NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 04:10 PM IST
| NIFTY 28-Apr-2026 (4d) 25100 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.01
Theta: -3.99
Gamma: 0.0001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23897.95 | 5.2 | -1.7000000000000002 | 22.24 | 5,99,330 | -6,125 | 57,876 | |||||||||
| 23 Apr | 24173.05 | 6.7 | -16 | 16.94 | 3,64,347 | 30,801 | 65,880 | |||||||||
| 22 Apr | 24378.10 | 22.1 | -31.15 | 16.24 | 3,37,417 | 6,953 | 35,322 | |||||||||
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| 21 Apr | 24576.60 | 56 | 14.200000000000003 | 15.65 | 1,13,601 | 17,053 | 29,702 | |||||||||
| 20 Apr | 24364.85 | 39 | 0.04999999999999716 | 17.15 | 79,706 | 2,395 | 12,804 | |||||||||
| 17 Apr | 24353.55 | 41.1 | 8.600000000000001 | 14.16 | 45,502 | 2,208 | 10,393 | |||||||||
| 16 Apr | 24196.75 | 33.55 | -5.5 | 15.19 | 27,486 | 1,248 | 8,392 | |||||||||
| 15 Apr | 24231.30 | 38.6 | 12.950000000000003 | 14.76 | 23,441 | 848 | 7,152 | |||||||||
| 13 Apr | 23842.65 | 24.65 | -22.800000000000004 | 16.42 | 15,772 | 635 | 6,229 | |||||||||
| 10 Apr | 24050.60 | 48.3 | 7.549999999999997 | 15.07 | 18,735 | 1,589 | 5,613 | |||||||||
| 9 Apr | 23775.10 | 39.15 | -18.9 | 16.75 | 9,828 | 1,072 | 4,043 | |||||||||
| 8 Apr | 23997.35 | 62.9 | 38.65 | 15.36 | 15,630 | 1,170 | 2,973 | |||||||||
| 7 Apr | 23123.65 | 24.25 | -2.85 | 19.42 | 3,487 | -50 | 3,078 | |||||||||
| 6 Apr | 22968.25 | 27.4 | 3.15 | 20.94 | 2,725 | -1,276 | 3,136 | |||||||||
| 2 Apr | 22713.10 | 23 | -7.15 | 20.43 | 5,263 | 250 | 2,876 | |||||||||
| 1 Apr | 22679.40 | 29.5 | -10 | 21.01 | 4,077 | 804 | 2,629 | |||||||||
| 30 Mar | 22331.40 | 42 | -19.85 | 24.38 | 2,319 | 1,842 | 1,844 | |||||||||
| 27 Mar | 22819.60 | 61.9 | -28.95 | 21.45 | 2,824 | -240 | 1,535 | |||||||||
| 25 Mar | 23306.45 | 89.95 | 6.3 | 18.84 | 3,813 | 1,803 | 1,833 | |||||||||
| 24 Mar | 22912.40 | 86.9 | 23.4 | 21.29 | 2,048 | 1,042 | 1,651 | |||||||||
| 23 Mar | 22512.65 | 61.35 | -16.55 | 22.66 | 1,914 | 1,114 | 1,762 | |||||||||
| 20 Mar | 23114.50 | 77.25 | 5.4 | 17.92 | 3,365 | 657 | 1,744 | |||||||||
| 19 Mar | 23002.15 | 77.55 | -37.3 | 18.03 | 2,501 | 1,068 | 1,079 | |||||||||
| 18 Mar | 23777.80 | 113.45 | -4 | 14.21 | 2,283 | 313 | 1,121 | |||||||||
| 17 Mar | 23581.15 | 116.05 | -5.6 | 15.86 | 1,182 | 734 | 984 | |||||||||
| 16 Mar | 23408.80 | 117.65 | 0.5 | 17.39 | 1,818 | 16 | 909 | |||||||||
| 13 Mar | 23151.10 | 120 | -57.45 | 18.26 | 2,649 | -45 | 892 | |||||||||
| 12 Mar | 23639.15 | 172.45 | -62.15 | 16.44 | 2,735 | 828 | 943 | |||||||||
| 11 Mar | 23866.85 | 227.9 | -100.4 | 16.35 | 1,301 | 192 | 943 | |||||||||
| 10 Mar | 24261.60 | 329.3 | -16.95 | 14.91 | 744 | -106 | 775 | |||||||||
| 9 Mar | 24028.05 | 334.55 | -86.9 | 17.84 | 1,846 | 837 | 857 | |||||||||
| 6 Mar | 24450.45 | 418.8 | -88.45 | 14.51 | 759 | 628 | 654 | |||||||||
| 5 Mar | 24765.90 | 506.1 | 49.95 | 13.26 | 547 | 477 | 486 | |||||||||
| 4 Mar | 24480.50 | 439 | -128.15 | 14.55 | 763 | -37 | 519 | |||||||||
| 2 Mar | 24865.70 | 570 | -142.8 | 12.79 | 2,084 | 315 | 562 | |||||||||
| 27 Feb | 25178.65 | 714.95 | -200.05 | 10.49 | 246 | 168 | 248 | |||||||||
| 26 Feb | 25496.55 | 915 | -5.5 | 9.32 | 19 | 4 | 81 | |||||||||
| 25 Feb | 25482.50 | 919.7 | 23.8 | 9.71 | 20 | 2 | 78 | |||||||||
| 24 Feb | 25424.65 | 895.9 | -158.8 | 9.08 | 116 | 54 | 76 | |||||||||
| 23 Feb | 25713.00 | 1054.7 | 45.7 | 6.11 | 20 | 6 | 23 | |||||||||
| 20 Feb | 25571.25 | 1005 | 76.65 | 8.81 | 13 | 0 | 19 | |||||||||
| 19 Feb | 25454.35 | 898 | -299 | 9.06 | 35 | -15 | 19 | |||||||||
| 18 Feb | 25819.35 | 1197 | 67 | 7.03 | 5 | 0 | 34 | |||||||||
| 17 Feb | 25725.40 | 1130 | 11.95 | 7.57 | 28 | -25 | 35 | |||||||||
| 16 Feb | 25682.75 | 1118 | 144.6 | 8.14 | 13 | 0 | 60 | |||||||||
| 13 Feb | 25471.10 | 951.7 | -288.3 | 8.26 | 18 | 3 | 61 | |||||||||
| 12 Feb | 25807.20 | 1240 | -95.65 | 7.65 | 49 | 5 | 58 | |||||||||
| 11 Feb | 25953.85 | 1333.5 | 13.5 | - | 2 | 0 | 54 | |||||||||
| 10 Feb | 25935.15 | 1320 | 46.7 | - | 4 | -1 | 54 | |||||||||
| 9 Feb | 25867.30 | 1273.3 | 258.4 | 5.23 | 3 | -1 | 56 | |||||||||
| 6 Feb | 25693.70 | 1014.9 | -108.9 | 2.28 | 39 | -33 | 57 | |||||||||
| 5 Feb | 25642.80 | 1123.8 | -147.05 | 6.41 | 12 | -7 | 91 | |||||||||
| 4 Feb | 25776.00 | 1270.85 | 1.9 | 8.87 | 16 | -1 | 99 | |||||||||
| 3 Feb | 25727.55 | 1268.95 | 503.8 | 9.33 | 5 | 0 | 100 | |||||||||
| 2 Feb | 25088.40 | 760 | 87.75 | 8.88 | 91 | 46 | 97 | |||||||||
| 1 Feb | 24825.45 | 672.25 | -291.35 | 11.26 | 95 | 49 | 51 | |||||||||
| 30 Jan | 25320.65 | 983.4 | -57.2 | 9.55 | 6 | 0 | 2 | |||||||||
| 29 Jan | 25418.90 | 1041.55 | 105.45 | 8.83 | 4 | 1 | 1 | |||||||||
For Nifty - strike price 25100 expiring on 28APR2026
Delta for 25100 CE is 0.02
Historical price for 25100 CE is as follows
