NIFTY
Nifty
Historical option data for NIFTY
16 Apr 2026 04:11 PM IST
| NIFTY 21-Apr-2026 (5d) 23600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.96
Vega: 0.02
Theta: -2.72
Gamma: 0.00023
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Apr | 24196.75 | 602.8 | -75.90000000000009 | 11.49 | 6,866 | -524 | 3,602 | |||||||||
| 15 Apr | 24231.30 | 663.05 | 215.99999999999994 | 17.39 | 14,928 | -5,310 | 4,233 | |||||||||
| 13 Apr | 23842.65 | 435.5 | -170.79999999999995 | 20.64 | 1,09,463 | 8,844 | 10,021 | |||||||||
| 10 Apr | 24050.60 | 609.5 | 124.10000000000002 | 18.2 | 3,139 | -40 | 1,186 | |||||||||
| 9 Apr | 23775.10 | 489 | -129.5 | 21.65 | 3,435 | 531 | 1,226 | |||||||||
| 8 Apr | 23997.35 | 632.05 | 379.15 | 18.16 | 1,989 | 73 | 695 | |||||||||
|
|
||||||||||||||||
| 7 Apr | 23123.65 | 265 | 13.85 | 23.51 | 1,165 | 226 | 622 | |||||||||
| 6 Apr | 22968.25 | 255 | 68.3 | 25.47 | 859 | 220 | 396 | |||||||||
| 2 Apr | 22713.10 | 180.85 | -32.6 | 22.41 | 433 | -32 | 176 | |||||||||
| 1 Apr | 22679.40 | 215.95 | 14.5 | 23.72 | 223 | 70 | 208 | |||||||||
| 30 Mar | 22331.40 | 212.35 | -143.35 | 26.95 | 57 | 10 | 138 | |||||||||
| 27 Mar | 22819.60 | 353.15 | -137.75 | 25.14 | 190 | 67 | 128 | |||||||||
| 25 Mar | 23306.45 | 494.1 | 109.95 | 21.8 | 121 | 24 | 61 | |||||||||
| 24 Mar | 22912.40 | 384.15 | 71.9 | 22.89 | 9 | -10 | 37 | |||||||||
| 23 Mar | 22512.65 | 312.25 | -122.75 | 26.15 | 38 | -4 | 47 | |||||||||
| 20 Mar | 23114.50 | 435 | 52.85 | 20.2 | 13 | 0 | 51 | |||||||||
| 19 Mar | 23002.15 | 428.15 | -275 | 21.62 | 63 | -4 | 51 | |||||||||
| 18 Mar | 23777.80 | 703.15 | 190.1 | 17 | 63 | 55 | 55 | |||||||||
For Nifty - strike price 23600 expiring on 21APR2026
Delta for 23600 CE is 0.96
Historical price for 23600 CE is as follows
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 602.8, which was -75.90000000000009 lower than the previous day. The implied volatity was 11.49, the open interest changed by -524 which decreased total open position to 3602
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 663.05, which was 215.99999999999994 higher than the previous day. The implied volatity was 17.39, the open interest changed by -5310 which decreased total open position to 4233
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 435.5, which was -170.79999999999995 lower than the previous day. The implied volatity was 20.64, the open interest changed by 8844 which increased total open position to 10021
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 609.5, which was 124.10000000000002 higher than the previous day. The implied volatity was 18.2, the open interest changed by -40 which decreased total open position to 1186
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 489, which was -129.5 lower than the previous day. The implied volatity was 21.65, the open interest changed by 531 which increased total open position to 1226
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 632.05, which was 379.15 higher than the previous day. The implied volatity was 18.16, the open interest changed by 73 which increased total open position to 695
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 265, which was 13.85 higher than the previous day. The implied volatity was 23.51, the open interest changed by 226 which increased total open position to 622
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 255, which was 68.3 higher than the previous day. The implied volatity was 25.47, the open interest changed by 220 which increased total open position to 396
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 180.85, which was -32.6 lower than the previous day. The implied volatity was 22.41, the open interest changed by -32 which decreased total open position to 176
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 215.95, which was 14.5 higher than the previous day. The implied volatity was 23.72, the open interest changed by 70 which increased total open position to 208
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 212.35, which was -143.35 lower than the previous day. The implied volatity was 26.95, the open interest changed by 10 which increased total open position to 138
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 353.15, which was -137.75 lower than the previous day. The implied volatity was 25.14, the open interest changed by 67 which increased total open position to 128
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 494.1, which was 109.95 higher than the previous day. The implied volatity was 21.8, the open interest changed by 24 which increased total open position to 61
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 384.15, which was 71.9 higher than the previous day. The implied volatity was 22.89, the open interest changed by -10 which decreased total open position to 37
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 312.25, which was -122.75 lower than the previous day. The implied volatity was 26.15, the open interest changed by -4 which decreased total open position to 47
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 435, which was 52.85 higher than the previous day. The implied volatity was 20.2, the open interest changed by 0 which decreased total open position to 51
