NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:30 PM IST
| NIFTY 28-Apr-2026 (4d) 25000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.02
Theta: -3.73
Gamma: 0.00011
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23878.45 | 4.95 | -4.749999999999999 | 20.71 | 6,97,700 | 1,05,641 | 2,72,389 | |||||||||
| 23 Apr | 24173.05 | 9.2 | -24.05 | 16.4 | 8,43,041 | 15,731 | 1,69,414 | |||||||||
| 22 Apr | 24378.10 | 32.3 | -43.2 | 16.2 | 9,92,533 | 51,635 | 1,55,388 | |||||||||
| 21 Apr | 24576.60 | 77.45 | 19 | 15.71 | 3,72,308 | 22,248 | 1,04,137 | |||||||||
| 20 Apr | 24364.85 | 53.85 | -0.44999999999999574 | 17.2 | 2,55,221 | 5,064 | 82,020 | |||||||||
| 17 Apr | 24353.55 | 59 | 14.649999999999999 | 14.44 | 1,68,056 | 1,813 | 77,115 | |||||||||
| 16 Apr | 24196.75 | 45.35 | -7.649999999999999 | 15.17 | 1,32,181 | 7,931 | 75,981 | |||||||||
| 15 Apr | 24231.30 | 51.9 | 17.85 | 14.81 | 1,39,980 | 6,289 | 68,286 | |||||||||
| 13 Apr | 23842.65 | 33.8 | -26.900000000000006 | 16.61 | 95,441 | -2,250 | 61,393 | |||||||||
| 10 Apr | 24050.60 | 62 | 9.950000000000003 | 15.16 | 86,182 | 1,361 | 65,766 | |||||||||
| 9 Apr | 23775.10 | 50.95 | -21.950000000000003 | 16.96 | 83,520 | 3,366 | 64,548 | |||||||||
| 8 Apr | 23997.35 | 78 | 48.15 | 15.38 | 1,46,832 | 42,218 | 61,295 | |||||||||
| 7 Apr | 23123.65 | 30.5 | -2.35 | 19.54 | 41,718 | 14,792 | 51,185 | |||||||||
| 6 Apr | 22968.25 | 33.9 | 5.15 | 21.1 | 51,185 | 2,394 | 48,906 | |||||||||
| 2 Apr | 22713.10 | 28.55 | -6.7 | 20.6 | 58,958 | 45,355 | 46,553 | |||||||||
| 1 Apr | 22679.40 | 34.9 | -10.3 | 21.03 | 52,882 | 3,767 | 42,793 | |||||||||
| 30 Mar | 22331.40 | 46.55 | -25.05 | 24.23 | 52,039 | 36,061 | 39,208 | |||||||||
| 27 Mar | 22819.60 | 72 | -32.2 | 21.55 | 41,414 | 23,806 | 36,424 | |||||||||
| 25 Mar | 23306.45 | 100.45 | 8.6 | 18.7 | 60,999 | 31,445 | 33,638 | |||||||||
| 24 Mar | 22912.40 | 98 | 27.35 | 21.28 | 51,930 | 30,876 | 32,219 | |||||||||
| 23 Mar | 22512.65 | 70 | -20.7 | 22.76 | 41,495 | 25,020 | 29,728 | |||||||||
| 20 Mar | 23114.50 | 89 | 5.8 | 17.95 | 32,864 | 2,687 | 28,247 | |||||||||
| 19 Mar | 23002.15 | 89.9 | -46.65 | 18.11 | 41,703 | 3,290 | 25,591 | |||||||||
| 18 Mar | 23777.80 | 134 | 0.15 | 14.3 | 22,890 | 1,743 | 22,306 | |||||||||
| 17 Mar | 23581.15 | 135 | -5.15 | 15.96 | 24,459 | 19,758 | 20,326 | |||||||||
| 16 Mar | 23408.80 | 136.9 | 4.05 | 17.56 | 32,239 | 17,793 | 20,095 | |||||||||
| 13 Mar | 23151.10 | 133.65 | -70.95 | 18.21 | 35,730 | -138 | 18,689 | |||||||||
| 12 Mar | 23639.15 | 199 | -70.25 | 16.66 | 22,384 | 863 | 18,859 | |||||||||
| 11 Mar | 23866.85 | 262.5 | -113.85 | 16.67 | 14,717 | 17,304 | 18,012 | |||||||||
| 10 Mar | 24261.60 | 380 | -5.2 | 15.34 | 13,947 | 14,413 | 14,965 | |||||||||
| 9 Mar | 24028.05 | 377 | -92.1 | 18.17 | 16,664 | 12,320 | 12,535 | |||||||||
| 6 Mar | 24450.45 | 466 | -104.8 | 14.66 | 10,762 | 13,307 | 13,422 | |||||||||
| 5 Mar | 24765.90 | 560 | 61.65 | 13.4 | 13,326 | 2,287 | 11,016 | |||||||||
| 4 Mar | 24480.50 | 497.55 | -130.9 | 14.98 | 16,375 | 3,346 | 8,981 | |||||||||
| 2 Mar | 24865.70 | 628 | -160.65 | 12.83 | 13,127 | 3,018 | 5,635 | |||||||||
| 27 Feb | 25178.65 | 785 | -203.8 | 10.55 | 1,857 | 529 | 2,616 | |||||||||
| 26 Feb | 25496.55 | 987.25 | -10.3 | 9.03 | 495 | 55 | 2,113 | |||||||||
| 25 Feb | 25482.50 | 994 | 8.75 | 9.57 | 807 | -19 | 2,067 | |||||||||
| 24 Feb | 25424.65 | 993.7 | -193.1 | 9.76 | 1,361 | 260 | 2,092 | |||||||||
| 23 Feb | 25713.00 | 1181.35 | 91.1 | 8.48 | 1,695 | 57 | 1,847 | |||||||||
| 20 Feb | 25571.25 | 1096.1 | 107.95 | 9.15 | 1,082 | -127 | 1,798 | |||||||||
| 19 Feb | 25454.35 | 975 | -307.25 | 9.11 | 545 | 41 | 1,917 | |||||||||
| 18 Feb | 25819.35 | 1278.25 | 56.9 | 5.9 | 142 | -16 | 1,877 | |||||||||
| 17 Feb | 25725.40 | 1212.85 | 8.9 | 7.13 | 617 | 296 | 1,894 | |||||||||
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| 16 Feb | 25682.75 | 1213.3 | 161.5 | 8.52 | 400 | 8 | 1,600 | |||||||||
| 13 Feb | 25471.10 | 1035.5 | -281.45 | 8.35 | 929 | 127 | 1,586 | |||||||||
| 12 Feb | 25807.20 | 1311.05 | -102.65 | 5.74 | 268 | 7 | 1,459 | |||||||||
| 11 Feb | 25953.85 | 1414.85 | 8.85 | 5.02 | 163 | -40 | 1,450 | |||||||||
| 10 Feb | 25935.15 | 1394.5 | 34.4 | - | 188 | 55 | 1,491 | |||||||||
| 9 Feb | 25867.30 | 1351 | 143.45 | 3.83 | 203 | -52 | 1,438 | |||||||||