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 5.2, which was -1.7000000000000002 lower than the previous day. The implied volatity was 22.24, the open interest changed by -6125 which decreased total open position to 57876
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 6.7, which was -16 lower than the previous day. The implied volatity was 16.94, the open interest changed by 30801 which increased total open position to 65880
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 22.1, which was -31.15 lower than the previous day. The implied volatity was 16.24, the open interest changed by 6953 which increased total open position to 35322
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 56, which was 14.200000000000003 higher than the previous day. The implied volatity was 15.65, the open interest changed by 17053 which increased total open position to 29702
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 39, which was 0.04999999999999716 higher than the previous day. The implied volatity was 17.15, the open interest changed by 2395 which increased total open position to 12804
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 41.1, which was 8.600000000000001 higher than the previous day. The implied volatity was 14.16, the open interest changed by 2208 which increased total open position to 10393
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 33.55, which was -5.5 lower than the previous day. The implied volatity was 15.19, the open interest changed by 1248 which increased total open position to 8392
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 38.6, which was 12.950000000000003 higher than the previous day. The implied volatity was 14.76, the open interest changed by 848 which increased total open position to 7152
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 24.65, which was -22.800000000000004 lower than the previous day. The implied volatity was 16.42, the open interest changed by 635 which increased total open position to 6229
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 48.3, which was 7.549999999999997 higher than the previous day. The implied volatity was 15.07, the open interest changed by 1589 which increased total open position to 5613
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 39.15, which was -18.9 lower than the previous day. The implied volatity was 16.75, the open interest changed by 1072 which increased total open position to 4043
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 62.9, which was 38.65 higher than the previous day. The implied volatity was 15.36, the open interest changed by 1170 which increased total open position to 2973
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 24.25, which was -2.85 lower than the previous day. The implied volatity was 19.42, the open interest changed by -50 which decreased total open position to 3078
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 27.4, which was 3.15 higher than the previous day. The implied volatity was 20.94, the open interest changed by -1276 which decreased total open position to 3136
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 23, which was -7.15 lower than the previous day. The implied volatity was 20.43, the open interest changed by 250 which increased total open position to 2876
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 29.5, which was -10 lower than the previous day. The implied volatity was 21.01, the open interest changed by 804 which increased total open position to 2629
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 42, which was -19.85 lower than the previous day. The implied volatity was 24.38, the open interest changed by 1842 which increased total open position to 1844
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 61.9, which was -28.95 lower than the previous day. The implied volatity was 21.45, the open interest changed by -240 which decreased total open position to 1535
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 89.95, which was 6.3 higher than the previous day. The implied volatity was 18.84, the open interest changed by 1803 which increased total open position to 1833
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 86.9, which was 23.4 higher than the previous day. The implied volatity was 21.29, the open interest changed by 1042 which increased total open position to 1651
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 61.35, which was -16.55 lower than the previous day. The implied volatity was 22.66, the open interest changed by 1114 which increased total open position to 1762
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 77.25, which was 5.4 higher than the previous day. The implied volatity was 17.92, the open interest changed by 657 which increased total open position to 1744
