NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:30 PM IST
| NIFTY 28-Apr-2026 (4d) 25450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.01
Theta: -1.95
Gamma: 0.00004
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23878.45 | 2.05 | -0.6500000000000004 | 24.42 | 73,106 | -1,696 | 11,237 | |||||||||
| 23 Apr | 24173.05 | 2.6 | -3.4499999999999997 | 19.06 | 95,145 | 1,987 | 13,222 | |||||||||
| 22 Apr | 24378.10 | 5.95 | -7.1000000000000005 | 16.88 | 95,270 | 1,490 | 11,347 | |||||||||
| 21 Apr | 24576.60 | 15 | 2.4499999999999993 | 15.51 | 31,429 | 6,487 | 9,130 | |||||||||
| 20 Apr | 24364.85 | 12.45 | 0.34999999999999964 | 17.24 | 14,256 | 1,061 | 2,661 | |||||||||
| 17 Apr | 24353.55 | 13.35 | 1.5 | 14.43 | 3,513 | 197 | 1,595 | |||||||||
| 16 Apr | 24196.75 | 12.4 | -1.5999999999999996 | 15.52 | 2,685 | -56 | 1,397 | |||||||||
| 15 Apr | 24231.30 | 13.9 | 3.1500000000000004 | 15.04 | 3,822 | 303 | 1,453 | |||||||||
| 13 Apr | 23842.65 | 10.85 | -9.450000000000001 | 16.86 | 685 | 264 | 1,147 | |||||||||
| 10 Apr | 24050.60 | 20.65 | 0.8999999999999986 | 15.24 | 893 | -162 | 881 | |||||||||
| 9 Apr | 23775.10 | 19.55 | -8.099999999999998 | 17.15 | 2,621 | 343 | 1,048 | |||||||||
| 8 Apr | 23997.35 | 30.05 | 15.9 | 15.6 | 1,820 | 733 | 816 | |||||||||
| 7 Apr | 23123.65 | 13 | -3.25 | 19.81 | 132 | 34 | 569 | |||||||||
| 6 Apr | 22968.25 | 14.25 | -1.3 | 20.98 | 121 | -264 | 535 | |||||||||
| 2 Apr | 22713.10 | 15.35 | -3.9 | 21.24 | 541 | 145 | 531 | |||||||||
| 1 Apr | 22679.40 | 19.45 | -8.85 | 21.65 | 219 | 50 | 387 | |||||||||
| 30 Mar | 22331.40 | 30.65 | -9.7 | 25.51 | 137 | 306 | 329 | |||||||||
| 27 Mar | 22819.60 | 41.2 | -16.1 | 21.8 | 80 | 305 | 305 | |||||||||
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| 25 Mar | 23306.45 | 53.1 | -3.8 | 18.7 | 125 | 210 | 272 | |||||||||
| 24 Mar | 22912.40 | 58.35 | 16.3 | 21.51 | 83 | 240 | 262 | |||||||||
| 23 Mar | 22512.65 | 42.05 | -8.95 | 22.8 | 162 | 174 | 233 | |||||||||
| 20 Mar | 23114.50 | 50.95 | 1.75 | 18.29 | 137 | 234 | 246 | |||||||||
| 19 Mar | 23002.15 | 50.05 | -17.25 | 18.25 | 135 | 121 | 192 | |||||||||
| 18 Mar | 23777.80 | 66.65 | -5.1 | 14.32 | 101 | 117 | 180 | |||||||||
| 17 Mar | 23581.15 | 72.15 | -8 | 15.98 | 53 | -5 | 145 | |||||||||
| 16 Mar | 23408.80 | 75.15 | -1.65 | 17.43 | 304 | 105 | 150 | |||||||||
| 13 Mar | 23151.10 | 77.3 | -32.3 | 18.18 | 365 | 2 | 143 | |||||||||
| 12 Mar | 23639.15 | 106.6 | -44 | 16.14 | 505 | 119 | 141 | |||||||||
| 11 Mar | 23866.85 | 144.35 | -65.6 | 15.99 | 674 | 129 | 134 | |||||||||
| 10 Mar | 24261.60 | 210.8 | -23.05 | 14.47 | 123 | -10 | 185 | |||||||||
| 9 Mar | 24028.05 | 227.55 | -50.8 | 17.39 | 583 | 191 | 196 | |||||||||
| 6 Mar | 24450.45 | 272.55 | -62.4 | 13.89 | 84 | 145 | 149 | |||||||||
| 5 Mar | 24765.90 | 335.15 | 33.85 | 12.75 | 49 | 6 | 149 | |||||||||
| 4 Mar | 24480.50 | 295.6 | -96.75 | 14.11 | 216 | 60 | 143 | |||||||||
| 2 Mar | 24865.70 | 390.7 | -118.75 | 12.36 | 220 | -3 | 83 | |||||||||
| 27 Feb | 25178.65 | 515.7 | -154.8 | 10.76 | 32 | 11 | 85 | |||||||||
| 26 Feb | 25496.55 | 674.3 | -12.5 | 9.69 | 101 | 1 | 73 | |||||||||
| 25 Feb | 25482.50 | 693.05 | 24.55 | 10.32 | 20 | 3 | 71 | |||||||||
| 24 Feb | 25424.65 | 660.9 | -189.65 | 9.56 | 44 | 33 | 68 | |||||||||
| 23 Feb | 25713.00 | 840 | 67.35 | 9.42 | 33 | -4 | 31 | |||||||||
| 20 Feb | 25571.25 | 775.25 | 88.6 | 9.84 | 60 | 27 | 35 | |||||||||
| 19 Feb | 25454.35 | 648.25 | -198.35 | 9.09 | 13 | 6 | 8 | |||||||||
| 18 Feb | 25819.35 | 846.6 | -10.35 | 4.99 | 7 | 0 | 5 | |||||||||
| 17 Feb | 25725.40 | 856.95 | -18.85 | 8.28 | 7 | -6 | 5 | |||||||||
| 16 Feb | 25682.75 | 858.4 | 106.9 | 8.92 | 39 | 5 | 13 | |||||||||
| 13 Feb | 25471.10 | 740 | -216.8 | 9.53 | 4 | 0 | 8 | |||||||||
| 12 Feb | 25807.20 | 956.8 | -86.9 | 8.22 | 1 | 0 | 7 | |||||||||
| 11 Feb | 25953.85 | 1041.05 | 9.9 | 6.09 | 2 | 0 | 7 | |||||||||
| 10 Feb | 25935.15 | 1029 | 30.5 | 6.39 | 5 | 0 | 7 | |||||||||
| 9 Feb | 25867.30 | 1002.25 | 138 | 7.05 | 4 | 0 | 7 | |||||||||
| 6 Feb | 25693.70 | 864.25 | -5.9 | 7.12 | 3 | 1 | 6 | |||||||||
| 5 Feb | 25642.80 | 870.15 | -118.05 | 7.91 | 5 | 1 | 5 | |||||||||
| 4 Feb | 25776.00 | 989.6 | -3.25 | 8.92 | 3 | 0 | 3 | |||||||||
| 3 Feb | 25727.55 | 992.85 | 476.35 | 9.31 | 1 | 0 | 3 | |||||||||
| 2 Feb | 25088.40 | 516.5 | -41.85 | 8.31 | 4 | 0 | 3 | |||||||||
| 1 Feb | 24825.45 | 558.35 | -172.1 | 12.54 | 4 | 0 | 5 | |||||||||
| 30 Jan | 25320.65 | 723.35 | -95.4 | 9.09 | 8 | 3 | 4 | |||||||||
| 29 Jan | 25418.90 | 818.75 | 73.25 | 9.57 | 1 | 0 | 0 | |||||||||
For Nifty - strike price 25450 expiring on 28APR2026
Delta for 25450 CE is 0.01
