NIFTY
Nifty
Historical option data for NIFTY
02 Apr 2026 04:10 PM IST
| NIFTY 07-Apr-2026 (3d) 24850 CE | ||||||||||||||||
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Delta: 0
Vega: 0.38
Theta: -1.14
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 22713.10 | 1.2 | -0.8 | 29.31 | 45,160 | -5,972 | 3,579 | |||||||||
| 1 Apr | 22679.40 | 2.25 | -2.8 | 28.63 | 72,427 | 1,691 | 9,551 | |||||||||
| 30 Mar | 22331.40 | 4.75 | -10.85 | 30.96 | 27,485 | 7,113 | 7,860 | |||||||||
| 27 Mar | 22819.60 | 16 | -12.7 | 26.26 | 4,207 | -206 | 747 | |||||||||
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| 25 Mar | 23306.45 | 27.8 | -1.3 | 21.31 | 2,632 | 863 | 953 | |||||||||
| 24 Mar | 22912.40 | 30.55 | 8.6 | 24.88 | 212 | -30 | 90 | |||||||||
| 23 Mar | 22512.65 | 22.7 | -6.3 | 27.17 | 288 | 20 | 120 | |||||||||
| 20 Mar | 23114.50 | 29.6 | -1.65 | 19.77 | 745 | -30 | 100 | |||||||||
| 19 Mar | 23002.15 | 31.1 | -19.75 | 20.7 | 266 | 53 | 130 | |||||||||
| 18 Mar | 23777.80 | 50 | -4.35 | 14.3 | 242 | -17 | 77 | |||||||||
| 17 Mar | 23581.15 | 54.7 | -10.65 | 16.63 | 214 | 20 | 94 | |||||||||
| 16 Mar | 23408.80 | 61.15 | -6.15 | 18.85 | 187 | 4 | 74 | |||||||||
| 13 Mar | 23151.10 | 69.95 | -44.75 | 20.05 | 362 | -31 | 70 | |||||||||
| 12 Mar | 23639.15 | 110.35 | -52.2 | 17.52 | 200 | 75 | 101 | |||||||||
| 11 Mar | 23866.85 | 158.7 | -104.2 | 17.29 | 61 | 25 | 26 | |||||||||
| 10 Mar | 24261.60 | 262.9 | -136.8 | 15.65 | 2 | 0 | 1 | |||||||||
| 9 Mar | 24028.05 | 399.7 | -132.45 | - | 0 | 1 | 1 | |||||||||
| 6 Mar | 24450.45 | 399.7 | -132.45 | 16.45 | 1 | 0 | 0 | |||||||||
| 5 Mar | 24765.90 | 532.15 | 0 | 0.08 | 0 | 0 | 0 | |||||||||
| 4 Mar | 24480.50 | 532.15 | 0 | 0.51 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24850 expiring on 07APR2026
Delta for 24850 CE is 0
Historical price for 24850 CE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1.2, which was -0.8 lower than the previous day. The implied volatity was 29.31, the open interest changed by -5972 which decreased total open position to 3579
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 2.25, which was -2.8 lower than the previous day. The implied volatity was 28.63, the open interest changed by 1691 which increased total open position to 9551
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 4.75, which was -10.85 lower than the previous day. The implied volatity was 30.96, the open interest changed by 7113 which increased total open position to 7860
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 16, which was -12.7 lower than the previous day. The implied volatity was 26.26, the open interest changed by -206 which decreased total open position to 747
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 27.8, which was -1.3 lower than the previous day. The implied volatity was 21.31, the open interest changed by 863 which increased total open position to 953
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 30.55, which was 8.6 higher than the previous day. The implied volatity was 24.88, the open interest changed by -30 which decreased total open position to 90
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 22.7, which was -6.3 lower than the previous day. The implied volatity was 27.17, the open interest changed by 20 which increased total open position to 120
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 29.6, which was -1.65 lower than the previous day. The implied volatity was 19.77, the open interest changed by -30 which decreased total open position to 100
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 31.1, which was -19.75 lower than the previous day. The implied volatity was 20.7, the open interest changed by 53 which increased total open position to 130
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 50, which was -4.35 lower than the previous day. The implied volatity was 14.3, the open interest changed by -17 which decreased total open position to 77
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 54.7, which was -10.65 lower than the previous day. The implied volatity was 16.63, the open interest changed by 20 which increased total open position to 94
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 61.15, which was -6.15 lower than the previous day. The implied volatity was 18.85, the open interest changed by 4 which increased total open position to 74
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 69.95, which was -44.75 lower than the previous day. The implied volatity was 20.05, the open interest changed by -31 which decreased total open position to 70
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 110.35, which was -52.2 lower than the previous day. The implied volatity was 17.52, the open interest changed by 75 which increased total open position to 101
