NIFTY
Nifty
Historical option data for NIFTY
13 Apr 2026 04:11 PM IST
| NIFTY 21-Apr-2026 (7d) 23400 CE | ||||||||||||||||
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Delta: 0.72
Vega: 0.12
Theta: -17.19
Gamma: 0.00042
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Apr | 23842.65 | 585 | -187.79999999999995 | 22.01 | 7,044 | 664 | 2,142 | |||||||||
| 10 Apr | 24050.60 | 770.8 | 143.04999999999995 | 18.48 | 731 | 247 | 1,480 | |||||||||
| 9 Apr | 23775.10 | 618.65 | -163.89999999999998 | 21.88 | 1,390 | 231 | 1,233 | |||||||||
| 8 Apr | 23997.35 | 802.35 | 463.5 | 19.61 | 1,818 | -102 | 1,023 | |||||||||
| 7 Apr | 23123.65 | 356.65 | 24.8 | 24.25 | 2,090 | 660 | 1,125 | |||||||||
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| 6 Apr | 22968.25 | 333.7 | 79.75 | 26.06 | 1,035 | 287 | 465 | |||||||||
| 2 Apr | 22713.10 | 250.15 | -29.65 | 23.2 | 233 | -51 | 178 | |||||||||
| 1 Apr | 22679.40 | 282.6 | 22.4 | 24.17 | 164 | 78 | 229 | |||||||||
| 30 Mar | 22331.40 | 265.15 | -158.9 | 27.88 | 84 | 38 | 151 | |||||||||
| 27 Mar | 22819.60 | 420.4 | -173.7 | 24.98 | 201 | 68 | 113 | |||||||||
| 25 Mar | 23306.45 | 602 | 66.85 | 22.28 | 92 | 35 | 45 | |||||||||
| 24 Mar | 22912.40 | 535.15 | -92.45 | - | 0 | 0 | 10 | |||||||||
| 23 Mar | 22512.65 | 535.15 | -92.45 | - | 0 | 1 | 10 | |||||||||
| 20 Mar | 23114.50 | 535.15 | -92.45 | 20.65 | 11 | 9 | 9 | |||||||||
| 19 Mar | 23002.15 | 627.6 | 0 | 0.38 | 0 | 0 | 0 | |||||||||
| 18 Mar | 23777.80 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23400 expiring on 21APR2026
Delta for 23400 CE is 0.72
Historical price for 23400 CE is as follows
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 585, which was -187.79999999999995 lower than the previous day. The implied volatity was 22.01, the open interest changed by 664 which increased total open position to 2142
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 770.8, which was 143.04999999999995 higher than the previous day. The implied volatity was 18.48, the open interest changed by 247 which increased total open position to 1480
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 618.65, which was -163.89999999999998 lower than the previous day. The implied volatity was 21.88, the open interest changed by 231 which increased total open position to 1233
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 802.35, which was 463.5 higher than the previous day. The implied volatity was 19.61, the open interest changed by -102 which decreased total open position to 1023
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 356.65, which was 24.8 higher than the previous day. The implied volatity was 24.25, the open interest changed by 660 which increased total open position to 1125
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 333.7, which was 79.75 higher than the previous day. The implied volatity was 26.06, the open interest changed by 287 which increased total open position to 465
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 250.15, which was -29.65 lower than the previous day. The implied volatity was 23.2, the open interest changed by -51 which decreased total open position to 178
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 282.6, which was 22.4 higher than the previous day. The implied volatity was 24.17, the open interest changed by 78 which increased total open position to 229
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 265.15, which was -158.9 lower than the previous day. The implied volatity was 27.88, the open interest changed by 38 which increased total open position to 151
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 420.4, which was -173.7 lower than the previous day. The implied volatity was 24.98, the open interest changed by 68 which increased total open position to 113
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 602, which was 66.85 higher than the previous day. The implied volatity was 22.28, the open interest changed by 35 which increased total open position to 45
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 535.15, which was -92.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 535.15, which was -92.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 10
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 535.15, which was -92.45 lower than the previous day. The implied volatity was 20.65, the open interest changed by 9 which increased total open position to 9
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 627.6, which was 0 lower than the previous day. The implied volatity was 0.38, the open interest changed by 0 which decreased total open position to 0
