NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:29 PM IST
| NIFTY 28-Apr-2026 (4d) 25200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.01
Theta: -2.62
Gamma: 0.00006
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23869.65 | 3.05 | -2.3 | 22.26 | 4,65,784 | -19,773 | 1,00,081 | |||||||||
| 23 Apr | 24173.05 | 5.15 | -10.2 | 17.61 | 6,02,619 | 60,154 | 1,19,796 | |||||||||
| 22 Apr | 24378.10 | 14.7 | -21.250000000000004 | 16.26 | 3,71,989 | 18,213 | 60,746 | |||||||||
| 21 Apr | 24576.60 | 38.9 | 9.149999999999999 | 15.51 | 1,51,959 | 15,337 | 42,979 | |||||||||
| 20 Apr | 24364.85 | 27.5 | -0.3000000000000007 | 17 | 1,17,934 | 13,917 | 27,639 | |||||||||
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| 17 Apr | 24353.55 | 30.9 | 6.849999999999998 | 14.31 | 40,200 | 4,347 | 13,832 | |||||||||
| 16 Apr | 24196.75 | 25 | -3.6999999999999993 | 15.27 | 28,027 | 1,675 | 9,926 | |||||||||
| 15 Apr | 24231.30 | 28.7 | 8.95 | 14.74 | 24,820 | 1,973 | 8,270 | |||||||||
| 13 Apr | 23842.65 | 18.85 | -17.549999999999997 | 16.46 | 13,816 | 206 | 6,298 | |||||||||
| 10 Apr | 24050.60 | 37.5 | 4.450000000000003 | 15.05 | 14,004 | 31 | 6,095 | |||||||||
| 9 Apr | 23775.10 | 32.5 | -14.25 | 16.88 | 17,809 | 1,150 | 6,063 | |||||||||
| 8 Apr | 23997.35 | 51.4 | 31.1 | 15.44 | 27,918 | 2,219 | 4,982 | |||||||||
| 7 Apr | 23123.65 | 21.3 | -1.65 | 19.7 | 5,343 | -232 | 2,809 | |||||||||
| 6 Apr | 22968.25 | 23 | 2.05 | 20.99 | 4,548 | 109 | 3,043 | |||||||||
| 2 Apr | 22713.10 | 19.55 | -6.55 | 20.48 | 6,660 | 41 | 2,942 | |||||||||
| 1 Apr | 22679.40 | 25.25 | -9.75 | 21.04 | 5,276 | 2,746 | 2,907 | |||||||||
| 30 Mar | 22331.40 | 34.85 | -19.6 | 24.12 | 4,287 | 2,491 | 2,628 | |||||||||
| 27 Mar | 22819.60 | 56.35 | -21.2 | 21.66 | 3,910 | 2,569 | 2,569 | |||||||||
| 25 Mar | 23306.45 | 72.9 | -3.3 | 18.44 | 5,514 | 311 | 2,777 | |||||||||
| 24 Mar | 22912.40 | 80 | 23.95 | 21.53 | 2,641 | 2,431 | 2,464 | |||||||||
| 23 Mar | 22512.65 | 56.6 | -11.2 | 22.88 | 3,258 | 2,270 | 2,318 | |||||||||
| 20 Mar | 23114.50 | 66.65 | 2.65 | 17.88 | 2,882 | 1,457 | 2,128 | |||||||||
| 19 Mar | 23002.15 | 68.55 | -30 | 18.09 | 5,318 | 2,280 | 2,314 | |||||||||
| 18 Mar | 23777.80 | 97.55 | -2.65 | 14.22 | 4,049 | 2,134 | 2,610 | |||||||||
| 17 Mar | 23581.15 | 101.4 | -5.6 | 15.88 | 3,561 | 2,126 | 2,458 | |||||||||
| 16 Mar | 23408.80 | 104.15 | 1.8 | 17.42 | 4,029 | 2,283 | 2,609 | |||||||||
| 13 Mar | 23151.10 | 103.05 | -50.6 | 18.07 | 6,450 | 2,689 | 2,939 | |||||||||
| 12 Mar | 23639.15 | 150.3 | -56.1 | 16.33 | 4,318 | 1,906 | 1,906 | |||||||||
| 11 Mar | 23866.85 | 200.75 | -88.8 | 16.23 | 3,012 | 138 | 1,735 | |||||||||
| 10 Mar | 24261.60 | 297.15 | -15.55 | 14.94 | 1,474 | 1,497 | 1,593 | |||||||||
| 9 Mar | 24028.05 | 302.75 | -73.9 | 17.76 | 2,014 | 1,428 | 1,497 | |||||||||
| 6 Mar | 24450.45 | 369.75 | -84.25 | 14.21 | 731 | 1,290 | 1,332 | |||||||||
| 5 Mar | 24765.90 | 447.55 | 46 | 12.95 | 1,117 | 1,127 | 1,135 | |||||||||
| 4 Mar | 24480.50 | 393.2 | -119.85 | 14.39 | 2,366 | 365 | 1,358 | |||||||||
| 2 Mar | 24865.70 | 507.4 | -145.65 | 12.49 | 3,504 | 457 | 999 | |||||||||
| 27 Feb | 25178.65 | 664.85 | -176.25 | 10.91 | 878 | 253 | 535 | |||||||||
| 26 Feb | 25496.55 | 841.1 | -9.85 | 9.41 | 151 | 48 | 281 | |||||||||
| 25 Feb | 25482.50 | 850 | 1.45 | 9.89 | 83 | -10 | 233 | |||||||||
| 24 Feb | 25424.65 | 848.55 | -173.7 | 9.97 | 204 | 90 | 244 | |||||||||
| 23 Feb | 25713.00 | 1025.45 | 60.45 | 9.11 | 142 | -18 | 154 | |||||||||
| 20 Feb | 25571.25 | 965 | 112.4 | 10.1 | 79 | 19 | 173 | |||||||||
| 19 Feb | 25454.35 | 820.3 | -296.5 | 9.05 | 106 | 51 | 153 | |||||||||
| 18 Feb | 25819.35 | 1116.6 | 62.6 | 7.69 | 22 | -6 | 103 | |||||||||
| 17 Feb | 25725.40 | 1054 | 7.8 | 8.08 | 4 | 0 | 110 | |||||||||
| 16 Feb | 25682.75 | 1045 | 137.6 | 8.61 | 65 | 24 | 111 | |||||||||
| 13 Feb | 25471.10 | 892 | -235.2 | 8.84 | 48 | -3 | 86 | |||||||||
| 12 Feb | 25807.20 | 1127.2 | -116.45 | 6.18 | 44 | -2 | 90 | |||||||||
| 11 Feb | 25953.85 | 1243.6 | -4.85 | - | 59 | -51 | 93 | |||||||||
| 10 Feb | 25935.15 | 1244.9 | 49.8 | 4.77 | 15 | -7 | 146 | |||||||||
| 9 Feb | 25867.30 | 1195.1 | 190.95 | 4.1 | 10 | -5 | 156 | |||||||||
| 6 Feb | 25693.70 | 1004.15 | -63 | 3.79 | 22 | -15 | 161 | |||||||||
