NIFTY
Nifty
Historical option data for NIFTY
10 Apr 2026 04:11 PM IST
| NIFTY 13-Apr-2026 (2d) 23950 CE | ||||||||||||||||
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Delta: 0.63
Vega: 0.09
Theta: -20.61
Gamma: 0.00111
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Apr | 24050.60 | 199.15 | 73.75 | 14.82 | 27,42,873 | -6,029 | 25,905 | |||||||||
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| 9 Apr | 23775.10 | 129.05 | -113.39999999999998 | 19.41 | 8,69,430 | 17,082 | 33,008 | |||||||||
| 8 Apr | 23997.35 | 255.9 | 207.5 | 18.27 | 13,64,584 | 14,025 | 16,518 | |||||||||
| 7 Apr | 23123.65 | 53 | -5.25 | 24.13 | 24,542 | 1,239 | 2,493 | |||||||||
| 6 Apr | 22968.25 | 60.95 | 17.55 | 26.79 | 10,214 | 841 | 1,254 | |||||||||
| 2 Apr | 22713.10 | 41.5 | -21 | 22.44 | 2,407 | -88 | 413 | |||||||||
| 1 Apr | 22679.40 | 63.3 | -4.45 | 24.12 | 3,389 | 207 | 501 | |||||||||
| 30 Mar | 22331.40 | 76 | -84.65 | 28 | 901 | 192 | 294 | |||||||||
| 27 Mar | 22819.60 | 160.35 | -96.1 | 25.5 | 141 | 26 | 102 | |||||||||
| 25 Mar | 23306.45 | 249.65 | 70.6 | 21.65 | 121 | -41 | 76 | |||||||||
| 24 Mar | 22912.40 | 189.7 | 47.2 | 23.29 | 52 | -17 | 117 | |||||||||
| 23 Mar | 22512.65 | 141.65 | -76.45 | 26.03 | 243 | 97 | 134 | |||||||||
| 20 Mar | 23114.50 | 218.1 | 34.15 | 19.86 | 5 | 0 | 37 | |||||||||
| 19 Mar | 23002.15 | 185.35 | -216.85 | 18.41 | 46 | 29 | 37 | |||||||||
| 18 Mar | 23777.80 | 402.2 | 20.05 | 16.2 | 9 | 8 | 8 | |||||||||
| 17 Mar | 23581.15 | 382.15 | -320.25 | - | 4 | 0 | 0 | |||||||||
| 16 Mar | 23408.80 | 382.15 | -320.25 | - | 4 | 2 | 0 | |||||||||
| 13 Mar | 23151.10 | 382.15 | -320.25 | 23.07 | 4 | 2 | 2 | |||||||||
| 12 Mar | 23639.15 | 702.4 | 0 | 0.38 | 0 | 0 | 0 | |||||||||
| 11 Mar | 23866.85 | 702.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23950 expiring on 13APR2026
Delta for 23950 CE is 0.63
Historical price for 23950 CE is as follows
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 199.15, which was 73.75 higher than the previous day. The implied volatity was 14.82, the open interest changed by -6029 which decreased total open position to 25905
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 129.05, which was -113.39999999999998 lower than the previous day. The implied volatity was 19.41, the open interest changed by 17082 which increased total open position to 33008
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 255.9, which was 207.5 higher than the previous day. The implied volatity was 18.27, the open interest changed by 14025 which increased total open position to 16518
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 53, which was -5.25 lower than the previous day. The implied volatity was 24.13, the open interest changed by 1239 which increased total open position to 2493
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 60.95, which was 17.55 higher than the previous day. The implied volatity was 26.79, the open interest changed by 841 which increased total open position to 1254
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 41.5, which was -21 lower than the previous day. The implied volatity was 22.44, the open interest changed by -88 which decreased total open position to 413
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 63.3, which was -4.45 lower than the previous day. The implied volatity was 24.12, the open interest changed by 207 which increased total open position to 501
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 76, which was -84.65 lower than the previous day. The implied volatity was 28, the open interest changed by 192 which increased total open position to 294
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 160.35, which was -96.1 lower than the previous day. The implied volatity was 25.5, the open interest changed by 26 which increased total open position to 102
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 249.65, which was 70.6 higher than the previous day. The implied volatity was 21.65, the open interest changed by -41 which decreased total open position to 76
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 189.7, which was 47.2 higher than the previous day. The implied volatity was 23.29, the open interest changed by -17 which decreased total open position to 117
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 141.65, which was -76.45 lower than the previous day. The implied volatity was 26.03, the open interest changed by 97 which increased total open position to 134
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 218.1, which was 34.15 higher than the previous day. The implied volatity was 19.86, the open interest changed by 0 which decreased total open position to 37
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 185.35, which was -216.85 lower than the previous day. The implied volatity was 18.41, the open interest changed by 29 which increased total open position to 37
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 402.2, which was 20.05 higher than the previous day. The implied volatity was 16.2, the open interest changed by 8 which increased total open position to 8
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 382.15, which was -320.25 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 382.15, which was -320.25 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 382.15, which was -320.25 lower than the previous day. The implied volatity was 23.07, the open interest changed by 2 which increased total open position to 2