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 158.7, which was -104.2 lower than the previous day. The implied volatity was 17.29, the open interest changed by 25 which increased total open position to 26
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 262.9, which was -136.8 lower than the previous day. The implied volatity was 15.65, the open interest changed by 0 which decreased total open position to 1
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 399.7, which was -132.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 399.7, which was -132.45 lower than the previous day. The implied volatity was 16.45, 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 532.15, which was 0 lower than the previous day. The implied volatity was 0.08, 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 532.15, which was 0 lower than the previous day. The implied volatity was 0.51, the open interest changed by 0 which decreased total open position to 0
| NIFTY 07-Apr-2026 (3d) 24850 PE | |||||||
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Delta: -0.7
Vega: 9.24
Theta: -107.15
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 22713.10 | 2610 | 380 | 121.66 | 2 | 0 | 13 |
| 1 Apr | 22679.40 | 2230 | 176.8 | - | 0 | -1 | 13 |
| 30 Mar | 22331.40 | 2230 | 176.8 | 26.86 | 2 | -3 | 14 |
| 27 Mar | 22819.60 | 2064.25 | 639.25 | 43.23 | 16 | 13 | 17 |
| 25 Mar | 23306.45 | 1425 | 0.85 | 13.21 | 3 | 1 | 4 |
| 24 Mar | 22912.40 | 1426.75 | 433.9 | - | 0 | 0 | 3 |
| 23 Mar | 22512.65 | 1426.75 | 433.9 | - | 0 | 0 | 3 |
| 20 Mar | 23114.50 | 1426.75 | 433.9 | - | 0 | 0 | 3 |
| 19 Mar | 23002.15 | 1426.75 | 433.9 | - | 0 | 0 | 3 |
| 18 Mar | 23777.80 | 1426.75 | 433.9 | - | 0 | 0 | 3 |
| 17 Mar | 23581.15 | 1426.75 | 433.9 | - | 2 | 1 | 3 |
| 16 Mar | 23408.80 | 1426.75 | 433.9 | 20.17 | 2 | 0 | 2 |
| 13 Mar | 23151.10 | 991.6 | 635.75 | - | 0 | 0 | 2 |
| 12 Mar | 23639.15 | 991.6 | 635.75 | - | 0 | 2 | 2 |
| 11 Mar | 23866.85 | 991.6 | 635.75 | 18.1 | 5 | 0 | 0 |
| 10 Mar | 24261.60 | 355.85 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 24028.05 | 355.85 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 24450.45 | 355.85 | 0 | 0.01 | 0 | 0 | 0 |
| 5 Mar | 24765.90 | 355.85 | 0 | 0.4 | 0 | 0 | 0 |
| 4 Mar | 24480.50 | 355.85 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 24850 expiring on 07APR2026
Delta for 24850 PE is -0.7
Historical price for 24850 PE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 2610, which was 380 higher than the previous day. The implied volatity was 121.66, the open interest changed by 0 which decreased total open position to 13
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 2230, which was 176.8 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 13
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 2230, which was 176.8 higher than the previous day. The implied volatity was 26.86, the open interest changed by -3 which decreased total open position to 14
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 2064.25, which was 639.25 higher than the previous day. The implied volatity was 43.23, the open interest changed by 13 which increased total open position to 17
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1425, which was 0.85 higher than the previous day. The implied volatity was 13.21, the open interest changed by 1 which increased total open position to 4
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1426.75, which was 433.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1426.75, which was 433.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1426.75, which was 433.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1426.75, which was 433.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1426.75, which was 433.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1426.75, which was 433.9 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1426.75, which was 433.9 higher than the previous day. The implied volatity was 20.17, the open interest changed by 0 which decreased total open position to 2
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 991.6, which was 635.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 991.6, which was 635.75 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 991.6, which was 635.75 higher than the previous day. The implied volatity was 18.1, 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 355.85, 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 355.85, 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 355.85, which was 0 lower than the previous day. The implied volatity was 0.01, 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 355.85, which was 0 lower than the previous day. The implied volatity was 0.4, 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 355.85, 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
