NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:30 PM IST
| NIFTY 28-Apr-2026 (4d) 22750 CE | ||||||||||||||||
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Delta: 0.96
Vega: 0.02
Theta: -6.17
Gamma: 0.00012
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23878.45 | 1159.2 | -286 | 25.07 | 35 | -18 | 1,986 | |||||||||
| 23 Apr | 24173.05 | 1445.2 | -206.25 | 23.63 | 11 | -7 | 2,004 | |||||||||
| 22 Apr | 24378.10 | 1651.45 | -181.5 | 31.7 | 15 | -4 | 2,011 | |||||||||
| 21 Apr | 24576.60 | 1842.6 | 199.94999999999982 | 27.27 | 12 | 0 | 2,015 | |||||||||
| 20 Apr | 24364.85 | 1621 | 9.25 | 26.8 | 21 | -12 | 2,017 | |||||||||
| 17 Apr | 24353.55 | 1611.75 | 133.75 | 22.7 | 12 | -5 | 2,031 | |||||||||
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| 16 Apr | 24196.75 | 1478 | -48.700000000000045 | 22.72 | 6 | -3 | 2,036 | |||||||||
| 15 Apr | 24231.30 | 1526.7 | 261.70000000000005 | 17.03 | 22 | -18 | 2,041 | |||||||||
| 13 Apr | 23842.65 | 1265 | -115.25 | 22.43 | 58 | -12 | 2,059 | |||||||||
| 10 Apr | 24050.60 | 1448.75 | 191.54999999999995 | 23.7 | 302 | -201 | 2,079 | |||||||||
| 9 Apr | 23775.10 | 1256.55 | -162.54999999999995 | 25.24 | 107 | -56 | 2,281 | |||||||||
| 8 Apr | 23997.35 | 1435.75 | 613.9 | 19.55 | 519 | 1,090 | 2,345 | |||||||||
| 7 Apr | 23123.65 | 842 | 54.2 | 25.11 | 1,596 | 1,748 | 2,559 | |||||||||
| 6 Apr | 22968.25 | 787.65 | 139.9 | 26.89 | 1,877 | 2,529 | 2,529 | |||||||||
| 2 Apr | 22713.10 | 644.6 | -17.5 | 24.35 | 2,128 | 167 | 2,531 | |||||||||
| 1 Apr | 22679.40 | 667.15 | 79.85 | 24.62 | 1,975 | 471 | 2,364 | |||||||||
| 30 Mar | 22331.40 | 605.85 | -237.3 | 27.59 | 741 | 1,881 | 1,901 | |||||||||
| 27 Mar | 22819.60 | 833.5 | -288.55 | 25.45 | 538 | 1,640 | 1,661 | |||||||||
| 25 Mar | 23306.45 | 1113.8 | 221.4 | 23.71 | 154 | -56 | 1,632 | |||||||||
| 24 Mar | 22912.40 | 931 | 183.05 | 24.85 | 959 | -175 | 1,691 | |||||||||
| 23 Mar | 22512.65 | 740.95 | -257.4 | 26.94 | 2,505 | 1,858 | 1,866 | |||||||||
| 20 Mar | 23114.50 | 998.35 | 77.05 | 21.39 | 15 | 94 | 94 | |||||||||
| 19 Mar | 23002.15 | 920.55 | -429.45 | 19.25 | 97 | 82 | 89 | |||||||||
| 18 Mar | 23777.80 | 1350 | 100 | 15.03 | 1 | 34 | 34 | |||||||||
| 17 Mar | 23581.15 | 1250 | 17.2 | 18 | 3 | 0 | 36 | |||||||||
| 16 Mar | 23408.80 | 1248.75 | 94.15 | 23.3 | 30 | 37 | 37 | |||||||||
| 13 Mar | 23151.10 | 1154.6 | -488.15 | 23.21 | 53 | 25 | 25 | |||||||||
| 12 Mar | 23639.15 | 1642.75 | -1160.65 | - | 0 | 0 | 1 | |||||||||
| 11 Mar | 23866.85 | 1642.75 | -1160.65 | 22.23 | 1 | 0 | 0 | |||||||||
| 10 Mar | 24261.60 | 2803.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 24028.05 | 2803.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 24450.45 | 2803.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 24765.90 | 2803.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 22750 expiring on 28APR2026
Delta for 22750 CE is 0.96
Historical price for 22750 CE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 1159.2, which was -286 lower than the previous day. The implied volatity was 25.07, the open interest changed by -18 which decreased total open position to 1986
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1445.2, which was -206.25 lower than the previous day. The implied volatity was 23.63, the open interest changed by -7 which decreased total open position to 2004
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1651.45, which was -181.5 lower than the previous day. The implied volatity was 31.7, the open interest changed by -4 which decreased total open position to 2011
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1842.6, which was 199.94999999999982 higher than the previous day. The implied volatity was 27.27, the open interest changed by 0 which decreased total open position to 2015
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1621, which was 9.25 higher than the previous day. The implied volatity was 26.8, the open interest changed by -12 which decreased total open position to 2017
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1611.75, which was 133.75 higher than the previous day. The implied volatity was 22.7, the open interest changed by -5 which decreased total open position to 2031
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1478, which was -48.700000000000045 lower than the previous day. The implied volatity was 22.72, the open interest changed by -3 which decreased total open position to 2036
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1526.7, which was 261.70000000000005 higher than the previous day. The implied volatity was 17.03, the open interest changed by -18 which decreased total open position to 2041
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1265, which was -115.25 lower than the previous day. The implied volatity was 22.43, the open interest changed by -12 which decreased total open position to 2059
