NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:30 PM IST
| NIFTY 28-Apr-2026 (4d) 23000 CE | ||||||||||||||||
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Delta: 0.95
Vega: 0.03
Theta: -6.83
Gamma: 0.00019
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23878.45 | 903 | -263.6500000000001 | 21.15 | 6,613 | -1,249 | 26,384 | |||||||||
| 23 Apr | 24173.05 | 1165.05 | -224.6500000000001 | 20.26 | 4,549 | -2,327 | 27,660 | |||||||||
| 22 Apr | 24378.10 | 1389 | -201.3499999999999 | 22.27 | 2,996 | -750 | 30,025 | |||||||||
| 21 Apr | 24576.60 | 1590 | 215.8499999999999 | 25.55 | 4,333 | -1,260 | 30,877 | |||||||||
| 20 Apr | 24364.85 | 1336.2 | -57.899999999999864 | 25.91 | 4,653 | 668 | 32,663 | |||||||||
| 17 Apr | 24353.55 | 1415 | 171.04999999999995 | 16.69 | 2,862 | -436 | 32,263 | |||||||||
| 16 Apr | 24196.75 | 1228.65 | -73.34999999999991 | 21.88 | 3,439 | -708 | 32,809 | |||||||||
| 15 Apr | 24231.30 | 1285 | 274.85 | 19.79 | 10,535 | -3,204 | 34,012 | |||||||||
| 13 Apr | 23842.65 | 1000 | -201.54999999999995 | 22.76 | 12,473 | -1,010 | 38,407 | |||||||||
| 10 Apr | 24050.60 | 1204.3 | 170.79999999999995 | 20.86 | 10,665 | 1,539 | 43,991 | |||||||||
| 9 Apr | 23775.10 | 1039 | -155.04999999999995 | 24.19 | 10,310 | -2,132 | 42,484 | |||||||||
| 8 Apr | 23997.35 | 1219.4 | 557.7 | 19.7 | 47,215 | 8,248 | 45,822 | |||||||||
| 7 Apr | 23123.65 | 680 | 44.85 | 24.43 | 94,859 | 291 | 70,063 | |||||||||
| 6 Apr | 22968.25 | 635.65 | 121.9 | 26.14 | 69,217 | 69,156 | 70,219 | |||||||||
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| 2 Apr | 22713.10 | 515 | -13.8 | 23.96 | 81,081 | 68,755 | 69,602 | |||||||||
| 1 Apr | 22679.40 | 536.5 | 66.85 | 24.25 | 74,432 | 23,890 | 67,246 | |||||||||
| 30 Mar | 22331.40 | 484.65 | -213.65 | 26.83 | 77,162 | 52,288 | 57,627 | |||||||||
| 27 Mar | 22819.60 | 692 | -248.15 | 24.97 | 62,403 | 47,923 | 48,684 | |||||||||
| 25 Mar | 23306.45 | 942.35 | 204 | 23.19 | 29,710 | -6,256 | 20,433 | |||||||||
| 24 Mar | 22912.40 | 768 | 151.6 | 23.92 | 53,208 | 10,890 | 26,803 | |||||||||
| 23 Mar | 22512.65 | 610 | -235.95 | 26.19 | 36,683 | 11,203 | 15,954 | |||||||||
| 20 Mar | 23114.50 | 849.5 | 64.15 | 21.46 | 8,781 | 69 | 8,581 | |||||||||
| 19 Mar | 23002.15 | 825 | -381.75 | 21.2 | 13,607 | 8,481 | 8,504 | |||||||||
| 18 Mar | 23777.80 | 1194.75 | 59.75 | 17.27 | 2,439 | 4,612 | 4,632 | |||||||||
| 17 Mar | 23581.15 | 1127 | 81.75 | 20.21 | 2,535 | 1 | 4,337 | |||||||||
| 16 Mar | 23408.80 | 1022 | 78.3 | 21.01 | 6,798 | -43 | 4,412 | |||||||||
| 13 Mar | 23151.10 | 969.9 | -292.8 | 22.08 | 9,508 | 833 | 4,359 | |||||||||
| 12 Mar | 23639.15 | 1265 | -165.1 | 21.16 | 2,801 | 3,526 | 3,526 | |||||||||
| 11 Mar | 23866.85 | 1417.15 | -330.15 | 20.66 | 758 | 1,582 | 1,582 | |||||||||
| 10 Mar | 24261.60 | 1750 | 112.85 | 19.58 | 1,047 | 344 | 1,443 | |||||||||
| 9 Mar | 24028.05 | 1614.4 | -275.6 | 22.79 | 2,366 | 1,096 | 1,096 | |||||||||
| 6 Mar | 24450.45 | 1890 | -681.1 | 17.01 | 26 | 17 | 17 | |||||||||
| 5 Mar | 24765.90 | 2571.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23000 expiring on 28APR2026
Delta for 23000 CE is 0.95
Historical price for 23000 CE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 903, which was -263.6500000000001 lower than the previous day. The implied volatity was 21.15, the open interest changed by -1249 which decreased total open position to 26384
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1165.05, which was -224.6500000000001 lower than the previous day. The implied volatity was 20.26, the open interest changed by -2327 which decreased total open position to 27660
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1389, which was -201.3499999999999 lower than the previous day. The implied volatity was 22.27, the open interest changed by -750 which decreased total open position to 30025
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1590, which was 215.8499999999999 higher than the previous day. The implied volatity was 25.55, the open interest changed by -1260 which decreased total open position to 30877
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1336.2, which was -57.899999999999864 lower than the previous day. The implied volatity was 25.91, the open interest changed by 668 which increased total open position to 32663
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1415, which was 171.04999999999995 higher than the previous day. The implied volatity was 16.69, the open interest changed by -436 which decreased total open position to 32263
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1228.65, which was -73.34999999999991 lower than the previous day. The implied volatity was 21.88, the open interest changed by -708 which decreased total open position to 32809
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1285, which was 274.85 higher than the previous day. The implied volatity was 19.79, the open interest changed by -3204 which decreased total open position to 34012
