NIFTY
Nifty
Historical option data for NIFTY
16 Apr 2026 04:11 PM IST
| NIFTY 21-Apr-2026 (5d) 23900 CE | ||||||||||||||||
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Delta: 0.78
Vega: 0.09
Theta: -12.42
Gamma: 0.00073
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Apr | 24196.75 | 359.25 | -77 | 13.92 | 56,901 | -1,781 | 11,549 | |||||||||
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| 15 Apr | 24231.30 | 421.85 | 151.90000000000003 | 16.79 | 71,152 | -10,402 | 14,353 | |||||||||
| 13 Apr | 23842.65 | 259.05 | -131.3 | 19.69 | 1,57,517 | 20,397 | 26,000 | |||||||||
| 10 Apr | 24050.60 | 401.6 | 92.35000000000002 | 17.49 | 46,973 | 428 | 5,595 | |||||||||
| 9 Apr | 23775.10 | 313.85 | -99.44999999999999 | 20.44 | 28,192 | 2,916 | 5,535 | |||||||||
| 8 Apr | 23997.35 | 432.1 | 282.75 | 17.97 | 21,354 | 1,925 | 2,617 | |||||||||
| 7 Apr | 23123.65 | 159.95 | 6.65 | 22.52 | 1,836 | 149 | 692 | |||||||||
| 6 Apr | 22968.25 | 157.6 | 42.85 | 24.45 | 883 | 396 | 543 | |||||||||
| 2 Apr | 22713.10 | 110.7 | -22.15 | 21.88 | 332 | 18 | 147 | |||||||||
| 1 Apr | 22679.40 | 133.2 | -8.85 | 22.77 | 140 | -15 | 129 | |||||||||
| 30 Mar | 22331.40 | 144.45 | -107.5 | 26.41 | 244 | -44 | 144 | |||||||||
| 27 Mar | 22819.60 | 249.85 | -101.4 | 24.46 | 200 | 143 | 188 | |||||||||
| 25 Mar | 23306.45 | 346.05 | 39.75 | 20.69 | 38 | 19 | 45 | |||||||||
| 24 Mar | 22912.40 | 309.9 | 18.5 | - | 0 | 0 | 26 | |||||||||
| 23 Mar | 22512.65 | 309.9 | 18.5 | - | 0 | 1 | 26 | |||||||||
| 20 Mar | 23114.50 | 309.9 | 18.5 | 19.65 | 65 | 10 | 25 | |||||||||
| 19 Mar | 23002.15 | 301.05 | -243.85 | 20.7 | 73 | -6 | 15 | |||||||||
| 18 Mar | 23777.80 | 544.9 | 177.15 | 17.34 | 36 | 21 | 21 | |||||||||
For Nifty - strike price 23900 expiring on 21APR2026
Delta for 23900 CE is 0.78
Historical price for 23900 CE is as follows
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 359.25, which was -77 lower than the previous day. The implied volatity was 13.92, the open interest changed by -1781 which decreased total open position to 11549
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 421.85, which was 151.90000000000003 higher than the previous day. The implied volatity was 16.79, the open interest changed by -10402 which decreased total open position to 14353
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 259.05, which was -131.3 lower than the previous day. The implied volatity was 19.69, the open interest changed by 20397 which increased total open position to 26000
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 401.6, which was 92.35000000000002 higher than the previous day. The implied volatity was 17.49, the open interest changed by 428 which increased total open position to 5595
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 313.85, which was -99.44999999999999 lower than the previous day. The implied volatity was 20.44, the open interest changed by 2916 which increased total open position to 5535
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 432.1, which was 282.75 higher than the previous day. The implied volatity was 17.97, the open interest changed by 1925 which increased total open position to 2617
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 159.95, which was 6.65 higher than the previous day. The implied volatity was 22.52, the open interest changed by 149 which increased total open position to 692
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 157.6, which was 42.85 higher than the previous day. The implied volatity was 24.45, the open interest changed by 396 which increased total open position to 543
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 110.7, which was -22.15 lower than the previous day. The implied volatity was 21.88, the open interest changed by 18 which increased total open position to 147
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 133.2, which was -8.85 lower than the previous day. The implied volatity was 22.77, the open interest changed by -15 which decreased total open position to 129
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 144.45, which was -107.5 lower than the previous day. The implied volatity was 26.41, the open interest changed by -44 which decreased total open position to 144
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 249.85, which was -101.4 lower than the previous day. The implied volatity was 24.46, the open interest changed by 143 which increased total open position to 188
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 346.05, which was 39.75 higher than the previous day. The implied volatity was 20.69, the open interest changed by 19 which increased total open position to 45
