NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2026 04:10 PM IST
| NIFTY 07-Apr-2026 (6d) 25000 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.53
Theta: -1.35
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Apr | 22679.40 | 1.8 | -2.25 | 29.56 | 4,01,893 | 12,017 | 58,456 | |||||||||
| 30 Mar | 22331.40 | 4.15 | -8.25 | 32.5 | 1,64,529 | 21,096 | 46,439 | |||||||||
| 27 Mar | 22819.60 | 13 | -7.55 | 26.83 | 70,439 | 12,723 | 25,343 | |||||||||
| 25 Mar | 23306.45 | 21 | -1.7 | 21.6 | 41,317 | 5,682 | 12,620 | |||||||||
| 24 Mar | 22912.40 | 26 | 7.15 | 25.53 | 22,610 | 1,430 | 6,938 | |||||||||
| 23 Mar | 22512.65 | 18 | -5.65 | 27.35 | 9,878 | 864 | 5,508 | |||||||||
| 20 Mar | 23114.50 | 23 | -1.2 | 20.03 | 6,615 | 226 | 4,644 | |||||||||
| 19 Mar | 23002.15 | 26.65 | -11.7 | 21.31 | 6,210 | 906 | 4,418 | |||||||||
| 18 Mar | 23777.80 | 36.3 | -5.1 | 14.49 | 6,704 | 330 | 3,512 | |||||||||
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| 17 Mar | 23581.15 | 40.3 | -11.8 | 16.69 | 4,116 | 478 | 3,182 | |||||||||
| 16 Mar | 23408.80 | 53.05 | -2.45 | 19.5 | 4,297 | 389 | 2,704 | |||||||||
| 13 Mar | 23151.10 | 56.95 | -29.45 | 20.22 | 6,627 | 450 | 2,315 | |||||||||
| 12 Mar | 23639.15 | 83.55 | -43.05 | 17.31 | 4,862 | 480 | 1,865 | |||||||||
| 11 Mar | 23866.85 | 121.15 | -84.95 | 16.96 | 2,755 | 681 | 1,385 | |||||||||
| 10 Mar | 24261.60 | 213.2 | -24.2 | 15.62 | 848 | 162 | 704 | |||||||||
| 9 Mar | 24028.05 | 224.1 | -81.75 | 19.31 | 1,525 | 327 | 542 | |||||||||
| 6 Mar | 24450.45 | 301 | -81.65 | 15.12 | 383 | 102 | 215 | |||||||||
| 5 Mar | 24765.90 | 380.65 | 35.2 | 13.44 | 232 | 54 | 113 | |||||||||
| 4 Mar | 24480.50 | 321.45 | -132 | 15.13 | 174 | 59 | 59 | |||||||||
For Nifty - strike price 25000 expiring on 07APR2026
Delta for 25000 CE is 0.01
Historical price for 25000 CE is as follows
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1.8, which was -2.25 lower than the previous day. The implied volatity was 29.56, the open interest changed by 12017 which increased total open position to 58456
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 4.15, which was -8.25 lower than the previous day. The implied volatity was 32.5, the open interest changed by 21096 which increased total open position to 46439
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 13, which was -7.55 lower than the previous day. The implied volatity was 26.83, the open interest changed by 12723 which increased total open position to 25343
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 21, which was -1.7 lower than the previous day. The implied volatity was 21.6, the open interest changed by 5682 which increased total open position to 12620
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 26, which was 7.15 higher than the previous day. The implied volatity was 25.53, the open interest changed by 1430 which increased total open position to 6938
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 18, which was -5.65 lower than the previous day. The implied volatity was 27.35, the open interest changed by 864 which increased total open position to 5508
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 23, which was -1.2 lower than the previous day. The implied volatity was 20.03, the open interest changed by 226 which increased total open position to 4644
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 26.65, which was -11.7 lower than the previous day. The implied volatity was 21.31, the open interest changed by 906 which increased total open position to 4418
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 36.3, which was -5.1 lower than the previous day. The implied volatity was 14.49, the open interest changed by 330 which increased total open position to 3512
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 40.3, which was -11.8 lower than the previous day. The implied volatity was 16.69, the open interest changed by 478 which increased total open position to 3182
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 53.05, which was -2.45 lower than the previous day. The implied volatity was 19.5, the open interest changed by 389 which increased total open position to 2704
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 56.95, which was -29.45 lower than the previous day. The implied volatity was 20.22, the open interest changed by 450 which increased total open position to 2315
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 83.55, which was -43.05 lower than the previous day. The implied volatity was 17.31, the open interest changed by 480 which increased total open position to 1865
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 121.15, which was -84.95 lower than the previous day. The implied volatity was 16.96, the open interest changed by 681 which increased total open position to 1385
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 213.2, which was -24.2 lower than the previous day. The implied volatity was 15.62, the open interest changed by 162 which increased total open position to 704
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 224.1, which was -81.75 lower than the previous day. The implied volatity was 19.31, the open interest changed by 327 which increased total open position to 542
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 301, which was -81.65 lower than the previous day. The implied volatity was 15.12, the open interest changed by 102 which increased total open position to 215
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 380.65, which was 35.2 higher than the previous day. The implied volatity was 13.44, the open interest changed by 54 which increased total open position to 113
