NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:30 PM IST
| NIFTY 28-Apr-2026 (4d) 25400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.01
Theta: -2.06
Gamma: 0.00004
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23878.45 | 2.2 | -0.7999999999999998 | 23.89 | 2,45,824 | 11,803 | 58,980 | |||||||||
| 23 Apr | 24173.05 | 2.95 | -4.1499999999999995 | 18.76 | 3,64,527 | 10,255 | 47,491 | |||||||||
| 22 Apr | 24378.10 | 6.9 | -9.1 | 16.66 | 2,82,378 | 17,466 | 38,135 | |||||||||
| 21 Apr | 24576.60 | 17.6 | 2.900000000000002 | 15.35 | 87,652 | 7,422 | 20,728 | |||||||||
| 20 Apr | 24364.85 | 14.7 | 0.6499999999999986 | 17.26 | 62,511 | 3,805 | 13,340 | |||||||||
| 17 Apr | 24353.55 | 16 | 2.3499999999999996 | 14.45 | 24,458 | 2,815 | 9,513 | |||||||||
| 16 Apr | 24196.75 | 13.8 | -2.1999999999999993 | 15.44 | 16,633 | 846 | 6,699 | |||||||||
| 15 Apr | 24231.30 | 15.55 | 3.6000000000000014 | 14.84 | 16,546 | 1,340 | 5,856 | |||||||||
| 13 Apr | 23842.65 | 11.9 | -10.85 | 16.7 | 9,090 | 628 | 4,547 | |||||||||
| 10 Apr | 24050.60 | 23.25 | 1.6000000000000014 | 15.17 | 9,287 | 746 | 3,970 | |||||||||
| 9 Apr | 23775.10 | 21.45 | -9.95 | 17.03 | 6,410 | 628 | 3,252 | |||||||||
| 8 Apr | 23997.35 | 33.8 | 19 | 15.59 | 7,667 | 393 | 2,634 | |||||||||
| 7 Apr | 23123.65 | 14.85 | -2.3 | 19.88 | 1,847 | 754 | 2,480 | |||||||||
| 6 Apr | 22968.25 | 17.45 | 1.45 | 21.36 | 1,514 | 322 | 2,275 | |||||||||
| 2 Apr | 22713.10 | 16.3 | -3.7 | 21.14 | 2,596 | 1,342 | 1,961 | |||||||||
| 1 Apr | 22679.40 | 19.05 | -9.3 | 21.25 | 4,207 | 1,681 | 1,998 | |||||||||
| 30 Mar | 22331.40 | 28.5 | -14.1 | 24.84 | 2,200 | -161 | 2,118 | |||||||||
| 27 Mar | 22819.60 | 43.65 | -16.05 | 21.75 | 3,713 | 2,254 | 2,254 | |||||||||
| 25 Mar | 23306.45 | 56.3 | -4.35 | 18.63 | 1,974 | 1,471 | 1,911 | |||||||||
| 24 Mar | 22912.40 | 62 | 16.45 | 21.5 | 845 | 1,416 | 1,749 | |||||||||
| 23 Mar | 22512.65 | 44.3 | -8.25 | 22.75 | 1,994 | 1,732 | 1,754 | |||||||||
| 20 Mar | 23114.50 | 52.25 | 0.75 | 18.08 | 1,080 | 1,771 | 2,004 | |||||||||
| 19 Mar | 23002.15 | 52.55 | -22.1 | 18.17 | 2,167 | 1,552 | 1,866 | |||||||||
| 18 Mar | 23777.80 | 72.65 | -3.9 | 14.34 | 1,342 | 182 | 1,662 | |||||||||
| 17 Mar | 23581.15 | 76.65 | -8.55 | 15.94 | 937 | 149 | 1,481 | |||||||||
| 16 Mar | 23408.80 | 81.8 | 0.1 | 17.52 | 1,240 | 1,251 | 1,353 | |||||||||
| 13 Mar | 23151.10 | 82.95 | -35.5 | 18.22 | 2,459 | 1,352 | 1,352 | |||||||||
| 12 Mar | 23639.15 | 115.65 | -43.6 | 16.23 | 1,883 | 120 | 1,487 | |||||||||
| 11 Mar | 23866.85 | 155 | -69.35 | 16.05 | 1,499 | -42 | 1,361 | |||||||||
| 10 Mar | 24261.60 | 225.55 | -23.1 | 14.53 | 1,168 | 1,364 | 1,390 | |||||||||
| 9 Mar | 24028.05 | 241.6 | -58.6 | 17.46 | 2,005 | 1,348 | 1,374 | |||||||||
| 6 Mar | 24450.45 | 299.15 | -65.1 | 14.21 | 839 | 1,423 | 1,423 | |||||||||
| 5 Mar | 24765.90 | 352.4 | 29.9 | 12.66 | 963 | -15 | 1,329 | |||||||||
| 4 Mar | 24480.50 | 313.9 | -94.7 | 14.17 | 2,212 | 345 | 1,355 | |||||||||
| 2 Mar | 24865.70 | 412 | -125.85 | 12.37 | 2,099 | 215 | 1,011 | |||||||||
| 27 Feb | 25178.65 | 538 | -167.6 | 10.63 | 1,165 | 194 | 796 | |||||||||
| 26 Feb | 25496.55 | 707.6 | -2.55 | 9.69 | 425 | 80 | 601 | |||||||||
| 25 Feb | 25482.50 | 709.05 | 2.45 | 9.87 | 466 | 94 | 520 | |||||||||
| 24 Feb | 25424.65 | 715.8 | -169 | 10.14 | 547 | 151 | 423 | |||||||||
| 23 Feb | 25713.00 | 876.95 | 77.95 | 9.41 | 124 | -57 | 272 | |||||||||
| 20 Feb | 25571.25 | 790 | 88 | 9.28 | 304 | 48 | 325 | |||||||||
| 19 Feb | 25454.35 | 695.85 | -262.75 | 9.47 | 246 | 70 | 274 | |||||||||
| 18 Feb | 25819.35 | 953.45 | 47.35 | 7.99 | 57 | 2 | 204 | |||||||||
| 17 Feb | 25725.40 | 905.1 | 19.5 | 8.58 | 35 | -8 | 202 | |||||||||
| 16 Feb | 25682.75 | 889.7 | 117.2 | 8.73 | 78 | 21 | 209 | |||||||||
| 13 Feb | 25471.10 | 755.5 | -241.95 | 9.07 | 199 | 127 | 187 | |||||||||
| 12 Feb | 25807.20 | 997.45 | -88.45 | 8.25 | 8 | -5 | 61 | |||||||||
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| 11 Feb | 25953.85 | 1085.9 | 14.9 | 6.05 | 111 | -93 | 68 | |||||||||
| 10 Feb | 25935.15 | 1071 | 36 | 6.23 | 9 | -2 | 162 | |||||||||
| 9 Feb | 25867.30 | 1035 | 135 | 6.57 | 17 | -7 | 166 | |||||||||
| 6 Feb | 25693.70 | 900 | 1.5 | 6.97 | 50 | 4 | 173 | |||||||||
