NIFTY
Nifty
Historical option data for NIFTY
02 Apr 2026 03:45 PM IST
| NIFTY 07-Apr-2026 (5d) 22700 CE | ||||||||||||||||
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Delta: 0.53
Vega: 10.58
Theta: -28.48
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 22713.10 | 269.15 | -49.2 | 23.9 | 9,27,439 | 3,199 | 38,669 | |||||||||
| 1 Apr | 22679.40 | 333.35 | 97.35 | 27.04 | 6,21,477 | 23,278 | 35,470 | |||||||||
| 30 Mar | 22331.40 | 259 | -292.9 | 28.52 | 1,07,565 | 7,619 | 12,192 | |||||||||
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| 27 Mar | 22819.60 | 538.55 | -329.35 | 27.1 | 7,332 | 3,043 | 4,573 | |||||||||
| 25 Mar | 23306.45 | 881.8 | 246.2 | 26.6 | 1,471 | -573 | 1,530 | |||||||||
| 24 Mar | 22912.40 | 649.75 | 173.75 | 25.67 | 9,596 | 143 | 2,103 | |||||||||
| 23 Mar | 22512.65 | 468 | -277.4 | 28.16 | 7,027 | 1,915 | 1,960 | |||||||||
| 20 Mar | 23114.50 | 745.4 | 89.9 | 20.55 | 33 | 16 | 45 | |||||||||
| 19 Mar | 23002.15 | 739.9 | -260.1 | 21.16 | 14 | 8 | 29 | |||||||||
| 18 Mar | 23777.80 | 1000 | -49.85 | - | 0 | 1 | 21 | |||||||||
| 17 Mar | 23581.15 | 1000 | -49.85 | 10.81 | 35 | 4 | 20 | |||||||||
| 16 Mar | 23408.80 | 1036.8 | -444.55 | 24.57 | 24 | 15 | 16 | |||||||||
| 13 Mar | 23151.10 | 1481.35 | -836.2 | - | 0 | 0 | 1 | |||||||||
| 12 Mar | 23639.15 | 1481.35 | -836.2 | - | 0 | 1 | 1 | |||||||||
| 11 Mar | 23866.85 | 1481.35 | -836.2 | 24.19 | 1 | 0 | 0 | |||||||||
For Nifty - strike price 22700 expiring on 07APR2026
Delta for 22700 CE is 0.53
Historical price for 22700 CE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 269.15, which was -49.2 lower than the previous day. The implied volatity was 23.9, the open interest changed by 3199 which increased total open position to 38669
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 333.35, which was 97.35 higher than the previous day. The implied volatity was 27.04, the open interest changed by 23278 which increased total open position to 35470
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 259, which was -292.9 lower than the previous day. The implied volatity was 28.52, the open interest changed by 7619 which increased total open position to 12192
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 538.55, which was -329.35 lower than the previous day. The implied volatity was 27.1, the open interest changed by 3043 which increased total open position to 4573
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 881.8, which was 246.2 higher than the previous day. The implied volatity was 26.6, the open interest changed by -573 which decreased total open position to 1530
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 649.75, which was 173.75 higher than the previous day. The implied volatity was 25.67, the open interest changed by 143 which increased total open position to 2103
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 468, which was -277.4 lower than the previous day. The implied volatity was 28.16, the open interest changed by 1915 which increased total open position to 1960
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 745.4, which was 89.9 higher than the previous day. The implied volatity was 20.55, the open interest changed by 16 which increased total open position to 45
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 739.9, which was -260.1 lower than the previous day. The implied volatity was 21.16, the open interest changed by 8 which increased total open position to 29
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1000, which was -49.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 21
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1000, which was -49.85 lower than the previous day. The implied volatity was 10.81, the open interest changed by 4 which increased total open position to 20
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1036.8, which was -444.55 lower than the previous day. The implied volatity was 24.57, the open interest changed by 15 which increased total open position to 16
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1481.35, which was -836.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1481.35, which was -836.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1481.35, which was -836.2 lower than the previous day. The implied volatity was 24.19, the open interest changed by 0 which decreased total open position to 0
| NIFTY 07-Apr-2026 (5d) 22700 PE | |||||||
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Delta: -0.48
Vega: 10.58
Theta: -24.83
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 22713.10 | 263.55 | -31.15 | 26.34 | 4,08,415 | 1,275 | 36,725 |
| 1 Apr | 22679.40 | 276 | -292.15 | 25.42 | 11,07,183 | 29,453 | 35,450 |
| 30 Mar | 22331.40 | 520.1 | 102.2 | 27.74 | 70,447 | -104 | 5,997 |
| 27 Mar | 22819.60 | 422.95 | 182.85 | 33.05 | 25,238 | 718 | 6,101 |
| 25 Mar | 23306.45 | 237.9 | -133.75 | 29.45 | 13,921 | 2,059 | 5,383 |
| 24 Mar | 22912.40 | 360.05 | -258.5 | 28.88 | 13,888 | 1,739 | 3,324 |
| 23 Mar | 22512.65 | 630 | 624.85 | 31.34 | 7,682 | 1,585 | 1,585 |
| 20 Mar | 23114.50 | 5.15 | 0 | 2.67 | 0 | 0 | 0 |
| 19 Mar | 23002.15 | 5.15 | 0 | 2.43 | 0 | 0 | 0 |
| 18 Mar | 23777.80 | 5.15 | 0 | 5.02 | 0 | 0 | 0 |
| 17 Mar | 23581.15 | 5.15 | 0 | 4.13 | 0 | 0 | 0 |
| 16 Mar | 23408.80 | 5.15 | 0 | 3.28 | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 5.15 | 0 | 2.54 | 0 | 0 | 0 |
| 12 Mar | 23639.15 | 5.15 | 0 | 4.1 | 0 | 0 | 0 |
| 11 Mar | 23866.85 | 5.15 | 0 | 4.79 | 0 | 0 | 0 |
For Nifty - strike price 22700 expiring on 07APR2026
Delta for 22700 PE is -0.48
Historical price for 22700 PE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 263.55, which was -31.15 lower than the previous day. The implied volatity was 26.34, the open interest changed by 1275 which increased total open position to 36725
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 276, which was -292.15 lower than the previous day. The implied volatity was 25.42, the open interest changed by 29453 which increased total open position to 35450
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 520.1, which was 102.2 higher than the previous day. The implied volatity was 27.74, the open interest changed by -104 which decreased total open position to 5997
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 422.95, which was 182.85 higher than the previous day. The implied volatity was 33.05, the open interest changed by 718 which increased total open position to 6101
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 237.9, which was -133.75 lower than the previous day. The implied volatity was 29.45, the open interest changed by 2059 which increased total open position to 5383
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 360.05, which was -258.5 lower than the previous day. The implied volatity was 28.88, the open interest changed by 1739 which increased total open position to 3324
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 630, which was 624.85 higher than the previous day. The implied volatity was 31.34, the open interest changed by 1585 which increased total open position to 1585
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 2.67, 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 5.15, which was 0 lower than the previous day. The implied volatity was 2.43, 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 5.15, which was 0 lower than the previous day. The implied volatity was 5.02, 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 5.15, 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 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 3.28, 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 5.15, which was 0 lower than the previous day. The implied volatity was 2.54, 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 5.15, which was 0 lower than the previous day. The implied volatity was 4.1, 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 5.15, which was 0 lower than the previous day. The implied volatity was 4.79, the open interest changed by 0 which decreased total open position to 0