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 321.45, which was -132 lower than the previous day. The implied volatity was 15.13, the open interest changed by 59 which increased total open position to 59
| NIFTY 07-Apr-2026 (6d) 25000 PE | |||||||
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Delta: -0.99
Vega: 0.46
Theta: 5.69
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Apr | 22679.40 | 2250.6 | -363.15 | 28.97 | 1,881 | -114 | 7,723 |
| 30 Mar | 22331.40 | 2560 | 399.8 | 26.15 | 3,634 | 1,029 | 7,837 |
| 27 Mar | 22819.60 | 2167.45 | 487.95 | 39.98 | 4,545 | 3,148 | 6,808 |
| 25 Mar | 23306.45 | 1672 | -401.75 | 28.37 | 2,831 | 2,025 | 3,660 |
| 24 Mar | 22912.40 | 2021.5 | -362.05 | 32.8 | 2,248 | 1,340 | 1,635 |
| 23 Mar | 22512.65 | 2432.95 | 677.95 | 29.97 | 54 | 47 | 295 |
| 20 Mar | 23114.50 | 1755 | -180.9 | 17.95 | 14 | 3 | 248 |
| 19 Mar | 23002.15 | 1940 | 733.1 | 33.45 | 69 | -3 | 245 |
| 18 Mar | 23777.80 | 1206.9 | -343.1 | 20.45 | 249 | 219 | 248 |
| 17 Mar | 23581.15 | 1550 | 50 | 31.24 | 3 | 1 | 29 |
| 16 Mar | 23408.80 | 1500 | -192.5 | 12.68 | 9 | -3 | 28 |
| 13 Mar | 23151.10 | 1692.5 | 375.8 | 17.76 | 6 | 1 | 31 |
| 12 Mar | 23639.15 | 1309.85 | 208.7 | 20.08 | 17 | 0 | 30 |
| 11 Mar | 23866.85 | 1120 | 355 | 18.74 | 117 | -1 | 30 |
| 10 Mar | 24261.60 | 768.7 | -244.1 | 17.05 | 66 | 1 | 31 |
| 9 Mar | 24028.05 | 1035 | 315 | 19.94 | 35 | 9 | 30 |
| 6 Mar | 24450.45 | 720 | 208.95 | 18.9 | 30 | 5 | 21 |
| 5 Mar | 24765.90 | 513.25 | 87.05 | 16.64 | 18 | 16 | 16 |
| 4 Mar | 24480.50 | 426.2 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25000 expiring on 07APR2026
Delta for 25000 PE is -0.99
Historical price for 25000 PE is as follows
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 2250.6, which was -363.15 lower than the previous day. The implied volatity was 28.97, the open interest changed by -114 which decreased total open position to 7723
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 2560, which was 399.8 higher than the previous day. The implied volatity was 26.15, the open interest changed by 1029 which increased total open position to 7837
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 2167.45, which was 487.95 higher than the previous day. The implied volatity was 39.98, the open interest changed by 3148 which increased total open position to 6808
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1672, which was -401.75 lower than the previous day. The implied volatity was 28.37, the open interest changed by 2025 which increased total open position to 3660
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 2021.5, which was -362.05 lower than the previous day. The implied volatity was 32.8, the open interest changed by 1340 which increased total open position to 1635
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 2432.95, which was 677.95 higher than the previous day. The implied volatity was 29.97, the open interest changed by 47 which increased total open position to 295
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1755, which was -180.9 lower than the previous day. The implied volatity was 17.95, the open interest changed by 3 which increased total open position to 248
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1940, which was 733.1 higher than the previous day. The implied volatity was 33.45, the open interest changed by -3 which decreased total open position to 245
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1206.9, which was -343.1 lower than the previous day. The implied volatity was 20.45, the open interest changed by 219 which increased total open position to 248
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1550, which was 50 higher than the previous day. The implied volatity was 31.24, the open interest changed by 1 which increased total open position to 29
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1500, which was -192.5 lower than the previous day. The implied volatity was 12.68, the open interest changed by -3 which decreased total open position to 28
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1692.5, which was 375.8 higher than the previous day. The implied volatity was 17.76, the open interest changed by 1 which increased total open position to 31
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1309.85, which was 208.7 higher than the previous day. The implied volatity was 20.08, the open interest changed by 0 which decreased total open position to 30
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1120, which was 355 higher than the previous day. The implied volatity was 18.74, the open interest changed by -1 which decreased total open position to 30
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 768.7, which was -244.1 lower than the previous day. The implied volatity was 17.05, the open interest changed by 1 which increased total open position to 31
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1035, which was 315 higher than the previous day. The implied volatity was 19.94, the open interest changed by 9 which increased total open position to 30
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 720, which was 208.95 higher than the previous day. The implied volatity was 18.9, the open interest changed by 5 which increased total open position to 21
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 513.25, which was 87.05 higher than the previous day. The implied volatity was 16.64, the open interest changed by 16 which increased total open position to 16
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 426.2, 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
