NIFTY
Nifty
Historical option data for NIFTY
13 Apr 2026 04:11 PM IST
| NIFTY 21-Apr-2026 (7d) 23800 CE | ||||||||||||||||
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Delta: 0.53
Vega: 0.14
Theta: -18.51
Gamma: 0.00056
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Apr | 23842.65 | 310.4 | -153.35000000000002 | 19.9 | 1,96,221 | 14,766 | 23,076 | |||||||||
| 10 Apr | 24050.60 | 468 | 103.14999999999998 | 17.87 | 24,308 | -1,106 | 8,318 | |||||||||
| 9 Apr | 23775.10 | 369.25 | -106.85000000000002 | 20.86 | 32,954 | 5,422 | 9,438 | |||||||||
| 8 Apr | 23997.35 | 490.45 | 312.4 | 17.81 | 19,340 | 1,448 | 4,018 | |||||||||
| 7 Apr | 23123.65 | 189.8 | 7.45 | 22.74 | 4,147 | 1,929 | 2,570 | |||||||||
| 6 Apr | 22968.25 | 181.4 | 46.85 | 24.45 | 1,319 | 365 | 641 | |||||||||
| 2 Apr | 22713.10 | 134.3 | -24.05 | 22.25 | 640 | 90 | 276 | |||||||||
| 1 Apr | 22679.40 | 161.65 | 5.85 | 23.33 | 230 | 41 | 186 | |||||||||
| 30 Mar | 22331.40 | 164.2 | -118.7 | 26.54 | 220 | -68 | 145 | |||||||||
| 27 Mar | 22819.60 | 280.75 | -121.85 | 24.64 | 230 | 141 | 213 | |||||||||
| 25 Mar | 23306.45 | 390 | 89.25 | 20.94 | 108 | 55 | 72 | |||||||||
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| 24 Mar | 22912.40 | 300.75 | 54.4 | 22.2 | 15 | 2 | 17 | |||||||||
| 23 Mar | 22512.65 | 245 | -98.2 | 25.41 | 21 | -2 | 15 | |||||||||
| 20 Mar | 23114.50 | 348.15 | 17.2 | 19.81 | 8 | 7 | 17 | |||||||||
| 19 Mar | 23002.15 | 340.85 | -219.25 | 21.02 | 33 | 1 | 10 | |||||||||
| 18 Mar | 23777.80 | 550.5 | 137.9 | 15.69 | 10 | 9 | 9 | |||||||||
For Nifty - strike price 23800 expiring on 21APR2026
Delta for 23800 CE is 0.53
Historical price for 23800 CE is as follows
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 310.4, which was -153.35000000000002 lower than the previous day. The implied volatity was 19.9, the open interest changed by 14766 which increased total open position to 23076
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 468, which was 103.14999999999998 higher than the previous day. The implied volatity was 17.87, the open interest changed by -1106 which decreased total open position to 8318
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 369.25, which was -106.85000000000002 lower than the previous day. The implied volatity was 20.86, the open interest changed by 5422 which increased total open position to 9438
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 490.45, which was 312.4 higher than the previous day. The implied volatity was 17.81, the open interest changed by 1448 which increased total open position to 4018
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 189.8, which was 7.45 higher than the previous day. The implied volatity was 22.74, the open interest changed by 1929 which increased total open position to 2570
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 181.4, which was 46.85 higher than the previous day. The implied volatity was 24.45, the open interest changed by 365 which increased total open position to 641
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 134.3, which was -24.05 lower than the previous day. The implied volatity was 22.25, the open interest changed by 90 which increased total open position to 276
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 161.65, which was 5.85 higher than the previous day. The implied volatity was 23.33, the open interest changed by 41 which increased total open position to 186
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 164.2, which was -118.7 lower than the previous day. The implied volatity was 26.54, the open interest changed by -68 which decreased total open position to 145
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 280.75, which was -121.85 lower than the previous day. The implied volatity was 24.64, the open interest changed by 141 which increased total open position to 213
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 390, which was 89.25 higher than the previous day. The implied volatity was 20.94, the open interest changed by 55 which increased total open position to 72
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 300.75, which was 54.4 higher than the previous day. The implied volatity was 22.2, the open interest changed by 2 which increased total open position to 17
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 245, which was -98.2 lower than the previous day. The implied volatity was 25.41, the open interest changed by -2 which decreased total open position to 15
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 348.15, which was 17.2 higher than the previous day. The implied volatity was 19.81, the open interest changed by 7 which increased total open position to 17
