NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2026 04:10 PM IST
| NIFTY 07-Apr-2026 (6d) 24450 CE | ||||||||||||||||
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Delta: 0.02
Vega: 1.35
Theta: -3.16
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Apr | 22679.40 | 5.4 | -3 | 27.03 | 78,206 | 5,456 | 8,548 | |||||||||
| 30 Mar | 22331.40 | 8.65 | -23.65 | 29.31 | 14,426 | 365 | 3,092 | |||||||||
| 27 Mar | 22819.60 | 33.5 | -31.15 | 25.68 | 5,575 | 741 | 2,727 | |||||||||
| 25 Mar | 23306.45 | 64.05 | 13.7 | 21.19 | 2,363 | 115 | 1,986 | |||||||||
| 24 Mar | 22912.40 | 54.45 | 16.55 | 23.9 | 655 | 64 | 1,871 | |||||||||
| 23 Mar | 22512.65 | 36.4 | -23.8 | 26.1 | 329 | 18 | 1,807 | |||||||||
| 20 Mar | 23114.50 | 59.05 | 5.7 | 19.21 | 397 | 24 | 1,789 | |||||||||
| 19 Mar | 23002.15 | 57.15 | -68.55 | 18.98 | 316 | 6 | 1,765 | |||||||||
| 18 Mar | 23777.80 | 121.85 | 2.65 | 14.54 | 379 | 57 | 1,759 | |||||||||
| 17 Mar | 23581.15 | 120.2 | -1.05 | 16.79 | 161 | -5 | 1,702 | |||||||||
| 16 Mar | 23408.80 | 121.25 | -3.95 | 18.97 | 298 | 15 | 1,707 | |||||||||
| 13 Mar | 23151.10 | 128.5 | -92.45 | 20.17 | 471 | -16 | 1,692 | |||||||||
| 12 Mar | 23639.15 | 214.25 | -89.25 | 18.24 | 169 | 50 | 1,708 | |||||||||
| 11 Mar | 23866.85 | 297.45 | -177.6 | 18.32 | 90 | 10 | 1,658 | |||||||||
| 10 Mar | 24261.60 | 482.85 | -138.25 | 17.53 | 1,720 | 1,646 | 1,648 | |||||||||
| 9 Mar | 24028.05 | 624.2 | -156.35 | - | 0 | 1 | 2 | |||||||||
| 6 Mar | 24450.45 | 624.2 | -156.35 | 17.36 | 2 | 1 | 1 | |||||||||
| 5 Mar | 24765.90 | 780.55 | 0 | - | 0 | 0 | 0 | |||||||||
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| 4 Mar | 24480.50 | 780.55 | 0 | 0.03 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24450 expiring on 07APR2026
Delta for 24450 CE is 0.02
Historical price for 24450 CE is as follows
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 5.4, which was -3 lower than the previous day. The implied volatity was 27.03, the open interest changed by 5456 which increased total open position to 8548
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 8.65, which was -23.65 lower than the previous day. The implied volatity was 29.31, the open interest changed by 365 which increased total open position to 3092
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 33.5, which was -31.15 lower than the previous day. The implied volatity was 25.68, the open interest changed by 741 which increased total open position to 2727
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 64.05, which was 13.7 higher than the previous day. The implied volatity was 21.19, the open interest changed by 115 which increased total open position to 1986
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 54.45, which was 16.55 higher than the previous day. The implied volatity was 23.9, the open interest changed by 64 which increased total open position to 1871
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 36.4, which was -23.8 lower than the previous day. The implied volatity was 26.1, the open interest changed by 18 which increased total open position to 1807
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 59.05, which was 5.7 higher than the previous day. The implied volatity was 19.21, the open interest changed by 24 which increased total open position to 1789
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 57.15, which was -68.55 lower than the previous day. The implied volatity was 18.98, the open interest changed by 6 which increased total open position to 1765
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 121.85, which was 2.65 higher than the previous day. The implied volatity was 14.54, the open interest changed by 57 which increased total open position to 1759
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 120.2, which was -1.05 lower than the previous day. The implied volatity was 16.79, the open interest changed by -5 which decreased total open position to 1702
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 121.25, which was -3.95 lower than the previous day. The implied volatity was 18.97, the open interest changed by 15 which increased total open position to 1707
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 128.5, which was -92.45 lower than the previous day. The implied volatity was 20.17, the open interest changed by -16 which decreased total open position to 1692
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 214.25, which was -89.25 lower than the previous day. The implied volatity was 18.24, the open interest changed by 50 which increased total open position to 1708
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 297.45, which was -177.6 lower than the previous day. The implied volatity was 18.32, the open interest changed by 10 which increased total open position to 1658
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 482.85, which was -138.25 lower than the previous day. The implied volatity was 17.53, the open interest changed by 1646 which increased total open position to 1648
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 624.2, which was -156.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 624.2, which was -156.35 lower than the previous day. The implied volatity was 17.36, the open interest changed by 1 which increased total open position to 1
