NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 04:10 PM IST
| NIFTY 28-Apr-2026 (4d) 22850 CE | ||||||||||||||||
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Delta: 0.93
Vega: 0.03
Theta: -11.41
Gamma: 0.00017
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23897.95 | 1102.45 | -197.54999999999995 | 28.43 | 30 | -13 | 4,571 | |||||||||
| 23 Apr | 24173.05 | 1300 | -212 | 21.7 | 11 | -3 | 4,585 | |||||||||
| 22 Apr | 24378.10 | 1512 | -220.20000000000005 | 23.43 | 10 | -2 | 4,587 | |||||||||
| 21 Apr | 24576.60 | 1738.4 | 258.5500000000002 | 26.59 | 32 | 21 | 4,590 | |||||||||
| 20 Apr | 24364.85 | 1473 | -55.049999999999955 | 26.15 | 10 | -3 | 4,569 | |||||||||
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| 17 Apr | 24353.55 | 1533.75 | 124.75 | 22.76 | 8 | -2 | 4,572 | |||||||||
| 16 Apr | 24196.75 | 1409 | -32.09999999999991 | 22.53 | 46 | -4 | 4,576 | |||||||||
| 15 Apr | 24231.30 | 1441.1 | 271.8499999999999 | 21.87 | 14 | -3 | 4,582 | |||||||||
| 13 Apr | 23842.65 | 1169.25 | -165.04999999999995 | 21.96 | 44 | -8 | 4,585 | |||||||||
| 10 Apr | 24050.60 | 1330.55 | 170.14999999999986 | 20.27 | 49 | -18 | 4,593 | |||||||||
| 9 Apr | 23775.10 | 1139.65 | -186.5 | 23.51 | 126 | -16 | 4,611 | |||||||||
| 8 Apr | 23997.35 | 1340.95 | 583.8 | 18.94 | 316 | -25,508 | 4,638 | |||||||||
| 7 Apr | 23123.65 | 769.55 | 45.5 | 24.52 | 1,916 | -4,754 | 4,838 | |||||||||
| 6 Apr | 22968.25 | 723.4 | 135.65 | 26.52 | 1,451 | -8,126 | 4,848 | |||||||||
| 2 Apr | 22713.10 | 596.25 | -10.95 | 24.42 | 1,020 | 3,327 | 4,813 | |||||||||
| 1 Apr | 22679.40 | 611.6 | 75.05 | 24.4 | 2,586 | 341 | 4,916 | |||||||||
| 30 Mar | 22331.40 | 544.95 | -238.8 | 26.86 | 7,450 | 4,628 | 4,628 | |||||||||
| 27 Mar | 22819.60 | 780.1 | -261.15 | 25.42 | 749 | 344 | 452 | |||||||||
| 25 Mar | 23306.45 | 1035.1 | 217.05 | 23.16 | 132 | 138 | 138 | |||||||||
| 24 Mar | 22912.40 | 862 | 170.95 | 24.4 | 356 | 173 | 173 | |||||||||
| 23 Mar | 22512.65 | 692 | -240.6 | 26.76 | 358 | 107 | 192 | |||||||||
| 20 Mar | 23114.50 | 937.85 | 28.35 | 21.45 | 71 | 83 | 83 | |||||||||
| 19 Mar | 23002.15 | 923.2 | -455.45 | 21.52 | 144 | 82 | 84 | |||||||||
| 18 Mar | 23777.80 | 1378.65 | 143.3 | 20.28 | 1 | 0 | 32 | |||||||||
| 17 Mar | 23581.15 | 1239.05 | 63.7 | 20.47 | 11 | 32 | 33 | |||||||||
| 16 Mar | 23408.80 | 1175.35 | 125.05 | 23.01 | 6 | 1 | 33 | |||||||||
| 13 Mar | 23151.10 | 1050.3 | -504.25 | 21.8 | 34 | 32 | 32 | |||||||||
| 12 Mar | 23639.15 | 1554.55 | -1155.4 | - | 0 | 0 | 1 | |||||||||
| 11 Mar | 23866.85 | 1554.55 | -1155.4 | 21.7 | 1 | 0 | 0 | |||||||||
| 10 Mar | 24261.60 | 2709.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 24028.05 | 2709.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 24450.45 | 2709.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 24765.90 | 2709.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 22850 expiring on 28APR2026
Delta for 22850 CE is 0.93
Historical price for 22850 CE is as follows
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 1102.45, which was -197.54999999999995 lower than the previous day. The implied volatity was 28.43, the open interest changed by -13 which decreased total open position to 4571
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1300, which was -212 lower than the previous day. The implied volatity was 21.7, the open interest changed by -3 which decreased total open position to 4585
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1512, which was -220.20000000000005 lower than the previous day. The implied volatity was 23.43, the open interest changed by -2 which decreased total open position to 4587
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1738.4, which was 258.5500000000002 higher than the previous day. The implied volatity was 26.59, the open interest changed by 21 which increased total open position to 4590
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1473, which was -55.049999999999955 lower than the previous day. The implied volatity was 26.15, the open interest changed by -3 which decreased total open position to 4569
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1533.75, which was 124.75 higher than the previous day. The implied volatity was 22.76, the open interest changed by -2 which decreased total open position to 4572
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1409, which was -32.09999999999991 lower than the previous day. The implied volatity was 22.53, the open interest changed by -4 which decreased total open position to 4576