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 77.55, which was -37.3 lower than the previous day. The implied volatity was 18.03, the open interest changed by 1068 which increased total open position to 1079
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 113.45, which was -4 lower than the previous day. The implied volatity was 14.21, the open interest changed by 313 which increased total open position to 1121
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 116.05, which was -5.6 lower than the previous day. The implied volatity was 15.86, the open interest changed by 734 which increased total open position to 984
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 117.65, which was 0.5 higher than the previous day. The implied volatity was 17.39, the open interest changed by 16 which increased total open position to 909
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 120, which was -57.45 lower than the previous day. The implied volatity was 18.26, the open interest changed by -45 which decreased total open position to 892
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 172.45, which was -62.15 lower than the previous day. The implied volatity was 16.44, the open interest changed by 828 which increased total open position to 943
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 227.9, which was -100.4 lower than the previous day. The implied volatity was 16.35, the open interest changed by 192 which increased total open position to 943
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 329.3, which was -16.95 lower than the previous day. The implied volatity was 14.91, the open interest changed by -106 which decreased total open position to 775
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 334.55, which was -86.9 lower than the previous day. The implied volatity was 17.84, the open interest changed by 837 which increased total open position to 857
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 418.8, which was -88.45 lower than the previous day. The implied volatity was 14.51, the open interest changed by 628 which increased total open position to 654
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 506.1, which was 49.95 higher than the previous day. The implied volatity was 13.26, the open interest changed by 477 which increased total open position to 486
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 439, which was -128.15 lower than the previous day. The implied volatity was 14.55, the open interest changed by -37 which decreased total open position to 519
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 570, which was -142.8 lower than the previous day. The implied volatity was 12.79, the open interest changed by 315 which increased total open position to 562
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 714.95, which was -200.05 lower than the previous day. The implied volatity was 10.49, the open interest changed by 168 which increased total open position to 248
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 915, which was -5.5 lower than the previous day. The implied volatity was 9.32, the open interest changed by 4 which increased total open position to 81
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 919.7, which was 23.8 higher than the previous day. The implied volatity was 9.71, the open interest changed by 2 which increased total open position to 78
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 895.9, which was -158.8 lower than the previous day. The implied volatity was 9.08, the open interest changed by 54 which increased total open position to 76
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 1054.7, which was 45.7 higher than the previous day. The implied volatity was 6.11, the open interest changed by 6 which increased total open position to 23
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 1005, which was 76.65 higher than the previous day. The implied volatity was 8.81, the open interest changed by 0 which decreased total open position to 19
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 898, which was -299 lower than the previous day. The implied volatity was 9.06, the open interest changed by -15 which decreased total open position to 19
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 1197, which was 67 higher than the previous day. The implied volatity was 7.03, the open interest changed by 0 which decreased total open position to 34
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 1130, which was 11.95 higher than the previous day. The implied volatity was 7.57, the open interest changed by -25 which decreased total open position to 35
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 1118, which was 144.6 higher than the previous day. The implied volatity was 8.14, the open interest changed by 0 which decreased total open position to 60
