NIFTY
Nifty
Historical option data for NIFTY
02 Apr 2026 04:10 PM IST
| NIFTY 07-Apr-2026 (3d) 25050 CE | ||||||||||||||||
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Delta: 0
Vega: 0.3
Theta: -0.95
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 22713.10 | 0.95 | -0.6 | 30.88 | 22,544 | 379 | 2,637 | |||||||||
| 1 Apr | 22679.40 | 1.65 | -2.25 | 29.81 | 39,732 | 1,540 | 2,258 | |||||||||
| 30 Mar | 22331.40 | 4.25 | -7.15 | 32.66 | 4,083 | 197 | 718 | |||||||||
| 27 Mar | 22819.60 | 11.2 | -7.8 | 26.63 | 2,316 | 204 | 521 | |||||||||
| 25 Mar | 23306.45 | 19.4 | -0.4 | 21.76 | 2,136 | 7 | 317 | |||||||||
| 24 Mar | 22912.40 | 16.65 | -2 | 23.87 | 800 | 181 | 310 | |||||||||
| 23 Mar | 22512.65 | 21.95 | 0.1 | 28.82 | 122 | 2 | 129 | |||||||||
| 20 Mar | 23114.50 | 20.5 | -2.25 | 20 | 78 | -19 | 127 | |||||||||
| 19 Mar | 23002.15 | 25.8 | -7 | 21.59 | 261 | 25 | 146 | |||||||||
| 18 Mar | 23777.80 | 32.7 | -4.05 | 14.57 | 270 | -1 | 121 | |||||||||
| 17 Mar | 23581.15 | 35.8 | -11.75 | 16.62 | 161 | -1 | 122 | |||||||||
| 16 Mar | 23408.80 | 46.35 | -3.5 | 19.26 | 253 | 21 | 123 | |||||||||
| 13 Mar | 23151.10 | 50 | -29.35 | 19.96 | 170 | 8 | 102 | |||||||||
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| 12 Mar | 23639.15 | 75 | -38.25 | 17.17 | 264 | 35 | 94 | |||||||||
| 11 Mar | 23866.85 | 111.15 | -81.75 | 16.9 | 171 | 25 | 59 | |||||||||
| 10 Mar | 24261.60 | 192.9 | -18.3 | 15.38 | 86 | 32 | 34 | |||||||||
| 9 Mar | 24028.05 | 211.2 | -109.05 | 19.31 | 1 | 1 | 2 | |||||||||
| 6 Mar | 24450.45 | 320.25 | -88 | 16.48 | 2 | 0 | 1 | |||||||||
| 5 Mar | 24765.90 | 408.25 | 53.25 | 15.16 | 1 | 0 | 1 | |||||||||
| 4 Mar | 24480.50 | 355 | -73.9 | 16.91 | 2 | 1 | 1 | |||||||||
For Nifty - strike price 25050 expiring on 07APR2026
Delta for 25050 CE is 0
Historical price for 25050 CE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 0.95, which was -0.6 lower than the previous day. The implied volatity was 30.88, the open interest changed by 379 which increased total open position to 2637
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1.65, which was -2.25 lower than the previous day. The implied volatity was 29.81, the open interest changed by 1540 which increased total open position to 2258
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 4.25, which was -7.15 lower than the previous day. The implied volatity was 32.66, the open interest changed by 197 which increased total open position to 718
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 11.2, which was -7.8 lower than the previous day. The implied volatity was 26.63, the open interest changed by 204 which increased total open position to 521
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 19.4, which was -0.4 lower than the previous day. The implied volatity was 21.76, the open interest changed by 7 which increased total open position to 317
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 16.65, which was -2 lower than the previous day. The implied volatity was 23.87, the open interest changed by 181 which increased total open position to 310
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 21.95, which was 0.1 higher than the previous day. The implied volatity was 28.82, the open interest changed by 2 which increased total open position to 129
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 20.5, which was -2.25 lower than the previous day. The implied volatity was 20, the open interest changed by -19 which decreased total open position to 127
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 25.8, which was -7 lower than the previous day. The implied volatity was 21.59, the open interest changed by 25 which increased total open position to 146
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 32.7, which was -4.05 lower than the previous day. The implied volatity was 14.57, the open interest changed by -1 which decreased total open position to 121
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 35.8, which was -11.75 lower than the previous day. The implied volatity was 16.62, the open interest changed by -1 which decreased total open position to 122
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 46.35, which was -3.5 lower than the previous day. The implied volatity was 19.26, the open interest changed by 21 which increased total open position to 123
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 50, which was -29.35 lower than the previous day. The implied volatity was 19.96, the open interest changed by 8 which increased total open position to 102
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 75, which was -38.25 lower than the previous day. The implied volatity was 17.17, the open interest changed by 35 which increased total open position to 94
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 111.15, which was -81.75 lower than the previous day. The implied volatity was 16.9, the open interest changed by 25 which increased total open position to 59
