NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:30 PM IST
| NIFTY 28-Apr-2026 (4d) 25250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.01
Theta: -2.42
Gamma: 0.00006
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23878.45 | 2.75 | -1.8499999999999996 | 22.52 | 1,06,454 | -387 | 19,203 | |||||||||
| 23 Apr | 24173.05 | 4.3 | -8.399999999999999 | 17.83 | 1,89,010 | 4,790 | 19,629 | |||||||||
| 22 Apr | 24378.10 | 12.1 | -17.5 | 16.33 | 1,52,538 | 8,116 | 14,893 | |||||||||
| 21 Apr | 24576.60 | 31.55 | 6.199999999999999 | 15.37 | 51,889 | 2,402 | 6,853 | |||||||||
| 20 Apr | 24364.85 | 24.35 | 1.25 | 17.13 | 22,187 | 1,206 | 4,451 | |||||||||
| 17 Apr | 24353.55 | 25.7 | 5 | 14.29 | 8,983 | 1,552 | 3,243 | |||||||||
| 16 Apr | 24196.75 | 21.15 | -3.450000000000003 | 15.19 | 6,261 | 314 | 1,709 | |||||||||
| 15 Apr | 24231.30 | 24.7 | 7.5 | 14.76 | 5,982 | 353 | 1,374 | |||||||||
| 13 Apr | 23842.65 | 17.45 | -14.400000000000002 | 16.58 | 1,898 | 328 | 970 | |||||||||
| 10 Apr | 24050.60 | 33 | 3.3999999999999986 | 15.03 | 1,619 | -11 | 642 | |||||||||
| 9 Apr | 23775.10 | 28 | -12.799999999999997 | 16.74 | 1,464 | 296 | 673 | |||||||||
| 8 Apr | 23997.35 | 44.75 | 25.2 | 15.32 | 676 | -923 | 377 | |||||||||
| 7 Apr | 23123.65 | 18.95 | -2.3 | 19.64 | 78 | -605 | 222 | |||||||||
| 6 Apr | 22968.25 | 22 | 3.45 | 21.18 | 154 | 207 | 208 | |||||||||
| 2 Apr | 22713.10 | 18.6 | -5.45 | 20.63 | 320 | 150 | 242 | |||||||||
| 1 Apr | 22679.40 | 23.15 | -10.95 | 21.02 | 246 | -343 | 304 | |||||||||
| 30 Mar | 22331.40 | 33.25 | -17.6 | 24.24 | 401 | 247 | 278 | |||||||||
| 27 Mar | 22819.60 | 50.3 | -21.6 | 21.43 | 101 | 222 | 222 | |||||||||
| 25 Mar | 23306.45 | 68.15 | -1.45 | 18.49 | 145 | 133 | 188 | |||||||||
| 24 Mar | 22912.40 | 70.2 | 17.65 | 21.13 | 177 | 53 | 181 | |||||||||
| 23 Mar | 22512.65 | 51.75 | -12.65 | 22.73 | 195 | 23 | 164 | |||||||||
| 20 Mar | 23114.50 | 62.1 | 2.85 | 17.88 | 172 | 51 | 184 | |||||||||
| 19 Mar | 23002.15 | 63.9 | -29.3 | 18.08 | 223 | 154 | 154 | |||||||||
| 18 Mar | 23777.80 | 89.9 | -3.4 | 14.21 | 289 | 64 | 235 | |||||||||
| 17 Mar | 23581.15 | 93.4 | -6.85 | 15.82 | 129 | 170 | 170 | |||||||||
| 16 Mar | 23408.80 | 97.85 | 0.65 | 17.43 | 331 | 138 | 138 | |||||||||
| 13 Mar | 23151.10 | 97.35 | -48.15 | 18.09 | 569 | 17 | 192 | |||||||||
| 12 Mar | 23639.15 | 140 | -52.5 | 16.27 | 506 | -75 | 225 | |||||||||
| 11 Mar | 23866.85 | 187.1 | -85.4 | 16.13 | 256 | 297 | 301 | |||||||||
| 10 Mar | 24261.60 | 276 | -17.95 | 14.77 | 61 | 24 | 286 | |||||||||
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| 9 Mar | 24028.05 | 285.65 | -74.8 | 17.65 | 172 | 259 | 262 | |||||||||
| 6 Mar | 24450.45 | 357 | -83 | 14.4 | 49 | 0 | 269 | |||||||||
| 5 Mar | 24765.90 | 440 | 60 | 13.34 | 27 | 269 | 269 | |||||||||
| 4 Mar | 24480.50 | 377.3 | -113.8 | 14.47 | 294 | 199 | 274 | |||||||||
| 2 Mar | 24865.70 | 482 | -213.25 | 12.41 | 177 | 11 | 74 | |||||||||
| 27 Feb | 25178.65 | 695.25 | -73.3 | 12.44 | 13 | 4 | 63 | |||||||||
| 26 Feb | 25496.55 | 768.55 | -100.45 | 8.29 | 7 | 3 | 59 | |||||||||
| 25 Feb | 25482.50 | 869 | 77.1 | 11.48 | 5 | -1 | 57 | |||||||||
| 24 Feb | 25424.65 | 791.9 | -200.75 | 9.36 | 58 | 48 | 57 | |||||||||
| 23 Feb | 25713.00 | 994.6 | 85.05 | 9.46 | 2 | 0 | 8 | |||||||||
| 20 Feb | 25571.25 | 912.2 | 49.55 | 9.64 | 2 | 0 | 7 | |||||||||
| 19 Feb | 25454.35 | 862.65 | -204.2 | 11.1 | 2 | 0 | 7 | |||||||||
| 18 Feb | 25819.35 | 1066.85 | 51.75 | 7.39 | 2 | 0 | 6 | |||||||||
| 17 Feb | 25725.40 | 1015.1 | 13.2 | 8.2 | 1 | 0 | 5 | |||||||||
| 16 Feb | 25682.75 | 999 | 114.5 | 8.42 | 3 | -1 | 5 | |||||||||
| 13 Feb | 25471.10 | 882.4 | -233.65 | 9.62 | 2 | 0 | 6 | |||||||||
| 12 Feb | 25807.20 | 1114.2 | -81.85 | 7.9 | 2 | 0 | 5 | |||||||||
| 11 Feb | 25953.85 | 1193.05 | 3.15 | - | 2 | 0 | 4 | |||||||||
| 10 Feb | 25935.15 | 1189.9 | 37.25 | 4.56 | 1 | 0 | 5 | |||||||||
| 9 Feb | 25867.30 | 1152.65 | 141.4 | 5 | 2 | -1 | 4 | |||||||||
| 6 Feb | 25693.70 | 1011.25 | -13.7 | 6.28 | 2 | 0 | 6 | |||||||||
| 5 Feb | 25642.80 | 1024.95 | -135.2 | 7.77 | 2 | -1 | 5 | |||||||||
| 4 Feb | 25776.00 | 1160.15 | 2.55 | 9.34 | 2 | 0 | 6 | |||||||||
| 3 Feb | 25727.55 | 1157.6 | 495.45 | 9.67 | 1 | 0 | 6 | |||||||||
| 2 Feb | 25088.40 | 662.15 | 1 | 8.88 | 10 | 4 | 6 | |||||||||
| 1 Feb | 24825.45 | 661.15 | -192.5 | 12.69 | 4 | -1 | 3 | |||||||||
| 30 Jan | 25320.65 | 853.65 | -90.9 | 8.99 | 5 | 2 | 2 | |||||||||
| 29 Jan | 25418.90 | 942.45 | 91.4 | 9.2 | 2 | 0 | 0 | |||||||||
For Nifty - strike price 25250 expiring on 28APR2026
Delta for 25250 CE is 0.01
