NIFTY
Nifty
Historical option data for NIFTY
02 Apr 2026 12:43 PM IST
| NIFTY 07-Apr-2026 (5d) 24400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.59
Theta: -1.76
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 22359.90 | 2.1 | -3.45 | 29.97 | 82,031 | -3,386 | 17,653 | |||||||||
| 1 Apr | 22679.40 | 6.15 | -2.5 | 26.93 | 1,58,199 | 11,994 | 21,039 | |||||||||
| 30 Mar | 22331.40 | 8.75 | -26.55 | 29.29 | 72,416 | 2,511 | 9,045 | |||||||||
| 27 Mar | 22819.60 | 37.8 | -34.7 | 25.8 | 24,617 | 2,701 | 6,534 | |||||||||
| 25 Mar | 23306.45 | 71.05 | 16.7 | 21.22 | 13,705 | 570 | 3,833 | |||||||||
| 24 Mar | 22912.40 | 58.1 | 17.05 | 23.73 | 7,164 | 211 | 3,263 | |||||||||
| 23 Mar | 22512.65 | 41.65 | -24.85 | 26.4 | 4,286 | 809 | 3,052 | |||||||||
| 20 Mar | 23114.50 | 65.05 | 5 | 19.21 | 5,561 | 105 | 2,243 | |||||||||
|
|
||||||||||||||||
| 19 Mar | 23002.15 | 64.4 | -74.1 | 19.09 | 2,387 | 61 | 2,138 | |||||||||
| 18 Mar | 23777.80 | 136 | 5.55 | 14.62 | 1,162 | 177 | 2,077 | |||||||||
| 17 Mar | 23581.15 | 131.95 | -2.05 | 16.84 | 687 | 71 | 1,900 | |||||||||
| 16 Mar | 23408.80 | 127.95 | -7.4 | 18.78 | 847 | -31 | 1,829 | |||||||||
| 13 Mar | 23151.10 | 140.4 | -97.05 | 20.34 | 1,355 | 43 | 1,860 | |||||||||
| 12 Mar | 23639.15 | 232.95 | -85.5 | 18.4 | 329 | 77 | 1,817 | |||||||||
| 11 Mar | 23866.85 | 314.8 | -187.7 | 18.29 | 400 | 51 | 1,740 | |||||||||
| 10 Mar | 24261.60 | 505.2 | 2.95 | 17.43 | 1,903 | 1,630 | 1,689 | |||||||||
| 9 Mar | 24028.05 | 468.6 | -164.55 | 20.79 | 87 | 26 | 59 | |||||||||
| 6 Mar | 24450.45 | 634.35 | -131.95 | 16.71 | 26 | -6 | 33 | |||||||||
| 5 Mar | 24765.90 | 727.75 | 10.4 | 13.2 | 30 | 2 | 39 | |||||||||
| 4 Mar | 24480.50 | 669.9 | -145.5 | 17.03 | 84 | 37 | 37 | |||||||||
For Nifty - strike price 24400 expiring on 07APR2026
Delta for 24400 CE is 0.01
Historical price for 24400 CE is as follows
On 2 Apr NIFTY was trading at 22359.90. The strike last trading price was 2.1, which was -3.45 lower than the previous day. The implied volatity was 29.97, the open interest changed by -3386 which decreased total open position to 17653
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 6.15, which was -2.5 lower than the previous day. The implied volatity was 26.93, the open interest changed by 11994 which increased total open position to 21039
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 8.75, which was -26.55 lower than the previous day. The implied volatity was 29.29, the open interest changed by 2511 which increased total open position to 9045
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 37.8, which was -34.7 lower than the previous day. The implied volatity was 25.8, the open interest changed by 2701 which increased total open position to 6534
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 71.05, which was 16.7 higher than the previous day. The implied volatity was 21.22, the open interest changed by 570 which increased total open position to 3833
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 58.1, which was 17.05 higher than the previous day. The implied volatity was 23.73, the open interest changed by 211 which increased total open position to 3263
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 41.65, which was -24.85 lower than the previous day. The implied volatity was 26.4, the open interest changed by 809 which increased total open position to 3052
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 65.05, which was 5 higher than the previous day. The implied volatity was 19.21, the open interest changed by 105 which increased total open position to 2243
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 64.4, which was -74.1 lower than the previous day. The implied volatity was 19.09, the open interest changed by 61 which increased total open position to 2138
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 136, which was 5.55 higher than the previous day. The implied volatity was 14.62, the open interest changed by 177 which increased total open position to 2077
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 131.95, which was -2.05 lower than the previous day. The implied volatity was 16.84, the open interest changed by 71 which increased total open position to 1900
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 127.95, which was -7.4 lower than the previous day. The implied volatity was 18.78, the open interest changed by -31 which decreased total open position to 1829
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 140.4, which was -97.05 lower than the previous day. The implied volatity was 20.34, the open interest changed by 43 which increased total open position to 1860
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 232.95, which was -85.5 lower than the previous day. The implied volatity was 18.4, the open interest changed by 77 which increased total open position to 1817
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 314.8, which was -187.7 lower than the previous day. The implied volatity was 18.29, the open interest changed by 51 which increased total open position to 1740
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 505.2, which was 2.95 higher than the previous day. The implied volatity was 17.43, the open interest changed by 1630 which increased total open position to 1689
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 468.6, which was -164.55 lower than the previous day. The implied volatity was 20.79, the open interest changed by 26 which increased total open position to 59
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 634.35, which was -131.95 lower than the previous day. The implied volatity was 16.71, the open interest changed by -6 which decreased total open position to 33
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 727.75, which was 10.4 higher than the previous day. The implied volatity was 13.2, the open interest changed by 2 which increased total open position to 39
