NIFTY
Nifty
Historical option data for NIFTY
06 Apr 2026 03:40 PM IST
| NIFTY 07-Apr-2026 (1d) 24700 CE | ||||||||||||||||
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Delta: 0
Vega: 0.14
Theta: -3.62
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Apr | 22968.25 | 0.85 | -0.5 | 51.16 | 86,870 | -13,893 | 20,411 | |||||||||
| 2 Apr | 22713.10 | 1.4 | -1.05 | 28.01 | 1,01,213 | -2,241 | 34,304 | |||||||||
| 1 Apr | 22679.40 | 2.7 | -3.25 | 27.55 | 2,01,026 | 13,072 | 36,545 | |||||||||
| 30 Mar | 22331.40 | 6.5 | -13.4 | 31.3 | 64,527 | 6,305 | 23,473 | |||||||||
| 27 Mar | 22819.60 | 20.2 | -18.5 | 25.77 | 22,748 | 1,827 | 17,168 | |||||||||
| 25 Mar | 23306.45 | 38.9 | 3.7 | 21.32 | 13,571 | 1,144 | 15,341 | |||||||||
| 24 Mar | 22912.40 | 37.1 | 10.65 | 24.38 | 4,943 | 317 | 14,197 | |||||||||
| 23 Mar | 22512.65 | 26.8 | -11.3 | 26.64 | 3,615 | 293 | 13,880 | |||||||||
| 20 Mar | 23114.50 | 37.55 | 0.95 | 19.44 | 1,868 | -161 | 13,587 | |||||||||
| 19 Mar | 23002.15 | 37.95 | -36.95 | 19.36 | 1,790 | 81 | 13,748 | |||||||||
| 18 Mar | 23777.80 | 72.1 | -1.35 | 14.55 | 3,863 | 163 | 13,667 | |||||||||
| 17 Mar | 23581.15 | 74.2 | -8.2 | 16.66 | 4,047 | -31 | 13,504 | |||||||||
| 16 Mar | 23408.80 | 78.9 | -6.5 | 18.82 | 2,389 | 135 | 13,535 | |||||||||
| 13 Mar | 23151.10 | 88.5 | -58.55 | 20.09 | 22,580 | 125 | 13,400 | |||||||||
| 12 Mar | 23639.15 | 141.7 | -70.1 | 17.68 | 5,095 | 31 | 13,275 | |||||||||
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| 11 Mar | 23866.85 | 205 | -126.9 | 17.7 | 274 | 40 | 13,244 | |||||||||
| 10 Mar | 24261.60 | 338 | -20.75 | 16.34 | 74 | 16 | 13,204 | |||||||||
| 9 Mar | 24028.05 | 356.65 | -99.85 | 20.97 | 91 | 20 | 13,188 | |||||||||
| 6 Mar | 24450.45 | 452 | -105.7 | 15.9 | 11,242 | 10,999 | 13,168 | |||||||||
| 5 Mar | 24765.90 | 553.15 | -65.65 | 13.9 | 2,305 | 2,169 | 2,169 | |||||||||
| 4 Mar | 24480.50 | 618.8 | 0 | 0.03 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24700 expiring on 07APR2026
Delta for 24700 CE is 0
Historical price for 24700 CE is as follows
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 0.85, which was -0.5 lower than the previous day. The implied volatity was 51.16, the open interest changed by -13893 which decreased total open position to 20411
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1.4, which was -1.05 lower than the previous day. The implied volatity was 28.01, the open interest changed by -2241 which decreased total open position to 34304
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 2.7, which was -3.25 lower than the previous day. The implied volatity was 27.55, the open interest changed by 13072 which increased total open position to 36545
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 6.5, which was -13.4 lower than the previous day. The implied volatity was 31.3, the open interest changed by 6305 which increased total open position to 23473
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 20.2, which was -18.5 lower than the previous day. The implied volatity was 25.77, the open interest changed by 1827 which increased total open position to 17168
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 38.9, which was 3.7 higher than the previous day. The implied volatity was 21.32, the open interest changed by 1144 which increased total open position to 15341
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 37.1, which was 10.65 higher than the previous day. The implied volatity was 24.38, the open interest changed by 317 which increased total open position to 14197
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 26.8, which was -11.3 lower than the previous day. The implied volatity was 26.64, the open interest changed by 293 which increased total open position to 13880
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 37.55, which was 0.95 higher than the previous day. The implied volatity was 19.44, the open interest changed by -161 which decreased total open position to 13587
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 37.95, which was -36.95 lower than the previous day. The implied volatity was 19.36, the open interest changed by 81 which increased total open position to 13748
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 72.1, which was -1.35 lower than the previous day. The implied volatity was 14.55, the open interest changed by 163 which increased total open position to 13667
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 74.2, which was -8.2 lower than the previous day. The implied volatity was 16.66, the open interest changed by -31 which decreased total open position to 13504
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 78.9, which was -6.5 lower than the previous day. The implied volatity was 18.82, the open interest changed by 135 which increased total open position to 13535
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 88.5, which was -58.55 lower than the previous day. The implied volatity was 20.09, the open interest changed by 125 which increased total open position to 13400
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 141.7, which was -70.1 lower than the previous day. The implied volatity was 17.68, the open interest changed by 31 which increased total open position to 13275
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 205, which was -126.9 lower than the previous day. The implied volatity was 17.7, the open interest changed by 40 which increased total open position to 13244
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 338, which was -20.75 lower than the previous day. The implied volatity was 16.34, the open interest changed by 16 which increased total open position to 13204
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 356.65, which was -99.85 lower than the previous day. The implied volatity was 20.97, the open interest changed by 20 which increased total open position to 13188
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 452, which was -105.7 lower than the previous day. The implied volatity was 15.9, the open interest changed by 10999 which increased total open position to 13168
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 553.15, which was -65.65 lower than the previous day. The implied volatity was 13.9, the open interest changed by 2169 which increased total open position to 2169
