NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:28 PM IST
| NIFTY 28-Apr-2026 (4d) 22800 CE | ||||||||||||||||
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Delta: 0.96
Vega: 0.02
Theta: -6.77
Gamma: 0.00014
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23871.95 | 1094.75 | -273 | 24.53 | 370 | -144 | 5,763 | |||||||||
| 23 Apr | 24173.05 | 1363.95 | -226.5 | 21.82 | 362 | -76 | 5,908 | |||||||||
| 22 Apr | 24378.10 | 1585.55 | -203 | 23.91 | 111 | -51 | 5,984 | |||||||||
| 21 Apr | 24576.60 | 1784 | 201.3499999999999 | 26.78 | 378 | -20 | 6,041 | |||||||||
| 20 Apr | 24364.85 | 1530 | -47.84999999999991 | 26.65 | 314 | -42 | 6,075 | |||||||||
| 17 Apr | 24353.55 | 1595.3 | 147.75 | 22.82 | 199 | -74 | 6,117 | |||||||||
| 16 Apr | 24196.75 | 1420 | -59.84999999999991 | 22.52 | 455 | 78 | 6,192 | |||||||||
| 15 Apr | 24231.30 | 1481 | 291.70000000000005 | 19.96 | 206 | -73 | 6,114 | |||||||||
| 13 Apr | 23842.65 | 1164.55 | -216.45000000000005 | 22.4 | 634 | -39 | 6,187 | |||||||||
| 10 Apr | 24050.60 | 1390 | 199.54999999999995 | 21.94 | 529 | -237 | 6,228 | |||||||||
| 9 Apr | 23775.10 | 1200.15 | -172.94999999999982 | 24.82 | 1,261 | -401 | 6,467 | |||||||||
| 8 Apr | 23997.35 | 1388.95 | 599.35 | 19.53 | 5,202 | -10,655 | 6,930 | |||||||||
| 7 Apr | 23123.65 | 809.95 | 51.8 | 25.06 | 20,759 | 9,196 | 9,608 | |||||||||
| 6 Apr | 22968.25 | 758.8 | 139.6 | 26.87 | 21,959 | 30 | 8,506 | |||||||||
| 2 Apr | 22713.10 | 624.75 | -11.6 | 24.58 | 13,966 | 8,355 | 8,529 | |||||||||
| 1 Apr | 22679.40 | 644.25 | 82.5 | 24.76 | 21,909 | -9,251 | 7,859 | |||||||||
| 30 Mar | 22331.40 | 575.3 | -244.7 | 27.23 | 8,093 | 4,616 | 4,616 | |||||||||
| 27 Mar | 22819.60 | 806.3 | -272.8 | 25.41 | 5,500 | 2,186 | 3,689 | |||||||||
| 25 Mar | 23306.45 | 1081.2 | 220.5 | 23.6 | 1,359 | 2,689 | 2,814 | |||||||||
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| 24 Mar | 22912.40 | 891.05 | 169.25 | 24.43 | 8,774 | 3,077 | 3,154 | |||||||||
| 23 Mar | 22512.65 | 711.55 | -260 | 26.65 | 3,932 | 1,401 | 1,401 | |||||||||
| 20 Mar | 23114.50 | 970.15 | 77.8 | 21.51 | 598 | 413 | 583 | |||||||||
| 19 Mar | 23002.15 | 952 | -408 | 21.47 | 852 | 578 | 578 | |||||||||
| 18 Mar | 23777.80 | 1360 | 92.9 | 17.71 | 16 | 86 | 114 | |||||||||
| 17 Mar | 23581.15 | 1232.8 | 42.75 | 18.84 | 43 | -6 | 108 | |||||||||
| 16 Mar | 23408.80 | 1165.65 | 98 | 21.51 | 207 | 114 | 115 | |||||||||
| 13 Mar | 23151.10 | 1045.3 | -554.45 | 20.61 | 246 | 83 | 84 | |||||||||
| 12 Mar | 23639.15 | 1599.75 | -1156.85 | - | 0 | 1 | 1 | |||||||||
| 11 Mar | 23866.85 | 1599.75 | -1156.85 | 22.01 | 1 | 0 | 0 | |||||||||
| 10 Mar | 24261.60 | 2756.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 24028.05 | 2756.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 24450.45 | 2756.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 24765.90 | 2756.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 22800 expiring on 28APR2026
Delta for 22800 CE is 0.96
Historical price for 22800 CE is as follows
On 24 Apr NIFTY was trading at 23871.95. The strike last trading price was 1094.75, which was -273 lower than the previous day. The implied volatity was 24.53, the open interest changed by -144 which decreased total open position to 5763
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1363.95, which was -226.5 lower than the previous day. The implied volatity was 21.82, the open interest changed by -76 which decreased total open position to 5908
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1585.55, which was -203 lower than the previous day. The implied volatity was 23.91, the open interest changed by -51 which decreased total open position to 5984
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1784, which was 201.3499999999999 higher than the previous day. The implied volatity was 26.78, the open interest changed by -20 which decreased total open position to 6041
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1530, which was -47.84999999999991 lower than the previous day. The implied volatity was 26.65, the open interest changed by -42 which decreased total open position to 6075
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1595.3, which was 147.75 higher than the previous day. The implied volatity was 22.82, the open interest changed by -74 which decreased total open position to 6117
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1420, which was -59.84999999999991 lower than the previous day. The implied volatity was 22.52, the open interest changed by 78 which increased total open position to 6192
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1481, which was 291.70000000000005 higher than the previous day. The implied volatity was 19.96, the open interest changed by -73 which decreased total open position to 6114
