NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:31 PM IST
| NIFTY 28-Apr-2026 (4d) 25350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.01
Theta: -2.12
Gamma: 0.00005
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23869.65 | 2.3 | -1.1500000000000004 | 23.49 | 1,08,338 | -5,136 | 16,778 | |||||||||
| 23 Apr | 24173.05 | 3.4 | -5.299999999999999 | 18.49 | 1,33,412 | 11,781 | 21,970 | |||||||||
| 22 Apr | 24378.10 | 8.5 | -11.55 | 16.62 | 1,20,086 | 4,979 | 10,691 | |||||||||
| 21 Apr | 24576.60 | 22.2 | 4.399999999999999 | 15.48 | 24,700 | 2,873 | 5,711 | |||||||||
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| 20 Apr | 24364.85 | 17.55 | 1.1500000000000021 | 17.21 | 18,703 | 953 | 2,886 | |||||||||
| 17 Apr | 24353.55 | 17.9 | 2.1499999999999986 | 14.23 | 7,132 | 237 | 1,931 | |||||||||
| 16 Apr | 24196.75 | 16.2 | -2 | 15.42 | 6,134 | 394 | 1,697 | |||||||||
| 15 Apr | 24231.30 | 18.25 | 4.699999999999999 | 14.84 | 4,312 | -256 | 1,344 | |||||||||
| 13 Apr | 23842.65 | 13.95 | -11.100000000000001 | 16.83 | 3,334 | 983 | 1,583 | |||||||||
| 10 Apr | 24050.60 | 26 | 1.9499999999999993 | 15.09 | 1,136 | -110 | 599 | |||||||||
| 9 Apr | 23775.10 | 23.2 | -11.099999999999998 | 16.92 | 1,423 | 457 | 713 | |||||||||
| 8 Apr | 23997.35 | 36.35 | 19.55 | 15.44 | 459 | 253 | 260 | |||||||||
| 7 Apr | 23123.65 | 20 | 0.85 | 20.63 | 184 | 265 | 272 | |||||||||
| 6 Apr | 22968.25 | 19.4 | 1.7 | 21.41 | 153 | -779 | 236 | |||||||||
| 2 Apr | 22713.10 | 15.25 | -5.65 | 20.58 | 91 | -1,187 | 197 | |||||||||
| 1 Apr | 22679.40 | 20.8 | -9.9 | 21.28 | 240 | 164 | 178 | |||||||||
| 30 Mar | 22331.40 | 34.15 | -10.85 | 25.4 | 104 | 126 | 126 | |||||||||
| 27 Mar | 22819.60 | 44.5 | -18.65 | 21.51 | 79 | 13 | 139 | |||||||||
| 25 Mar | 23306.45 | 59.7 | -4.55 | 18.56 | 129 | -16 | 125 | |||||||||
| 24 Mar | 22912.40 | 66 | 17.65 | 21.49 | 179 | 141 | 141 | |||||||||
| 23 Mar | 22512.65 | 51.25 | -3.9 | 23.32 | 175 | -30 | 100 | |||||||||
| 20 Mar | 23114.50 | 53.85 | 2.65 | 17.89 | 130 | 108 | 127 | |||||||||
| 19 Mar | 23002.15 | 56 | -22.25 | 18.12 | 177 | 49 | 90 | |||||||||
| 18 Mar | 23777.80 | 76.85 | -6.4 | 14.23 | 321 | 89 | 159 | |||||||||
| 17 Mar | 23581.15 | 83.25 | -5.8 | 15.99 | 84 | 33 | 72 | |||||||||
| 16 Mar | 23408.80 | 86.75 | 0.85 | 17.48 | 245 | -5 | 59 | |||||||||
| 13 Mar | 23151.10 | 86.55 | -41.1 | 18.12 | 391 | 64 | 64 | |||||||||
| 12 Mar | 23639.15 | 122.6 | -49.35 | 16.22 | 407 | 119 | 119 | |||||||||
| 11 Mar | 23866.85 | 163.95 | -78.2 | 16.03 | 330 | -43 | 154 | |||||||||
| 10 Mar | 24261.60 | 245.6 | -20.2 | 14.74 | 110 | 197 | 197 | |||||||||
| 9 Mar | 24028.05 | 272.05 | -39.65 | 18.07 | 276 | 178 | 178 | |||||||||
| 6 Mar | 24450.45 | 310 | -79.55 | 14.05 | 42 | -6 | 140 | |||||||||
| 5 Mar | 24765.90 | 387.4 | 37.05 | 13.1 | 37 | 145 | 145 | |||||||||
| 4 Mar | 24480.50 | 335.05 | -102.3 | 14.32 | 146 | 64 | 139 | |||||||||
| 2 Mar | 24865.70 | 431.6 | -133.8 | 12.3 | 141 | -3 | 74 | |||||||||
| 27 Feb | 25178.65 | 562.05 | -183.7 | 10.57 | 124 | 14 | 78 | |||||||||
| 26 Feb | 25496.55 | 745.75 | -75.65 | 9.8 | 7 | -2 | 62 | |||||||||
| 25 Feb | 25482.50 | 821.4 | 96.4 | 12 | 28 | 3 | 65 | |||||||||
| 24 Feb | 25424.65 | 725 | -171.1 | 9.46 | 35 | 29 | 61 | |||||||||
| 23 Feb | 25713.00 | 896.1 | 11.3 | 8.78 | 2 | 0 | 33 | |||||||||
| 20 Feb | 25571.25 | 884.8 | 112.4 | 10.93 | 21 | 9 | 21 | |||||||||
| 19 Feb | 25454.35 | 764.3 | -223.9 | 10.38 | 4 | 2 | 13 | |||||||||
| 18 Feb | 25819.35 | 988.2 | 40.65 | 7.72 | 2 | 1 | 10 | |||||||||
| 17 Feb | 25725.40 | 947.55 | 17.85 | 8.69 | 4 | 2 | 10 | |||||||||
| 16 Feb | 25682.75 | 929.7 | 103.75 | 8.77 | 2 | 1 | 7 | |||||||||
| 13 Feb | 25471.10 | 825.95 | -195.55 | 10 | 2 | 0 | 6 | |||||||||
| 12 Feb | 25807.20 | 1019.55 | -96 | 7.5 | 2 | 0 | 5 | |||||||||
| 11 Feb | 25953.85 | 1112.9 | 3.75 | - | 2 | 0 | 4 | |||||||||
| 10 Feb | 25935.15 | 1109.15 | 43.85 | 5.68 | 1 | 0 | 5 | |||||||||
| 9 Feb | 25867.30 | 1065.3 | 145.35 | 5.7 | 2 | 0 | 6 | |||||||||
| 6 Feb | 25693.70 | 919.95 | -32.4 | 6.1 | 2 | -1 | 5 | |||||||||
| 5 Feb | 25642.80 | 952.35 | -113.65 | 8.03 | 2 | -1 | 5 | |||||||||
| 4 Feb | 25776.00 | 1066 | 49 | 8.88 | 2 | 0 | 6 | |||||||||
| 3 Feb | 25727.55 | 1017 | 401.2 | 7.67 | 1 | 0 | 5 | |||||||||
| 2 Feb | 25088.40 | 615.8 | 105.4 | 9.2 | 5 | -2 | 4 | |||||||||
| 1 Feb | 24825.45 | 510.4 | -244 | 10.57 | 8 | 0 | 5 | |||||||||
| 30 Jan | 25320.65 | 754.4 | -129.75 | 8.27 | 8 | 3 | 4 | |||||||||
| 29 Jan | 25418.90 | 884.15 | 87 | 9.51 | 1 | 0 | 0 | |||||||||
For Nifty - strike price 25350 expiring on 28APR2026
Delta for 25350 CE is 0.01
Historical price for 25350 CE is as follows