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1000, which was -201.54999999999995 lower than the previous day. The implied volatity was 22.76, the open interest changed by -1010 which decreased total open position to 38407
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1204.3, which was 170.79999999999995 higher than the previous day. The implied volatity was 20.86, the open interest changed by 1539 which increased total open position to 43991
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1039, which was -155.04999999999995 lower than the previous day. The implied volatity was 24.19, the open interest changed by -2132 which decreased total open position to 42484
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1219.4, which was 557.7 higher than the previous day. The implied volatity was 19.7, the open interest changed by 8248 which increased total open position to 45822
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 680, which was 44.85 higher than the previous day. The implied volatity was 24.43, the open interest changed by 291 which increased total open position to 70063
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 635.65, which was 121.9 higher than the previous day. The implied volatity was 26.14, the open interest changed by 69156 which increased total open position to 70219
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 515, which was -13.8 lower than the previous day. The implied volatity was 23.96, the open interest changed by 68755 which increased total open position to 69602
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 536.5, which was 66.85 higher than the previous day. The implied volatity was 24.25, the open interest changed by 23890 which increased total open position to 67246
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 484.65, which was -213.65 lower than the previous day. The implied volatity was 26.83, the open interest changed by 52288 which increased total open position to 57627
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 692, which was -248.15 lower than the previous day. The implied volatity was 24.97, the open interest changed by 47923 which increased total open position to 48684
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 942.35, which was 204 higher than the previous day. The implied volatity was 23.19, the open interest changed by -6256 which decreased total open position to 20433
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 768, which was 151.6 higher than the previous day. The implied volatity was 23.92, the open interest changed by 10890 which increased total open position to 26803
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 610, which was -235.95 lower than the previous day. The implied volatity was 26.19, the open interest changed by 11203 which increased total open position to 15954
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 849.5, which was 64.15 higher than the previous day. The implied volatity was 21.46, the open interest changed by 69 which increased total open position to 8581
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 825, which was -381.75 lower than the previous day. The implied volatity was 21.2, the open interest changed by 8481 which increased total open position to 8504
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1194.75, which was 59.75 higher than the previous day. The implied volatity was 17.27, the open interest changed by 4612 which increased total open position to 4632
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1127, which was 81.75 higher than the previous day. The implied volatity was 20.21, the open interest changed by 1 which increased total open position to 4337
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1022, which was 78.3 higher than the previous day. The implied volatity was 21.01, the open interest changed by -43 which decreased total open position to 4412
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 969.9, which was -292.8 lower than the previous day. The implied volatity was 22.08, the open interest changed by 833 which increased total open position to 4359
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1265, which was -165.1 lower than the previous day. The implied volatity was 21.16, the open interest changed by 3526 which increased total open position to 3526
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1417.15, which was -330.15 lower than the previous day. The implied volatity was 20.66, the open interest changed by 1582 which increased total open position to 1582
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1750, which was 112.85 higher than the previous day. The implied volatity was 19.58, the open interest changed by 344 which increased total open position to 1443
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1614.4, which was -275.6 lower than the previous day. The implied volatity was 22.79, the open interest changed by 1096 which increased total open position to 1096
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1890, which was -681.1 lower than the previous day. The implied volatity was 17.01, the open interest changed by 17 which increased total open position to 17
