreased total open position to 640
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1386, which was -196.95000000000005 lower than the previous day. The implied volatity was 24.69, the open interest changed by -4 which decreased total open position to 644
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1580.9, which was 613.55 higher than the previous day. The implied volatity was 21.83, the open interest changed by 604 which increased total open position to 648
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 984.7, which was 60.4 higher than the previous day. The implied volatity was 25.62, the open interest changed by -38 which decreased total open position to 722
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 923.85, which was 153.1 higher than the previous day. The implied volatity was 27.6, the open interest changed by 239 which increased total open position to 761
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 767.8, which was -15.15 lower than the previous day. The implied volatity was 25, the open interest changed by 181 which increased total open position to 892
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 792.9, which was 110.4 higher than the previous day. The implied volatity was 25.4, the open interest changed by -105 which decreased total open position to 710
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 710, which was -259.55 lower than the previous day. The implied volatity was 28.07, the open interest changed by 743 which increased total open position to 826
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 964.35, which was -297.05 lower than the previous day. The implied volatity was 26.02, the open interest changed by 196 which increased total open position to 260
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1263.7, which was 255.95 higher than the previous day. The implied volatity was 24.29, the open interest changed by 10 which increased total open position to 82
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1039.5, which was 182.45 higher than the previous day. The implied volatity was 24.43, the open interest changed by 83 which increased total open position to 83
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 854.3, which was -390.35 lower than the previous day. The implied volatity was 27.4, the open interest changed by 84 which increased total open position to 139
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1244.65, which was 130.35 higher than the previous day. The implied volatity was 25.74, the open interest changed by 18 which increased total open position to 54
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1114.3, which was -226.5 lower than the previous day. The implied volatity was 21.57, the open interest changed by 13 which increased total open position to 32
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1340.8, which was 156.15 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 5
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1340.8, which was 156.15 higher than the previous day. The implied volatity was 14.51, the open interest changed by 5 which increased total open position to 5
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1184.65, which was -68.45 lower than the previous day. The implied volatity was 14.94, the open interest changed by 2 which increased total open position to 3
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1253.1, which was -1739.05 lower than the previous day. The implied volatity was 22.15, 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 2992.15, 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 2992.15, 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 2992.15, 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 2992.15, 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) 22550 PE | |||||||
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Delta: -0.01
Vega: 0.01
Theta: 1.13
Gamma: 0.00005
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23869.65 | 2.55 | 0.34999999999999964 | 23.27 | 21,728 | 823 | 3,756 |
| 23 Apr | 24173.05 | 2.1 | -1.2999999999999998 | 24.36 | 35,057 | 437 | 2,978 |
| 22 Apr | 24378.10 | 2.95 | -2.5 | 25.89 | 25,179 | 752 | 2,692 |
| 21 Apr | 24576.60 | 5.7 | -6.6000000000000005 | 28.95 | 9,161 | -513 | 1,926 |
| 20 Apr | 24364.85 | 13.5 | 1.5 | 28.1 | 4,772 | 134 | 2,440 |
| 17 Apr | 24353.55 | 11.85 | -8.35 | 24.05 | 3,786 | 1,435 | 2,329 |
| 16 Apr | 24196.75 | 20.75 | -8.2 | 23.58 | 2,747 | -471 | 896 |
| 15 Apr | 24231.30 | 29.5 | -50.599999999999994 | 24.78 | 2,585 | 142 | 1,367 |
| 13 Apr | 23842.65 | 79.75 | 18.049999999999997 | 25.03 | 1,304 | 160 | 1,233 |
| 10 Apr | 24050.60 | 63 | -38.349999999999994 | 23.95 | 1,349 | 14 | 1,060 |
| 9 Apr | 23775.10 | 101.25 | 13.549999999999997 | 23.66 | 902 | 188 | 1,018 |
| 8 Apr | 23997.35 | 86.75 | -259.85 | 25.49 | 1,430 | 108 | 879 |
| 7 Apr | 23123.65 | 341 | -58.95 | 29.08 | 1,146 | -1,052 | 769 |
| 6 Apr | 22968.25 | 408.65 | -127.1 | 28.99 | 1,775 | -50 | 800 |
| 2 Apr | 22713.10 | 528.8 | 9.45 | 28.03 | 1,280 | 881 | 881 |
| 1 Apr | 22679.40 | 510.5 | -275.15 | 26.87 | 955 | 625 | 625 |
| 30 Mar | 22331.40 | 758.8 | 165.85 | 30.32 | 2,254 | 56 | 881 |
| 27 Mar | 22819.60 | 592.15 | 211.75 | 30.44 | 752 | 140 | 284 |
| 25 Mar | 23306.45 | 375.85 | -123.55 | 27.5 | 333 | 142 | 142 |
| 24 Mar | 22912.40 | 494 | 472.6 | 27.37 | 228 | 139 | 139 |
| 23 Mar | 22512.65 | 21.4 | 0 | 0.59 | 0 | 0 | 0 |
| 20 Mar | 23114.50 | 21.4 | 0 | 2.61 | 0 | 0 | 0 |
| 19 Mar | 23002.15 | 21.4 | 0 | 2.46 | 0 | 0 | 0 |
| 18 Mar | 23777.80 | 21.4 | 0 | 4.38 | 0 | 0 | 0 |
| 17 Mar | 23581.15 | 21.4 | 0 | 3.78 | 0 | 0 | 0 |
| 16 Mar | 23408.80 | 21.4 | 0 | 3.19 | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 21.4 | 0 | 2.63 | 0 | 0 | 0 |
| 12 Mar | 23639.15 | 21.4 | 0 | 3.88 | 0 | 0 | 0 |
| 11 Mar | 23866.85 | 21.4 | 0 | 4.4 | 0 | 0 | 0 |
| 10 Mar | 24261.60 | 21.4 | 0 | 5.45 | 0 | 0 | 0 |
| 9 Mar | 24028.05 | 21.4 | 0 | 4.75 | 0 | 0 | 0 |