On 24 Apr NIFTY was trading at 23869.65. The strike last trading price was 2.3, which was -1.1500000000000004 lower than the previous day. The implied volatity was 23.49, the open interest changed by -5136 which decreased total open position to 16778
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 3.4, which was -5.299999999999999 lower than the previous day. The implied volatity was 18.49, the open interest changed by 11781 which increased total open position to 21970
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 8.5, which was -11.55 lower than the previous day. The implied volatity was 16.62, the open interest changed by 4979 which increased total open position to 10691
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 22.2, which was 4.399999999999999 higher than the previous day. The implied volatity was 15.48, the open interest changed by 2873 which increased total open position to 5711
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 17.55, which was 1.1500000000000021 higher than the previous day. The implied volatity was 17.21, the open interest changed by 953 which increased total open position to 2886
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 17.9, which was 2.1499999999999986 higher than the previous day. The implied volatity was 14.23, the open interest changed by 237 which increased total open position to 1931
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 16.2, which was -2 lower than the previous day. The implied volatity was 15.42, the open interest changed by 394 which increased total open position to 1697
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 18.25, which was 4.699999999999999 higher than the previous day. The implied volatity was 14.84, the open interest changed by -256 which decreased total open position to 1344
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 13.95, which was -11.100000000000001 lower than the previous day. The implied volatity was 16.83, the open interest changed by 983 which increased total open position to 1583
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 26, which was 1.9499999999999993 higher than the previous day. The implied volatity was 15.09, the open interest changed by -110 which decreased total open position to 599
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 23.2, which was -11.099999999999998 lower than the previous day. The implied volatity was 16.92, the open interest changed by 457 which increased total open position to 713
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 36.35, which was 19.55 higher than the previous day. The implied volatity was 15.44, the open interest changed by 253 which increased total open position to 260
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 20, which was 0.85 higher than the previous day. The implied volatity was 20.63, the open interest changed by 265 which increased total open position to 272
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 19.4, which was 1.7 higher than the previous day. The implied volatity was 21.41, the open interest changed by -779 which decreased total open position to 236
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 15.25, which was -5.65 lower than the previous day. The implied volatity was 20.58, the open interest changed by -1187 which decreased total open position to 197
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 20.8, which was -9.9 lower than the previous day. The implied volatity was 21.28, the open interest changed by 164 which increased total open position to 178
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 34.15, which was -10.85 lower than the previous day. The implied volatity was 25.4, the open interest changed by 126 which increased total open position to 126
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 44.5, which was -18.65 lower than the previous day. The implied volatity was 21.51, the open interest changed by 13 which increased total open position to 139
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 59.7, which was -4.55 lower than the previous day. The implied volatity was 18.56, the open interest changed by -16 which decreased total open position to 125
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 66, which was 17.65 higher than the previous day. The implied volatity was 21.49, the open interest changed by 141 which increased total open position to 141
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 51.25, which was -3.9 lower than the previous day. The implied volatity was 23.32, the open interest changed by -30 which decreased total open position to 100
