NIFTY
Nifty
Historical option data for NIFTY
08 Apr 2026 04:11 PM IST
| NIFTY 13-Apr-2026 (5d) 23900 CE | ||||||||||||||||
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Delta: 0.62
Vega: 10.73
Theta: -23.56
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Apr | 23997.35 | 285 | 229.2 | 18.25 | 19,23,188 | 17,179 | 29,224 | |||||||||
| 7 Apr | 23123.65 | 59.65 | -6.9 | 24.04 | 74,362 | 5,856 | 12,045 | |||||||||
| 6 Apr | 22968.25 | 71.75 | 23.25 | 27.29 | 49,811 | 4,151 | 6,189 | |||||||||
| 2 Apr | 22713.10 | 47.4 | -21.9 | 22.58 | 13,250 | 510 | 2,038 | |||||||||
| 1 Apr | 22679.40 | 69.85 | -7.15 | 24.15 | 8,971 | 935 | 1,528 | |||||||||
| 30 Mar | 22331.40 | 85.85 | -88 | 28.4 | 2,501 | 347 | 593 | |||||||||
| 27 Mar | 22819.60 | 171.8 | -101.55 | 25.58 | 603 | 148 | 246 | |||||||||
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| 25 Mar | 23306.45 | 275.05 | 83.2 | 22.11 | 482 | -27 | 98 | |||||||||
| 24 Mar | 22912.40 | 214.3 | 61.3 | 23.97 | 245 | -35 | 125 | |||||||||
| 23 Mar | 22512.65 | 150.7 | -82.85 | 26.04 | 213 | 53 | 160 | |||||||||
| 20 Mar | 23114.50 | 232.85 | 30.3 | 19.88 | 131 | 21 | 107 | |||||||||
| 19 Mar | 23002.15 | 226.05 | -194.5 | 19.71 | 259 | -5 | 86 | |||||||||
| 18 Mar | 23777.80 | 415 | 34.25 | 15.45 | 177 | 90 | 91 | |||||||||
| 17 Mar | 23581.15 | 380.75 | 59.15 | 17.48 | 1 | 0 | 1 | |||||||||
| 16 Mar | 23408.80 | 321.6 | -12.2 | 18.49 | 4 | 0 | 1 | |||||||||
| 13 Mar | 23151.10 | 327.4 | -408.1 | 20.24 | 8 | 1 | 1 | |||||||||
| 12 Mar | 23639.15 | 735.5 | 0 | 0.21 | 0 | 0 | 0 | |||||||||
| 11 Mar | 23866.85 | 735.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23900 expiring on 13APR2026
Delta for 23900 CE is 0.62
Historical price for 23900 CE is as follows
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 285, which was 229.2 higher than the previous day. The implied volatity was 18.25, the open interest changed by 17179 which increased total open position to 29224
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 59.65, which was -6.9 lower than the previous day. The implied volatity was 24.04, the open interest changed by 5856 which increased total open position to 12045
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 71.75, which was 23.25 higher than the previous day. The implied volatity was 27.29, the open interest changed by 4151 which increased total open position to 6189
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 47.4, which was -21.9 lower than the previous day. The implied volatity was 22.58, the open interest changed by 510 which increased total open position to 2038
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 69.85, which was -7.15 lower than the previous day. The implied volatity was 24.15, the open interest changed by 935 which increased total open position to 1528
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 85.85, which was -88 lower than the previous day. The implied volatity was 28.4, the open interest changed by 347 which increased total open position to 593
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 171.8, which was -101.55 lower than the previous day. The implied volatity was 25.58, the open interest changed by 148 which increased total open position to 246
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 275.05, which was 83.2 higher than the previous day. The implied volatity was 22.11, the open interest changed by -27 which decreased total open position to 98
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 214.3, which was 61.3 higher than the previous day. The implied volatity was 23.97, the open interest changed by -35 which decreased total open position to 125
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 150.7, which was -82.85 lower than the previous day. The implied volatity was 26.04, the open interest changed by 53 which increased total open position to 160
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 232.85, which was 30.3 higher than the previous day. The implied volatity was 19.88, the open interest changed by 21 which increased total open position to 107
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 226.05, which was -194.5 lower than the previous day. The implied volatity was 19.71, the open interest changed by -5 which decreased total open position to 86
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 415, which was 34.25 higher than the previous day. The implied volatity was 15.45, the open interest changed by 90 which increased total open position to 91
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 380.75, which was 59.15 higher than the previous day. The implied volatity was 17.48, the open interest changed by 0 which decreased total open position to 1
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 321.6, which was -12.2 lower than the previous day. The implied volatity was 18.49, the open interest changed by 0 which decreased total open position to 1