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1164.55, which was -216.45000000000005 lower than the previous day. The implied volatity was 22.4, the open interest changed by -39 which decreased total open position to 6187
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1390, which was 199.54999999999995 higher than the previous day. The implied volatity was 21.94, the open interest changed by -237 which decreased total open position to 6228
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1200.15, which was -172.94999999999982 lower than the previous day. The implied volatity was 24.82, the open interest changed by -401 which decreased total open position to 6467
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1388.95, which was 599.35 higher than the previous day. The implied volatity was 19.53, the open interest changed by -10655 which decreased total open position to 6930
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 809.95, which was 51.8 higher than the previous day. The implied volatity was 25.06, the open interest changed by 9196 which increased total open position to 9608
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 758.8, which was 139.6 higher than the previous day. The implied volatity was 26.87, the open interest changed by 30 which increased total open position to 8506
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 624.75, which was -11.6 lower than the previous day. The implied volatity was 24.58, the open interest changed by 8355 which increased total open position to 8529
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 644.25, which was 82.5 higher than the previous day. The implied volatity was 24.76, the open interest changed by -9251 which decreased total open position to 7859
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 575.3, which was -244.7 lower than the previous day. The implied volatity was 27.23, the open interest changed by 4616 which increased total open position to 4616
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 806.3, which was -272.8 lower than the previous day. The implied volatity was 25.41, the open interest changed by 2186 which increased total open position to 3689
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1081.2, which was 220.5 higher than the previous day. The implied volatity was 23.6, the open interest changed by 2689 which increased total open position to 2814
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 891.05, which was 169.25 higher than the previous day. The implied volatity was 24.43, the open interest changed by 3077 which increased total open position to 3154
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 711.55, which was -260 lower than the previous day. The implied volatity was 26.65, the open interest changed by 1401 which increased total open position to 1401
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 970.15, which was 77.8 higher than the previous day. The implied volatity was 21.51, the open interest changed by 413 which increased total open position to 583
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 952, which was -408 lower than the previous day. The implied volatity was 21.47, the open interest changed by 578 which increased total open position to 578
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1360, which was 92.9 higher than the previous day. The implied volatity was 17.71, the open interest changed by 86 which increased total open position to 114
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1232.8, which was 42.75 higher than the previous day. The implied volatity was 18.84, the open interest changed by -6 which decreased total open position to 108
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1165.65, which was 98 higher than the previous day. The implied volatity was 21.51, the open interest changed by 114 which increased total open position to 115
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1045.3, which was -554.45 lower than the previous day. The implied volatity was 20.61, the open interest changed by 83 which increased total open position to 84
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1599.75, which was -1156.85 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 1599.75, which was -1156.85 lower than the previous day. The implied volatity was 22.01, 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 2756.6, 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 2756.6, 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 2756.6, 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 2756.6, 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) 22800 PE | |||||||