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 428.15, which was -275 lower than the previous day. The implied volatity was 21.62, the open interest changed by -4 which decreased total open position to 51
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 703.15, which was 190.1 higher than the previous day. The implied volatity was 17, the open interest changed by 55 which increased total open position to 55
| NIFTY 21-Apr-2026 (5d) 23600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 0.06
Theta: -7.74
Gamma: 0.00038
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Apr | 24196.75 | 34.4 | -20.200000000000003 | 18.55 | 4,96,549 | 6,089 | 44,788 |
| 15 Apr | 24231.30 | 55.6 | -146.45000000000002 | 20.51 | 3,74,819 | 18,709 | 39,269 |
| 13 Apr | 23842.65 | 199.95 | 68.25 | 21.76 | 1,83,793 | 16,515 | 20,613 |
| 10 Apr | 24050.60 | 130.2 | -117 | 18.94 | 21,243 | 1,747 | 4,117 |
| 9 Apr | 23775.10 | 249.15 | 64.20000000000002 | 19.75 | 12,410 | 1,236 | 2,587 |
| 8 Apr | 23997.35 | 171.65 | -877.95 | 20.57 | 5,157 | 1,322 | 1,365 |
| 7 Apr | 23123.65 | 1049.6 | 18.35 | - | 0 | 1 | 43 |
| 6 Apr | 22968.25 | 1049.6 | 18.35 | 39.68 | 12 | 0 | 42 |
| 2 Apr | 22713.10 | 1031.25 | 124.45 | - | 0 | 0 | 42 |
| 1 Apr | 22679.40 | 1031.25 | 124.45 | 26.21 | 8 | -1 | 42 |
| 30 Mar | 22331.40 | 906.8 | 208.05 | 36914200000000 | 3 | 0 | 43 |
| 27 Mar | 22819.60 | 698.75 | -37.35 | - | 0 | 3 | 43 |
| 25 Mar | 23306.45 | 698.75 | -37.35 | 25.11 | 63 | 23 | 40 |
| 24 Mar | 22912.40 | 736.1 | -138.85 | - | 0 | 0 | 17 |
| 23 Mar | 22512.65 | 736.1 | -138.85 | - | 0 | 4 | 17 |
| 20 Mar | 23114.50 | 736.1 | -138.85 | 21.75 | 11 | 10 | 13 |
| 19 Mar | 23002.15 | 874.95 | 470.8 | 23.7 | 30 | -5 | 3 |
| 18 Mar | 23777.80 | 404.15 | 30.6 | 20.05 | 9 | 8 | 8 |
For Nifty - strike price 23600 expiring on 21APR2026
Delta for 23600 PE is -0.13
Historical price for 23600 PE is as follows
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 34.4, which was -20.200000000000003 lower than the previous day. The implied volatity was 18.55, the open interest changed by 6089 which increased total open position to 44788
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 55.6, which was -146.45000000000002 lower than the previous day. The implied volatity was 20.51, the open interest changed by 18709 which increased total open position to 39269
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 199.95, which was 68.25 higher than the previous day. The implied volatity was 21.76, the open interest changed by 16515 which increased total open position to 20613
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 130.2, which was -117 lower than the previous day. The implied volatity was 18.94, the open interest changed by 1747 which increased total open position to 4117
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 249.15, which was 64.20000000000002 higher than the previous day. The implied volatity was 19.75, the open interest changed by 1236 which increased total open position to 2587
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 171.65, which was -877.95 lower than the previous day. The implied volatity was 20.57, the open interest changed by 1322 which increased total open position to 1365
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1049.6, which was 18.35 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 43
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1049.6, which was 18.35 higher than the previous day. The implied volatity was 39.68, the open interest changed by 0 which decreased total open position to 42
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1031.25, which was 124.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1031.25, which was 124.45 higher than the previous day. The implied volatity was 26.21, the open interest changed by -1 which decreased total open position to 42
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 906.8, which was 208.05 higher than the previous day. The implied volatity was 36914200000000, the open interest changed by 0 which decreased total open position to 43
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 698.75, which was -37.35 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 43
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 698.75, which was -37.35 lower than the previous day. The implied volatity was 25.11, the open interest changed by 23 which increased total open position to 40
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 736.1, which was -138.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 736.1, which was -138.85 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 17
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 736.1, which was -138.85 lower than the previous day. The implied volatity was 21.75, the open interest changed by 10 which increased total open position to 13
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 874.95, which was 470.8 higher than the previous day. The implied volatity was 23.7, the open interest changed by -5 which decreased total open position to 3
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 404.15, which was 30.6 higher than the previous day. The implied volatity was 20.05, the open interest changed by 8 which increased total open position to 8