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1441.1, which was 271.8499999999999 higher than the previous day. The implied volatity was 21.87, the open interest changed by -3 which decreased total open position to 4582
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1169.25, which was -165.04999999999995 lower than the previous day. The implied volatity was 21.96, the open interest changed by -8 which decreased total open position to 4585
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1330.55, which was 170.14999999999986 higher than the previous day. The implied volatity was 20.27, the open interest changed by -18 which decreased total open position to 4593
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1139.65, which was -186.5 lower than the previous day. The implied volatity was 23.51, the open interest changed by -16 which decreased total open position to 4611
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1340.95, which was 583.8 higher than the previous day. The implied volatity was 18.94, the open interest changed by -25508 which decreased total open position to 4638
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 769.55, which was 45.5 higher than the previous day. The implied volatity was 24.52, the open interest changed by -4754 which decreased total open position to 4838
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 723.4, which was 135.65 higher than the previous day. The implied volatity was 26.52, the open interest changed by -8126 which decreased total open position to 4848
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 596.25, which was -10.95 lower than the previous day. The implied volatity was 24.42, the open interest changed by 3327 which increased total open position to 4813
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 611.6, which was 75.05 higher than the previous day. The implied volatity was 24.4, the open interest changed by 341 which increased total open position to 4916
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 544.95, which was -238.8 lower than the previous day. The implied volatity was 26.86, the open interest changed by 4628 which increased total open position to 4628
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 780.1, which was -261.15 lower than the previous day. The implied volatity was 25.42, the open interest changed by 344 which increased total open position to 452
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1035.1, which was 217.05 higher than the previous day. The implied volatity was 23.16, the open interest changed by 138 which increased total open position to 138
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 862, which was 170.95 higher than the previous day. The implied volatity was 24.4, the open interest changed by 173 which increased total open position to 173
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 692, which was -240.6 lower than the previous day. The implied volatity was 26.76, the open interest changed by 107 which increased total open position to 192
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 937.85, which was 28.35 higher than the previous day. The implied volatity was 21.45, the open interest changed by 83 which increased total open position to 83
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 923.2, which was -455.45 lower than the previous day. The implied volatity was 21.52, the open interest changed by 82 which increased total open position to 84
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1378.65, which was 143.3 higher than the previous day. The implied volatity was 20.28, the open interest changed by 0 which decreased total open position to 32
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1239.05, which was 63.7 higher than the previous day. The implied volatity was 20.47, the open interest changed by 32 which increased total open position to 33
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1175.35, which was 125.05 higher than the previous day. The implied volatity was 23.01, the open interest changed by 1 which increased total open position to 33
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1050.3, which was -504.25 lower than the previous day. The implied volatity was 21.8, the open interest changed by 32 which increased total open position to 32