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Delta: -0.02
Vega: 0.01
Theta: 0.32
Gamma: 0.00009
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23871.95 | 3.95 | 0.8500000000000001 | 20.69 | 2,52,719 | 17,009 | 55,491 |
| 23 Apr | 24173.05 | 2.95 | -1.7000000000000002 | 21.95 | 2,02,178 | 7,604 | 38,501 |
| 22 Apr | 24378.10 | 4.05 | -3.2 | 23.73 | 1,14,169 | 3,789 | 33,661 |
| 21 Apr | 24576.60 | 7.8 | -10 | 27.07 | 81,085 | 7,827 | 29,877 |
| 20 Apr | 24364.85 | 20 | 2.0500000000000007 | 26.65 | 40,608 | 756 | 22,067 |
| 17 Apr | 24353.55 | 17.95 | -11.8 | 22.97 | 41,591 | 6,198 | 21,326 |
| 16 Apr | 24196.75 | 30.65 | -10.700000000000003 | 22.59 | 33,840 | -6 | 15,078 |
| 15 Apr | 24231.30 | 41.8 | -69.55 | 23.75 | 22,598 | 1,444 | 15,121 |
| 13 Apr | 23842.65 | 108.2 | 27.799999999999997 | 24.04 | 18,037 | -169 | 13,704 |
| 10 Apr | 24050.60 | 82.8 | -51.750000000000014 | 22.89 | 16,188 | 1,125 | 14,092 |
| 9 Apr | 23775.10 | 132.65 | 21.150000000000006 | 22.66 | 20,620 | 3,090 | 20,397 |
| 8 Apr | 23997.35 | 105 | -315.7 | 23.99 | 21,363 | -1,00,033 | 19,750 |
| 7 Apr | 23123.65 | 416.75 | -70.05 | 28.35 | 28,317 | 20,517 | 21,242 |
| 6 Apr | 22968.25 | 489.55 | -143.6 | 28.02 | 20,911 | -4,311 | 17,741 |
| 2 Apr | 22713.10 | 625 | 6.4 | 27.17 | 10,250 | 16,068 | 16,243 |
| 1 Apr | 22679.40 | 601.8 | -308.85 | 25.86 | 29,929 | 3,287 | 15,921 |
| 30 Mar | 22331.40 | 881 | 188.4 | 29.84 | 9,320 | -1,286 | 12,552 |
| 27 Mar | 22819.60 | 698.4 | 250.3 | 30.23 | 15,748 | 12,426 | 16,932 |
| 25 Mar | 23306.45 | 441 | -153.3 | 26.68 | 18,140 | 7,018 | 12,310 |
| 24 Mar | 22912.40 | 583.05 | -266.95 | 26.89 | 12,425 | 5,379 | 5,379 |
| 23 Mar | 22512.65 | 858.85 | 376.1 | 28.93 | 6,778 | 999 | 2,518 |
| 20 Mar | 23114.50 | 487.4 | -39.85 | 24.86 | 4,956 | 2,198 | 2,198 |
| 19 Mar | 23002.15 | 496.4 | 231.25 | 24.38 | 5,006 | 2,160 | 2,160 |
| 18 Mar | 23777.80 | 264.95 | -62.35 | 23.11 | 1,600 | 1,259 | 1,259 |
| 17 Mar | 23581.15 | 326.4 | -96.85 | 23.25 | 2,881 | 471 | 1,053 |
| 16 Mar | 23408.80 | 432.8 | 400.75 | 24.71 | 892 | 327 | 327 |
| 13 Mar | 23151.10 | 32.05 | 0 | 1.91 | 0 | 0 | 0 |
| 12 Mar | 23639.15 | 32.05 | 0 | 3.19 | 0 | 0 | 0 |
| 11 Mar | 23866.85 | 32.05 | 0 | 3.73 | 0 | -163 | 0 |
| 10 Mar | 24261.60 | 32.05 | 0 | 4.8 | 0 | -3 | 0 |
| 9 Mar | 24028.05 | 32.05 | 0 | 4.08 | 0 | 0 | 0 |
| 6 Mar | 24450.45 | 32.05 | 0 | 5.11 | 0 | 0 | 0 |
| 5 Mar | 24765.90 | 32.05 | 0 | 5.68 | 0 | 0 | 0 |
For Nifty - strike price 22800 expiring on 28APR2026
Delta for 22800 PE is -0.02
Historical price for 22800 PE is as follows
On 24 Apr NIFTY was trading at 23871.95. The strike last trading price was 3.95, which was 0.8500000000000001 higher than the previous day. The implied volatity was 20.69, the open interest changed by 17009 which increased total open position to 55491
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 2.95, which was -1.7000000000000002 lower than the previous day. The implied volatity was 21.95, the open interest changed by 7604 which increased total open position to 38501
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 4.05, which was -3.2 lower than the previous day. The implied volatity was 23.73, the open interest changed by 3789 which increased total open position to 33661
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 7.8, which was -10 lower than the previous day. The implied volatity was 27.07, the open interest changed by 7827 which increased total open position to 29877
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 20, which was 2.0500000000000007 higher than the previous day. The implied volatity was 26.65, the open interest changed by 756 which increased total open position to 22067
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 17.95, which was -11.8 lower than the previous day. The implied volatity was 22.97, the open interest changed by 6198 which increased total open position to 21326
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 30.65, which was -10.700000000000003 lower than the previous day. The implied volatity was 22.59, the open interest changed by -6 which decreased total open position to 15078
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 41.8, which was -69.55 lower than the previous day. The implied volatity was 23.75, the open interest changed by 1444 which increased total open position to 15121
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 108.2, which was 27.799999999999997 higher than the previous day. The implied volatity was 24.04, the open interest changed by -169 which decreased total open position to 13704
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 82.8, which was -51.750000000000014 lower than the previous day. The implied volatity was 22.89, the open interest changed by 1125 which increased total open position to 14092
