NIFTY
Nifty
Historical option data for NIFTY
02 Apr 2026 04:10 PM IST
| NIFTY 07-Apr-2026 (3d) 25500 CE | ||||||||||||||||
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Delta: 0
Vega: 0.23
Theta: -0.84
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 22713.10 | 0.8 | -0.2 | 35.29 | 87,795 | -8,903 | 23,084 | |||||||||
| 1 Apr | 22679.40 | 1 | -2 | 32.83 | 2,50,443 | 4,893 | 31,987 | |||||||||
| 30 Mar | 22331.40 | 2.85 | -2.35 | 35.81 | 75,416 | 14,656 | 27,094 | |||||||||
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| 27 Mar | 22819.60 | 5.45 | -3.75 | 27.89 | 32,082 | 6,277 | 12,438 | |||||||||
| 25 Mar | 23306.45 | 8.5 | -3 | 22.73 | 18,091 | 1,957 | 6,161 | |||||||||
| 24 Mar | 22912.40 | 12.45 | 1.45 | 26.6 | 9,576 | 1,230 | 4,204 | |||||||||
| 23 Mar | 22512.65 | 11.75 | 0.8 | 29.53 | 6,327 | 1,071 | 2,974 | |||||||||
| 20 Mar | 23114.50 | 11.4 | -2 | 21.42 | 2,910 | 334 | 1,903 | |||||||||
| 19 Mar | 23002.15 | 13.8 | -3.1 | 22.59 | 2,122 | 301 | 1,569 | |||||||||
| 18 Mar | 23777.80 | 14.05 | -5.15 | 15.62 | 1,289 | 168 | 1,268 | |||||||||
| 17 Mar | 23581.15 | 18.4 | -7.95 | 17.65 | 1,099 | 79 | 1,100 | |||||||||
| 16 Mar | 23408.80 | 25.45 | -6.75 | 20.28 | 1,169 | 152 | 1,021 | |||||||||
| 13 Mar | 23151.10 | 33 | -6.75 | 21.49 | 1,044 | 90 | 869 | |||||||||
| 12 Mar | 23639.15 | 39 | -15.25 | 17.84 | 977 | 227 | 779 | |||||||||
| 11 Mar | 23866.85 | 55 | -26 | 17.17 | 1,027 | -17 | 552 | |||||||||
| 10 Mar | 24261.60 | 82.65 | -24.1 | 14.69 | 537 | 30 | 569 | |||||||||
| 9 Mar | 24028.05 | 104.7 | -31.35 | 18.43 | 946 | 42 | 539 | |||||||||
| 6 Mar | 24450.45 | 133.65 | -34.3 | 14.29 | 221 | 87 | 497 | |||||||||
| 5 Mar | 24765.90 | 165.05 | 3.5 | 12.42 | 366 | 143 | 410 | |||||||||
| 4 Mar | 24480.50 | 148.1 | -100.05 | 14.28 | 561 | 267 | 267 | |||||||||
For Nifty - strike price 25500 expiring on 07APR2026
Delta for 25500 CE is 0
Historical price for 25500 CE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 35.29, the open interest changed by -8903 which decreased total open position to 23084
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1, which was -2 lower than the previous day. The implied volatity was 32.83, the open interest changed by 4893 which increased total open position to 31987
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 2.85, which was -2.35 lower than the previous day. The implied volatity was 35.81, the open interest changed by 14656 which increased total open position to 27094
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 5.45, which was -3.75 lower than the previous day. The implied volatity was 27.89, the open interest changed by 6277 which increased total open position to 12438
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 8.5, which was -3 lower than the previous day. The implied volatity was 22.73, the open interest changed by 1957 which increased total open position to 6161
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 12.45, which was 1.45 higher than the previous day. The implied volatity was 26.6, the open interest changed by 1230 which increased total open position to 4204
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 11.75, which was 0.8 higher than the previous day. The implied volatity was 29.53, the open interest changed by 1071 which increased total open position to 2974
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 11.4, which was -2 lower than the previous day. The implied volatity was 21.42, the open interest changed by 334 which increased total open position to 1903
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 13.8, which was -3.1 lower than the previous day. The implied volatity was 22.59, the open interest changed by 301 which increased total open position to 1569
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 14.05, which was -5.15 lower than the previous day. The implied volatity was 15.62, the open interest changed by 168 which increased total open position to 1268
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 18.4, which was -7.95 lower than the previous day. The implied volatity was 17.65, the open interest changed by 79 which increased total open position to 1100
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 25.45, which was -6.75 lower than the previous day. The implied volatity was 20.28, the open interest changed by 152 which increased total open position to 1021
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 33, which was -6.75 lower than the previous day. The implied volatity was 21.49, the open interest changed by 90 which increased total open position to 869
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 39, which was -15.25 lower than the previous day. The implied volatity was 17.84, the open interest changed by 227 which increased total open position to 779
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 55, which was -26 lower than the previous day. The implied volatity was 17.17, the open interest changed by -17 which decreased total open position to 552
