NIFTY
Nifty
Historical option data for NIFTY
02 Apr 2026 04:10 PM IST
| NIFTY 07-Apr-2026 (4d) 25350 CE | ||||||||||||||||
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Delta: 0
Vega: 0.25
Theta: -0.88
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 22713.10 | 0.85 | -0.3 | 33.86 | 10,997 | -364 | 1,023 | |||||||||
| 1 Apr | 22679.40 | 1.25 | -1.9 | 32.06 | 10,928 | 993 | 1,387 | |||||||||
| 30 Mar | 22331.40 | 4 | -2.95 | 35.29 | 2,423 | 223 | 394 | |||||||||
| 27 Mar | 22819.60 | 6.05 | -5.25 | 26.95 | 744 | 4 | 171 | |||||||||
| 25 Mar | 23306.45 | 10.85 | -4.45 | 22.29 | 1,254 | 109 | 167 | |||||||||
| 24 Mar | 22912.40 | 16.05 | 3.4 | 26.43 | 169 | 12 | 58 | |||||||||
| 23 Mar | 22512.65 | 12.65 | -2 | 28.66 | 29 | 2 | 46 | |||||||||
| 20 Mar | 23114.50 | 15.3 | 1 | 21.33 | 36 | -1 | 44 | |||||||||
| 19 Mar | 23002.15 | 13.4 | -7 | 21.36 | 26 | -7 | 45 | |||||||||
| 18 Mar | 23777.80 | 18 | -8.05 | 15.17 | 82 | 18 | 52 | |||||||||
| 17 Mar | 23581.15 | 25.85 | -6.2 | 17.89 | 79 | -4 | 34 | |||||||||
| 16 Mar | 23408.80 | 32.05 | -3.55 | 20.08 | 12 | -1 | 38 | |||||||||
| 13 Mar | 23151.10 | 36.25 | -10.25 | 20.79 | 42 | 6 | 39 | |||||||||
| 12 Mar | 23639.15 | 43.4 | -23.9 | 17.11 | 140 | 21 | 33 | |||||||||
| 11 Mar | 23866.85 | 65 | -235.75 | 16.69 | 82 | 12 | 12 | |||||||||
| 10 Mar | 24261.60 | 300.75 | 0 | 2.97 | 0 | 0 | 0 | |||||||||
| 9 Mar | 24028.05 | 300.75 | 0 | 3.83 | 0 | 0 | 0 | |||||||||
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| 6 Mar | 24450.45 | 300.75 | 0 | 2.11 | 0 | 0 | 0 | |||||||||
| 5 Mar | 24765.90 | 300.75 | 0 | 1.29 | 0 | 0 | 0 | |||||||||
| 4 Mar | 24480.50 | 300.75 | 0 | 1.99 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25350 expiring on 07APR2026
Delta for 25350 CE is 0
Historical price for 25350 CE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 0.85, which was -0.3 lower than the previous day. The implied volatity was 33.86, the open interest changed by -364 which decreased total open position to 1023
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1.25, which was -1.9 lower than the previous day. The implied volatity was 32.06, the open interest changed by 993 which increased total open position to 1387
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 4, which was -2.95 lower than the previous day. The implied volatity was 35.29, the open interest changed by 223 which increased total open position to 394
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 6.05, which was -5.25 lower than the previous day. The implied volatity was 26.95, the open interest changed by 4 which increased total open position to 171
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 10.85, which was -4.45 lower than the previous day. The implied volatity was 22.29, the open interest changed by 109 which increased total open position to 167
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 16.05, which was 3.4 higher than the previous day. The implied volatity was 26.43, the open interest changed by 12 which increased total open position to 58
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 12.65, which was -2 lower than the previous day. The implied volatity was 28.66, the open interest changed by 2 which increased total open position to 46
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 15.3, which was 1 higher than the previous day. The implied volatity was 21.33, the open interest changed by -1 which decreased total open position to 44
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 13.4, which was -7 lower than the previous day. The implied volatity was 21.36, the open interest changed by -7 which decreased total open position to 45
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 18, which was -8.05 lower than the previous day. The implied volatity was 15.17, the open interest changed by 18 which increased total open position to 52
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 25.85, which was -6.2 lower than the previous day. The implied volatity was 17.89, the open interest changed by -4 which decreased total open position to 34
