NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:29 PM IST
| NIFTY 28-Apr-2026 (4d) 23050 CE | ||||||||||||||||
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Delta: 0.94
Vega: 0.03
Theta: -8.2
Gamma: 0.00022
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23869.65 | 849.35 | -266.2499999999999 | 21.23 | 78 | -3 | 2,862 | |||||||||
| 23 Apr | 24173.05 | 1108.05 | -269.95000000000005 | 20.36 | 49 | 2 | 2,867 | |||||||||
| 22 Apr | 24378.10 | 1378 | -165.79999999999995 | 23.29 | 34 | -4 | 2,865 | |||||||||
| 21 Apr | 24576.60 | 1538.95 | 175.29999999999995 | 25.27 | 27 | -1 | 2,873 | |||||||||
| 20 Apr | 24364.85 | 1363.65 | 44.65000000000009 | 25.38 | 46 | -10 | 2,874 | |||||||||
| 17 Apr | 24353.55 | 1319 | 122.65000000000009 | 14.86 | 8 | -3 | 2,885 | |||||||||
| 16 Apr | 24196.75 | 1196.35 | -65.75 | 13.86 | 14 | -5 | 2,890 | |||||||||
| 15 Apr | 24231.30 | 1250 | 275 | 18.79 | 39 | -4 | 2,896 | |||||||||
| 13 Apr | 23842.65 | 975 | -194.5 | 21.73 | 16 | -3 | 2,900 | |||||||||
| 10 Apr | 24050.60 | 1173.25 | 167.89999999999998 | 21.78 | 24 | -10 | 2,903 | |||||||||
| 9 Apr | 23775.10 | 1013 | -139.0999999999999 | 24.19 | 86 | -29 | 2,912 | |||||||||
| 8 Apr | 23997.35 | 1168 | 535.15 | 18.93 | 573 | 2,861 | 2,948 | |||||||||
| 7 Apr | 23123.65 | 647 | 39.85 | 24.19 | 1,825 | 48 | 3,226 | |||||||||
| 6 Apr | 22968.25 | 605 | 115.85 | 25.85 | 749 | 100 | 3,164 | |||||||||
| 2 Apr | 22713.10 | 485.45 | -18.25 | 23.64 | 866 | -5,203 | 3,061 | |||||||||
| 1 Apr | 22679.40 | 506.65 | 57.35 | 23.9 | 1,204 | -1,483 | 3,168 | |||||||||
| 30 Mar | 22331.40 | 473.3 | -199 | 27.14 | 950 | 3,151 | 3,151 | |||||||||
| 27 Mar | 22819.60 | 666.6 | -239.1 | 24.93 | 3,697 | 3,031 | 3,031 | |||||||||
| 25 Mar | 23306.45 | 909.8 | 199.3 | 23.1 | 301 | 289 | 304 | |||||||||
| 24 Mar | 22912.40 | 744.8 | 150.45 | 24.01 | 488 | 350 | 365 | |||||||||
| 23 Mar | 22512.65 | 593.9 | -221.4 | 26.34 | 151 | 6 | 241 | |||||||||
| 20 Mar | 23114.50 | 820.65 | 46.5 | 21.45 | 193 | 15 | 235 | |||||||||
| 19 Mar | 23002.15 | 796.15 | -293.9 | 21.12 | 328 | 219 | 219 | |||||||||
| 18 Mar | 23777.80 | 1090.05 | 63.15 | - | 0 | 41 | 41 | |||||||||
| 17 Mar | 23581.15 | 1090.05 | 63.15 | 20.12 | 26 | 8 | 42 | |||||||||
| 16 Mar | 23408.80 | 1029.4 | 118.1 | 22.3 | 19 | -2 | 46 | |||||||||
| 13 Mar | 23151.10 | 910.85 | -495 | 21.13 | 215 | 49 | 50 | |||||||||
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| 12 Mar | 23639.15 | 1405.85 | -1119.35 | - | 0 | 0 | 1 | |||||||||
| 11 Mar | 23866.85 | 1405.85 | -1119.35 | 21.54 | 1 | 0 | 0 | |||||||||
| 10 Mar | 24261.60 | 2525.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 24028.05 | 2525.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 24450.45 | 2525.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 24765.90 | 2525.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23050 expiring on 28APR2026
Delta for 23050 CE is 0.94
Historical price for 23050 CE is as follows
On 24 Apr NIFTY was trading at 23869.65. The strike last trading price was 849.35, which was -266.2499999999999 lower than the previous day. The implied volatity was 21.23, the open interest changed by -3 which decreased total open position to 2862
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1108.05, which was -269.95000000000005 lower than the previous day. The implied volatity was 20.36, the open interest changed by 2 which increased total open position to 2867
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1378, which was -165.79999999999995 lower than the previous day. The implied volatity was 23.29, the open interest changed by -4 which decreased total open position to 2865
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1538.95, which was 175.29999999999995 higher than the previous day. The implied volatity was 25.27, the open interest changed by -1 which decreased total open position to 2873
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1363.65, which was 44.65000000000009 higher than the previous day. The implied volatity was 25.38, the open interest changed by -10 which decreased total open position to 2874
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1319, which was 122.65000000000009 higher than the previous day. The implied volatity was 14.86, the open interest changed by -3 which decreased total open position to 2885
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1196.35, which was -65.75 lower than the previous day. The implied volatity was 13.86, the open interest changed by -5 which decreased total open position to 2890
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1250, which was 275 higher than the previous day. The implied volatity was 18.79, the open interest changed by -4 which decreased total open position to 2896