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 669.9, which was -145.5 lower than the previous day. The implied volatity was 17.03, the open interest changed by 37 which increased total open position to 37
| NIFTY 07-Apr-2026 (5d) 24400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 5.92
Theta: -31.81
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 22359.90 | 2125.6 | 451.1 | 65.1 | 18 | -4 | 4,579 |
| 1 Apr | 22679.40 | 1661.9 | -341.85 | 26.18 | 770 | -37 | 4,583 |
| 30 Mar | 22331.40 | 1993.65 | 403.3 | 34.3 | 708 | 739 | 4,620 |
| 27 Mar | 22819.60 | 1596.45 | 469.5 | 34.84 | 4,100 | 1,934 | 3,881 |
| 25 Mar | 23306.45 | 1119.15 | -364.5 | 24.81 | 555 | 326 | 1,947 |
| 24 Mar | 22912.40 | 1483.65 | -341.35 | 31.1 | 53 | 1 | 1,621 |
| 23 Mar | 22512.65 | 1825 | 540.55 | 22.22 | 42 | -4 | 1,620 |
| 20 Mar | 23114.50 | 1285 | 565 | 25.03 | 632 | -77 | 1,624 |
| 19 Mar | 23002.15 | 720 | -198.8 | - | 31 | 0 | 1,701 |
| 18 Mar | 23777.80 | 720 | -198.8 | 18.82 | 31 | 16 | 1,701 |
| 17 Mar | 23581.15 | 918.8 | -111.95 | 21.44 | 7 | -3 | 1,685 |
| 16 Mar | 23408.80 | 1030.75 | -209.25 | 19.13 | 3 | -1 | 1,688 |
| 13 Mar | 23151.10 | 1240 | 434.25 | 22.38 | 78 | 19 | 1,689 |
| 12 Mar | 23639.15 | 805.75 | 85.75 | 17.77 | 41 | 13 | 1,670 |
| 11 Mar | 23866.85 | 720 | 276.9 | 19.72 | 131 | 3 | 1,657 |
| 10 Mar | 24261.60 | 455.4 | -219.5 | 18.36 | 2,057 | 1,620 | 1,654 |
| 9 Mar | 24028.05 | 674.9 | 240.05 | 20.98 | 38 | -17 | 34 |
| 6 Mar | 24450.45 | 429.1 | 142.45 | 19.45 | 43 | 14 | 51 |
| 5 Mar | 24765.90 | 286.65 | -147.4 | 17.67 | 55 | 12 | 37 |
| 4 Mar | 24480.50 | 438.3 | 246.25 | 19.48 | 84 | 25 | 25 |
For Nifty - strike price 24400 expiring on 07APR2026
Delta for 24400 PE is -0.86
Historical price for 24400 PE is as follows
On 2 Apr NIFTY was trading at 22359.90. The strike last trading price was 2125.6, which was 451.1 higher than the previous day. The implied volatity was 65.1, the open interest changed by -4 which decreased total open position to 4579
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1661.9, which was -341.85 lower than the previous day. The implied volatity was 26.18, the open interest changed by -37 which decreased total open position to 4583
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1993.65, which was 403.3 higher than the previous day. The implied volatity was 34.3, the open interest changed by 739 which increased total open position to 4620
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1596.45, which was 469.5 higher than the previous day. The implied volatity was 34.84, the open interest changed by 1934 which increased total open position to 3881
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1119.15, which was -364.5 lower than the previous day. The implied volatity was 24.81, the open interest changed by 326 which increased total open position to 1947
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1483.65, which was -341.35 lower than the previous day. The implied volatity was 31.1, the open interest changed by 1 which increased total open position to 1621
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1825, which was 540.55 higher than the previous day. The implied volatity was 22.22, the open interest changed by -4 which decreased total open position to 1620
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1285, which was 565 higher than the previous day. The implied volatity was 25.03, the open interest changed by -77 which decreased total open position to 1624
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 720, which was -198.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1701
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 720, which was -198.8 lower than the previous day. The implied volatity was 18.82, the open interest changed by 16 which increased total open position to 1701
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 918.8, which was -111.95 lower than the previous day. The implied volatity was 21.44, the open interest changed by -3 which decreased total open position to 1685
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1030.75, which was -209.25 lower than the previous day. The implied volatity was 19.13, the open interest changed by -1 which decreased total open position to 1688
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1240, which was 434.25 higher than the previous day. The implied volatity was 22.38, the open interest changed by 19 which increased total open position to 1689
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 805.75, which was 85.75 higher than the previous day. The implied volatity was 17.77, the open interest changed by 13 which increased total open position to 1670
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 720, which was 276.9 higher than the previous day. The implied volatity was 19.72, the open interest changed by 3 which increased total open position to 1657
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 455.4, which was -219.5 lower than the previous day. The implied volatity was 18.36, the open interest changed by 1620 which increased total open position to 1654
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 674.9, which was 240.05 higher than the previous day. The implied volatity was 20.98, the open interest changed by -17 which decreased total open position to 34
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 429.1, which was 142.45 higher than the previous day. The implied volatity was 19.45, the open interest changed by 14 which increased total open position to 51
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 286.65, which was -147.4 lower than the previous day. The implied volatity was 17.67, the open interest changed by 12 which increased total open position to 37
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 438.3, which was 246.25 higher than the previous day. The implied volatity was 19.48, the open interest changed by 25 which increased total open position to 25