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 53.85, which was 2.65 higher than the previous day. The implied volatity was 17.89, the open interest changed by 108 which increased total open position to 127
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 56, which was -22.25 lower than the previous day. The implied volatity was 18.12, the open interest changed by 49 which increased total open position to 90
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 76.85, which was -6.4 lower than the previous day. The implied volatity was 14.23, the open interest changed by 89 which increased total open position to 159
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 83.25, which was -5.8 lower than the previous day. The implied volatity was 15.99, the open interest changed by 33 which increased total open position to 72
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 86.75, which was 0.85 higher than the previous day. The implied volatity was 17.48, the open interest changed by -5 which decreased total open position to 59
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 86.55, which was -41.1 lower than the previous day. The implied volatity was 18.12, the open interest changed by 64 which increased total open position to 64
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 122.6, which was -49.35 lower than the previous day. The implied volatity was 16.22, the open interest changed by 119 which increased total open position to 119
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 163.95, which was -78.2 lower than the previous day. The implied volatity was 16.03, the open interest changed by -43 which decreased total open position to 154
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 245.6, which was -20.2 lower than the previous day. The implied volatity was 14.74, the open interest changed by 197 which increased total open position to 197
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 272.05, which was -39.65 lower than the previous day. The implied volatity was 18.07, the open interest changed by 178 which increased total open position to 178
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 310, which was -79.55 lower than the previous day. The implied volatity was 14.05, the open interest changed by -6 which decreased total open position to 140
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 387.4, which was 37.05 higher than the previous day. The implied volatity was 13.1, the open interest changed by 145 which increased total open position to 145
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 335.05, which was -102.3 lower than the previous day. The implied volatity was 14.32, the open interest changed by 64 which increased total open position to 139
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 431.6, which was -133.8 lower than the previous day. The implied volatity was 12.3, the open interest changed by -3 which decreased total open position to 74
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 562.05, which was -183.7 lower than the previous day. The implied volatity was 10.57, the open interest changed by 14 which increased total open position to 78
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 745.75, which was -75.65 lower than the previous day. The implied volatity was 9.8, the open interest changed by -2 which decreased total open position to 62
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 821.4, which was 96.4 higher than the previous day. The implied volatity was 12, the open interest changed by 3 which increased total open position to 65
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 725, which was -171.1 lower than the previous day. The implied volatity was 9.46, the open interest changed by 29 which increased total open position to 61
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 896.1, which was 11.3 higher than the previous day. The implied volatity was 8.78, the open interest changed by 0 which decreased total open position to 33
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 884.8, which was 112.4 higher than the previous day. The implied volatity was 10.93, the open interest changed by 9 which increased total open position to 21
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 764.3, which was -223.9 lower than the previous day. The implied volatity was 10.38, the open interest changed by 2 which increased total open position to 13
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 988.2, which was 40.65 higher than the previous day. The implied volatity was 7.72, the open interest changed by 1 which increased total open position to 10