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1448.75, which was 191.54999999999995 higher than the previous day. The implied volatity was 23.7, the open interest changed by -201 which decreased total open position to 2079
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1256.55, which was -162.54999999999995 lower than the previous day. The implied volatity was 25.24, the open interest changed by -56 which decreased total open position to 2281
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1435.75, which was 613.9 higher than the previous day. The implied volatity was 19.55, the open interest changed by 1090 which increased total open position to 2345
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 842, which was 54.2 higher than the previous day. The implied volatity was 25.11, the open interest changed by 1748 which increased total open position to 2559
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 787.65, which was 139.9 higher than the previous day. The implied volatity was 26.89, the open interest changed by 2529 which increased total open position to 2529
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 644.6, which was -17.5 lower than the previous day. The implied volatity was 24.35, the open interest changed by 167 which increased total open position to 2531
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 667.15, which was 79.85 higher than the previous day. The implied volatity was 24.62, the open interest changed by 471 which increased total open position to 2364
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 605.85, which was -237.3 lower than the previous day. The implied volatity was 27.59, the open interest changed by 1881 which increased total open position to 1901
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 833.5, which was -288.55 lower than the previous day. The implied volatity was 25.45, the open interest changed by 1640 which increased total open position to 1661
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1113.8, which was 221.4 higher than the previous day. The implied volatity was 23.71, the open interest changed by -56 which decreased total open position to 1632
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 931, which was 183.05 higher than the previous day. The implied volatity was 24.85, the open interest changed by -175 which decreased total open position to 1691
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 740.95, which was -257.4 lower than the previous day. The implied volatity was 26.94, the open interest changed by 1858 which increased total open position to 1866
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 998.35, which was 77.05 higher than the previous day. The implied volatity was 21.39, the open interest changed by 94 which increased total open position to 94
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 920.55, which was -429.45 lower than the previous day. The implied volatity was 19.25, the open interest changed by 82 which increased total open position to 89
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1350, which was 100 higher than the previous day. The implied volatity was 15.03, the open interest changed by 34 which increased total open position to 34
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1250, which was 17.2 higher than the previous day. The implied volatity was 18, the open interest changed by 0 which decreased total open position to 36
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1248.75, which was 94.15 higher than the previous day. The implied volatity was 23.3, the open interest changed by 37 which increased total open position to 37
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1154.6, which was -488.15 lower than the previous day. The implied volatity was 23.21, the open interest changed by 25 which increased total open position to 25
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1642.75, which was -1160.65 lower than the previous day. The implied volatity was -, 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 1642.75, which was -1160.65 lower than the previous day. The implied volatity was 22.23, 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 2803.4, 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 2803.4, 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 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 2803.4, 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 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 2803.4, 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) 22750 PE | |||||||
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Delta: -0.02
Vega: 0.01
Theta: 0.57
Gamma: 0.00008
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23878.45 | 3.5 | 0.6000000000000001 | 21.24 | 54,455 | 3,260 | 10,390 |