Historical price for 25450 CE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 2.05, which was -0.6500000000000004 lower than the previous day. The implied volatity was 24.42, the open interest changed by -1696 which decreased total open position to 11237
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 2.6, which was -3.4499999999999997 lower than the previous day. The implied volatity was 19.06, the open interest changed by 1987 which increased total open position to 13222
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 5.95, which was -7.1000000000000005 lower than the previous day. The implied volatity was 16.88, the open interest changed by 1490 which increased total open position to 11347
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 15, which was 2.4499999999999993 higher than the previous day. The implied volatity was 15.51, the open interest changed by 6487 which increased total open position to 9130
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 12.45, which was 0.34999999999999964 higher than the previous day. The implied volatity was 17.24, the open interest changed by 1061 which increased total open position to 2661
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 13.35, which was 1.5 higher than the previous day. The implied volatity was 14.43, the open interest changed by 197 which increased total open position to 1595
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 12.4, which was -1.5999999999999996 lower than the previous day. The implied volatity was 15.52, the open interest changed by -56 which decreased total open position to 1397
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 13.9, which was 3.1500000000000004 higher than the previous day. The implied volatity was 15.04, the open interest changed by 303 which increased total open position to 1453
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 10.85, which was -9.450000000000001 lower than the previous day. The implied volatity was 16.86, the open interest changed by 264 which increased total open position to 1147
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 20.65, which was 0.8999999999999986 higher than the previous day. The implied volatity was 15.24, the open interest changed by -162 which decreased total open position to 881
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 19.55, which was -8.099999999999998 lower than the previous day. The implied volatity was 17.15, the open interest changed by 343 which increased total open position to 1048
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 30.05, which was 15.9 higher than the previous day. The implied volatity was 15.6, the open interest changed by 733 which increased total open position to 816
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 13, which was -3.25 lower than the previous day. The implied volatity was 19.81, the open interest changed by 34 which increased total open position to 569
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 14.25, which was -1.3 lower than the previous day. The implied volatity was 20.98, the open interest changed by -264 which decreased total open position to 535
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 15.35, which was -3.9 lower than the previous day. The implied volatity was 21.24, the open interest changed by 145 which increased total open position to 531
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 19.45, which was -8.85 lower than the previous day. The implied volatity was 21.65, the open interest changed by 50 which increased total open position to 387
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 30.65, which was -9.7 lower than the previous day. The implied volatity was 25.51, the open interest changed by 306 which increased total open position to 329
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 41.2, which was -16.1 lower than the previous day. The implied volatity was 21.8, the open interest changed by 305 which increased total open position to 305
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 53.1, which was -3.8 lower than the previous day. The implied volatity was 18.7, the open interest changed by 210 which increased total open position to 272
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 58.35, which was 16.3 higher than the previous day. The implied volatity was 21.51, the open interest changed by 240 which increased total open position to 262
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 42.05, which was -8.95 lower than the previous day. The implied volatity was 22.8, the open interest changed by 174 which increased total open position to 233