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 309.9, which was 18.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 309.9, which was 18.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 26
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 309.9, which was 18.5 higher than the previous day. The implied volatity was 19.65, the open interest changed by 10 which increased total open position to 25
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 301.05, which was -243.85 lower than the previous day. The implied volatity was 20.7, the open interest changed by -6 which decreased total open position to 15
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 544.9, which was 177.15 higher than the previous day. The implied volatity was 17.34, the open interest changed by 21 which increased total open position to 21
| NIFTY 21-Apr-2026 (5d) 23900 PE | |||||||
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Delta: -0.27
Vega: 0.1
Theta: -14.06
Gamma: 0.00063
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Apr | 24196.75 | 89.95 | -18.700000000000003 | 17.99 | 6,67,793 | 5,529 | 37,085 |
| 15 Apr | 24231.30 | 113 | -203.64999999999998 | 19.44 | 4,96,340 | 10,629 | 33,408 |
| 13 Apr | 23842.65 | 318.05 | 97 | 20.37 | 1,16,982 | 15,458 | 23,492 |
| 10 Apr | 24050.60 | 216 | -152.95 | 17.94 | 54,475 | 3,550 | 8,033 |
| 9 Apr | 23775.10 | 373 | 94.39999999999998 | 18.81 | 30,501 | 2,086 | 5,958 |
| 8 Apr | 23997.35 | 262.35 | -777.65 | 19.58 | 20,785 | 3,855 | 3,860 |
| 7 Apr | 23123.65 | 1040 | -260 | 35.17 | 5 | 5 | 5 |
| 6 Apr | 22968.25 | 1300 | 773.75 | 42.79 | 1 | 0 | 0 |
| 2 Apr | 22713.10 | 526.25 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 22679.40 | 526.25 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 22331.40 | 526.25 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 22819.60 | 526.25 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 23306.45 | 526.25 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 22912.40 | 526.25 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 22512.65 | 526.25 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 23114.50 | 526.25 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 23002.15 | 526.25 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 23777.80 | 526.25 | 0 | 0.32 | 0 | 0 | 0 |
For Nifty - strike price 23900 expiring on 21APR2026
Delta for 23900 PE is -0.27
Historical price for 23900 PE is as follows
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 89.95, which was -18.700000000000003 lower than the previous day. The implied volatity was 17.99, the open interest changed by 5529 which increased total open position to 37085
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 113, which was -203.64999999999998 lower than the previous day. The implied volatity was 19.44, the open interest changed by 10629 which increased total open position to 33408
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 318.05, which was 97 higher than the previous day. The implied volatity was 20.37, the open interest changed by 15458 which increased total open position to 23492
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 216, which was -152.95 lower than the previous day. The implied volatity was 17.94, the open interest changed by 3550 which increased total open position to 8033
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 373, which was 94.39999999999998 higher than the previous day. The implied volatity was 18.81, the open interest changed by 2086 which increased total open position to 5958
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 262.35, which was -777.65 lower than the previous day. The implied volatity was 19.58, the open interest changed by 3855 which increased total open position to 3860
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1040, which was -260 lower than the previous day. The implied volatity was 35.17, the open interest changed by 5 which increased total open position to 5
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1300, which was 773.75 higher than the previous day. The implied volatity was 42.79, 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 526.25, 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 526.25, 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 526.25, 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 526.25, 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 526.25, 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 526.25, 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 526.25, 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 526.25, 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 526.25, 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 526.25, which was 0 lower than the previous day. The implied volatity was 0.32, the open interest changed by 0 which decreased total open position to 0
