NIFTY
Nifty
Historical option data for NIFTY
02 Apr 2026 04:10 PM IST
| NIFTY 07-Apr-2026 (4d) 24550 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.64
Theta: -1.81
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 22713.10 | 2.15 | -1.65 | 27.55 | 67,780 | 1,332 | 18,801 | |||||||||
| 1 Apr | 22679.40 | 4.1 | -3.3 | 27.23 | 80,153 | 3,595 | 17,469 | |||||||||
| 30 Mar | 22331.40 | 7 | -19.3 | 29.98 | 23,812 | 1,019 | 13,874 | |||||||||
| 27 Mar | 22819.60 | 25.75 | -27.25 | 25.38 | 3,738 | 149 | 12,855 | |||||||||
| 25 Mar | 23306.45 | 54 | 11.2 | 21.39 | 2,922 | 14 | 12,706 | |||||||||
| 24 Mar | 22912.40 | 46.45 | 13.5 | 24.05 | 1,035 | -11 | 12,692 | |||||||||
| 23 Mar | 22512.65 | 33.9 | -17.1 | 26.49 | 11,934 | 98 | 12,703 | |||||||||
| 20 Mar | 23114.50 | 48.6 | 4 | 19.21 | 464 | -10 | 12,605 | |||||||||
| 19 Mar | 23002.15 | 49.1 | -54.4 | 19.17 | 8,479 | 193 | 12,615 | |||||||||
| 18 Mar | 23777.80 | 99.25 | 0.4 | 14.53 | 655 | -6 | 12,422 | |||||||||
| 17 Mar | 23581.15 | 99.3 | -6.7 | 16.71 | 583 | -15 | 12,428 | |||||||||
| 16 Mar | 23408.80 | 99.6 | -7.7 | 18.71 | 7,490 | 106 | 12,443 | |||||||||
| 13 Mar | 23151.10 | 109 | -82.1 | 19.99 | 19,918 | -133 | 12,337 | |||||||||
| 12 Mar | 23639.15 | 183 | -82.6 | 18.02 | 290 | 5 | 12,470 | |||||||||
| 11 Mar | 23866.85 | 255.95 | -153.25 | 17.99 | 219 | 146 | 12,465 | |||||||||
| 10 Mar | 24261.60 | 423.65 | 43.5 | 17.11 | 12 | -1 | 12,319 | |||||||||
| 9 Mar | 24028.05 | 380.15 | -160.45 | 19.75 | 52 | 17 | 12,320 | |||||||||
| 6 Mar | 24450.45 | 537.3 | -106.65 | 16.22 | 30 | 6 | 12,303 | |||||||||
| 5 Mar | 24765.90 | 643.95 | 69.15 | 13.85 | 40 | 1 | 12,297 | |||||||||
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| 4 Mar | 24480.50 | 582.85 | -130.5 | 16.95 | 12,510 | 12,296 | 12,296 | |||||||||
For Nifty - strike price 24550 expiring on 07APR2026
Delta for 24550 CE is 0.01
Historical price for 24550 CE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 2.15, which was -1.65 lower than the previous day. The implied volatity was 27.55, the open interest changed by 1332 which increased total open position to 18801
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 4.1, which was -3.3 lower than the previous day. The implied volatity was 27.23, the open interest changed by 3595 which increased total open position to 17469
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 7, which was -19.3 lower than the previous day. The implied volatity was 29.98, the open interest changed by 1019 which increased total open position to 13874
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 25.75, which was -27.25 lower than the previous day. The implied volatity was 25.38, the open interest changed by 149 which increased total open position to 12855
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 54, which was 11.2 higher than the previous day. The implied volatity was 21.39, the open interest changed by 14 which increased total open position to 12706
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 46.45, which was 13.5 higher than the previous day. The implied volatity was 24.05, the open interest changed by -11 which decreased total open position to 12692
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 33.9, which was -17.1 lower than the previous day. The implied volatity was 26.49, the open interest changed by 98 which increased total open position to 12703
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 48.6, which was 4 higher than the previous day. The implied volatity was 19.21, the open interest changed by -10 which decreased total open position to 12605
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 49.1, which was -54.4 lower than the previous day. The implied volatity was 19.17, the open interest changed by 193 which increased total open position to 12615
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 99.25, which was 0.4 higher than the previous day. The implied volatity was 14.53, the open interest changed by -6 which decreased total open position to 12422
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 99.3, which was -6.7 lower than the previous day. The implied volatity was 16.71, the open interest changed by -15 which decreased total open position to 12428
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 99.6, which was -7.7 lower than the previous day. The implied volatity was 18.71, the open interest changed by 106 which increased total open position to 12443
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 109, which was -82.1 lower than the previous day. The implied volatity was 19.99, the open interest changed by -133 which decreased total open position to 12337
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 183, which was -82.6 lower than the previous day. The implied volatity was 18.02, the open interest changed by 5 which increased total open position to 12470
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 255.95, which was -153.25 lower than the previous day. The implied volatity was 17.99, the open interest changed by 146 which increased total open position to 12465
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 423.65, which was 43.5 higher than the previous day. The implied volatity was 17.11, the open interest changed by -1 which decreased total open position to 12319
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 380.15, which was -160.45 lower than the previous day. The implied volatity was 19.75, the open interest changed by 17 which increased total open position to 12320
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 537.3, which was -106.65 lower than the previous day. The implied volatity was 16.22, the open interest changed by 6 which increased total open position to 12303
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 643.95, which was 69.15 higher than the previous day. The implied volatity was 13.85, the open interest changed by 1 which increased total open position to 12297