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 947.55, which was 17.85 higher than the previous day. The implied volatity was 8.69, the open interest changed by 2 which increased total open position to 10
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 929.7, which was 103.75 higher than the previous day. The implied volatity was 8.77, the open interest changed by 1 which increased total open position to 7
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 825.95, which was -195.55 lower than the previous day. The implied volatity was 10, 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 1019.55, which was -96 lower than the previous day. The implied volatity was 7.5, 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 1112.9, which was 3.75 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 1109.15, which was 43.85 higher than the previous day. The implied volatity was 5.68, 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 1065.3, which was 145.35 higher than the previous day. The implied volatity was 5.7, the open interest changed by 0 which decreased total open position to 6
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 919.95, which was -32.4 lower than the previous day. The implied volatity was 6.1, the open interest changed by -1 which decreased total open position to 5
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 952.35, which was -113.65 lower than the previous day. The implied volatity was 8.03, 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 1066, which was 49 higher than the previous day. The implied volatity was 8.88, 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 1017, which was 401.2 higher than the previous day. The implied volatity was 7.67, the open interest changed by 0 which decreased total open position to 5
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 615.8, which was 105.4 higher than the previous day. The implied volatity was 9.2, the open interest changed by -2 which decreased total open position to 4
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 510.4, which was -244 lower than the previous day. The implied volatity was 10.57, the open interest changed by 0 which decreased total open position to 5
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 754.4, which was -129.75 lower than the previous day. The implied volatity was 8.27, the open interest changed by 3 which increased total open position to 4
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 884.15, which was 87 higher than the previous day. The implied volatity was 9.51, the open interest changed by 0 which decreased total open position to 0
| NIFTY 28-Apr-2026 (4d) 25350 PE | |||||||
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Delta: -0.91
Vega: 0.05
Theta: -9.1
Gamma: 0.00019
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23869.65 | 1201.15 | 1201.15 | 28.39 | 0 | 0 | 70 |
| 23 Apr | 24173.05 | 1201.15 | 230.5000000000001 | 28.39 | 14 | 1 | 71 |
| 22 Apr | 24378.10 | 967 | 164.79999999999995 | 19.25 | 44 | 1 | 70 |
| 21 Apr | 24576.60 | 802.2 | -120.39999999999998 | 17.58 | 16 | 2 | 69 |
| 20 Apr | 24364.85 | 922.6 | -168.39999999999998 | 16.58 | 4 | 0 | 67 |
| 17 Apr | 24353.55 | 1091 | -31 | 20.02 | 1 | 0 | 67 |
| 16 Apr | 24196.75 | 1122 | 1122 | 18.65 | 0 | 0 | 67 |
| 15 Apr | 24231.30 | 1122 | -377 | 18.65 | 18 | -2 | 68 |
| 13 Apr | 23842.65 | 1499 | 1499 | - | 0 | 0 | 70 |
| 10 Apr | 24050.60 | 1499 | 1499 | 13.76 | 0 | 0 | 70 |
| 9 Apr | 23775.10 | 1499 | 61.75 | 13.76 | 4 | -1 | 70 |
| 8 Apr | 23997.35 | 1437.25 | -1659.55 | 29.38 | 2 | 68 | 72 |
| 7 Apr | 23123.65 | 3096.8 | 651.5 | - | 0 | 68 | 72 |
| 6 Apr | 22968.25 | 3096.8 | 651.5 | - | 0 | 72 | 72 |
| 2 Apr | 22713.10 | 3096.8 | 651.5 | 61.37 | 2 | 0 | 72 |
| 1 Apr | 22679.40 | 2445.3 | -299.7 | 9.93 | 3 | 0 | 74 |
| 30 Mar | 22331.40 | 2745 | 294.65 | 19.21 | 8 | 76 | 76 |
| 27 Mar | 22819.60 | 2580 | 657 | 37.6 | 19 | 78 | 78 |
| 25 Mar | 23306.45 | 1927.65 | -270 | 22.58 | 16 | -14 | 73 |
| 24 Mar | 22912.40 | 2197.65 | 111.75 | 19.82 | 10 | 88 | 88 |
| 23 Mar | 22512.65 | 2082.05 | -23.55 | - | 0 | 92 | 92 |
| 20 Mar | 23114.50 | 2082.05 | -23.55 | 23.32 | 8 | 96 | 97 |
| 19 Mar | 23002.15 | 2105.3 | 355.3 | 22.54 | 17 | 99 | 99 |
| 18 Mar | 23777.80 | 1750 | -290 | - | 0 | 100 | 101 |
| 17 Mar | 23581.15 | 1750 | -290 | 23.73 | 4 | 101 | 101 |
| 16 Mar | 23408.80 | 2040 | 23 | 29.08 | 8 | -5 | 104 |
| 13 Mar | 23151.10 | 2017 | 625.85 | 21.77 | 13 | -7 | 114 |
| 12 Mar | 23639.15 | 1388.4 | 340.05 | - | 0 | 0 | 121 |
| 11 Mar | 23866.85 | 1388.4 | 340.05 | 18.17 | 8 | 129 | 129 |
| 10 Mar | 24261.60 | 1048.35 | -213.85 | 17.22 | 4 | 129 | 129 |
