NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:28 PM IST
| NIFTY 28-Apr-2026 (4d) 22700 CE | ||||||||||||||||
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Delta: 0.96
Vega: 0.02
Theta: -6.21
Gamma: 0.00011
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23871.95 | 1196.55 | -265.29999999999995 | 25.79 | 271 | -79 | 5,326 | |||||||||
| 23 Apr | 24173.05 | 1466 | -200.20000000000005 | 22.72 | 421 | -296 | 5,399 | |||||||||
| 22 Apr | 24378.10 | 1685 | -196 | 21.82 | 204 | 9 | 5,696 | |||||||||
| 21 Apr | 24576.60 | 1880.45 | 205.20000000000005 | 27.57 | 207 | 33 | 5,693 | |||||||||
| 20 Apr | 24364.85 | 1620.3 | -59 | 26.94 | 94 | -4 | 5,671 | |||||||||
| 17 Apr | 24353.55 | 1681.75 | 152.79999999999995 | 23.34 | 92 | -57 | 5,674 | |||||||||
| 16 Apr | 24196.75 | 1502.05 | -75.45000000000005 | 22.91 | 319 | -138 | 5,731 | |||||||||
| 15 Apr | 24231.30 | 1572.1 | 323.14999999999986 | 19.12 | 709 | -349 | 5,973 | |||||||||
| 13 Apr | 23842.65 | 1240.2 | -220.54999999999995 | 21.63 | 333 | -149 | 6,322 | |||||||||
| 10 Apr | 24050.60 | 1478.1 | 200.0999999999999 | 22.6 | 372 | -115 | 6,475 | |||||||||
| 9 Apr | 23775.10 | 1282 | -172.5999999999999 | 25.06 | 1,033 | -329 | 6,637 | |||||||||
| 8 Apr | 23997.35 | 1477.9 | 627 | 19.22 | 2,728 | 6,366 | 7,015 | |||||||||
| 7 Apr | 23123.65 | 865.4 | 45.4 | 24.61 | 11,588 | -24,401 | 8,397 | |||||||||
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| 6 Apr | 22968.25 | 817 | 136.95 | 26.9 | 21,631 | 3,582 | 8,397 | |||||||||
| 2 Apr | 22713.10 | 684.85 | -8.95 | 24.94 | 15,087 | 1,655 | 7,641 | |||||||||
| 1 Apr | 22679.40 | 700.1 | 83.4 | 24.95 | 8,200 | 498 | 5,927 | |||||||||
| 30 Mar | 22331.40 | 638.8 | -235.55 | 28.02 | 14,844 | 5,506 | 5,517 | |||||||||
| 27 Mar | 22819.60 | 865 | -280.05 | 25.51 | 3,136 | 1,302 | 2,757 | |||||||||
| 25 Mar | 23306.45 | 1173.05 | 260 | 24.65 | 1,110 | -334 | 2,883 | |||||||||
| 24 Mar | 22912.40 | 948.9 | 173.15 | 24.42 | 6,569 | 3,232 | 3,232 | |||||||||
| 23 Mar | 22512.65 | 760.55 | -285.9 | 26.71 | 3,943 | 1,737 | 1,782 | |||||||||
| 20 Mar | 23114.50 | 1046.45 | 76.35 | 21.99 | 29 | 76 | 76 | |||||||||
| 19 Mar | 23002.15 | 999.95 | -331 | 21.03 | 40 | 44 | 65 | |||||||||
| 18 Mar | 23777.80 | 1330.95 | -32.2 | 9.89 | 4 | 56 | 77 | |||||||||
| 17 Mar | 23581.15 | 1363.15 | 99 | 21.14 | 19 | -4 | 78 | |||||||||
| 16 Mar | 23408.80 | 1248 | 100.05 | 22.06 | 122 | 82 | 83 | |||||||||
| 13 Mar | 23151.10 | 1150 | -380 | 21.99 | 177 | 68 | 70 | |||||||||
| 12 Mar | 23639.15 | 1530 | -153.05 | 23.11 | 3 | 0 | 1 | |||||||||
| 11 Mar | 23866.85 | 1683.2 | -1167.2 | 22.34 | 2 | 0 | 0 | |||||||||
| 10 Mar | 24261.60 | 2850.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 24028.05 | 2850.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 22700 expiring on 28APR2026
Delta for 22700 CE is 0.96
Historical price for 22700 CE is as follows
On 24 Apr NIFTY was trading at 23871.95. The strike last trading price was 1196.55, which was -265.29999999999995 lower than the previous day. The implied volatity was 25.79, the open interest changed by -79 which decreased total open position to 5326
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1466, which was -200.20000000000005 lower than the previous day. The implied volatity was 22.72, the open interest changed by -296 which decreased total open position to 5399
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1685, which was -196 lower than the previous day. The implied volatity was 21.82, the open interest changed by 9 which increased total open position to 5696
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1880.45, which was 205.20000000000005 higher than the previous day. The implied volatity was 27.57, the open interest changed by 33 which increased total open position to 5693
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1620.3, which was -59 lower than the previous day. The implied volatity was 26.94, the open interest changed by -4 which decreased total open position to 5671
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1681.75, which was 152.79999999999995 higher than the previous day. The implied volatity was 23.34, the open interest changed by -57 which decreased total open position to 5674
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1502.05, which was -75.45000000000005 lower than the previous day. The implied volatity was 22.91, the open interest changed by -138 which decreased total open position to 5731
