NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:28 PM IST
| NIFTY 28-Apr-2026 (4d) 22600 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0.02
Theta: -5.84
Gamma: 0.0001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23871.95 | 1292.3 | -272.79999999999995 | 27.09 | 556 | -393 | 1,894 | |||||||||
| 23 Apr | 24173.05 | 1565.6 | -211 | 23.75 | 209 | -45 | 2,287 | |||||||||
| 22 Apr | 24378.10 | 1786 | -196.1500000000001 | 25.71 | 163 | -106 | 2,333 | |||||||||
| 21 Apr | 24576.60 | 1982.2 | 253.10000000000014 | 28.39 | 138 | 21 | 2,441 | |||||||||
| 20 Apr | 24364.85 | 1722 | -58.799999999999955 | 27.64 | 234 | -104 | 2,432 | |||||||||
| 17 Apr | 24353.55 | 1780.8 | 165.0999999999999 | 23.69 | 114 | -95 | 2,537 | |||||||||
| 16 Apr | 24196.75 | 1620.65 | -42.5 | 23.34 | 229 | -112 | 2,633 | |||||||||
| 15 Apr | 24231.30 | 1661.25 | 301.75 | 24.65 | 116 | -50 | 2,744 | |||||||||
| 13 Apr | 23842.65 | 1350 | -190.9000000000001 | 22.77 | 281 | -90 | 2,795 | |||||||||
| 10 Apr | 24050.60 | 1559.6 | 189.5999999999999 | 21.66 | 338 | -161 | 2,887 | |||||||||
| 9 Apr | 23775.10 | 1366.6 | -188.55000000000018 | 25.16 | 937 | -238 | 3,050 | |||||||||
| 8 Apr | 23997.35 | 1575.3 | 654.5 | 20.01 | 1,293 | -3,973 | 3,299 | |||||||||
| 7 Apr | 23123.65 | 949.6 | 56.8 | 25.63 | 3,915 | -15,114 | 3,834 | |||||||||
| 6 Apr | 22968.25 | 885.1 | 149.6 | 27.23 | 11,670 | -14,484 | 4,086 | |||||||||
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| 2 Apr | 22713.10 | 740 | -9.7 | 25 | 8,317 | -91 | 4,612 | |||||||||
| 1 Apr | 22679.40 | 764.35 | 104.15 | 25.38 | 7,476 | 4,706 | 4,706 | |||||||||
| 30 Mar | 22331.40 | 678 | -258.6 | 28.7 | 16,306 | 6,011 | 6,101 | |||||||||
| 27 Mar | 22819.60 | 928 | -301.25 | 25.8 | 1,075 | 805 | 805 | |||||||||
| 25 Mar | 23306.45 | 1218.4 | 224.9 | 23.85 | 323 | -128 | 270 | |||||||||
| 24 Mar | 22912.40 | 1028.9 | 202.15 | 25.19 | 1,347 | -82 | 410 | |||||||||
| 23 Mar | 22512.65 | 820 | -274 | 27.1 | 2,023 | 449 | 502 | |||||||||
| 20 Mar | 23114.50 | 1094 | 60.55 | 21.77 | 7 | 4 | 52 | |||||||||
| 19 Mar | 23002.15 | 1091.15 | -236.7 | 21.94 | 223 | 22 | 49 | |||||||||
| 18 Mar | 23777.80 | 1331.9 | 122.3 | - | 0 | 0 | 26 | |||||||||
| 17 Mar | 23581.15 | 1331.9 | 122.3 | - | 35 | 26 | 26 | |||||||||
| 16 Mar | 23408.80 | 1331.9 | 122.3 | 22.62 | 35 | 26 | 27 | |||||||||
| 13 Mar | 23151.10 | 1209.6 | -1735.15 | 21.8 | 1 | -1 | 0 | |||||||||
| 12 Mar | 23639.15 | 2944.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 23866.85 | 2944.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 24261.60 | 2944.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 24028.05 | 2944.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 22600 expiring on 28APR2026
Delta for 22600 CE is 0.97
Historical price for 22600 CE is as follows
On 24 Apr NIFTY was trading at 23871.95. The strike last trading price was 1292.3, which was -272.79999999999995 lower than the previous day. The implied volatity was 27.09, the open interest changed by -393 which decreased total open position to 1894
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1565.6, which was -211 lower than the previous day. The implied volatity was 23.75, the open interest changed by -45 which decreased total open position to 2287
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1786, which was -196.1500000000001 lower than the previous day. The implied volatity was 25.71, the open interest changed by -106 which decreased total open position to 2333
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1982.2, which was 253.10000000000014 higher than the previous day. The implied volatity was 28.39, the open interest changed by 21 which increased total open position to 2441
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1722, which was -58.799999999999955 lower than the previous day. The implied volatity was 27.64, the open interest changed by -104 which decreased total open position to 2432
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1780.8, which was 165.0999999999999 higher than the previous day. The implied volatity was 23.69, the open interest changed by -95 which decreased total open position to 2537