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 702.4, which was 0 lower than the previous day. The implied volatity was 0.38, 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 702.4, 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 (2d) 23950 PE | |||||||
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Delta: -0.38
Vega: 0.09
Theta: -18.97
Gamma: 0.00102
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Apr | 24050.60 | 98.5 | -172.95 | 16.18 | 28,89,722 | 34,473 | 48,129 |
| 9 Apr | 23775.10 | 269.1 | 81.15000000000003 | 16.59 | 5,34,125 | -6,388 | 13,855 |
| 8 Apr | 23997.35 | 168.5 | -812.7 | 19.03 | 10,26,275 | 20,539 | 20,547 |
| 7 Apr | 23123.65 | 981.2 | -19.05 | 41.42 | 5 | 2 | 8 |
| 6 Apr | 22968.25 | 999.1 | -181.9 | 25.58 | 7 | -3 | 6 |
| 2 Apr | 22713.10 | 1181 | -419.35 | - | 0 | -1 | 9 |
| 1 Apr | 22679.40 | 1181 | -419.35 | 15.88 | 1 | 0 | 10 |
| 30 Mar | 22331.40 | 1600.35 | 415.3 | 32.51 | 1 | 0 | 10 |
| 27 Mar | 22819.60 | 1185.05 | 49.4 | 27.06 | 2 | 1 | 10 |
| 25 Mar | 23306.45 | 1134.35 | -277.85 | - | 0 | -1 | 9 |
| 24 Mar | 22912.40 | 1134.35 | -277.85 | 27.9 | 2 | 0 | 10 |
| 23 Mar | 22512.65 | 1412.2 | 414.6 | 22.2 | 4 | 0 | 10 |
| 20 Mar | 23114.50 | 997.6 | 542.55 | - | 0 | 0 | 10 |
| 19 Mar | 23002.15 | 997.6 | 542.55 | 23.91 | 1 | 1 | 10 |
| 18 Mar | 23777.80 | 455.05 | 217.05 | 17.66 | 10 | 9 | 9 |
| 17 Mar | 23581.15 | 238 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 23408.80 | 238 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 238 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 23639.15 | 238 | 0 | 0.06 | 0 | 0 | 0 |
| 11 Mar | 23866.85 | 238 | 0 | 0.44 | 0 | 0 | 0 |
For Nifty - strike price 23950 expiring on 13APR2026
Delta for 23950 PE is -0.38
Historical price for 23950 PE is as follows
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 98.5, which was -172.95 lower than the previous day. The implied volatity was 16.18, the open interest changed by 34473 which increased total open position to 48129
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 269.1, which was 81.15000000000003 higher than the previous day. The implied volatity was 16.59, the open interest changed by -6388 which decreased total open position to 13855
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 168.5, which was -812.7 lower than the previous day. The implied volatity was 19.03, the open interest changed by 20539 which increased total open position to 20547
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 981.2, which was -19.05 lower than the previous day. The implied volatity was 41.42, the open interest changed by 2 which increased total open position to 8
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 999.1, which was -181.9 lower than the previous day. The implied volatity was 25.58, the open interest changed by -3 which decreased total open position to 6
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1181, which was -419.35 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 9
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1181, which was -419.35 lower than the previous day. The implied volatity was 15.88, the open interest changed by 0 which decreased total open position to 10
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1600.35, which was 415.3 higher than the previous day. The implied volatity was 32.51, the open interest changed by 0 which decreased total open position to 10
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1185.05, which was 49.4 higher than the previous day. The implied volatity was 27.06, the open interest changed by 1 which increased total open position to 10
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1134.35, which was -277.85 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 9
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1134.35, which was -277.85 lower than the previous day. The implied volatity was 27.9, the open interest changed by 0 which decreased total open position to 10
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1412.2, which was 414.6 higher than the previous day. The implied volatity was 22.2, the open interest changed by 0 which decreased total open position to 10
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 997.6, which was 542.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 997.6, which was 542.55 higher than the previous day. The implied volatity was 23.91, 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 455.05, which was 217.05 higher than the previous day. The implied volatity was 17.66, the open interest changed by 9 which increased total open position to 9
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 238, 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 238, 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 238, 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 238, which was 0 lower than the previous day. The implied volatity was 0.06, 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 238, which was 0 lower than the previous day. The implied volatity was 0.44, the open interest changed by 0 which decreased total open position to 0
