NIFTY
Nifty
Historical option data for NIFTY
02 Apr 2026 04:10 PM IST
| NIFTY 07-Apr-2026 (5d) 22800 CE | ||||||||||||||||
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Delta: 0.46
Vega: 10.55
Theta: -27.66
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 22713.10 | 217.25 | -50.3 | 23.55 | 8,51,248 | 5,811 | 40,283 | |||||||||
| 1 Apr | 22679.40 | 279.65 | 78.1 | 26.6 | 14,02,459 | 17,347 | 34,472 | |||||||||
| 30 Mar | 22331.40 | 213.15 | -281.25 | 27.71 | 1,15,182 | 10,333 | 17,125 | |||||||||
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| 27 Mar | 22819.60 | 485.4 | -310.25 | 27.29 | 19,024 | 5,234 | 6,792 | |||||||||
| 25 Mar | 23306.45 | 804.8 | 234.25 | 26.13 | 3,738 | -1,237 | 1,558 | |||||||||
| 24 Mar | 22912.40 | 602.5 | 173.45 | 26.32 | 15,711 | 1,007 | 2,795 | |||||||||
| 23 Mar | 22512.65 | 424.25 | -273.4 | 28.67 | 7,631 | 1,712 | 1,788 | |||||||||
| 20 Mar | 23114.50 | 696 | 37.7 | 21.51 | 181 | -94 | 76 | |||||||||
| 19 Mar | 23002.15 | 687.7 | -342.3 | 21.79 | 449 | 142 | 170 | |||||||||
| 18 Mar | 23777.80 | 1030 | 83.15 | - | 0 | -1 | 28 | |||||||||
| 17 Mar | 23581.15 | 1030 | 83.15 | 20.48 | 85 | 1 | 29 | |||||||||
| 16 Mar | 23408.80 | 925 | -475.3 | 22.38 | 288 | 27 | 28 | |||||||||
| 13 Mar | 23151.10 | 1400.3 | -819.55 | - | 0 | 0 | 1 | |||||||||
| 12 Mar | 23639.15 | 1400.3 | -819.55 | - | 0 | 1 | 1 | |||||||||
| 11 Mar | 23866.85 | 1400.3 | -819.55 | 24.03 | 1 | 0 | 0 | |||||||||
| 10 Mar | 24261.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 24028.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 22800 expiring on 07APR2026
Delta for 22800 CE is 0.46
Historical price for 22800 CE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 217.25, which was -50.3 lower than the previous day. The implied volatity was 23.55, the open interest changed by 5811 which increased total open position to 40283
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 279.65, which was 78.1 higher than the previous day. The implied volatity was 26.6, the open interest changed by 17347 which increased total open position to 34472
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 213.15, which was -281.25 lower than the previous day. The implied volatity was 27.71, the open interest changed by 10333 which increased total open position to 17125
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 485.4, which was -310.25 lower than the previous day. The implied volatity was 27.29, the open interest changed by 5234 which increased total open position to 6792
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 804.8, which was 234.25 higher than the previous day. The implied volatity was 26.13, the open interest changed by -1237 which decreased total open position to 1558
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 602.5, which was 173.45 higher than the previous day. The implied volatity was 26.32, the open interest changed by 1007 which increased total open position to 2795
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 424.25, which was -273.4 lower than the previous day. The implied volatity was 28.67, the open interest changed by 1712 which increased total open position to 1788
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 696, which was 37.7 higher than the previous day. The implied volatity was 21.51, the open interest changed by -94 which decreased total open position to 76
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 687.7, which was -342.3 lower than the previous day. The implied volatity was 21.79, the open interest changed by 142 which increased total open position to 170
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1030, which was 83.15 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 28
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1030, which was 83.15 higher than the previous day. The implied volatity was 20.48, the open interest changed by 1 which increased total open position to 29
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 925, which was -475.3 lower than the previous day. The implied volatity was 22.38, the open interest changed by 27 which increased total open position to 28
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1400.3, which was -819.55 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 1400.3, which was -819.55 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 1400.3, which was -819.55 lower than the previous day. The implied volatity was 24.03, 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 0, 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 0, 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 07-Apr-2026 (5d) 22800 PE | |||||||
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Delta: -0.53
Vega: 10.56
Theta: -23.85
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 22713.10 | 309.55 | -33 | 25.81 | 1,68,323 | 190 | 22,432 |