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1620.65, which was -42.5 lower than the previous day. The implied volatity was 23.34, the open interest changed by -112 which decreased total open position to 2633
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1661.25, which was 301.75 higher than the previous day. The implied volatity was 24.65, the open interest changed by -50 which decreased total open position to 2744
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1350, which was -190.9000000000001 lower than the previous day. The implied volatity was 22.77, the open interest changed by -90 which decreased total open position to 2795
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1559.6, which was 189.5999999999999 higher than the previous day. The implied volatity was 21.66, the open interest changed by -161 which decreased total open position to 2887
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1366.6, which was -188.55000000000018 lower than the previous day. The implied volatity was 25.16, the open interest changed by -238 which decreased total open position to 3050
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1575.3, which was 654.5 higher than the previous day. The implied volatity was 20.01, the open interest changed by -3973 which decreased total open position to 3299
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 949.6, which was 56.8 higher than the previous day. The implied volatity was 25.63, the open interest changed by -15114 which decreased total open position to 3834
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 885.1, which was 149.6 higher than the previous day. The implied volatity was 27.23, the open interest changed by -14484 which decreased total open position to 4086
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 740, which was -9.7 lower than the previous day. The implied volatity was 25, the open interest changed by -91 which decreased total open position to 4612
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 764.35, which was 104.15 higher than the previous day. The implied volatity was 25.38, the open interest changed by 4706 which increased total open position to 4706
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 678, which was -258.6 lower than the previous day. The implied volatity was 28.7, the open interest changed by 6011 which increased total open position to 6101
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 928, which was -301.25 lower than the previous day. The implied volatity was 25.8, the open interest changed by 805 which increased total open position to 805
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1218.4, which was 224.9 higher than the previous day. The implied volatity was 23.85, the open interest changed by -128 which decreased total open position to 270
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1028.9, which was 202.15 higher than the previous day. The implied volatity was 25.19, the open interest changed by -82 which decreased total open position to 410
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 820, which was -274 lower than the previous day. The implied volatity was 27.1, the open interest changed by 449 which increased total open position to 502
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1094, which was 60.55 higher than the previous day. The implied volatity was 21.77, the open interest changed by 4 which increased total open position to 52
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1091.15, which was -236.7 lower than the previous day. The implied volatity was 21.94, the open interest changed by 22 which increased total open position to 49
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1331.9, which was 122.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1331.9, which was 122.3 higher than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 26
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1331.9, which was 122.3 higher than the previous day. The implied volatity was 22.62, the open interest changed by 26 which increased total open position to 27