| 6 Feb | 25693.70 | 1215.15 | -4.25 | 3.97 | 181 | 0 | 1,503 | |||||||||
| 5 Feb | 25642.80 | 1211.55 | -103.3 | 6.15 | 170 | 12 | 1,516 | |||||||||
| 4 Feb | 25776.00 | 1307.6 | 0 | 5.72 | 305 | 71 | 1,527 | |||||||||
| 3 Feb | 25727.55 | 1310.65 | 476.45 | 7.33 | 751 | -207 | 1,530 | |||||||||
| 2 Feb | 25088.40 | 838 | 123.9 | 9.11 | 2,184 | 564 | 1,726 | |||||||||
| 1 Feb | 24825.45 | 670.55 | -359.2 | 9.99 | 1,723 | 561 | 1,162 | |||||||||
| 30 Jan | 25320.65 | 1021.3 | -101.95 | 8.48 | 537 | 172 | 604 | |||||||||
| 29 Jan | 25418.90 | 1121.45 | 53.4 | 8.72 | 468 | 278 | 431 | |||||||||
For Nifty - strike price 25000 expiring on 28APR2026
Delta for 25000 CE is 0.02
Historical price for 25000 CE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 4.95, which was -4.749999999999999 lower than the previous day. The implied volatity was 20.71, the open interest changed by 105641 which increased total open position to 272389
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 9.2, which was -24.05 lower than the previous day. The implied volatity was 16.4, the open interest changed by 15731 which increased total open position to 169414
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 32.3, which was -43.2 lower than the previous day. The implied volatity was 16.2, the open interest changed by 51635 which increased total open position to 155388
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 77.45, which was 19 higher than the previous day. The implied volatity was 15.71, the open interest changed by 22248 which increased total open position to 104137
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 53.85, which was -0.44999999999999574 lower than the previous day. The implied volatity was 17.2, the open interest changed by 5064 which increased total open position to 82020
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 59, which was 14.649999999999999 higher than the previous day. The implied volatity was 14.44, the open interest changed by 1813 which increased total open position to 77115
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 45.35, which was -7.649999999999999 lower than the previous day. The implied volatity was 15.17, the open interest changed by 7931 which increased total open position to 75981
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 51.9, which was 17.85 higher than the previous day. The implied volatity was 14.81, the open interest changed by 6289 which increased total open position to 68286
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 33.8, which was -26.900000000000006 lower than the previous day. The implied volatity was 16.61, the open interest changed by -2250 which decreased total open position to 61393
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 62, which was 9.950000000000003 higher than the previous day. The implied volatity was 15.16, the open interest changed by 1361 which increased total open position to 65766
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 50.95, which was -21.950000000000003 lower than the previous day. The implied volatity was 16.96, the open interest changed by 3366 which increased total open position to 64548
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 78, which was 48.15 higher than the previous day. The implied volatity was 15.38, the open interest changed by 42218 which increased total open position to 61295
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 30.5, which was -2.35 lower than the previous day. The implied volatity was 19.54, the open interest changed by 14792 which increased total open position to 51185
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 33.9, which was 5.15 higher than the previous day. The implied volatity was 21.1, the open interest changed by 2394 which increased total open position to 48906
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 28.55, which was -6.7 lower than the previous day. The implied volatity was 20.6, the open interest changed by 45355 which increased total open position to 46553
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 34.9, which was -10.3 lower than the previous day. The implied volatity was 21.03, the open interest changed by 3767 which increased total open position to 42793
