NIFTY
Nifty
Historical option data for NIFTY
16 Apr 2026 04:11 PM IST
| NIFTY 21-Apr-2026 (4d) 25050 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.02
Theta: -3.59
Gamma: 0.00017
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Apr | 24196.75 | 6.3 | -3.8 | 15.56 | 2,75,685 | 25,496 | 37,174 | |||||||||
| 15 Apr | 24231.30 | 10.45 | 4.049999999999999 | 15.26 | 1,34,840 | 6,738 | 12,007 | |||||||||
| 13 Apr | 23842.65 | 8.4 | -14.65 | 17.67 | 20,496 | 2,619 | 4,885 | |||||||||
| 10 Apr | 24050.60 | 23.4 | 1.9499999999999993 | 15.54 | 13,029 | 1,318 | 2,274 | |||||||||
| 9 Apr | 23775.10 | 21.05 | -15.599999999999998 | 17.87 | 4,350 | 627 | 962 | |||||||||
| 8 Apr | 23997.35 | 38.75 | 26.25 | 16.46 | 1,630 | 216 | 338 | |||||||||
| 7 Apr | 23123.65 | 10.2 | -4.85 | 20.24 | 612 | 90 | 122 | |||||||||
| 6 Apr | 22968.25 | 14.35 | -5.4 | 22.4 | 74 | 10 | 32 | |||||||||
| 2 Apr | 22713.10 | 19.75 | -2.15 | 23.2 | 128 | 6 | 22 | |||||||||
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| 1 Apr | 22679.40 | 25.65 | -36.1 | 23.71 | 20 | 12 | 16 | |||||||||
| 30 Mar | 22331.40 | 61.45 | 21 | - | 0 | 0 | 4 | |||||||||
| 27 Mar | 22819.60 | 61.45 | 21 | - | 0 | 0 | 4 | |||||||||
| 25 Mar | 23306.45 | 61.45 | 21 | - | 0 | 0 | 4 | |||||||||
| 24 Mar | 22912.40 | 61.45 | 21 | 21.69 | 11 | -2 | 4 | |||||||||
| 23 Mar | 22512.65 | 40.45 | -6.65 | 22.91 | 16 | 5 | 6 | |||||||||
| 20 Mar | 23114.50 | 47.1 | -24.3 | 17.32 | 11 | 0 | 1 | |||||||||
| 19 Mar | 23002.15 | 71.4 | 0 | - | 1 | 1 | 1 | |||||||||
For Nifty - strike price 25050 expiring on 21APR2026
Delta for 25050 CE is 0.04
Historical price for 25050 CE is as follows
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 6.3, which was -3.8 lower than the previous day. The implied volatity was 15.56, the open interest changed by 25496 which increased total open position to 37174
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 10.45, which was 4.049999999999999 higher than the previous day. The implied volatity was 15.26, the open interest changed by 6738 which increased total open position to 12007
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 8.4, which was -14.65 lower than the previous day. The implied volatity was 17.67, the open interest changed by 2619 which increased total open position to 4885
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 23.4, which was 1.9499999999999993 higher than the previous day. The implied volatity was 15.54, the open interest changed by 1318 which increased total open position to 2274
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 21.05, which was -15.599999999999998 lower than the previous day. The implied volatity was 17.87, the open interest changed by 627 which increased total open position to 962
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 38.75, which was 26.25 higher than the previous day. The implied volatity was 16.46, the open interest changed by 216 which increased total open position to 338
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 10.2, which was -4.85 lower than the previous day. The implied volatity was 20.24, the open interest changed by 90 which increased total open position to 122
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 14.35, which was -5.4 lower than the previous day. The implied volatity was 22.4, the open interest changed by 10 which increased total open position to 32
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 19.75, which was -2.15 lower than the previous day. The implied volatity was 23.2, the open interest changed by 6 which increased total open position to 22
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 25.65, which was -36.1 lower than the previous day. The implied volatity was 23.71, the open interest changed by 12 which increased total open position to 16
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 61.45, which was 21 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 61.45, which was 21 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 61.45, which was 21 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 61.45, which was 21 higher than the previous day. The implied volatity was 21.69, the open interest changed by -2 which decreased total open position to 4
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 40.45, which was -6.65 lower than the previous day. The implied volatity was 22.91, the open interest changed by 5 which increased total open position to 6
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 47.1, which was -24.3 lower than the previous day. The implied volatity was 17.32, 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 71.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
| NIFTY 21-Apr-2026 (4d) 25050 PE | |||||||
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Delta: -0.88
Vega: 0.06
Theta: -9.87
Gamma: 0.00029
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Apr | 24196.75 | 882.4 | 57.799999999999955 | 23.71 | 68 | 12 | 17 |
| 15 Apr | 24231.30 | 838.85 | -230.39999999999998 | 19.28 | 27 | 4 | 5 |
| 13 Apr | 23842.65 | 1069.25 | 1069.25 | - | 0 | 0 | 1 |
| 10 Apr | 24050.60 | 1069.25 | 1069.25 | - | 0 | 0 | 1 |
| 9 Apr | 23775.10 | 1069.25 | 1069.25 | - | 0 | 0 | 1 |
| 8 Apr | 23997.35 | 1069.25 | -302.95 | 24.03 | 1 | 0 | 0 |
| 7 Apr | 23123.65 | 1372.2 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 22968.25 | 1372.2 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 22713.10 | 1372.2 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 22679.40 | 1372.2 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 22331.40 | 1372.2 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 22819.60 | 1372.2 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 23306.45 | 1372.2 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 22912.40 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 22512.65 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 23114.50 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 23002.15 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25050 expiring on 21APR2026
Delta for 25050 PE is -0.88
Historical price for 25050 PE is as follows
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 882.4, which was 57.799999999999955 higher than the previous day. The implied volatity was 23.71, the open interest changed by 12 which increased total open position to 17
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 838.85, which was -230.39999999999998 lower than the previous day. The implied volatity was 19.28, the open interest changed by 4 which increased total open position to 5
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1069.25, which was 1069.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1069.25, which was 1069.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1069.25, which was 1069.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1069.25, which was -302.95 lower than the previous day. The implied volatity was 24.03, the open interest changed by 0 which decreased total open position to 0
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1372.2, 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
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1372.2, 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
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1372.2, 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
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1372.2, 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
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1372.2, 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
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1372.2, 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
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1372.2, 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
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 0, 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 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 0, 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 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 0, 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 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 0, 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