Historical price for 25250 CE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 2.75, which was -1.8499999999999996 lower than the previous day. The implied volatity was 22.52, the open interest changed by -387 which decreased total open position to 19203
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 4.3, which was -8.399999999999999 lower than the previous day. The implied volatity was 17.83, the open interest changed by 4790 which increased total open position to 19629
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 12.1, which was -17.5 lower than the previous day. The implied volatity was 16.33, the open interest changed by 8116 which increased total open position to 14893
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 31.55, which was 6.199999999999999 higher than the previous day. The implied volatity was 15.37, the open interest changed by 2402 which increased total open position to 6853
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 24.35, which was 1.25 higher than the previous day. The implied volatity was 17.13, the open interest changed by 1206 which increased total open position to 4451
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 25.7, which was 5 higher than the previous day. The implied volatity was 14.29, the open interest changed by 1552 which increased total open position to 3243
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 21.15, which was -3.450000000000003 lower than the previous day. The implied volatity was 15.19, the open interest changed by 314 which increased total open position to 1709
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 24.7, which was 7.5 higher than the previous day. The implied volatity was 14.76, the open interest changed by 353 which increased total open position to 1374
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 17.45, which was -14.400000000000002 lower than the previous day. The implied volatity was 16.58, the open interest changed by 328 which increased total open position to 970
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 33, which was 3.3999999999999986 higher than the previous day. The implied volatity was 15.03, the open interest changed by -11 which decreased total open position to 642
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 28, which was -12.799999999999997 lower than the previous day. The implied volatity was 16.74, the open interest changed by 296 which increased total open position to 673
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 44.75, which was 25.2 higher than the previous day. The implied volatity was 15.32, the open interest changed by -923 which decreased total open position to 377
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 18.95, which was -2.3 lower than the previous day. The implied volatity was 19.64, the open interest changed by -605 which decreased total open position to 222
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 22, which was 3.45 higher than the previous day. The implied volatity was 21.18, the open interest changed by 207 which increased total open position to 208
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 18.6, which was -5.45 lower than the previous day. The implied volatity was 20.63, the open interest changed by 150 which increased total open position to 242
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 23.15, which was -10.95 lower than the previous day. The implied volatity was 21.02, the open interest changed by -343 which decreased total open position to 304
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 33.25, which was -17.6 lower than the previous day. The implied volatity was 24.24, the open interest changed by 247 which increased total open position to 278
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 50.3, which was -21.6 lower than the previous day. The implied volatity was 21.43, the open interest changed by 222 which increased total open position to 222
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 68.15, which was -1.45 lower than the previous day. The implied volatity was 18.49, the open interest changed by 133 which increased total open position to 188
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 70.2, which was 17.65 higher than the previous day. The implied volatity was 21.13, the open interest changed by 53 which increased total open position to 181
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 51.75, which was -12.65 lower than the previous day. The implied volatity was 22.73, the open interest changed by 23 which increased total open position to 164
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 62.1, which was 2.85 higher than the previous day. The implied volatity was 17.88, the open interest changed by 51 which increased total open position to 184