| 9 Mar | 24028.05 | 1269.9 | 339.85 | 18.03 | 12 | 132 | 132 |
| 6 Mar | 24450.45 | 941 | 248.15 | 17.32 | 6 | 1 | 138 |
| 5 Mar | 24765.90 | 692.85 | -221.05 | 14.8 | 30 | -4 | 138 |
| 4 Mar | 24480.50 | 915 | 285.45 | 16.65 | 53 | -19 | 147 |
| 2 Mar | 24865.70 | 609.2 | 176.6 | 14.12 | 358 | -58 | 170 |
| 27 Feb | 25178.65 | 410.45 | 103.5 | 12.93 | 241 | -41 | 229 |
| 26 Feb | 25496.55 | 304.3 | -14.75 | 13.13 | 28 | -9 | 270 |
| 25 Feb | 25482.50 | 318 | -16 | 13.29 | 63 | 10 | 280 |
| 24 Feb | 25424.65 | 336.15 | 65.55 | 13.58 | 89 | 47 | 271 |
| 23 Feb | 25713.00 | 270.6 | -8.25 | 13.82 | 75 | 35 | 223 |
| 20 Feb | 25571.25 | 278.85 | -77 | 12.82 | 67 | 40 | 188 |
| 19 Feb | 25454.35 | 355.85 | 130.25 | 13.48 | 14 | 8 | 148 |
| 18 Feb | 25819.35 | 225.6 | -25.95 | 13.07 | 34 | 1 | 140 |
| 17 Feb | 25725.40 | 252.5 | -42.1 | 13.14 | 49 | 36 | 137 |
| 16 Feb | 25682.75 | 294.6 | -12 | 13.95 | 44 | 12 | 100 |
| 13 Feb | 25471.10 | 306.6 | 85.8 | 12.45 | 44 | 20 | 87 |
| 12 Feb | 25807.20 | 220.8 | 38.6 | 12.66 | 21 | 9 | 67 |
| 11 Feb | 25953.85 | 182.2 | -5.4 | 12.47 | 11 | 7 | 58 |
| 10 Feb | 25935.15 | 187.6 | -29.4 | 12.43 | 35 | 16 | 49 |
| 9 Feb | 25867.30 | 217 | -74.65 | 12.87 | 10 | 5 | 33 |
| 6 Feb | 25693.70 | 291.65 | 13.3 | 13.45 | 3 | -1 | 28 |
| 5 Feb | 25642.80 | 278.35 | 36.15 | 12.87 | 2 | 0 | 31 |
| 4 Feb | 25776.00 | 242.2 | -49.9 | 12.58 | 7 | 5 | 30 |
| 3 Feb | 25727.55 | 292.1 | -300.05 | 13.63 | 5 | 0 | 25 |
| 2 Feb | 25088.40 | 592.15 | 98.55 | 15.39 | 3 | -1 | 26 |
| 1 Feb | 24825.45 | 493.6 | 77.95 | 10.35 | 36 | 18 | 26 |
| 30 Jan | 25320.65 | 415.65 | 44.65 | 13.52 | 2 | -1 | 9 |
| 29 Jan | 25418.90 | 373.65 | -209.9 | 13.31 | 10 | 9 | 9 |
For Nifty - strike price 25350 expiring on 28APR2026
Delta for 25350 PE is -0.91
Historical price for 25350 PE is as follows
On 24 Apr NIFTY was trading at 23869.65. The strike last trading price was 1201.15, which was 1201.15 higher than the previous day. The implied volatity was 28.39, the open interest changed by 0 which decreased total open position to 70
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1201.15, which was 230.5000000000001 higher than the previous day. The implied volatity was 28.39, the open interest changed by 1 which increased total open position to 71
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 967, which was 164.79999999999995 higher than the previous day. The implied volatity was 19.25, the open interest changed by 1 which increased total open position to 70
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 802.2, which was -120.39999999999998 lower than the previous day. The implied volatity was 17.58, the open interest changed by 2 which increased total open position to 69
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 922.6, which was -168.39999999999998 lower than the previous day. The implied volatity was 16.58, the open interest changed by 0 which decreased total open position to 67
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1091, which was -31 lower than the previous day. The implied volatity was 20.02, the open interest changed by 0 which decreased total open position to 67
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1122, which was 1122 higher than the previous day. The implied volatity was 18.65, the open interest changed by 0 which decreased total open position to 67
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1122, which was -377 lower than the previous day. The implied volatity was 18.65, the open interest changed by -2 which decreased total open position to 68
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1499, which was 1499 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 70
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1499, which was 1499 higher than the previous day. The implied volatity was 13.76, the open interest changed by 0 which decreased total open position to 70
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1499, which was 61.75 higher than the previous day. The implied volatity was 13.76, the open interest changed by -1 which decreased total open position to 70
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1437.25, which was -1659.55 lower than the previous day. The implied volatity was 29.38, the open interest changed by 68 which increased total open position to 72
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 3096.8, which was 651.5 higher than the previous day. The implied volatity was -, the open interest changed by 68 which increased total open position to 72