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 582.85, which was -130.5 lower than the previous day. The implied volatity was 16.95, the open interest changed by 12296 which increased total open position to 12296
| NIFTY 07-Apr-2026 (4d) 24550 PE | |||||||
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Delta: -0.88
Vega: 5.33
Theta: -23.14
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 22713.10 | 1900 | 249.15 | 54.62 | 1 | 0 | 21,555 |
| 1 Apr | 22679.40 | 1650.85 | -309.15 | 28.28 | 3 | -3 | 21,555 |
| 30 Mar | 22331.40 | 1960 | 192.15 | 3266080 | 4 | -2 | 21,558 |
| 27 Mar | 22819.60 | 1767.85 | 193.3 | 39.35 | 482 | 6 | 21,560 |
| 25 Mar | 23306.45 | 1574.55 | -409.95 | - | 0 | -1 | 21,554 |
| 24 Mar | 22912.40 | 1574.55 | -409.95 | 27.59 | 364 | 17 | 21,555 |
| 23 Mar | 22512.65 | 2030.05 | 710.05 | 32.33 | 9,932 | 9,205 | 21,538 |
| 20 Mar | 23114.50 | 1320 | -90.9 | 17 | 9 | -2 | 12,333 |
| 19 Mar | 23002.15 | 1410.9 | 589.5 | 21.99 | 2,211 | 50 | 12,335 |
| 18 Mar | 23777.80 | 833.6 | -151.4 | 19.19 | 478 | -1 | 12,285 |
| 17 Mar | 23581.15 | 990 | -115.35 | 19.18 | 9,273 | -20 | 12,286 |
| 16 Mar | 23408.80 | 1105.35 | -245.35 | 15.74 | 6 | 1 | 12,306 |
| 13 Mar | 23151.10 | 1350.7 | 684.7 | 21.86 | 6 | -5 | 12,305 |
| 12 Mar | 23639.15 | 666 | 149.5 | - | 0 | -6 | 12,310 |
| 11 Mar | 23866.85 | 666 | 149.5 | 13.26 | 26 | 0 | 12,316 |
| 10 Mar | 24261.60 | 516.5 | -361 | 17.8 | 13 | 2 | 12,316 |
| 9 Mar | 24028.05 | 877.5 | 384.9 | 25.32 | 3 | 0 | 12,314 |
| 6 Mar | 24450.45 | 499.35 | 159.2 | 19.55 | 363 | 16 | 12,314 |
| 5 Mar | 24765.90 | 340.15 | -133.1 | 17.64 | 1,796 | 1,314 | 12,298 |
| 4 Mar | 24480.50 | 485.65 | 246.65 | 18.83 | 11,310 | 10,984 | 10,984 |
For Nifty - strike price 24550 expiring on 07APR2026
Delta for 24550 PE is -0.88
Historical price for 24550 PE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1900, which was 249.15 higher than the previous day. The implied volatity was 54.62, the open interest changed by 0 which decreased total open position to 21555
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1650.85, which was -309.15 lower than the previous day. The implied volatity was 28.28, the open interest changed by -3 which decreased total open position to 21555
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1960, which was 192.15 higher than the previous day. The implied volatity was 3266080, the open interest changed by -2 which decreased total open position to 21558
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1767.85, which was 193.3 higher than the previous day. The implied volatity was 39.35, the open interest changed by 6 which increased total open position to 21560
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1574.55, which was -409.95 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 21554
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1574.55, which was -409.95 lower than the previous day. The implied volatity was 27.59, the open interest changed by 17 which increased total open position to 21555
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 2030.05, which was 710.05 higher than the previous day. The implied volatity was 32.33, the open interest changed by 9205 which increased total open position to 21538
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1320, which was -90.9 lower than the previous day. The implied volatity was 17, the open interest changed by -2 which decreased total open position to 12333
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1410.9, which was 589.5 higher than the previous day. The implied volatity was 21.99, the open interest changed by 50 which increased total open position to 12335
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 833.6, which was -151.4 lower than the previous day. The implied volatity was 19.19, the open interest changed by -1 which decreased total open position to 12285
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 990, which was -115.35 lower than the previous day. The implied volatity was 19.18, the open interest changed by -20 which decreased total open position to 12286
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1105.35, which was -245.35 lower than the previous day. The implied volatity was 15.74, the open interest changed by 1 which increased total open position to 12306
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1350.7, which was 684.7 higher than the previous day. The implied volatity was 21.86, the open interest changed by -5 which decreased total open position to 12305
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 666, which was 149.5 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 12310
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 666, which was 149.5 higher than the previous day. The implied volatity was 13.26, the open interest changed by 0 which decreased total open position to 12316
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 516.5, which was -361 lower than the previous day. The implied volatity was 17.8, the open interest changed by 2 which increased total open position to 12316
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 877.5, which was 384.9 higher than the previous day. The implied volatity was 25.32, the open interest changed by 0 which decreased total open position to 12314
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 499.35, which was 159.2 higher than the previous day. The implied volatity was 19.55, the open interest changed by 16 which increased total open position to 12314
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 340.15, which was -133.1 lower than the previous day. The implied volatity was 17.64, the open interest changed by 1314 which increased total open position to 12298
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 485.65, which was 246.65 higher than the previous day. The implied volatity was 18.83, the open interest changed by 10984 which increased total open position to 10984