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 975, which was -194.5 lower than the previous day. The implied volatity was 21.73, the open interest changed by -3 which decreased total open position to 2900
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1173.25, which was 167.89999999999998 higher than the previous day. The implied volatity was 21.78, the open interest changed by -10 which decreased total open position to 2903
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1013, which was -139.0999999999999 lower than the previous day. The implied volatity was 24.19, the open interest changed by -29 which decreased total open position to 2912
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1168, which was 535.15 higher than the previous day. The implied volatity was 18.93, the open interest changed by 2861 which increased total open position to 2948
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 647, which was 39.85 higher than the previous day. The implied volatity was 24.19, the open interest changed by 48 which increased total open position to 3226
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 605, which was 115.85 higher than the previous day. The implied volatity was 25.85, the open interest changed by 100 which increased total open position to 3164
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 485.45, which was -18.25 lower than the previous day. The implied volatity was 23.64, the open interest changed by -5203 which decreased total open position to 3061
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 506.65, which was 57.35 higher than the previous day. The implied volatity was 23.9, the open interest changed by -1483 which decreased total open position to 3168
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 473.3, which was -199 lower than the previous day. The implied volatity was 27.14, the open interest changed by 3151 which increased total open position to 3151
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 666.6, which was -239.1 lower than the previous day. The implied volatity was 24.93, the open interest changed by 3031 which increased total open position to 3031
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 909.8, which was 199.3 higher than the previous day. The implied volatity was 23.1, the open interest changed by 289 which increased total open position to 304
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 744.8, which was 150.45 higher than the previous day. The implied volatity was 24.01, the open interest changed by 350 which increased total open position to 365
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 593.9, which was -221.4 lower than the previous day. The implied volatity was 26.34, the open interest changed by 6 which increased total open position to 241
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 820.65, which was 46.5 higher than the previous day. The implied volatity was 21.45, the open interest changed by 15 which increased total open position to 235
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 796.15, which was -293.9 lower than the previous day. The implied volatity was 21.12, the open interest changed by 219 which increased total open position to 219
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1090.05, which was 63.15 higher than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 41
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1090.05, which was 63.15 higher than the previous day. The implied volatity was 20.12, the open interest changed by 8 which increased total open position to 42
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1029.4, which was 118.1 higher than the previous day. The implied volatity was 22.3, the open interest changed by -2 which decreased total open position to 46
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 910.85, which was -495 lower than the previous day. The implied volatity was 21.13, the open interest changed by 49 which increased total open position to 50
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1405.85, which was -1119.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1405.85, which was -1119.35 lower than the previous day. The implied volatity was 21.54, 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 2525.2, 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 2525.2, 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 2525.2, 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 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 2525.2, 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) 23050 PE | |||||||