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 46.55, which was -25.05 lower than the previous day. The implied volatity was 24.23, the open interest changed by 36061 which increased total open position to 39208
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 72, which was -32.2 lower than the previous day. The implied volatity was 21.55, the open interest changed by 23806 which increased total open position to 36424
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 100.45, which was 8.6 higher than the previous day. The implied volatity was 18.7, the open interest changed by 31445 which increased total open position to 33638
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 98, which was 27.35 higher than the previous day. The implied volatity was 21.28, the open interest changed by 30876 which increased total open position to 32219
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 70, which was -20.7 lower than the previous day. The implied volatity was 22.76, the open interest changed by 25020 which increased total open position to 29728
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 89, which was 5.8 higher than the previous day. The implied volatity was 17.95, the open interest changed by 2687 which increased total open position to 28247
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 89.9, which was -46.65 lower than the previous day. The implied volatity was 18.11, the open interest changed by 3290 which increased total open position to 25591
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 134, which was 0.15 higher than the previous day. The implied volatity was 14.3, the open interest changed by 1743 which increased total open position to 22306
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 135, which was -5.15 lower than the previous day. The implied volatity was 15.96, the open interest changed by 19758 which increased total open position to 20326
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 136.9, which was 4.05 higher than the previous day. The implied volatity was 17.56, the open interest changed by 17793 which increased total open position to 20095
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 133.65, which was -70.95 lower than the previous day. The implied volatity was 18.21, the open interest changed by -138 which decreased total open position to 18689
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 199, which was -70.25 lower than the previous day. The implied volatity was 16.66, the open interest changed by 863 which increased total open position to 18859
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 262.5, which was -113.85 lower than the previous day. The implied volatity was 16.67, the open interest changed by 17304 which increased total open position to 18012
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 380, which was -5.2 lower than the previous day. The implied volatity was 15.34, the open interest changed by 14413 which increased total open position to 14965
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 377, which was -92.1 lower than the previous day. The implied volatity was 18.17, the open interest changed by 12320 which increased total open position to 12535
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 466, which was -104.8 lower than the previous day. The implied volatity was 14.66, the open interest changed by 13307 which increased total open position to 13422
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 560, which was 61.65 higher than the previous day. The implied volatity was 13.4, the open interest changed by 2287 which increased total open position to 11016
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 497.55, which was -130.9 lower than the previous day. The implied volatity was 14.98, the open interest changed by 3346 which increased total open position to 8981
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 628, which was -160.65 lower than the previous day. The implied volatity was 12.83, the open interest changed by 3018 which increased total open position to 5635
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 785, which was -203.8 lower than the previous day. The implied volatity was 10.55, the open interest changed by 529 which increased total open position to 2616
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 987.25, which was -10.3 lower than the previous day. The implied volatity was 9.03, the open interest changed by 55 which increased total open position to 2113
