NIFTY
Nifty
Historical option data for NIFTY
02 Apr 2026 04:10 PM IST
| NIFTY 07-Apr-2026 (4d) 24500 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.7
Theta: -1.97
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 22713.10 | 2.4 | -1.85 | 27.28 | 3,95,908 | 1,344 | 92,435 | |||||||||
| 1 Apr | 22679.40 | 4.65 | -3.15 | 27.11 | 4,35,639 | 35,042 | 91,091 | |||||||||
| 30 Mar | 22331.40 | 8.25 | -20.85 | 30.16 | 1,91,124 | 26,410 | 56,049 | |||||||||
| 27 Mar | 22819.60 | 28.85 | -29.95 | 25.38 | 72,995 | 9,852 | 29,639 | |||||||||
| 25 Mar | 23306.45 | 58.5 | 12.15 | 21.26 | 38,903 | 1,664 | 19,787 | |||||||||
| 24 Mar | 22912.40 | 50 | 15.35 | 23.93 | 23,365 | 755 | 18,123 | |||||||||
| 23 Mar | 22512.65 | 34.7 | -20.3 | 26.12 | 15,921 | 2,498 | 17,368 | |||||||||
| 20 Mar | 23114.50 | 54.65 | 5 | 19.31 | 9,635 | 1,221 | 14,870 | |||||||||
| 19 Mar | 23002.15 | 53.5 | -59.5 | 19.11 | 15,251 | 535 | 13,649 | |||||||||
| 18 Mar | 23777.80 | 111.95 | 3.55 | 14.64 | 13,787 | 968 | 13,114 | |||||||||
| 17 Mar | 23581.15 | 108.8 | -7.45 | 16.73 | 6,292 | 415 | 12,146 | |||||||||
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| 16 Mar | 23408.80 | 110 | -5.65 | 18.83 | 18,236 | 67 | 11,731 | |||||||||
| 13 Mar | 23151.10 | 118 | -84.65 | 20.06 | 10,704 | 158 | 11,664 | |||||||||
| 12 Mar | 23639.15 | 200.85 | -80.75 | 18.23 | 11,508 | 457 | 11,506 | |||||||||
| 11 Mar | 23866.85 | 285.85 | -152.2 | 18.55 | 2,849 | 113 | 11,049 | |||||||||
| 10 Mar | 24261.60 | 441.4 | -0.35 | 16.9 | 319 | 15 | 10,936 | |||||||||
| 9 Mar | 24028.05 | 425 | -143.2 | 20.71 | 378 | 62 | 10,921 | |||||||||
| 6 Mar | 24450.45 | 573.6 | -106.4 | 16.48 | 204 | 107 | 10,859 | |||||||||
| 5 Mar | 24765.90 | 680 | 57.35 | 13.99 | 122 | 34 | 10,752 | |||||||||
| 4 Mar | 24480.50 | 598.05 | -148.5 | 16.5 | 10,867 | 10,718 | 10,718 | |||||||||
For Nifty - strike price 24500 expiring on 07APR2026
Delta for 24500 CE is 0.01
Historical price for 24500 CE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 2.4, which was -1.85 lower than the previous day. The implied volatity was 27.28, the open interest changed by 1344 which increased total open position to 92435
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 4.65, which was -3.15 lower than the previous day. The implied volatity was 27.11, the open interest changed by 35042 which increased total open position to 91091
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 8.25, which was -20.85 lower than the previous day. The implied volatity was 30.16, the open interest changed by 26410 which increased total open position to 56049
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 28.85, which was -29.95 lower than the previous day. The implied volatity was 25.38, the open interest changed by 9852 which increased total open position to 29639
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 58.5, which was 12.15 higher than the previous day. The implied volatity was 21.26, the open interest changed by 1664 which increased total open position to 19787
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 50, which was 15.35 higher than the previous day. The implied volatity was 23.93, the open interest changed by 755 which increased total open position to 18123
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 34.7, which was -20.3 lower than the previous day. The implied volatity was 26.12, the open interest changed by 2498 which increased total open position to 17368
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 54.65, which was 5 higher than the previous day. The implied volatity was 19.31, the open interest changed by 1221 which increased total open position to 14870
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 53.5, which was -59.5 lower than the previous day. The implied volatity was 19.11, the open interest changed by 535 which increased total open position to 13649
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 111.95, which was 3.55 higher than the previous day. The implied volatity was 14.64, the open interest changed by 968 which increased total open position to 13114
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 108.8, which was -7.45 lower than the previous day. The implied volatity was 16.73, the open interest changed by 415 which increased total open position to 12146
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 110, which was -5.65 lower than the previous day. The implied volatity was 18.83, the open interest changed by 67 which increased total open position to 11731
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 118, which was -84.65 lower than the previous day. The implied volatity was 20.06, the open interest changed by 158 which increased total open position to 11664
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 200.85, which was -80.75 lower than the previous day. The implied volatity was 18.23, the open interest changed by 457 which increased total open position to 11506
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 285.85, which was -152.2 lower than the previous day. The implied volatity was 18.55, the open interest changed by 113 which increased total open position to 11049
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 441.4, which was -0.35 lower than the previous day. The implied volatity was 16.9, the open interest changed by 15 which increased total open position to 10936
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 425, which was -143.2 lower than the previous day. The implied volatity was 20.71, the open interest changed by 62 which increased total open position to 10921
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 573.6, which was -106.4 lower than the previous day. The implied volatity was 16.48, the open interest changed by 107 which increased total open position to 10859
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 680, which was 57.35 higher than the previous day. The implied volatity was 13.99, the open interest changed by 34 which increased total open position to 10752