| 5 Feb | 25642.80 | 1059.25 | -114.45 | 7.49 | 36 | -25 | 176 | |||||||||
| 4 Feb | 25776.00 | 1173.7 | 29.85 | 8.37 | 47 | -33 | 203 | |||||||||
| 3 Feb | 25727.55 | 1123.25 | 420.5 | 6.85 | 24 | 6 | 236 | |||||||||
| 2 Feb | 25088.40 | 705.15 | 105.6 | 9.14 | 138 | 24 | 229 | |||||||||
| 1 Feb | 24825.45 | 547.75 | -322.75 | 9.76 | 221 | 176 | 176 | |||||||||
| 30 Jan | 25320.65 | 870.5 | -108.45 | 8.51 | 2 | 0 | 1 | |||||||||
| 29 Jan | 25418.90 | 975.8 | 96.95 | 9 | 4 | 0 | 0 | |||||||||
For Nifty - strike price 25200 expiring on 28APR2026
Delta for 25200 CE is 0.01
Historical price for 25200 CE is as follows
On 24 Apr NIFTY was trading at 23869.65. The strike last trading price was 3.05, which was -2.3 lower than the previous day. The implied volatity was 22.26, the open interest changed by -19773 which decreased total open position to 100081
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 5.15, which was -10.2 lower than the previous day. The implied volatity was 17.61, the open interest changed by 60154 which increased total open position to 119796
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 14.7, which was -21.250000000000004 lower than the previous day. The implied volatity was 16.26, the open interest changed by 18213 which increased total open position to 60746
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 38.9, which was 9.149999999999999 higher than the previous day. The implied volatity was 15.51, the open interest changed by 15337 which increased total open position to 42979
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 27.5, which was -0.3000000000000007 lower than the previous day. The implied volatity was 17, the open interest changed by 13917 which increased total open position to 27639
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 30.9, which was 6.849999999999998 higher than the previous day. The implied volatity was 14.31, the open interest changed by 4347 which increased total open position to 13832
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 25, which was -3.6999999999999993 lower than the previous day. The implied volatity was 15.27, the open interest changed by 1675 which increased total open position to 9926
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 28.7, which was 8.95 higher than the previous day. The implied volatity was 14.74, the open interest changed by 1973 which increased total open position to 8270
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 18.85, which was -17.549999999999997 lower than the previous day. The implied volatity was 16.46, the open interest changed by 206 which increased total open position to 6298
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 37.5, which was 4.450000000000003 higher than the previous day. The implied volatity was 15.05, the open interest changed by 31 which increased total open position to 6095
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 32.5, which was -14.25 lower than the previous day. The implied volatity was 16.88, the open interest changed by 1150 which increased total open position to 6063
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 51.4, which was 31.1 higher than the previous day. The implied volatity was 15.44, the open interest changed by 2219 which increased total open position to 4982
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 21.3, which was -1.65 lower than the previous day. The implied volatity was 19.7, the open interest changed by -232 which decreased total open position to 2809
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 23, which was 2.05 higher than the previous day. The implied volatity was 20.99, the open interest changed by 109 which increased total open position to 3043
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 19.55, which was -6.55 lower than the previous day. The implied volatity was 20.48, the open interest changed by 41 which increased total open position to 2942
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 25.25, which was -9.75 lower than the previous day. The implied volatity was 21.04, the open interest changed by 2746 which increased total open position to 2907
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 34.85, which was -19.6 lower than the previous day. The implied volatity was 24.12, the open interest changed by 2491 which increased total open position to 2628