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 192.9, which was -18.3 lower than the previous day. The implied volatity was 15.38, the open interest changed by 32 which increased total open position to 34
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 211.2, which was -109.05 lower than the previous day. The implied volatity was 19.31, the open interest changed by 1 which increased total open position to 2
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 320.25, which was -88 lower than the previous day. The implied volatity was 16.48, the open interest changed by 0 which decreased total open position to 1
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 408.25, which was 53.25 higher than the previous day. The implied volatity was 15.16, the open interest changed by 0 which decreased total open position to 1
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 355, which was -73.9 lower than the previous day. The implied volatity was 16.91, the open interest changed by 1 which increased total open position to 1
| NIFTY 07-Apr-2026 (3d) 25050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.87
Vega: 5.66
Theta: -34.31
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 22713.10 | 2435.9 | 275.9 | 71.38 | 3 | 0 | 5 |
| 1 Apr | 22679.40 | 2160 | -270 | 40.02 | 7 | -3 | 5 |
| 30 Mar | 22331.40 | 2430 | 320 | 17.56 | 5 | -3 | 8 |
| 27 Mar | 22819.60 | 2110 | 360 | 20.37 | 9 | 8 | 11 |
| 25 Mar | 23306.45 | 1750 | -41.4 | 32.13 | 3 | 2 | 3 |
| 24 Mar | 22912.40 | 1793.3 | 677.4 | - | 0 | 0 | 1 |
| 23 Mar | 22512.65 | 1793.3 | 677.4 | - | 0 | 0 | 1 |
| 20 Mar | 23114.50 | 1793.3 | 677.4 | - | 0 | 0 | 1 |
| 19 Mar | 23002.15 | 1793.3 | 677.4 | - | 0 | 0 | 1 |
| 18 Mar | 23777.80 | 1793.3 | 677.4 | - | 0 | 0 | 1 |
| 17 Mar | 23581.15 | 1793.3 | 677.4 | - | 2 | 1 | 1 |
| 16 Mar | 23408.80 | 1793.3 | 677.4 | - | 2 | 0 | 0 |
| 13 Mar | 23151.10 | 1793.3 | 677.4 | 23.05 | 2 | 0 | 1 |
| 12 Mar | 23639.15 | 1115.9 | 664.55 | - | 0 | 1 | 1 |
| 11 Mar | 23866.85 | 1115.9 | 664.55 | 16.32 | 1 | 0 | 0 |
| 10 Mar | 24261.60 | 451.35 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 24028.05 | 451.35 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 24450.45 | 451.35 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 24765.90 | 451.35 | 0 | 0.09 | 0 | 0 | 0 |
| 4 Mar | 24480.50 | 451.35 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25050 expiring on 07APR2026
Delta for 25050 PE is -0.87
Historical price for 25050 PE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 2435.9, which was 275.9 higher than the previous day. The implied volatity was 71.38, the open interest changed by 0 which decreased total open position to 5
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 2160, which was -270 lower than the previous day. The implied volatity was 40.02, the open interest changed by -3 which decreased total open position to 5
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 2430, which was 320 higher than the previous day. The implied volatity was 17.56, the open interest changed by -3 which decreased total open position to 8
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 2110, which was 360 higher than the previous day. The implied volatity was 20.37, the open interest changed by 8 which increased total open position to 11
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1750, which was -41.4 lower than the previous day. The implied volatity was 32.13, the open interest changed by 2 which increased total open position to 3
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1793.3, which was 677.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1793.3, which was 677.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1793.3, which was 677.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1793.3, which was 677.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1793.3, which was 677.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1793.3, which was 677.4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1793.3, which was 677.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1793.3, which was 677.4 higher than the previous day. The implied volatity was 23.05, the open interest changed by 0 which decreased total open position to 1
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1115.9, which was 664.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1115.9, which was 664.55 higher than the previous day. The implied volatity was 16.32, 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 451.35, 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 451.35, 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 451.35, 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 451.35, which was 0 lower than the previous day. The implied volatity was 0.09, 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 451.35, 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
