NIFTY
Nifty
Historical option data for NIFTY
02 Apr 2026 04:10 PM IST
| NIFTY 07-Apr-2026 (2d) 23800 CE | ||||||||||||||||
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Delta: 0.04
Vega: 2.5
Theta: -6.01
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 22713.10 | 11.05 | -16.05 | 22.92 | 3,92,542 | -2,268 | 34,195 | |||||||||
| 1 Apr | 22679.40 | 28.5 | 1.45 | 25.55 | 4,63,512 | 13,701 | 36,463 | |||||||||
| 30 Mar | 22331.40 | 31.1 | -84.45 | 27.68 | 1,28,062 | 13,505 | 22,762 | |||||||||
| 27 Mar | 22819.60 | 114.65 | -109.6 | 25.89 | 30,999 | 5,406 | 9,257 | |||||||||
| 25 Mar | 23306.45 | 223.55 | 74.9 | 22.25 | 21,593 | 749 | 3,851 | |||||||||
| 24 Mar | 22912.40 | 166.35 | 53.75 | 24.39 | 11,041 | 291 | 3,102 | |||||||||
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| 23 Mar | 22512.65 | 110.55 | -83.75 | 26.68 | 8,907 | 282 | 2,811 | |||||||||
| 20 Mar | 23114.50 | 190 | 11.55 | 19.61 | 5,941 | -581 | 2,529 | |||||||||
| 19 Mar | 23002.15 | 191.95 | -206.05 | 19.86 | 5,844 | -24 | 3,110 | |||||||||
| 18 Mar | 23777.80 | 384.55 | 31.55 | 15.14 | 7,128 | 2,521 | 3,134 | |||||||||
| 17 Mar | 23581.15 | 354.2 | 26.45 | 17.9 | 1,428 | 322 | 613 | |||||||||
| 16 Mar | 23408.80 | 321.75 | 14 | 19.84 | 759 | 84 | 291 | |||||||||
| 13 Mar | 23151.10 | 316.35 | -190.8 | 21.14 | 812 | -20 | 207 | |||||||||
| 12 Mar | 23639.15 | 501.6 | -137.4 | 19.74 | 562 | 117 | 227 | |||||||||
| 11 Mar | 23866.85 | 630.7 | -658 | 19.79 | 155 | 110 | 110 | |||||||||
| 10 Mar | 24261.60 | 1288.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 24028.05 | 1288.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 24450.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 24765.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 24480.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23800 expiring on 07APR2026
Delta for 23800 CE is 0.04
Historical price for 23800 CE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 11.05, which was -16.05 lower than the previous day. The implied volatity was 22.92, the open interest changed by -2268 which decreased total open position to 34195
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 28.5, which was 1.45 higher than the previous day. The implied volatity was 25.55, the open interest changed by 13701 which increased total open position to 36463
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 31.1, which was -84.45 lower than the previous day. The implied volatity was 27.68, the open interest changed by 13505 which increased total open position to 22762
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 114.65, which was -109.6 lower than the previous day. The implied volatity was 25.89, the open interest changed by 5406 which increased total open position to 9257
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 223.55, which was 74.9 higher than the previous day. The implied volatity was 22.25, the open interest changed by 749 which increased total open position to 3851
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 166.35, which was 53.75 higher than the previous day. The implied volatity was 24.39, the open interest changed by 291 which increased total open position to 3102
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 110.55, which was -83.75 lower than the previous day. The implied volatity was 26.68, the open interest changed by 282 which increased total open position to 2811
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 190, which was 11.55 higher than the previous day. The implied volatity was 19.61, the open interest changed by -581 which decreased total open position to 2529
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 191.95, which was -206.05 lower than the previous day. The implied volatity was 19.86, the open interest changed by -24 which decreased total open position to 3110
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 384.55, which was 31.55 higher than the previous day. The implied volatity was 15.14, the open interest changed by 2521 which increased total open position to 3134
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 354.2, which was 26.45 higher than the previous day. The implied volatity was 17.9, the open interest changed by 322 which increased total open position to 613
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 321.75, which was 14 higher than the previous day. The implied volatity was 19.84, the open interest changed by 84 which increased total open position to 291
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 316.35, which was -190.8 lower than the previous day. The implied volatity was 21.14, the open interest changed by -20 which decreased total open position to 207
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 501.6, which was -137.4 lower than the previous day. The implied volatity was 19.74, the open interest changed by 117 which increased total open position to 227
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 630.7, which was -658 lower than the previous day. The implied volatity was 19.79, the open interest changed by 110 which increased total open position to 110
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1288.7, 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 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1288.7, 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 Mar NIFTY was trading at 24450.45. 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 5 Mar NIFTY was trading at 24765.90. 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 4 Mar NIFTY was trading at 24480.50. 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
| NIFTY 07-Apr-2026 (2d) 23800 PE | |||||||