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 994, which was 8.75 higher than the previous day. The implied volatity was 9.57, the open interest changed by -19 which decreased total open position to 2067
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 993.7, which was -193.1 lower than the previous day. The implied volatity was 9.76, the open interest changed by 260 which increased total open position to 2092
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 1181.35, which was 91.1 higher than the previous day. The implied volatity was 8.48, the open interest changed by 57 which increased total open position to 1847
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 1096.1, which was 107.95 higher than the previous day. The implied volatity was 9.15, the open interest changed by -127 which decreased total open position to 1798
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 975, which was -307.25 lower than the previous day. The implied volatity was 9.11, the open interest changed by 41 which increased total open position to 1917
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 1278.25, which was 56.9 higher than the previous day. The implied volatity was 5.9, the open interest changed by -16 which decreased total open position to 1877
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 1212.85, which was 8.9 higher than the previous day. The implied volatity was 7.13, the open interest changed by 296 which increased total open position to 1894
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 1213.3, which was 161.5 higher than the previous day. The implied volatity was 8.52, the open interest changed by 8 which increased total open position to 1600
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 1035.5, which was -281.45 lower than the previous day. The implied volatity was 8.35, the open interest changed by 127 which increased total open position to 1586
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 1311.05, which was -102.65 lower than the previous day. The implied volatity was 5.74, the open interest changed by 7 which increased total open position to 1459
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 1414.85, which was 8.85 higher than the previous day. The implied volatity was 5.02, the open interest changed by -40 which decreased total open position to 1450
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 1394.5, which was 34.4 higher than the previous day. The implied volatity was -, the open interest changed by 55 which increased total open position to 1491
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 1351, which was 143.45 higher than the previous day. The implied volatity was 3.83, the open interest changed by -52 which decreased total open position to 1438
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 1215.15, which was -4.25 lower than the previous day. The implied volatity was 3.97, the open interest changed by 0 which decreased total open position to 1503
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 1211.55, which was -103.3 lower than the previous day. The implied volatity was 6.15, the open interest changed by 12 which increased total open position to 1516
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 1307.6, which was 0 lower than the previous day. The implied volatity was 5.72, the open interest changed by 71 which increased total open position to 1527
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 1310.65, which was 476.45 higher than the previous day. The implied volatity was 7.33, the open interest changed by -207 which decreased total open position to 1530
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 838, which was 123.9 higher than the previous day. The implied volatity was 9.11, the open interest changed by 564 which increased total open position to 1726
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 670.55, which was -359.2 lower than the previous day. The implied volatity was 9.99, the open interest changed by 561 which increased total open position to 1162
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 1021.3, which was -101.95 lower than the previous day. The implied volatity was 8.48, the open interest changed by 172 which increased total open position to 604
