NIFTY
Nifty
Historical option data for NIFTY
02 Apr 2026 04:10 PM IST
| NIFTY 07-Apr-2026 (4d) 23550 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.09
Vega: 4.21
Theta: -9.8
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 22713.10 | 23.2 | -28.2 | 22.02 | 2,07,996 | 4,965 | 12,582 | |||||||||
| 1 Apr | 22679.40 | 53.45 | 5.3 | 25.31 | 2,27,613 | 3,302 | 7,617 | |||||||||
| 30 Mar | 22331.40 | 52 | -127.8 | 27.42 | 26,641 | 3,151 | 4,315 | |||||||||
|
|
||||||||||||||||
| 27 Mar | 22819.60 | 171.95 | -156.6 | 25.98 | 4,806 | 391 | 1,164 | |||||||||
| 25 Mar | 23306.45 | 329.35 | 106.6 | 23 | 5,258 | 241 | 773 | |||||||||
| 24 Mar | 22912.40 | 242 | 75.15 | 24.77 | 778 | 31 | 532 | |||||||||
| 23 Mar | 22512.65 | 163.8 | -119.95 | 27.2 | 1,132 | 250 | 501 | |||||||||
| 20 Mar | 23114.50 | 283 | 25.4 | 20.15 | 491 | -48 | 251 | |||||||||
| 19 Mar | 23002.15 | 285.1 | -268.15 | 20.45 | 605 | 244 | 299 | |||||||||
| 18 Mar | 23777.80 | 553.25 | 53.15 | 16.16 | 209 | -99 | 55 | |||||||||
| 17 Mar | 23581.15 | 488.95 | 35.65 | 18.38 | 247 | 8 | 154 | |||||||||
| 16 Mar | 23408.80 | 429 | 15.15 | 19.85 | 383 | -138 | 146 | |||||||||
| 13 Mar | 23151.10 | 413.85 | -258.95 | 21.23 | 316 | 284 | 284 | |||||||||
| 12 Mar | 23639.15 | 672.8 | -836.95 | 21.33 | 1 | 0 | 0 | |||||||||
| 11 Mar | 23866.85 | 1509.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 24261.60 | 1509.75 | 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 23550 expiring on 07APR2026
Delta for 23550 CE is 0.09
Historical price for 23550 CE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 23.2, which was -28.2 lower than the previous day. The implied volatity was 22.02, the open interest changed by 4965 which increased total open position to 12582
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 53.45, which was 5.3 higher than the previous day. The implied volatity was 25.31, the open interest changed by 3302 which increased total open position to 7617
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 52, which was -127.8 lower than the previous day. The implied volatity was 27.42, the open interest changed by 3151 which increased total open position to 4315
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 171.95, which was -156.6 lower than the previous day. The implied volatity was 25.98, the open interest changed by 391 which increased total open position to 1164
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 329.35, which was 106.6 higher than the previous day. The implied volatity was 23, the open interest changed by 241 which increased total open position to 773
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 242, which was 75.15 higher than the previous day. The implied volatity was 24.77, the open interest changed by 31 which increased total open position to 532
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 163.8, which was -119.95 lower than the previous day. The implied volatity was 27.2, the open interest changed by 250 which increased total open position to 501
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 283, which was 25.4 higher than the previous day. The implied volatity was 20.15, the open interest changed by -48 which decreased total open position to 251
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 285.1, which was -268.15 lower than the previous day. The implied volatity was 20.45, the open interest changed by 244 which increased total open position to 299
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 553.25, which was 53.15 higher than the previous day. The implied volatity was 16.16, the open interest changed by -99 which decreased total open position to 55
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 488.95, which was 35.65 higher than the previous day. The implied volatity was 18.38, the open interest changed by 8 which increased total open position to 154
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 429, which was 15.15 higher than the previous day. The implied volatity was 19.85, the open interest changed by -138 which decreased total open position to 146
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 413.85, which was -258.95 lower than the previous day. The implied volatity was 21.23, the open interest changed by 284 which increased total open position to 284
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 672.8, which was -836.95 lower than the previous day. The implied volatity was 21.33, 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 1509.75, 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 1509.75, 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 (4d) 23550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.8
Vega: 7.36
Theta: -20.22
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 22713.10 | 915.95 | 48.55 | 34.59 | 502 | -138 | 539 |
| 1 Apr | 22679.40 | 865.8 | -325.8 | 25.67 | 910 | -28 | 677 |