| 1 Apr | 22679.40 | 321.95 | -309.65 | 24.97 | 15,95,780 | 14,796 | 22,242 |
| 30 Mar | 22331.40 | 590.05 | 129.1 | 28.2 | 39,526 | -4,812 | 7,446 |
| 27 Mar | 22819.60 | 466.7 | 202.6 | 32.82 | 49,755 | 7,706 | 12,258 |
| 25 Mar | 23306.45 | 263 | -147.3 | 29.02 | 18,149 | 929 | 4,552 |
| 24 Mar | 22912.40 | 397.3 | -272.55 | 28.63 | 16,458 | 2,156 | 3,623 |
| 23 Mar | 22512.65 | 686 | 365.8 | 31.34 | 8,104 | -120 | 1,467 |
| 20 Mar | 23114.50 | 317.85 | -36.1 | 25.16 | 4,909 | -439 | 1,587 |
| 19 Mar | 23002.15 | 346.85 | 208.85 | 23.6 | 6,921 | 87 | 2,026 |
| 18 Mar | 23777.80 | 142 | -54.7 | 23.65 | 3,427 | 847 | 1,939 |
| 17 Mar | 23581.15 | 200.4 | -87.9 | 24.31 | 8,904 | 505 | 1,092 |
| 16 Mar | 23408.80 | 291.45 | -100.9 | 25.41 | 1,970 | 227 | 587 |
| 13 Mar | 23151.10 | 390.4 | 147.2 | 25.86 | 1,206 | 6 | 360 |
| 12 Mar | 23639.15 | 245.25 | 37.25 | 25.25 | 503 | 158 | 354 |
| 11 Mar | 23866.85 | 213.05 | 93.15 | 25.71 | 352 | 34 | 196 |
| 10 Mar | 24261.60 | 115.5 | 15.3 | 24.09 | 242 | 161 | 162 |
| 9 Mar | 24028.05 | 100.2 | 93.35 | 20.09 | 3 | 1 | 1 |
For Nifty - strike price 22800 expiring on 07APR2026
Delta for 22800 PE is -0.53
Historical price for 22800 PE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 309.55, which was -33 lower than the previous day. The implied volatity was 25.81, the open interest changed by 190 which increased total open position to 22432
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 321.95, which was -309.65 lower than the previous day. The implied volatity was 24.97, the open interest changed by 14796 which increased total open position to 22242
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 590.05, which was 129.1 higher than the previous day. The implied volatity was 28.2, the open interest changed by -4812 which decreased total open position to 7446
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 466.7, which was 202.6 higher than the previous day. The implied volatity was 32.82, the open interest changed by 7706 which increased total open position to 12258
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 263, which was -147.3 lower than the previous day. The implied volatity was 29.02, the open interest changed by 929 which increased total open position to 4552
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 397.3, which was -272.55 lower than the previous day. The implied volatity was 28.63, the open interest changed by 2156 which increased total open position to 3623
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 686, which was 365.8 higher than the previous day. The implied volatity was 31.34, the open interest changed by -120 which decreased total open position to 1467
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 317.85, which was -36.1 lower than the previous day. The implied volatity was 25.16, the open interest changed by -439 which decreased total open position to 1587
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 346.85, which was 208.85 higher than the previous day. The implied volatity was 23.6, the open interest changed by 87 which increased total open position to 2026
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 142, which was -54.7 lower than the previous day. The implied volatity was 23.65, the open interest changed by 847 which increased total open position to 1939
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 200.4, which was -87.9 lower than the previous day. The implied volatity was 24.31, the open interest changed by 505 which increased total open position to 1092
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 291.45, which was -100.9 lower than the previous day. The implied volatity was 25.41, the open interest changed by 227 which increased total open position to 587
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 390.4, which was 147.2 higher than the previous day. The implied volatity was 25.86, the open interest changed by 6 which increased total open position to 360
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 245.25, which was 37.25 higher than the previous day. The implied volatity was 25.25, the open interest changed by 158 which increased total open position to 354
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 213.05, which was 93.15 higher than the previous day. The implied volatity was 25.71, the open interest changed by 34 which increased total open position to 196
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 115.5, which was 15.3 higher than the previous day. The implied volatity was 24.09, the open interest changed by 161 which increased total open position to 162
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 100.2, which was 93.35 higher than the previous day. The implied volatity was 20.09, the open interest changed by 1 which increased total open position to 1