| 5 Feb | 25642.80 | 898.5 | -116.5 | 7.59 | 16 | -5 | 168 | |||||||||
| 4 Feb | 25776.00 | 1015 | 10.15 | 8.52 | 127 | -30 | 176 | |||||||||
| 3 Feb | 25727.55 | 1020.2 | 437.75 | 9.05 | 168 | 66 | 208 | |||||||||
| 2 Feb | 25088.40 | 586.8 | 108 | 9.2 | 126 | 95 | 142 | |||||||||
| 1 Feb | 24825.45 | 457.3 | -283.75 | 9.95 | 107 | 36 | 39 | |||||||||
| 30 Jan | 25320.65 | 741.05 | -101.3 | 8.75 | 3 | 1 | 2 | |||||||||
| 29 Jan | 25418.90 | 842.35 | 71.3 | 9.34 | 1 | 0 | 0 | |||||||||
For Nifty - strike price 25400 expiring on 28APR2026
Delta for 25400 CE is 0.01
Historical price for 25400 CE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 2.2, which was -0.7999999999999998 lower than the previous day. The implied volatity was 23.89, the open interest changed by 11803 which increased total open position to 58980
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 2.95, which was -4.1499999999999995 lower than the previous day. The implied volatity was 18.76, the open interest changed by 10255 which increased total open position to 47491
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 6.9, which was -9.1 lower than the previous day. The implied volatity was 16.66, the open interest changed by 17466 which increased total open position to 38135
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 17.6, which was 2.900000000000002 higher than the previous day. The implied volatity was 15.35, the open interest changed by 7422 which increased total open position to 20728
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 14.7, which was 0.6499999999999986 higher than the previous day. The implied volatity was 17.26, the open interest changed by 3805 which increased total open position to 13340
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 16, which was 2.3499999999999996 higher than the previous day. The implied volatity was 14.45, the open interest changed by 2815 which increased total open position to 9513
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 13.8, which was -2.1999999999999993 lower than the previous day. The implied volatity was 15.44, the open interest changed by 846 which increased total open position to 6699
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 15.55, which was 3.6000000000000014 higher than the previous day. The implied volatity was 14.84, the open interest changed by 1340 which increased total open position to 5856
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 11.9, which was -10.85 lower than the previous day. The implied volatity was 16.7, the open interest changed by 628 which increased total open position to 4547
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 23.25, which was 1.6000000000000014 higher than the previous day. The implied volatity was 15.17, the open interest changed by 746 which increased total open position to 3970
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 21.45, which was -9.95 lower than the previous day. The implied volatity was 17.03, the open interest changed by 628 which increased total open position to 3252
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 33.8, which was 19 higher than the previous day. The implied volatity was 15.59, the open interest changed by 393 which increased total open position to 2634
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 14.85, which was -2.3 lower than the previous day. The implied volatity was 19.88, the open interest changed by 754 which increased total open position to 2480
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 17.45, which was 1.45 higher than the previous day. The implied volatity was 21.36, the open interest changed by 322 which increased total open position to 2275
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 16.3, which was -3.7 lower than the previous day. The implied volatity was 21.14, the open interest changed by 1342 which increased total open position to 1961
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 19.05, which was -9.3 lower than the previous day. The implied volatity was 21.25, the open interest changed by 1681 which increased total open position to 1998
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 28.5, which was -14.1 lower than the previous day. The implied volatity was 24.84, the open interest changed by -161 which decreased total open position to 2118
