NIFTY
Nifty
Historical option data for NIFTY
09 Apr 2026 04:17 PM IST
| NIFTY 13-Apr-2026 (3d) 23800 CE | ||||||||||||||||
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Delta: 0.49
Vega: 0.1
Theta: -25.64
Gamma: 0.00076
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Apr | 23775.10 | 200.9 | -136.65 | 20.32 | 17,53,925 | 32,338 | 52,895 | |||||||||
| 8 Apr | 23997.35 | 354.3 | 279.95 | 18.74 | 7,57,102 | -2,638 | 21,283 | |||||||||
| 7 Apr | 23123.65 | 81 | -4.8 | 24.56 | 1,11,838 | 12,058 | 23,921 | |||||||||
| 6 Apr | 22968.25 | 89 | 27.75 | 27.39 | 60,098 | 6,819 | 11,863 | |||||||||
| 2 Apr | 22713.10 | 60.9 | -23.55 | 22.82 | 24,881 | 2,366 | 5,044 | |||||||||
| 1 Apr | 22679.40 | 83.7 | -7.6 | 24.12 | 12,633 | 1,276 | 2,678 | |||||||||
| 30 Mar | 22331.40 | 91.1 | -108.45 | 27.74 | 5,425 | 954 | 1,402 | |||||||||
| 27 Mar | 22819.60 | 200.5 | -114.85 | 25.93 | 1,444 | 139 | 448 | |||||||||
| 25 Mar | 23306.45 | 321.2 | 96.45 | 22.66 | 894 | 199 | 309 | |||||||||
| 24 Mar | 22912.40 | 235.6 | 60.6 | 23.67 | 636 | -124 | 110 | |||||||||
| 23 Mar | 22512.65 | 169 | -97.45 | 26 | 592 | 143 | 234 | |||||||||
| 20 Mar | 23114.50 | 264.8 | 22.85 | 19.93 | 108 | -15 | 91 | |||||||||
| 19 Mar | 23002.15 | 260.1 | -212.05 | 19.9 | 221 | 29 | 106 | |||||||||
| 18 Mar | 23777.80 | 471.65 | 32.5 | 15.61 | 210 | 58 | 77 | |||||||||
| 17 Mar | 23581.15 | 439.15 | 9.15 | 17.99 | 10 | 2 | 19 | |||||||||
| 16 Mar | 23408.80 | 430 | 33.25 | 21.25 | 12 | 5 | 17 | |||||||||
| 13 Mar | 23151.10 | 396.75 | -177.5 | 21.56 | 3 | -1 | 12 | |||||||||
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| 12 Mar | 23639.15 | 567.05 | -152.3 | 19.45 | 12 | 12 | 13 | |||||||||
| 11 Mar | 23866.85 | 706.8 | -97.4 | 19.9 | 5 | 1 | 1 | |||||||||
For Nifty - strike price 23800 expiring on 13APR2026
Delta for 23800 CE is 0.49
Historical price for 23800 CE is as follows
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 200.9, which was -136.65 lower than the previous day. The implied volatity was 20.32, the open interest changed by 32338 which increased total open position to 52895
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 354.3, which was 279.95 higher than the previous day. The implied volatity was 18.74, the open interest changed by -2638 which decreased total open position to 21283
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 81, which was -4.8 lower than the previous day. The implied volatity was 24.56, the open interest changed by 12058 which increased total open position to 23921
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 89, which was 27.75 higher than the previous day. The implied volatity was 27.39, the open interest changed by 6819 which increased total open position to 11863
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 60.9, which was -23.55 lower than the previous day. The implied volatity was 22.82, the open interest changed by 2366 which increased total open position to 5044
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 83.7, which was -7.6 lower than the previous day. The implied volatity was 24.12, the open interest changed by 1276 which increased total open position to 2678
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 91.1, which was -108.45 lower than the previous day. The implied volatity was 27.74, the open interest changed by 954 which increased total open position to 1402
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 200.5, which was -114.85 lower than the previous day. The implied volatity was 25.93, the open interest changed by 139 which increased total open position to 448
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 321.2, which was 96.45 higher than the previous day. The implied volatity was 22.66, the open interest changed by 199 which increased total open position to 309
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 235.6, which was 60.6 higher than the previous day. The implied volatity was 23.67, the open interest changed by -124 which decreased total open position to 110
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 169, which was -97.45 lower than the previous day. The implied volatity was 26, the open interest changed by 143 which increased total open position to 234
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 264.8, which was 22.85 higher than the previous day. The implied volatity was 19.93, the open interest changed by -15 which decreased total open position to 91
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 260.1, which was -212.05 lower than the previous day. The implied volatity was 19.9, the open interest changed by 29 which increased total open position to 106
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 471.65, which was 32.5 higher than the previous day. The implied volatity was 15.61, the open interest changed by 58 which increased total open position to 77
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 439.15, which was 9.15 higher than the previous day. The implied volatity was 17.99, the open interest changed by 2 which increased total open position to 19
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 430, which was 33.25 higher than the previous day. The implied volatity was 21.25, the open interest changed by 5 which increased total open position to 17
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 396.75, which was -177.5 lower than the previous day. The implied volatity was 21.56, the open interest changed by -1 which decreased total open position to 12
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 567.05, which was -152.3 lower than the previous day. The implied volatity was 19.45, the open interest changed by 12 which increased total open position to 13