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1554.55, which was -1155.4 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 1554.55, which was -1155.4 lower than the previous day. The implied volatity was 21.7, 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 2709.95, 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 2709.95, 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 2709.95, 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 2709.95, 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) 22850 PE | |||||||
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Delta: -0.02
Vega: 0.01
Theta: 0.54
Gamma: 0.00009
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23897.95 | 3.55 | 0.09999999999999964 | 20.22 | 1,56,974 | 2,898 | 14,363 |
| 23 Apr | 24173.05 | 3.2 | -2 | 21.49 | 79,375 | -11,940 | 11,498 |
| 22 Apr | 24378.10 | 4.5 | -3.3499999999999996 | 23.42 | 59,539 | 16,369 | 23,427 |
| 21 Apr | 24576.60 | 8.4 | -12.249999999999998 | 26.62 | 12,646 | 785 | 7,080 |
| 20 Apr | 24364.85 | 22.4 | 3.049999999999997 | 26.63 | 4,322 | 319 | 6,298 |
| 17 Apr | 24353.55 | 15.65 | -16.700000000000003 | 21.75 | 3,383 | 526 | 5,972 |
| 16 Apr | 24196.75 | 33.6 | -10.699999999999996 | 22.33 | 2,400 | 147 | 5,451 |
| 15 Apr | 24231.30 | 44.85 | -73.5 | 23.51 | 1,836 | 32 | 5,311 |
| 13 Apr | 23842.65 | 117 | 31.849999999999994 | 24.08 | 999 | 131 | 5,277 |
| 10 Apr | 24050.60 | 87.75 | -54.25 | 22.72 | 1,036 | -50 | 5,139 |
| 9 Apr | 23775.10 | 141 | 23.400000000000006 | 22.49 | 868 | 175 | 5,178 |
| 8 Apr | 23997.35 | 109.9 | -327.9 | 23.75 | 1,742 | -420 | 4,978 |
| 7 Apr | 23123.65 | 433.9 | -67.9 | 28.21 | 2,211 | 190 | 5,115 |
| 6 Apr | 22968.25 | 504.45 | -160.65 | 27.69 | 1,311 | 4,864 | 4,926 |
| 2 Apr | 22713.10 | 641.25 | 2.85 | 26.8 | 459 | -52 | 4,796 |
| 1 Apr | 22679.40 | 630.75 | -308.9 | 26.02 | 3,093 | 4,849 | 4,849 |
| 30 Mar | 22331.40 | 979.35 | 270.8 | 32.64 | 6,780 | 4,513 | 4,513 |
| 27 Mar | 22819.60 | 708.2 | 249.45 | 29.71 | 1,170 | 444 | 444 |
| 25 Mar | 23306.45 | 459.7 | -143.05 | 26.69 | 286 | -36 | 111 |
| 24 Mar | 22912.40 | 593.55 | 558.9 | 26.47 | 371 | 151 | 151 |
| 23 Mar | 22512.65 | 34.65 | 0 | 0.05 | 0 | 0 | 0 |
| 20 Mar | 23114.50 | 34.65 | 0 | 1.76 | 0 | 0 | 0 |
| 19 Mar | 23002.15 | 34.65 | 0 | 1.62 | 0 | 0 | 0 |
| 18 Mar | 23777.80 | 34.65 | 0 | 3.5 | 0 | 0 | 0 |
| 17 Mar | 23581.15 | 34.65 | 0 | 2.91 | 0 | 0 | 0 |
| 16 Mar | 23408.80 | 34.65 | 0 | 2.31 | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 34.65 | 0 | 1.77 | 0 | 0 | 0 |
| 12 Mar | 23639.15 | 34.65 | 0 | 3.05 | 0 | 0 | 0 |
| 11 Mar | 23866.85 | 34.65 | 0 | 3.58 | 0 | 0 | 0 |
| 10 Mar | 24261.60 | 34.65 | 0 | 4.66 | 0 | 0 | 0 |
| 9 Mar | 24028.05 | 34.65 | 0 | 3.95 | 0 | 0 | 0 |
| 6 Mar | 24450.45 | 34.65 | 0 | 4.99 | 0 | 0 | 0 |
| 5 Mar | 24765.90 | 34.65 | 0 | 5.56 | 0 | 0 | 0 |
For Nifty - strike price 22850 expiring on 28APR2026
Delta for 22850 PE is -0.02
Historical price for 22850 PE is as follows
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 3.55, which was 0.09999999999999964 higher than the previous day. The implied volatity was 20.22, the open interest changed by 2898 which increased total open position to 14363
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 3.2, which was -2 lower than the previous day. The implied volatity was 21.49, the open interest changed by -11940 which decreased total open position to 11498
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 4.5, which was -3.3499999999999996 lower than the previous day. The implied volatity was 23.42, the open interest changed by 16369 which increased total open position to 23427
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 8.4, which was -12.249999999999998 lower than the previous day. The implied volatity was 26.62, the open interest changed by 785 which increased total open position to 7080
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 22.4, which was 3.049999999999997 higher than the previous day. The implied volatity was 26.63, the open interest changed by 319 which increased total open position to 6298
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 15.65, which was -16.700000000000003 lower than the previous day. The implied volatity was 21.75, the open interest changed by 526 which increased total open position to 5972
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 33.6, which was -10.699999999999996 lower than the previous day. The implied volatity was 22.33, the open interest changed by 147 which increased total open position to 5451