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 43.65, which was -16.05 lower than the previous day. The implied volatity was 21.75, the open interest changed by 2254 which increased total open position to 2254
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 56.3, which was -4.35 lower than the previous day. The implied volatity was 18.63, the open interest changed by 1471 which increased total open position to 1911
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 62, which was 16.45 higher than the previous day. The implied volatity was 21.5, the open interest changed by 1416 which increased total open position to 1749
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 44.3, which was -8.25 lower than the previous day. The implied volatity was 22.75, the open interest changed by 1732 which increased total open position to 1754
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 52.25, which was 0.75 higher than the previous day. The implied volatity was 18.08, the open interest changed by 1771 which increased total open position to 2004
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 52.55, which was -22.1 lower than the previous day. The implied volatity was 18.17, the open interest changed by 1552 which increased total open position to 1866
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 72.65, which was -3.9 lower than the previous day. The implied volatity was 14.34, the open interest changed by 182 which increased total open position to 1662
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 76.65, which was -8.55 lower than the previous day. The implied volatity was 15.94, the open interest changed by 149 which increased total open position to 1481
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 81.8, which was 0.1 higher than the previous day. The implied volatity was 17.52, the open interest changed by 1251 which increased total open position to 1353
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 82.95, which was -35.5 lower than the previous day. The implied volatity was 18.22, the open interest changed by 1352 which increased total open position to 1352
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 115.65, which was -43.6 lower than the previous day. The implied volatity was 16.23, the open interest changed by 120 which increased total open position to 1487
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 155, which was -69.35 lower than the previous day. The implied volatity was 16.05, the open interest changed by -42 which decreased total open position to 1361
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 225.55, which was -23.1 lower than the previous day. The implied volatity was 14.53, the open interest changed by 1364 which increased total open position to 1390
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 241.6, which was -58.6 lower than the previous day. The implied volatity was 17.46, the open interest changed by 1348 which increased total open position to 1374
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 299.15, which was -65.1 lower than the previous day. The implied volatity was 14.21, the open interest changed by 1423 which increased total open position to 1423
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 352.4, which was 29.9 higher than the previous day. The implied volatity was 12.66, the open interest changed by -15 which decreased total open position to 1329
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 313.9, which was -94.7 lower than the previous day. The implied volatity was 14.17, the open interest changed by 345 which increased total open position to 1355
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 412, which was -125.85 lower than the previous day. The implied volatity was 12.37, the open interest changed by 215 which increased total open position to 1011
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 538, which was -167.6 lower than the previous day. The implied volatity was 10.63, the open interest changed by 194 which increased total open position to 796