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 340.85, which was -219.25 lower than the previous day. The implied volatity was 21.02, the open interest changed by 1 which increased total open position to 10
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 550.5, which was 137.9 higher than the previous day. The implied volatity was 15.69, the open interest changed by 9 which increased total open position to 9
| NIFTY 21-Apr-2026 (7d) 23800 PE | |||||||
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Delta: -0.47
Vega: 0.14
Theta: -15.67
Gamma: 0.00053
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Apr | 23842.65 | 274.1 | 88.85000000000002 | 20.76 | 2,04,819 | 26,766 | 37,992 |
| 10 Apr | 24050.60 | 185.6 | -137.6 | 18.48 | 46,696 | 2,449 | 11,244 |
| 9 Apr | 23775.10 | 327.05 | 85.20000000000002 | 19.13 | 43,346 | 6,595 | 8,833 |
| 8 Apr | 23997.35 | 230.7 | -789.3 | 20.04 | 14,652 | 2,204 | 2,240 |
| 7 Apr | 23123.65 | 1020 | 85.95 | 37.93 | 1 | 1 | 36 |
| 6 Apr | 22968.25 | 934.05 | -159.4 | 24.96 | 8 | 1 | 35 |
| 2 Apr | 22713.10 | 1093.45 | -0.05 | 21.1 | 3 | -1 | 34 |
| 1 Apr | 22679.40 | 1093.5 | -196.05 | 20.97 | 3 | -2 | 35 |
| 30 Mar | 22331.40 | 1289.55 | 538.7 | 12.95 | 1 | 0 | 37 |
| 27 Mar | 22819.60 | 750.85 | -11.9 | - | 0 | -1 | 37 |
| 25 Mar | 23306.45 | 750.85 | -11.9 | 22.67 | 56 | 8 | 38 |
| 24 Mar | 22912.40 | 762.75 | -254.3 | - | 0 | 0 | 30 |
| 23 Mar | 22512.65 | 762.75 | -254.3 | - | 0 | -1 | 30 |
| 20 Mar | 23114.50 | 762.75 | -254.3 | 18.17 | 1 | 0 | 31 |
| 19 Mar | 23002.15 | 1017.05 | 545.25 | 26.56 | 61 | 31 | 31 |
| 18 Mar | 23777.80 | 471.8 | 0 | 0.65 | 0 | 0 | 0 |
For Nifty - strike price 23800 expiring on 21APR2026
Delta for 23800 PE is -0.47
Historical price for 23800 PE is as follows
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 274.1, which was 88.85000000000002 higher than the previous day. The implied volatity was 20.76, the open interest changed by 26766 which increased total open position to 37992
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 185.6, which was -137.6 lower than the previous day. The implied volatity was 18.48, the open interest changed by 2449 which increased total open position to 11244
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 327.05, which was 85.20000000000002 higher than the previous day. The implied volatity was 19.13, the open interest changed by 6595 which increased total open position to 8833
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 230.7, which was -789.3 lower than the previous day. The implied volatity was 20.04, the open interest changed by 2204 which increased total open position to 2240
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1020, which was 85.95 higher than the previous day. The implied volatity was 37.93, the open interest changed by 1 which increased total open position to 36
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 934.05, which was -159.4 lower than the previous day. The implied volatity was 24.96, the open interest changed by 1 which increased total open position to 35
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1093.45, which was -0.05 lower than the previous day. The implied volatity was 21.1, the open interest changed by -1 which decreased total open position to 34
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1093.5, which was -196.05 lower than the previous day. The implied volatity was 20.97, the open interest changed by -2 which decreased total open position to 35
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1289.55, which was 538.7 higher than the previous day. The implied volatity was 12.95, the open interest changed by 0 which decreased total open position to 37
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 750.85, which was -11.9 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 37
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 750.85, which was -11.9 lower than the previous day. The implied volatity was 22.67, the open interest changed by 8 which increased total open position to 38
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 762.75, which was -254.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 762.75, which was -254.3 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 30
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 762.75, which was -254.3 lower than the previous day. The implied volatity was 18.17, the open interest changed by 0 which decreased total open position to 31
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1017.05, which was 545.25 higher than the previous day. The implied volatity was 26.56, the open interest changed by 31 which increased total open position to 31
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 471.8, which was 0 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0