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 63.9, which was -29.3 lower than the previous day. The implied volatity was 18.08, the open interest changed by 154 which increased total open position to 154
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 89.9, which was -3.4 lower than the previous day. The implied volatity was 14.21, the open interest changed by 64 which increased total open position to 235
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 93.4, which was -6.85 lower than the previous day. The implied volatity was 15.82, the open interest changed by 170 which increased total open position to 170
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 97.85, which was 0.65 higher than the previous day. The implied volatity was 17.43, the open interest changed by 138 which increased total open position to 138
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 97.35, which was -48.15 lower than the previous day. The implied volatity was 18.09, the open interest changed by 17 which increased total open position to 192
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 140, which was -52.5 lower than the previous day. The implied volatity was 16.27, the open interest changed by -75 which decreased total open position to 225
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 187.1, which was -85.4 lower than the previous day. The implied volatity was 16.13, the open interest changed by 297 which increased total open position to 301
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 276, which was -17.95 lower than the previous day. The implied volatity was 14.77, the open interest changed by 24 which increased total open position to 286
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 285.65, which was -74.8 lower than the previous day. The implied volatity was 17.65, the open interest changed by 259 which increased total open position to 262
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 357, which was -83 lower than the previous day. The implied volatity was 14.4, the open interest changed by 0 which decreased total open position to 269
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 440, which was 60 higher than the previous day. The implied volatity was 13.34, the open interest changed by 269 which increased total open position to 269
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 377.3, which was -113.8 lower than the previous day. The implied volatity was 14.47, the open interest changed by 199 which increased total open position to 274
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 482, which was -213.25 lower than the previous day. The implied volatity was 12.41, the open interest changed by 11 which increased total open position to 74
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 695.25, which was -73.3 lower than the previous day. The implied volatity was 12.44, the open interest changed by 4 which increased total open position to 63
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 768.55, which was -100.45 lower than the previous day. The implied volatity was 8.29, the open interest changed by 3 which increased total open position to 59
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 869, which was 77.1 higher than the previous day. The implied volatity was 11.48, the open interest changed by -1 which decreased total open position to 57
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 791.9, which was -200.75 lower than the previous day. The implied volatity was 9.36, the open interest changed by 48 which increased total open position to 57
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 994.6, which was 85.05 higher than the previous day. The implied volatity was 9.46, the open interest changed by 0 which decreased total open position to 8
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 912.2, which was 49.55 higher than the previous day. The implied volatity was 9.64, the open interest changed by 0 which decreased total open position to 7
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 862.65, which was -204.2 lower than the previous day. The implied volatity was 11.1, the open interest changed by 0 which decreased total open position to 7
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 1066.85, which was 51.75 higher than the previous day. The implied volatity was 7.39, the open interest changed by 0 which decreased total open position to 6
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 1015.1, which was 13.2 higher than the previous day. The implied volatity was 8.2, the open interest changed by 0 which decreased total open position to 5
