NIFTY
Nifty
Historical option data for NIFTY
15 Apr 2026 04:11 PM IST
| NIFTY 21-Apr-2026 (5d) 24200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.53
Vega: 0.13
Theta: -17.79
Gamma: 0.00076
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
|
|
||||||||||||||||
| 15 Apr | 24231.30 | 226.6 | 91.79999999999998 | 16.32 | 23,28,415 | 54,231 | 73,700 | |||||||||
| 13 Apr | 23842.65 | 126 | -101.19999999999999 | 18.34 | 1,48,636 | 11,634 | 19,502 | |||||||||
| 10 Apr | 24050.60 | 231.8 | 54.85000000000002 | 16.68 | 57,626 | 335 | 7,876 | |||||||||
| 9 Apr | 23775.10 | 180.05 | -70.79999999999998 | 19.29 | 23,822 | 4,217 | 7,522 | |||||||||
| 8 Apr | 23997.35 | 263.6 | 183.95 | 17.21 | 17,545 | 1,884 | 3,298 | |||||||||
| 7 Apr | 23123.65 | 85.75 | 0.7 | 21.48 | 4,322 | 541 | 1,414 | |||||||||
| 6 Apr | 22968.25 | 88 | 23.3 | 23.34 | 1,819 | 408 | 873 | |||||||||
| 2 Apr | 22713.10 | 64.6 | -16.65 | 21.5 | 1,032 | 205 | 465 | |||||||||
| 1 Apr | 22679.40 | 83 | -6.35 | 22.51 | 372 | 108 | 260 | |||||||||
| 30 Mar | 22331.40 | 95.95 | -71.2 | 26.04 | 173 | 49 | 152 | |||||||||
| 27 Mar | 22819.60 | 165.45 | -82.65 | 23.56 | 111 | 6 | 103 | |||||||||
| 25 Mar | 23306.45 | 247.65 | 64.95 | 20.68 | 124 | 28 | 97 | |||||||||
| 24 Mar | 22912.40 | 180.4 | 30.25 | 21.44 | 46 | 25 | 69 | |||||||||
| 23 Mar | 22512.65 | 146.05 | -60.25 | 24.36 | 54 | 11 | 44 | |||||||||
| 20 Mar | 23114.50 | 215 | 23.4 | 19.31 | 22 | 9 | 33 | |||||||||
| 19 Mar | 23002.15 | 207.4 | -157.7 | 19.14 | 66 | 23 | 24 | |||||||||
| 18 Mar | 23777.80 | 365.1 | 111.35 | 15.94 | 17 | 1 | 1 | |||||||||
For Nifty - strike price 24200 expiring on 21APR2026
Delta for 24200 CE is 0.53
Historical price for 24200 CE is as follows
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 226.6, which was 91.79999999999998 higher than the previous day. The implied volatity was 16.32, the open interest changed by 54231 which increased total open position to 73700
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 126, which was -101.19999999999999 lower than the previous day. The implied volatity was 18.34, the open interest changed by 11634 which increased total open position to 19502
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 231.8, which was 54.85000000000002 higher than the previous day. The implied volatity was 16.68, the open interest changed by 335 which increased total open position to 7876
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 180.05, which was -70.79999999999998 lower than the previous day. The implied volatity was 19.29, the open interest changed by 4217 which increased total open position to 7522
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 263.6, which was 183.95 higher than the previous day. The implied volatity was 17.21, the open interest changed by 1884 which increased total open position to 3298
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 85.75, which was 0.7 higher than the previous day. The implied volatity was 21.48, the open interest changed by 541 which increased total open position to 1414
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 88, which was 23.3 higher than the previous day. The implied volatity was 23.34, the open interest changed by 408 which increased total open position to 873
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 64.6, which was -16.65 lower than the previous day. The implied volatity was 21.5, the open interest changed by 205 which increased total open position to 465
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 83, which was -6.35 lower than the previous day. The implied volatity was 22.51, the open interest changed by 108 which increased total open position to 260
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 95.95, which was -71.2 lower than the previous day. The implied volatity was 26.04, the open interest changed by 49 which increased total open position to 152
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 165.45, which was -82.65 lower than the previous day. The implied volatity was 23.56, the open interest changed by 6 which increased total open position to 103
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 247.65, which was 64.95 higher than the previous day. The implied volatity was 20.68, the open interest changed by 28 which increased total open position to 97
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 180.4, which was 30.25 higher than the previous day. The implied volatity was 21.44, the open interest changed by 25 which increased total open position to 69
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 146.05, which was -60.25 lower than the previous day. The implied volatity was 24.36, the open interest changed by 11 which increased total open position to 44
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 215, which was 23.4 higher than the previous day. The implied volatity was 19.31, the open interest changed by 9 which increased total open position to 33
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 207.4, which was -157.7 lower than the previous day. The implied volatity was 19.14, the open interest changed by 23 which increased total open position to 24
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 365.1, which was 111.35 higher than the previous day. The implied volatity was 15.94, the open interest changed by 1 which increased total open position to 1
| NIFTY 21-Apr-2026 (5d) 24200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.13
Theta: -16.41
Gamma: 0.00067
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Apr | 24231.30 | 218 | -266.8 | 18.57 | 23,98,484 | 71,412 | 74,334 |
| 13 Apr | 23842.65 | 485.3 | 137.05 | 19.02 | 9,870 | 203 | 2,923 |
| 10 Apr | 24050.60 | 348 | -185.64999999999998 | 17.21 | 11,289 | 1,818 | 2,722 |
| 9 Apr | 23775.10 | 536 | 123 | 17.18 | 3,348 | 450 | 904 |
| 8 Apr | 23997.35 | 394.85 | -733.9 | 18.88 | 1,691 | 445 | 454 |
| 7 Apr | 23123.65 | 1115 | -91.9 | 25.86 | 10 | 9 | 9 |
| 6 Apr | 22968.25 | 1206.9 | 496.65 | 20.87 | 1 | 0 | 0 |
| 2 Apr | 22713.10 | 710.25 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 22679.40 | 710.25 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 22331.40 | 710.25 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 22819.60 | 710.25 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 23306.45 | 710.25 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 22912.40 | 710.25 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 22512.65 | 710.25 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 23114.50 | 710.25 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 23002.15 | 710.25 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 23777.80 | 710.25 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 24200 expiring on 21APR2026
Delta for 24200 PE is -0.47
Historical price for 24200 PE is as follows
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 218, which was -266.8 lower than the previous day. The implied volatity was 18.57, the open interest changed by 71412 which increased total open position to 74334
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 485.3, which was 137.05 higher than the previous day. The implied volatity was 19.02, the open interest changed by 203 which increased total open position to 2923
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 348, which was -185.64999999999998 lower than the previous day. The implied volatity was 17.21, the open interest changed by 1818 which increased total open position to 2722
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 536, which was 123 higher than the previous day. The implied volatity was 17.18, the open interest changed by 450 which increased total open position to 904
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 394.85, which was -733.9 lower than the previous day. The implied volatity was 18.88, the open interest changed by 445 which increased total open position to 454
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1115, which was -91.9 lower than the previous day. The implied volatity was 25.86, the open interest changed by 9 which increased total open position to 9
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1206.9, which was 496.65 higher than the previous day. The implied volatity was 20.87, 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 710.25, 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 710.25, 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 710.25, 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 710.25, 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 710.25, 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 710.25, 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 710.25, 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 710.25, 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 710.25, 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 710.25, 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
