NIFTY
Nifty
Historical option data for NIFTY
17 Apr 2026 04:11 PM IST
| NIFTY 21-Apr-2026 (3d) 24250 CE | ||||||||||||||||
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Delta: 0.64
Vega: 0.1
Theta: -18.15
Gamma: 0.00096
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Apr | 24353.55 | 232.15 | 76.15 | 14.64 | 24,67,702 | -11,510 | 23,371 | |||||||||
| 16 Apr | 24196.75 | 151.2 | -58.95000000000002 | 14.71 | 8,49,806 | 1,165 | 35,784 | |||||||||
| 15 Apr | 24231.30 | 200.45 | 82.44999999999999 | 16.25 | 15,40,259 | 31,233 | 35,371 | |||||||||
| 13 Apr | 23842.65 | 110 | -94.1 | 18.14 | 32,870 | 2,882 | 4,209 | |||||||||
| 10 Apr | 24050.60 | 207.6 | 50.54999999999998 | 16.45 | 9,719 | 264 | 1,322 | |||||||||
| 9 Apr | 23775.10 | 161.3 | -66.1 | 19.07 | 3,262 | 475 | 1,057 | |||||||||
| 8 Apr | 23997.35 | 240 | 2.4 | 17.07 | 2,714 | 586 | 586 | |||||||||
| 7 Apr | 23123.65 | 237.6 | 0 | 5.33 | 0 | 0 | 0 | |||||||||
| 6 Apr | 22968.25 | 237.6 | 0 | 5.98 | 0 | 0 | 0 | |||||||||
| 2 Apr | 22713.10 | 237.6 | 0 | 6.34 | 0 | 0 | 0 | |||||||||
| 1 Apr | 22679.40 | 237.6 | 0 | 5.86 | 0 | 0 | 0 | |||||||||
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| 30 Mar | 22331.40 | 237.6 | 0 | 7.13 | 0 | 0 | 0 | |||||||||
| 27 Mar | 22819.60 | 237.6 | 0 | 4.67 | 0 | 0 | 0 | |||||||||
| 25 Mar | 23306.45 | 237.6 | 0 | 2.79 | 0 | 0 | 0 | |||||||||
| 24 Mar | 22912.40 | 237.6 | 0 | 4.07 | 0 | 0 | 0 | |||||||||
| 23 Mar | 22512.65 | 237.6 | 0 | 5.44 | 0 | 0 | 0 | |||||||||
| 20 Mar | 23114.50 | 237.6 | 0 | 3.03 | 0 | 0 | 0 | |||||||||
| 19 Mar | 23002.15 | 237.6 | 0 | 3.1 | 0 | 0 | 0 | |||||||||
| 18 Mar | 23777.80 | 237.6 | 0 | 0.9 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24250 expiring on 21APR2026
Delta for 24250 CE is 0.64
Historical price for 24250 CE is as follows
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 232.15, which was 76.15 higher than the previous day. The implied volatity was 14.64, the open interest changed by -11510 which decreased total open position to 23371
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 151.2, which was -58.95000000000002 lower than the previous day. The implied volatity was 14.71, the open interest changed by 1165 which increased total open position to 35784
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 200.45, which was 82.44999999999999 higher than the previous day. The implied volatity was 16.25, the open interest changed by 31233 which increased total open position to 35371
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 110, which was -94.1 lower than the previous day. The implied volatity was 18.14, the open interest changed by 2882 which increased total open position to 4209
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 207.6, which was 50.54999999999998 higher than the previous day. The implied volatity was 16.45, the open interest changed by 264 which increased total open position to 1322
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 161.3, which was -66.1 lower than the previous day. The implied volatity was 19.07, the open interest changed by 475 which increased total open position to 1057
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 240, which was 2.4 higher than the previous day. The implied volatity was 17.07, the open interest changed by 586 which increased total open position to 586
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 237.6, which was 0 lower than the previous day. The implied volatity was 5.33, the open interest changed by 0 which decreased total open position to 0
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 237.6, which was 0 lower than the previous day. The implied volatity was 5.98, 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 237.6, which was 0 lower than the previous day. The implied volatity was 6.34, 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 237.6, which was 0 lower than the previous day. The implied volatity was 5.86, 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 237.6, which was 0 lower than the previous day. The implied volatity was 7.13, 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 237.6, which was 0 lower than the previous day. The implied volatity was 4.67, 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 237.6, which was 0 lower than the previous day. The implied volatity was 2.79, 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 237.6, which was 0 lower than the previous day. The implied volatity was 4.07, 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 237.6, which was 0 lower than the previous day. The implied volatity was 5.44, 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 237.6, which was 0 lower than the previous day. The implied volatity was 3.03, 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 237.6, which was 0 lower than the previous day. The implied volatity was 3.1, 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 237.6, which was 0 lower than the previous day. The implied volatity was 0.9, the open interest changed by 0 which decreased total open position to 0