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Delta: -0.04
Vega: 0.02
Theta: -1.72
Gamma: 0.00018
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23869.65 | 8.2 | 2.5999999999999996 | 18.71 | 1,25,343 | 3,208 | 13,575 |
| 23 Apr | 24173.05 | 5 | -2.3499999999999996 | 19.86 | 76,591 | 1,756 | 10,418 |
| 22 Apr | 24378.10 | 6.45 | -4.2 | 21.92 | 68,093 | 2,796 | 8,680 |
| 21 Apr | 24576.60 | 11.05 | -18.25 | 25.14 | 16,014 | 672 | 5,839 |
| 20 Apr | 24364.85 | 32.7 | 5.0000000000000036 | 25.8 | 6,481 | 306 | 5,164 |
| 17 Apr | 24353.55 | 26.65 | -18.300000000000004 | 21.71 | 4,132 | 969 | 4,864 |
| 16 Apr | 24196.75 | 47.4 | -11.450000000000003 | 21.62 | 2,952 | 152 | 3,897 |
| 15 Apr | 24231.30 | 59.8 | -92.64999999999999 | 22.68 | 2,664 | 339 | 3,737 |
| 13 Apr | 23842.65 | 151.4 | 42.95 | 23.47 | 1,221 | 123 | 3,379 |
| 10 Apr | 24050.60 | 110.55 | -65.64999999999999 | 21.86 | 1,324 | -3 | 3,230 |
| 9 Apr | 23775.10 | 173.6 | 33.44999999999999 | 21.59 | 719 | -14 | 3,248 |
| 8 Apr | 23997.35 | 125.1 | -386.05 | 22.27 | 1,947 | 6 | 3,258 |
| 7 Apr | 23123.65 | 502 | -79.8 | 27.38 | 1,343 | 283 | 3,258 |
| 6 Apr | 22968.25 | 586.55 | -188 | 27.17 | 470 | 2,779 | 2,971 |
| 2 Apr | 22713.10 | 744.9 | 11.3 | 26.7 | 121 | -32 | 2,886 |
| 1 Apr | 22679.40 | 727.35 | -327.95 | 25.68 | 607 | 2,917 | 2,917 |
| 30 Mar | 22331.40 | 1034.3 | 238.45 | 30.1 | 465 | -2 | 2,827 |
| 27 Mar | 22819.60 | 797.75 | 277.1 | 29.35 | 3,148 | 2,830 | 2,830 |
| 25 Mar | 23306.45 | 512.45 | -176.85 | 25.74 | 392 | 290 | 290 |
| 24 Mar | 22912.40 | 674.25 | -302.5 | 26.04 | 334 | 420 | 420 |
| 23 Mar | 22512.65 | 979.65 | 407.55 | 28.32 | 533 | 240 | 240 |
| 20 Mar | 23114.50 | 573.9 | -31.65 | 24.27 | 359 | 137 | 324 |
| 19 Mar | 23002.15 | 570.45 | 259.45 | 23.33 | 923 | 326 | 326 |
| 18 Mar | 23777.80 | 313.25 | -72.1 | 22.29 | 253 | 195 | 195 |
| 17 Mar | 23581.15 | 386.9 | -100.85 | 22.54 | 246 | 75 | 152 |
| 16 Mar | 23408.80 | 492 | 445.15 | 23.59 | 94 | 76 | 76 |
| 13 Mar | 23151.10 | 46.85 | 0 | 1.26 | 0 | 0 | 0 |
| 12 Mar | 23639.15 | 46.85 | 0 | 2.5 | 0 | 0 | 0 |
| 11 Mar | 23866.85 | 46.85 | 0 | 3.04 | 0 | 0 | 0 |
| 10 Mar | 24261.60 | 46.85 | 0 | 4.15 | 0 | 0 | 0 |
| 9 Mar | 24028.05 | 46.85 | 0 | 3.41 | 0 | 0 | 0 |
| 6 Mar | 24450.45 | 46.85 | 0 | 4.49 | 0 | 0 | 0 |
| 5 Mar | 24765.90 | 46.85 | 0 | 5.09 | 0 | 0 | 0 |
For Nifty - strike price 23050 expiring on 28APR2026
Delta for 23050 PE is -0.04
Historical price for 23050 PE is as follows
On 24 Apr NIFTY was trading at 23869.65. The strike last trading price was 8.2, which was 2.5999999999999996 higher than the previous day. The implied volatity was 18.71, the open interest changed by 3208 which increased total open position to 13575
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 5, which was -2.3499999999999996 lower than the previous day. The implied volatity was 19.86, the open interest changed by 1756 which increased total open position to 10418
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 6.45, which was -4.2 lower than the previous day. The implied volatity was 21.92, the open interest changed by 2796 which increased total open position to 8680
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 11.05, which was -18.25 lower than the previous day. The implied volatity was 25.14, the open interest changed by 672 which increased total open position to 5839
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 32.7, which was 5.0000000000000036 higher than the previous day. The implied volatity was 25.8, the open interest changed by 306 which increased total open position to 5164
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 26.65, which was -18.300000000000004 lower than the previous day. The implied volatity was 21.71, the open interest changed by 969 which increased total open position to 4864
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 47.4, which was -11.450000000000003 lower than the previous day. The implied volatity was 21.62, the open interest changed by 152 which increased total open position to 3897
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 59.8, which was -92.64999999999999 lower than the previous day. The implied volatity was 22.68, the open interest changed by 339 which increased total open position to 3737
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 151.4, which was 42.95 higher than the previous day. The implied volatity was 23.47, the open interest changed by 123 which increased total open position to 3379
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 110.55, which was -65.64999999999999 lower than the previous day. The implied volatity was 21.86, the open interest changed by -3 which decreased total open position to 3230
