NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:30 PM IST
| NIFTY 28-Apr-2026 (4d) 25300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.01
Theta: -2.29
Gamma: 0.00005
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23878.45 | 2.55 | -1.35 | 22.99 | 3,27,876 | -5,818 | 65,270 | |||||||||
| 23 Apr | 24173.05 | 3.65 | -6.699999999999999 | 18.05 | 4,14,381 | 27,218 | 72,215 | |||||||||
| 22 Apr | 24378.10 | 9.95 | -14.25 | 16.4 | 2,59,054 | 12,282 | 46,240 | |||||||||
| 21 Apr | 24576.60 | 26.3 | 5.25 | 15.39 | 1,39,935 | 16,272 | 33,954 | |||||||||
| 20 Apr | 24364.85 | 19.5 | 0.5 | 16.92 | 1,01,170 | -7,975 | 17,674 | |||||||||
| 17 Apr | 24353.55 | 21.8 | 4.199999999999999 | 14.27 | 55,779 | 10,916 | 25,703 | |||||||||
| 16 Apr | 24196.75 | 18.3 | -2.5500000000000007 | 15.18 | 30,663 | 1,957 | 15,153 | |||||||||
| 15 Apr | 24231.30 | 20.8 | 5.5 | 14.72 | 29,990 | 9,156 | 13,216 | |||||||||
| 13 Apr | 23842.65 | 14.75 | -14.100000000000001 | 16.56 | 13,168 | -419 | 4,114 | |||||||||
| 10 Apr | 24050.60 | 30 | 3.3500000000000014 | 15.16 | 8,914 | 724 | 4,593 | |||||||||
| 9 Apr | 23775.10 | 26 | -12.149999999999999 | 16.95 | 9,070 | 738 | 3,872 | |||||||||
| 8 Apr | 23997.35 | 41.05 | 23.75 | 15.44 | 13,105 | 642 | 3,357 | |||||||||
| 7 Apr | 23123.65 | 18.2 | -1.7 | 19.87 | 5,634 | 2,865 | 2,891 | |||||||||
| 6 Apr | 22968.25 | 20.8 | 2.35 | 21.34 | 3,568 | 1,919 | 2,910 | |||||||||
| 2 Apr | 22713.10 | 17.8 | -5.05 | 20.8 | 6,144 | 2,173 | 2,636 | |||||||||
| 1 Apr | 22679.40 | 22.1 | -9.65 | 21.18 | 3,700 | 2,294 | 2,536 | |||||||||
| 30 Mar | 22331.40 | 33 | -15.05 | 24.89 | 3,211 | -3,393 | 2,317 | |||||||||
| 27 Mar | 22819.60 | 48.3 | -20.05 | 21.57 | 2,557 | 16 | 2,370 | |||||||||
| 25 Mar | 23306.45 | 61.15 | -6.45 | 18.28 | 4,293 | 2,338 | 2,338 | |||||||||
| 24 Mar | 22912.40 | 69.6 | 18.95 | 21.44 | 1,115 | 1,878 | 1,878 | |||||||||
| 23 Mar | 22512.65 | 52.3 | -7.15 | 23.11 | 3,406 | 1,509 | 1,921 | |||||||||
| 20 Mar | 23114.50 | 58.45 | 1.25 | 17.9 | 3,086 | 2,093 | 2,151 | |||||||||
| 19 Mar | 23002.15 | 59.6 | -25.4 | 18.1 | 3,219 | 18 | 1,720 | |||||||||
| 18 Mar | 23777.80 | 82.4 | -4.65 | 14.18 | 3,545 | -240 | 1,762 | |||||||||
| 17 Mar | 23581.15 | 88.6 | -5.5 | 15.92 | 1,440 | 1,739 | 1,963 | |||||||||
| 16 Mar | 23408.80 | 92.1 | -0.15 | 17.45 | 2,324 | 1,741 | 1,741 | |||||||||
| 13 Mar | 23151.10 | 92.55 | -42.5 | 18.15 | 5,345 | 1,572 | 1,820 | |||||||||
| 12 Mar | 23639.15 | 131 | -49.2 | 16.23 | 4,529 | 1,802 | 1,802 | |||||||||
| 11 Mar | 23866.85 | 176.55 | -77.35 | 16.13 | 2,149 | 22 | 1,405 | |||||||||
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| 10 Mar | 24261.60 | 257 | -19.6 | 14.66 | 2,188 | 1,392 | 1,393 | |||||||||
| 9 Mar | 24028.05 | 263.2 | -76.05 | 17.35 | 2,330 | 1,454 | 1,455 | |||||||||
| 6 Mar | 24450.45 | 333.8 | -72.45 | 14.25 | 739 | 947 | 948 | |||||||||
| 5 Mar | 24765.90 | 402 | 39.3 | 12.9 | 1,395 | -50 | 898 | |||||||||
| 4 Mar | 24480.50 | 356.3 | -102.35 | 14.4 | 2,202 | 9 | 947 | |||||||||
| 2 Mar | 24865.70 | 452.9 | -141.6 | 12.28 | 3,325 | 271 | 950 | |||||||||
| 27 Feb | 25178.65 | 602.45 | -170.45 | 10.81 | 957 | 280 | 673 | |||||||||
| 26 Feb | 25496.55 | 773.35 | -5.9 | 9.58 | 189 | 111 | 391 | |||||||||
| 25 Feb | 25482.50 | 781.25 | 6.7 | 9.97 | 141 | -51 | 281 | |||||||||
| 24 Feb | 25424.65 | 779.2 | -168.55 | 10.02 | 315 | 197 | 332 | |||||||||
| 23 Feb | 25713.00 | 938.7 | 73.85 | 8.89 | 100 | -46 | 136 | |||||||||
| 20 Feb | 25571.25 | 864.85 | 78.15 | 9.33 | 150 | 86 | 183 | |||||||||
| 19 Feb | 25454.35 | 756 | -284.35 | 9.26 | 68 | 7 | 96 | |||||||||
| 18 Feb | 25819.35 | 1041 | 67.75 | 8.16 | 19 | 0 | 88 | |||||||||
| 17 Feb | 25725.40 | 973.25 | 19.75 | 8.18 | 19 | 1 | 88 | |||||||||
| 16 Feb | 25682.75 | 953.5 | 110.2 | 8.24 | 22 | -2 | 89 | |||||||||
| 13 Feb | 25471.10 | 825.5 | -220.85 | 9.02 | 33 | 2 | 91 | |||||||||
| 12 Feb | 25807.20 | 1046.35 | -119.75 | 6.76 | 43 | -3 | 89 | |||||||||
| 11 Feb | 25953.85 | 1163.65 | -21.35 | 4.59 | 97 | -67 | 96 | |||||||||
| 10 Feb | 25935.15 | 1185 | 72.8 | 7.58 | 6 | 0 | 163 | |||||||||
| 9 Feb | 25867.30 | 1112.2 | 198.5 | 5.76 | 12 | -3 | 164 | |||||||||
| 6 Feb | 25693.70 | 913.7 | -66.3 | 3.16 | 18 | -5 | 167 | |||||||||