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 1121.45, which was 53.4 higher than the previous day. The implied volatity was 8.72, the open interest changed by 278 which increased total open position to 431
| NIFTY 28-Apr-2026 (4d) 25000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.99
Vega: 0.01
Theta: 2.61
Gamma: 0.00005
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23878.45 | 1107.45 | 264.5 | 16.95 | 6,032 | -2,155 | 27,409 |
| 23 Apr | 24173.05 | 844 | 195.29999999999995 | 18.96 | 13,178 | -2,133 | 29,924 |
| 22 Apr | 24378.10 | 640.4 | 153.14999999999998 | 15.73 | 24,117 | -343 | 32,065 |
| 21 Apr | 24576.60 | 491 | -222.54999999999995 | 17.65 | 23,804 | 2,487 | 32,373 |
| 20 Apr | 24364.85 | 735 | 54.64999999999998 | 21.24 | 15,080 | -480 | 29,883 |
| 17 Apr | 24353.55 | 663.2 | -176.19999999999993 | 15.74 | 6,747 | 791 | 30,363 |
| 16 Apr | 24196.75 | 857 | 55.39999999999998 | 18.93 | 9,184 | -14 | 30,170 |
| 15 Apr | 24231.30 | 812.95 | -344.14999999999986 | 16.9 | 10,927 | 2,218 | 34,158 |
| 13 Apr | 23842.65 | 1160 | 210.70000000000005 | 16.58 | 2,646 | 154 | 31,945 |
| 10 Apr | 24050.60 | 942 | -229.25 | 15.24 | 6,649 | -141 | 32,989 |
| 9 Apr | 23775.10 | 1165.45 | 165.25 | 10.62 | 4,683 | -32 | 33,136 |
| 8 Apr | 23997.35 | 969.35 | -864 | 18.02 | 8,873 | 33,120 | 33,168 |
| 7 Apr | 23123.65 | 1810 | -118.75 | 25.43 | 3,063 | 27,953 | 33,176 |
| 6 Apr | 22968.25 | 1941 | -266.55 | 23.15 | 5,450 | 32,981 | 32,985 |
| 2 Apr | 22713.10 | 2200 | 6.55 | 26.08 | 7,973 | 30,942 | 30,946 |
| 1 Apr | 22679.40 | 2170 | -414.25 | 23.41 | 7,892 | 30,492 | 30,496 |
| 30 Mar | 22331.40 | 2543.5 | 428.8 | 30.97 | 23,664 | 35,803 | 35,807 |
| 27 Mar | 22819.60 | 2132 | 495.15 | 29.17 | 6,587 | 22,163 | 22,163 |
| 25 Mar | 23306.45 | 1613.9 | -366.65 | 21.69 | 5,704 | 2,238 | 18,150 |
| 24 Mar | 22912.40 | 1943.7 | -421.15 | 23.85 | 4,123 | 15,513 | 15,809 |
| 23 Mar | 22512.65 | 2396.65 | 627.3 | 27.39 | 4,003 | 1,150 | 13,615 |
| 20 Mar | 23114.50 | 1769 | -95.6 | 22.3 | 2,144 | 12,465 | 12,465 |
| 19 Mar | 23002.15 | 1793.35 | 600.1 | 21.71 | 3,620 | 12,052 | 12,052 |
| 18 Mar | 23777.80 | 1200 | -135.85 | 18.68 | 2,750 | 399 | 10,996 |
| 17 Mar | 23581.15 | 1345 | -170.55 | 18.32 | 3,190 | -105 | 10,601 |
| 16 Mar | 23408.80 | 1558.5 | -181.85 | 20.67 | 4,122 | 10,734 | 10,734 |
| 13 Mar | 23151.10 | 1713.15 | 429.1 | 21.03 | 4,573 | -619 | 11,493 |
| 12 Mar | 23639.15 | 1287.8 | 149.5 | 18.45 | 3,171 | 12,081 | 12,112 |
| 11 Mar | 23866.85 | 1155 | 350.05 | 18.93 | 3,033 | -293 | 12,380 |
| 10 Mar | 24261.60 | 796.4 | -269.55 | 16.4 | 2,695 | -104 | 12,691 |
| 9 Mar | 24028.05 | 1092.75 | 348.65 | 20.01 | 6,714 | 12,843 | 12,865 |
| 6 Mar | 24450.45 | 728 | 173.55 | 17.13 | 10,152 | 2,024 | 14,500 |
| 5 Mar | 24765.90 | 566 | -180.3 | 16.29 | 8,717 | 1,819 | 12,493 |
| 4 Mar | 24480.50 | 748 | 263.6 | 17.64 | 13,657 | 248 | 11,262 |
| 2 Mar | 24865.70 | 472.45 | 171.45 | 14.97 | 22,813 | -600 | 11,252 |
| 27 Feb | 25178.65 | 294.45 | 80.15 | 13.41 | 15,255 | -821 | 11,943 |
| 26 Feb | 25496.55 | 215.45 | -9.65 | 13.6 | 5,388 | 471 | 12,779 |
| 25 Feb | 25482.50 | 225.7 | -21.4 | 13.71 | 10,999 | -94 | 12,326 |
| 24 Feb | 25424.65 | 239.3 | 47.55 | 13.94 | 10,380 | 2,587 | 12,409 |
| 23 Feb | 25713.00 | 194.05 | -24.25 | 14.27 | 5,425 | 633 | 9,842 |
| 20 Feb | 25571.25 | 215.95 | -31.5 | 13.81 | 5,399 | 471 | 9,358 |
| 19 Feb | 25454.35 | 257.8 | 101.35 | 13.86 | 7,588 | -41 | 8,963 |
| 18 Feb | 25819.35 | 157.8 | -25.6 | 13.47 | 3,719 | 153 | 9,041 |
| 17 Feb | 25725.40 | 184 | -5.9 | 13.69 | 4,373 | 573 | 8,918 |
| 16 Feb | 25682.75 | 189.1 | -46.4 | 13.58 | 3,469 | 744 | 8,395 |
| 13 Feb | 25471.10 | 243.6 | 91.45 | 13.53 | 5,556 | -59 | 7,677 |
| 12 Feb | 25807.20 | 151.25 | 22.2 | 12.91 | 4,274 | 1,071 | 7,742 |
| 11 Feb | 25953.85 | 129 | -3.4 | 12.95 | 3,304 | 937 | 6,743 |
| 10 Feb | 25935.15 | 135.5 | -19.15 | 12.98 | 4,275 | 615 | 5,806 |
| 9 Feb | 25867.30 | 154.15 | -33.95 | 13.26 | 3,424 | 613 | 5,191 |
| 6 Feb | 25693.70 | 188.9 | -8.15 | 13.1 | 2,408 | 521 | 4,582 |
| 5 Feb | 25642.80 | 200.55 | 20.5 | 13.2 | 2,346 | 202 | 4,053 |
| 4 Feb | 25776.00 | 186.4 | -14.15 | 13.33 | 3,189 | 1,031 | 3,896 |
| 3 Feb | 25727.55 | 206 | -194.35 | 13.71 | 3,787 | -80 | 2,835 |
