NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 03:12 PM IST
| NIFTY 28-Apr-2026 (4d) 22650 CE | ||||||||||||||||
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Delta: 1
Vega: 0
Theta: -0.33
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23888.20 | 1260 | -226.9000000000001 | 17.19 | 16 | -5 | 986 | |||||||||
| 23 Apr | 24173.05 | 1486.9 | -263.0999999999999 | 24.02 | 3 | -1 | 991 | |||||||||
| 22 Apr | 24378.10 | 1750 | -179.5999999999999 | 26.18 | 5 | -4 | 993 | |||||||||
| 21 Apr | 24576.60 | 1929.85 | 192.69999999999982 | 27.69 | 11 | 4 | 1,000 | |||||||||
| 20 Apr | 24364.85 | 1737.15 | 74.15000000000009 | 27.36 | 8 | 0 | 996 | |||||||||
| 17 Apr | 24353.55 | 1663 | 0 | - | 0 | 0 | 996 | |||||||||
| 16 Apr | 24196.75 | 1663 | 0 | 18.2 | 0 | 0 | 996 | |||||||||
| 15 Apr | 24231.30 | 1663 | 321.6500000000001 | 18.2 | 10 | -7 | 997 | |||||||||
| 13 Apr | 23842.65 | 1341.35 | -158.60000000000014 | 22.4 | 32 | -8 | 1,006 | |||||||||
| 10 Apr | 24050.60 | 1515.55 | 199.20000000000005 | 20.72 | 36 | -14 | 1,020 | |||||||||
| 9 Apr | 23775.10 | 1316.35 | -191.60000000000014 | 24.29 | 35 | -26 | 1,034 | |||||||||
| 8 Apr | 23997.35 | 1518.4 | 629.3 | 18.57 | 111 | -56 | 1,065 | |||||||||
| 7 Apr | 23123.65 | 905.5 | 52.05 | 24.98 | 344 | 16 | 1,122 | |||||||||
| 6 Apr | 22968.25 | 850.55 | 148.2 | 27.08 | 3,429 | 14 | 1,110 | |||||||||
| 2 Apr | 22713.10 | 697.4 | -26.3 | 24.35 | 1,618 | 1,111 | 1,111 | |||||||||
| 1 Apr | 22679.40 | 725.55 | 93 | 24.9 | 547 | 30 | 1,076 | |||||||||
| 30 Mar | 22331.40 | 655.05 | -246.85 | 27.76 | 2,364 | 1,051 | 1,051 | |||||||||
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| 27 Mar | 22819.60 | 896.35 | -287.9 | 25.69 | 136 | 133 | 156 | |||||||||
| 25 Mar | 23306.45 | 1184.95 | 197.25 | 23.88 | 34 | 72 | 102 | |||||||||
| 24 Mar | 22912.40 | 993.9 | 192.95 | 25.01 | 294 | 76 | 106 | |||||||||
| 23 Mar | 22512.65 | 794 | -264.5 | 27.05 | 374 | 188 | 188 | |||||||||
| 20 Mar | 23114.50 | 1058.5 | 80.7 | 21.23 | 18 | 81 | 81 | |||||||||
| 19 Mar | 23002.15 | 1054.75 | -399.35 | 21.79 | 81 | 70 | 73 | |||||||||
| 18 Mar | 23777.80 | 1454.1 | 304.7 | 16.17 | 1 | 0 | 2 | |||||||||
| 17 Mar | 23581.15 | 1149.4 | -22.95 | - | 3 | -1 | 2 | |||||||||
| 16 Mar | 23408.80 | 1149.4 | -22.95 | 16.84 | 3 | 1 | 2 | |||||||||
| 13 Mar | 23151.10 | 1172.35 | -1725.15 | 21.83 | 1 | 0 | 0 | |||||||||
| 12 Mar | 23639.15 | 2897.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 23866.85 | 2897.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 24261.60 | 2897.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 24028.05 | 2897.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 22650 expiring on 28APR2026
Delta for 22650 CE is 1
Historical price for 22650 CE is as follows
On 24 Apr NIFTY was trading at 23888.20. The strike last trading price was 1260, which was -226.9000000000001 lower than the previous day. The implied volatity was 17.19, the open interest changed by -5 which decreased total open position to 986
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1486.9, which was -263.0999999999999 lower than the previous day. The implied volatity was 24.02, the open interest changed by -1 which decreased total open position to 991
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1750, which was -179.5999999999999 lower than the previous day. The implied volatity was 26.18, the open interest changed by -4 which decreased total open position to 993
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1929.85, which was 192.69999999999982 higher than the previous day. The implied volatity was 27.69, the open interest changed by 4 which increased total open position to 1000
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1737.15, which was 74.15000000000009 higher than the previous day. The implied volatity was 27.36, the open interest changed by 0 which decreased total open position to 996
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1663, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 996
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1663, which was 0 lower than the previous day. The implied volatity was 18.2, the open interest changed by 0 which decreased total open position to 996
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1663, which was 321.6500000000001 higher than the previous day. The implied volatity was 18.2, the open interest changed by -7 which decreased total open position to 997
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1341.35, which was -158.60000000000014 lower than the previous day. The implied volatity was 22.4, the open interest changed by -8 which decreased total open position to 1006
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1515.55, which was 199.20000000000005 higher than the previous day. The implied volatity was 20.72, the open interest changed by -14 which decreased total open position to 1020
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1316.35, which was -191.60000000000014 lower than the previous day. The implied volatity was 24.29, the open interest changed by -26 which decreased total open position to 1034
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1518.4, which was 629.3 higher than the previous day. The implied volatity was 18.57, the open interest changed by -56 which decreased total open position to 1065
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 905.5, which was 52.05 higher than the previous day. The implied volatity was 24.98, the open interest changed by 16 which increased total open position to 1122
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 850.55, which was 148.2 higher than the previous day. The implied volatity was 27.08, the open interest changed by 14 which increased total open position to 1110