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 618.8, 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 (1d) 24700 PE | |||||||
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Delta: -1
Vega: 0.1
Theta: 4.38
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Apr | 22968.25 | 1728.8 | -382.2 | 48.88 | 317 | -113 | 17,880 |
| 2 Apr | 22713.10 | 2111 | 271 | 68.31 | 18 | -8 | 17,993 |
| 1 Apr | 22679.40 | 1840 | -437.8 | 30.12 | 4 | 2 | 18,001 |
| 30 Mar | 22331.40 | 2228.6 | 350.75 | 24.84 | 3,241 | 3,093 | 17,999 |
| 27 Mar | 22819.60 | 1878.85 | 545.85 | 37.01 | 3,717 | 92 | 14,906 |
| 25 Mar | 23306.45 | 1333 | -389.45 | 19.34 | 61 | 42 | 14,814 |
| 24 Mar | 22912.40 | 1722.45 | -419.1 | 29.25 | 175 | 0 | 14,772 |
| 23 Mar | 22512.65 | 2141.55 | 758.1 | 28.63 | 3,178 | 1,553 | 14,772 |
| 20 Mar | 23114.50 | 1383.45 | -186.55 | 12.19 | 1 | 1 | 13,219 |
| 19 Mar | 23002.15 | 1570 | 614.1 | 24.47 | 2 | -1 | 13,218 |
| 18 Mar | 23777.80 | 956.5 | -164.3 | 19.78 | 156 | 64 | 13,219 |
| 17 Mar | 23581.15 | 1120.8 | -197.8 | 19.88 | 2,507 | -3 | 13,155 |
| 16 Mar | 23408.80 | 1318.6 | -192.85 | 21.94 | 11,570 | 23 | 13,158 |
| 13 Mar | 23151.10 | 1461.7 | 398.6 | 21.11 | 1,861 | -23 | 13,135 |
| 12 Mar | 23639.15 | 1047.65 | 163 | 18.8 | 2,988 | 15 | 13,158 |
| 11 Mar | 23866.85 | 902.6 | 300.45 | 19.04 | 474 | 4 | 13,143 |
| 10 Mar | 24261.60 | 575.55 | -312.75 | 16.89 | 63 | -4 | 13,139 |
| 9 Mar | 24028.05 | 888.3 | 337.05 | 22.24 | 1,411 | -11 | 13,143 |
| 6 Mar | 24450.45 | 539.8 | 151.55 | 18.41 | 11,747 | 10,980 | 13,154 |
| 5 Mar | 24765.90 | 389.05 | 95.5 | 17.22 | 2,250 | 2,174 | 2,174 |
| 4 Mar | 24480.50 | 293.55 | 0 | 0.02 | 0 | 0 | 0 |
For Nifty - strike price 24700 expiring on 07APR2026
Delta for 24700 PE is -1
Historical price for 24700 PE is as follows
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1728.8, which was -382.2 lower than the previous day. The implied volatity was 48.88, the open interest changed by -113 which decreased total open position to 17880
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 2111, which was 271 higher than the previous day. The implied volatity was 68.31, the open interest changed by -8 which decreased total open position to 17993
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1840, which was -437.8 lower than the previous day. The implied volatity was 30.12, the open interest changed by 2 which increased total open position to 18001
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 2228.6, which was 350.75 higher than the previous day. The implied volatity was 24.84, the open interest changed by 3093 which increased total open position to 17999
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1878.85, which was 545.85 higher than the previous day. The implied volatity was 37.01, the open interest changed by 92 which increased total open position to 14906
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1333, which was -389.45 lower than the previous day. The implied volatity was 19.34, the open interest changed by 42 which increased total open position to 14814
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1722.45, which was -419.1 lower than the previous day. The implied volatity was 29.25, the open interest changed by 0 which decreased total open position to 14772
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 2141.55, which was 758.1 higher than the previous day. The implied volatity was 28.63, the open interest changed by 1553 which increased total open position to 14772
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1383.45, which was -186.55 lower than the previous day. The implied volatity was 12.19, the open interest changed by 1 which increased total open position to 13219
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1570, which was 614.1 higher than the previous day. The implied volatity was 24.47, the open interest changed by -1 which decreased total open position to 13218
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 956.5, which was -164.3 lower than the previous day. The implied volatity was 19.78, the open interest changed by 64 which increased total open position to 13219
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1120.8, which was -197.8 lower than the previous day. The implied volatity was 19.88, the open interest changed by -3 which decreased total open position to 13155
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1318.6, which was -192.85 lower than the previous day. The implied volatity was 21.94, the open interest changed by 23 which increased total open position to 13158
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1461.7, which was 398.6 higher than the previous day. The implied volatity was 21.11, the open interest changed by -23 which decreased total open position to 13135
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1047.65, which was 163 higher than the previous day. The implied volatity was 18.8, the open interest changed by 15 which increased total open position to 13158
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 902.6, which was 300.45 higher than the previous day. The implied volatity was 19.04, the open interest changed by 4 which increased total open position to 13143
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 575.55, which was -312.75 lower than the previous day. The implied volatity was 16.89, the open interest changed by -4 which decreased total open position to 13139
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 888.3, which was 337.05 higher than the previous day. The implied volatity was 22.24, the open interest changed by -11 which decreased total open position to 13143
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 539.8, which was 151.55 higher than the previous day. The implied volatity was 18.41, the open interest changed by 10980 which increased total open position to 13154
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 389.05, which was 95.5 higher than the previous day. The implied volatity was 17.22, the open interest changed by 2174 which increased total open position to 2174
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 293.55, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