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1572.1, which was 323.14999999999986 higher than the previous day. The implied volatity was 19.12, the open interest changed by -349 which decreased total open position to 5973
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1240.2, which was -220.54999999999995 lower than the previous day. The implied volatity was 21.63, the open interest changed by -149 which decreased total open position to 6322
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1478.1, which was 200.0999999999999 higher than the previous day. The implied volatity was 22.6, the open interest changed by -115 which decreased total open position to 6475
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1282, which was -172.5999999999999 lower than the previous day. The implied volatity was 25.06, the open interest changed by -329 which decreased total open position to 6637
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1477.9, which was 627 higher than the previous day. The implied volatity was 19.22, the open interest changed by 6366 which increased total open position to 7015
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 865.4, which was 45.4 higher than the previous day. The implied volatity was 24.61, the open interest changed by -24401 which decreased total open position to 8397
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 817, which was 136.95 higher than the previous day. The implied volatity was 26.9, the open interest changed by 3582 which increased total open position to 8397
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 684.85, which was -8.95 lower than the previous day. The implied volatity was 24.94, the open interest changed by 1655 which increased total open position to 7641
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 700.1, which was 83.4 higher than the previous day. The implied volatity was 24.95, the open interest changed by 498 which increased total open position to 5927
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 638.8, which was -235.55 lower than the previous day. The implied volatity was 28.02, the open interest changed by 5506 which increased total open position to 5517
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 865, which was -280.05 lower than the previous day. The implied volatity was 25.51, the open interest changed by 1302 which increased total open position to 2757
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1173.05, which was 260 higher than the previous day. The implied volatity was 24.65, the open interest changed by -334 which decreased total open position to 2883
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 948.9, which was 173.15 higher than the previous day. The implied volatity was 24.42, the open interest changed by 3232 which increased total open position to 3232
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 760.55, which was -285.9 lower than the previous day. The implied volatity was 26.71, the open interest changed by 1737 which increased total open position to 1782
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1046.45, which was 76.35 higher than the previous day. The implied volatity was 21.99, the open interest changed by 76 which increased total open position to 76
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 999.95, which was -331 lower than the previous day. The implied volatity was 21.03, the open interest changed by 44 which increased total open position to 65
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1330.95, which was -32.2 lower than the previous day. The implied volatity was 9.89, the open interest changed by 56 which increased total open position to 77
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1363.15, which was 99 higher than the previous day. The implied volatity was 21.14, the open interest changed by -4 which decreased total open position to 78
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1248, which was 100.05 higher than the previous day. The implied volatity was 22.06, the open interest changed by 82 which increased total open position to 83
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1150, which was -380 lower than the previous day. The implied volatity was 21.99, the open interest changed by 68 which increased total open position to 70
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1530, which was -153.05 lower than the previous day. The implied volatity was 23.11, the open interest changed by 0 which decreased total open position to 1
