NIFTY
Nifty
Historical option data for NIFTY
02 Apr 2026 04:10 PM IST
| NIFTY 07-Apr-2026 (4d) 24000 CE | ||||||||||||||||
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Delta: 0.03
Vega: 1.66
Theta: -4.13
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 22713.10 | 6.5 | -9.45 | 23.92 | 7,97,303 | 35,634 | 1,32,152 | |||||||||
| 1 Apr | 22679.40 | 16.85 | -1.9 | 25.87 | 8,94,573 | 35,964 | 96,518 | |||||||||
| 30 Mar | 22331.40 | 20.8 | -58.4 | 28.06 | 2,89,499 | 34,434 | 60,554 | |||||||||
| 27 Mar | 22819.60 | 80 | -78.95 | 25.75 | 97,613 | 11,421 | 26,120 | |||||||||
| 25 Mar | 23306.45 | 162.9 | 55.2 | 22.23 | 76,004 | 2,764 | 14,699 | |||||||||
| 24 Mar | 22912.40 | 117.5 | 35.4 | 23.94 | 39,994 | 138 | 11,935 | |||||||||
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| 23 Mar | 22512.65 | 81.85 | -57.15 | 26.64 | 29,540 | 3,209 | 11,797 | |||||||||
| 20 Mar | 23114.50 | 136.05 | 12.65 | 19.42 | 11,801 | 1,202 | 8,588 | |||||||||
| 19 Mar | 23002.15 | 135.5 | -149.8 | 19.46 | 15,563 | 1,158 | 7,386 | |||||||||
| 18 Mar | 23777.80 | 286.1 | 24.7 | 15.1 | 7,736 | 1,247 | 6,228 | |||||||||
| 17 Mar | 23581.15 | 260.75 | 6.45 | 17.37 | 3,636 | 88 | 4,981 | |||||||||
| 16 Mar | 23408.80 | 239.4 | -3.65 | 19.26 | 5,639 | 279 | 4,893 | |||||||||
| 13 Mar | 23151.10 | 253.15 | -149.9 | 21.18 | 9,939 | 410 | 4,614 | |||||||||
| 12 Mar | 23639.15 | 400 | -116.9 | 19.34 | 5,737 | 844 | 4,204 | |||||||||
| 11 Mar | 23866.85 | 510.65 | -252.1 | 19.21 | 4,116 | 3,212 | 3,360 | |||||||||
| 10 Mar | 24261.60 | 767.15 | 44.5 | 18.67 | 334 | 4 | 148 | |||||||||
| 9 Mar | 24028.05 | 705 | -238.4 | 22.4 | 606 | 144 | 144 | |||||||||
| 6 Mar | 24450.45 | 925.05 | -195.75 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 24765.90 | 925.05 | -195.75 | - | 6 | 0 | 0 | |||||||||
| 4 Mar | 24480.50 | 925.05 | -195.75 | 17.02 | 6 | 0 | 0 | |||||||||
For Nifty - strike price 24000 expiring on 07APR2026
Delta for 24000 CE is 0.03
Historical price for 24000 CE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 6.5, which was -9.45 lower than the previous day. The implied volatity was 23.92, the open interest changed by 35634 which increased total open position to 132152
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 16.85, which was -1.9 lower than the previous day. The implied volatity was 25.87, the open interest changed by 35964 which increased total open position to 96518
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 20.8, which was -58.4 lower than the previous day. The implied volatity was 28.06, the open interest changed by 34434 which increased total open position to 60554
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 80, which was -78.95 lower than the previous day. The implied volatity was 25.75, the open interest changed by 11421 which increased total open position to 26120
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 162.9, which was 55.2 higher than the previous day. The implied volatity was 22.23, the open interest changed by 2764 which increased total open position to 14699
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 117.5, which was 35.4 higher than the previous day. The implied volatity was 23.94, the open interest changed by 138 which increased total open position to 11935
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 81.85, which was -57.15 lower than the previous day. The implied volatity was 26.64, the open interest changed by 3209 which increased total open position to 11797
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 136.05, which was 12.65 higher than the previous day. The implied volatity was 19.42, the open interest changed by 1202 which increased total open position to 8588
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 135.5, which was -149.8 lower than the previous day. The implied volatity was 19.46, the open interest changed by 1158 which increased total open position to 7386
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 286.1, which was 24.7 higher than the previous day. The implied volatity was 15.1, the open interest changed by 1247 which increased total open position to 6228
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 260.75, which was 6.45 higher than the previous day. The implied volatity was 17.37, the open interest changed by 88 which increased total open position to 4981
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 239.4, which was -3.65 lower than the previous day. The implied volatity was 19.26, the open interest changed by 279 which increased total open position to 4893
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 253.15, which was -149.9 lower than the previous day. The implied volatity was 21.18, the open interest changed by 410 which increased total open position to 4614
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 400, which was -116.9 lower than the previous day. The implied volatity was 19.34, the open interest changed by 844 which increased total open position to 4204
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 510.65, which was -252.1 lower than the previous day. The implied volatity was 19.21, the open interest changed by 3212 which increased total open position to 3360
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 767.15, which was 44.5 higher than the previous day. The implied volatity was 18.67, the open interest changed by 4 which increased total open position to 148
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 705, which was -238.4 lower than the previous day. The implied volatity was 22.4, the open interest changed by 144 which increased total open position to 144
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 925.05, which was -195.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 925.05, which was -195.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 925.05, which was -195.75 lower than the previous day. The implied volatity was 17.02, the open interest changed by 0 which decreased total open position to 0