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 3096.8, which was 651.5 higher than the previous day. The implied volatity was -, the open interest changed by 72 which increased total open position to 72
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 3096.8, which was 651.5 higher than the previous day. The implied volatity was 61.37, the open interest changed by 0 which decreased total open position to 72
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 2445.3, which was -299.7 lower than the previous day. The implied volatity was 9.93, the open interest changed by 0 which decreased total open position to 74
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 2745, which was 294.65 higher than the previous day. The implied volatity was 19.21, the open interest changed by 76 which increased total open position to 76
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 2580, which was 657 higher than the previous day. The implied volatity was 37.6, the open interest changed by 78 which increased total open position to 78
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1927.65, which was -270 lower than the previous day. The implied volatity was 22.58, the open interest changed by -14 which decreased total open position to 73
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 2197.65, which was 111.75 higher than the previous day. The implied volatity was 19.82, the open interest changed by 88 which increased total open position to 88
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 2082.05, which was -23.55 lower than the previous day. The implied volatity was -, the open interest changed by 92 which increased total open position to 92
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 2082.05, which was -23.55 lower than the previous day. The implied volatity was 23.32, the open interest changed by 96 which increased total open position to 97
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 2105.3, which was 355.3 higher than the previous day. The implied volatity was 22.54, the open interest changed by 99 which increased total open position to 99
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1750, which was -290 lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 101
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1750, which was -290 lower than the previous day. The implied volatity was 23.73, the open interest changed by 101 which increased total open position to 101
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 2040, which was 23 higher than the previous day. The implied volatity was 29.08, the open interest changed by -5 which decreased total open position to 104
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 2017, which was 625.85 higher than the previous day. The implied volatity was 21.77, the open interest changed by -7 which decreased total open position to 114
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1388.4, which was 340.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 121
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1388.4, which was 340.05 higher than the previous day. The implied volatity was 18.17, the open interest changed by 129 which increased total open position to 129
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1048.35, which was -213.85 lower than the previous day. The implied volatity was 17.22, the open interest changed by 129 which increased total open position to 129
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1269.9, which was 339.85 higher than the previous day. The implied volatity was 18.03, the open interest changed by 132 which increased total open position to 132
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 941, which was 248.15 higher than the previous day. The implied volatity was 17.32, the open interest changed by 1 which increased total open position to 138
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 692.85, which was -221.05 lower than the previous day. The implied volatity was 14.8, the open interest changed by -4 which decreased total open position to 138
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 915, which was 285.45 higher than the previous day. The implied volatity was 16.65, the open interest changed by -19 which decreased total open position to 147
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 609.2, which was 176.6 higher than the previous day. The implied volatity was 14.12, the open interest changed by -58 which decreased total open position to 170
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 410.45, which was 103.5 higher than the previous day. The implied volatity was 12.93, the open interest changed by -41 which decreased total open position to 229