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 707.6, which was -2.55 lower than the previous day. The implied volatity was 9.69, the open interest changed by 80 which increased total open position to 601
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 709.05, which was 2.45 higher than the previous day. The implied volatity was 9.87, the open interest changed by 94 which increased total open position to 520
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 715.8, which was -169 lower than the previous day. The implied volatity was 10.14, the open interest changed by 151 which increased total open position to 423
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 876.95, which was 77.95 higher than the previous day. The implied volatity was 9.41, the open interest changed by -57 which decreased total open position to 272
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 790, which was 88 higher than the previous day. The implied volatity was 9.28, the open interest changed by 48 which increased total open position to 325
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 695.85, which was -262.75 lower than the previous day. The implied volatity was 9.47, the open interest changed by 70 which increased total open position to 274
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 953.45, which was 47.35 higher than the previous day. The implied volatity was 7.99, the open interest changed by 2 which increased total open position to 204
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 905.1, which was 19.5 higher than the previous day. The implied volatity was 8.58, the open interest changed by -8 which decreased total open position to 202
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 889.7, which was 117.2 higher than the previous day. The implied volatity was 8.73, the open interest changed by 21 which increased total open position to 209
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 755.5, which was -241.95 lower than the previous day. The implied volatity was 9.07, the open interest changed by 127 which increased total open position to 187
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 997.45, which was -88.45 lower than the previous day. The implied volatity was 8.25, the open interest changed by -5 which decreased total open position to 61
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 1085.9, which was 14.9 higher than the previous day. The implied volatity was 6.05, the open interest changed by -93 which decreased total open position to 68
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 1071, which was 36 higher than the previous day. The implied volatity was 6.23, the open interest changed by -2 which decreased total open position to 162
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 1035, which was 135 higher than the previous day. The implied volatity was 6.57, the open interest changed by -7 which decreased total open position to 166
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 900, which was 1.5 higher than the previous day. The implied volatity was 6.97, the open interest changed by 4 which increased total open position to 173
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 898.5, which was -116.5 lower than the previous day. The implied volatity was 7.59, the open interest changed by -5 which decreased total open position to 168
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 1015, which was 10.15 higher than the previous day. The implied volatity was 8.52, the open interest changed by -30 which decreased total open position to 176
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 1020.2, which was 437.75 higher than the previous day. The implied volatity was 9.05, the open interest changed by 66 which increased total open position to 208
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 586.8, which was 108 higher than the previous day. The implied volatity was 9.2, the open interest changed by 95 which increased total open position to 142
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 457.3, which was -283.75 lower than the previous day. The implied volatity was 9.95, the open interest changed by 36 which increased total open position to 39
