NIFTY
Nifty
Historical option data for NIFTY
16 Apr 2026 04:11 PM IST
| NIFTY 21-Apr-2026 (5d) 25500 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.01
Theta: -1.2
Gamma: 0.00004
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Apr | 24196.75 | 1.45 | -0.7 | 17.91 | 5,12,663 | 54,963 | 1,28,746 | |||||||||
| 15 Apr | 24231.30 | 2.2 | 0.40000000000000013 | 16.96 | 3,72,893 | 31,869 | 73,810 | |||||||||
| 13 Apr | 23842.65 | 1.75 | -4.6 | 18.32 | 1,22,449 | 12,149 | 42,405 | |||||||||
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| 10 Apr | 24050.60 | 7 | 0.8499999999999996 | 16.51 | 55,706 | 11,087 | 30,273 | |||||||||
| 9 Apr | 23775.10 | 5.8 | -5.95 | 18.05 | 43,131 | 10,645 | 19,202 | |||||||||
| 8 Apr | 23997.35 | 13 | 7.65 | 17.15 | 34,965 | 6,831 | 8,625 | |||||||||
| 7 Apr | 23123.65 | 5.5 | -0.75 | 21.99 | 2,420 | 399 | 1,794 | |||||||||
| 6 Apr | 22968.25 | 6.5 | -1.15 | 23.24 | 1,908 | 787 | 1,395 | |||||||||
| 2 Apr | 22713.10 | 7 | -2.95 | 22.66 | 901 | 175 | 608 | |||||||||
| 1 Apr | 22679.40 | 10 | -8.95 | 23.22 | 767 | 375 | 433 | |||||||||
| 30 Mar | 22331.40 | 19 | -12.85 | 27.14 | 103 | 58 | 58 | |||||||||
For Nifty - strike price 25500 expiring on 21APR2026
Delta for 25500 CE is 0.01
Historical price for 25500 CE is as follows
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1.45, which was -0.7 lower than the previous day. The implied volatity was 17.91, the open interest changed by 54963 which increased total open position to 128746
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 2.2, which was 0.40000000000000013 higher than the previous day. The implied volatity was 16.96, the open interest changed by 31869 which increased total open position to 73810
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1.75, which was -4.6 lower than the previous day. The implied volatity was 18.32, the open interest changed by 12149 which increased total open position to 42405
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 7, which was 0.8499999999999996 higher than the previous day. The implied volatity was 16.51, the open interest changed by 11087 which increased total open position to 30273
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 5.8, which was -5.95 lower than the previous day. The implied volatity was 18.05, the open interest changed by 10645 which increased total open position to 19202
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 13, which was 7.65 higher than the previous day. The implied volatity was 17.15, the open interest changed by 6831 which increased total open position to 8625
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 5.5, which was -0.75 lower than the previous day. The implied volatity was 21.99, the open interest changed by 399 which increased total open position to 1794
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 6.5, which was -1.15 lower than the previous day. The implied volatity was 23.24, the open interest changed by 787 which increased total open position to 1395
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 7, which was -2.95 lower than the previous day. The implied volatity was 22.66, the open interest changed by 175 which increased total open position to 608
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 10, which was -8.95 lower than the previous day. The implied volatity was 23.22, the open interest changed by 375 which increased total open position to 433
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 19, which was -12.85 lower than the previous day. The implied volatity was 27.14, the open interest changed by 58 which increased total open position to 58
| NIFTY 21-Apr-2026 (5d) 25500 PE | |||||||
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Delta: -0.93
Vega: 0.04
Theta: -7.41
Gamma: 0.00016
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Apr | 24196.75 | 1311.75 | 37.700000000000045 | 28.84 | 248 | -26 | 2,029 |
| 15 Apr | 24231.30 | 1285 | -360.5 | 24.65 | 379 | -82 | 2,047 |
| 13 Apr | 23842.65 | 1652.55 | 232.04999999999995 | 22.23 | 1,167 | 1,009 | 2,094 |
| 10 Apr | 24050.60 | 1406.45 | -248.45000000000005 | 18.39 | 981 | 944 | 1,085 |
| 9 Apr | 23775.10 | 1644.55 | -955.45 | 17.96 | 138 | 136 | 141 |
| 8 Apr | 23997.35 | 2600 | 820.4 | - | 0 | 5 | 5 |
| 7 Apr | 23123.65 | 2600 | 820.4 | 58.55 | 5 | 0 | 0 |
| 6 Apr | 22968.25 | 1779.6 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 22713.10 | 1779.6 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 22679.40 | 1779.6 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 22331.40 | 1779.6 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25500 expiring on 21APR2026
Delta for 25500 PE is -0.93
Historical price for 25500 PE is as follows
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1311.75, which was 37.700000000000045 higher than the previous day. The implied volatity was 28.84, the open interest changed by -26 which decreased total open position to 2029
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1285, which was -360.5 lower than the previous day. The implied volatity was 24.65, the open interest changed by -82 which decreased total open position to 2047
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1652.55, which was 232.04999999999995 higher than the previous day. The implied volatity was 22.23, the open interest changed by 1009 which increased total open position to 2094
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1406.45, which was -248.45000000000005 lower than the previous day. The implied volatity was 18.39, the open interest changed by 944 which increased total open position to 1085
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1644.55, which was -955.45 lower than the previous day. The implied volatity was 17.96, the open interest changed by 136 which increased total open position to 141
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 2600, which was 820.4 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 2600, which was 820.4 higher than the previous day. The implied volatity was 58.55, the open interest changed by 0 which decreased total open position to 0
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 1779.6, 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 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 1779.6, 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 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1779.6, 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 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1779.6, 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
