NIFTY
Nifty
Historical option data for NIFTY
21 Apr 2026 10:10 AM IST
| NIFTY 21-Apr-2026 24300 CE | ||||||||||||||||
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Delta: 0.89
Vega: 0.02
Theta: -32.77
Gamma: 0.00103
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 21 Apr | 24520.35 | 234.45 | 84.14999999999998 | 19.48 | 6,11,576 | -1,181 | 49,642 | |||||||||
| 20 Apr | 24364.85 | 132.6 | -53.650000000000006 | 19.82 | 29,00,281 | -9,040 | 51,962 | |||||||||
| 17 Apr | 24353.55 | 199.5 | 66.35 | 14.43 | 41,47,060 | -26,778 | 62,854 | |||||||||
| 16 Apr | 24196.75 | 129.4 | -54.75 | 14.7 | 20,76,710 | 49,662 | 92,048 | |||||||||
| 15 Apr | 24231.30 | 176 | 74.95 | 16.24 | 14,75,537 | 18,724 | 45,338 | |||||||||
| 13 Apr | 23842.65 | 96.55 | -85.7 | 18.08 | 1,25,802 | 19,448 | 26,648 | |||||||||
| 10 Apr | 24050.60 | 185.15 | 44.400000000000006 | 16.3 | 40,252 | 2,002 | 7,183 | |||||||||
| 9 Apr | 23775.10 | 142.35 | -63.70000000000002 | 18.75 | 17,432 | 1,325 | 5,154 | |||||||||
| 8 Apr | 23997.35 | 216.2 | 152.95 | 16.88 | 14,123 | 3,768 | 3,848 | |||||||||
| 7 Apr | 23123.65 | 68.35 | -153.9 | 21.21 | 286 | 80 | 80 | |||||||||
| 6 Apr | 22968.25 | 222.25 | 0 | 6.2 | 0 | 0 | 0 | |||||||||
| 2 Apr | 22713.10 | 222.25 | 0 | 6.54 | 0 | 0 | 0 | |||||||||
| 1 Apr | 22679.40 | 222.25 | 0 | 6.36 | 0 | 0 | 0 | |||||||||
| 30 Mar | 22331.40 | 222.25 | 0 | 7.49 | 0 | 0 | 0 | |||||||||
| 27 Mar | 22819.60 | 222.25 | 0 | 4.85 | 0 | 0 | 0 | |||||||||
| 25 Mar | 23306.45 | 222.25 | 0 | 2.96 | 0 | 0 | 0 | |||||||||
| 24 Mar | 22912.40 | 222.25 | 0 | 4.09 | 0 | 0 | 0 | |||||||||
| 23 Mar | 22512.65 | 222.25 | 0 | 5.6 | 0 | 0 | 0 | |||||||||
| 20 Mar | 23114.50 | 222.25 | 0 | 3.18 | 0 | 0 | 0 | |||||||||
| 19 Mar | 23002.15 | 222.25 | 0 | 3.26 | 0 | 0 | 0 | |||||||||
| 18 Mar | 23777.80 | 222.25 | 0 | 1.07 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24300 expiring on 21APR2026
Delta for 24300 CE is 0.89
Historical price for 24300 CE is as follows
On 21 Apr NIFTY was trading at 24520.35. The strike last trading price was 234.45, which was 84.14999999999998 higher than the previous day. The implied volatity was 19.48, the open interest changed by -1181 which decreased total open position to 49642
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 132.6, which was -53.650000000000006 lower than the previous day. The implied volatity was 19.82, the open interest changed by -9040 which decreased total open position to 51962
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 199.5, which was 66.35 higher than the previous day. The implied volatity was 14.43, the open interest changed by -26778 which decreased total open position to 62854
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 129.4, which was -54.75 lower than the previous day. The implied volatity was 14.7, the open interest changed by 49662 which increased total open position to 92048
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 176, which was 74.95 higher than the previous day. The implied volatity was 16.24, the open interest changed by 18724 which increased total open position to 45338
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 96.55, which was -85.7 lower than the previous day. The implied volatity was 18.08, the open interest changed by 19448 which increased total open position to 26648
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 185.15, which was 44.400000000000006 higher than the previous day. The implied volatity was 16.3, the open interest changed by 2002 which increased total open position to 7183
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 142.35, which was -63.70000000000002 lower than the previous day. The implied volatity was 18.75, the open interest changed by 1325 which increased total open position to 5154
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 216.2, which was 152.95 higher than the previous day. The implied volatity was 16.88, the open interest changed by 3768 which increased total open position to 3848
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 68.35, which was -153.9 lower than the previous day. The implied volatity was 21.21, the open interest changed by 80 which increased total open position to 80
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 222.25, which was 0 lower than the previous day. The implied volatity was 6.2, 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 222.25, which was 0 lower than the previous day. The implied volatity was 6.54, 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 222.25, which was 0 lower than the previous day. The implied volatity was 6.36, 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 222.25, which was 0 lower than the previous day. The implied volatity was 7.49, 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 222.25, which was 0 lower than the previous day. The implied volatity was 4.85, 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 222.25, which was 0 lower than the previous day. The implied volatity was 2.96, 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 222.25, which was 0 lower than the previous day. The implied volatity was 4.09, 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 222.25, which was 0 lower than the previous day. The implied volatity was 5.6, 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 222.25, which was 0 lower than the previous day. The implied volatity was 3.18, 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 222.25, which was 0 lower than the previous day. The implied volatity was 3.26, 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 222.25, which was 0 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0