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 741.05, which was -101.3 lower than the previous day. The implied volatity was 8.75, the open interest changed by 1 which increased total open position to 2
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 842.35, which was 71.3 higher than the previous day. The implied volatity was 9.34, the open interest changed by 0 which decreased total open position to 0
| NIFTY 28-Apr-2026 (4d) 25400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.99
Vega: 0.01
Theta: -2.06
Gamma: 0.00004
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23878.45 | 1508.1 | 268.39999999999986 | 23.95 | 179 | -106 | 791 |
| 23 Apr | 24173.05 | 1236 | 216.35000000000002 | 24.94 | 482 | -64 | 898 |
| 22 Apr | 24378.10 | 1017.15 | 189.29999999999995 | 18.12 | 371 | -20 | 962 |
| 21 Apr | 24576.60 | 834.75 | -241.79999999999995 | 18.39 | 355 | 47 | 996 |
| 20 Apr | 24364.85 | 1109.35 | 71.39999999999986 | 25.07 | 101 | -43 | 949 |
| 17 Apr | 24353.55 | 1031 | -173.79999999999995 | 18.28 | 58 | -39 | 993 |
| 16 Apr | 24196.75 | 1204.35 | 44.59999999999991 | 20.42 | 119 | 17 | 1,032 |
| 15 Apr | 24231.30 | 1168 | -348.70000000000005 | 17.89 | 91 | -5 | 1,014 |
| 13 Apr | 23842.65 | 1516.7 | 199.79999999999995 | 19.11 | 53 | -23 | 1,017 |
| 10 Apr | 24050.60 | 1300 | -219.3499999999999 | 14.78 | 45 | 1 | 1,040 |
| 9 Apr | 23775.10 | 1519.35 | 171.14999999999986 | 16.88 | 139 | -59 | 1,039 |
| 8 Apr | 23997.35 | 1345.05 | -878.3 | 21.13 | 95 | -52 | 1,098 |
| 7 Apr | 23123.65 | 2210 | -110 | 29.28 | 25 | 1,151 | 1,151 |
| 6 Apr | 22968.25 | 2320 | -325 | 23.72 | 17 | -4 | 1,165 |
| 2 Apr | 22713.10 | 2645 | 70 | 33.49 | 23 | 1,169 | 1,169 |
| 1 Apr | 22679.40 | 2575 | -354.7 | 27.33 | 98 | 832 | 1,185 |
| 30 Mar | 22331.40 | 2920 | 452.75 | 32.54 | 299 | 203 | 1,190 |
| 27 Mar | 22819.60 | 2470 | 528.3 | 28.82 | 166 | 117 | 973 |
| 25 Mar | 23306.45 | 1941.7 | -408.3 | 20.64 | 48 | 853 | 855 |
| 24 Mar | 22912.40 | 2350 | -376.6 | 27.66 | 78 | 830 | 830 |
| 23 Mar | 22512.65 | 2736.7 | 611.7 | 26.19 | 92 | -33 | 813 |
| 20 Mar | 23114.50 | 2125 | -138.65 | 23.33 | 35 | 844 | 847 |
| 19 Mar | 23002.15 | 2268.45 | 768.45 | 28.65 | 43 | 840 | 843 |
| 18 Mar | 23777.80 | 1500 | -169.55 | 18.21 | 32 | 843 | 843 |
| 17 Mar | 23581.15 | 1676.35 | -179.7 | 18.57 | 42 | -20 | 825 |
| 16 Mar | 23408.80 | 1878.95 | -195.95 | 20.37 | 126 | 846 | 846 |
| 13 Mar | 23151.10 | 2018.75 | 446.65 | 19.67 | 83 | -10 | 896 |
| 12 Mar | 23639.15 | 1573.6 | 160.55 | 17.33 | 20 | 906 | 907 |
| 11 Mar | 23866.85 | 1391.15 | 331.95 | 16.8 | 35 | 902 | 902 |
| 10 Mar | 24261.60 | 1048 | -264.05 | 16.13 | 61 | -13 | 912 |
| 9 Mar | 24028.05 | 1344.2 | 372.4 | 19.28 | 250 | 926 | 926 |
| 6 Mar | 24450.45 | 950 | 221 | 16.68 | 174 | -12 | 954 |
| 5 Mar | 24765.90 | 733 | -239.65 | 15.11 | 219 | 967 | 967 |
| 4 Mar | 24480.50 | 970 | 313.45 | 17.3 | 553 | -88 | 973 |
| 2 Mar | 24865.70 | 654 | 205.5 | 14.57 | 3,011 | -395 | 1,340 |
| 27 Feb | 25178.65 | 438.8 | 115.05 | 13.12 | 1,771 | 169 | 1,720 |
| 26 Feb | 25496.55 | 323.05 | -11.65 | 13.17 | 1,083 | 318 | 1,554 |
| 25 Feb | 25482.50 | 334 | -23.85 | 13.25 | 878 | -59 | 1,233 |
| 24 Feb | 25424.65 | 350.75 | 71.3 | 13.49 | 1,716 | 487 | 1,277 |
| 23 Feb | 25713.00 | 279.8 | -34.45 | 13.65 | 470 | 27 | 811 |
| 20 Feb | 25571.25 | 317.4 | -43.4 | 13.39 | 755 | 36 | 792 |
| 19 Feb | 25454.35 | 373.55 | 142.85 | 13.46 | 708 | 157 | 745 |
| 18 Feb | 25819.35 | 232 | -33.3 | 12.89 | 349 | -12 | 586 |
| 17 Feb | 25725.40 | 266.6 | -8 | 13.13 | 200 | 16 | 597 |
| 16 Feb | 25682.75 | 272.5 | -64.9 | 12.99 | 300 | 80 | 584 |
| 13 Feb | 25471.10 | 348 | 123.1 | 13.03 | 445 | -12 | 500 |
| 12 Feb | 25807.20 | 223.55 | 32.65 | 12.37 | 326 | 30 | 512 |
| 11 Feb | 25953.85 | 192.6 | -5.65 | 12.44 | 377 | 68 | 481 |
| 10 Feb | 25935.15 | 200.05 | -25.15 | 12.45 | 476 | 128 | 408 |
| 9 Feb | 25867.30 | 227 | -46.5 | 12.8 | 417 | 11 | 278 |
| 6 Feb | 25693.70 | 275.1 | -11.5 | 12.68 | 247 | 109 | 282 |
| 5 Feb | 25642.80 | 289 | 23.6 | 12.76 | 155 | 10 | 173 |
| 4 Feb | 25776.00 | 268.6 | -21.5 | 12.89 | 138 | 75 | 163 |
| 3 Feb | 25727.55 | 288.5 | -295.15 | 13.19 | 173 | -20 | 88 |
| 2 Feb | 25088.40 | 583.65 | 42.55 | 14.75 | 37 | 30 | 107 |
| 1 Feb | 24825.45 | 541.1 | 115.1 | 10.78 | 25 | 5 | 76 |