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 0, 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
| NIFTY 21-Apr-2026 (7d) 23400 PE | |||||||
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Delta: -0.28
Vega: 0.12
Theta: -14.17
Gamma: 0.00042
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Apr | 23842.65 | 145.25 | 52.400000000000006 | 22.56 | 66,525 | 4,595 | 12,225 |
| 10 Apr | 24050.60 | 95 | -91.85 | 19.93 | 24,997 | 4,766 | 7,702 |
| 9 Apr | 23775.10 | 190 | 48.05000000000001 | 20.76 | 10,109 | 892 | 3,178 |
| 8 Apr | 23997.35 | 130.7 | -462.95 | 21.45 | 7,470 | 2,127 | 2,288 |
| 7 Apr | 23123.65 | 607.1 | -306.25 | 28.29 | 256 | 143 | 161 |
| 6 Apr | 22968.25 | 900 | -25 | - | 0 | 3 | 18 |
| 2 Apr | 22713.10 | 900 | -25 | 27.02 | 6 | -2 | 15 |
| 1 Apr | 22679.40 | 925 | -198.75 | 27.86 | 27 | -9 | 17 |
| 30 Mar | 22331.40 | 1123.75 | 224 | 25.99 | 45 | -34 | 26 |
| 27 Mar | 22819.60 | 899.75 | 293.9 | 28.24 | 63 | -44 | 60 |
| 25 Mar | 23306.45 | 596.75 | -13.25 | 25.15 | 175 | 100 | 104 |
| 24 Mar | 22912.40 | 610 | -137.3 | - | 0 | 0 | 4 |
| 23 Mar | 22512.65 | 610 | -137.3 | - | 0 | 2 | 4 |
| 20 Mar | 23114.50 | 610 | -137.3 | 21.16 | 22 | 2 | 2 |
| 19 Mar | 23002.15 | 747.3 | 457.85 | 25.11 | 15 | 0 | 0 |
| 18 Mar | 23777.80 | 0 | 0 | 1.61 | 0 | 0 | 0 |
For Nifty - strike price 23400 expiring on 21APR2026
Delta for 23400 PE is -0.28
Historical price for 23400 PE is as follows
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 145.25, which was 52.400000000000006 higher than the previous day. The implied volatity was 22.56, the open interest changed by 4595 which increased total open position to 12225
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 95, which was -91.85 lower than the previous day. The implied volatity was 19.93, the open interest changed by 4766 which increased total open position to 7702
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 190, which was 48.05000000000001 higher than the previous day. The implied volatity was 20.76, the open interest changed by 892 which increased total open position to 3178
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 130.7, which was -462.95 lower than the previous day. The implied volatity was 21.45, the open interest changed by 2127 which increased total open position to 2288
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 607.1, which was -306.25 lower than the previous day. The implied volatity was 28.29, the open interest changed by 143 which increased total open position to 161
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 900, which was -25 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 18
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 900, which was -25 lower than the previous day. The implied volatity was 27.02, the open interest changed by -2 which decreased total open position to 15
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 925, which was -198.75 lower than the previous day. The implied volatity was 27.86, the open interest changed by -9 which decreased total open position to 17
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1123.75, which was 224 higher than the previous day. The implied volatity was 25.99, the open interest changed by -34 which decreased total open position to 26
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 899.75, which was 293.9 higher than the previous day. The implied volatity was 28.24, the open interest changed by -44 which decreased total open position to 60
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 596.75, which was -13.25 lower than the previous day. The implied volatity was 25.15, the open interest changed by 100 which increased total open position to 104
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 610, which was -137.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 610, which was -137.3 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 4
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 610, which was -137.3 lower than the previous day. The implied volatity was 21.16, the open interest changed by 2 which increased total open position to 2
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 747.3, which was 457.85 higher than the previous day. The implied volatity was 25.11, the open interest changed by 0 which decreased total open position to 0
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.61, the open interest changed by 0 which decreased total open position to 0