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1209.6, which was -1735.15 lower than the previous day. The implied volatity was 21.8, 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 2944.75, 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 2944.75, 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 2944.75, 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 2944.75, 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) 22600 PE | |||||||
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Delta: -0.01
Vega: 0.01
Theta: 1.07
Gamma: 0.00006
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23871.95 | 2.65 | 0.2999999999999998 | 22.68 | 1,03,865 | 2,455 | 33,117 |
| 23 Apr | 24173.05 | 2.15 | -1.4 | 23.8 | 1,59,679 | 4,188 | 31,038 |
| 22 Apr | 24378.10 | 3.1 | -2.7499999999999996 | 25.47 | 70,313 | 2,531 | 26,819 |
| 21 Apr | 24576.60 | 5.95 | -7.55 | 28.44 | 54,660 | 3,982 | 24,130 |
| 20 Apr | 24364.85 | 14.6 | 1.75 | 27.76 | 39,629 | 9,763 | 20,162 |
| 17 Apr | 24353.55 | 12.7 | -8.850000000000001 | 23.77 | 19,865 | 2,992 | 10,470 |
| 16 Apr | 24196.75 | 21.95 | -9.25 | 23.26 | 15,696 | 394 | 7,495 |
| 15 Apr | 24231.30 | 31.75 | -53.75 | 24.64 | 10,530 | 843 | 7,101 |
| 13 Apr | 23842.65 | 84.45 | 20.6 | 24.81 | 8,613 | -59 | 6,323 |
| 10 Apr | 24050.60 | 65.55 | -42.10000000000001 | 23.63 | 10,188 | -338 | 6,384 |
| 9 Apr | 23775.10 | 108.25 | 16.200000000000003 | 23.57 | 7,154 | -129 | 6,731 |
| 8 Apr | 23997.35 | 86.4 | -273 | 24.87 | 11,252 | -95,543 | 6,872 |
| 7 Apr | 23123.65 | 354.5 | -64.75 | 28.89 | 8,949 | -31 | 6,915 |
| 6 Apr | 22968.25 | 421.5 | -128.05 | 28.72 | 15,506 | -24,886 | 6,919 |
| 2 Apr | 22713.10 | 530 | -6.1 | 27.14 | 10,166 | -11,006 | 6,612 |
| 1 Apr | 22679.40 | 521.35 | -290.25 | 26.44 | 9,883 | -4,439 | 6,774 |
| 30 Mar | 22331.40 | 789.45 | 178.2 | 30.51 | 16,521 | 3,331 | 6,624 |
| 27 Mar | 22819.60 | 617 | 224.05 | 30.58 | 2,901 | 1,035 | 2,523 |
| 25 Mar | 23306.45 | 388.05 | -134.15 | 27.31 | 4,957 | 1,795 | 1,795 |
| 24 Mar | 22912.40 | 516.45 | 493.2 | 27.49 | 1,007 | 370 | 370 |
| 23 Mar | 22512.65 | 23.25 | 0 | 0.44 | 0 | 0 | 0 |
| 20 Mar | 23114.50 | 23.25 | 0 | 2.45 | 0 | 0 | 0 |
| 19 Mar | 23002.15 | 23.25 | 0 | 2.31 | 0 | 0 | 0 |
| 18 Mar | 23777.80 | 23.25 | 0 | 4.24 | 0 | 0 | 0 |
| 17 Mar | 23581.15 | 23.25 | 0 | 3.64 | 0 | 0 | 0 |
| 16 Mar | 23408.80 | 23.25 | 0 | 3.04 | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 23.25 | 0 | 2.48 | 0 | 0 | 0 |
| 12 Mar | 23639.15 | 23.25 | 0 | 3.74 | 0 | 0 | 0 |
| 11 Mar | 23866.85 | 23.25 | 0 | 4.27 | 0 | 0 | 0 |
| 10 Mar | 24261.60 | 23.25 | 0 | 5.33 | 0 | 0 | 0 |
| 9 Mar | 24028.05 | 23.25 | 0 | 4.6 | 0 | 0 | 0 |
For Nifty - strike price 22600 expiring on 28APR2026
Delta for 22600 PE is -0.01
Historical price for 22600 PE is as follows
On 24 Apr NIFTY was trading at 23871.95. The strike last trading price was 2.65, which was 0.2999999999999998 higher than the previous day. The implied volatity was 22.68, the open interest changed by 2455 which increased total open position to 33117
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 2.15, which was -1.4 lower than the previous day. The implied volatity was 23.8, the open interest changed by 4188 which increased total open position to 31038
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 3.1, which was -2.7499999999999996 lower than the previous day. The implied volatity was 25.47, the open interest changed by 2531 which increased total open position to 26819
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 5.95, which was -7.55 lower than the previous day. The implied volatity was 28.44, the open interest changed by 3982 which increased total open position to 24130
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 14.6, which was 1.75 higher than the previous day. The implied volatity was 27.76, the open interest changed by 9763 which increased total open position to 20162
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 12.7, which was -8.850000000000001 lower than the previous day. The implied volatity was 23.77, the open interest changed by 2992 which increased total open position to 10470
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 21.95, which was -9.25 lower than the previous day. The implied volatity was 23.26, the open interest changed by 394 which increased total open position to 7495
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 31.75, which was -53.75 lower than the previous day. The implied volatity was 24.64, the open interest changed by 843 which increased total open position to 7101