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 56.35, which was -21.2 lower than the previous day. The implied volatity was 21.66, the open interest changed by 2569 which increased total open position to 2569
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 72.9, which was -3.3 lower than the previous day. The implied volatity was 18.44, the open interest changed by 311 which increased total open position to 2777
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 80, which was 23.95 higher than the previous day. The implied volatity was 21.53, the open interest changed by 2431 which increased total open position to 2464
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 56.6, which was -11.2 lower than the previous day. The implied volatity was 22.88, the open interest changed by 2270 which increased total open position to 2318
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 66.65, which was 2.65 higher than the previous day. The implied volatity was 17.88, the open interest changed by 1457 which increased total open position to 2128
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 68.55, which was -30 lower than the previous day. The implied volatity was 18.09, the open interest changed by 2280 which increased total open position to 2314
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 97.55, which was -2.65 lower than the previous day. The implied volatity was 14.22, the open interest changed by 2134 which increased total open position to 2610
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 101.4, which was -5.6 lower than the previous day. The implied volatity was 15.88, the open interest changed by 2126 which increased total open position to 2458
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 104.15, which was 1.8 higher than the previous day. The implied volatity was 17.42, the open interest changed by 2283 which increased total open position to 2609
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 103.05, which was -50.6 lower than the previous day. The implied volatity was 18.07, the open interest changed by 2689 which increased total open position to 2939
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 150.3, which was -56.1 lower than the previous day. The implied volatity was 16.33, the open interest changed by 1906 which increased total open position to 1906
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 200.75, which was -88.8 lower than the previous day. The implied volatity was 16.23, the open interest changed by 138 which increased total open position to 1735
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 297.15, which was -15.55 lower than the previous day. The implied volatity was 14.94, the open interest changed by 1497 which increased total open position to 1593
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 302.75, which was -73.9 lower than the previous day. The implied volatity was 17.76, the open interest changed by 1428 which increased total open position to 1497
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 369.75, which was -84.25 lower than the previous day. The implied volatity was 14.21, the open interest changed by 1290 which increased total open position to 1332
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 447.55, which was 46 higher than the previous day. The implied volatity was 12.95, the open interest changed by 1127 which increased total open position to 1135
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 393.2, which was -119.85 lower than the previous day. The implied volatity was 14.39, the open interest changed by 365 which increased total open position to 1358
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 507.4, which was -145.65 lower than the previous day. The implied volatity was 12.49, the open interest changed by 457 which increased total open position to 999
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 664.85, which was -176.25 lower than the previous day. The implied volatity was 10.91, the open interest changed by 253 which increased total open position to 535