| 5 Feb | 25642.80 | 980 | -123.35 | 7.63 | 4 | -1 | 172 | |||||||||
| 4 Feb | 25776.00 | 1082.3 | 4.7 | 8.09 | 90 | -71 | 173 | |||||||||
| 3 Feb | 25727.55 | 1095.4 | 453.3 | 8.96 | 195 | 65 | 245 | |||||||||
| 2 Feb | 25088.40 | 644.25 | 110.3 | 9.17 | 106 | 3 | 181 | |||||||||
| 1 Feb | 24825.45 | 501.95 | -320.95 | 9.88 | 328 | 131 | 177 | |||||||||
| 30 Jan | 25320.65 | 820 | -86.7 | 9.02 | 109 | 45 | 46 | |||||||||
| 29 Jan | 25418.90 | 891.25 | 67.45 | 8.82 | 3 | 0 | 0 | |||||||||
For Nifty - strike price 25300 expiring on 28APR2026
Delta for 25300 CE is 0.01
Historical price for 25300 CE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 2.55, which was -1.35 lower than the previous day. The implied volatity was 22.99, the open interest changed by -5818 which decreased total open position to 65270
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 3.65, which was -6.699999999999999 lower than the previous day. The implied volatity was 18.05, the open interest changed by 27218 which increased total open position to 72215
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 9.95, which was -14.25 lower than the previous day. The implied volatity was 16.4, the open interest changed by 12282 which increased total open position to 46240
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 26.3, which was 5.25 higher than the previous day. The implied volatity was 15.39, the open interest changed by 16272 which increased total open position to 33954
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 19.5, which was 0.5 higher than the previous day. The implied volatity was 16.92, the open interest changed by -7975 which decreased total open position to 17674
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 21.8, which was 4.199999999999999 higher than the previous day. The implied volatity was 14.27, the open interest changed by 10916 which increased total open position to 25703
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 18.3, which was -2.5500000000000007 lower than the previous day. The implied volatity was 15.18, the open interest changed by 1957 which increased total open position to 15153
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 20.8, which was 5.5 higher than the previous day. The implied volatity was 14.72, the open interest changed by 9156 which increased total open position to 13216
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 14.75, which was -14.100000000000001 lower than the previous day. The implied volatity was 16.56, the open interest changed by -419 which decreased total open position to 4114
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 30, which was 3.3500000000000014 higher than the previous day. The implied volatity was 15.16, the open interest changed by 724 which increased total open position to 4593
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 26, which was -12.149999999999999 lower than the previous day. The implied volatity was 16.95, the open interest changed by 738 which increased total open position to 3872
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 41.05, which was 23.75 higher than the previous day. The implied volatity was 15.44, the open interest changed by 642 which increased total open position to 3357
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 18.2, which was -1.7 lower than the previous day. The implied volatity was 19.87, the open interest changed by 2865 which increased total open position to 2891
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 20.8, which was 2.35 higher than the previous day. The implied volatity was 21.34, the open interest changed by 1919 which increased total open position to 2910
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 17.8, which was -5.05 lower than the previous day. The implied volatity was 20.8, the open interest changed by 2173 which increased total open position to 2636
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 22.1, which was -9.65 lower than the previous day. The implied volatity was 21.18, the open interest changed by 2294 which increased total open position to 2536
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 33, which was -15.05 lower than the previous day. The implied volatity was 24.89, the open interest changed by -3393 which decreased total open position to 2317