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 327.4, which was -408.1 lower than the previous day. The implied volatity was 20.24, the open interest changed by 1 which increased total open position to 1
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 735.5, which was 0 lower than the previous day. The implied volatity was 0.21, 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 735.5, 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 13-Apr-2026 (5d) 23900 PE | |||||||
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Delta: -0.39
Vega: 10.77
Theta: -17.98
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Apr | 23997.35 | 148.55 | -687.25 | 19.1 | 18,35,657 | 57,882 | 58,051 |
| 7 Apr | 23123.65 | 820 | -127.55 | 28.13 | 247 | 105 | 169 |
| 6 Apr | 22968.25 | 961 | -189 | 26.31 | 68 | 28 | 64 |
| 2 Apr | 22713.10 | 1150 | -432.7 | - | 0 | 2 | 36 |
| 1 Apr | 22679.40 | 1150 | -432.7 | 19.05 | 27 | 10 | 34 |
| 30 Mar | 22331.40 | 1562.4 | 352.4 | 32.88 | 10 | -5 | 24 |
| 27 Mar | 22819.60 | 1210 | 488.85 | 30.97 | 5 | 0 | 29 |
| 25 Mar | 23306.45 | 721.15 | -332.25 | 20.86 | 24 | 5 | 29 |
| 24 Mar | 22912.40 | 1053.4 | -365 | 25.51 | 23 | -8 | 24 |
| 23 Mar | 22512.65 | 1418.4 | 458.4 | 25.93 | 2 | 0 | 32 |
| 20 Mar | 23114.50 | 960 | 502.55 | - | 0 | -1 | 32 |
| 19 Mar | 23002.15 | 960 | 502.55 | 23.75 | 21 | 1 | 33 |
| 18 Mar | 23777.80 | 468.95 | 247.5 | 19.21 | 97 | 32 | 32 |
| 17 Mar | 23581.15 | 221.45 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 23408.80 | 221.45 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 221.45 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 23639.15 | 221.45 | 0 | 0.03 | 0 | 0 | 0 |
| 11 Mar | 23866.85 | 221.45 | 0 | 0.59 | 0 | 0 | 0 |
For Nifty - strike price 23900 expiring on 13APR2026
Delta for 23900 PE is -0.39
Historical price for 23900 PE is as follows
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 148.55, which was -687.25 lower than the previous day. The implied volatity was 19.1, the open interest changed by 57882 which increased total open position to 58051
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 820, which was -127.55 lower than the previous day. The implied volatity was 28.13, the open interest changed by 105 which increased total open position to 169
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 961, which was -189 lower than the previous day. The implied volatity was 26.31, the open interest changed by 28 which increased total open position to 64
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1150, which was -432.7 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 36
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1150, which was -432.7 lower than the previous day. The implied volatity was 19.05, the open interest changed by 10 which increased total open position to 34
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1562.4, which was 352.4 higher than the previous day. The implied volatity was 32.88, the open interest changed by -5 which decreased total open position to 24
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1210, which was 488.85 higher than the previous day. The implied volatity was 30.97, the open interest changed by 0 which decreased total open position to 29
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 721.15, which was -332.25 lower than the previous day. The implied volatity was 20.86, the open interest changed by 5 which increased total open position to 29
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1053.4, which was -365 lower than the previous day. The implied volatity was 25.51, the open interest changed by -8 which decreased total open position to 24
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1418.4, which was 458.4 higher than the previous day. The implied volatity was 25.93, the open interest changed by 0 which decreased total open position to 32
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 960, which was 502.55 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 32
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 960, which was 502.55 higher than the previous day. The implied volatity was 23.75, the open interest changed by 1 which increased total open position to 33
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 468.95, which was 247.5 higher than the previous day. The implied volatity was 19.21, the open interest changed by 32 which increased total open position to 32
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 221.45, 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 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 221.45, 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 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 221.45, 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 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 221.45, which was 0 lower than the previous day. The implied volatity was 0.03, 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 221.45, which was 0 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0