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 706.8, which was -97.4 lower than the previous day. The implied volatity was 19.9, the open interest changed by 1 which increased total open position to 1
| NIFTY 13-Apr-2026 (3d) 23800 PE | |||||||
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Delta: -0.51
Vega: 0.1
Theta: -18.75
Gamma: 0.00088
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Apr | 23775.10 | 190.7 | 59.5 | 17.54 | 24,94,322 | 1 | 49,682 |
| 8 Apr | 23997.35 | 116.05 | -647.1 | 19.46 | 12,44,716 | 49,662 | 52,056 |
| 7 Apr | 23123.65 | 748 | -126 | 28.92 | 3,332 | 1,834 | 2,394 |
| 6 Apr | 22968.25 | 880.9 | -266 | 26.8 | 625 | 346 | 560 |
| 2 Apr | 22713.10 | 1113 | -2 | 25.44 | 245 | 68 | 214 |
| 1 Apr | 22679.40 | 1115 | -372.4 | 25.16 | 136 | 54 | 146 |
| 30 Mar | 22331.40 | 1487.9 | 358.3 | 33.57 | 71 | 36 | 92 |
| 27 Mar | 22819.60 | 1131.55 | 377.6 | 30.63 | 8 | -1 | 56 |
| 25 Mar | 23306.45 | 753.95 | -594.05 | 25.65 | 89 | -5 | 57 |
| 24 Mar | 22912.40 | 1348 | 508.4 | - | 0 | -1 | 62 |
| 23 Mar | 22512.65 | 1348 | 508.4 | 26.37 | 6 | -2 | 63 |
| 20 Mar | 23114.50 | 853.3 | -79.7 | 23.51 | 77 | 3 | 65 |
| 19 Mar | 23002.15 | 848.25 | 427.6 | 21.67 | 208 | -81 | 62 |
| 18 Mar | 23777.80 | 429.65 | -94.3 | 19.8 | 322 | 137 | 143 |
| 17 Mar | 23581.15 | 523.95 | -195.05 | 19.16 | 14 | 1 | 6 |
| 16 Mar | 23408.80 | 719 | -118 | 22.3 | 2 | -1 | 5 |
| 13 Mar | 23151.10 | 837 | 304.35 | 21.77 | 16 | 3 | 6 |
| 12 Mar | 23639.15 | 532.65 | 341.85 | 19.94 | 8 | 3 | 3 |
| 11 Mar | 23866.85 | 190.8 | 0 | 0.93 | 0 | 0 | 0 |
For Nifty - strike price 23800 expiring on 13APR2026
Delta for 23800 PE is -0.51
Historical price for 23800 PE is as follows
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 190.7, which was 59.5 higher than the previous day. The implied volatity was 17.54, the open interest changed by 1 which increased total open position to 49682
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 116.05, which was -647.1 lower than the previous day. The implied volatity was 19.46, the open interest changed by 49662 which increased total open position to 52056
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 748, which was -126 lower than the previous day. The implied volatity was 28.92, the open interest changed by 1834 which increased total open position to 2394
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 880.9, which was -266 lower than the previous day. The implied volatity was 26.8, the open interest changed by 346 which increased total open position to 560
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1113, which was -2 lower than the previous day. The implied volatity was 25.44, the open interest changed by 68 which increased total open position to 214
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1115, which was -372.4 lower than the previous day. The implied volatity was 25.16, the open interest changed by 54 which increased total open position to 146
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1487.9, which was 358.3 higher than the previous day. The implied volatity was 33.57, the open interest changed by 36 which increased total open position to 92
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1131.55, which was 377.6 higher than the previous day. The implied volatity was 30.63, the open interest changed by -1 which decreased total open position to 56
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 753.95, which was -594.05 lower than the previous day. The implied volatity was 25.65, the open interest changed by -5 which decreased total open position to 57
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1348, which was 508.4 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 62
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1348, which was 508.4 higher than the previous day. The implied volatity was 26.37, the open interest changed by -2 which decreased total open position to 63
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 853.3, which was -79.7 lower than the previous day. The implied volatity was 23.51, the open interest changed by 3 which increased total open position to 65
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 848.25, which was 427.6 higher than the previous day. The implied volatity was 21.67, the open interest changed by -81 which decreased total open position to 62
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 429.65, which was -94.3 lower than the previous day. The implied volatity was 19.8, the open interest changed by 137 which increased total open position to 143
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 523.95, which was -195.05 lower than the previous day. The implied volatity was 19.16, the open interest changed by 1 which increased total open position to 6
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 719, which was -118 lower than the previous day. The implied volatity was 22.3, the open interest changed by -1 which decreased total open position to 5
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 837, which was 304.35 higher than the previous day. The implied volatity was 21.77, the open interest changed by 3 which increased total open position to 6
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 532.65, which was 341.85 higher than the previous day. The implied volatity was 19.94, the open interest changed by 3 which increased total open position to 3
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 190.8, which was 0 lower than the previous day. The implied volatity was 0.93, the open interest changed by 0 which decreased total open position to 0