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 44.85, which was -73.5 lower than the previous day. The implied volatity was 23.51, the open interest changed by 32 which increased total open position to 5311
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 117, which was 31.849999999999994 higher than the previous day. The implied volatity was 24.08, the open interest changed by 131 which increased total open position to 5277
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 87.75, which was -54.25 lower than the previous day. The implied volatity was 22.72, the open interest changed by -50 which decreased total open position to 5139
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 141, which was 23.400000000000006 higher than the previous day. The implied volatity was 22.49, the open interest changed by 175 which increased total open position to 5178
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 109.9, which was -327.9 lower than the previous day. The implied volatity was 23.75, the open interest changed by -420 which decreased total open position to 4978
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 433.9, which was -67.9 lower than the previous day. The implied volatity was 28.21, the open interest changed by 190 which increased total open position to 5115
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 504.45, which was -160.65 lower than the previous day. The implied volatity was 27.69, the open interest changed by 4864 which increased total open position to 4926
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 641.25, which was 2.85 higher than the previous day. The implied volatity was 26.8, the open interest changed by -52 which decreased total open position to 4796
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 630.75, which was -308.9 lower than the previous day. The implied volatity was 26.02, the open interest changed by 4849 which increased total open position to 4849
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 979.35, which was 270.8 higher than the previous day. The implied volatity was 32.64, the open interest changed by 4513 which increased total open position to 4513
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 708.2, which was 249.45 higher than the previous day. The implied volatity was 29.71, the open interest changed by 444 which increased total open position to 444
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 459.7, which was -143.05 lower than the previous day. The implied volatity was 26.69, the open interest changed by -36 which decreased total open position to 111
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 593.55, which was 558.9 higher than the previous day. The implied volatity was 26.47, the open interest changed by 151 which increased total open position to 151
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 34.65, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 34.65, which was 0 lower than the previous day. The implied volatity was 1.76, 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 34.65, which was 0 lower than the previous day. The implied volatity was 1.62, 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 34.65, which was 0 lower than the previous day. The implied volatity was 3.5, 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 34.65, which was 0 lower than the previous day. The implied volatity was 2.91, 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 34.65, which was 0 lower than the previous day. The implied volatity was 2.31, 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 34.65, which was 0 lower than the previous day. The implied volatity was 1.77, 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 34.65, which was 0 lower than the previous day. The implied volatity was 3.05, 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 34.65, which was 0 lower than the previous day. The implied volatity was 3.58, 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 34.65, which was 0 lower than the previous day. The implied volatity was 4.66, 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 34.65, which was 0 lower than the previous day. The implied volatity was 3.95, 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 34.65, which was 0 lower than the previous day. The implied volatity was 4.99, 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 34.65, which was 0 lower than the previous day. The implied volatity was 5.56, the open interest changed by 0 which decreased total open position to 0
