NIFTY
Nifty
Historical option data for NIFTY
02 Apr 2026 04:10 PM IST
| NIFTY 07-Apr-2026 (3d) 23450 CE | ||||||||||||||||
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Delta: 0.11
Vega: 5.14
Theta: -11.93
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 22713.10 | 32 | -33.45 | 21.86 | 2,38,022 | 1,036 | 9,590 | |||||||||
| 1 Apr | 22679.40 | 68.7 | 10.3 | 25.32 | 2,54,965 | 4,288 | 8,554 | |||||||||
| 30 Mar | 22331.40 | 67 | -141.8 | 28.73 | 26,313 | 2,830 | 4,266 | |||||||||
| 27 Mar | 22819.60 | 204.85 | -170.95 | 26.36 | 6,350 | 192 | 1,436 | |||||||||
| 25 Mar | 23306.45 | 383.3 | 125.65 | 23.53 | 9,605 | 617 | 1,244 | |||||||||
| 24 Mar | 22912.40 | 275 | 82.7 | 24.75 | 1,264 | -142 | 627 | |||||||||
| 23 Mar | 22512.65 | 189.5 | -135.65 | 27.4 | 1,816 | 495 | 769 | |||||||||
| 20 Mar | 23114.50 | 321.05 | 22.5 | 20.08 | 528 | 26 | 274 | |||||||||
| 19 Mar | 23002.15 | 319.3 | -316.2 | 20.3 | 661 | 173 | 248 | |||||||||
| 18 Mar | 23777.80 | 611.8 | 33.85 | 15.77 | 112 | -54 | 75 | |||||||||
| 17 Mar | 23581.15 | 563.15 | 54.55 | 19.2 | 315 | -20 | 129 | |||||||||
| 16 Mar | 23408.80 | 491.55 | -1109.45 | 20.46 | 204 | 149 | 149 | |||||||||
| 13 Mar | 23151.10 | 1601 | 0 | 0.53 | 0 | 0 | 0 | |||||||||
| 12 Mar | 23639.15 | 1601 | 0 | - | 0 | 0 | 0 | |||||||||
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| 11 Mar | 23866.85 | 1601 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 24261.60 | 1601 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 24028.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 24450.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 24765.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 24480.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23450 expiring on 07APR2026
Delta for 23450 CE is 0.11
Historical price for 23450 CE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 32, which was -33.45 lower than the previous day. The implied volatity was 21.86, the open interest changed by 1036 which increased total open position to 9590
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 68.7, which was 10.3 higher than the previous day. The implied volatity was 25.32, the open interest changed by 4288 which increased total open position to 8554
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 67, which was -141.8 lower than the previous day. The implied volatity was 28.73, the open interest changed by 2830 which increased total open position to 4266
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 204.85, which was -170.95 lower than the previous day. The implied volatity was 26.36, the open interest changed by 192 which increased total open position to 1436
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 383.3, which was 125.65 higher than the previous day. The implied volatity was 23.53, the open interest changed by 617 which increased total open position to 1244
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 275, which was 82.7 higher than the previous day. The implied volatity was 24.75, the open interest changed by -142 which decreased total open position to 627
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 189.5, which was -135.65 lower than the previous day. The implied volatity was 27.4, the open interest changed by 495 which increased total open position to 769
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 321.05, which was 22.5 higher than the previous day. The implied volatity was 20.08, the open interest changed by 26 which increased total open position to 274
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 319.3, which was -316.2 lower than the previous day. The implied volatity was 20.3, the open interest changed by 173 which increased total open position to 248
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 611.8, which was 33.85 higher than the previous day. The implied volatity was 15.77, the open interest changed by -54 which decreased total open position to 75
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 563.15, which was 54.55 higher than the previous day. The implied volatity was 19.2, the open interest changed by -20 which decreased total open position to 129
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 491.55, which was -1109.45 lower than the previous day. The implied volatity was 20.46, the open interest changed by 149 which increased total open position to 149
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1601, which was 0 lower than the previous day. The implied volatity was 0.53, 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 1601, 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 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1601, 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 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1601, 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
On 5 Mar NIFTY was trading at 24765.90. 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 4 Mar NIFTY was trading at 24480.50. 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 (3d) 23450 PE | |||||||