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Delta: -0.87
Vega: 5.53
Theta: -12.96
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 22713.10 | 1123 | 25.65 | 33.82 | 641 | -231 | 2,997 |
| 1 Apr | 22679.40 | 1083 | -373.6 | 24.41 | 3,025 | -333 | 3,228 |
| 30 Mar | 22331.40 | 1421.65 | 339.35 | 31.71 | 978 | 214 | 3,561 |
| 27 Mar | 22819.60 | 1085 | 397.15 | 32.43 | 3,064 | 1,619 | 3,347 |
| 25 Mar | 23306.45 | 676.55 | -298.7 | 25.06 | 1,613 | 41 | 1,728 |
| 24 Mar | 22912.40 | 940.4 | -408.6 | 25.95 | 856 | 219 | 1,687 |
| 23 Mar | 22512.65 | 1360.35 | 545.55 | 30 | 948 | -63 | 1,468 |
| 20 Mar | 23114.50 | 811.25 | -48.8 | 23.59 | 2,069 | -915 | 1,531 |
| 19 Mar | 23002.15 | 839.75 | 468.05 | 23.04 | 2,024 | -675 | 2,446 |
| 18 Mar | 23777.80 | 372.15 | -118.7 | 18.85 | 6,889 | 2,317 | 3,121 |
| 17 Mar | 23581.15 | 492.35 | -158.95 | 19.39 | 1,463 | 652 | 804 |
| 16 Mar | 23408.80 | 682.45 | -146.65 | 22.5 | 176 | 58 | 152 |
| 13 Mar | 23151.10 | 782.95 | 253.8 | 21.13 | 428 | -135 | 94 |
| 12 Mar | 23639.15 | 524.6 | 104.6 | 21.04 | 645 | 229 | 229 |
| 11 Mar | 23866.85 | 420 | 350.8 | 20.37 | 1 | 0 | 0 |
| 10 Mar | 24261.60 | 69.2 | 0 | 2.38 | 0 | 0 | 0 |
| 9 Mar | 24028.05 | 69.2 | 0 | 1.47 | 0 | 0 | 0 |
| 6 Mar | 24450.45 | 69.2 | 0 | 2.89 | 0 | 0 | 0 |
| 5 Mar | 24765.90 | 69.2 | 0 | 3.68 | 0 | 0 | 0 |
| 4 Mar | 24480.50 | 69.2 | 0 | 2.86 | 0 | 0 | 0 |
For Nifty - strike price 23800 expiring on 07APR2026
Delta for 23800 PE is -0.87
Historical price for 23800 PE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1123, which was 25.65 higher than the previous day. The implied volatity was 33.82, the open interest changed by -231 which decreased total open position to 2997
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1083, which was -373.6 lower than the previous day. The implied volatity was 24.41, the open interest changed by -333 which decreased total open position to 3228
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1421.65, which was 339.35 higher than the previous day. The implied volatity was 31.71, the open interest changed by 214 which increased total open position to 3561
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1085, which was 397.15 higher than the previous day. The implied volatity was 32.43, the open interest changed by 1619 which increased total open position to 3347
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 676.55, which was -298.7 lower than the previous day. The implied volatity was 25.06, the open interest changed by 41 which increased total open position to 1728
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 940.4, which was -408.6 lower than the previous day. The implied volatity was 25.95, the open interest changed by 219 which increased total open position to 1687
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1360.35, which was 545.55 higher than the previous day. The implied volatity was 30, the open interest changed by -63 which decreased total open position to 1468
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 811.25, which was -48.8 lower than the previous day. The implied volatity was 23.59, the open interest changed by -915 which decreased total open position to 1531
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 839.75, which was 468.05 higher than the previous day. The implied volatity was 23.04, the open interest changed by -675 which decreased total open position to 2446
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 372.15, which was -118.7 lower than the previous day. The implied volatity was 18.85, the open interest changed by 2317 which increased total open position to 3121
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 492.35, which was -158.95 lower than the previous day. The implied volatity was 19.39, the open interest changed by 652 which increased total open position to 804
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 682.45, which was -146.65 lower than the previous day. The implied volatity was 22.5, the open interest changed by 58 which increased total open position to 152
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 782.95, which was 253.8 higher than the previous day. The implied volatity was 21.13, the open interest changed by -135 which decreased total open position to 94
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 524.6, which was 104.6 higher than the previous day. The implied volatity was 21.04, the open interest changed by 229 which increased total open position to 229
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 420, which was 350.8 higher than the previous day. The implied volatity was 20.37, the open interest changed by 0 which decreased total open position to 0
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 69.2, which was 0 lower than the previous day. The implied volatity was 2.38, the open interest changed by 0 which decreased total open position to 0
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 69.2, which was 0 lower than the previous day. The implied volatity was 1.47, the open interest changed by 0 which decreased total open position to 0
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 69.2, which was 0 lower than the previous day. The implied volatity was 2.89, the open interest changed by 0 which decreased total open position to 0
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 69.2, which was 0 lower than the previous day. The implied volatity was 3.68, 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 69.2, which was 0 lower than the previous day. The implied volatity was 2.86, the open interest changed by 0 which decreased total open position to 0