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 50.95, which was 1.75 higher than the previous day. The implied volatity was 18.29, the open interest changed by 234 which increased total open position to 246
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 50.05, which was -17.25 lower than the previous day. The implied volatity was 18.25, the open interest changed by 121 which increased total open position to 192
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 66.65, which was -5.1 lower than the previous day. The implied volatity was 14.32, the open interest changed by 117 which increased total open position to 180
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 72.15, which was -8 lower than the previous day. The implied volatity was 15.98, the open interest changed by -5 which decreased total open position to 145
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 75.15, which was -1.65 lower than the previous day. The implied volatity was 17.43, the open interest changed by 105 which increased total open position to 150
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 77.3, which was -32.3 lower than the previous day. The implied volatity was 18.18, the open interest changed by 2 which increased total open position to 143
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 106.6, which was -44 lower than the previous day. The implied volatity was 16.14, the open interest changed by 119 which increased total open position to 141
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 144.35, which was -65.6 lower than the previous day. The implied volatity was 15.99, the open interest changed by 129 which increased total open position to 134
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 210.8, which was -23.05 lower than the previous day. The implied volatity was 14.47, the open interest changed by -10 which decreased total open position to 185
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 227.55, which was -50.8 lower than the previous day. The implied volatity was 17.39, the open interest changed by 191 which increased total open position to 196
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 272.55, which was -62.4 lower than the previous day. The implied volatity was 13.89, the open interest changed by 145 which increased total open position to 149
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 335.15, which was 33.85 higher than the previous day. The implied volatity was 12.75, the open interest changed by 6 which increased total open position to 149
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 295.6, which was -96.75 lower than the previous day. The implied volatity was 14.11, the open interest changed by 60 which increased total open position to 143
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 390.7, which was -118.75 lower than the previous day. The implied volatity was 12.36, the open interest changed by -3 which decreased total open position to 83
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 515.7, which was -154.8 lower than the previous day. The implied volatity was 10.76, the open interest changed by 11 which increased total open position to 85
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 674.3, which was -12.5 lower than the previous day. The implied volatity was 9.69, the open interest changed by 1 which increased total open position to 73
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 693.05, which was 24.55 higher than the previous day. The implied volatity was 10.32, the open interest changed by 3 which increased total open position to 71
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 660.9, which was -189.65 lower than the previous day. The implied volatity was 9.56, the open interest changed by 33 which increased total open position to 68
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 840, which was 67.35 higher than the previous day. The implied volatity was 9.42, the open interest changed by -4 which decreased total open position to 31
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 775.25, which was 88.6 higher than the previous day. The implied volatity was 9.84, the open interest changed by 27 which increased total open position to 35
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 648.25, which was -198.35 lower than the previous day. The implied volatity was 9.09, the open interest changed by 6 which increased total open position to 8
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 846.6, which was -10.35 lower than the previous day. The implied volatity was 4.99, the open interest changed by 0 which decreased total open position to 5
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 856.95, which was -18.85 lower than the previous day. The implied volatity was 8.28, the open interest changed by -6 which decreased total open position to 5