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 48.3, which was -20.05 lower than the previous day. The implied volatity was 21.57, the open interest changed by 16 which increased total open position to 2370
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 61.15, which was -6.45 lower than the previous day. The implied volatity was 18.28, the open interest changed by 2338 which increased total open position to 2338
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 69.6, which was 18.95 higher than the previous day. The implied volatity was 21.44, the open interest changed by 1878 which increased total open position to 1878
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 52.3, which was -7.15 lower than the previous day. The implied volatity was 23.11, the open interest changed by 1509 which increased total open position to 1921
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 58.45, which was 1.25 higher than the previous day. The implied volatity was 17.9, the open interest changed by 2093 which increased total open position to 2151
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 59.6, which was -25.4 lower than the previous day. The implied volatity was 18.1, the open interest changed by 18 which increased total open position to 1720
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 82.4, which was -4.65 lower than the previous day. The implied volatity was 14.18, the open interest changed by -240 which decreased total open position to 1762
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 88.6, which was -5.5 lower than the previous day. The implied volatity was 15.92, the open interest changed by 1739 which increased total open position to 1963
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 92.1, which was -0.15 lower than the previous day. The implied volatity was 17.45, the open interest changed by 1741 which increased total open position to 1741
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 92.55, which was -42.5 lower than the previous day. The implied volatity was 18.15, the open interest changed by 1572 which increased total open position to 1820
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 131, which was -49.2 lower than the previous day. The implied volatity was 16.23, the open interest changed by 1802 which increased total open position to 1802
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 176.55, which was -77.35 lower than the previous day. The implied volatity was 16.13, the open interest changed by 22 which increased total open position to 1405
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 257, which was -19.6 lower than the previous day. The implied volatity was 14.66, the open interest changed by 1392 which increased total open position to 1393
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 263.2, which was -76.05 lower than the previous day. The implied volatity was 17.35, the open interest changed by 1454 which increased total open position to 1455
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 333.8, which was -72.45 lower than the previous day. The implied volatity was 14.25, the open interest changed by 947 which increased total open position to 948
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 402, which was 39.3 higher than the previous day. The implied volatity was 12.9, the open interest changed by -50 which decreased total open position to 898
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 356.3, which was -102.35 lower than the previous day. The implied volatity was 14.4, the open interest changed by 9 which increased total open position to 947
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 452.9, which was -141.6 lower than the previous day. The implied volatity was 12.28, the open interest changed by 271 which increased total open position to 950
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 602.45, which was -170.45 lower than the previous day. The implied volatity was 10.81, the open interest changed by 280 which increased total open position to 673