| 30 Jan | 25320.65 | 426 | 38.1 | 13.34 | 99 | 35 | 72 |
| 29 Jan | 25418.90 | 388 | -218.65 | 13.25 | 93 | 38 | 38 |
For Nifty - strike price 25400 expiring on 28APR2026
Delta for 25400 PE is -0.99
Historical price for 25400 PE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 1508.1, which was 268.39999999999986 higher than the previous day. The implied volatity was 23.95, the open interest changed by -106 which decreased total open position to 791
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1236, which was 216.35000000000002 higher than the previous day. The implied volatity was 24.94, the open interest changed by -64 which decreased total open position to 898
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1017.15, which was 189.29999999999995 higher than the previous day. The implied volatity was 18.12, the open interest changed by -20 which decreased total open position to 962
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 834.75, which was -241.79999999999995 lower than the previous day. The implied volatity was 18.39, the open interest changed by 47 which increased total open position to 996
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1109.35, which was 71.39999999999986 higher than the previous day. The implied volatity was 25.07, the open interest changed by -43 which decreased total open position to 949
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1031, which was -173.79999999999995 lower than the previous day. The implied volatity was 18.28, the open interest changed by -39 which decreased total open position to 993
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1204.35, which was 44.59999999999991 higher than the previous day. The implied volatity was 20.42, the open interest changed by 17 which increased total open position to 1032
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1168, which was -348.70000000000005 lower than the previous day. The implied volatity was 17.89, the open interest changed by -5 which decreased total open position to 1014
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1516.7, which was 199.79999999999995 higher than the previous day. The implied volatity was 19.11, the open interest changed by -23 which decreased total open position to 1017
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1300, which was -219.3499999999999 lower than the previous day. The implied volatity was 14.78, the open interest changed by 1 which increased total open position to 1040
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1519.35, which was 171.14999999999986 higher than the previous day. The implied volatity was 16.88, the open interest changed by -59 which decreased total open position to 1039
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1345.05, which was -878.3 lower than the previous day. The implied volatity was 21.13, the open interest changed by -52 which decreased total open position to 1098
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 2210, which was -110 lower than the previous day. The implied volatity was 29.28, the open interest changed by 1151 which increased total open position to 1151
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 2320, which was -325 lower than the previous day. The implied volatity was 23.72, the open interest changed by -4 which decreased total open position to 1165
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 2645, which was 70 higher than the previous day. The implied volatity was 33.49, the open interest changed by 1169 which increased total open position to 1169
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 2575, which was -354.7 lower than the previous day. The implied volatity was 27.33, the open interest changed by 832 which increased total open position to 1185
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 2920, which was 452.75 higher than the previous day. The implied volatity was 32.54, the open interest changed by 203 which increased total open position to 1190
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 2470, which was 528.3 higher than the previous day. The implied volatity was 28.82, the open interest changed by 117 which increased total open position to 973
