NIFTY
Nifty
Historical option data for NIFTY
15 Apr 2026 04:11 PM IST
| NIFTY 21-Apr-2026 (5d) 22900 CE | ||||||||||||||||
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Delta: 0.96
Vega: 0.03
Theta: -1.64
Gamma: 0.0001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.03
Theta: -1.7
Gamma: 0.0001
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| 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