| 2 Feb | 25088.40 | 401 | -115.8 | 14.25 | 4,088 | 1,055 | 2,639 |
| 1 Feb | 24825.45 | 548 | 246.35 | 14.89 | 4,177 | 595 | 1,614 |
| 30 Jan | 25320.65 | 298.1 | 24.55 | 13.48 | 1,179 | 43 | 1,024 |
| 29 Jan | 25418.90 | 272.4 | -27.95 | 13.47 | 1,763 | 567 | 985 |
For Nifty - strike price 25000 expiring on 28APR2026
Delta for 25000 PE is -0.99
Historical price for 25000 PE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 1107.45, which was 264.5 higher than the previous day. The implied volatity was 16.95, the open interest changed by -2155 which decreased total open position to 27409
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 844, which was 195.29999999999995 higher than the previous day. The implied volatity was 18.96, the open interest changed by -2133 which decreased total open position to 29924
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 640.4, which was 153.14999999999998 higher than the previous day. The implied volatity was 15.73, the open interest changed by -343 which decreased total open position to 32065
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 491, which was -222.54999999999995 lower than the previous day. The implied volatity was 17.65, the open interest changed by 2487 which increased total open position to 32373
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 735, which was 54.64999999999998 higher than the previous day. The implied volatity was 21.24, the open interest changed by -480 which decreased total open position to 29883
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 663.2, which was -176.19999999999993 lower than the previous day. The implied volatity was 15.74, the open interest changed by 791 which increased total open position to 30363
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 857, which was 55.39999999999998 higher than the previous day. The implied volatity was 18.93, the open interest changed by -14 which decreased total open position to 30170
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 812.95, which was -344.14999999999986 lower than the previous day. The implied volatity was 16.9, the open interest changed by 2218 which increased total open position to 34158
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1160, which was 210.70000000000005 higher than the previous day. The implied volatity was 16.58, the open interest changed by 154 which increased total open position to 31945
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 942, which was -229.25 lower than the previous day. The implied volatity was 15.24, the open interest changed by -141 which decreased total open position to 32989
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1165.45, which was 165.25 higher than the previous day. The implied volatity was 10.62, the open interest changed by -32 which decreased total open position to 33136
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 969.35, which was -864 lower than the previous day. The implied volatity was 18.02, the open interest changed by 33120 which increased total open position to 33168
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1810, which was -118.75 lower than the previous day. The implied volatity was 25.43, the open interest changed by 27953 which increased total open position to 33176
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1941, which was -266.55 lower than the previous day. The implied volatity was 23.15, the open interest changed by 32981 which increased total open position to 32985
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 2200, which was 6.55 higher than the previous day. The implied volatity was 26.08, the open interest changed by 30942 which increased total open position to 30946
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 2170, which was -414.25 lower than the previous day. The implied volatity was 23.41, the open interest changed by 30492 which increased total open position to 30496
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 2543.5, which was 428.8 higher than the previous day. The implied volatity was 30.97, the open interest changed by 35803 which increased total open position to 35807
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 2132, which was 495.15 higher than the previous day. The implied volatity was 29.17, the open interest changed by 22163 which increased total open position to 22163