| NIFTY 21-Apr-2026 (3d) 24250 PE | |||||||
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Delta: -0.37
Vega: 0.1
Theta: -15.93
Gamma: 0.0009
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Apr | 24353.55 | 107.05 | -110.64999999999999 | 15.74 | 19,97,026 | 27,835 | 43,588 |
| 16 Apr | 24196.75 | 231.05 | 1.3000000000000114 | 17.9 | 7,68,072 | -4,533 | 16,502 |
| 15 Apr | 24231.30 | 240.95 | -270.90000000000003 | 18.43 | 10,38,547 | 20,109 | 21,128 |
| 13 Apr | 23842.65 | 515.6 | 143.45000000000005 | 18.43 | 625 | 116 | 1,018 |
| 10 Apr | 24050.60 | 369.65 | -187.89999999999998 | 16.72 | 1,326 | 142 | 903 |
| 9 Apr | 23775.10 | 560.15 | 120.14999999999998 | 16.48 | 407 | -24 | 763 |
| 8 Apr | 23997.35 | 425 | -318.8 | 18.97 | 1,388 | 790 | 790 |
| 7 Apr | 23123.65 | 743.8 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 22968.25 | 743.8 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 22713.10 | 743.8 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 22679.40 | 743.8 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 22331.40 | 743.8 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 22819.60 | 743.8 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 23306.45 | 743.8 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 22912.40 | 743.8 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 22512.65 | 743.8 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 23114.50 | 743.8 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 23002.15 | 743.8 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 23777.80 | 743.8 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 24250 expiring on 21APR2026
Delta for 24250 PE is -0.37
Historical price for 24250 PE is as follows
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 107.05, which was -110.64999999999999 lower than the previous day. The implied volatity was 15.74, the open interest changed by 27835 which increased total open position to 43588
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 231.05, which was 1.3000000000000114 higher than the previous day. The implied volatity was 17.9, the open interest changed by -4533 which decreased total open position to 16502
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 240.95, which was -270.90000000000003 lower than the previous day. The implied volatity was 18.43, the open interest changed by 20109 which increased total open position to 21128
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 515.6, which was 143.45000000000005 higher than the previous day. The implied volatity was 18.43, the open interest changed by 116 which increased total open position to 1018
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 369.65, which was -187.89999999999998 lower than the previous day. The implied volatity was 16.72, the open interest changed by 142 which increased total open position to 903
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 560.15, which was 120.14999999999998 higher than the previous day. The implied volatity was 16.48, the open interest changed by -24 which decreased total open position to 763
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 425, which was -318.8 lower than the previous day. The implied volatity was 18.97, the open interest changed by 790 which increased total open position to 790
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 743.8, 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 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 743.8, 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 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 743.8, 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 743.8, 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 743.8, 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 743.8, 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 743.8, 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 743.8, 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 743.8, 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 743.8, 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 743.8, 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 743.8, 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
