NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2026 04:00 PM IST
| NIFTY 07-Apr-2026 (6d) 24800 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.68
Theta: -1.66
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Apr | 22679.40 | 2.35 | -2.95 | 28.23 | 1,79,326 | 12,314 | 23,760 | |||||||||
| 30 Mar | 22331.40 | 5.7 | -11.2 | 31.79 | 68,465 | 2,553 | 11,446 | |||||||||
| 27 Mar | 22819.60 | 16.5 | -15.35 | 25.88 | 27,681 | 3,627 | 8,893 | |||||||||
| 25 Mar | 23306.45 | 31.35 | 0.05 | 21.34 | 13,571 | 2,188 | 5,266 | |||||||||
| 24 Mar | 22912.40 | 32.55 | 9.35 | 24.71 | 3,013 | 112 | 3,078 | |||||||||
| 23 Mar | 22512.65 | 20.4 | -11.15 | 26.17 | 3,020 | -19 | 2,966 | |||||||||
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| 20 Mar | 23114.50 | 30 | -1 | 19.36 | 2,442 | 339 | 2,985 | |||||||||
| 19 Mar | 23002.15 | 33 | -27.45 | 19.64 | 2,391 | 59 | 2,646 | |||||||||
| 18 Mar | 23777.80 | 57 | -3.8 | 14.51 | 2,217 | 196 | 2,587 | |||||||||
| 17 Mar | 23581.15 | 61.5 | -10 | 16.71 | 1,048 | -37 | 2,391 | |||||||||
| 16 Mar | 23408.80 | 66.75 | -7.4 | 18.85 | 3,850 | 80 | 2,428 | |||||||||
| 13 Mar | 23151.10 | 75.15 | -48.5 | 20.02 | 2,386 | 109 | 2,348 | |||||||||
| 12 Mar | 23639.15 | 121 | -56.65 | 17.62 | 534 | 77 | 2,239 | |||||||||
| 11 Mar | 23866.85 | 175.55 | -109.05 | 17.53 | 324 | 1 | 2,162 | |||||||||
| 10 Mar | 24261.60 | 293 | -15.7 | 16.12 | 209 | 61 | 2,161 | |||||||||
| 9 Mar | 24028.05 | 298 | -104.85 | 19.97 | 162 | 26 | 2,100 | |||||||||
| 6 Mar | 24450.45 | 396.95 | -93.05 | 15.6 | 2,242 | 2,072 | 2,074 | |||||||||
| 5 Mar | 24765.90 | 490 | -70.15 | 13.68 | 19 | 2 | 2 | |||||||||
| 4 Mar | 24480.50 | 560.15 | 0 | 0.34 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24800 expiring on 07APR2026
Delta for 24800 CE is 0.01
Historical price for 24800 CE is as follows
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 2.35, which was -2.95 lower than the previous day. The implied volatity was 28.23, the open interest changed by 12314 which increased total open position to 23760
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 5.7, which was -11.2 lower than the previous day. The implied volatity was 31.79, the open interest changed by 2553 which increased total open position to 11446
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 16.5, which was -15.35 lower than the previous day. The implied volatity was 25.88, the open interest changed by 3627 which increased total open position to 8893
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 31.35, which was 0.05 higher than the previous day. The implied volatity was 21.34, the open interest changed by 2188 which increased total open position to 5266
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 32.55, which was 9.35 higher than the previous day. The implied volatity was 24.71, the open interest changed by 112 which increased total open position to 3078
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 20.4, which was -11.15 lower than the previous day. The implied volatity was 26.17, the open interest changed by -19 which decreased total open position to 2966
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 30, which was -1 lower than the previous day. The implied volatity was 19.36, the open interest changed by 339 which increased total open position to 2985
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 33, which was -27.45 lower than the previous day. The implied volatity was 19.64, the open interest changed by 59 which increased total open position to 2646
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 57, which was -3.8 lower than the previous day. The implied volatity was 14.51, the open interest changed by 196 which increased total open position to 2587
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 61.5, which was -10 lower than the previous day. The implied volatity was 16.71, the open interest changed by -37 which decreased total open position to 2391
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 66.75, which was -7.4 lower than the previous day. The implied volatity was 18.85, the open interest changed by 80 which increased total open position to 2428
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 75.15, which was -48.5 lower than the previous day. The implied volatity was 20.02, the open interest changed by 109 which increased total open position to 2348
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 121, which was -56.65 lower than the previous day. The implied volatity was 17.62, the open interest changed by 77 which increased total open position to 2239
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 175.55, which was -109.05 lower than the previous day. The implied volatity was 17.53, the open interest changed by 1 which increased total open position to 2162
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 293, which was -15.7 lower than the previous day. The implied volatity was 16.12, the open interest changed by 61 which increased total open position to 2161
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 298, which was -104.85 lower than the previous day. The implied volatity was 19.97, the open interest changed by 26 which increased total open position to 2100
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 396.95, which was -93.05 lower than the previous day. The implied volatity was 15.6, the open interest changed by 2072 which increased total open position to 2074