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 858.4, which was 106.9 higher than the previous day. The implied volatity was 8.92, the open interest changed by 5 which increased total open position to 13
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 740, which was -216.8 lower than the previous day. The implied volatity was 9.53, the open interest changed by 0 which decreased total open position to 8
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 956.8, which was -86.9 lower than the previous day. The implied volatity was 8.22, the open interest changed by 0 which decreased total open position to 7
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 1041.05, which was 9.9 higher than the previous day. The implied volatity was 6.09, the open interest changed by 0 which decreased total open position to 7
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 1029, which was 30.5 higher than the previous day. The implied volatity was 6.39, the open interest changed by 0 which decreased total open position to 7
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 1002.25, which was 138 higher than the previous day. The implied volatity was 7.05, the open interest changed by 0 which decreased total open position to 7
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 864.25, which was -5.9 lower than the previous day. The implied volatity was 7.12, the open interest changed by 1 which increased total open position to 6
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 870.15, which was -118.05 lower than the previous day. The implied volatity was 7.91, the open interest changed by 1 which increased total open position to 5
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 989.6, which was -3.25 lower than the previous day. The implied volatity was 8.92, the open interest changed by 0 which decreased total open position to 3
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 992.85, which was 476.35 higher than the previous day. The implied volatity was 9.31, the open interest changed by 0 which decreased total open position to 3
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 516.5, which was -41.85 lower than the previous day. The implied volatity was 8.31, the open interest changed by 0 which decreased total open position to 3
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 558.35, which was -172.1 lower than the previous day. The implied volatity was 12.54, 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 723.35, which was -95.4 lower than the previous day. The implied volatity was 9.09, 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 818.75, which was 73.25 higher than the previous day. The implied volatity was 9.57, the open interest changed by 0 which decreased total open position to 0
| NIFTY 28-Apr-2026 (4d) 25450 PE | |||||||
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Delta: -1
Vega: 0
Theta: 3.17
Gamma: 0.00002
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23878.45 | 1499 | 206.5 | 20.13 | 1 | 0 | 122 |
| 23 Apr | 24173.05 | 1292.5 | 217.9000000000001 | 31.68 | 10 | -1 | 120 |
| 22 Apr | 24378.10 | 1064.3 | 191.14999999999998 | 15.55 | 13 | 2 | 120 |
| 21 Apr | 24576.60 | 877.3 | -259.20000000000005 | 18.96 | 15 | 6 | 122 |
| 20 Apr | 24364.85 | 1136.5 | 55.450000000000045 | 24.65 | 6 | 0 | 116 |
| 17 Apr | 24353.55 | 1077.25 | -97.75 | 16.27 | 6 | -1 | 120 |
| 16 Apr | 24196.75 | 1175 | -50 | 20.24 | 12 | -1 | 121 |
| 15 Apr | 24231.30 | 1225 | -379.95000000000005 | 18.48 | 16 | -3 | 122 |
| 13 Apr | 23842.65 | 1604.95 | 121.15000000000009 | 21.32 | 6 | 0 | 126 |
| 10 Apr | 24050.60 | 1483.8 | 1483.8 | - | 0 | 0 | 126 |
| 9 Apr | 23775.10 | 1483.8 | 1483.8 | - | 0 | 0 | 126 |
| 8 Apr | 23997.35 | 1483.8 | -924.75 | 27.46 | 47 | 122 | 123 |
| 7 Apr | 23123.65 | 2408.55 | -488.45 | - | 0 | 130 | 131 |
| 6 Apr | 22968.25 | 2408.55 | -488.45 | 29.09 | 21 | 126 | 126 |
| 2 Apr | 22713.10 | 2897 | 53 | - | 0 | 0 | 139 |
| 1 Apr | 22679.40 | 2897 | 53 | - | 0 | 139 | 139 |
| 30 Mar | 22331.40 | 2897 | 53 | 24.67 | 4 | 140 | 140 |
| 27 Mar | 22819.60 | 2844 | 939.85 | - | 0 | 0 | 142 |
| 25 Mar | 23306.45 | 2844 | 939.85 | - | 0 | 141 | 142 |
| 24 Mar | 22912.40 | 2844 | 939.85 | - | 0 | 141 | 142 |
| 23 Mar | 22512.65 | 2844 | 939.85 | 30.89 | 6 | 0 | 142 |
| 20 Mar | 23114.50 | 1906.55 | 256.55 | - | 0 | 142 | 142 |
| 19 Mar | 23002.15 | 1906.55 | 256.55 | - | 0 | 141 | 142 |
| 18 Mar | 23777.80 | 1906.55 | 256.55 | - | 0 | 141 | 142 |
| 17 Mar | 23581.15 | 1906.55 | 256.55 | - | 43 | 142 | 142 |
| 16 Mar | 23408.80 | 1906.55 | 256.55 | 19.56 | 43 | 145 | 145 |