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 32.05, which was -3.55 lower than the previous day. The implied volatity was 20.08, the open interest changed by -1 which decreased total open position to 38
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 36.25, which was -10.25 lower than the previous day. The implied volatity was 20.79, the open interest changed by 6 which increased total open position to 39
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 43.4, which was -23.9 lower than the previous day. The implied volatity was 17.11, the open interest changed by 21 which increased total open position to 33
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 65, which was -235.75 lower than the previous day. The implied volatity was 16.69, the open interest changed by 12 which increased total open position to 12
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 300.75, which was 0 lower than the previous day. The implied volatity was 2.97, 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 300.75, which was 0 lower than the previous day. The implied volatity was 3.83, 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 300.75, which was 0 lower than the previous day. The implied volatity was 2.11, 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 300.75, which was 0 lower than the previous day. The implied volatity was 1.29, 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 300.75, which was 0 lower than the previous day. The implied volatity was 1.99, the open interest changed by 0 which decreased total open position to 0
| NIFTY 07-Apr-2026 (4d) 25350 PE | |||||||
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Delta: -0.88
Vega: 5.43
Theta: -35.84
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 22713.10 | 2736.25 | 1343.6 | 77.47 | 4 | 1 | 2 |
| 1 Apr | 22679.40 | 1392.65 | 771.4 | - | 0 | 0 | 1 |
| 30 Mar | 22331.40 | 1392.65 | 771.4 | - | 0 | 0 | 1 |
| 27 Mar | 22819.60 | 1392.65 | 771.4 | - | 0 | 0 | 1 |
| 25 Mar | 23306.45 | 1392.65 | 771.4 | - | 0 | 0 | 1 |
| 24 Mar | 22912.40 | 1392.65 | 771.4 | - | 0 | 0 | 1 |
| 23 Mar | 22512.65 | 1392.65 | 771.4 | - | 0 | 0 | 1 |
| 20 Mar | 23114.50 | 1392.65 | 771.4 | - | 0 | 0 | 1 |
| 19 Mar | 23002.15 | 1392.65 | 771.4 | - | 0 | 0 | 1 |
| 18 Mar | 23777.80 | 1392.65 | 771.4 | - | 0 | 0 | 1 |
| 17 Mar | 23581.15 | 1392.65 | 771.4 | - | 0 | 1 | 1 |
| 16 Mar | 23408.80 | 1392.65 | 771.4 | - | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 1392.65 | 771.4 | - | 0 | 0 | 1 |
| 12 Mar | 23639.15 | 1392.65 | 771.4 | - | 0 | 1 | 1 |
| 11 Mar | 23866.85 | 1392.65 | 771.4 | 17.78 | 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 25350 expiring on 07APR2026
Delta for 25350 PE is -0.88
Historical price for 25350 PE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 2736.25, which was 1343.6 higher than the previous day. The implied volatity was 77.47, the open interest changed by 1 which increased total open position to 2
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1392.65, which was 771.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1392.65, which was 771.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1392.65, which was 771.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1392.65, which was 771.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1392.65, which was 771.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1392.65, which was 771.4 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 1392.65, which was 771.4 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 1392.65, which was 771.4 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 1392.65, which was 771.4 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 1392.65, which was 771.4 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 1392.65, which was 771.4 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 1392.65, which was 771.4 higher than the previous day. The implied volatity was -, 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 1392.65, which was 771.4 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 1392.65, which was 771.4 higher than the previous day. The implied volatity was 17.78, 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