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 598.05, which was -148.5 lower than the previous day. The implied volatity was 16.5, the open interest changed by 10718 which increased total open position to 10718
| NIFTY 07-Apr-2026 (4d) 24500 PE | |||||||
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Delta: -0.92
Vega: 3.94
Theta: -11.38
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 22713.10 | 1808.15 | 32.95 | 44.67 | 811 | -199 | 14,379 |
| 1 Apr | 22679.40 | 1762.95 | -379.05 | 27.01 | 569 | -40 | 14,578 |
| 30 Mar | 22331.40 | 2047.8 | 362.05 | 29.69 | 2,471 | 967 | 14,618 |
| 27 Mar | 22819.60 | 1718.25 | 497.6 | 38.41 | 6,161 | 1,433 | 13,651 |
| 25 Mar | 23306.45 | 1217.1 | -364.45 | 26.28 | 1,246 | 459 | 12,218 |
| 24 Mar | 22912.40 | 1546.15 | -401.45 | 29.12 | 2,174 | 409 | 11,759 |
| 23 Mar | 22512.65 | 2004 | 627.9 | 34.39 | 6,392 | 414 | 11,350 |
| 20 Mar | 23114.50 | 1355.25 | -108.85 | 24.14 | 5,942 | 32 | 10,936 |
| 19 Mar | 23002.15 | 1402.7 | 624.05 | 24.71 | 106 | -13 | 10,904 |
| 18 Mar | 23777.80 | 790.2 | -158.85 | 18.81 | 4,247 | -4 | 10,917 |
| 17 Mar | 23581.15 | 949.45 | -168.1 | 19.03 | 1,959 | 34 | 10,921 |
| 16 Mar | 23408.80 | 1172.5 | -144 | 22.79 | 3,130 | 16 | 10,887 |
| 13 Mar | 23151.10 | 1316.5 | 401.15 | 22.34 | 2,793 | -109 | 10,871 |
| 12 Mar | 23639.15 | 577.65 | -200.7 | 19.82 | 6,964 | 68 | 10,980 |
| 11 Mar | 23866.85 | 797.7 | 298.1 | 20.31 | 1,604 | 26 | 10,912 |
| 10 Mar | 24261.60 | 485.7 | -281.15 | 17.63 | 373 | -3 | 10,886 |
| 9 Mar | 24028.05 | 769.65 | 288.1 | 22.38 | 2,237 | -14 | 10,889 |
| 6 Mar | 24450.45 | 466.9 | 157.3 | 19.23 | 384 | 29 | 10,903 |
| 5 Mar | 24765.90 | 327.6 | -150.15 | 17.86 | 291 | 134 | 10,874 |
| 4 Mar | 24480.50 | 480.9 | 258.35 | 19.44 | 10,840 | 10,740 | 10,740 |
For Nifty - strike price 24500 expiring on 07APR2026
Delta for 24500 PE is -0.92
Historical price for 24500 PE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1808.15, which was 32.95 higher than the previous day. The implied volatity was 44.67, the open interest changed by -199 which decreased total open position to 14379
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1762.95, which was -379.05 lower than the previous day. The implied volatity was 27.01, the open interest changed by -40 which decreased total open position to 14578
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 2047.8, which was 362.05 higher than the previous day. The implied volatity was 29.69, the open interest changed by 967 which increased total open position to 14618
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1718.25, which was 497.6 higher than the previous day. The implied volatity was 38.41, the open interest changed by 1433 which increased total open position to 13651
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1217.1, which was -364.45 lower than the previous day. The implied volatity was 26.28, the open interest changed by 459 which increased total open position to 12218
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1546.15, which was -401.45 lower than the previous day. The implied volatity was 29.12, the open interest changed by 409 which increased total open position to 11759
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 2004, which was 627.9 higher than the previous day. The implied volatity was 34.39, the open interest changed by 414 which increased total open position to 11350
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1355.25, which was -108.85 lower than the previous day. The implied volatity was 24.14, the open interest changed by 32 which increased total open position to 10936
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1402.7, which was 624.05 higher than the previous day. The implied volatity was 24.71, the open interest changed by -13 which decreased total open position to 10904
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 790.2, which was -158.85 lower than the previous day. The implied volatity was 18.81, the open interest changed by -4 which decreased total open position to 10917
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 949.45, which was -168.1 lower than the previous day. The implied volatity was 19.03, the open interest changed by 34 which increased total open position to 10921
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1172.5, which was -144 lower than the previous day. The implied volatity was 22.79, the open interest changed by 16 which increased total open position to 10887
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1316.5, which was 401.15 higher than the previous day. The implied volatity was 22.34, the open interest changed by -109 which decreased total open position to 10871
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 577.65, which was -200.7 lower than the previous day. The implied volatity was 19.82, the open interest changed by 68 which increased total open position to 10980
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 797.7, which was 298.1 higher than the previous day. The implied volatity was 20.31, the open interest changed by 26 which increased total open position to 10912
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 485.7, which was -281.15 lower than the previous day. The implied volatity was 17.63, the open interest changed by -3 which decreased total open position to 10886
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 769.65, which was 288.1 higher than the previous day. The implied volatity was 22.38, the open interest changed by -14 which decreased total open position to 10889
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 466.9, which was 157.3 higher than the previous day. The implied volatity was 19.23, the open interest changed by 29 which increased total open position to 10903
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 327.6, which was -150.15 lower than the previous day. The implied volatity was 17.86, the open interest changed by 134 which increased total open position to 10874
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 480.9, which was 258.35 higher than the previous day. The implied volatity was 19.44, the open interest changed by 10740 which increased total open position to 10740
