NIFTY
Nifty
Historical option data for NIFTY
02 Apr 2026 04:10 PM IST
| NIFTY 07-Apr-2026 (3d) 23750 CE | ||||||||||||||||
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Delta: 0.05
Vega: 2.77
Theta: -6.59
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 2 Apr | 22713.10 | 12.65 | -18.15 | 22.67 | 1,56,904 | 4,577 | 15,344 | |||||||||
| 1 Apr | 22679.40 | 32.2 | 0.85 | 25.48 | 1,62,765 | 7,937 | 10,767 | |||||||||
| 30 Mar | 22331.40 | 33.25 | -94.35 | 27.37 | 15,666 | 1,446 | 2,830 | |||||||||
| 27 Mar | 22819.60 | 125.45 | -118.15 | 25.97 | 3,761 | 260 | 1,384 | |||||||||
| 25 Mar | 23306.45 | 246.05 | 85.5 | 22.64 | 6,362 | 714 | 1,124 | |||||||||
| 24 Mar | 22912.40 | 173.95 | 51.9 | 24.05 | 1,630 | 155 | 410 | |||||||||
| 23 Mar | 22512.65 | 119.7 | -91.15 | 26.76 | 1,415 | -312 | 255 | |||||||||
| 20 Mar | 23114.50 | 203.55 | 15.25 | 19.54 | 749 | 146 | 567 | |||||||||
| 19 Mar | 23002.15 | 206.45 | -215.4 | 19.82 | 1,485 | 89 | 421 | |||||||||
| 18 Mar | 23777.80 | 425.7 | 49.85 | 15.78 | 850 | 60 | 332 | |||||||||
| 17 Mar | 23581.15 | 374.45 | 22.6 | 17.78 | 232 | 55 | 272 | |||||||||
| 16 Mar | 23408.80 | 341.8 | -8 | 19.84 | 303 | 45 | 217 | |||||||||
| 13 Mar | 23151.10 | 349.8 | -180.85 | 21.83 | 312 | 89 | 172 | |||||||||
| 12 Mar | 23639.15 | 523.55 | -151.95 | 19.63 | 121 | 82 | 83 | |||||||||
| 11 Mar | 23866.85 | 663.25 | -668.75 | 20.03 | 49 | 1 | 1 | |||||||||
| 10 Mar | 24261.60 | 1332 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 24028.05 | 1332 | 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 23750 expiring on 07APR2026
Delta for 23750 CE is 0.05
Historical price for 23750 CE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 12.65, which was -18.15 lower than the previous day. The implied volatity was 22.67, the open interest changed by 4577 which increased total open position to 15344
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 32.2, which was 0.85 higher than the previous day. The implied volatity was 25.48, the open interest changed by 7937 which increased total open position to 10767
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 33.25, which was -94.35 lower than the previous day. The implied volatity was 27.37, the open interest changed by 1446 which increased total open position to 2830
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 125.45, which was -118.15 lower than the previous day. The implied volatity was 25.97, the open interest changed by 260 which increased total open position to 1384
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 246.05, which was 85.5 higher than the previous day. The implied volatity was 22.64, the open interest changed by 714 which increased total open position to 1124
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 173.95, which was 51.9 higher than the previous day. The implied volatity was 24.05, the open interest changed by 155 which increased total open position to 410
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 119.7, which was -91.15 lower than the previous day. The implied volatity was 26.76, the open interest changed by -312 which decreased total open position to 255
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 203.55, which was 15.25 higher than the previous day. The implied volatity was 19.54, the open interest changed by 146 which increased total open position to 567
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 206.45, which was -215.4 lower than the previous day. The implied volatity was 19.82, the open interest changed by 89 which increased total open position to 421
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 425.7, which was 49.85 higher than the previous day. The implied volatity was 15.78, the open interest changed by 60 which increased total open position to 332
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 374.45, which was 22.6 higher than the previous day. The implied volatity was 17.78, the open interest changed by 55 which increased total open position to 272
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 341.8, which was -8 lower than the previous day. The implied volatity was 19.84, the open interest changed by 45 which increased total open position to 217
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 349.8, which was -180.85 lower than the previous day. The implied volatity was 21.83, the open interest changed by 89 which increased total open position to 172
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 523.55, which was -151.95 lower than the previous day. The implied volatity was 19.63, the open interest changed by 82 which increased total open position to 83
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 663.25, which was -668.75 lower than the previous day. The implied volatity was 20.03, the open interest changed by 1 which increased total open position to 1
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1332, 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 1332, 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) 23750 PE | |||||||
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Delta: -0.86
Vega: 5.89
Theta: -14.35
