NIFTY
Nifty
Historical option data for NIFTY
15 Apr 2026 11:10 AM IST
| NIFTY 21-Apr-2026 (6d) 23650 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.82
Vega: 0.09
Theta: -13.99
Gamma: 0.00042
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Apr | 24187.70 | 624.3 | 209.19999999999993 | 19.74 | 3,240 | -794 | 1,923 | |||||||||
| 13 Apr | 23842.65 | 410 | -158.39999999999998 | 21.19 | 37,206 | 2,637 | 2,873 | |||||||||
| 10 Apr | 24050.60 | 573.7 | 120.35000000000002 | 17.74 | 556 | 21 | 237 | |||||||||
| 9 Apr | 23775.10 | 458 | -125.35000000000002 | 21.47 | 668 | 59 | 217 | |||||||||
| 8 Apr | 23997.35 | 590 | 103.4 | 17.77 | 265 | 161 | 161 | |||||||||
| 7 Apr | 23123.65 | 486.6 | 0 | 2.32 | 0 | 0 | 0 | |||||||||
| 6 Apr | 22968.25 | 486.6 | 0 | 3.12 | 0 | 0 | 0 | |||||||||
| 2 Apr | 22713.10 | 486.6 | 0 | 3.65 | 0 | 0 | 0 | |||||||||
| 1 Apr | 22679.40 | 486.6 | 0 | 3.53 | 0 | 0 | 0 | |||||||||
| 30 Mar | 22331.40 | 486.6 | 0 | 4.61 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 27 Mar | 22819.60 | 486.6 | 0 | 2.66 | 0 | 0 | 0 | |||||||||
| 25 Mar | 23306.45 | 486.6 | 0 | 0.68 | 0 | 0 | 0 | |||||||||
| 24 Mar | 22912.40 | 486.6 | 0 | 1.99 | 0 | 0 | 0 | |||||||||
| 23 Mar | 22512.65 | 486.6 | 0 | 3.48 | 0 | 0 | 0 | |||||||||
| 20 Mar | 23114.50 | 486.6 | 0 | 1.12 | 0 | 0 | 0 | |||||||||
| 19 Mar | 23002.15 | 486.6 | 0 | 1.24 | 0 | 0 | 0 | |||||||||
| 18 Mar | 23777.80 | 486.6 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23650 expiring on 21APR2026
Delta for 23650 CE is 0.82
Historical price for 23650 CE is as follows
On 15 Apr NIFTY was trading at 24187.70. The strike last trading price was 624.3, which was 209.19999999999993 higher than the previous day. The implied volatity was 19.74, the open interest changed by -794 which decreased total open position to 1923
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 410, which was -158.39999999999998 lower than the previous day. The implied volatity was 21.19, the open interest changed by 2637 which increased total open position to 2873
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 573.7, which was 120.35000000000002 higher than the previous day. The implied volatity was 17.74, the open interest changed by 21 which increased total open position to 237
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 458, which was -125.35000000000002 lower than the previous day. The implied volatity was 21.47, the open interest changed by 59 which increased total open position to 217
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 590, which was 103.4 higher than the previous day. The implied volatity was 17.77, the open interest changed by 161 which increased total open position to 161
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 486.6, which was 0 lower than the previous day. The implied volatity was 2.32, the open interest changed by 0 which decreased total open position to 0
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 486.6, which was 0 lower than the previous day. The implied volatity was 3.12, the open interest changed by 0 which decreased total open position to 0
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 486.6, 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
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 486.6, which was 0 lower than the previous day. The implied volatity was 3.53, the open interest changed by 0 which decreased total open position to 0
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 486.6, which was 0 lower than the previous day. The implied volatity was 4.61, the open interest changed by 0 which decreased total open position to 0
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 486.6, which was 0 lower than the previous day. The implied volatity was 2.66, the open interest changed by 0 which decreased total open position to 0
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 486.6, which was 0 lower than the previous day. The implied volatity was 0.68, the open interest changed by 0 which decreased total open position to 0
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 486.6, which was 0 lower than the previous day. The implied volatity was 1.99, the open interest changed by 0 which decreased total open position to 0
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 486.6, which was 0 lower than the previous day. The implied volatity was 3.48, the open interest changed by 0 which decreased total open position to 0
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 486.6, which was 0 lower than the previous day. The implied volatity was 1.12, the open interest changed by 0 which decreased total open position to 0
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 486.6, which was 0 lower than the previous day. The implied volatity was 1.24, 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 486.6, 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 (6d) 23650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.19
Vega: 0.09
Theta: -10.9
Gamma: 0.00041
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Apr | 24187.70 | 68.1 | -149.05 | 20.15 | 70,459 | 6,854 | 12,129 |
| 13 Apr | 23842.65 | 216.7 | 73.5 | 21.29 | 53,767 | 4,834 | 5,779 |
| 10 Apr | 24050.60 | 144.8 | -120.89999999999998 | 18.98 | 7,071 | -16 | 957 |
| 9 Apr | 23775.10 | 268.5 | 70.4 | 19.76 | 3,391 | 414 | 973 |
| 8 Apr | 23997.35 | 181.75 | -215.05 | 20.21 | 1,505 | 564 | 564 |
| 7 Apr | 23123.65 | 396.8 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 22968.25 | 396.8 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 22713.10 | 396.8 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 22679.40 | 396.8 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 22331.40 | 396.8 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 22819.60 | 396.8 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 23306.45 | 396.8 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 22912.40 | 396.8 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 22512.65 | 396.8 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 23114.50 | 396.8 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 23002.15 | 396.8 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 23777.80 | 396.8 | 0 | 1.16 | 0 | 0 | 0 |
For Nifty - strike price 23650 expiring on 21APR2026
Delta for 23650 PE is -0.19
Historical price for 23650 PE is as follows
On 15 Apr NIFTY was trading at 24187.70. The strike last trading price was 68.1, which was -149.05 lower than the previous day. The implied volatity was 20.15, the open interest changed by 6854 which increased total open position to 12129
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 216.7, which was 73.5 higher than the previous day. The implied volatity was 21.29, the open interest changed by 4834 which increased total open position to 5779
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 144.8, which was -120.89999999999998 lower than the previous day. The implied volatity was 18.98, the open interest changed by -16 which decreased total open position to 957
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 268.5, which was 70.4 higher than the previous day. The implied volatity was 19.76, the open interest changed by 414 which increased total open position to 973
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 181.75, which was -215.05 lower than the previous day. The implied volatity was 20.21, the open interest changed by 564 which increased total open position to 564
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 396.8, 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 Apr NIFTY was trading at 22968.25. The strike last trading price was 396.8, 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 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 396.8, 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 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 396.8, 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 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 396.8, 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 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 396.8, 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 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 396.8, 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 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 396.8, 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 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 396.8, 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 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 396.8, 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 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 396.8, 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 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 396.8, which was 0 lower than the previous day. The implied volatity was 1.16, the open interest changed by 0 which decreased total open position to 0