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 999, which was 114.5 higher than the previous day. The implied volatity was 8.42, the open interest changed by -1 which decreased total open position to 5
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 882.4, which was -233.65 lower than the previous day. The implied volatity was 9.62, the open interest changed by 0 which decreased total open position to 6
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 1114.2, which was -81.85 lower than the previous day. The implied volatity was 7.9, the open interest changed by 0 which decreased total open position to 5
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 1193.05, which was 3.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 1189.9, which was 37.25 higher than the previous day. The implied volatity was 4.56, the open interest changed by 0 which decreased total open position to 5
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 1152.65, which was 141.4 higher than the previous day. The implied volatity was 5, the open interest changed by -1 which decreased total open position to 4
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 1011.25, which was -13.7 lower than the previous day. The implied volatity was 6.28, the open interest changed by 0 which decreased total open position to 6
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 1024.95, which was -135.2 lower than the previous day. The implied volatity was 7.77, the open interest changed by -1 which decreased total open position to 5
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 1160.15, which was 2.55 higher than the previous day. The implied volatity was 9.34, the open interest changed by 0 which decreased total open position to 6
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 1157.6, which was 495.45 higher than the previous day. The implied volatity was 9.67, the open interest changed by 0 which decreased total open position to 6
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 662.15, which was 1 higher than the previous day. The implied volatity was 8.88, the open interest changed by 4 which increased total open position to 6
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 661.15, which was -192.5 lower than the previous day. The implied volatity was 12.69, the open interest changed by -1 which decreased total open position to 3
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 853.65, which was -90.9 lower than the previous day. The implied volatity was 8.99, the open interest changed by 2 which increased total open position to 2
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 942.45, which was 91.4 higher than the previous day. The implied volatity was 9.2, the open interest changed by 0 which decreased total open position to 0
| NIFTY 28-Apr-2026 (4d) 25250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.89
Vega: 0.05
Theta: -11.3
Gamma: 0.00023
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23878.45 | 1100 | 1100 | 28.26 | 0 | 0 | 224 |
| 23 Apr | 24173.05 | 1100 | 211.20000000000005 | 28.26 | 27 | -1 | 222 |
| 22 Apr | 24378.10 | 873.55 | 177.79999999999995 | 17.71 | 289 | 74 | 224 |
| 21 Apr | 24576.60 | 693 | -187 | 18.25 | 75 | 6 | 150 |
| 20 Apr | 24364.85 | 880 | -15 | 21.56 | 20 | 0 | 142 |
| 17 Apr | 24353.55 | 895 | -185 | 17.8 | 5 | -1 | 142 |
| 16 Apr | 24196.75 | 1080 | 54.950000000000045 | 19.52 | 6 | 0 | 143 |
| 15 Apr | 24231.30 | 1025.05 | -154 | 17.83 | 20 | 1 | 144 |
| 13 Apr | 23842.65 | 1179.05 | 1179.05 | 17.44 | 0 | 0 | 143 |
| 10 Apr | 24050.60 | 1179.05 | -1089.1000000000001 | 17.44 | 4 | 0 | 143 |
| 9 Apr | 23775.10 | 2268.15 | 2268.15 | - | 0 | 0 | 143 |
| 8 Apr | 23997.35 | 2268.15 | -322.05 | - | 0 | 143 | 143 |
| 7 Apr | 23123.65 | 2268.15 | -322.05 | - | 0 | 137 | 143 |
| 6 Apr | 22968.25 | 2268.15 | -322.05 | 32.54 | 13 | 0 | 139 |
| 2 Apr | 22713.10 | 2590.2 | -88.5 | 38.65 | 5 | 139 | 139 |
| 1 Apr | 22679.40 | 2678.7 | 1186.75 | - | 0 | 115 | 138 |
| 30 Mar | 22331.40 | 2678.7 | 1186.75 | 18.93 | 12 | 139 | 139 |
| 27 Mar | 22819.60 | 1491.95 | -860.7 | - | 0 | 0 | 144 |
| 25 Mar | 23306.45 | 1491.95 | -860.7 | 23.76 | 7 | 135 | 140 |
| 24 Mar | 22912.40 | 2352.65 | -112.75 | 34.24 | 2 | 141 | 142 |
| 23 Mar | 22512.65 | 2465.4 | 499.75 | 10.63 | 5 | 145 | 145 |
| 20 Mar | 23114.50 | 1965.65 | -101.2 | 21.48 | 7 | 144 | 145 |
| 19 Mar | 23002.15 | 2066.4 | 566.4 | 24.98 | 6 | 153 | 154 |
| 18 Mar | 23777.80 | 1500 | -300 | - | 0 | 0 | 155 |
| 17 Mar | 23581.15 | 1500 | -300 | 16.06 | 7 | -6 | 156 |
| 16 Mar | 23408.80 | 1800 | -178.45 | 22.48 | 7 | 163 | 163 |
| 13 Mar | 23151.10 | 1979.6 | 454.6 | 23.81 | 16 | -5 | 168 |
| 12 Mar | 23639.15 | 1525 | 307.8 | 20.17 | 1 | 0 | 173 |