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1941.7, which was -408.3 lower than the previous day. The implied volatity was 20.64, the open interest changed by 853 which increased total open position to 855
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 2350, which was -376.6 lower than the previous day. The implied volatity was 27.66, the open interest changed by 830 which increased total open position to 830
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 2736.7, which was 611.7 higher than the previous day. The implied volatity was 26.19, the open interest changed by -33 which decreased total open position to 813
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 2125, which was -138.65 lower than the previous day. The implied volatity was 23.33, the open interest changed by 844 which increased total open position to 847
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 2268.45, which was 768.45 higher than the previous day. The implied volatity was 28.65, the open interest changed by 840 which increased total open position to 843
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1500, which was -169.55 lower than the previous day. The implied volatity was 18.21, the open interest changed by 843 which increased total open position to 843
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1676.35, which was -179.7 lower than the previous day. The implied volatity was 18.57, the open interest changed by -20 which decreased total open position to 825
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1878.95, which was -195.95 lower than the previous day. The implied volatity was 20.37, the open interest changed by 846 which increased total open position to 846
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 2018.75, which was 446.65 higher than the previous day. The implied volatity was 19.67, the open interest changed by -10 which decreased total open position to 896
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1573.6, which was 160.55 higher than the previous day. The implied volatity was 17.33, the open interest changed by 906 which increased total open position to 907
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1391.15, which was 331.95 higher than the previous day. The implied volatity was 16.8, the open interest changed by 902 which increased total open position to 902
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1048, which was -264.05 lower than the previous day. The implied volatity was 16.13, the open interest changed by -13 which decreased total open position to 912
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1344.2, which was 372.4 higher than the previous day. The implied volatity was 19.28, the open interest changed by 926 which increased total open position to 926
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 950, which was 221 higher than the previous day. The implied volatity was 16.68, the open interest changed by -12 which decreased total open position to 954
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 733, which was -239.65 lower than the previous day. The implied volatity was 15.11, the open interest changed by 967 which increased total open position to 967
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 970, which was 313.45 higher than the previous day. The implied volatity was 17.3, the open interest changed by -88 which decreased total open position to 973
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 654, which was 205.5 higher than the previous day. The implied volatity was 14.57, the open interest changed by -395 which decreased total open position to 1340
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 438.8, which was 115.05 higher than the previous day. The implied volatity was 13.12, the open interest changed by 169 which increased total open position to 1720
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 323.05, which was -11.65 lower than the previous day. The implied volatity was 13.17, the open interest changed by 318 which increased total open position to 1554
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 334, which was -23.85 lower than the previous day. The implied volatity was 13.25, the open interest changed by -59 which decreased total open position to 1233