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 697.4, which was -26.3 lower than the previous day. The implied volatity was 24.35, the open interest changed by 1111 which increased total open position to 1111
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 725.55, which was 93 higher than the previous day. The implied volatity was 24.9, the open interest changed by 30 which increased total open position to 1076
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 655.05, which was -246.85 lower than the previous day. The implied volatity was 27.76, the open interest changed by 1051 which increased total open position to 1051
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 896.35, which was -287.9 lower than the previous day. The implied volatity was 25.69, the open interest changed by 133 which increased total open position to 156
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1184.95, which was 197.25 higher than the previous day. The implied volatity was 23.88, the open interest changed by 72 which increased total open position to 102
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 993.9, which was 192.95 higher than the previous day. The implied volatity was 25.01, the open interest changed by 76 which increased total open position to 106
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 794, which was -264.5 lower than the previous day. The implied volatity was 27.05, the open interest changed by 188 which increased total open position to 188
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1058.5, which was 80.7 higher than the previous day. The implied volatity was 21.23, the open interest changed by 81 which increased total open position to 81
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1054.75, which was -399.35 lower than the previous day. The implied volatity was 21.79, the open interest changed by 70 which increased total open position to 73
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1454.1, which was 304.7 higher than the previous day. The implied volatity was 16.17, the open interest changed by 0 which decreased total open position to 2
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1149.4, which was -22.95 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 2
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1149.4, which was -22.95 lower than the previous day. The implied volatity was 16.84, the open interest changed by 1 which increased total open position to 2
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1172.35, which was -1725.15 lower than the previous day. The implied volatity was 21.83, 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 2897.5, 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 2897.5, 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 2897.5, 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 2897.5, 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) 22650 PE | |||||||
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Delta: -0.01
Vega: 0.01
Theta: 1.13
Gamma: 0.00006
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23888.20 | 2.55 | 0.04999999999999982 | 22.14 | 70,556 | -610 | 5,882 |
| 23 Apr | 24173.05 | 2.25 | -1.5499999999999998 | 23.19 | 39,544 | 3,010 | 6,551 |
| 22 Apr | 24378.10 | 3.4 | -2.7500000000000004 | 25.11 | 26,095 | 528 | 3,642 |
| 21 Apr | 24576.60 | 6.5 | -8 | 28.22 | 11,597 | 626 | 2,980 |
| 20 Apr | 24364.85 | 16.2 | 2.1499999999999986 | 27.66 | 4,405 | 319 | 2,354 |
| 17 Apr | 24353.55 | 13.75 | -9.8 | 23.53 | 3,182 | -18 | 2,042 |
| 16 Apr | 24196.75 | 24.5 | -9.100000000000001 | 23.24 | 3,168 | -346 | 2,069 |
| 15 Apr | 24231.30 | 33.5 | -57.349999999999994 | 24.33 | 2,857 | 747 | 2,405 |
| 13 Apr | 23842.65 | 92.3 | 24.599999999999994 | 24.91 | 1,487 | 220 | 1,669 |
| 10 Apr | 24050.60 | 70.8 | -43.25 | 23.59 | 921 | -99 | 1,448 |
| 9 Apr | 23775.10 | 112.8 | 16.099999999999994 | 23.29 | 692 | 84 | 1,555 |
| 8 Apr | 23997.35 | 92.35 | -279.55 | 24.79 | 1,895 | -59,753 | 1,472 |
| 7 Apr | 23123.65 | 367.95 | -70.35 | 28.72 | 1,359 | 1,685 | 1,829 |
| 6 Apr | 22968.25 | 440.95 | -134.35 | 28.67 | 10,079 | 591 | 1,859 |
| 2 Apr | 22713.10 | 557.5 | 0.15 | 27.35 | 1,361 | -13,674 | 1,270 |
| 1 Apr | 22679.40 | 547 | -286.6 | 26.57 | 1,347 | 871 | 1,130 |
| 30 Mar | 22331.40 | 807.45 | 177.8 | 30.18 | 1,749 | 919 | 1,025 |
| 27 Mar | 22819.60 | 630.45 | 226.95 | 30.23 | 522 | -290 | 289 |
| 25 Mar | 23306.45 | 399.7 | 374.5 | 27.16 | 336 | 81 | 81 |
| 24 Mar | 22912.40 | 25.2 | 0 | 1.86 | 0 | 0 | 0 |
| 23 Mar | 22512.65 | 25.2 | 0 | 0.25 | 0 | -468 | 0 |
| 20 Mar | 23114.50 | 25.2 | 0 | 2.3 | 0 | -415 | 0 |
| 19 Mar | 23002.15 | 25.2 | 0 | 2.15 | 0 | 0 | 0 |
| 18 Mar | 23777.80 | 25.2 | 0 | 4.09 | 0 | 0 | 0 |
| 17 Mar | 23581.15 | 25.2 | 0 | 3.49 | 0 | 0 | 0 |
| 16 Mar | 23408.80 | 25.2 | 0 | 2.9 | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 25.2 | 0 | 2.32 | 0 | 0 | 0 |
| 12 Mar | 23639.15 | 25.2 | 0 | 3.61 | 0 | 0 | 0 |
| 11 Mar | 23866.85 | 25.2 | 0 | 4.13 | 0 | 0 | 0 |
| 10 Mar | 24261.60 | 25.2 | 0 | 5.19 | 0 | 0 | 0 |
| 9 Mar | 24028.05 | 25.2 | 0 | 4.49 | 0 | 0 | 0 |
For Nifty - strike price 22650 expiring on 28APR2026
Delta for 22650 PE is -0.01
Historical price for 22650 PE is as follows
On 24 Apr NIFTY was trading at 23888.20. The strike last trading price was 2.55, which was 0.04999999999999982 higher than the previous day. The implied volatity was 22.14, the open interest changed by -610 which decreased total open position to 5882
