NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2026 04:10 PM IST
| NIFTY 07-Apr-2026 (6d) 23650 CE | ||||||||||||||||
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Delta: 0.12
Vega: 5.7
Theta: -12.75
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Apr | 22679.40 | 41.4 | 3.6 | 25.34 | 1,95,383 | 4,784 | 6,985 | |||||||||
| 30 Mar | 22331.40 | 48.9 | -104.25 | 28.59 | 16,387 | 274 | 2,201 | |||||||||
| 27 Mar | 22819.60 | 146.05 | -137.25 | 25.83 | 5,582 | 1,293 | 1,927 | |||||||||
| 25 Mar | 23306.45 | 283.9 | 91.95 | 22.63 | 4,519 | 77 | 634 | |||||||||
| 24 Mar | 22912.40 | 203.5 | 59.85 | 24.24 | 1,007 | 293 | 557 | |||||||||
| 23 Mar | 22512.65 | 139.3 | -104.75 | 26.9 | 817 | -38 | 264 | |||||||||
| 20 Mar | 23114.50 | 241.75 | 28.75 | 19.87 | 322 | 44 | 302 | |||||||||
| 19 Mar | 23002.15 | 241.1 | -241.25 | 19.99 | 435 | 144 | 258 | |||||||||
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| 18 Mar | 23777.80 | 490.75 | 50.3 | 16.12 | 408 | -67 | 114 | |||||||||
| 17 Mar | 23581.15 | 436.95 | 36.2 | 18.4 | 238 | 83 | 181 | |||||||||
| 16 Mar | 23408.80 | 386.75 | 21.5 | 19.98 | 330 | -59 | 98 | |||||||||
| 13 Mar | 23151.10 | 365 | -232.6 | 20.87 | 120 | 97 | 157 | |||||||||
| 12 Mar | 23639.15 | 591.7 | -828.3 | 20.27 | 79 | 60 | 60 | |||||||||
| 11 Mar | 23866.85 | 1420 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 24261.60 | 1420 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 24028.05 | 1420 | 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 23650 expiring on 07APR2026
Delta for 23650 CE is 0.12
Historical price for 23650 CE is as follows
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 41.4, which was 3.6 higher than the previous day. The implied volatity was 25.34, the open interest changed by 4784 which increased total open position to 6985
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 48.9, which was -104.25 lower than the previous day. The implied volatity was 28.59, the open interest changed by 274 which increased total open position to 2201
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 146.05, which was -137.25 lower than the previous day. The implied volatity was 25.83, the open interest changed by 1293 which increased total open position to 1927
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 283.9, which was 91.95 higher than the previous day. The implied volatity was 22.63, the open interest changed by 77 which increased total open position to 634
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 203.5, which was 59.85 higher than the previous day. The implied volatity was 24.24, the open interest changed by 293 which increased total open position to 557
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 139.3, which was -104.75 lower than the previous day. The implied volatity was 26.9, the open interest changed by -38 which decreased total open position to 264
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 241.75, which was 28.75 higher than the previous day. The implied volatity was 19.87, the open interest changed by 44 which increased total open position to 302
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 241.1, which was -241.25 lower than the previous day. The implied volatity was 19.99, the open interest changed by 144 which increased total open position to 258
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 490.75, which was 50.3 higher than the previous day. The implied volatity was 16.12, the open interest changed by -67 which decreased total open position to 114
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 436.95, which was 36.2 higher than the previous day. The implied volatity was 18.4, the open interest changed by 83 which increased total open position to 181
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 386.75, which was 21.5 higher than the previous day. The implied volatity was 19.98, the open interest changed by -59 which decreased total open position to 98
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 365, which was -232.6 lower than the previous day. The implied volatity was 20.87, the open interest changed by 97 which increased total open position to 157
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 591.7, which was -828.3 lower than the previous day. The implied volatity was 20.27, the open interest changed by 60 which increased total open position to 60
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1420, 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 1420, 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 1420, 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 (6d) 23650 PE | |||||||
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Delta: -0.87
Vega: 6.22
Theta: -8.32
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Apr | 22679.40 | 961.05 | -317.3 | 26.99 | 513 | 37 | 164 |