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 132.65, which was 21.150000000000006 higher than the previous day. The implied volatity was 22.66, the open interest changed by 3090 which increased total open position to 20397
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 105, which was -315.7 lower than the previous day. The implied volatity was 23.99, the open interest changed by -100033 which decreased total open position to 19750
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 416.75, which was -70.05 lower than the previous day. The implied volatity was 28.35, the open interest changed by 20517 which increased total open position to 21242
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 489.55, which was -143.6 lower than the previous day. The implied volatity was 28.02, the open interest changed by -4311 which decreased total open position to 17741
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 625, which was 6.4 higher than the previous day. The implied volatity was 27.17, the open interest changed by 16068 which increased total open position to 16243
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 601.8, which was -308.85 lower than the previous day. The implied volatity was 25.86, the open interest changed by 3287 which increased total open position to 15921
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 881, which was 188.4 higher than the previous day. The implied volatity was 29.84, the open interest changed by -1286 which decreased total open position to 12552
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 698.4, which was 250.3 higher than the previous day. The implied volatity was 30.23, the open interest changed by 12426 which increased total open position to 16932
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 441, which was -153.3 lower than the previous day. The implied volatity was 26.68, the open interest changed by 7018 which increased total open position to 12310
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 583.05, which was -266.95 lower than the previous day. The implied volatity was 26.89, the open interest changed by 5379 which increased total open position to 5379
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 858.85, which was 376.1 higher than the previous day. The implied volatity was 28.93, the open interest changed by 999 which increased total open position to 2518
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 487.4, which was -39.85 lower than the previous day. The implied volatity was 24.86, the open interest changed by 2198 which increased total open position to 2198
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 496.4, which was 231.25 higher than the previous day. The implied volatity was 24.38, the open interest changed by 2160 which increased total open position to 2160
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 264.95, which was -62.35 lower than the previous day. The implied volatity was 23.11, the open interest changed by 1259 which increased total open position to 1259
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 326.4, which was -96.85 lower than the previous day. The implied volatity was 23.25, the open interest changed by 471 which increased total open position to 1053
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 432.8, which was 400.75 higher than the previous day. The implied volatity was 24.71, the open interest changed by 327 which increased total open position to 327
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 32.05, which was 0 lower than the previous day. The implied volatity was 1.91, 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 32.05, which was 0 lower than the previous day. The implied volatity was 3.19, 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 32.05, which was 0 lower than the previous day. The implied volatity was 3.73, the open interest changed by -163 which decreased total open position to 0
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 32.05, which was 0 lower than the previous day. The implied volatity was 4.8, the open interest changed by -3 which decreased total open position to 0
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 32.05, which was 0 lower than the previous day. The implied volatity was 4.08, 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 32.05, which was 0 lower than the previous day. The implied volatity was 5.11, 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 32.05, which was 0 lower than the previous day. The implied volatity was 5.68, the open interest changed by 0 which decreased total open position to 0