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 773.35, which was -5.9 lower than the previous day. The implied volatity was 9.58, the open interest changed by 111 which increased total open position to 391
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 781.25, which was 6.7 higher than the previous day. The implied volatity was 9.97, the open interest changed by -51 which decreased total open position to 281
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 779.2, which was -168.55 lower than the previous day. The implied volatity was 10.02, the open interest changed by 197 which increased total open position to 332
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 938.7, which was 73.85 higher than the previous day. The implied volatity was 8.89, the open interest changed by -46 which decreased total open position to 136
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 864.85, which was 78.15 higher than the previous day. The implied volatity was 9.33, the open interest changed by 86 which increased total open position to 183
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 756, which was -284.35 lower than the previous day. The implied volatity was 9.26, the open interest changed by 7 which increased total open position to 96
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 1041, which was 67.75 higher than the previous day. The implied volatity was 8.16, the open interest changed by 0 which decreased total open position to 88
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 973.25, which was 19.75 higher than the previous day. The implied volatity was 8.18, the open interest changed by 1 which increased total open position to 88
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 953.5, which was 110.2 higher than the previous day. The implied volatity was 8.24, the open interest changed by -2 which decreased total open position to 89
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 825.5, which was -220.85 lower than the previous day. The implied volatity was 9.02, the open interest changed by 2 which increased total open position to 91
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 1046.35, which was -119.75 lower than the previous day. The implied volatity was 6.76, the open interest changed by -3 which decreased total open position to 89
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 1163.65, which was -21.35 lower than the previous day. The implied volatity was 4.59, the open interest changed by -67 which decreased total open position to 96
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 1185, which was 72.8 higher than the previous day. The implied volatity was 7.58, the open interest changed by 0 which decreased total open position to 163
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 1112.2, which was 198.5 higher than the previous day. The implied volatity was 5.76, the open interest changed by -3 which decreased total open position to 164
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 913.7, which was -66.3 lower than the previous day. The implied volatity was 3.16, the open interest changed by -5 which decreased total open position to 167
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 980, which was -123.35 lower than the previous day. The implied volatity was 7.63, the open interest changed by -1 which decreased total open position to 172
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 1082.3, which was 4.7 higher than the previous day. The implied volatity was 8.09, the open interest changed by -71 which decreased total open position to 173
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 1095.4, which was 453.3 higher than the previous day. The implied volatity was 8.96, the open interest changed by 65 which increased total open position to 245
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 644.25, which was 110.3 higher than the previous day. The implied volatity was 9.17, the open interest changed by 3 which increased total open position to 181
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 501.95, which was -320.95 lower than the previous day. The implied volatity was 9.88, the open interest changed by 131 which increased total open position to 177