| NIFTY 21-Apr-2026 24300 PE | |||||||
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Delta: -0.09
Vega: 0.02
Theta: -21.19
Gamma: 0.00096
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 21 Apr | 24520.35 | 6.9 | -110.25 | 17.51 | 19,84,692 | 2,22,759 | 3,10,859 |
| 20 Apr | 24364.85 | 127.45 | -7.1000000000000085 | 24.33 | 56,40,645 | 21,958 | 89,933 |
| 17 Apr | 24353.55 | 123.45 | -121.45 | 15.41 | 28,20,995 | 50,868 | 79,629 |
| 16 Apr | 24196.75 | 259.65 | 5.849999999999966 | 17.98 | 15,35,625 | 9,512 | 28,968 |
| 15 Apr | 24231.30 | 265.95 | -288.05 | 18.22 | 7,64,494 | 15,877 | 19,462 |
| 13 Apr | 23842.65 | 560.85 | 153.95000000000005 | 19.31 | 6,559 | 2,588 | 3,599 |
| 10 Apr | 24050.60 | 397.15 | -196.60000000000002 | 16.47 | 2,873 | 561 | 1,011 |
| 9 Apr | 23775.10 | 590.35 | 125 | 16.03 | 1,111 | 209 | 451 |
| 8 Apr | 23997.35 | 443.65 | -770.5 | 18.39 | 1,178 | 241 | 243 |
| 7 Apr | 23123.65 | 1214 | 435.9 | 27.3 | 4 | 2 | 2 |
| 6 Apr | 22968.25 | 778.1 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 22713.10 | 778.1 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 22679.40 | 778.1 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 22331.40 | 778.1 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 22819.60 | 778.1 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 23306.45 | 778.1 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 22912.40 | 778.1 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 22512.65 | 778.1 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 23114.50 | 778.1 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 23002.15 | 778.1 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 23777.80 | 778.1 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 24300 expiring on 21APR2026
Delta for 24300 PE is -0.09
Historical price for 24300 PE is as follows
On 21 Apr NIFTY was trading at 24520.35. The strike last trading price was 6.9, which was -110.25 lower than the previous day. The implied volatity was 17.51, the open interest changed by 222759 which increased total open position to 310859
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 127.45, which was -7.1000000000000085 lower than the previous day. The implied volatity was 24.33, the open interest changed by 21958 which increased total open position to 89933
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 123.45, which was -121.45 lower than the previous day. The implied volatity was 15.41, the open interest changed by 50868 which increased total open position to 79629
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 259.65, which was 5.849999999999966 higher than the previous day. The implied volatity was 17.98, the open interest changed by 9512 which increased total open position to 28968
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 265.95, which was -288.05 lower than the previous day. The implied volatity was 18.22, the open interest changed by 15877 which increased total open position to 19462
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 560.85, which was 153.95000000000005 higher than the previous day. The implied volatity was 19.31, the open interest changed by 2588 which increased total open position to 3599
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 397.15, which was -196.60000000000002 lower than the previous day. The implied volatity was 16.47, the open interest changed by 561 which increased total open position to 1011
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 590.35, which was 125 higher than the previous day. The implied volatity was 16.03, the open interest changed by 209 which increased total open position to 451
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 443.65, which was -770.5 lower than the previous day. The implied volatity was 18.39, the open interest changed by 241 which increased total open position to 243
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1214, which was 435.9 higher than the previous day. The implied volatity was 27.3, the open interest changed by 2 which increased total open position to 2
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 778.1, 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 778.1, 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 778.1, 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 778.1, 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 778.1, 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 778.1, 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 778.1, 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 778.1, 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 778.1, 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 778.1, 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 778.1, 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
