NIFTY
Nifty
Historical option data for NIFTY
02 Apr 2026 04:10 PM IST
| NIFTY 07-Apr-2026 (3d) 25300 CE | ||||||||||||||||
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Delta: 0
Vega: 0.26
Theta: -0.88
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 22713.10 | 0.85 | -0.35 | 33.31 | 22,656 | -1,023 | 2,985 | |||||||||
| 1 Apr | 22679.40 | 1.3 | -1.85 | 31.67 | 80,957 | -559 | 4,008 | |||||||||
| 30 Mar | 22331.40 | 3.8 | -3.5 | 34.57 | 29,669 | -1,058 | 4,567 | |||||||||
| 27 Mar | 22819.60 | 7.5 | -4.55 | 27.35 | 14,752 | 4,043 | 5,625 | |||||||||
| 25 Mar | 23306.45 | 11.2 | -4 | 21.95 | 7,429 | 814 | 1,582 | |||||||||
| 24 Mar | 22912.40 | 17.5 | 3.5 | 26.39 | 1,901 | 423 | 768 | |||||||||
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| 23 Mar | 22512.65 | 11.8 | -3.25 | 27.94 | 798 | -71 | 345 | |||||||||
| 20 Mar | 23114.50 | 15.4 | 0.75 | 20.96 | 575 | -4 | 416 | |||||||||
| 19 Mar | 23002.15 | 16 | -5.95 | 21.64 | 760 | -54 | 420 | |||||||||
| 18 Mar | 23777.80 | 21.9 | -0.3 | 15.38 | 1,213 | 155 | 474 | |||||||||
| 17 Mar | 23581.15 | 18.65 | -12.95 | 16.15 | 806 | 89 | 319 | |||||||||
| 16 Mar | 23408.80 | 30.45 | -4.75 | 19.46 | 350 | 20 | 230 | |||||||||
| 13 Mar | 23151.10 | 36.3 | -11.75 | 20.42 | 397 | -35 | 210 | |||||||||
| 12 Mar | 23639.15 | 47.7 | -27.05 | 17.12 | 427 | 94 | 245 | |||||||||
| 11 Mar | 23866.85 | 69.5 | -48.75 | 16.59 | 305 | 98 | 151 | |||||||||
| 10 Mar | 24261.60 | 123.45 | -122 | 14.98 | 74 | 52 | 53 | |||||||||
| 9 Mar | 24028.05 | 245.45 | -74.5 | - | 0 | 0 | 1 | |||||||||
| 6 Mar | 24450.45 | 245.45 | -74.5 | - | 0 | 1 | 1 | |||||||||
| 5 Mar | 24765.90 | 245.45 | -74.5 | 13.06 | 1 | 0 | 0 | |||||||||
| 4 Mar | 24480.50 | 319.95 | 0 | 1.84 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25300 expiring on 07APR2026
Delta for 25300 CE is 0
Historical price for 25300 CE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 33.31, the open interest changed by -1023 which decreased total open position to 2985
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1.3, which was -1.85 lower than the previous day. The implied volatity was 31.67, the open interest changed by -559 which decreased total open position to 4008
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 3.8, which was -3.5 lower than the previous day. The implied volatity was 34.57, the open interest changed by -1058 which decreased total open position to 4567
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 7.5, which was -4.55 lower than the previous day. The implied volatity was 27.35, the open interest changed by 4043 which increased total open position to 5625
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 11.2, which was -4 lower than the previous day. The implied volatity was 21.95, the open interest changed by 814 which increased total open position to 1582
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 17.5, which was 3.5 higher than the previous day. The implied volatity was 26.39, the open interest changed by 423 which increased total open position to 768
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 11.8, which was -3.25 lower than the previous day. The implied volatity was 27.94, the open interest changed by -71 which decreased total open position to 345
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 15.4, which was 0.75 higher than the previous day. The implied volatity was 20.96, the open interest changed by -4 which decreased total open position to 416
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 16, which was -5.95 lower than the previous day. The implied volatity was 21.64, the open interest changed by -54 which decreased total open position to 420
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 21.9, which was -0.3 lower than the previous day. The implied volatity was 15.38, the open interest changed by 155 which increased total open position to 474
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 18.65, which was -12.95 lower than the previous day. The implied volatity was 16.15, the open interest changed by 89 which increased total open position to 319
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 30.45, which was -4.75 lower than the previous day. The implied volatity was 19.46, the open interest changed by 20 which increased total open position to 230
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 36.3, which was -11.75 lower than the previous day. The implied volatity was 20.42, the open interest changed by -35 which decreased total open position to 210
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 47.7, which was -27.05 lower than the previous day. The implied volatity was 17.12, the open interest changed by 94 which increased total open position to 245