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 2571.1, 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
| NIFTY 28-Apr-2026 (4d) 23000 PE | |||||||
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Delta: -0.03
Vega: 0.02
Theta: -1.14
Gamma: 0.00015
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23878.45 | 6.85 | 1.8499999999999996 | 19.15 | 6,53,420 | 7,249 | 1,70,478 |
| 23 Apr | 24173.05 | 4.6 | -1.8500000000000005 | 20.4 | 4,82,621 | 42,760 | 1,63,352 |
| 22 Apr | 24378.10 | 5.8 | -4.05 | 22.23 | 3,67,977 | 4,188 | 1,21,422 |
| 21 Apr | 24576.60 | 10.5 | -15.3 | 25.59 | 2,19,015 | 27,403 | 1,16,569 |
| 20 Apr | 24364.85 | 29 | 3.4499999999999993 | 25.83 | 1,39,881 | 14,810 | 89,822 |
| 17 Apr | 24353.55 | 24.8 | -17.3 | 22.02 | 99,630 | 8,445 | 75,428 |
| 16 Apr | 24196.75 | 43.4 | -11 | 21.9 | 92,571 | -177 | 69,161 |
| 15 Apr | 24231.30 | 55.25 | -88.4 | 22.85 | 99,965 | -636 | 75,382 |
| 13 Apr | 23842.65 | 144.4 | 41.5 | 23.73 | 91,284 | 7,403 | 80,705 |
| 10 Apr | 24050.60 | 105.5 | -63.94999999999999 | 22.14 | 78,896 | 5,924 | 79,904 |
| 9 Apr | 23775.10 | 169 | 33.400000000000006 | 22.12 | 67,325 | 6,511 | 74,119 |
| 8 Apr | 23997.35 | 127.3 | -363.25 | 23.08 | 1,21,118 | -1,21,202 | 72,415 |
| 7 Apr | 23123.65 | 483 | -80.2 | 27.54 | 67,222 | 27,891 | 76,532 |
| 6 Apr | 22968.25 | 567 | -156.2 | 27.35 | 41,333 | 72,379 | 73,032 |
| 2 Apr | 22713.10 | 716.5 | 4.75 | 26.65 | 46,641 | 73,709 | 74,359 |
| 1 Apr | 22679.40 | 692.4 | -327.7 | 25.34 | 78,287 | 11,966 | 83,395 |
| 30 Mar | 22331.40 | 989.85 | 217.5 | 29.53 | 61,976 | 74,315 | 74,830 |
| 27 Mar | 22819.60 | 776.65 | 270.95 | 29.52 | 92,485 | 69,538 | 71,347 |
| 25 Mar | 23306.45 | 499.45 | -171.25 | 26.01 | 64,199 | 9,130 | 51,378 |
| 24 Mar | 22912.40 | 651.8 | -296.25 | 26.1 | 56,292 | 44,838 | 45,178 |
| 23 Mar | 22512.65 | 956.55 | 399.65 | 28.52 | 40,793 | 32,106 | 32,590 |
| 20 Mar | 23114.50 | 553 | -42.35 | 24.3 | 33,160 | 28,130 | 35,088 |
| 19 Mar | 23002.15 | 560.05 | 256.65 | 23.68 | 41,685 | 29,144 | 29,144 |
| 18 Mar | 23777.80 | 302.3 | -70.2 | 22.43 | 28,049 | 6,733 | 30,983 |
| 17 Mar | 23581.15 | 370.8 | -103 | 22.58 | 23,878 | 22,179 | 24,856 |
| 16 Mar | 23408.80 | 473.45 | -103.55 | 23.61 | 28,588 | 22,151 | 23,523 |
| 13 Mar | 23151.10 | 576 | 187 | 24.13 | 36,306 | 17,698 | 18,525 |
| 12 Mar | 23639.15 | 384.05 | 44.8 | 22.97 | 19,315 | 13,515 | 14,089 |
| 11 Mar | 23866.85 | 346.8 | 135.9 | 23.54 | 20,932 | 1,553 | 13,600 |
| 10 Mar | 24261.60 | 207.45 | -145.9 | 21.86 | 21,236 | 3,213 | 12,443 |
| 9 Mar | 24028.05 | 359.5 | 152.65 | 25.06 | 25,210 | 6,267 | 9,229 |
| 6 Mar | 24450.45 | 207 | 91.65 | 22.55 | 8,191 | 2,809 | 2,962 |
| 5 Mar | 24765.90 | 119.05 | 75.55 | 20.18 | 160 | 150 | 150 |
For Nifty - strike price 23000 expiring on 28APR2026
Delta for 23000 PE is -0.03
Historical price for 23000 PE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 6.85, which was 1.8499999999999996 higher than the previous day. The implied volatity was 19.15, the open interest changed by 7249 which increased total open position to 170478
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 4.6, which was -1.8500000000000005 lower than the previous day. The implied volatity was 20.4, the open interest changed by 42760 which increased total open position to 163352
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 5.8, which was -4.05 lower than the previous day. The implied volatity was 22.23, the open interest changed by 4188 which increased total open position to 121422
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 10.5, which was -15.3 lower than the previous day. The implied volatity was 25.59, the open interest changed by 27403 which increased total open position to 116569
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 29, which was 3.4499999999999993 higher than the previous day. The implied volatity was 25.83, the open interest changed by 14810 which increased total open position to 89822
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 24.8, which was -17.3 lower than the previous day. The implied volatity was 22.02, the open interest changed by 8445 which increased total open position to 75428
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 43.4, which was -11 lower than the previous day. The implied volatity was 21.9, the open interest changed by -177 which decreased total open position to 69161
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 55.25, which was -88.4 lower than the previous day. The implied volatity was 22.85, the open interest changed by -636 which decreased total open position to 75382
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 144.4, which was 41.5 higher than the previous day. The implied volatity was 23.73, the open interest changed by 7403 which increased total open position to 80705
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 105.5, which was -63.94999999999999 lower than the previous day. The implied volatity was 22.14, the open interest changed by 5924 which increased total open position to 79904