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 841.1, which was -9.85 lower than the previous day. The implied volatity was 9.41, the open interest changed by 48 which increased total open position to 281
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 850, which was 1.45 higher than the previous day. The implied volatity was 9.89, the open interest changed by -10 which decreased total open position to 233
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 848.55, which was -173.7 lower than the previous day. The implied volatity was 9.97, the open interest changed by 90 which increased total open position to 244
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 1025.45, which was 60.45 higher than the previous day. The implied volatity was 9.11, the open interest changed by -18 which decreased total open position to 154
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 965, which was 112.4 higher than the previous day. The implied volatity was 10.1, the open interest changed by 19 which increased total open position to 173
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 820.3, which was -296.5 lower than the previous day. The implied volatity was 9.05, the open interest changed by 51 which increased total open position to 153
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 1116.6, which was 62.6 higher than the previous day. The implied volatity was 7.69, the open interest changed by -6 which decreased total open position to 103
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 1054, which was 7.8 higher than the previous day. The implied volatity was 8.08, the open interest changed by 0 which decreased total open position to 110
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 1045, which was 137.6 higher than the previous day. The implied volatity was 8.61, the open interest changed by 24 which increased total open position to 111
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 892, which was -235.2 lower than the previous day. The implied volatity was 8.84, the open interest changed by -3 which decreased total open position to 86
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 1127.2, which was -116.45 lower than the previous day. The implied volatity was 6.18, the open interest changed by -2 which decreased total open position to 90
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 1243.6, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by -51 which decreased total open position to 93
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 1244.9, which was 49.8 higher than the previous day. The implied volatity was 4.77, the open interest changed by -7 which decreased total open position to 146
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 1195.1, which was 190.95 higher than the previous day. The implied volatity was 4.1, the open interest changed by -5 which decreased total open position to 156
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 1004.15, which was -63 lower than the previous day. The implied volatity was 3.79, the open interest changed by -15 which decreased total open position to 161
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 1059.25, which was -114.45 lower than the previous day. The implied volatity was 7.49, the open interest changed by -25 which decreased total open position to 176
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 1173.7, which was 29.85 higher than the previous day. The implied volatity was 8.37, the open interest changed by -33 which decreased total open position to 203
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 1123.25, which was 420.5 higher than the previous day. The implied volatity was 6.85, the open interest changed by 6 which increased total open position to 236
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 705.15, which was 105.6 higher than the previous day. The implied volatity was 9.14, the open interest changed by 24 which increased total open position to 229
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 547.75, which was -322.75 lower than the previous day. The implied volatity was 9.76, the open interest changed by 176 which increased total open position to 176
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 870.5, which was -108.45 lower than the previous day. The implied volatity was 8.51, the open interest changed by 0 which decreased total open position to 1
