NIFTY
Nifty
Historical option data for NIFTY
30 Mar 2026 04:10 PM IST
| NIFTY 07-Apr-2026 (7d) 23000 CE | ||||||||||||||||
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Delta: 0.28
Vega: 11.1
Theta: -20.91
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 22331.40 | 154.05 | -236.05 | 27.77 | 2,39,825 | 18,560 | 43,042 | |||||||||
| 27 Mar | 22819.60 | 383 | -270.95 | 27.03 | 1,02,305 | 15,744 | 24,482 | |||||||||
| 25 Mar | 23306.45 | 664.9 | 209.1 | 25.57 | 21,477 | -2,186 | 8,738 | |||||||||
| 24 Mar | 22912.40 | 490 | 150.1 | 26.05 | 35,721 | 3,687 | 10,924 | |||||||||
| 23 Mar | 22512.65 | 336.35 | -231.9 | 28.16 | 19,925 | 2,489 | 7,237 | |||||||||
| 20 Mar | 23114.50 | 565.8 | 51.95 | 21.12 | 4,361 | 359 | 4,748 | |||||||||
| 19 Mar | 23002.15 | 559 | -421.1 | 21.41 | 6,930 | 1,853 | 4,389 | |||||||||
| 18 Mar | 23777.80 | 968.55 | 75 | 16.65 | 1,400 | 730 | 2,536 | |||||||||
| 17 Mar | 23581.15 | 889.15 | 64.35 | 20.91 | 1,731 | 639 | 1,806 | |||||||||
| 16 Mar | 23408.80 | 785.1 | 62.05 | 22.07 | 2,995 | 948 | 1,167 | |||||||||
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| 13 Mar | 23151.10 | 730 | -367.9 | 22.92 | 492 | 213 | 219 | |||||||||
| 12 Mar | 23639.15 | 1097.9 | -168.35 | 24.88 | 8 | 6 | 6 | |||||||||
| 11 Mar | 23866.85 | 1266.25 | -759.65 | 24.84 | 1 | 0 | 0 | |||||||||
| 10 Mar | 24261.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 24028.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 24450.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23000 expiring on 07APR2026
Delta for 23000 CE is 0.28
Historical price for 23000 CE is as follows
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 154.05, which was -236.05 lower than the previous day. The implied volatity was 27.77, the open interest changed by 18560 which increased total open position to 43042
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 383, which was -270.95 lower than the previous day. The implied volatity was 27.03, the open interest changed by 15744 which increased total open position to 24482
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 664.9, which was 209.1 higher than the previous day. The implied volatity was 25.57, the open interest changed by -2186 which decreased total open position to 8738
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 490, which was 150.1 higher than the previous day. The implied volatity was 26.05, the open interest changed by 3687 which increased total open position to 10924
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 336.35, which was -231.9 lower than the previous day. The implied volatity was 28.16, the open interest changed by 2489 which increased total open position to 7237
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 565.8, which was 51.95 higher than the previous day. The implied volatity was 21.12, the open interest changed by 359 which increased total open position to 4748
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 559, which was -421.1 lower than the previous day. The implied volatity was 21.41, the open interest changed by 1853 which increased total open position to 4389
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 968.55, which was 75 higher than the previous day. The implied volatity was 16.65, the open interest changed by 730 which increased total open position to 2536
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 889.15, which was 64.35 higher than the previous day. The implied volatity was 20.91, the open interest changed by 639 which increased total open position to 1806
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 785.1, which was 62.05 higher than the previous day. The implied volatity was 22.07, the open interest changed by 948 which increased total open position to 1167
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 730, which was -367.9 lower than the previous day. The implied volatity was 22.92, the open interest changed by 213 which increased total open position to 219
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1097.9, which was -168.35 lower than the previous day. The implied volatity was 24.88, the open interest changed by 6 which increased total open position to 6
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1266.25, which was -759.65 lower than the previous day. The implied volatity was 24.84, 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
On 6 Mar NIFTY was trading at 24450.45. 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 (7d) 23000 PE | |||||||
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Delta: -0.77
Vega: 10.04
Theta: -10.4