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 169, which was 33.400000000000006 higher than the previous day. The implied volatity was 22.12, the open interest changed by 6511 which increased total open position to 74119
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 127.3, which was -363.25 lower than the previous day. The implied volatity was 23.08, the open interest changed by -121202 which decreased total open position to 72415
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 483, which was -80.2 lower than the previous day. The implied volatity was 27.54, the open interest changed by 27891 which increased total open position to 76532
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 567, which was -156.2 lower than the previous day. The implied volatity was 27.35, the open interest changed by 72379 which increased total open position to 73032
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 716.5, which was 4.75 higher than the previous day. The implied volatity was 26.65, the open interest changed by 73709 which increased total open position to 74359
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 692.4, which was -327.7 lower than the previous day. The implied volatity was 25.34, the open interest changed by 11966 which increased total open position to 83395
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 989.85, which was 217.5 higher than the previous day. The implied volatity was 29.53, the open interest changed by 74315 which increased total open position to 74830
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 776.65, which was 270.95 higher than the previous day. The implied volatity was 29.52, the open interest changed by 69538 which increased total open position to 71347
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 499.45, which was -171.25 lower than the previous day. The implied volatity was 26.01, the open interest changed by 9130 which increased total open position to 51378
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 651.8, which was -296.25 lower than the previous day. The implied volatity was 26.1, the open interest changed by 44838 which increased total open position to 45178
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 956.55, which was 399.65 higher than the previous day. The implied volatity was 28.52, the open interest changed by 32106 which increased total open position to 32590
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 553, which was -42.35 lower than the previous day. The implied volatity was 24.3, the open interest changed by 28130 which increased total open position to 35088
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 560.05, which was 256.65 higher than the previous day. The implied volatity was 23.68, the open interest changed by 29144 which increased total open position to 29144
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 302.3, which was -70.2 lower than the previous day. The implied volatity was 22.43, the open interest changed by 6733 which increased total open position to 30983
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 370.8, which was -103 lower than the previous day. The implied volatity was 22.58, the open interest changed by 22179 which increased total open position to 24856
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 473.45, which was -103.55 lower than the previous day. The implied volatity was 23.61, the open interest changed by 22151 which increased total open position to 23523
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 576, which was 187 higher than the previous day. The implied volatity was 24.13, the open interest changed by 17698 which increased total open position to 18525
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 384.05, which was 44.8 higher than the previous day. The implied volatity was 22.97, the open interest changed by 13515 which increased total open position to 14089
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 346.8, which was 135.9 higher than the previous day. The implied volatity was 23.54, the open interest changed by 1553 which increased total open position to 13600
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 207.45, which was -145.9 lower than the previous day. The implied volatity was 21.86, the open interest changed by 3213 which increased total open position to 12443
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 359.5, which was 152.65 higher than the previous day. The implied volatity was 25.06, the open interest changed by 6267 which increased total open position to 9229
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 207, which was 91.65 higher than the previous day. The implied volatity was 22.55, the open interest changed by 2809 which increased total open position to 2962
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 119.05, which was 75.55 higher than the previous day. The implied volatity was 20.18, the open interest changed by 150 which increased total open position to 150
