[--[65.84.65.76]--]

NIFTY

Nifty
24231.3 +388.65 (1.63%)
L: 24145.8 H: 24280.9

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Historical option data for NIFTY

15 Apr 2026 04:11 PM IST
NIFTY 21-Apr-2026 (5d) 22900 CE
Delta: 0.96
Vega: 0.03
Theta: -1.64
Gamma: 0.0001
Date Close Ltp Change IV Volume OI Chg OI
15 Apr 24231.30 1340.2 338 24.31 78 -37 556
13 Apr 23842.65 997 -220.5999999999999 22.43 464 42 594
10 Apr 24050.60 1220 209.04999999999995 19.87 119 -3 553
9 Apr 23775.10 1030 -173.95000000000005 25.12 236 22 555
8 Apr 23997.35 1209.35 588.3 16.39 761 -427 547
7 Apr 23123.65 630 37.35 25.19 3,690 372 974
6 Apr 22968.25 591.7 133.75 27.64 1,898 362 602
2 Apr 22713.10 464.15 -22.65 24.33 352 126 240
1 Apr 22679.40 484.7 -488.2 24.52 255 114 114
30 Mar 22331.40 972.9 0 1.73 0 0 0
27 Mar 22819.60 972.9 0 - 0 0 0
25 Mar 23306.45 972.9 0 - 0 0 0
24 Mar 22912.40 972.9 0 0 0 0 0
23 Mar 22512.65 972.9 0 0.89 0 0 0
20 Mar 23114.50 972.9 0 - 0 0 0
19 Mar 23002.15 972.9 0 - 0 0 0


For Nifty - strike price 22900 expiring on 21APR2026

Delta for 22900 CE is 0.96

Historical price for 22900 CE is as follows

On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1340.2, which was 338 higher than the previous day. The implied volatity was 24.31, the open interest changed by -37 which decreased total open position to 556


On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 997, which was -220.5999999999999 lower than the previous day. The implied volatity was 22.43, the open interest changed by 42 which increased total open position to 594


On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1220, which was 209.04999999999995 higher than the previous day. The implied volatity was 19.87, the open interest changed by -3 which decreased total open position to 553


On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1030, which was -173.95000000000005 lower than the previous day. The implied volatity was 25.12, the open interest changed by 22 which increased total open position to 555


On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1209.35, which was 588.3 higher than the previous day. The implied volatity was 16.39, the open interest changed by -427 which decreased total open position to 547


On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 630, which was 37.35 higher than the previous day. The implied volatity was 25.19, the open interest changed by 372 which increased total open position to 974


On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 591.7, which was 133.75 higher than the previous day. The implied volatity was 27.64, the open interest changed by 362 which increased total open position to 602


On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 464.15, which was -22.65 lower than the previous day. The implied volatity was 24.33, the open interest changed by 126 which increased total open position to 240


On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 484.7, which was -488.2 lower than the previous day. The implied volatity was 24.52, the open interest changed by 114 which increased total open position to 114


On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 972.9, which was 0 lower than the previous day. The implied volatity was 1.73, the open interest changed by 0 which decreased total open position to 0


On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 972.9, 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 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 972.9, 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 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 972.9, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 972.9, which was 0 lower than the previous day. The implied volatity was 0.89, 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 972.9, 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 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 972.9, 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 21-Apr-2026 (5d) 22900 PE
Delta: -0.04
Vega: 0.03
Theta: -1.7
Gamma: 0.0001
Date Close Ltp Change IV Volume OI Chg OI
15 Apr 24231.30 11.3 -51.349999999999994 24.22 1,75,033 6,944 22,853
13 Apr 23842.65 61.75 22.15 24.77 60,987 11,361 15,976
10 Apr 24050.60 38.5 -52.45 21.71 23,034 1,596 4,616
9 Apr 23775.10 91.85 20.099999999999994 22.7 9,711 1,114 3,083
8 Apr 23997.35 67.3 -310 23.81 7,695 850 1,991
7 Apr 23123.65 378.8 -77.25 29.16 3,315 369 1,141
6 Apr 22968.25 474.85 -130.8 29.58 1,653 685 772
2 Apr 22713.10 599.2 -1.75 26.96 126 -70 87
1 Apr 22679.40 598.9 460.8 26.44 223 157 157
30 Mar 22331.40 138.1 0 - 0 0 0
27 Mar 22819.60 138.1 0 0.35 0 0 0
25 Mar 23306.45 138.1 0 2.28 0 0 0
24 Mar 22912.40 138.1 0 0.93 0 0 0
23 Mar 22512.65 138.1 0 0.09 0 0 0
20 Mar 23114.50 138.1 0 1.6 0 0 0
19 Mar 23002.15 138.1 0 1.44 0 0 0


For Nifty - strike price 22900 expiring on 21APR2026

Delta for 22900 PE is -0.04

Historical price for 22900 PE is as follows

On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 11.3, which was -51.349999999999994 lower than the previous day. The implied volatity was 24.22, the open interest changed by 6944 which increased total open position to 22853


On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 61.75, which was 22.15 higher than the previous day. The implied volatity was 24.77, the open interest changed by 11361 which increased total open position to 15976


On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 38.5, which was -52.45 lower than the previous day. The implied volatity was 21.71, the open interest changed by 1596 which increased total open position to 4616


On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 91.85, which was 20.099999999999994 higher than the previous day. The implied volatity was 22.7, the open interest changed by 1114 which increased total open position to 3083


On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 67.3, which was -310 lower than the previous day. The implied volatity was 23.81, the open interest changed by 850 which increased total open position to 1991


On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 378.8, which was -77.25 lower than the previous day. The implied volatity was 29.16, the open interest changed by 369 which increased total open position to 1141


On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 474.85, which was -130.8 lower than the previous day. The implied volatity was 29.58, the open interest changed by 685 which increased total open position to 772


On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 599.2, which was -1.75 lower than the previous day. The implied volatity was 26.96, the open interest changed by -70 which decreased total open position to 87


On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 598.9, which was 460.8 higher than the previous day. The implied volatity was 26.44, the open interest changed by 157 which increased total open position to 157


On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 138.1, 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 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 138.1, which was 0 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0


On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 138.1, which was 0 lower than the previous day. The implied volatity was 2.28, the open interest changed by 0 which decreased total open position to 0


On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 138.1, which was 0 lower than the previous day. The implied volatity was 0.93, the open interest changed by 0 which decreased total open position to 0


On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 138.1, which was 0 lower than the previous day. The implied volatity was 0.09, 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 138.1, which was 0 lower than the previous day. The implied volatity was 1.6, 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 138.1, which was 0 lower than the previous day. The implied volatity was 1.44, the open interest changed by 0 which decreased total open position to 0