NIFTY
Nifty
Historical option data for NIFTY
06 Apr 2026 04:10 PM IST
| NIFTY 07-Apr-2026 22950 CE | ||||||||||||||||
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Delta: 0.52
Vega: 4.79
Theta: -95.71
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Apr | 22968.25 | 192.1 | 38.45 | 38.63 | 22,82,903 | 6,104 | 15,769 | |||||||||
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| 2 Apr | 22713.10 | 149.1 | -52.2 | 22.8 | 2,82,007 | -2,353 | 9,665 | |||||||||
| 1 Apr | 22679.40 | 211.1 | 55.9 | 26.15 | 5,11,545 | 8,863 | 12,018 | |||||||||
| 30 Mar | 22331.40 | 160.3 | -253.3 | 27.12 | 17,800 | 375 | 3,155 | |||||||||
| 27 Mar | 22819.60 | 405.55 | -285.7 | 26.99 | 14,695 | 2,517 | 2,780 | |||||||||
| 25 Mar | 23306.45 | 695 | 206.2 | 25.32 | 1,519 | -574 | 263 | |||||||||
| 24 Mar | 22912.40 | 512.35 | 152.5 | 25.87 | 2,586 | 760 | 837 | |||||||||
| 23 Mar | 22512.65 | 361.35 | -224.3 | 28.53 | 468 | 18 | 77 | |||||||||
| 20 Mar | 23114.50 | 606.65 | 44.6 | 21.7 | 89 | -24 | 59 | |||||||||
| 19 Mar | 23002.15 | 590.35 | -441.6 | 21.47 | 304 | 82 | 83 | |||||||||
| 18 Mar | 23777.80 | 1031.95 | -240.35 | 18.28 | 1 | 0 | 1 | |||||||||
| 17 Mar | 23581.15 | 1272.3 | -801.9 | - | 0 | 1 | 1 | |||||||||
| 16 Mar | 23408.80 | 1272.3 | -801.9 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 23151.10 | 1272.3 | -801.9 | - | 0 | 0 | 1 | |||||||||
| 12 Mar | 23639.15 | 1272.3 | -801.9 | - | 0 | 1 | 1 | |||||||||
| 11 Mar | 23866.85 | 1272.3 | -801.9 | 23.3 | 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 22950 expiring on 07APR2026
Delta for 22950 CE is 0.52
Historical price for 22950 CE is as follows
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 192.1, which was 38.45 higher than the previous day. The implied volatity was 38.63, the open interest changed by 6104 which increased total open position to 15769
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 149.1, which was -52.2 lower than the previous day. The implied volatity was 22.8, the open interest changed by -2353 which decreased total open position to 9665
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 211.1, which was 55.9 higher than the previous day. The implied volatity was 26.15, the open interest changed by 8863 which increased total open position to 12018
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 160.3, which was -253.3 lower than the previous day. The implied volatity was 27.12, the open interest changed by 375 which increased total open position to 3155
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 405.55, which was -285.7 lower than the previous day. The implied volatity was 26.99, the open interest changed by 2517 which increased total open position to 2780
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 695, which was 206.2 higher than the previous day. The implied volatity was 25.32, the open interest changed by -574 which decreased total open position to 263
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 512.35, which was 152.5 higher than the previous day. The implied volatity was 25.87, the open interest changed by 760 which increased total open position to 837
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 361.35, which was -224.3 lower than the previous day. The implied volatity was 28.53, the open interest changed by 18 which increased total open position to 77
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 606.65, which was 44.6 higher than the previous day. The implied volatity was 21.7, the open interest changed by -24 which decreased total open position to 59
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 590.35, which was -441.6 lower than the previous day. The implied volatity was 21.47, the open interest changed by 82 which increased total open position to 83
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1031.95, which was -240.35 lower than the previous day. The implied volatity was 18.28, the open interest changed by 0 which decreased total open position to 1
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1272.3, which was -801.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1272.3, which was -801.9 lower than the previous day. The implied volatity was -, 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 1272.3, which was -801.9 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 1272.3, which was -801.9 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 1272.3, which was -801.9 lower than the previous day. The implied volatity was 23.3, 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 22950 PE | |||||||