| 30 Mar | 22331.40 | 1184.85 | 300.25 | 29.41 | 363 | 169 | 705 |
| 27 Mar | 22819.60 | 891.45 | 343.8 | 31.62 | 758 | 255 | 536 |
| 25 Mar | 23306.45 | 533 | -272 | 25.56 | 1,103 | 145 | 281 |
| 24 Mar | 22912.40 | 800 | -397.15 | 28.17 | 4 | 0 | 136 |
| 23 Mar | 22512.65 | 1197.15 | 543.35 | 32.24 | 97 | -44 | 136 |
| 20 Mar | 23114.50 | 655.05 | -39.25 | 23.8 | 37 | -4 | 180 |
| 19 Mar | 23002.15 | 664.6 | 370.4 | 22.54 | 554 | -41 | 184 |
| 18 Mar | 23777.80 | 292.5 | -97.05 | 20.11 | 465 | -7 | 225 |
| 17 Mar | 23581.15 | 390.1 | -151.15 | 20.4 | 471 | 98 | 232 |
| 16 Mar | 23408.80 | 559.2 | -135 | 23.27 | 340 | -65 | 134 |
| 13 Mar | 23151.10 | 703.5 | 661.6 | 24.18 | 232 | 199 | 199 |
| 12 Mar | 23639.15 | 41.9 | 0 | 1.03 | 0 | 0 | 0 |
| 11 Mar | 23866.85 | 41.9 | 0 | 1.84 | 0 | 0 | 0 |
| 10 Mar | 24261.60 | 41.9 | 0 | 3.25 | 0 | 0 | 0 |
| 9 Mar | 24028.05 | 41.9 | 0 | 2.27 | 0 | 0 | 0 |
| 6 Mar | 24450.45 | 41.9 | 0 | 3.69 | 0 | 0 | 0 |
| 5 Mar | 24765.90 | 41.9 | 0 | 4.46 | 0 | 0 | 0 |
| 4 Mar | 24480.50 | 41.9 | 0 | 3.65 | 0 | 0 | 0 |
For Nifty - strike price 23550 expiring on 07APR2026
Delta for 23550 PE is -0.8
Historical price for 23550 PE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 915.95, which was 48.55 higher than the previous day. The implied volatity was 34.59, the open interest changed by -138 which decreased total open position to 539
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 865.8, which was -325.8 lower than the previous day. The implied volatity was 25.67, the open interest changed by -28 which decreased total open position to 677
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1184.85, which was 300.25 higher than the previous day. The implied volatity was 29.41, the open interest changed by 169 which increased total open position to 705
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 891.45, which was 343.8 higher than the previous day. The implied volatity was 31.62, the open interest changed by 255 which increased total open position to 536
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 533, which was -272 lower than the previous day. The implied volatity was 25.56, the open interest changed by 145 which increased total open position to 281
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 800, which was -397.15 lower than the previous day. The implied volatity was 28.17, the open interest changed by 0 which decreased total open position to 136
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1197.15, which was 543.35 higher than the previous day. The implied volatity was 32.24, the open interest changed by -44 which decreased total open position to 136
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 655.05, which was -39.25 lower than the previous day. The implied volatity was 23.8, the open interest changed by -4 which decreased total open position to 180
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 664.6, which was 370.4 higher than the previous day. The implied volatity was 22.54, the open interest changed by -41 which decreased total open position to 184
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 292.5, which was -97.05 lower than the previous day. The implied volatity was 20.11, the open interest changed by -7 which decreased total open position to 225
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 390.1, which was -151.15 lower than the previous day. The implied volatity was 20.4, the open interest changed by 98 which increased total open position to 232
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 559.2, which was -135 lower than the previous day. The implied volatity was 23.27, the open interest changed by -65 which decreased total open position to 134
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 703.5, which was 661.6 higher than the previous day. The implied volatity was 24.18, the open interest changed by 199 which increased total open position to 199
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 41.9, which was 0 lower than the previous day. The implied volatity was 1.03, 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 41.9, which was 0 lower than the previous day. The implied volatity was 1.84, 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 41.9, which was 0 lower than the previous day. The implied volatity was 3.25, 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 41.9, which was 0 lower than the previous day. The implied volatity was 2.27, 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 41.9, which was 0 lower than the previous day. The implied volatity was 3.69, 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 41.9, which was 0 lower than the previous day. The implied volatity was 4.46, 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 41.9, which was 0 lower than the previous day. The implied volatity was 3.65, the open interest changed by 0 which decreased total open position to 0