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 951.7, which was -288.3 lower than the previous day. The implied volatity was 8.26, the open interest changed by 3 which increased total open position to 61
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 1240, which was -95.65 lower than the previous day. The implied volatity was 7.65, the open interest changed by 5 which increased total open position to 58
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 1333.5, which was 13.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 1320, which was 46.7 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 54
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 1273.3, which was 258.4 higher than the previous day. The implied volatity was 5.23, the open interest changed by -1 which decreased total open position to 56
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 1014.9, which was -108.9 lower than the previous day. The implied volatity was 2.28, the open interest changed by -33 which decreased total open position to 57
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 1123.8, which was -147.05 lower than the previous day. The implied volatity was 6.41, the open interest changed by -7 which decreased total open position to 91
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 1270.85, which was 1.9 higher than the previous day. The implied volatity was 8.87, the open interest changed by -1 which decreased total open position to 99
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 1268.95, which was 503.8 higher than the previous day. The implied volatity was 9.33, the open interest changed by 0 which decreased total open position to 100
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 760, which was 87.75 higher than the previous day. The implied volatity was 8.88, the open interest changed by 46 which increased total open position to 97
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 672.25, which was -291.35 lower than the previous day. The implied volatity was 11.26, the open interest changed by 49 which increased total open position to 51
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 983.4, which was -57.2 lower than the previous day. The implied volatity was 9.55, the open interest changed by 0 which decreased total open position to 2
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 1041.55, which was 105.45 higher than the previous day. The implied volatity was 8.83, the open interest changed by 1 which increased total open position to 1
| NIFTY 28-Apr-2026 (4d) 25100 PE | |||||||
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Delta: -0.99
Vega: 0
Theta: 2.86
Gamma: 0.00004
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23897.95 | 1176.05 | 221.8499999999999 | 17.38 | 405 | -170 | 696 |
| 23 Apr | 24173.05 | 937.6 | 199.60000000000002 | 18.16 | 779 | 66 | 866 |
| 22 Apr | 24378.10 | 740 | 175.89999999999998 | 17.09 | 1,503 | 127 | 801 |
| 21 Apr | 24576.60 | 571.55 | -202.75 | 17.96 | 967 | 210 | 686 |
| 20 Apr | 24364.85 | 822.55 | 57.94999999999993 | 22.11 | 212 | -33 | 475 |
| 17 Apr | 24353.55 | 765.15 | -161.89999999999998 | 17.35 | 234 | -18 | 515 |
| 16 Apr | 24196.75 | 930 | 39.89999999999998 | 18.73 | 70 | -9 | 533 |
| 15 Apr | 24231.30 | 899.5 | -356.75 | 17.34 | 574 | -311 | 546 |
| 13 Apr | 23842.65 | 1258.8 | 228.79999999999995 | 18.42 | 7 | -1 | 859 |
| 10 Apr | 24050.60 | 1032.35 | -230.4000000000001 | 15.8 | 25 | -1 | 863 |
| 9 Apr | 23775.10 | 1262.75 | 186.75 | 13.75 | 162 | -9 | 865 |
| 8 Apr | 23997.35 | 1074.55 | -876.7 | 19.61 | 200 | 870 | 874 |
| 7 Apr | 23123.65 | 1950.85 | -86.25 | 29.81 | 22 | 867 | 871 |
| 6 Apr | 22968.25 | 2039 | -269.05 | 23.65 | 45 | 885 | 889 |
| 2 Apr | 22713.10 | 2300 | 220 | 26.98 | 8 | 863 | 900 |
| 1 Apr | 22679.40 | 2080 | -550.35 | 14.4 | 25 | 864 | 901 |
| 30 Mar | 22331.40 | 2670 | 507.3 | 33.8 | 39 | 867 | 890 |
| 27 Mar | 22819.60 | 2162.7 | 452.7 | 25.75 | 77 | 45 | 868 |
| 25 Mar | 23306.45 | 1710 | -316.8 | 22.37 | 44 | 822 | 823 |
| 24 Mar | 22912.40 | 2021.95 | -396.05 | 23.42 | 34 | 844 | 845 |
| 23 Mar | 22512.65 | 2425 | 589 | 22.97 | 42 | 836 | 836 |
| 20 Mar | 23114.50 | 1855 | -73.3 | 22.47 | 31 | -1 | 846 |
| 19 Mar | 23002.15 | 1880.1 | 607.85 | 21.88 | 32 | 847 | 848 |
| 18 Mar | 23777.80 | 1272.25 | -176 | 18.58 | 7 | 0 | 845 |
| 17 Mar | 23581.15 | 1451 | -163.05 | 19.47 | 33 | 844 | 845 |
| 16 Mar | 23408.80 | 1614.05 | -192.4 | 19.61 | 32 | -15 | 852 |
| 13 Mar | 23151.10 | 1800 | 440.25 | 21.3 | 116 | 866 | 867 |
| 12 Mar | 23639.15 | 1350.05 | 157.75 | 17.92 | 431 | 954 | 955 |
| 11 Mar | 23866.85 | 1192.6 | 331.5 | 17.83 | 58 | -5 | 964 |
| 10 Mar | 24261.60 | 835.75 | -275.2 | 15.77 | 98 | -15 | 970 |