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 975.8, which was 96.95 higher than the previous day. The implied volatity was 9, the open interest changed by 0 which decreased total open position to 0
| NIFTY 28-Apr-2026 (4d) 25200 PE | |||||||
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Delta: -0.98
Vega: 0.01
Theta: 1.06
Gamma: 0.00007
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23869.65 | 1311.2 | 269.60000000000014 | 22.36 | 264 | -185 | 1,962 |
| 23 Apr | 24173.05 | 1035.9 | 205.7500000000001 | 20.41 | 630 | -203 | 2,147 |
| 22 Apr | 24378.10 | 827.1 | 176.55000000000007 | 16.31 | 1,855 | 274 | 2,352 |
| 21 Apr | 24576.60 | 651 | -223.29999999999995 | 18.34 | 1,385 | 640 | 2,066 |
| 20 Apr | 24364.85 | 908.7 | 56.80000000000007 | 22.26 | 847 | 420 | 1,426 |
| 17 Apr | 24353.55 | 850 | -177.45000000000005 | 17.15 | 206 | 14 | 1,007 |
| 16 Apr | 24196.75 | 1047.1 | 83.99999999999989 | 21.13 | 261 | -71 | 990 |
| 15 Apr | 24231.30 | 984 | -356.9000000000001 | 17.16 | 229 | -69 | 1,062 |
| 13 Apr | 23842.65 | 1355.4 | 227.95000000000005 | 18.71 | 335 | -183 | 1,131 |
| 10 Apr | 24050.60 | 1119.85 | -247.05000000000018 | 16.11 | 70 | -21 | 1,315 |
| 9 Apr | 23775.10 | 1346.3 | 179.75 | 16.99 | 114 | -14 | 1,337 |
| 8 Apr | 23997.35 | 1166.55 | -773.25 | 20.31 | 158 | 1,351 | 1,351 |
| 7 Apr | 23123.65 | 1982.85 | -138.15 | 24.82 | 7 | 1,414 | 1,414 |
| 6 Apr | 22968.25 | 2110 | -327.5 | 20.21 | 18 | 1,200 | 1,411 |
| 2 Apr | 22713.10 | 2450 | 56.75 | 32.04 | 12 | 1,411 | 1,411 |
| 1 Apr | 22679.40 | 2398.15 | -315.7 | 27.82 | 41 | -6 | 1,420 |
| 30 Mar | 22331.40 | 2661.45 | 376.45 | 24.85 | 127 | 1,426 | 1,426 |
| 27 Mar | 22819.60 | 2308.2 | 518.2 | 29.51 | 407 | 1,339 | 1,358 |
| 25 Mar | 23306.45 | 1790 | -334.25 | 22.2 | 80 | 24 | 1,097 |
| 24 Mar | 22912.40 | 2124.25 | -363.85 | 24.4 | 115 | 5 | 1,073 |
| 23 Mar | 22512.65 | 2557 | 620.85 | 26.31 | 97 | 1,069 | 1,069 |
| 20 Mar | 23114.50 | 1949 | -64.9 | 23 | 57 | 29 | 1,059 |
| 19 Mar | 23002.15 | 1965.6 | 619.75 | 21.95 | 172 | 1,052 | 1,053 |
| 18 Mar | 23777.80 | 1366.15 | -142.85 | 19.27 | 65 | 1,032 | 1,033 |
| 17 Mar | 23581.15 | 1509 | -196.55 | 18.53 | 153 | 1,024 | 1,024 |
| 16 Mar | 23408.80 | 1721.8 | -159.2 | 20.81 | 165 | 3 | 1,005 |
| 13 Mar | 23151.10 | 1890 | 468.75 | 21.66 | 177 | 1,003 | 1,003 |
| 12 Mar | 23639.15 | 1420 | 152.05 | 17.66 | 369 | -1 | 1,042 |
| 11 Mar | 23866.85 | 1269.45 | 351.85 | 17.96 | 65 | -12 | 1,046 |
| 10 Mar | 24261.60 | 916.15 | -270.45 | 16.25 | 162 | 1,059 | 1,059 |
| 9 Mar | 24028.05 | 1214 | 362.55 | 19.68 | 588 | -181 | 1,064 |
| 6 Mar | 24450.45 | 825.5 | 191 | 16.71 | 302 | -40 | 1,247 |
| 5 Mar | 24765.90 | 664.2 | -182.65 | 16.22 | 631 | 1,287 | 1,287 |
| 4 Mar | 24480.50 | 837.45 | 278.45 | 16.98 | 1,489 | -393 | 1,391 |
| 2 Mar | 24865.70 | 556.25 | 187.9 | 14.73 | 3,953 | -409 | 1,804 |
| 27 Feb | 25178.65 | 360.8 | 98.35 | 13.25 | 2,896 | 644 | 2,199 |
| 26 Feb | 25496.55 | 262.7 | -11.95 | 13.32 | 876 | 1 | 1,582 |
| 25 Feb | 25482.50 | 274.6 | -21.4 | 13.46 | 930 | -84 | 1,580 |
| 24 Feb | 25424.65 | 290.65 | 59.25 | 13.71 | 1,412 | 276 | 1,665 |
| 23 Feb | 25713.00 | 230.7 | -29.35 | 13.88 | 733 | 65 | 1,392 |
| 20 Feb | 25571.25 | 262.8 | -32.8 | 13.6 | 763 | 46 | 1,324 |
| 19 Feb | 25454.35 | 310.7 | 121.25 | 13.64 | 1,084 | 155 | 1,273 |
| 18 Feb | 25819.35 | 189.25 | -30.3 | 13.1 | 753 | 128 | 1,123 |
| 17 Feb | 25725.40 | 219 | -7.75 | 13.33 | 302 | 56 | 994 |
| 16 Feb | 25682.75 | 227.1 | -53.15 | 13.28 | 293 | 0 | 936 |
| 13 Feb | 25471.10 | 291.05 | 105.6 | 13.29 | 951 | -195 | 922 |
| 12 Feb | 25807.20 | 185 | 30.35 | 12.67 | 827 | 487 | 1,115 |
| 11 Feb | 25953.85 | 154.55 | -6.9 | 12.59 | 438 | 148 | 628 |
| 10 Feb | 25935.15 | 164.55 | -21.1 | 12.71 | 502 | 65 | 480 |
| 9 Feb | 25867.30 | 185 | -38.8 | 12.96 | 439 | 106 | 433 |
| 6 Feb | 25693.70 | 226.45 | -10.55 | 12.83 | 179 | 20 | 327 |
| 5 Feb | 25642.80 | 237 | 20.5 | 12.87 | 85 | 28 | 307 |
| 4 Feb | 25776.00 | 221 | -17.45 | 13.02 | 206 | 63 | 249 |
| 3 Feb | 25727.55 | 242.55 | -229.55 | 13.41 | 429 | 9 | 187 |
| 2 Feb | 25088.40 | 466.5 | -132.3 | 14.04 | 195 | 47 | 178 |
| 1 Feb | 24825.45 | 617.3 | 267.3 | 14.47 | 218 | 38 | 131 |