| 23 Apr | 24173.05 | 2.7 | -1.6499999999999995 | 22.34 | 46,349 | 1,277 | 7,124 |
| 22 Apr | 24378.10 | 3.7 | -3.1499999999999995 | 24.1 | 29,515 | 1,742 | 5,938 |
| 21 Apr | 24576.60 | 7.25 | -10.149999999999999 | 27.39 | 13,699 | 1,121 | 4,201 |
| 20 Apr | 24364.85 | 18.65 | 2.3999999999999986 | 27.05 | 7,587 | -360 | 3,088 |
| 17 Apr | 24353.55 | 15.6 | -11.65 | 22.9 | 6,636 | 731 | 3,503 |
| 16 Apr | 24196.75 | 27.9 | -10.450000000000003 | 22.62 | 2,097 | 32 | 2,771 |
| 15 Apr | 24231.30 | 39.25 | -66.15 | 23.95 | 2,666 | 90 | 2,724 |
| 13 Apr | 23842.65 | 105.95 | 29.10000000000001 | 24.69 | 1,762 | 62 | 2,643 |
| 10 Apr | 24050.60 | 78.95 | -48.05 | 23.13 | 2,337 | -119 | 2,586 |
| 9 Apr | 23775.10 | 126.8 | 22.049999999999997 | 22.92 | 1,616 | 168 | 2,727 |
| 8 Apr | 23997.35 | 100.65 | -304.4 | 24.24 | 3,033 | 2,528 | 2,528 |
| 7 Apr | 23123.65 | 396.75 | -73.9 | 28.32 | 2,156 | -20,821 | 3,073 |
| 6 Apr | 22968.25 | 474.05 | -137 | 28.29 | 2,181 | -7,397 | 2,903 |
| 2 Apr | 22713.10 | 606.05 | 7.35 | 27.4 | 1,779 | -7,189 | 2,866 |
| 1 Apr | 22679.40 | 583.25 | -298.65 | 26.1 | 3,460 | 681 | 2,705 |
| 30 Mar | 22331.40 | 858.55 | 190.65 | 30.06 | 1,113 | 287 | 1,987 |
| 27 Mar | 22819.60 | 672.2 | 242.75 | 30.11 | 1,529 | 283 | 2,172 |
| 25 Mar | 23306.45 | 425.85 | -145.9 | 26.82 | 1,302 | 1,173 | 1,889 |
| 24 Mar | 22912.40 | 562.8 | -264.55 | 26.93 | 1,408 | 1,896 | 2,271 |
| 23 Mar | 22512.65 | 836.4 | 368.65 | 29.07 | 3,973 | 1,766 | 3,257 |
| 20 Mar | 23114.50 | 472.1 | -24.25 | 25 | 602 | 57 | 1,493 |
| 19 Mar | 23002.15 | 482.5 | 225.3 | 24.55 | 902 | 1,437 | 1,437 |
| 18 Mar | 23777.80 | 254.35 | -62.65 | 23.2 | 1,215 | 103 | 1,582 |
| 17 Mar | 23581.15 | 317.1 | -89 | 23.44 | 791 | 8 | 1,487 |
| 16 Mar | 23408.80 | 411.2 | -82.1 | 24.55 | 2,419 | 1,478 | 1,478 |
| 13 Mar | 23151.10 | 493 | 156.1 | 24.66 | 2,291 | -81 | 1,975 |
| 12 Mar | 23639.15 | 335.25 | 44.3 | 23.92 | 1,605 | 2,049 | 2,049 |
| 11 Mar | 23866.85 | 300.65 | 120.1 | 24.38 | 1,766 | 2,070 | 2,070 |
| 10 Mar | 24261.60 | 178.45 | -129.65 | 22.7 | 2,949 | 1,864 | 1,864 |
| 9 Mar | 24028.05 | 329.45 | 154.7 | 26.41 | 5,317 | 2,106 | 2,106 |
| 6 Mar | 24450.45 | 172.55 | 97.15 | 23.03 | 1,975 | 678 | 705 |
| 5 Mar | 24765.90 | 75.4 | 45.8 | 19.3 | 27 | 17 | 17 |
For Nifty - strike price 22750 expiring on 28APR2026
Delta for 22750 PE is -0.02
Historical price for 22750 PE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 3.5, which was 0.6000000000000001 higher than the previous day. The implied volatity was 21.24, the open interest changed by 3260 which increased total open position to 10390
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 2.7, which was -1.6499999999999995 lower than the previous day. The implied volatity was 22.34, the open interest changed by 1277 which increased total open position to 7124
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 3.7, which was -3.1499999999999995 lower than the previous day. The implied volatity was 24.1, the open interest changed by 1742 which increased total open position to 5938
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 7.25, which was -10.149999999999999 lower than the previous day. The implied volatity was 27.39, the open interest changed by 1121 which increased total open position to 4201
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 18.65, which was 2.3999999999999986 higher than the previous day. The implied volatity was 27.05, the open interest changed by -360 which decreased total open position to 3088
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 15.6, which was -11.65 lower than the previous day. The implied volatity was 22.9, the open interest changed by 731 which increased total open position to 3503
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 27.9, which was -10.450000000000003 lower than the previous day. The implied volatity was 22.62, the open interest changed by 32 which increased total open position to 2771
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 39.25, which was -66.15 lower than the previous day. The implied volatity was 23.95, the open interest changed by 90 which increased total open position to 2724
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 105.95, which was 29.10000000000001 higher than the previous day. The implied volatity was 24.69, the open interest changed by 62 which increased total open position to 2643
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 78.95, which was -48.05 lower than the previous day. The implied volatity was 23.13, the open interest changed by -119 which decreased total open position to 2586
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 126.8, which was 22.049999999999997 higher than the previous day. The implied volatity was 22.92, the open interest changed by 168 which increased total open position to 2727