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 22713.10 | 1080 | 29.25 | 33.94 | 49 | 7 | 234 |
| 1 Apr | 22679.40 | 1052.6 | -312.3 | 27.54 | 352 | 10 | 227 |
| 30 Mar | 22331.40 | 1366.15 | 285.85 | 29.97 | 262 | 126 | 217 |
| 27 Mar | 22819.60 | 1080.3 | 419.45 | 34.91 | 43 | -5 | 91 |
| 25 Mar | 23306.45 | 660 | -307.75 | 25.87 | 179 | 43 | 96 |
| 24 Mar | 22912.40 | 967.75 | -247.7 | 30.05 | 1 | -1 | 53 |
| 23 Mar | 22512.65 | 1215.45 | 454.85 | 20.89 | 6 | -2 | 54 |
| 20 Mar | 23114.50 | 760.45 | -100.75 | 22.69 | 6 | 0 | 56 |
| 19 Mar | 23002.15 | 717.7 | 367.05 | 18.48 | 536 | -205 | 56 |
| 18 Mar | 23777.80 | 356.05 | -105.25 | 19.17 | 815 | 73 | 261 |
| 17 Mar | 23581.15 | 471.7 | -297.95 | 19.66 | 179 | 133 | 188 |
| 16 Mar | 23408.80 | 769.65 | -64.85 | 27.67 | 55 | -37 | 55 |
| 13 Mar | 23151.10 | 834.5 | 338.7 | 24.72 | 95 | -88 | 92 |
| 12 Mar | 23639.15 | 495.8 | 432.95 | 20.84 | 241 | 180 | 180 |
| 11 Mar | 23866.85 | 62.85 | 0 | 1.07 | 0 | 0 | 0 |
| 10 Mar | 24261.60 | 62.85 | 0 | 2.55 | 0 | 0 | 0 |
| 9 Mar | 24028.05 | 62.85 | 0 | 1.66 | 0 | 0 | 0 |
| 6 Mar | 24450.45 | 62.85 | 0 | 3.05 | 0 | 0 | 0 |
| 5 Mar | 24765.90 | 62.85 | 0 | 3.84 | 0 | 0 | 0 |
| 4 Mar | 24480.50 | 62.85 | 0 | 3.02 | 0 | 0 | 0 |
For Nifty - strike price 23750 expiring on 07APR2026
Delta for 23750 PE is -0.86
Historical price for 23750 PE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1080, which was 29.25 higher than the previous day. The implied volatity was 33.94, the open interest changed by 7 which increased total open position to 234
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1052.6, which was -312.3 lower than the previous day. The implied volatity was 27.54, the open interest changed by 10 which increased total open position to 227
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1366.15, which was 285.85 higher than the previous day. The implied volatity was 29.97, the open interest changed by 126 which increased total open position to 217
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1080.3, which was 419.45 higher than the previous day. The implied volatity was 34.91, the open interest changed by -5 which decreased total open position to 91
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 660, which was -307.75 lower than the previous day. The implied volatity was 25.87, the open interest changed by 43 which increased total open position to 96
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 967.75, which was -247.7 lower than the previous day. The implied volatity was 30.05, the open interest changed by -1 which decreased total open position to 53
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1215.45, which was 454.85 higher than the previous day. The implied volatity was 20.89, the open interest changed by -2 which decreased total open position to 54
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 760.45, which was -100.75 lower than the previous day. The implied volatity was 22.69, the open interest changed by 0 which decreased total open position to 56
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 717.7, which was 367.05 higher than the previous day. The implied volatity was 18.48, the open interest changed by -205 which decreased total open position to 56
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 356.05, which was -105.25 lower than the previous day. The implied volatity was 19.17, the open interest changed by 73 which increased total open position to 261
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 471.7, which was -297.95 lower than the previous day. The implied volatity was 19.66, the open interest changed by 133 which increased total open position to 188
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 769.65, which was -64.85 lower than the previous day. The implied volatity was 27.67, the open interest changed by -37 which decreased total open position to 55
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 834.5, which was 338.7 higher than the previous day. The implied volatity was 24.72, the open interest changed by -88 which decreased total open position to 92
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 495.8, which was 432.95 higher than the previous day. The implied volatity was 20.84, the open interest changed by 180 which increased total open position to 180
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 62.85, which was 0 lower than the previous day. The implied volatity was 1.07, 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 62.85, which was 0 lower than the previous day. The implied volatity was 2.55, 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 62.85, which was 0 lower than the previous day. The implied volatity was 1.66, 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 62.85, which was 0 lower than the previous day. The implied volatity was 3.05, 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 62.85, which was 0 lower than the previous day. The implied volatity was 3.84, 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 62.85, which was 0 lower than the previous day. The implied volatity was 3.02, the open interest changed by 0 which decreased total open position to 0