| 9 Mar | 24028.05 | 1150 | 351.1 | 19.76 | 281 | 985 | 985 |
| 6 Mar | 24450.45 | 792 | 201.05 | 17.34 | 495 | 1,077 | 1,077 |
| 5 Mar | 24765.90 | 618.35 | -179.05 | 16.32 | 779 | -123 | 1,038 |
| 4 Mar | 24480.50 | 792.7 | 271.3 | 17.36 | 1,363 | -384 | 1,164 |
| 2 Mar | 24865.70 | 505 | 173.6 | 14.64 | 1,919 | -10 | 1,576 |
| 27 Feb | 25178.65 | 327.45 | 91.3 | 13.36 | 1,829 | 327 | 1,594 |
| 26 Feb | 25496.55 | 234.7 | -12.55 | 13.36 | 740 | 29 | 1,274 |
| 25 Feb | 25482.50 | 247.4 | -21.9 | 13.56 | 912 | -3 | 1,259 |
| 24 Feb | 25424.65 | 261.75 | 53.35 | 13.76 | 1,123 | 175 | 1,273 |
| 23 Feb | 25713.00 | 208.9 | -25.65 | 13.99 | 576 | 41 | 1,105 |
| 20 Feb | 25571.25 | 237.95 | -28.6 | 13.69 | 554 | 107 | 1,064 |
| 19 Feb | 25454.35 | 279.2 | 108.6 | 13.68 | 1,104 | 82 | 968 |
| 18 Feb | 25819.35 | 172.2 | -27.2 | 13.26 | 447 | -34 | 876 |
| 17 Feb | 25725.40 | 201.75 | -4.65 | 13.54 | 338 | 102 | 914 |
| 16 Feb | 25682.75 | 206.9 | -48.65 | 13.42 | 623 | 126 | 840 |
| 13 Feb | 25471.10 | 266.1 | 102.45 | 13.4 | 1,186 | 215 | 725 |
| 12 Feb | 25807.20 | 164.25 | 24.95 | 12.69 | 480 | 176 | 510 |
| 11 Feb | 25953.85 | 139.2 | -4.55 | 12.7 | 331 | 123 | 331 |
| 10 Feb | 25935.15 | 149 | -21.55 | 12.83 | 147 | 42 | 205 |
| 9 Feb | 25867.30 | 171.2 | -30.15 | 13.18 | 96 | 2 | 166 |
| 6 Feb | 25693.70 | 203.3 | -10.35 | 12.86 | 189 | -50 | 165 |
| 5 Feb | 25642.80 | 211.8 | 16.65 | 12.86 | 145 | 66 | 216 |
| 4 Feb | 25776.00 | 203 | -15.2 | 13.18 | 128 | -45 | 149 |
| 3 Feb | 25727.55 | 222.85 | -209.05 | 13.54 | 163 | -26 | 197 |
| 2 Feb | 25088.40 | 430.5 | -113.25 | 14.1 | 153 | 15 | 217 |
| 1 Feb | 24825.45 | 597.3 | 276.4 | 15.01 | 358 | 97 | 203 |
| 30 Jan | 25320.65 | 328.5 | 28.35 | 13.46 | 61 | -3 | 106 |
| 29 Jan | 25418.90 | 302.2 | -26.15 | 13.5 | 138 | 85 | 109 |
For Nifty - strike price 25100 expiring on 28APR2026
Delta for 25100 PE is -0.99
Historical price for 25100 PE is as follows
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 1176.05, which was 221.8499999999999 higher than the previous day. The implied volatity was 17.38, the open interest changed by -170 which decreased total open position to 696
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 937.6, which was 199.60000000000002 higher than the previous day. The implied volatity was 18.16, the open interest changed by 66 which increased total open position to 866
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 740, which was 175.89999999999998 higher than the previous day. The implied volatity was 17.09, the open interest changed by 127 which increased total open position to 801
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 571.55, which was -202.75 lower than the previous day. The implied volatity was 17.96, the open interest changed by 210 which increased total open position to 686
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 822.55, which was 57.94999999999993 higher than the previous day. The implied volatity was 22.11, the open interest changed by -33 which decreased total open position to 475
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 765.15, which was -161.89999999999998 lower than the previous day. The implied volatity was 17.35, the open interest changed by -18 which decreased total open position to 515
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 930, which was 39.89999999999998 higher than the previous day. The implied volatity was 18.73, the open interest changed by -9 which decreased total open position to 533
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 899.5, which was -356.75 lower than the previous day. The implied volatity was 17.34, the open interest changed by -311 which decreased total open position to 546
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1258.8, which was 228.79999999999995 higher than the previous day. The implied volatity was 18.42, the open interest changed by -1 which decreased total open position to 859
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1032.35, which was -230.4000000000001 lower than the previous day. The implied volatity was 15.8, the open interest changed by -1 which decreased total open position to 863
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1262.75, which was 186.75 higher than the previous day. The implied volatity was 13.75, the open interest changed by -9 which decreased total open position to 865
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1074.55, which was -876.7 lower than the previous day. The implied volatity was 19.61, the open interest changed by 870 which increased total open position to 874
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1950.85, which was -86.25 lower than the previous day. The implied volatity was 29.81, the open interest changed by 867 which increased total open position to 871