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 350.75, which was 71.3 higher than the previous day. The implied volatity was 13.49, the open interest changed by 487 which increased total open position to 1277
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 279.8, which was -34.45 lower than the previous day. The implied volatity was 13.65, the open interest changed by 27 which increased total open position to 811
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 317.4, which was -43.4 lower than the previous day. The implied volatity was 13.39, the open interest changed by 36 which increased total open position to 792
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 373.55, which was 142.85 higher than the previous day. The implied volatity was 13.46, the open interest changed by 157 which increased total open position to 745
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 232, which was -33.3 lower than the previous day. The implied volatity was 12.89, the open interest changed by -12 which decreased total open position to 586
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 266.6, which was -8 lower than the previous day. The implied volatity was 13.13, the open interest changed by 16 which increased total open position to 597
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 272.5, which was -64.9 lower than the previous day. The implied volatity was 12.99, the open interest changed by 80 which increased total open position to 584
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 348, which was 123.1 higher than the previous day. The implied volatity was 13.03, the open interest changed by -12 which decreased total open position to 500
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 223.55, which was 32.65 higher than the previous day. The implied volatity was 12.37, the open interest changed by 30 which increased total open position to 512
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 192.6, which was -5.65 lower than the previous day. The implied volatity was 12.44, the open interest changed by 68 which increased total open position to 481
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 200.05, which was -25.15 lower than the previous day. The implied volatity was 12.45, the open interest changed by 128 which increased total open position to 408
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 227, which was -46.5 lower than the previous day. The implied volatity was 12.8, the open interest changed by 11 which increased total open position to 278
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 275.1, which was -11.5 lower than the previous day. The implied volatity was 12.68, the open interest changed by 109 which increased total open position to 282
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 289, which was 23.6 higher than the previous day. The implied volatity was 12.76, the open interest changed by 10 which increased total open position to 173
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 268.6, which was -21.5 lower than the previous day. The implied volatity was 12.89, the open interest changed by 75 which increased total open position to 163
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 288.5, which was -295.15 lower than the previous day. The implied volatity was 13.19, the open interest changed by -20 which decreased total open position to 88
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 583.65, which was 42.55 higher than the previous day. The implied volatity was 14.75, the open interest changed by 30 which increased total open position to 107
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 541.1, which was 115.1 higher than the previous day. The implied volatity was 10.78, the open interest changed by 5 which increased total open position to 76
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 426, which was 38.1 higher than the previous day. The implied volatity was 13.34, the open interest changed by 35 which increased total open position to 72
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 388, which was -218.65 lower than the previous day. The implied volatity was 13.25, the open interest changed by 38 which increased total open position to 38