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 820, which was -86.7 lower than the previous day. The implied volatity was 9.02, the open interest changed by 45 which increased total open position to 46
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 891.25, which was 67.45 higher than the previous day. The implied volatity was 8.82, the open interest changed by 0 which decreased total open position to 0
| NIFTY 28-Apr-2026 (4d) 25300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.99
Vega: 0.01
Theta: -2.29
Gamma: 0.00005
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23878.45 | 1407.05 | 268.75 | 23.01 | 1,567 | 148 | 704 |
| 23 Apr | 24173.05 | 1139.9 | 206.05000000000007 | 25.3 | 311 | -89 | 557 |
| 22 Apr | 24378.10 | 926.6 | 187.89999999999998 | 19.09 | 784 | 40 | 649 |
| 21 Apr | 24576.60 | 741.7 | -252.39999999999998 | 18.26 | 427 | -30 | 604 |
| 20 Apr | 24364.85 | 993.9 | 49.049999999999955 | 22.78 | 478 | 136 | 634 |
| 17 Apr | 24353.55 | 945.6 | -163.64999999999998 | 17.97 | 172 | -50 | 499 |
| 16 Apr | 24196.75 | 1109.25 | 54.65000000000009 | 19.59 | 152 | 48 | 550 |
| 15 Apr | 24231.30 | 1070.2 | -377.89999999999986 | 18.16 | 95 | 6 | 501 |
| 13 Apr | 23842.65 | 1460 | 252.8499999999999 | 20.85 | 45 | 31 | 494 |
| 10 Apr | 24050.60 | 1220.3 | -239.25 | 16.89 | 17 | -4 | 464 |
| 9 Apr | 23775.10 | 1459.55 | 208.3499999999999 | 11.23 | 84 | -7 | 468 |
| 8 Apr | 23997.35 | 1267.7 | -882.3 | 21.54 | 91 | 450 | 475 |
| 7 Apr | 23123.65 | 2150 | -85.05 | 31.88 | 20 | 0 | 504 |
| 6 Apr | 22968.25 | 2251.7 | -665.85 | 26.95 | 28 | 395 | 504 |
| 2 Apr | 22713.10 | 2917.55 | 418.9 | 54.44 | 4 | 499 | 499 |
| 1 Apr | 22679.40 | 2498.65 | -322 | 28.89 | 29 | 384 | 502 |
| 30 Mar | 22331.40 | 2810 | 462.7 | 30.6 | 148 | 70 | 510 |
| 27 Mar | 22819.60 | 2370.05 | 490.05 | 27.97 | 39 | 424 | 440 |
| 25 Mar | 23306.45 | 1880 | -364.75 | 22.3 | 52 | 415 | 415 |
| 24 Mar | 22912.40 | 2170.4 | -479.5 | 21.44 | 77 | 409 | 410 |
| 23 Mar | 22512.65 | 2649.9 | 624.9 | 26.56 | 52 | 367 | 367 |
| 20 Mar | 23114.50 | 2025 | -70 | 22.52 | 21 | -3 | 380 |
| 19 Mar | 23002.15 | 2070 | 631 | 22.97 | 173 | 385 | 385 |
| 18 Mar | 23777.80 | 1439 | -154.9 | 19.06 | 46 | 387 | 387 |
| 17 Mar | 23581.15 | 1593.9 | -193.15 | 18.67 | 27 | -8 | 395 |
| 16 Mar | 23408.80 | 1800 | -196 | 20.61 | 40 | 404 | 404 |
| 13 Mar | 23151.10 | 1970 | 457.05 | 21.52 | 148 | -72 | 420 |
| 12 Mar | 23639.15 | 1516.25 | 211.25 | 18.34 | 40 | 490 | 491 |
| 11 Mar | 23866.85 | 1305 | 295.75 | 16.5 | 25 | 509 | 509 |
| 10 Mar | 24261.60 | 990.05 | -270.85 | 16.47 | 151 | 512 | 512 |
| 9 Mar | 24028.05 | 1280.8 | 364.35 | 19.55 | 277 | -116 | 551 |
| 6 Mar | 24450.45 | 918 | 261.3 | 17.59 | 155 | 44 | 666 |
| 5 Mar | 24765.90 | 700 | -205.65 | 15.74 | 397 | -93 | 632 |
| 4 Mar | 24480.50 | 902.75 | 297 | 17.16 | 1,479 | -363 | 728 |
| 2 Mar | 24865.70 | 593.35 | 190.85 | 14.38 | 3,950 | -881 | 1,093 |
| 27 Feb | 25178.65 | 398.25 | 106.5 | 13.18 | 2,232 | 337 | 1,974 |
| 26 Feb | 25496.55 | 291.65 | -13.95 | 13.24 | 1,129 | -15 | 1,637 |
| 25 Feb | 25482.50 | 302.95 | -23.2 | 13.35 | 1,159 | 179 | 1,652 |
| 24 Feb | 25424.65 | 318 | 60.35 | 13.56 | 1,843 | 340 | 1,473 |
| 23 Feb | 25713.00 | 254.3 | -33.25 | 13.77 | 757 | 219 | 1,140 |
| 20 Feb | 25571.25 | 286.1 | -34.35 | 13.42 | 528 | 63 | 932 |
| 19 Feb | 25454.35 | 342.15 | 132.5 | 13.58 | 736 | 82 | 870 |
| 18 Feb | 25819.35 | 209.6 | -31.2 | 13 | 648 | 185 | 786 |
| 17 Feb | 25725.40 | 240.9 | -9.9 | 13.2 | 146 | -10 | 601 |
| 16 Feb | 25682.75 | 248 | -56.5 | 13.13 | 363 | 66 | 612 |
| 13 Feb | 25471.10 | 320 | 116 | 13.18 | 496 | -100 | 546 |
| 12 Feb | 25807.20 | 205.35 | 34 | 12.58 | 1,037 | 374 | 649 |
| 11 Feb | 25953.85 | 171.4 | -6 | 12.49 | 136 | 56 | 275 |
| 10 Feb | 25935.15 | 180.85 | -24.35 | 12.55 | 240 | 36 | 220 |
| 9 Feb | 25867.30 | 205.65 | -40.9 | 12.9 | 209 | 29 | 196 |
| 6 Feb | 25693.70 | 247.25 | -17.75 | 12.69 | 144 | 41 | 168 |
| 5 Feb | 25642.80 | 262.9 | 27.85 | 12.83 | 182 | -7 | 127 |
| 4 Feb | 25776.00 | 241.55 | -21.05 | 12.9 | 193 | 26 | 133 |
| 3 Feb | 25727.55 | 265.2 | -241.2 | 13.31 | 289 | -141 | 108 |
| 2 Feb | 25088.40 | 505 | -105.65 | 13.99 | 214 | 96 | 249 |
| 1 Feb | 24825.45 | 699.9 | 309.75 | 15.19 | 272 | 112 | 154 |