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Delta: -0.81
Vega: 7.27
Theta: -16.59
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 22713.10 | 801.1 | 12.85 | 30.02 | 68 | -17 | 446 |
| 1 Apr | 22679.40 | 784.45 | -357.65 | 26.06 | 938 | 94 | 463 |
| 30 Mar | 22331.40 | 1100.6 | 278.9 | 29.64 | 307 | -95 | 369 |
| 27 Mar | 22819.60 | 825.3 | 329.65 | 31.91 | 1,176 | -296 | 464 |
| 25 Mar | 23306.45 | 479.55 | -550.55 | 25.51 | 5,816 | 701 | 760 |
| 24 Mar | 22912.40 | 1030.1 | 428.55 | - | 0 | 1 | 59 |
| 23 Mar | 22512.65 | 1030.1 | 428.55 | 26.05 | 34 | 3 | 58 |
| 20 Mar | 23114.50 | 583 | -60.6 | 23.14 | 99 | -8 | 55 |
| 19 Mar | 23002.15 | 612.3 | 343.1 | 22.92 | 390 | -94 | 63 |
| 18 Mar | 23777.80 | 271 | -81.7 | 20.86 | 538 | -35 | 157 |
| 17 Mar | 23581.15 | 358.15 | -134.85 | 20.95 | 372 | 16 | 192 |
| 16 Mar | 23408.80 | 499.25 | 465.45 | 22.87 | 325 | 176 | 176 |
| 13 Mar | 23151.10 | 33.8 | 0 | 0.07 | 0 | 0 | 0 |
| 12 Mar | 23639.15 | 33.8 | 0 | 1.43 | 0 | 0 | 0 |
| 11 Mar | 23866.85 | 33.8 | 0 | 2.22 | 0 | 0 | 0 |
| 10 Mar | 24261.60 | 33.8 | 0 | 3.59 | 0 | 0 | 0 |
| 9 Mar | 24028.05 | 33.8 | 0 | 2.61 | 0 | 0 | 0 |
| 6 Mar | 24450.45 | 33.8 | 0 | 4.02 | 0 | 0 | 0 |
| 5 Mar | 24765.90 | 33.8 | 0 | 4.77 | 0 | 0 | 0 |
| 4 Mar | 24480.50 | 33.8 | 0 | 3.95 | 0 | 0 | 0 |
For Nifty - strike price 23450 expiring on 07APR2026
Delta for 23450 PE is -0.81
Historical price for 23450 PE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 801.1, which was 12.85 higher than the previous day. The implied volatity was 30.02, the open interest changed by -17 which decreased total open position to 446
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 784.45, which was -357.65 lower than the previous day. The implied volatity was 26.06, the open interest changed by 94 which increased total open position to 463
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1100.6, which was 278.9 higher than the previous day. The implied volatity was 29.64, the open interest changed by -95 which decreased total open position to 369
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 825.3, which was 329.65 higher than the previous day. The implied volatity was 31.91, the open interest changed by -296 which decreased total open position to 464
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 479.55, which was -550.55 lower than the previous day. The implied volatity was 25.51, the open interest changed by 701 which increased total open position to 760
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1030.1, which was 428.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 59
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1030.1, which was 428.55 higher than the previous day. The implied volatity was 26.05, the open interest changed by 3 which increased total open position to 58
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 583, which was -60.6 lower than the previous day. The implied volatity was 23.14, the open interest changed by -8 which decreased total open position to 55
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 612.3, which was 343.1 higher than the previous day. The implied volatity was 22.92, the open interest changed by -94 which decreased total open position to 63
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 271, which was -81.7 lower than the previous day. The implied volatity was 20.86, the open interest changed by -35 which decreased total open position to 157
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 358.15, which was -134.85 lower than the previous day. The implied volatity was 20.95, the open interest changed by 16 which increased total open position to 192
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 499.25, which was 465.45 higher than the previous day. The implied volatity was 22.87, the open interest changed by 176 which increased total open position to 176
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 33.8, which was 0 lower than the previous day. The implied volatity was 0.07, 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 33.8, which was 0 lower than the previous day. The implied volatity was 1.43, 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 33.8, which was 0 lower than the previous day. The implied volatity was 2.22, 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 33.8, which was 0 lower than the previous day. The implied volatity was 3.59, 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 33.8, which was 0 lower than the previous day. The implied volatity was 2.61, 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 33.8, which was 0 lower than the previous day. The implied volatity was 4.02, 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 33.8, which was 0 lower than the previous day. The implied volatity was 4.77, the open interest changed by 0 which decreased total open position to 0
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 33.8, which was 0 lower than the previous day. The implied volatity was 3.95, the open interest changed by 0 which decreased total open position to 0