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 22331.40 | 724.25 | 167.4 | 24.39 | 61,042 | -1,891 | 21,731 |
| 27 Mar | 22819.60 | 562 | 239.9 | 32.42 | 1,29,112 | 7,002 | 23,622 |
| 25 Mar | 23306.45 | 315 | -178.35 | 27.82 | 59,726 | 5,833 | 16,620 |
| 24 Mar | 22912.40 | 480 | -303.15 | 28.05 | 26,414 | 4,476 | 10,787 |
| 23 Mar | 22512.65 | 798 | 411.1 | 30.96 | 12,671 | -662 | 6,311 |
| 20 Mar | 23114.50 | 382.95 | -53.5 | 24.39 | 13,763 | 5 | 6,973 |
| 19 Mar | 23002.15 | 401.75 | 226.15 | 23.83 | 19,531 | -377 | 6,968 |
| 18 Mar | 23777.80 | 175.15 | -66.7 | 22.91 | 11,882 | 1,860 | 7,345 |
| 17 Mar | 23581.15 | 239 | -98.4 | 23.38 | 9,308 | 2,675 | 5,485 |
| 16 Mar | 23408.80 | 344.95 | -115.05 | 24.64 | 8,319 | 1,422 | 2,810 |
| 13 Mar | 23151.10 | 458.65 | 173.5 | 25.34 | 2,597 | 558 | 1,388 |
| 12 Mar | 23639.15 | 286.5 | 42 | 24.48 | 1,343 | 253 | 830 |
| 11 Mar | 23866.85 | 255 | 118.25 | 25.27 | 1,230 | 462 | 577 |
| 10 Mar | 24261.60 | 137.4 | -71 | 23.41 | 397 | 113 | 115 |
| 9 Mar | 24028.05 | 208.4 | 164.65 | 24.04 | 11 | 1 | 2 |
| 6 Mar | 24450.45 | 43.75 | 32.15 | - | 0 | 1 | 1 |
For Nifty - strike price 23000 expiring on 07APR2026
Delta for 23000 PE is -0.77
Historical price for 23000 PE is as follows
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 724.25, which was 167.4 higher than the previous day. The implied volatity was 24.39, the open interest changed by -1891 which decreased total open position to 21731
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 562, which was 239.9 higher than the previous day. The implied volatity was 32.42, the open interest changed by 7002 which increased total open position to 23622
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 315, which was -178.35 lower than the previous day. The implied volatity was 27.82, the open interest changed by 5833 which increased total open position to 16620
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 480, which was -303.15 lower than the previous day. The implied volatity was 28.05, the open interest changed by 4476 which increased total open position to 10787
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 798, which was 411.1 higher than the previous day. The implied volatity was 30.96, the open interest changed by -662 which decreased total open position to 6311
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 382.95, which was -53.5 lower than the previous day. The implied volatity was 24.39, the open interest changed by 5 which increased total open position to 6973
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 401.75, which was 226.15 higher than the previous day. The implied volatity was 23.83, the open interest changed by -377 which decreased total open position to 6968
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 175.15, which was -66.7 lower than the previous day. The implied volatity was 22.91, the open interest changed by 1860 which increased total open position to 7345
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 239, which was -98.4 lower than the previous day. The implied volatity was 23.38, the open interest changed by 2675 which increased total open position to 5485
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 344.95, which was -115.05 lower than the previous day. The implied volatity was 24.64, the open interest changed by 1422 which increased total open position to 2810
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 458.65, which was 173.5 higher than the previous day. The implied volatity was 25.34, the open interest changed by 558 which increased total open position to 1388
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 286.5, which was 42 higher than the previous day. The implied volatity was 24.48, the open interest changed by 253 which increased total open position to 830
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 255, which was 118.25 higher than the previous day. The implied volatity was 25.27, the open interest changed by 462 which increased total open position to 577
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 137.4, which was -71 lower than the previous day. The implied volatity was 23.41, the open interest changed by 113 which increased total open position to 115
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 208.4, which was 164.65 higher than the previous day. The implied volatity was 24.04, the open interest changed by 1 which increased total open position to 2
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 43.75, which was 32.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