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 2039, which was -269.05 lower than the previous day. The implied volatity was 23.65, the open interest changed by 885 which increased total open position to 889
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 2300, which was 220 higher than the previous day. The implied volatity was 26.98, the open interest changed by 863 which increased total open position to 900
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 2080, which was -550.35 lower than the previous day. The implied volatity was 14.4, the open interest changed by 864 which increased total open position to 901
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 2670, which was 507.3 higher than the previous day. The implied volatity was 33.8, the open interest changed by 867 which increased total open position to 890
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 2162.7, which was 452.7 higher than the previous day. The implied volatity was 25.75, the open interest changed by 45 which increased total open position to 868
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1710, which was -316.8 lower than the previous day. The implied volatity was 22.37, the open interest changed by 822 which increased total open position to 823
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 2021.95, which was -396.05 lower than the previous day. The implied volatity was 23.42, the open interest changed by 844 which increased total open position to 845
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 2425, which was 589 higher than the previous day. The implied volatity was 22.97, the open interest changed by 836 which increased total open position to 836
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1855, which was -73.3 lower than the previous day. The implied volatity was 22.47, the open interest changed by -1 which decreased total open position to 846
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1880.1, which was 607.85 higher than the previous day. The implied volatity was 21.88, the open interest changed by 847 which increased total open position to 848
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1272.25, which was -176 lower than the previous day. The implied volatity was 18.58, the open interest changed by 0 which decreased total open position to 845
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1451, which was -163.05 lower than the previous day. The implied volatity was 19.47, the open interest changed by 844 which increased total open position to 845
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1614.05, which was -192.4 lower than the previous day. The implied volatity was 19.61, the open interest changed by -15 which decreased total open position to 852
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1800, which was 440.25 higher than the previous day. The implied volatity was 21.3, the open interest changed by 866 which increased total open position to 867
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1350.05, which was 157.75 higher than the previous day. The implied volatity was 17.92, the open interest changed by 954 which increased total open position to 955
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1192.6, which was 331.5 higher than the previous day. The implied volatity was 17.83, the open interest changed by -5 which decreased total open position to 964
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 835.75, which was -275.2 lower than the previous day. The implied volatity was 15.77, the open interest changed by -15 which decreased total open position to 970
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1150, which was 351.1 higher than the previous day. The implied volatity was 19.76, the open interest changed by 985 which increased total open position to 985
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 792, which was 201.05 higher than the previous day. The implied volatity was 17.34, the open interest changed by 1077 which increased total open position to 1077
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 618.35, which was -179.05 lower than the previous day. The implied volatity was 16.32, the open interest changed by -123 which decreased total open position to 1038
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 792.7, which was 271.3 higher than the previous day. The implied volatity was 17.36, the open interest changed by -384 which decreased total open position to 1164
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 505, which was 173.6 higher than the previous day. The implied volatity was 14.64, the open interest changed by -10 which decreased total open position to 1576
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 327.45, which was 91.3 higher than the previous day. The implied volatity was 13.36, the open interest changed by 327 which increased total open position to 1594