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 2.25, which was -1.5499999999999998 lower than the previous day. The implied volatity was 23.19, the open interest changed by 3010 which increased total open position to 6551
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 3.4, which was -2.7500000000000004 lower than the previous day. The implied volatity was 25.11, the open interest changed by 528 which increased total open position to 3642
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 6.5, which was -8 lower than the previous day. The implied volatity was 28.22, the open interest changed by 626 which increased total open position to 2980
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 16.2, which was 2.1499999999999986 higher than the previous day. The implied volatity was 27.66, the open interest changed by 319 which increased total open position to 2354
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 13.75, which was -9.8 lower than the previous day. The implied volatity was 23.53, the open interest changed by -18 which decreased total open position to 2042
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 24.5, which was -9.100000000000001 lower than the previous day. The implied volatity was 23.24, the open interest changed by -346 which decreased total open position to 2069
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 33.5, which was -57.349999999999994 lower than the previous day. The implied volatity was 24.33, the open interest changed by 747 which increased total open position to 2405
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 92.3, which was 24.599999999999994 higher than the previous day. The implied volatity was 24.91, the open interest changed by 220 which increased total open position to 1669
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 70.8, which was -43.25 lower than the previous day. The implied volatity was 23.59, the open interest changed by -99 which decreased total open position to 1448
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 112.8, which was 16.099999999999994 higher than the previous day. The implied volatity was 23.29, the open interest changed by 84 which increased total open position to 1555
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 92.35, which was -279.55 lower than the previous day. The implied volatity was 24.79, the open interest changed by -59753 which decreased total open position to 1472
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 367.95, which was -70.35 lower than the previous day. The implied volatity was 28.72, the open interest changed by 1685 which increased total open position to 1829
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 440.95, which was -134.35 lower than the previous day. The implied volatity was 28.67, the open interest changed by 591 which increased total open position to 1859
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 557.5, which was 0.15 higher than the previous day. The implied volatity was 27.35, the open interest changed by -13674 which decreased total open position to 1270
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 547, which was -286.6 lower than the previous day. The implied volatity was 26.57, the open interest changed by 871 which increased total open position to 1130
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 807.45, which was 177.8 higher than the previous day. The implied volatity was 30.18, the open interest changed by 919 which increased total open position to 1025
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 630.45, which was 226.95 higher than the previous day. The implied volatity was 30.23, the open interest changed by -290 which decreased total open position to 289
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 399.7, which was 374.5 higher than the previous day. The implied volatity was 27.16, the open interest changed by 81 which increased total open position to 81
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 25.2, which was 0 lower than the previous day. The implied volatity was 1.86, 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 25.2, which was 0 lower than the previous day. The implied volatity was 0.25, the open interest changed by -468 which decreased total open position to 0
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 25.2, which was 0 lower than the previous day. The implied volatity was 2.3, the open interest changed by -415 which decreased total open position to 0
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 25.2, which was 0 lower than the previous day. The implied volatity was 2.15, 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 25.2, which was 0 lower than the previous day. The implied volatity was 4.09, 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 25.2, which was 0 lower than the previous day. The implied volatity was 3.49, 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 25.2, 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 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 25.2, which was 0 lower than the previous day. The implied volatity was 2.32, 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 25.2, which was 0 lower than the previous day. The implied volatity was 3.61, 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 25.2, which was 0 lower than the previous day. The implied volatity was 4.13, 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 25.2, which was 0 lower than the previous day. The implied volatity was 5.19, 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 25.2, which was 0 lower than the previous day. The implied volatity was 4.49, the open interest changed by 0 which decreased total open position to 0