| 30 Jan | 25320.65 | 387 | 33.3 | 13.29 | 74 | 11 | 42 |
| 29 Jan | 25418.90 | 353.7 | -30.1 | 13.25 | 62 | 26 | 31 |
For Nifty - strike price 25300 expiring on 28APR2026
Delta for 25300 PE is -0.99
Historical price for 25300 PE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 1407.05, which was 268.75 higher than the previous day. The implied volatity was 23.01, the open interest changed by 148 which increased total open position to 704
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1139.9, which was 206.05000000000007 higher than the previous day. The implied volatity was 25.3, the open interest changed by -89 which decreased total open position to 557
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 926.6, which was 187.89999999999998 higher than the previous day. The implied volatity was 19.09, the open interest changed by 40 which increased total open position to 649
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 741.7, which was -252.39999999999998 lower than the previous day. The implied volatity was 18.26, the open interest changed by -30 which decreased total open position to 604
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 993.9, which was 49.049999999999955 higher than the previous day. The implied volatity was 22.78, the open interest changed by 136 which increased total open position to 634
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 945.6, which was -163.64999999999998 lower than the previous day. The implied volatity was 17.97, the open interest changed by -50 which decreased total open position to 499
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1109.25, which was 54.65000000000009 higher than the previous day. The implied volatity was 19.59, the open interest changed by 48 which increased total open position to 550
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1070.2, which was -377.89999999999986 lower than the previous day. The implied volatity was 18.16, the open interest changed by 6 which increased total open position to 501
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1460, which was 252.8499999999999 higher than the previous day. The implied volatity was 20.85, the open interest changed by 31 which increased total open position to 494
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1220.3, which was -239.25 lower than the previous day. The implied volatity was 16.89, the open interest changed by -4 which decreased total open position to 464
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1459.55, which was 208.3499999999999 higher than the previous day. The implied volatity was 11.23, the open interest changed by -7 which decreased total open position to 468
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1267.7, which was -882.3 lower than the previous day. The implied volatity was 21.54, the open interest changed by 450 which increased total open position to 475
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 2150, which was -85.05 lower than the previous day. The implied volatity was 31.88, the open interest changed by 0 which decreased total open position to 504
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 2251.7, which was -665.85 lower than the previous day. The implied volatity was 26.95, the open interest changed by 395 which increased total open position to 504
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 2917.55, which was 418.9 higher than the previous day. The implied volatity was 54.44, the open interest changed by 499 which increased total open position to 499
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 2498.65, which was -322 lower than the previous day. The implied volatity was 28.89, the open interest changed by 384 which increased total open position to 502
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 2810, which was 462.7 higher than the previous day. The implied volatity was 30.6, the open interest changed by 70 which increased total open position to 510
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 2370.05, which was 490.05 higher than the previous day. The implied volatity was 27.97, the open interest changed by 424 which increased total open position to 440