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1683.2, which was -1167.2 lower than the previous day. The implied volatity was 22.34, 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 2850.4, 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 2850.4, 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) 22700 PE | |||||||
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Delta: -0.02
Vega: 0.01
Theta: 0.71
Gamma: 0.00007
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23871.95 | 3.25 | 0.5499999999999998 | 21.7 | 1,24,078 | 4,765 | 38,952 |
| 23 Apr | 24173.05 | 2.5 | -1.5999999999999996 | 22.81 | 1,70,819 | 3,763 | 34,278 |
| 22 Apr | 24378.10 | 3.55 | -3 | 24.62 | 1,05,077 | -278 | 31,432 |
| 21 Apr | 24576.60 | 6.9 | -8.549999999999999 | 27.78 | 73,348 | 15,313 | 30,928 |
| 20 Apr | 24364.85 | 17.3 | 2.3000000000000007 | 27.29 | 28,380 | 3,217 | 15,590 |
| 17 Apr | 24353.55 | 14.8 | -10.5 | 23.27 | 23,148 | 1,281 | 12,416 |
| 16 Apr | 24196.75 | 26.2 | -9.750000000000004 | 22.92 | 19,584 | -1,239 | 11,178 |
| 15 Apr | 24231.30 | 35.7 | -62.2 | 24.07 | 15,693 | 646 | 12,436 |
| 13 Apr | 23842.65 | 97.75 | 25.900000000000006 | 24.65 | 10,663 | 1,774 | 11,823 |
| 10 Apr | 24050.60 | 75.1 | -45.400000000000006 | 23.39 | 10,162 | 211 | 10,054 |
| 9 Apr | 23775.10 | 121 | 20.150000000000006 | 23.19 | 6,177 | 32 | 9,848 |
| 8 Apr | 23997.35 | 96.9 | -293.5 | 24.57 | 12,993 | -88,290 | 9,862 |
| 7 Apr | 23123.65 | 385 | -67.7 | 28.62 | 15,309 | 580 | 10,755 |
| 6 Apr | 22968.25 | 455.75 | -138.45 | 28.42 | 25,092 | 10,773 | 11,043 |
| 2 Apr | 22713.10 | 581.8 | 4.5 | 27.39 | 15,828 | 9,348 | 9,673 |
| 1 Apr | 22679.40 | 563 | -288.2 | 26.24 | 14,543 | 2,663 | 8,595 |
| 30 Mar | 22331.40 | 818.9 | 171.25 | 29.57 | 16,034 | 2,007 | 6,002 |
| 27 Mar | 22819.60 | 651.95 | 234 | 30.24 | 6,134 | -855 | 4,459 |
| 25 Mar | 23306.45 | 413.65 | -144.2 | 26.99 | 4,990 | -265 | 4,295 |
| 24 Mar | 22912.40 | 546 | -255.15 | 27.08 | 9,606 | 4,612 | 4,612 |
| 23 Mar | 22512.65 | 820.75 | 365.2 | 29.43 | 9,069 | 1,580 | 2,907 |
| 20 Mar | 23114.50 | 459.65 | -28.5 | 25.22 | 1,942 | 507 | 1,298 |
| 19 Mar | 23002.15 | 456.9 | 209.15 | 24.35 | 2,358 | 35 | 791 |
| 18 Mar | 23777.80 | 245.2 | -61.5 | 23.33 | 1,482 | 148 | 774 |
| 17 Mar | 23581.15 | 307.75 | -87.85 | 23.65 | 1,957 | 72 | 626 |
| 16 Mar | 23408.80 | 408.05 | 98.25 | 25.03 | 1,859 | 607 | 607 |
| 13 Mar | 23151.10 | 309.8 | 282.45 | 18.98 | 1 | 0 | 0 |
| 12 Mar | 23639.15 | 27.35 | 0 | 3.47 | 0 | 0 | 0 |
| 11 Mar | 23866.85 | 27.35 | 0 | 4 | 0 | 0 | 0 |
| 10 Mar | 24261.60 | 27.35 | 0 | 5.06 | 0 | 0 | 0 |
| 9 Mar | 24028.05 | 27.35 | 0 | 4.34 | 0 | 0 | 0 |
For Nifty - strike price 22700 expiring on 28APR2026
Delta for 22700 PE is -0.02
Historical price for 22700 PE is as follows
On 24 Apr NIFTY was trading at 23871.95. The strike last trading price was 3.25, which was 0.5499999999999998 higher than the previous day. The implied volatity was 21.7, the open interest changed by 4765 which increased total open position to 38952
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 2.5, which was -1.5999999999999996 lower than the previous day. The implied volatity was 22.81, the open interest changed by 3763 which increased total open position to 34278
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 3.55, which was -3 lower than the previous day. The implied volatity was 24.62, the open interest changed by -278 which decreased total open position to 31432
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 6.9, which was -8.549999999999999 lower than the previous day. The implied volatity was 27.78, the open interest changed by 15313 which increased total open position to 30928
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 17.3, which was 2.3000000000000007 higher than the previous day. The implied volatity was 27.29, the open interest changed by 3217 which increased total open position to 15590
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 14.8, which was -10.5 lower than the previous day. The implied volatity was 23.27, the open interest changed by 1281 which increased total open position to 12416
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 26.2, which was -9.750000000000004 lower than the previous day. The implied volatity was 22.92, the open interest changed by -1239 which decreased total open position to 11178
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 35.7, which was -62.2 lower than the previous day. The implied volatity was 24.07, the open interest changed by 646 which increased total open position to 12436