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 490, which was -70.15 lower than the previous day. The implied volatity was 13.68, the open interest changed by 2 which increased total open position to 2
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 560.15, which was 0 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0
| NIFTY 07-Apr-2026 (6d) 24800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.99
Vega: 0.83
Theta: 4.71
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Apr | 22679.40 | 2061 | -367.25 | 29.2 | 54 | -7 | 2,202 |
| 30 Mar | 22331.40 | 2384.25 | 413.55 | 37.4 | 72 | 49 | 2,209 |
| 27 Mar | 22819.60 | 1964 | 484.4 | 36.51 | 99 | 84 | 2,160 |
| 25 Mar | 23306.45 | 1473.65 | -381.35 | 26.01 | 1,721 | 17 | 2,076 |
| 24 Mar | 22912.40 | 1855 | 290.9 | 33.93 | 115 | -64 | 2,059 |
| 23 Mar | 22512.65 | 1564.1 | -100.2 | - | 0 | 1 | 2,123 |
| 20 Mar | 23114.50 | 1564.1 | -100.2 | 17.94 | 39 | -36 | 2,122 |
| 19 Mar | 23002.15 | 1675.05 | 665.95 | 26.03 | 17 | 0 | 2,158 |
| 18 Mar | 23777.80 | 1035.65 | -339.55 | 19.86 | 108 | 101 | 2,158 |
| 17 Mar | 23581.15 | 1375.2 | 29.35 | 29.97 | 2 | 0 | 2,057 |
| 16 Mar | 23408.80 | 1345.85 | -259.65 | 17.47 | 2 | 0 | 2,057 |
| 13 Mar | 23151.10 | 1610.4 | 570.4 | 25.17 | 2 | 1 | 2,057 |
| 12 Mar | 23639.15 | 1040 | 116.55 | 13.54 | 1 | 1 | 2,056 |
| 11 Mar | 23866.85 | 923.45 | 246.45 | 16.64 | 30 | -2 | 2,055 |
| 10 Mar | 24261.60 | 677 | 85.1 | 18.49 | 83 | 2 | 2,057 |
| 9 Mar | 24028.05 | 591.9 | 179.25 | - | 0 | -4 | 2,055 |
| 6 Mar | 24450.45 | 591.9 | 179.25 | 18.4 | 2,085 | 2,044 | 2,059 |
| 5 Mar | 24765.90 | 430.05 | 95.85 | 17.12 | 29 | 15 | 15 |
| 4 Mar | 24480.50 | 334.2 | 0 | 0.11 | 0 | 0 | 0 |
For Nifty - strike price 24800 expiring on 07APR2026
Delta for 24800 PE is -0.99
Historical price for 24800 PE is as follows
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 2061, which was -367.25 lower than the previous day. The implied volatity was 29.2, the open interest changed by -7 which decreased total open position to 2202
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 2384.25, which was 413.55 higher than the previous day. The implied volatity was 37.4, the open interest changed by 49 which increased total open position to 2209
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1964, which was 484.4 higher than the previous day. The implied volatity was 36.51, the open interest changed by 84 which increased total open position to 2160
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1473.65, which was -381.35 lower than the previous day. The implied volatity was 26.01, the open interest changed by 17 which increased total open position to 2076
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1855, which was 290.9 higher than the previous day. The implied volatity was 33.93, the open interest changed by -64 which decreased total open position to 2059
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1564.1, which was -100.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2123
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1564.1, which was -100.2 lower than the previous day. The implied volatity was 17.94, the open interest changed by -36 which decreased total open position to 2122
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1675.05, which was 665.95 higher than the previous day. The implied volatity was 26.03, the open interest changed by 0 which decreased total open position to 2158
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1035.65, which was -339.55 lower than the previous day. The implied volatity was 19.86, the open interest changed by 101 which increased total open position to 2158
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1375.2, which was 29.35 higher than the previous day. The implied volatity was 29.97, the open interest changed by 0 which decreased total open position to 2057
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1345.85, which was -259.65 lower than the previous day. The implied volatity was 17.47, the open interest changed by 0 which decreased total open position to 2057
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1610.4, which was 570.4 higher than the previous day. The implied volatity was 25.17, the open interest changed by 1 which increased total open position to 2057
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1040, which was 116.55 higher than the previous day. The implied volatity was 13.54, the open interest changed by 1 which increased total open position to 2056
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 923.45, which was 246.45 higher than the previous day. The implied volatity was 16.64, the open interest changed by -2 which decreased total open position to 2055
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 677, which was 85.1 higher than the previous day. The implied volatity was 18.49, the open interest changed by 2 which increased total open position to 2057
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 591.9, which was 179.25 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 2055
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 591.9, which was 179.25 higher than the previous day. The implied volatity was 18.4, the open interest changed by 2044 which increased total open position to 2059
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 430.05, which was 95.85 higher than the previous day. The implied volatity was 17.12, the open interest changed by 15 which increased total open position to 15
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 334.2, which was 0 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0