| NIFTY 07-Apr-2026 (4d) 24000 PE | |||||||
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Delta: -0.91
Vega: 4.31
Theta: -8.68
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 22713.10 | 1304 | 19.6 | 34.09 | 2,449 | -692 | 10,742 |
| 1 Apr | 22679.40 | 1256.65 | -380.2 | 24.64 | 4,236 | -675 | 11,434 |
| 30 Mar | 22331.40 | 1568.3 | 329.2 | 15.22 | 9,747 | 3,515 | 12,109 |
| 27 Mar | 22819.60 | 1257.15 | 431.15 | 33.97 | 6,435 | 2,102 | 8,594 |
| 25 Mar | 23306.45 | 820.3 | -324.85 | 25.41 | 4,055 | 589 | 6,492 |
| 24 Mar | 22912.40 | 1114.05 | -395.55 | 27.44 | 1,703 | 607 | 5,903 |
| 23 Mar | 22512.65 | 1540 | 598.35 | 31.16 | 7,323 | 236 | 5,296 |
| 20 Mar | 23114.50 | 957.6 | -84.5 | 23.89 | 2,255 | -19 | 5,060 |
| 19 Mar | 23002.15 | 964.65 | 495.65 | 22.09 | 2,516 | -170 | 5,079 |
| 18 Mar | 23777.80 | 473.8 | -123.75 | 18.86 | 4,204 | 1,122 | 5,249 |
| 17 Mar | 23581.15 | 605 | -167.75 | 19.24 | 961 | 192 | 4,127 |
| 16 Mar | 23408.80 | 797 | -173.4 | 21.99 | 588 | -4 | 3,935 |
| 13 Mar | 23151.10 | 972.55 | 348.55 | 23.64 | 7,274 | -476 | 3,939 |
| 12 Mar | 23639.15 | 621.95 | 98.4 | 20.62 | 7,687 | 421 | 4,415 |
| 11 Mar | 23866.85 | 540 | 220.2 | 21.41 | 7,682 | 3,049 | 3,994 |
| 10 Mar | 24261.60 | 323.9 | -202.7 | 19.81 | 2,359 | 646 | 945 |
| 9 Mar | 24028.05 | 550 | 235.15 | 23.93 | 507 | 70 | 299 |
| 6 Mar | 24450.45 | 302.6 | 92 | 20.35 | 378 | 42 | 229 |
| 5 Mar | 24765.90 | 211.7 | 111.7 | 19.42 | 209 | 187 | 187 |
| 4 Mar | 24480.50 | 100 | 0 | 2.24 | 0 | 0 | 0 |
For Nifty - strike price 24000 expiring on 07APR2026
Delta for 24000 PE is -0.91
Historical price for 24000 PE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1304, which was 19.6 higher than the previous day. The implied volatity was 34.09, the open interest changed by -692 which decreased total open position to 10742
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1256.65, which was -380.2 lower than the previous day. The implied volatity was 24.64, the open interest changed by -675 which decreased total open position to 11434
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1568.3, which was 329.2 higher than the previous day. The implied volatity was 15.22, the open interest changed by 3515 which increased total open position to 12109
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1257.15, which was 431.15 higher than the previous day. The implied volatity was 33.97, the open interest changed by 2102 which increased total open position to 8594
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 820.3, which was -324.85 lower than the previous day. The implied volatity was 25.41, the open interest changed by 589 which increased total open position to 6492
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1114.05, which was -395.55 lower than the previous day. The implied volatity was 27.44, the open interest changed by 607 which increased total open position to 5903
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1540, which was 598.35 higher than the previous day. The implied volatity was 31.16, the open interest changed by 236 which increased total open position to 5296
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 957.6, which was -84.5 lower than the previous day. The implied volatity was 23.89, the open interest changed by -19 which decreased total open position to 5060
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 964.65, which was 495.65 higher than the previous day. The implied volatity was 22.09, the open interest changed by -170 which decreased total open position to 5079
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 473.8, which was -123.75 lower than the previous day. The implied volatity was 18.86, the open interest changed by 1122 which increased total open position to 5249
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 605, which was -167.75 lower than the previous day. The implied volatity was 19.24, the open interest changed by 192 which increased total open position to 4127
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 797, which was -173.4 lower than the previous day. The implied volatity was 21.99, the open interest changed by -4 which decreased total open position to 3935
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 972.55, which was 348.55 higher than the previous day. The implied volatity was 23.64, the open interest changed by -476 which decreased total open position to 3939
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 621.95, which was 98.4 higher than the previous day. The implied volatity was 20.62, the open interest changed by 421 which increased total open position to 4415
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 540, which was 220.2 higher than the previous day. The implied volatity was 21.41, the open interest changed by 3049 which increased total open position to 3994
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 323.9, which was -202.7 lower than the previous day. The implied volatity was 19.81, the open interest changed by 646 which increased total open position to 945
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 550, which was 235.15 higher than the previous day. The implied volatity was 23.93, the open interest changed by 70 which increased total open position to 299
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 302.6, which was 92 higher than the previous day. The implied volatity was 20.35, the open interest changed by 42 which increased total open position to 229
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 211.7, which was 111.7 higher than the previous day. The implied volatity was 19.42, the open interest changed by 187 which increased total open position to 187
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 100, which was 0 lower than the previous day. The implied volatity was 2.24, the open interest changed by 0 which decreased total open position to 0