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1613.9, which was -366.65 lower than the previous day. The implied volatity was 21.69, the open interest changed by 2238 which increased total open position to 18150
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1943.7, which was -421.15 lower than the previous day. The implied volatity was 23.85, the open interest changed by 15513 which increased total open position to 15809
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 2396.65, which was 627.3 higher than the previous day. The implied volatity was 27.39, the open interest changed by 1150 which increased total open position to 13615
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1769, which was -95.6 lower than the previous day. The implied volatity was 22.3, the open interest changed by 12465 which increased total open position to 12465
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1793.35, which was 600.1 higher than the previous day. The implied volatity was 21.71, the open interest changed by 12052 which increased total open position to 12052
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1200, which was -135.85 lower than the previous day. The implied volatity was 18.68, the open interest changed by 399 which increased total open position to 10996
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1345, which was -170.55 lower than the previous day. The implied volatity was 18.32, the open interest changed by -105 which decreased total open position to 10601
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1558.5, which was -181.85 lower than the previous day. The implied volatity was 20.67, the open interest changed by 10734 which increased total open position to 10734
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1713.15, which was 429.1 higher than the previous day. The implied volatity was 21.03, the open interest changed by -619 which decreased total open position to 11493
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1287.8, which was 149.5 higher than the previous day. The implied volatity was 18.45, the open interest changed by 12081 which increased total open position to 12112
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1155, which was 350.05 higher than the previous day. The implied volatity was 18.93, the open interest changed by -293 which decreased total open position to 12380
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 796.4, which was -269.55 lower than the previous day. The implied volatity was 16.4, the open interest changed by -104 which decreased total open position to 12691
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1092.75, which was 348.65 higher than the previous day. The implied volatity was 20.01, the open interest changed by 12843 which increased total open position to 12865
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 728, which was 173.55 higher than the previous day. The implied volatity was 17.13, the open interest changed by 2024 which increased total open position to 14500
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 566, which was -180.3 lower than the previous day. The implied volatity was 16.29, the open interest changed by 1819 which increased total open position to 12493
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 748, which was 263.6 higher than the previous day. The implied volatity was 17.64, the open interest changed by 248 which increased total open position to 11262
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 472.45, which was 171.45 higher than the previous day. The implied volatity was 14.97, the open interest changed by -600 which decreased total open position to 11252
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 294.45, which was 80.15 higher than the previous day. The implied volatity was 13.41, the open interest changed by -821 which decreased total open position to 11943
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 215.45, which was -9.65 lower than the previous day. The implied volatity was 13.6, the open interest changed by 471 which increased total open position to 12779
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 225.7, which was -21.4 lower than the previous day. The implied volatity was 13.71, the open interest changed by -94 which decreased total open position to 12326