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1880, which was -364.75 lower than the previous day. The implied volatity was 22.3, the open interest changed by 415 which increased total open position to 415
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 2170.4, which was -479.5 lower than the previous day. The implied volatity was 21.44, the open interest changed by 409 which increased total open position to 410
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 2649.9, which was 624.9 higher than the previous day. The implied volatity was 26.56, the open interest changed by 367 which increased total open position to 367
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 2025, which was -70 lower than the previous day. The implied volatity was 22.52, the open interest changed by -3 which decreased total open position to 380
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 2070, which was 631 higher than the previous day. The implied volatity was 22.97, the open interest changed by 385 which increased total open position to 385
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1439, which was -154.9 lower than the previous day. The implied volatity was 19.06, the open interest changed by 387 which increased total open position to 387
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1593.9, which was -193.15 lower than the previous day. The implied volatity was 18.67, the open interest changed by -8 which decreased total open position to 395
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1800, which was -196 lower than the previous day. The implied volatity was 20.61, the open interest changed by 404 which increased total open position to 404
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1970, which was 457.05 higher than the previous day. The implied volatity was 21.52, the open interest changed by -72 which decreased total open position to 420
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1516.25, which was 211.25 higher than the previous day. The implied volatity was 18.34, the open interest changed by 490 which increased total open position to 491
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1305, which was 295.75 higher than the previous day. The implied volatity was 16.5, the open interest changed by 509 which increased total open position to 509
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 990.05, which was -270.85 lower than the previous day. The implied volatity was 16.47, the open interest changed by 512 which increased total open position to 512
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1280.8, which was 364.35 higher than the previous day. The implied volatity was 19.55, the open interest changed by -116 which decreased total open position to 551
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 918, which was 261.3 higher than the previous day. The implied volatity was 17.59, the open interest changed by 44 which increased total open position to 666
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 700, which was -205.65 lower than the previous day. The implied volatity was 15.74, the open interest changed by -93 which decreased total open position to 632
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 902.75, which was 297 higher than the previous day. The implied volatity was 17.16, the open interest changed by -363 which decreased total open position to 728
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 593.35, which was 190.85 higher than the previous day. The implied volatity was 14.38, the open interest changed by -881 which decreased total open position to 1093
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 398.25, which was 106.5 higher than the previous day. The implied volatity was 13.18, the open interest changed by 337 which increased total open position to 1974
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 291.65, which was -13.95 lower than the previous day. The implied volatity was 13.24, the open interest changed by -15 which decreased total open position to 1637
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 302.95, which was -23.2 lower than the previous day. The implied volatity was 13.35, the open interest changed by 179 which increased total open position to 1652