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 304.3, which was -14.75 lower than the previous day. The implied volatity was 13.13, the open interest changed by -9 which decreased total open position to 270
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 318, which was -16 lower than the previous day. The implied volatity was 13.29, the open interest changed by 10 which increased total open position to 280
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 336.15, which was 65.55 higher than the previous day. The implied volatity was 13.58, the open interest changed by 47 which increased total open position to 271
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 270.6, which was -8.25 lower than the previous day. The implied volatity was 13.82, the open interest changed by 35 which increased total open position to 223
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 278.85, which was -77 lower than the previous day. The implied volatity was 12.82, the open interest changed by 40 which increased total open position to 188
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 355.85, which was 130.25 higher than the previous day. The implied volatity was 13.48, the open interest changed by 8 which increased total open position to 148
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 225.6, which was -25.95 lower than the previous day. The implied volatity was 13.07, the open interest changed by 1 which increased total open position to 140
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 252.5, which was -42.1 lower than the previous day. The implied volatity was 13.14, the open interest changed by 36 which increased total open position to 137
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 294.6, which was -12 lower than the previous day. The implied volatity was 13.95, the open interest changed by 12 which increased total open position to 100
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 306.6, which was 85.8 higher than the previous day. The implied volatity was 12.45, the open interest changed by 20 which increased total open position to 87
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 220.8, which was 38.6 higher than the previous day. The implied volatity was 12.66, the open interest changed by 9 which increased total open position to 67
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 182.2, which was -5.4 lower than the previous day. The implied volatity was 12.47, the open interest changed by 7 which increased total open position to 58
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 187.6, which was -29.4 lower than the previous day. The implied volatity was 12.43, the open interest changed by 16 which increased total open position to 49
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 217, which was -74.65 lower than the previous day. The implied volatity was 12.87, the open interest changed by 5 which increased total open position to 33
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 291.65, which was 13.3 higher than the previous day. The implied volatity was 13.45, the open interest changed by -1 which decreased total open position to 28
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 278.35, which was 36.15 higher than the previous day. The implied volatity was 12.87, the open interest changed by 0 which decreased total open position to 31
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 242.2, which was -49.9 lower than the previous day. The implied volatity was 12.58, the open interest changed by 5 which increased total open position to 30
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 292.1, which was -300.05 lower than the previous day. The implied volatity was 13.63, the open interest changed by 0 which decreased total open position to 25
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 592.15, which was 98.55 higher than the previous day. The implied volatity was 15.39, the open interest changed by -1 which decreased total open position to 26
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 493.6, which was 77.95 higher than the previous day. The implied volatity was 10.35, the open interest changed by 18 which increased total open position to 26
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 415.65, which was 44.65 higher than the previous day. The implied volatity was 13.52, the open interest changed by -1 which decreased total open position to 9
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 373.65, which was -209.9 lower than the previous day. The implied volatity was 13.31, the open interest changed by 9 which increased total open position to 9