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 239.3, which was 47.55 higher than the previous day. The implied volatity was 13.94, the open interest changed by 2587 which increased total open position to 12409
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 194.05, which was -24.25 lower than the previous day. The implied volatity was 14.27, the open interest changed by 633 which increased total open position to 9842
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 215.95, which was -31.5 lower than the previous day. The implied volatity was 13.81, the open interest changed by 471 which increased total open position to 9358
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 257.8, which was 101.35 higher than the previous day. The implied volatity was 13.86, the open interest changed by -41 which decreased total open position to 8963
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 157.8, which was -25.6 lower than the previous day. The implied volatity was 13.47, the open interest changed by 153 which increased total open position to 9041
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 184, which was -5.9 lower than the previous day. The implied volatity was 13.69, the open interest changed by 573 which increased total open position to 8918
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 189.1, which was -46.4 lower than the previous day. The implied volatity was 13.58, the open interest changed by 744 which increased total open position to 8395
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 243.6, which was 91.45 higher than the previous day. The implied volatity was 13.53, the open interest changed by -59 which decreased total open position to 7677
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 151.25, which was 22.2 higher than the previous day. The implied volatity was 12.91, the open interest changed by 1071 which increased total open position to 7742
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 129, which was -3.4 lower than the previous day. The implied volatity was 12.95, the open interest changed by 937 which increased total open position to 6743
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 135.5, which was -19.15 lower than the previous day. The implied volatity was 12.98, the open interest changed by 615 which increased total open position to 5806
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 154.15, which was -33.95 lower than the previous day. The implied volatity was 13.26, the open interest changed by 613 which increased total open position to 5191
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 188.9, which was -8.15 lower than the previous day. The implied volatity was 13.1, the open interest changed by 521 which increased total open position to 4582
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 200.55, which was 20.5 higher than the previous day. The implied volatity was 13.2, the open interest changed by 202 which increased total open position to 4053
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 186.4, which was -14.15 lower than the previous day. The implied volatity was 13.33, the open interest changed by 1031 which increased total open position to 3896
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 206, which was -194.35 lower than the previous day. The implied volatity was 13.71, the open interest changed by -80 which decreased total open position to 2835
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 401, which was -115.8 lower than the previous day. The implied volatity was 14.25, the open interest changed by 1055 which increased total open position to 2639
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 548, which was 246.35 higher than the previous day. The implied volatity was 14.89, the open interest changed by 595 which increased total open position to 1614
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 298.1, which was 24.55 higher than the previous day. The implied volatity was 13.48, the open interest changed by 43 which increased total open position to 1024
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 272.4, which was -27.95 lower than the previous day. The implied volatity was 13.47, the open interest changed by 567 which increased total open position to 985