For Nifty - strike price 22550 expiring on 28APR2026
Delta for 22550 PE is -0.01
Historical price for 22550 PE is as follows
On 24 Apr NIFTY was trading at 23869.65. The strike last trading price was 2.55, which was 0.34999999999999964 higher than the previous day. The implied volatity was 23.27, the open interest changed by 823 which increased total open position to 3756
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 2.1, which was -1.2999999999999998 lower than the previous day. The implied volatity was 24.36, the open interest changed by 437 which increased total open position to 2978
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 2.95, which was -2.5 lower than the previous day. The implied volatity was 25.89, the open interest changed by 752 which increased total open position to 2692
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 5.7, which was -6.6000000000000005 lower than the previous day. The implied volatity was 28.95, the open interest changed by -513 which decreased total open position to 1926
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 13.5, which was 1.5 higher than the previous day. The implied volatity was 28.1, the open interest changed by 134 which increased total open position to 2440
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 11.85, which was -8.35 lower than the previous day. The implied volatity was 24.05, the open interest changed by 1435 which increased total open position to 2329
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 20.75, which was -8.2 lower than the previous day. The implied volatity was 23.58, the open interest changed by -471 which decreased total open position to 896
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 29.5, which was -50.599999999999994 lower than the previous day. The implied volatity was 24.78, the open interest changed by 142 which increased total open position to 1367
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 79.75, which was 18.049999999999997 higher than the previous day. The implied volatity was 25.03, the open interest changed by 160 which increased total open position to 1233
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 63, which was -38.349999999999994 lower than the previous day. The implied volatity was 23.95, the open interest changed by 14 which increased total open position to 1060
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 101.25, which was 13.549999999999997 higher than the previous day. The implied volatity was 23.66, the open interest changed by 188 which increased total open position to 1018
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 86.75, which was -259.85 lower than the previous day. The implied volatity was 25.49, the open interest changed by 108 which increased total open position to 879
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 341, which was -58.95 lower than the previous day. The implied volatity was 29.08, the open interest changed by -1052 which decreased total open position to 769
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 408.65, which was -127.1 lower than the previous day. The implied volatity was 28.99, the open interest changed by -50 which decreased total open position to 800
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 528.8, which was 9.45 higher than the previous day. The implied volatity was 28.03, the open interest changed by 881 which increased total open position to 881
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 510.5, which was -275.15 lower than the previous day. The implied volatity was 26.87, the open interest changed by 625 which increased total open position to 625
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 758.8, which was 165.85 higher than the previous day. The implied volatity was 30.32, the open interest changed by 56 which increased total open position to 881
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 592.15, which was 211.75 higher than the previous day. The implied volatity was 30.44, the open interest changed by 140 which increased total open position to 284
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 375.85, which was -123.55 lower than the previous day. The implied volatity was 27.5, the open interest changed by 142 which increased total open position to 142
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 494, which was 472.6 higher than the previous day. The implied volatity was 27.37, the open interest changed by 139 which increased total open position to 139
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 21.4, which was 0 lower than the previous day. The implied volatity was 0.59, 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 21.4, which was 0 lower than the previous day. The implied volatity was 2.61, 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 21.4, which was 0 lower than the previous day. The implied volatity was 2.46, 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 21.4, which was 0 lower than the previous day. The implied volatity was 4.38, 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 21.4, 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 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 21.4, which was 0 lower than the previous day. The implied volatity was 3.19, 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 21.4, which was 0 lower than the previous day. The implied volatity was 2.63, 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 21.4, which was 0 lower than the previous day. The implied volatity was 3.88, 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 21.4, which was 0 lower than the previous day. The implied volatity was 4.4, 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 21.4, which was 0 lower than the previous day. The implied volatity was 5.45, 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 21.4, which was 0 lower than the previous day. The implied volatity was 4.75, the open interest changed by 0 which decreased total open position to 0