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 780.55, 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 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 780.55, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
| NIFTY 07-Apr-2026 (6d) 24450 PE | |||||||
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Delta: -1
Vega: 0
Theta: 6.69
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Apr | 22679.40 | 1558.95 | 382.95 | 4.98 | 2 | 0 | 1,638 |
| 30 Mar | 22331.40 | 1176 | 9 | - | 0 | 0 | 1,638 |
| 27 Mar | 22819.60 | 1176 | 9 | - | 0 | 1 | 1,638 |
| 25 Mar | 23306.45 | 1176 | 9 | 26.14 | 7 | 1 | 1,637 |
| 24 Mar | 22912.40 | 1167 | -179 | - | 0 | 0 | 1,636 |
| 23 Mar | 22512.65 | 1167 | -179 | - | 0 | -1 | 1,636 |
| 20 Mar | 23114.50 | 1167 | -179 | 12.38 | 2 | 1 | 1,637 |
| 19 Mar | 23002.15 | 1343.05 | 274.1 | 23.39 | 11 | 0 | 1,636 |
| 18 Mar | 23777.80 | 1068.95 | -202.5 | - | 0 | 0 | 1,636 |
| 17 Mar | 23581.15 | 1068.95 | -202.5 | - | 4 | 1 | 1,636 |
| 16 Mar | 23408.80 | 1068.95 | -202.5 | 19.02 | 4 | 0 | 1,635 |
| 13 Mar | 23151.10 | 1271.45 | 387.85 | 21.94 | 1 | 0 | 1,635 |
| 12 Mar | 23639.15 | 883.6 | 165.75 | 19.66 | 6 | -3 | 1,635 |
| 11 Mar | 23866.85 | 717.85 | 244.55 | 18.36 | 6 | -5 | 1,638 |
| 10 Mar | 24261.60 | 473.4 | -326.6 | 18.11 | 2,160 | 1,639 | 1,643 |
| 9 Mar | 24028.05 | 800 | 360.2 | 24.59 | 1 | -1 | 4 |
| 6 Mar | 24450.45 | 439.8 | 148.8 | 19.13 | 5 | -3 | 5 |
| 5 Mar | 24765.90 | 291.95 | -181.35 | 17.22 | 15 | 3 | 8 |
| 4 Mar | 24480.50 | 471.8 | 264.9 | 19.89 | 9 | 5 | 5 |
For Nifty - strike price 24450 expiring on 07APR2026
Delta for 24450 PE is -1
Historical price for 24450 PE is as follows
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1558.95, which was 382.95 higher than the previous day. The implied volatity was 4.98, the open interest changed by 0 which decreased total open position to 1638
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1176, which was 9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1638
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1176, which was 9 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1638
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1176, which was 9 higher than the previous day. The implied volatity was 26.14, the open interest changed by 1 which increased total open position to 1637
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1167, which was -179 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1636
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1167, which was -179 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1636
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1167, which was -179 lower than the previous day. The implied volatity was 12.38, the open interest changed by 1 which increased total open position to 1637
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1343.05, which was 274.1 higher than the previous day. The implied volatity was 23.39, the open interest changed by 0 which decreased total open position to 1636
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1068.95, which was -202.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1636
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1068.95, which was -202.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1636
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1068.95, which was -202.5 lower than the previous day. The implied volatity was 19.02, the open interest changed by 0 which decreased total open position to 1635
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1271.45, which was 387.85 higher than the previous day. The implied volatity was 21.94, the open interest changed by 0 which decreased total open position to 1635
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 883.6, which was 165.75 higher than the previous day. The implied volatity was 19.66, the open interest changed by -3 which decreased total open position to 1635
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 717.85, which was 244.55 higher than the previous day. The implied volatity was 18.36, the open interest changed by -5 which decreased total open position to 1638
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 473.4, which was -326.6 lower than the previous day. The implied volatity was 18.11, the open interest changed by 1639 which increased total open position to 1643
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 800, which was 360.2 higher than the previous day. The implied volatity was 24.59, the open interest changed by -1 which decreased total open position to 4
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 439.8, which was 148.8 higher than the previous day. The implied volatity was 19.13, the open interest changed by -3 which decreased total open position to 5
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 291.95, which was -181.35 lower than the previous day. The implied volatity was 17.22, the open interest changed by 3 which increased total open position to 8
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 471.8, which was 264.9 higher than the previous day. The implied volatity was 19.89, the open interest changed by 5 which increased total open position to 5