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 69.5, which was -48.75 lower than the previous day. The implied volatity was 16.59, the open interest changed by 98 which increased total open position to 151
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 123.45, which was -122 lower than the previous day. The implied volatity was 14.98, the open interest changed by 52 which increased total open position to 53
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 245.45, which was -74.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 245.45, which was -74.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 245.45, which was -74.5 lower than the previous day. The implied volatity was 13.06, the open interest changed by 0 which decreased total open position to 0
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 319.95, which was 0 lower than the previous day. The implied volatity was 1.84, the open interest changed by 0 which decreased total open position to 0
| NIFTY 07-Apr-2026 (3d) 25300 PE | |||||||
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Delta: -0.94
Vega: 3.15
Theta: -11.56
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 22713.10 | 2602.9 | -24.6 | 57.48 | 9 | -8 | 110 |
| 1 Apr | 22679.40 | 2627.5 | -262.25 | 60.22 | 88 | 3 | 118 |
| 30 Mar | 22331.40 | 2883.45 | 437.85 | 43.48 | 80 | 77 | 115 |
| 27 Mar | 22819.60 | 2449.25 | 464.25 | 40.67 | 25 | 24 | 38 |
| 25 Mar | 23306.45 | 1990 | -380 | 34.55 | 20 | 12 | 14 |
| 24 Mar | 22912.40 | 2370 | 303.25 | 41.76 | 4 | 1 | 2 |
| 23 Mar | 22512.65 | 2072 | 744.95 | - | 0 | 0 | 1 |
| 20 Mar | 23114.50 | 2072 | 744.95 | - | 0 | 0 | 1 |
| 19 Mar | 23002.15 | 2072 | 744.95 | - | 0 | 0 | 1 |
| 18 Mar | 23777.80 | 2072 | 744.95 | - | 0 | 0 | 1 |
| 17 Mar | 23581.15 | 2072 | 744.95 | - | 2 | 1 | 1 |
| 16 Mar | 23408.80 | 2072 | 744.95 | - | 2 | 0 | 0 |
| 13 Mar | 23151.10 | 2072 | 744.95 | 27.66 | 2 | 0 | 1 |
| 12 Mar | 23639.15 | 1327.05 | 736.25 | - | 0 | 1 | 1 |
| 11 Mar | 23866.85 | 1327.05 | 736.25 | 16.2 | 1 | 0 | 0 |
| 10 Mar | 24261.60 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 24028.05 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 24450.45 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 24765.90 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 24480.50 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25300 expiring on 07APR2026
Delta for 25300 PE is -0.94
Historical price for 25300 PE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 2602.9, which was -24.6 lower than the previous day. The implied volatity was 57.48, the open interest changed by -8 which decreased total open position to 110
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 2627.5, which was -262.25 lower than the previous day. The implied volatity was 60.22, the open interest changed by 3 which increased total open position to 118
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 2883.45, which was 437.85 higher than the previous day. The implied volatity was 43.48, the open interest changed by 77 which increased total open position to 115
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 2449.25, which was 464.25 higher than the previous day. The implied volatity was 40.67, the open interest changed by 24 which increased total open position to 38
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1990, which was -380 lower than the previous day. The implied volatity was 34.55, the open interest changed by 12 which increased total open position to 14
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 2370, which was 303.25 higher than the previous day. The implied volatity was 41.76, the open interest changed by 1 which increased total open position to 2
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 2072, which was 744.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 2072, which was 744.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 2072, which was 744.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 2072, which was 744.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 2072, which was 744.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 2072, which was 744.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 2072, which was 744.95 higher than the previous day. The implied volatity was 27.66, the open interest changed by 0 which decreased total open position to 1
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1327.05, which was 736.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1327.05, which was 736.25 higher than the previous day. The implied volatity was 16.2, the open interest changed by 0 which decreased total open position to 0
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