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 318, which was 60.35 higher than the previous day. The implied volatity was 13.56, the open interest changed by 340 which increased total open position to 1473
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 254.3, which was -33.25 lower than the previous day. The implied volatity was 13.77, the open interest changed by 219 which increased total open position to 1140
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 286.1, which was -34.35 lower than the previous day. The implied volatity was 13.42, the open interest changed by 63 which increased total open position to 932
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 342.15, which was 132.5 higher than the previous day. The implied volatity was 13.58, the open interest changed by 82 which increased total open position to 870
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 209.6, which was -31.2 lower than the previous day. The implied volatity was 13, the open interest changed by 185 which increased total open position to 786
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 240.9, which was -9.9 lower than the previous day. The implied volatity was 13.2, the open interest changed by -10 which decreased total open position to 601
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 248, which was -56.5 lower than the previous day. The implied volatity was 13.13, the open interest changed by 66 which increased total open position to 612
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 320, which was 116 higher than the previous day. The implied volatity was 13.18, the open interest changed by -100 which decreased total open position to 546
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 205.35, which was 34 higher than the previous day. The implied volatity was 12.58, the open interest changed by 374 which increased total open position to 649
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 171.4, which was -6 lower than the previous day. The implied volatity was 12.49, the open interest changed by 56 which increased total open position to 275
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 180.85, which was -24.35 lower than the previous day. The implied volatity was 12.55, the open interest changed by 36 which increased total open position to 220
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 205.65, which was -40.9 lower than the previous day. The implied volatity was 12.9, the open interest changed by 29 which increased total open position to 196
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 247.25, which was -17.75 lower than the previous day. The implied volatity was 12.69, the open interest changed by 41 which increased total open position to 168
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 262.9, which was 27.85 higher than the previous day. The implied volatity was 12.83, the open interest changed by -7 which decreased total open position to 127
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 241.55, which was -21.05 lower than the previous day. The implied volatity was 12.9, the open interest changed by 26 which increased total open position to 133
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 265.2, which was -241.2 lower than the previous day. The implied volatity was 13.31, the open interest changed by -141 which decreased total open position to 108
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 505, which was -105.65 lower than the previous day. The implied volatity was 13.99, the open interest changed by 96 which increased total open position to 249
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 699.9, which was 309.75 higher than the previous day. The implied volatity was 15.19, the open interest changed by 112 which increased total open position to 154
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 387, which was 33.3 higher than the previous day. The implied volatity was 13.29, the open interest changed by 11 which increased total open position to 42
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 353.7, which was -30.1 lower than the previous day. The implied volatity was 13.25, the open interest changed by 26 which increased total open position to 31