| 30 Jan | 25320.65 | 355.95 | 23.25 | 13.37 | 161 | 23 | 93 |
| 29 Jan | 25418.90 | 332.7 | -26.8 | 13.54 | 88 | 59 | 73 |
For Nifty - strike price 25200 expiring on 28APR2026
Delta for 25200 PE is -0.98
Historical price for 25200 PE is as follows
On 24 Apr NIFTY was trading at 23869.65. The strike last trading price was 1311.2, which was 269.60000000000014 higher than the previous day. The implied volatity was 22.36, the open interest changed by -185 which decreased total open position to 1962
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1035.9, which was 205.7500000000001 higher than the previous day. The implied volatity was 20.41, the open interest changed by -203 which decreased total open position to 2147
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 827.1, which was 176.55000000000007 higher than the previous day. The implied volatity was 16.31, the open interest changed by 274 which increased total open position to 2352
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 651, which was -223.29999999999995 lower than the previous day. The implied volatity was 18.34, the open interest changed by 640 which increased total open position to 2066
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 908.7, which was 56.80000000000007 higher than the previous day. The implied volatity was 22.26, the open interest changed by 420 which increased total open position to 1426
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 850, which was -177.45000000000005 lower than the previous day. The implied volatity was 17.15, the open interest changed by 14 which increased total open position to 1007
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1047.1, which was 83.99999999999989 higher than the previous day. The implied volatity was 21.13, the open interest changed by -71 which decreased total open position to 990
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 984, which was -356.9000000000001 lower than the previous day. The implied volatity was 17.16, the open interest changed by -69 which decreased total open position to 1062
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1355.4, which was 227.95000000000005 higher than the previous day. The implied volatity was 18.71, the open interest changed by -183 which decreased total open position to 1131
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1119.85, which was -247.05000000000018 lower than the previous day. The implied volatity was 16.11, the open interest changed by -21 which decreased total open position to 1315
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1346.3, which was 179.75 higher than the previous day. The implied volatity was 16.99, the open interest changed by -14 which decreased total open position to 1337
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1166.55, which was -773.25 lower than the previous day. The implied volatity was 20.31, the open interest changed by 1351 which increased total open position to 1351
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 1982.85, which was -138.15 lower than the previous day. The implied volatity was 24.82, the open interest changed by 1414 which increased total open position to 1414
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 2110, which was -327.5 lower than the previous day. The implied volatity was 20.21, the open interest changed by 1200 which increased total open position to 1411
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 2450, which was 56.75 higher than the previous day. The implied volatity was 32.04, the open interest changed by 1411 which increased total open position to 1411
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 2398.15, which was -315.7 lower than the previous day. The implied volatity was 27.82, the open interest changed by -6 which decreased total open position to 1420
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 2661.45, which was 376.45 higher than the previous day. The implied volatity was 24.85, the open interest changed by 1426 which increased total open position to 1426
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 2308.2, which was 518.2 higher than the previous day. The implied volatity was 29.51, the open interest changed by 1339 which increased total open position to 1358