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 100.65, which was -304.4 lower than the previous day. The implied volatity was 24.24, the open interest changed by 2528 which increased total open position to 2528
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 396.75, which was -73.9 lower than the previous day. The implied volatity was 28.32, the open interest changed by -20821 which decreased total open position to 3073
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 474.05, which was -137 lower than the previous day. The implied volatity was 28.29, the open interest changed by -7397 which decreased total open position to 2903
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 606.05, which was 7.35 higher than the previous day. The implied volatity was 27.4, the open interest changed by -7189 which decreased total open position to 2866
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 583.25, which was -298.65 lower than the previous day. The implied volatity was 26.1, the open interest changed by 681 which increased total open position to 2705
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 858.55, which was 190.65 higher than the previous day. The implied volatity was 30.06, the open interest changed by 287 which increased total open position to 1987
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 672.2, which was 242.75 higher than the previous day. The implied volatity was 30.11, the open interest changed by 283 which increased total open position to 2172
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 425.85, which was -145.9 lower than the previous day. The implied volatity was 26.82, the open interest changed by 1173 which increased total open position to 1889
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 562.8, which was -264.55 lower than the previous day. The implied volatity was 26.93, the open interest changed by 1896 which increased total open position to 2271
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 836.4, which was 368.65 higher than the previous day. The implied volatity was 29.07, the open interest changed by 1766 which increased total open position to 3257
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 472.1, which was -24.25 lower than the previous day. The implied volatity was 25, the open interest changed by 57 which increased total open position to 1493
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 482.5, which was 225.3 higher than the previous day. The implied volatity was 24.55, the open interest changed by 1437 which increased total open position to 1437
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 254.35, which was -62.65 lower than the previous day. The implied volatity was 23.2, the open interest changed by 103 which increased total open position to 1582
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 317.1, which was -89 lower than the previous day. The implied volatity was 23.44, the open interest changed by 8 which increased total open position to 1487
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 411.2, which was -82.1 lower than the previous day. The implied volatity was 24.55, the open interest changed by 1478 which increased total open position to 1478
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 493, which was 156.1 higher than the previous day. The implied volatity was 24.66, the open interest changed by -81 which decreased total open position to 1975
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 335.25, which was 44.3 higher than the previous day. The implied volatity was 23.92, the open interest changed by 2049 which increased total open position to 2049
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 300.65, which was 120.1 higher than the previous day. The implied volatity was 24.38, the open interest changed by 2070 which increased total open position to 2070
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 178.45, which was -129.65 lower than the previous day. The implied volatity was 22.7, the open interest changed by 1864 which increased total open position to 1864
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 329.45, which was 154.7 higher than the previous day. The implied volatity was 26.41, the open interest changed by 2106 which increased total open position to 2106
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 172.55, which was 97.15 higher than the previous day. The implied volatity was 23.03, the open interest changed by 678 which increased total open position to 705
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 75.4, which was 45.8 higher than the previous day. The implied volatity was 19.3, the open interest changed by 17 which increased total open position to 17