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 82.65, which was -24.1 lower than the previous day. The implied volatity was 14.69, the open interest changed by 30 which increased total open position to 569
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 104.7, which was -31.35 lower than the previous day. The implied volatity was 18.43, the open interest changed by 42 which increased total open position to 539
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 133.65, which was -34.3 lower than the previous day. The implied volatity was 14.29, the open interest changed by 87 which increased total open position to 497
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 165.05, which was 3.5 higher than the previous day. The implied volatity was 12.42, the open interest changed by 143 which increased total open position to 410
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 148.1, which was -100.05 lower than the previous day. The implied volatity was 14.28, the open interest changed by 267 which increased total open position to 267
| NIFTY 07-Apr-2026 (3d) 25500 PE | |||||||
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Delta: -0.93
Vega: 3.48
Theta: -15.76
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 22713.10 | 2815.95 | 53.5 | 64.2 | 307 | -123 | 2,918 |
| 1 Apr | 22679.40 | 2751.2 | -350.7 | 40.1 | 1,278 | -264 | 3,041 |
| 30 Mar | 22331.40 | 3040.35 | 394.35 | 32.97 | 1,876 | 1,551 | 3,305 |
| 27 Mar | 22819.60 | 2657.2 | 484.45 | 44.65 | 1,682 | 1,524 | 1,754 |
| 25 Mar | 23306.45 | 2170.9 | -323.15 | 34.33 | 248 | 214 | 230 |
| 24 Mar | 22912.40 | 2482.3 | -248.4 | 32.71 | 18 | 14 | 16 |
| 23 Mar | 22512.65 | 2730.7 | 1238.25 | 19.95 | 4 | 1 | 2 |
| 20 Mar | 23114.50 | 1492.45 | 774.75 | - | 0 | 0 | 1 |
| 19 Mar | 23002.15 | 1492.45 | 774.75 | - | 0 | 0 | 1 |
| 18 Mar | 23777.80 | 1492.45 | 774.75 | - | 0 | 0 | 1 |
| 17 Mar | 23581.15 | 1492.45 | 774.75 | - | 0 | 1 | 1 |
| 16 Mar | 23408.80 | 1492.45 | 774.75 | - | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 1492.45 | 774.75 | - | 0 | 0 | 1 |
| 12 Mar | 23639.15 | 1492.45 | 774.75 | - | 0 | 1 | 1 |
| 11 Mar | 23866.85 | 1492.45 | 774.75 | 14.85 | 1 | 0 | 0 |
| 10 Mar | 24261.60 | 717.7 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 24028.05 | 717.7 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 24450.45 | 717.7 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 24765.90 | 717.7 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 24480.50 | 717.7 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25500 expiring on 07APR2026
Delta for 25500 PE is -0.93
Historical price for 25500 PE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 2815.95, which was 53.5 higher than the previous day. The implied volatity was 64.2, the open interest changed by -123 which decreased total open position to 2918
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 2751.2, which was -350.7 lower than the previous day. The implied volatity was 40.1, the open interest changed by -264 which decreased total open position to 3041
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 3040.35, which was 394.35 higher than the previous day. The implied volatity was 32.97, the open interest changed by 1551 which increased total open position to 3305
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 2657.2, which was 484.45 higher than the previous day. The implied volatity was 44.65, the open interest changed by 1524 which increased total open position to 1754
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 2170.9, which was -323.15 lower than the previous day. The implied volatity was 34.33, the open interest changed by 214 which increased total open position to 230
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 2482.3, which was -248.4 lower than the previous day. The implied volatity was 32.71, the open interest changed by 14 which increased total open position to 16
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 2730.7, which was 1238.25 higher than the previous day. The implied volatity was 19.95, the open interest changed by 1 which increased total open position to 2
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1492.45, which was 774.75 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 1492.45, which was 774.75 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 1492.45, which was 774.75 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 1492.45, which was 774.75 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 1492.45, which was 774.75 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 1492.45, which was 774.75 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 1492.45, which was 774.75 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 1492.45, which was 774.75 higher than the previous day. The implied volatity was 14.85, 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 717.7, 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 717.7, 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 717.7, 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 717.7, 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 717.7, 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