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1790, which was -334.25 lower than the previous day. The implied volatity was 22.2, the open interest changed by 24 which increased total open position to 1097
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 2124.25, which was -363.85 lower than the previous day. The implied volatity was 24.4, the open interest changed by 5 which increased total open position to 1073
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 2557, which was 620.85 higher than the previous day. The implied volatity was 26.31, the open interest changed by 1069 which increased total open position to 1069
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1949, which was -64.9 lower than the previous day. The implied volatity was 23, the open interest changed by 29 which increased total open position to 1059
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1965.6, which was 619.75 higher than the previous day. The implied volatity was 21.95, the open interest changed by 1052 which increased total open position to 1053
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1366.15, which was -142.85 lower than the previous day. The implied volatity was 19.27, the open interest changed by 1032 which increased total open position to 1033
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1509, which was -196.55 lower than the previous day. The implied volatity was 18.53, the open interest changed by 1024 which increased total open position to 1024
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1721.8, which was -159.2 lower than the previous day. The implied volatity was 20.81, the open interest changed by 3 which increased total open position to 1005
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1890, which was 468.75 higher than the previous day. The implied volatity was 21.66, the open interest changed by 1003 which increased total open position to 1003
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1420, which was 152.05 higher than the previous day. The implied volatity was 17.66, the open interest changed by -1 which decreased total open position to 1042
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1269.45, which was 351.85 higher than the previous day. The implied volatity was 17.96, the open interest changed by -12 which decreased total open position to 1046
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 916.15, which was -270.45 lower than the previous day. The implied volatity was 16.25, the open interest changed by 1059 which increased total open position to 1059
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1214, which was 362.55 higher than the previous day. The implied volatity was 19.68, the open interest changed by -181 which decreased total open position to 1064
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 825.5, which was 191 higher than the previous day. The implied volatity was 16.71, the open interest changed by -40 which decreased total open position to 1247
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 664.2, which was -182.65 lower than the previous day. The implied volatity was 16.22, the open interest changed by 1287 which increased total open position to 1287
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 837.45, which was 278.45 higher than the previous day. The implied volatity was 16.98, the open interest changed by -393 which decreased total open position to 1391
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 556.25, which was 187.9 higher than the previous day. The implied volatity was 14.73, the open interest changed by -409 which decreased total open position to 1804
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 360.8, which was 98.35 higher than the previous day. The implied volatity was 13.25, the open interest changed by 644 which increased total open position to 2199
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 262.7, which was -11.95 lower than the previous day. The implied volatity was 13.32, the open interest changed by 1 which increased total open position to 1582
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 274.6, which was -21.4 lower than the previous day. The implied volatity was 13.46, the open interest changed by -84 which decreased total open position to 1580