| 13 Mar | 23151.10 | 1650 | 207.65 | - | 0 | 183 | 184 |
| 12 Mar | 23639.15 | 1650 | 207.65 | 18.88 | 1 | 185 | 185 |
| 11 Mar | 23866.85 | 1440.2 | -184.8 | 17.17 | 7 | 0 | 190 |
| 10 Mar | 24261.60 | 1625 | 624 | - | 9 | 0 | 190 |
| 9 Mar | 24028.05 | 1625 | 624 | 27.04 | 9 | -7 | 191 |
| 6 Mar | 24450.45 | 984.65 | 183.45 | 16.75 | 33 | -12 | 199 |
| 5 Mar | 24765.90 | 802.2 | -123.55 | 16.17 | 7 | -1 | 214 |
| 4 Mar | 24480.50 | 925.75 | 244.4 | 15.17 | 60 | -36 | 220 |
| 2 Mar | 24865.70 | 676.3 | 195.75 | 14.44 | 1,110 | 119 | 816 |
| 27 Feb | 25178.65 | 460.4 | 119.05 | 13.1 | 116 | -16 | 698 |
| 26 Feb | 25496.55 | 341.5 | -13.05 | 13.17 | 788 | 428 | 714 |
| 25 Feb | 25482.50 | 351.8 | -23.4 | 13.23 | 191 | 4 | 285 |
| 24 Feb | 25424.65 | 370.85 | 74.6 | 13.53 | 113 | 16 | 280 |
| 23 Feb | 25713.00 | 296.25 | -38.45 | 13.67 | 95 | 34 | 263 |
| 20 Feb | 25571.25 | 330 | -44 | 13.27 | 124 | 34 | 229 |
| 19 Feb | 25454.35 | 384.7 | 143.4 | 13.27 | 40 | 20 | 195 |
| 18 Feb | 25819.35 | 242.15 | -45.45 | 12.78 | 33 | 20 | 174 |
| 17 Feb | 25725.40 | 287.6 | 0.05 | 13.28 | 54 | 28 | 155 |
| 16 Feb | 25682.75 | 288.8 | -65.95 | 13.01 | 106 | 16 | 128 |
| 13 Feb | 25471.10 | 368.6 | 127.55 | 13.09 | 109 | 11 | 114 |
| 12 Feb | 25807.20 | 241.05 | 42.55 | 12.47 | 18 | 12 | 103 |
| 11 Feb | 25953.85 | 198.5 | -12.5 | 12.27 | 31 | 17 | 91 |
| 10 Feb | 25935.15 | 211 | -28.05 | 12.41 | 62 | 58 | 73 |
| 9 Feb | 25867.30 | 239.05 | -59.6 | 12.78 | 8 | 4 | 14 |
| 6 Feb | 25693.70 | 298.65 | -18.1 | 12.88 | 2 | 0 | 10 |
| 5 Feb | 25642.80 | 316.75 | 23.95 | 13.05 | 8 | 1 | 10 |
| 4 Feb | 25776.00 | 292.8 | -8.95 | 13.13 | 5 | 1 | 7 |
| 3 Feb | 25727.55 | 301.75 | -280.65 | 13.15 | 1 | 0 | 6 |
| 2 Feb | 25088.40 | 583.9 | -15.35 | 14.28 | 2 | 0 | 6 |
| 1 Feb | 24825.45 | 599.25 | 147.7 | 11.51 | 4 | 2 | 6 |
| 30 Jan | 25320.65 | 452.9 | -49.05 | 13.51 | 3 | 0 | 4 |
| 29 Jan | 25418.90 | 501.95 | -128.4 | 15.29 | 4 | 2 | 2 |
For Nifty - strike price 25450 expiring on 28APR2026
Delta for 25450 PE is -1
Historical price for 25450 PE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 1499, which was 206.5 higher than the previous day. The implied volatity was 20.13, the open interest changed by 0 which decreased total open position to 122
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1292.5, which was 217.9000000000001 higher than the previous day. The implied volatity was 31.68, the open interest changed by -1 which decreased total open position to 120
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1064.3, which was 191.14999999999998 higher than the previous day. The implied volatity was 15.55, the open interest changed by 2 which increased total open position to 120
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 877.3, which was -259.20000000000005 lower than the previous day. The implied volatity was 18.96, the open interest changed by 6 which increased total open position to 122
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1136.5, which was 55.450000000000045 higher than the previous day. The implied volatity was 24.65, the open interest changed by 0 which decreased total open position to 116
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1077.25, which was -97.75 lower than the previous day. The implied volatity was 16.27, the open interest changed by -1 which decreased total open position to 120
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1175, which was -50 lower than the previous day. The implied volatity was 20.24, the open interest changed by -1 which decreased total open position to 121
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1225, which was -379.95000000000005 lower than the previous day. The implied volatity was 18.48, the open interest changed by -3 which decreased total open position to 122
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1604.95, which was 121.15000000000009 higher than the previous day. The implied volatity was 21.32, the open interest changed by 0 which decreased total open position to 126
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1483.8, which was 1483.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 126
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1483.8, which was 1483.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 126
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1483.8, which was -924.75 lower than the previous day. The implied volatity was 27.46, the open interest changed by 122 which increased total open position to 123
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 2408.55, which was -488.45 lower than the previous day. The implied volatity was -, the open interest changed by 130 which increased total open position to 131