| 30 Mar | 22331.40 | 1274.75 | 305.05 | 29.69 | 69 | -22 | 127 |
| 27 Mar | 22819.60 | 971.05 | 363.6 | 32.22 | 71 | -5 | 149 |
| 25 Mar | 23306.45 | 595.5 | -284.05 | 25.69 | 288 | -16 | 154 |
| 24 Mar | 22912.40 | 879.55 | -263.15 | 28.88 | 112 | -31 | 170 |
| 23 Mar | 22512.65 | 1142.7 | 451 | 22.25 | 18 | -16 | 201 |
| 20 Mar | 23114.50 | 695.3 | -79.75 | 22.7 | 15 | -2 | 217 |
| 19 Mar | 23002.15 | 722.45 | 399.2 | 22.27 | 466 | -39 | 219 |
| 18 Mar | 23777.80 | 323.1 | -107.2 | 19.66 | 332 | 23 | 258 |
| 17 Mar | 23581.15 | 426.65 | -169.25 | 19.92 | 471 | 179 | 235 |
| 16 Mar | 23408.80 | 595.9 | -163.05 | 22.51 | 197 | -49 | 56 |
| 13 Mar | 23151.10 | 756.45 | 292.45 | 23.97 | 141 | 105 | 105 |
| 12 Mar | 23639.15 | 473.6 | 422.1 | 21.9 | 32 | 0 | 0 |
| 11 Mar | 23866.85 | 51.5 | 0 | 1.46 | 0 | 0 | 0 |
| 10 Mar | 24261.60 | 51.5 | 0 | 2.9 | 0 | 0 | 0 |
| 9 Mar | 24028.05 | 51.5 | 0 | 2.02 | 0 | 0 | 0 |
| 6 Mar | 24450.45 | 51.5 | 0 | 3.37 | 0 | 0 | 0 |
| 5 Mar | 24765.90 | 51.5 | 0 | 4.15 | 0 | 0 | 0 |
| 4 Mar | 24480.50 | 51.5 | 0 | 3.34 | 0 | 0 | 0 |
For Nifty - strike price 23650 expiring on 07APR2026
Delta for 23650 PE is -0.87
Historical price for 23650 PE is as follows
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 961.05, which was -317.3 lower than the previous day. The implied volatity was 26.99, the open interest changed by 37 which increased total open position to 164
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1274.75, which was 305.05 higher than the previous day. The implied volatity was 29.69, the open interest changed by -22 which decreased total open position to 127
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 971.05, which was 363.6 higher than the previous day. The implied volatity was 32.22, the open interest changed by -5 which decreased total open position to 149
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 595.5, which was -284.05 lower than the previous day. The implied volatity was 25.69, the open interest changed by -16 which decreased total open position to 154
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 879.55, which was -263.15 lower than the previous day. The implied volatity was 28.88, the open interest changed by -31 which decreased total open position to 170
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1142.7, which was 451 higher than the previous day. The implied volatity was 22.25, the open interest changed by -16 which decreased total open position to 201
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 695.3, which was -79.75 lower than the previous day. The implied volatity was 22.7, the open interest changed by -2 which decreased total open position to 217
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 722.45, which was 399.2 higher than the previous day. The implied volatity was 22.27, the open interest changed by -39 which decreased total open position to 219
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 323.1, which was -107.2 lower than the previous day. The implied volatity was 19.66, the open interest changed by 23 which increased total open position to 258
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 426.65, which was -169.25 lower than the previous day. The implied volatity was 19.92, the open interest changed by 179 which increased total open position to 235
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 595.9, which was -163.05 lower than the previous day. The implied volatity was 22.51, the open interest changed by -49 which decreased total open position to 56
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 756.45, which was 292.45 higher than the previous day. The implied volatity was 23.97, the open interest changed by 105 which increased total open position to 105
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 473.6, which was 422.1 higher than the previous day. The implied volatity was 21.9, 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 51.5, which was 0 lower than the previous day. The implied volatity was 1.46, 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 51.5, which was 0 lower than the previous day. The implied volatity was 2.9, 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 51.5, which was 0 lower than the previous day. The implied volatity was 2.02, 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 51.5, which was 0 lower than the previous day. The implied volatity was 3.37, 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 51.5, which was 0 lower than the previous day. The implied volatity was 4.15, 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 51.5, which was 0 lower than the previous day. The implied volatity was 3.34, the open interest changed by 0 which decreased total open position to 0