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 97.75, which was 25.900000000000006 higher than the previous day. The implied volatity was 24.65, the open interest changed by 1774 which increased total open position to 11823
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 75.1, which was -45.400000000000006 lower than the previous day. The implied volatity was 23.39, the open interest changed by 211 which increased total open position to 10054
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 121, which was 20.150000000000006 higher than the previous day. The implied volatity was 23.19, the open interest changed by 32 which increased total open position to 9848
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 96.9, which was -293.5 lower than the previous day. The implied volatity was 24.57, the open interest changed by -88290 which decreased total open position to 9862
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 385, which was -67.7 lower than the previous day. The implied volatity was 28.62, the open interest changed by 580 which increased total open position to 10755
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 455.75, which was -138.45 lower than the previous day. The implied volatity was 28.42, the open interest changed by 10773 which increased total open position to 11043
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 581.8, which was 4.5 higher than the previous day. The implied volatity was 27.39, the open interest changed by 9348 which increased total open position to 9673
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 563, which was -288.2 lower than the previous day. The implied volatity was 26.24, the open interest changed by 2663 which increased total open position to 8595
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 818.9, which was 171.25 higher than the previous day. The implied volatity was 29.57, the open interest changed by 2007 which increased total open position to 6002
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 651.95, which was 234 higher than the previous day. The implied volatity was 30.24, the open interest changed by -855 which decreased total open position to 4459
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 413.65, which was -144.2 lower than the previous day. The implied volatity was 26.99, the open interest changed by -265 which decreased total open position to 4295
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 546, which was -255.15 lower than the previous day. The implied volatity was 27.08, the open interest changed by 4612 which increased total open position to 4612
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 820.75, which was 365.2 higher than the previous day. The implied volatity was 29.43, the open interest changed by 1580 which increased total open position to 2907
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 459.65, which was -28.5 lower than the previous day. The implied volatity was 25.22, the open interest changed by 507 which increased total open position to 1298
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 456.9, which was 209.15 higher than the previous day. The implied volatity was 24.35, the open interest changed by 35 which increased total open position to 791
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 245.2, which was -61.5 lower than the previous day. The implied volatity was 23.33, the open interest changed by 148 which increased total open position to 774
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 307.75, which was -87.85 lower than the previous day. The implied volatity was 23.65, the open interest changed by 72 which increased total open position to 626
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 408.05, which was 98.25 higher than the previous day. The implied volatity was 25.03, the open interest changed by 607 which increased total open position to 607
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 309.8, which was 282.45 higher than the previous day. The implied volatity was 18.98, 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 27.35, which was 0 lower than the previous day. The implied volatity was 3.47, 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 27.35, which was 0 lower than the previous day. The implied volatity was 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 27.35, which was 0 lower than the previous day. The implied volatity was 5.06, 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 27.35, which was 0 lower than the previous day. The implied volatity was 4.34, the open interest changed by 0 which decreased total open position to 0
