NIFTY
Nifty
Historical option data for NIFTY
02 Apr 2026 04:10 PM IST
| NIFTY 07-Apr-2026 (4d) 25200 CE | ||||||||||||||||
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Delta: 0
Vega: 0.26
Theta: -0.87
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 22713.10 | 0.85 | -0.45 | 32.2 | 34,510 | -2,226 | 3,925 | |||||||||
| 1 Apr | 22679.40 | 1.35 | -2.05 | 30.75 | 81,441 | 1,305 | 6,151 | |||||||||
| 30 Mar | 22331.40 | 3.7 | -5 | 33.47 | 29,441 | 1,257 | 4,846 | |||||||||
| 27 Mar | 22819.60 | 8.65 | -5.7 | 27 | 11,674 | 1,851 | 3,589 | |||||||||
| 25 Mar | 23306.45 | 12.55 | -4.2 | 21.46 | 7,107 | 530 | 1,738 | |||||||||
| 24 Mar | 22912.40 | 19.5 | 4.4 | 25.99 | 2,535 | 421 | 1,208 | |||||||||
| 23 Mar | 22512.65 | 16.95 | -0.25 | 28.8 | 1,577 | 149 | 787 | |||||||||
| 20 Mar | 23114.50 | 16.1 | -1.05 | 20.32 | 1,227 | -91 | 638 | |||||||||
| 19 Mar | 23002.15 | 19.25 | -4.95 | 21.59 | 1,640 | 58 | 729 | |||||||||
| 18 Mar | 23777.80 | 24.3 | -4.25 | 14.88 | 882 | 232 | 671 | |||||||||
| 17 Mar | 23581.15 | 24.15 | -15.05 | 16.21 | 472 | 104 | 439 | |||||||||
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| 16 Mar | 23408.80 | 38 | -2.85 | 19.62 | 415 | 3 | 335 | |||||||||
| 13 Mar | 23151.10 | 42.4 | -16.25 | 20.37 | 464 | 68 | 332 | |||||||||
| 12 Mar | 23639.15 | 56.7 | -32.05 | 17.1 | 626 | 59 | 264 | |||||||||
| 11 Mar | 23866.85 | 83.9 | -57.6 | 16.68 | 322 | 103 | 205 | |||||||||
| 10 Mar | 24261.60 | 143 | -34.1 | 14.87 | 93 | 6 | 102 | |||||||||
| 9 Mar | 24028.05 | 166.75 | -58.5 | 18.86 | 254 | 27 | 96 | |||||||||
| 6 Mar | 24450.45 | 225.95 | -58.15 | 14.88 | 90 | 27 | 69 | |||||||||
| 5 Mar | 24765.90 | 257.1 | 8.85 | 12.17 | 87 | 34 | 42 | |||||||||
| 4 Mar | 24480.50 | 239 | -121.9 | 14.67 | 9 | 8 | 8 | |||||||||
For Nifty - strike price 25200 expiring on 07APR2026
Delta for 25200 CE is 0
Historical price for 25200 CE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 0.85, which was -0.45 lower than the previous day. The implied volatity was 32.2, the open interest changed by -2226 which decreased total open position to 3925
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1.35, which was -2.05 lower than the previous day. The implied volatity was 30.75, the open interest changed by 1305 which increased total open position to 6151
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 3.7, which was -5 lower than the previous day. The implied volatity was 33.47, the open interest changed by 1257 which increased total open position to 4846
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 8.65, which was -5.7 lower than the previous day. The implied volatity was 27, the open interest changed by 1851 which increased total open position to 3589
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 12.55, which was -4.2 lower than the previous day. The implied volatity was 21.46, the open interest changed by 530 which increased total open position to 1738
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 19.5, which was 4.4 higher than the previous day. The implied volatity was 25.99, the open interest changed by 421 which increased total open position to 1208
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 16.95, which was -0.25 lower than the previous day. The implied volatity was 28.8, the open interest changed by 149 which increased total open position to 787
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 16.1, which was -1.05 lower than the previous day. The implied volatity was 20.32, the open interest changed by -91 which decreased total open position to 638
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 19.25, which was -4.95 lower than the previous day. The implied volatity was 21.59, the open interest changed by 58 which increased total open position to 729
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 24.3, which was -4.25 lower than the previous day. The implied volatity was 14.88, the open interest changed by 232 which increased total open position to 671
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 24.15, which was -15.05 lower than the previous day. The implied volatity was 16.21, the open interest changed by 104 which increased total open position to 439
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 38, which was -2.85 lower than the previous day. The implied volatity was 19.62, the open interest changed by 3 which increased total open position to 335
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 42.4, which was -16.25 lower than the previous day. The implied volatity was 20.37, the open interest changed by 68 which increased total open position to 332
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 56.7, which was -32.05 lower than the previous day. The implied volatity was 17.1, the open interest changed by 59 which increased total open position to 264
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 83.9, which was -57.6 lower than the previous day. The implied volatity was 16.68, the open interest changed by 103 which increased total open position to 205