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 234.7, which was -12.55 lower than the previous day. The implied volatity was 13.36, the open interest changed by 29 which increased total open position to 1274
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 247.4, which was -21.9 lower than the previous day. The implied volatity was 13.56, the open interest changed by -3 which decreased total open position to 1259
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 261.75, which was 53.35 higher than the previous day. The implied volatity was 13.76, the open interest changed by 175 which increased total open position to 1273
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 208.9, which was -25.65 lower than the previous day. The implied volatity was 13.99, the open interest changed by 41 which increased total open position to 1105
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 237.95, which was -28.6 lower than the previous day. The implied volatity was 13.69, the open interest changed by 107 which increased total open position to 1064
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 279.2, which was 108.6 higher than the previous day. The implied volatity was 13.68, the open interest changed by 82 which increased total open position to 968
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 172.2, which was -27.2 lower than the previous day. The implied volatity was 13.26, the open interest changed by -34 which decreased total open position to 876
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 201.75, which was -4.65 lower than the previous day. The implied volatity was 13.54, the open interest changed by 102 which increased total open position to 914
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 206.9, which was -48.65 lower than the previous day. The implied volatity was 13.42, the open interest changed by 126 which increased total open position to 840
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 266.1, which was 102.45 higher than the previous day. The implied volatity was 13.4, the open interest changed by 215 which increased total open position to 725
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 164.25, which was 24.95 higher than the previous day. The implied volatity was 12.69, the open interest changed by 176 which increased total open position to 510
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 139.2, which was -4.55 lower than the previous day. The implied volatity was 12.7, the open interest changed by 123 which increased total open position to 331
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 149, which was -21.55 lower than the previous day. The implied volatity was 12.83, the open interest changed by 42 which increased total open position to 205
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 171.2, which was -30.15 lower than the previous day. The implied volatity was 13.18, the open interest changed by 2 which increased total open position to 166
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 203.3, which was -10.35 lower than the previous day. The implied volatity was 12.86, the open interest changed by -50 which decreased total open position to 165
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 211.8, which was 16.65 higher than the previous day. The implied volatity was 12.86, the open interest changed by 66 which increased total open position to 216
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 203, which was -15.2 lower than the previous day. The implied volatity was 13.18, the open interest changed by -45 which decreased total open position to 149
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 222.85, which was -209.05 lower than the previous day. The implied volatity was 13.54, the open interest changed by -26 which decreased total open position to 197
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 430.5, which was -113.25 lower than the previous day. The implied volatity was 14.1, the open interest changed by 15 which increased total open position to 217
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 597.3, which was 276.4 higher than the previous day. The implied volatity was 15.01, the open interest changed by 97 which increased total open position to 203
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 328.5, which was 28.35 higher than the previous day. The implied volatity was 13.46, the open interest changed by -3 which decreased total open position to 106
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 302.2, which was -26.15 lower than the previous day. The implied volatity was 13.5, the open interest changed by 85 which increased total open position to 109