| 11 Mar | 23866.85 | 1217.2 | 227.2 | 14.61 | 32 | 174 | 174 |
| 10 Mar | 24261.60 | 990 | -233.6 | 17.48 | 8 | -1 | 190 |
| 9 Mar | 24028.05 | 1209.3 | 319.6 | 18.4 | 20 | 191 | 191 |
| 6 Mar | 24450.45 | 875.4 | 196.75 | 17.21 | 18 | 199 | 199 |
| 5 Mar | 24765.90 | 681.65 | -191.5 | 15.98 | 39 | 204 | 204 |
| 4 Mar | 24480.50 | 888.9 | 311.8 | 17.6 | 140 | -66 | 213 |
| 2 Mar | 24865.70 | 573.8 | 186.15 | 14.54 | 1,268 | 76 | 288 |
| 27 Feb | 25178.65 | 387 | 114.7 | 13.42 | 147 | -22 | 210 |
| 26 Feb | 25496.55 | 272.3 | -13.65 | 13.16 | 7 | 1 | 232 |
| 25 Feb | 25482.50 | 285.95 | -14.05 | 13.33 | 61 | 26 | 231 |
| 24 Feb | 25424.65 | 299.95 | 35.3 | 13.53 | 55 | 15 | 205 |
| 23 Feb | 25713.00 | 264.65 | -3.75 | 14.46 | 40 | 5 | 190 |
| 20 Feb | 25571.25 | 268.4 | -13.6 | 13.35 | 68 | 20 | 185 |
| 19 Feb | 25454.35 | 282 | 77.05 | 12.48 | 32 | 22 | 164 |
| 18 Feb | 25819.35 | 204.95 | -31 | 13.21 | 7 | -1 | 143 |
| 17 Feb | 25725.40 | 235.95 | -29.4 | 13.44 | 36 | 26 | 140 |
| 16 Feb | 25682.75 | 265.35 | -14.6 | 13.95 | 50 | 13 | 112 |
| 13 Feb | 25471.10 | 279.95 | 90.5 | 12.59 | 32 | 11 | 99 |
| 12 Feb | 25807.20 | 187.95 | 26.5 | 12.42 | 9 | -2 | 89 |
| 11 Feb | 25953.85 | 161.45 | -5.75 | 12.49 | 20 | 17 | 92 |
| 10 Feb | 25935.15 | 167.4 | -22.7 | 12.48 | 40 | 22 | 75 |
| 9 Feb | 25867.30 | 190.1 | -46.75 | 12.78 | 19 | 12 | 52 |
| 6 Feb | 25693.70 | 236.85 | -11.1 | 12.77 | 3 | 0 | 39 |
| 5 Feb | 25642.80 | 247.95 | 28.25 | 12.8 | 10 | -1 | 39 |
| 4 Feb | 25776.00 | 219.7 | -36.75 | 12.66 | 20 | 13 | 39 |
| 3 Feb | 25727.55 | 256.45 | -244.55 | 13.43 | 15 | 10 | 26 |
| 2 Feb | 25088.40 | 501 | -42.6 | 14.35 | 9 | -2 | 16 |
| 1 Feb | 24825.45 | 543.6 | 163.25 | 12.43 | 8 | 3 | 17 |
| 30 Jan | 25320.65 | 380.35 | 38.5 | 13.53 | 2 | 1 | 15 |
| 29 Jan | 25418.90 | 342.95 | -196 | 13.37 | 14 | 13 | 13 |
For Nifty - strike price 25250 expiring on 28APR2026
Delta for 25250 PE is -0.89
Historical price for 25250 PE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 1100, which was 1100 higher than the previous day. The implied volatity was 28.26, the open interest changed by 0 which decreased total open position to 224
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1100, which was 211.20000000000005 higher than the previous day. The implied volatity was 28.26, the open interest changed by -1 which decreased total open position to 222
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 873.55, which was 177.79999999999995 higher than the previous day. The implied volatity was 17.71, the open interest changed by 74 which increased total open position to 224
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 693, which was -187 lower than the previous day. The implied volatity was 18.25, the open interest changed by 6 which increased total open position to 150
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 880, which was -15 lower than the previous day. The implied volatity was 21.56, the open interest changed by 0 which decreased total open position to 142
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 895, which was -185 lower than the previous day. The implied volatity was 17.8, the open interest changed by -1 which decreased total open position to 142
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1080, which was 54.950000000000045 higher than the previous day. The implied volatity was 19.52, the open interest changed by 0 which decreased total open position to 143
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1025.05, which was -154 lower than the previous day. The implied volatity was 17.83, the open interest changed by 1 which increased total open position to 144
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1179.05, which was 1179.05 higher than the previous day. The implied volatity was 17.44, the open interest changed by 0 which decreased total open position to 143
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1179.05, which was -1089.1000000000001 lower than the previous day. The implied volatity was 17.44, the open interest changed by 0 which decreased total open position to 143
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 2268.15, which was 2268.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 143
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 2268.15, which was -322.05 lower than the previous day. The implied volatity was -, the open interest changed by 143 which increased total open position to 143
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 2268.15, which was -322.05 lower than the previous day. The implied volatity was -, the open interest changed by 137 which increased total open position to 143
