NIFTY
Nifty
Historical option data for NIFTY
13 Apr 2026 04:11 PM IST
| NIFTY 21-Apr-2026 (6d) 24600 CE | ||||||||||||||||
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Delta: 0.12
Vega: 0.07
Theta: -8.06
Gamma: 0.00032
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Apr | 23842.65 | 35.55 | -49.95 | 17.14 | 1,56,828 | 13,719 | 21,651 | |||||||||
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| 10 Apr | 24050.60 | 88.55 | 19.5 | 15.76 | 32,825 | 4,424 | 7,908 | |||||||||
| 9 Apr | 23775.10 | 68.95 | -41.7 | 18.02 | 16,935 | 819 | 3,504 | |||||||||
| 8 Apr | 23997.35 | 121.7 | 90.35 | 16.95 | 11,915 | 2,326 | 2,714 | |||||||||
| 7 Apr | 23123.65 | 30.6 | -5.5 | 20.27 | 578 | 114 | 388 | |||||||||
| 6 Apr | 22968.25 | 37.05 | 6.25 | 22.45 | 386 | -53 | 274 | |||||||||
| 2 Apr | 22713.10 | 29.9 | -8.8 | 21.26 | 315 | 35 | 327 | |||||||||
| 1 Apr | 22679.40 | 39.75 | -9.85 | 22.03 | 291 | 113 | 292 | |||||||||
| 30 Mar | 22331.40 | 51.25 | -40.15 | 25.42 | 117 | 38 | 179 | |||||||||
| 27 Mar | 22819.60 | 97.2 | -39.4 | 23.26 | 144 | 42 | 141 | |||||||||
| 25 Mar | 23306.45 | 137.1 | 23.35 | 19.76 | 119 | -4 | 99 | |||||||||
| 24 Mar | 22912.40 | 113.75 | 25.7 | 21.71 | 52 | 12 | 103 | |||||||||
| 23 Mar | 22512.65 | 86.75 | -32.85 | 23.92 | 163 | 39 | 91 | |||||||||
| 20 Mar | 23114.50 | 123 | 18.55 | 18.85 | 39 | 13 | 52 | |||||||||
| 19 Mar | 23002.15 | 107.75 | -82.7 | 18.11 | 79 | 23 | 39 | |||||||||
| 18 Mar | 23777.80 | 188.75 | 43.15 | 14.52 | 28 | 16 | 16 | |||||||||
For Nifty - strike price 24600 expiring on 21APR2026
Delta for 24600 CE is 0.12
Historical price for 24600 CE is as follows
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 35.55, which was -49.95 lower than the previous day. The implied volatity was 17.14, the open interest changed by 13719 which increased total open position to 21651
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 88.55, which was 19.5 higher than the previous day. The implied volatity was 15.76, the open interest changed by 4424 which increased total open position to 7908
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 68.95, which was -41.7 lower than the previous day. The implied volatity was 18.02, the open interest changed by 819 which increased total open position to 3504
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 121.7, which was 90.35 higher than the previous day. The implied volatity was 16.95, the open interest changed by 2326 which increased total open position to 2714
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 30.6, which was -5.5 lower than the previous day. The implied volatity was 20.27, the open interest changed by 114 which increased total open position to 388
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 37.05, which was 6.25 higher than the previous day. The implied volatity was 22.45, the open interest changed by -53 which decreased total open position to 274
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 29.9, which was -8.8 lower than the previous day. The implied volatity was 21.26, the open interest changed by 35 which increased total open position to 327
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 39.75, which was -9.85 lower than the previous day. The implied volatity was 22.03, the open interest changed by 113 which increased total open position to 292
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 51.25, which was -40.15 lower than the previous day. The implied volatity was 25.42, the open interest changed by 38 which increased total open position to 179
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 97.2, which was -39.4 lower than the previous day. The implied volatity was 23.26, the open interest changed by 42 which increased total open position to 141
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 137.1, which was 23.35 higher than the previous day. The implied volatity was 19.76, the open interest changed by -4 which decreased total open position to 99
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 113.75, which was 25.7 higher than the previous day. The implied volatity was 21.71, the open interest changed by 12 which increased total open position to 103
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 86.75, which was -32.85 lower than the previous day. The implied volatity was 23.92, the open interest changed by 39 which increased total open position to 91
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 123, which was 18.55 higher than the previous day. The implied volatity was 18.85, the open interest changed by 13 which increased total open position to 52
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 107.75, which was -82.7 lower than the previous day. The implied volatity was 18.11, the open interest changed by 23 which increased total open position to 39
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 188.75, which was 43.15 higher than the previous day. The implied volatity was 14.52, the open interest changed by 16 which increased total open position to 16
| NIFTY 21-Apr-2026 (6d) 24600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.88
Vega: 0.07
Theta: -4.72
Gamma: 0.00032
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Apr | 23842.65 | 790.8 | 195.39999999999998 | 17.54 | 702 | 67 | 685 |
| 10 Apr | 24050.60 | 598.3 | -227.60000000000002 | 15.87 | 832 | 460 | 617 |
| 9 Apr | 23775.10 | 814.1 | 145.45000000000005 | 15.06 | 168 | 85 | 157 |
| 8 Apr | 23997.35 | 649.1 | -350.35 | 18.78 | 135 | 71 | 71 |
| 7 Apr | 23123.65 | 999.45 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 22968.25 | 999.45 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 22713.10 | 999.45 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 22679.40 | 999.45 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 22331.40 | 999.45 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 22819.60 | 999.45 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 23306.45 | 999.45 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 22912.40 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 22512.65 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 23114.50 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 23002.15 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 23777.80 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 24600 expiring on 21APR2026
Delta for 24600 PE is -0.88
Historical price for 24600 PE is as follows
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 790.8, which was 195.39999999999998 higher than the previous day. The implied volatity was 17.54, the open interest changed by 67 which increased total open position to 685
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 598.3, which was -227.60000000000002 lower than the previous day. The implied volatity was 15.87, the open interest changed by 460 which increased total open position to 617
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 814.1, which was 145.45000000000005 higher than the previous day. The implied volatity was 15.06, the open interest changed by 85 which increased total open position to 157
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 649.1, which was -350.35 lower than the previous day. The implied volatity was 18.78, the open interest changed by 71 which increased total open position to 71
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 999.45, 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 999.45, 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 999.45, 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 999.45, 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 999.45, 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 999.45, 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 999.45, 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 0, 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 0, 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 0, 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 0, 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 0, 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