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 143, which was -34.1 lower than the previous day. The implied volatity was 14.87, the open interest changed by 6 which increased total open position to 102
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 166.75, which was -58.5 lower than the previous day. The implied volatity was 18.86, the open interest changed by 27 which increased total open position to 96
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 225.95, which was -58.15 lower than the previous day. The implied volatity was 14.88, the open interest changed by 27 which increased total open position to 69
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 257.1, which was 8.85 higher than the previous day. The implied volatity was 12.17, the open interest changed by 34 which increased total open position to 42
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 239, which was -121.9 lower than the previous day. The implied volatity was 14.67, the open interest changed by 8 which increased total open position to 8
| NIFTY 07-Apr-2026 (4d) 25200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.9
Vega: 4.75
Theta: -25.79
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 22713.10 | 2550 | 97.45 | 67.45 | 32 | -22 | 211 |
| 1 Apr | 22679.40 | 2425.05 | -408.8 | 24.92 | 143 | -2 | 233 |
| 30 Mar | 22331.40 | 2766.1 | 413.6 | 27.61 | 126 | 124 | 235 |
| 27 Mar | 22819.60 | 2352.5 | 532.5 | 39.92 | 97 | 94 | 111 |
| 25 Mar | 23306.45 | 1820 | -500 | 22.43 | 19 | 16 | 17 |
| 24 Mar | 22912.40 | 2320 | 346.35 | 45.24 | 5 | 0 | 1 |
| 23 Mar | 22512.65 | 1978.85 | 734.8 | - | 0 | 0 | 1 |
| 20 Mar | 23114.50 | 1978.85 | 734.8 | - | 0 | 0 | 1 |
| 19 Mar | 23002.15 | 1978.85 | 734.8 | - | 0 | 0 | 1 |
| 18 Mar | 23777.80 | 1978.85 | 734.8 | - | 0 | 0 | 1 |
| 17 Mar | 23581.15 | 1978.85 | 734.8 | - | 2 | 1 | 1 |
| 16 Mar | 23408.80 | 1978.85 | 734.8 | - | 2 | 0 | 0 |
| 13 Mar | 23151.10 | 1978.85 | 734.8 | 26.8 | 2 | 0 | 1 |
| 12 Mar | 23639.15 | 1244.05 | 711.65 | - | 0 | 1 | 1 |
| 11 Mar | 23866.85 | 1244.05 | 711.65 | 16.45 | 1 | 0 | 0 |
| 10 Mar | 24261.60 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 24028.05 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 24450.45 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 24765.90 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 24480.50 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25200 expiring on 07APR2026
Delta for 25200 PE is -0.9
Historical price for 25200 PE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 2550, which was 97.45 higher than the previous day. The implied volatity was 67.45, the open interest changed by -22 which decreased total open position to 211
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 2425.05, which was -408.8 lower than the previous day. The implied volatity was 24.92, the open interest changed by -2 which decreased total open position to 233
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 2766.1, which was 413.6 higher than the previous day. The implied volatity was 27.61, the open interest changed by 124 which increased total open position to 235
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 2352.5, which was 532.5 higher than the previous day. The implied volatity was 39.92, the open interest changed by 94 which increased total open position to 111
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1820, which was -500 lower than the previous day. The implied volatity was 22.43, the open interest changed by 16 which increased total open position to 17
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 2320, which was 346.35 higher than the previous day. The implied volatity was 45.24, 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 1978.85, which was 734.8 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 1978.85, which was 734.8 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 1978.85, which was 734.8 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 1978.85, which was 734.8 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 1978.85, which was 734.8 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 1978.85, which was 734.8 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 1978.85, which was 734.8 higher than the previous day. The implied volatity was 26.8, 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 1244.05, which was 711.65 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 1244.05, which was 711.65 higher than the previous day. The implied volatity was 16.45, 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 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 9 Mar NIFTY was trading at 24028.05. 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 6 Mar NIFTY was trading at 24450.45. 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 5 Mar NIFTY was trading at 24765.90. 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 4 Mar NIFTY was trading at 24480.50. 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