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 2268.15, which was -322.05 lower than the previous day. The implied volatity was 32.54, the open interest changed by 0 which decreased total open position to 139
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 2590.2, which was -88.5 lower than the previous day. The implied volatity was 38.65, the open interest changed by 139 which increased total open position to 139
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 2678.7, which was 1186.75 higher than the previous day. The implied volatity was -, the open interest changed by 115 which increased total open position to 138
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 2678.7, which was 1186.75 higher than the previous day. The implied volatity was 18.93, the open interest changed by 139 which increased total open position to 139
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1491.95, which was -860.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 144
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1491.95, which was -860.7 lower than the previous day. The implied volatity was 23.76, the open interest changed by 135 which increased total open position to 140
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 2352.65, which was -112.75 lower than the previous day. The implied volatity was 34.24, the open interest changed by 141 which increased total open position to 142
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 2465.4, which was 499.75 higher than the previous day. The implied volatity was 10.63, the open interest changed by 145 which increased total open position to 145
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1965.65, which was -101.2 lower than the previous day. The implied volatity was 21.48, the open interest changed by 144 which increased total open position to 145
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 2066.4, which was 566.4 higher than the previous day. The implied volatity was 24.98, the open interest changed by 153 which increased total open position to 154
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1500, which was -300 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 155
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1500, which was -300 lower than the previous day. The implied volatity was 16.06, the open interest changed by -6 which decreased total open position to 156
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1800, which was -178.45 lower than the previous day. The implied volatity was 22.48, the open interest changed by 163 which increased total open position to 163
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1979.6, which was 454.6 higher than the previous day. The implied volatity was 23.81, the open interest changed by -5 which decreased total open position to 168
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1525, which was 307.8 higher than the previous day. The implied volatity was 20.17, the open interest changed by 0 which decreased total open position to 173
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1217.2, which was 227.2 higher than the previous day. The implied volatity was 14.61, the open interest changed by 174 which increased total open position to 174
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 990, which was -233.6 lower than the previous day. The implied volatity was 17.48, the open interest changed by -1 which decreased total open position to 190
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1209.3, which was 319.6 higher than the previous day. The implied volatity was 18.4, the open interest changed by 191 which increased total open position to 191
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 875.4, which was 196.75 higher than the previous day. The implied volatity was 17.21, the open interest changed by 199 which increased total open position to 199
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 681.65, which was -191.5 lower than the previous day. The implied volatity was 15.98, the open interest changed by 204 which increased total open position to 204
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 888.9, which was 311.8 higher than the previous day. The implied volatity was 17.6, the open interest changed by -66 which decreased total open position to 213
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 573.8, which was 186.15 higher than the previous day. The implied volatity was 14.54, the open interest changed by 76 which increased total open position to 288
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 387, which was 114.7 higher than the previous day. The implied volatity was 13.42, the open interest changed by -22 which decreased total open position to 210