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 84.45, which was 20.6 higher than the previous day. The implied volatity was 24.81, the open interest changed by -59 which decreased total open position to 6323
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 65.55, which was -42.10000000000001 lower than the previous day. The implied volatity was 23.63, the open interest changed by -338 which decreased total open position to 6384
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 108.25, which was 16.200000000000003 higher than the previous day. The implied volatity was 23.57, the open interest changed by -129 which decreased total open position to 6731
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 86.4, which was -273 lower than the previous day. The implied volatity was 24.87, the open interest changed by -95543 which decreased total open position to 6872
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 354.5, which was -64.75 lower than the previous day. The implied volatity was 28.89, the open interest changed by -31 which decreased total open position to 6915
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 421.5, which was -128.05 lower than the previous day. The implied volatity was 28.72, the open interest changed by -24886 which decreased total open position to 6919
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 530, which was -6.1 lower than the previous day. The implied volatity was 27.14, the open interest changed by -11006 which decreased total open position to 6612
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 521.35, which was -290.25 lower than the previous day. The implied volatity was 26.44, the open interest changed by -4439 which decreased total open position to 6774
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 789.45, which was 178.2 higher than the previous day. The implied volatity was 30.51, the open interest changed by 3331 which increased total open position to 6624
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 617, which was 224.05 higher than the previous day. The implied volatity was 30.58, the open interest changed by 1035 which increased total open position to 2523
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 388.05, which was -134.15 lower than the previous day. The implied volatity was 27.31, the open interest changed by 1795 which increased total open position to 1795
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 516.45, which was 493.2 higher than the previous day. The implied volatity was 27.49, the open interest changed by 370 which increased total open position to 370
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 23.25, which was 0 lower than the previous day. The implied volatity was 0.44, 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 23.25, which was 0 lower than the previous day. The implied volatity was 2.45, 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 23.25, which was 0 lower than the previous day. The implied volatity was 2.31, 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 23.25, which was 0 lower than the previous day. The implied volatity was 4.24, 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 23.25, which was 0 lower than the previous day. The implied volatity was 3.64, 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 23.25, which was 0 lower than the previous day. The implied volatity was 3.04, 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 23.25, which was 0 lower than the previous day. The implied volatity was 2.48, 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 23.25, which was 0 lower than the previous day. The implied volatity was 3.74, 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 23.25, which was 0 lower than the previous day. The implied volatity was 4.27, 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 23.25, which was 0 lower than the previous day. The implied volatity was 5.33, 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 23.25, which was 0 lower than the previous day. The implied volatity was 4.6, the open interest changed by 0 which decreased total open position to 0