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 290.65, which was 59.25 higher than the previous day. The implied volatity was 13.71, the open interest changed by 276 which increased total open position to 1665
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 230.7, which was -29.35 lower than the previous day. The implied volatity was 13.88, the open interest changed by 65 which increased total open position to 1392
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 262.8, which was -32.8 lower than the previous day. The implied volatity was 13.6, the open interest changed by 46 which increased total open position to 1324
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 310.7, which was 121.25 higher than the previous day. The implied volatity was 13.64, the open interest changed by 155 which increased total open position to 1273
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 189.25, which was -30.3 lower than the previous day. The implied volatity was 13.1, the open interest changed by 128 which increased total open position to 1123
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 219, which was -7.75 lower than the previous day. The implied volatity was 13.33, the open interest changed by 56 which increased total open position to 994
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 227.1, which was -53.15 lower than the previous day. The implied volatity was 13.28, the open interest changed by 0 which decreased total open position to 936
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 291.05, which was 105.6 higher than the previous day. The implied volatity was 13.29, the open interest changed by -195 which decreased total open position to 922
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 185, which was 30.35 higher than the previous day. The implied volatity was 12.67, the open interest changed by 487 which increased total open position to 1115
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 154.55, which was -6.9 lower than the previous day. The implied volatity was 12.59, the open interest changed by 148 which increased total open position to 628
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 164.55, which was -21.1 lower than the previous day. The implied volatity was 12.71, the open interest changed by 65 which increased total open position to 480
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 185, which was -38.8 lower than the previous day. The implied volatity was 12.96, the open interest changed by 106 which increased total open position to 433
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 226.45, which was -10.55 lower than the previous day. The implied volatity was 12.83, the open interest changed by 20 which increased total open position to 327
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 237, which was 20.5 higher than the previous day. The implied volatity was 12.87, the open interest changed by 28 which increased total open position to 307
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 221, which was -17.45 lower than the previous day. The implied volatity was 13.02, the open interest changed by 63 which increased total open position to 249
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 242.55, which was -229.55 lower than the previous day. The implied volatity was 13.41, the open interest changed by 9 which increased total open position to 187
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 466.5, which was -132.3 lower than the previous day. The implied volatity was 14.04, the open interest changed by 47 which increased total open position to 178
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 617.3, which was 267.3 higher than the previous day. The implied volatity was 14.47, the open interest changed by 38 which increased total open position to 131
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 355.95, which was 23.25 higher than the previous day. The implied volatity was 13.37, the open interest changed by 23 which increased total open position to 93
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 332.7, which was -26.8 lower than the previous day. The implied volatity was 13.54, the open interest changed by 59 which increased total open position to 73