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Delta: -0.48
Vega: 4.79
Theta: -89.04
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Apr | 22968.25 | 177.55 | -235.05 | 38.47 | 5,42,608 | 10,735 | 15,540 |
| 2 Apr | 22713.10 | 392.7 | -33 | 25.32 | 18,442 | -2,166 | 4,805 |
| 1 Apr | 22679.40 | 401.25 | -329.15 | 24.29 | 2,65,716 | 5,819 | 6,971 |
| 30 Mar | 22331.40 | 686.05 | 156.7 | 27.59 | 3,777 | -1,202 | 1,152 |
| 27 Mar | 22819.60 | 532 | 226.6 | 32.28 | 22,372 | 1,525 | 2,354 |
| 25 Mar | 23306.45 | 298.1 | -169.1 | 28.02 | 2,633 | 41 | 829 |
| 24 Mar | 22912.40 | 455.4 | -305.9 | 28.04 | 2,462 | 704 | 788 |
| 23 Mar | 22512.65 | 763.8 | 402.05 | 30.77 | 363 | -83 | 84 |
| 20 Mar | 23114.50 | 371.35 | -19.2 | 24.87 | 836 | 59 | 167 |
| 19 Mar | 23002.15 | 398.3 | 347.6 | 24.78 | 239 | 105 | 108 |
| 18 Mar | 23777.80 | 50.7 | 40.5 | - | 0 | 0 | 3 |
| 17 Mar | 23581.15 | 50.7 | 40.5 | - | 0 | 3 | 3 |
| 16 Mar | 23408.80 | 50.7 | 40.5 | - | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 50.7 | 40.5 | - | 0 | 0 | 3 |
| 12 Mar | 23639.15 | 50.7 | 40.5 | - | 0 | 3 | 3 |
| 11 Mar | 23866.85 | 50.7 | 40.5 | 14.11 | 3 | 0 | 0 |
| 10 Mar | 24261.60 | 10.2 | 0 | 5.25 | 0 | 0 | 0 |
| 9 Mar | 24028.05 | 10.2 | 0 | 4.45 | 0 | 0 | 0 |
For Nifty - strike price 22950 expiring on 07APR2026
Delta for 22950 PE is -0.48
Historical price for 22950 PE is as follows
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 177.55, which was -235.05 lower than the previous day. The implied volatity was 38.47, the open interest changed by 10735 which increased total open position to 15540
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 392.7, which was -33 lower than the previous day. The implied volatity was 25.32, the open interest changed by -2166 which decreased total open position to 4805
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 401.25, which was -329.15 lower than the previous day. The implied volatity was 24.29, the open interest changed by 5819 which increased total open position to 6971
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 686.05, which was 156.7 higher than the previous day. The implied volatity was 27.59, the open interest changed by -1202 which decreased total open position to 1152
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 532, which was 226.6 higher than the previous day. The implied volatity was 32.28, the open interest changed by 1525 which increased total open position to 2354
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 298.1, which was -169.1 lower than the previous day. The implied volatity was 28.02, the open interest changed by 41 which increased total open position to 829
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 455.4, which was -305.9 lower than the previous day. The implied volatity was 28.04, the open interest changed by 704 which increased total open position to 788
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 763.8, which was 402.05 higher than the previous day. The implied volatity was 30.77, the open interest changed by -83 which decreased total open position to 84
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 371.35, which was -19.2 lower than the previous day. The implied volatity was 24.87, the open interest changed by 59 which increased total open position to 167
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 398.3, which was 347.6 higher than the previous day. The implied volatity was 24.78, the open interest changed by 105 which increased total open position to 108
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 50.7, which was 40.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 50.7, which was 40.5 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 50.7, which was 40.5 higher than the previous day. The implied volatity was -, 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 50.7, which was 40.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 50.7, which was 40.5 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 50.7, which was 40.5 higher than the previous day. The implied volatity was 14.11, 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 10.2, which was 0 lower than the previous day. The implied volatity was 5.25, 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 10.2, which was 0 lower than the previous day. The implied volatity was 4.45, the open interest changed by 0 which decreased total open position to 0