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 272.3, which was -13.65 lower than the previous day. The implied volatity was 13.16, the open interest changed by 1 which increased total open position to 232
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 285.95, which was -14.05 lower than the previous day. The implied volatity was 13.33, the open interest changed by 26 which increased total open position to 231
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 299.95, which was 35.3 higher than the previous day. The implied volatity was 13.53, the open interest changed by 15 which increased total open position to 205
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 264.65, which was -3.75 lower than the previous day. The implied volatity was 14.46, the open interest changed by 5 which increased total open position to 190
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 268.4, which was -13.6 lower than the previous day. The implied volatity was 13.35, the open interest changed by 20 which increased total open position to 185
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 282, which was 77.05 higher than the previous day. The implied volatity was 12.48, the open interest changed by 22 which increased total open position to 164
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 204.95, which was -31 lower than the previous day. The implied volatity was 13.21, the open interest changed by -1 which decreased total open position to 143
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 235.95, which was -29.4 lower than the previous day. The implied volatity was 13.44, the open interest changed by 26 which increased total open position to 140
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 265.35, which was -14.6 lower than the previous day. The implied volatity was 13.95, the open interest changed by 13 which increased total open position to 112
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 279.95, which was 90.5 higher than the previous day. The implied volatity was 12.59, the open interest changed by 11 which increased total open position to 99
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 187.95, which was 26.5 higher than the previous day. The implied volatity was 12.42, the open interest changed by -2 which decreased total open position to 89
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 161.45, which was -5.75 lower than the previous day. The implied volatity was 12.49, the open interest changed by 17 which increased total open position to 92
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 167.4, which was -22.7 lower than the previous day. The implied volatity was 12.48, the open interest changed by 22 which increased total open position to 75
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 190.1, which was -46.75 lower than the previous day. The implied volatity was 12.78, the open interest changed by 12 which increased total open position to 52
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 236.85, which was -11.1 lower than the previous day. The implied volatity was 12.77, the open interest changed by 0 which decreased total open position to 39
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 247.95, which was 28.25 higher than the previous day. The implied volatity was 12.8, the open interest changed by -1 which decreased total open position to 39
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 219.7, which was -36.75 lower than the previous day. The implied volatity was 12.66, the open interest changed by 13 which increased total open position to 39
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 256.45, which was -244.55 lower than the previous day. The implied volatity was 13.43, the open interest changed by 10 which increased total open position to 26
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 501, which was -42.6 lower than the previous day. The implied volatity was 14.35, the open interest changed by -2 which decreased total open position to 16
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 543.6, which was 163.25 higher than the previous day. The implied volatity was 12.43, the open interest changed by 3 which increased total open position to 17
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 380.35, which was 38.5 higher than the previous day. The implied volatity was 13.53, the open interest changed by 1 which increased total open position to 15
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 342.95, which was -196 lower than the previous day. The implied volatity was 13.37, the open interest changed by 13 which increased total open position to 13