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 2408.55, which was -488.45 lower than the previous day. The implied volatity was 29.09, the open interest changed by 126 which increased total open position to 126
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 2897, which was 53 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 139
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 2897, which was 53 higher than the previous day. The implied volatity was -, the open interest changed by 139 which increased total open position to 139
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 2897, which was 53 higher than the previous day. The implied volatity was 24.67, the open interest changed by 140 which increased total open position to 140
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 2844, which was 939.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 142
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 2844, which was 939.85 higher than the previous day. The implied volatity was -, the open interest changed by 141 which increased total open position to 142
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 2844, which was 939.85 higher than the previous day. The implied volatity was -, the open interest changed by 141 which increased total open position to 142
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 2844, which was 939.85 higher than the previous day. The implied volatity was 30.89, the open interest changed by 0 which decreased total open position to 142
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1906.55, which was 256.55 higher than the previous day. The implied volatity was -, the open interest changed by 142 which increased total open position to 142
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1906.55, which was 256.55 higher than the previous day. The implied volatity was -, the open interest changed by 141 which increased total open position to 142
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1906.55, which was 256.55 higher than the previous day. The implied volatity was -, the open interest changed by 141 which increased total open position to 142
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1906.55, which was 256.55 higher than the previous day. The implied volatity was -, the open interest changed by 142 which increased total open position to 142
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1906.55, which was 256.55 higher than the previous day. The implied volatity was 19.56, the open interest changed by 145 which increased total open position to 145
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1650, which was 207.65 higher than the previous day. The implied volatity was -, the open interest changed by 183 which increased total open position to 184
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1650, which was 207.65 higher than the previous day. The implied volatity was 18.88, the open interest changed by 185 which increased total open position to 185
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1440.2, which was -184.8 lower than the previous day. The implied volatity was 17.17, the open interest changed by 0 which decreased total open position to 190
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1625, which was 624 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 190
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1625, which was 624 higher than the previous day. The implied volatity was 27.04, the open interest changed by -7 which decreased total open position to 191
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 984.65, which was 183.45 higher than the previous day. The implied volatity was 16.75, the open interest changed by -12 which decreased total open position to 199
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 802.2, which was -123.55 lower than the previous day. The implied volatity was 16.17, the open interest changed by -1 which decreased total open position to 214
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 925.75, which was 244.4 higher than the previous day. The implied volatity was 15.17, the open interest changed by -36 which decreased total open position to 220
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 676.3, which was 195.75 higher than the previous day. The implied volatity was 14.44, the open interest changed by 119 which increased total open position to 816
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 460.4, which was 119.05 higher than the previous day. The implied volatity was 13.1, the open interest changed by -16 which decreased total open position to 698