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 173.6, which was 33.44999999999999 higher than the previous day. The implied volatity was 21.59, the open interest changed by -14 which decreased total open position to 3248
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 125.1, which was -386.05 lower than the previous day. The implied volatity was 22.27, the open interest changed by 6 which increased total open position to 3258
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 502, which was -79.8 lower than the previous day. The implied volatity was 27.38, the open interest changed by 283 which increased total open position to 3258
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 586.55, which was -188 lower than the previous day. The implied volatity was 27.17, the open interest changed by 2779 which increased total open position to 2971
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 744.9, which was 11.3 higher than the previous day. The implied volatity was 26.7, the open interest changed by -32 which decreased total open position to 2886
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 727.35, which was -327.95 lower than the previous day. The implied volatity was 25.68, the open interest changed by 2917 which increased total open position to 2917
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1034.3, which was 238.45 higher than the previous day. The implied volatity was 30.1, the open interest changed by -2 which decreased total open position to 2827
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 797.75, which was 277.1 higher than the previous day. The implied volatity was 29.35, the open interest changed by 2830 which increased total open position to 2830
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 512.45, which was -176.85 lower than the previous day. The implied volatity was 25.74, the open interest changed by 290 which increased total open position to 290
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 674.25, which was -302.5 lower than the previous day. The implied volatity was 26.04, the open interest changed by 420 which increased total open position to 420
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 979.65, which was 407.55 higher than the previous day. The implied volatity was 28.32, the open interest changed by 240 which increased total open position to 240
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 573.9, which was -31.65 lower than the previous day. The implied volatity was 24.27, the open interest changed by 137 which increased total open position to 324
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 570.45, which was 259.45 higher than the previous day. The implied volatity was 23.33, the open interest changed by 326 which increased total open position to 326
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 313.25, which was -72.1 lower than the previous day. The implied volatity was 22.29, the open interest changed by 195 which increased total open position to 195
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 386.9, which was -100.85 lower than the previous day. The implied volatity was 22.54, the open interest changed by 75 which increased total open position to 152
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 492, which was 445.15 higher than the previous day. The implied volatity was 23.59, the open interest changed by 76 which increased total open position to 76
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 46.85, which was 0 lower than the previous day. The implied volatity was 1.26, the open interest changed by 0 which decreased total open position to 0
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 46.85, which was 0 lower than the previous day. The implied volatity was 2.5, the open interest changed by 0 which decreased total open position to 0
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 46.85, which was 0 lower than the previous day. The implied volatity was 3.04, 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 46.85, which was 0 lower than the previous day. The implied volatity was 4.15, 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 46.85, which was 0 lower than the previous day. The implied volatity was 3.41, 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 46.85, which was 0 lower than the previous day. The implied volatity was 4.49, the open interest changed by 0 which decreased total open position to 0
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 46.85, which was 0 lower than the previous day. The implied volatity was 5.09, the open interest changed by 0 which decreased total open position to 0