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 341.5, which was -13.05 lower than the previous day. The implied volatity was 13.17, the open interest changed by 428 which increased total open position to 714
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 351.8, which was -23.4 lower than the previous day. The implied volatity was 13.23, the open interest changed by 4 which increased total open position to 285
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 370.85, which was 74.6 higher than the previous day. The implied volatity was 13.53, the open interest changed by 16 which increased total open position to 280
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 296.25, which was -38.45 lower than the previous day. The implied volatity was 13.67, the open interest changed by 34 which increased total open position to 263
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 330, which was -44 lower than the previous day. The implied volatity was 13.27, the open interest changed by 34 which increased total open position to 229
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 384.7, which was 143.4 higher than the previous day. The implied volatity was 13.27, the open interest changed by 20 which increased total open position to 195
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 242.15, which was -45.45 lower than the previous day. The implied volatity was 12.78, the open interest changed by 20 which increased total open position to 174
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 287.6, which was 0.05 higher than the previous day. The implied volatity was 13.28, the open interest changed by 28 which increased total open position to 155
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 288.8, which was -65.95 lower than the previous day. The implied volatity was 13.01, the open interest changed by 16 which increased total open position to 128
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 368.6, which was 127.55 higher than the previous day. The implied volatity was 13.09, the open interest changed by 11 which increased total open position to 114
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 241.05, which was 42.55 higher than the previous day. The implied volatity was 12.47, the open interest changed by 12 which increased total open position to 103
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 198.5, which was -12.5 lower than the previous day. The implied volatity was 12.27, the open interest changed by 17 which increased total open position to 91
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 211, which was -28.05 lower than the previous day. The implied volatity was 12.41, the open interest changed by 58 which increased total open position to 73
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 239.05, which was -59.6 lower than the previous day. The implied volatity was 12.78, the open interest changed by 4 which increased total open position to 14
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 298.65, which was -18.1 lower than the previous day. The implied volatity was 12.88, the open interest changed by 0 which decreased total open position to 10
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 316.75, which was 23.95 higher than the previous day. The implied volatity was 13.05, the open interest changed by 1 which increased total open position to 10
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 292.8, which was -8.95 lower than the previous day. The implied volatity was 13.13, the open interest changed by 1 which increased total open position to 7
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 301.75, which was -280.65 lower than the previous day. The implied volatity was 13.15, the open interest changed by 0 which decreased total open position to 6
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 583.9, which was -15.35 lower than the previous day. The implied volatity was 14.28, the open interest changed by 0 which decreased total open position to 6
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 599.25, which was 147.7 higher than the previous day. The implied volatity was 11.51, the open interest changed by 2 which increased total open position to 6
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 452.9, which was -49.05 lower than the previous day. The implied volatity was 13.51, the open interest changed by 0 which decreased total open position to 4
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 501.95, which was -128.4 lower than the previous day. The implied volatity was 15.29, the open interest changed by 2 which increased total open position to 2
