NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:30 PM IST
| NIFTY 28-Apr-2026 (4d) 25500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.01
Theta: -1.84
Gamma: 0.00004
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23878.45 | 1.9 | -0.5 | 24.77 | 4,36,172 | 55,494 | 1,76,275 | |||||||||
| 23 Apr | 24173.05 | 2.2 | -2.8 | 19.26 | 5,37,619 | 11,128 | 1,24,632 | |||||||||
| 22 Apr | 24378.10 | 4.85 | -5.550000000000001 | 16.96 | 4,31,116 | 15,975 | 1,14,797 | |||||||||
| 21 Apr | 24576.60 | 12.15 | 1.700000000000001 | 15.5 | 2,64,694 | 37,309 | 98,611 | |||||||||
| 20 Apr | 24364.85 | 10 | -0.40000000000000036 | 17.14 | 1,69,960 | 18,331 | 61,444 | |||||||||
| 17 Apr | 24353.55 | 11.25 | 0.6999999999999993 | 14.45 | 73,006 | 3,314 | 43,239 | |||||||||
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| 16 Apr | 24196.75 | 10.9 | -1.299999999999999 | 15.64 | 56,182 | 2,191 | 39,898 | |||||||||
| 15 Apr | 24231.30 | 12.25 | 2.6999999999999993 | 15.06 | 55,507 | 5,176 | 37,946 | |||||||||
| 13 Apr | 23842.65 | 9.9 | -7.6 | 17.06 | 26,234 | 1,899 | 32,696 | |||||||||
| 10 Apr | 24050.60 | 17.75 | 0.3000000000000007 | 15.19 | 26,563 | 1,187 | 30,826 | |||||||||
| 9 Apr | 23775.10 | 16.95 | -8.3 | 17.12 | 27,969 | -129 | 29,661 | |||||||||
| 8 Apr | 23997.35 | 27.35 | 15.25 | 15.69 | 48,001 | 16,934 | 29,957 | |||||||||
| 7 Apr | 23123.65 | 12.2 | -2.35 | 19.93 | 18,427 | 3,010 | 28,917 | |||||||||
| 6 Apr | 22968.25 | 14.75 | 1 | 21.44 | 25,602 | 22,599 | 26,050 | |||||||||
| 2 Apr | 22713.10 | 13.2 | -4.05 | 21.02 | 31,625 | 3,609 | 25,648 | |||||||||
| 1 Apr | 22679.40 | 17.3 | -6.95 | 21.54 | 21,127 | 1,308 | 22,073 | |||||||||
| 30 Mar | 22331.40 | 26.3 | -11.05 | 25.1 | 31,728 | 8,641 | 20,807 | |||||||||
| 27 Mar | 22819.60 | 37.95 | -13.75 | 21.76 | 16,993 | 1,140 | 17,200 | |||||||||
| 25 Mar | 23306.45 | 48 | -5.8 | 18.59 | 26,019 | 14,839 | 16,190 | |||||||||
| 24 Mar | 22912.40 | 55.3 | 14.85 | 21.56 | 21,947 | 13,462 | 15,085 | |||||||||
| 23 Mar | 22512.65 | 43 | -1.9 | 23.22 | 19,016 | 13,051 | 14,959 | |||||||||
| 20 Mar | 23114.50 | 44.5 | 1.15 | 18.02 | 15,625 | 14,492 | 16,017 | |||||||||
| 19 Mar | 23002.15 | 47.25 | -16.25 | 18.31 | 19,923 | -1,521 | 15,802 | |||||||||
| 18 Mar | 23777.80 | 63.2 | -1.65 | 14.44 | 20,209 | 228 | 17,950 | |||||||||
| 17 Mar | 23581.15 | 65.4 | -6.9 | 15.87 | 14,606 | 17,513 | 17,701 | |||||||||
| 16 Mar | 23408.80 | 70.55 | -1.3 | 17.45 | 18,522 | 16,784 | 16,913 | |||||||||
| 13 Mar | 23151.10 | 71.75 | -30.65 | 18.12 | 25,363 | 15,926 | 15,984 | |||||||||
| 12 Mar | 23639.15 | 98 | -42.6 | 16.04 | 23,445 | -51 | 15,307 | |||||||||
| 11 Mar | 23866.85 | 134.85 | -62 | 15.95 | 16,086 | 14,817 | 15,360 | |||||||||
| 10 Mar | 24261.60 | 199.4 | -22.6 | 14.5 | 13,125 | 12,793 | 13,310 | |||||||||
| 9 Mar | 24028.05 | 216.75 | -51.1 | 17.4 | 14,524 | 12,145 | 12,641 | |||||||||
| 6 Mar | 24450.45 | 266.05 | -58.8 | 14.15 | 6,675 | 631 | 10,911 | |||||||||
| 5 Mar | 24765.90 | 317 | 30.4 | 12.75 | 8,635 | 111 | 10,362 | |||||||||
| 4 Mar | 24480.50 | 281.55 | -84.3 | 14.16 | 13,941 | 1,627 | 10,479 | |||||||||
| 2 Mar | 24865.70 | 363.05 | -120.6 | 12.19 | 14,766 | 943 | 8,882 | |||||||||
| 27 Feb | 25178.65 | 487 | -156.35 | 10.7 | 6,848 | 2,339 | 7,952 | |||||||||
| 26 Feb | 25496.55 | 641 | -7.65 | 9.68 | 2,688 | 412 | 5,614 | |||||||||
| 25 Feb | 25482.50 | 648 | 4.75 | 9.98 | 2,715 | 218 | 5,232 | |||||||||
| 24 Feb | 25424.65 | 647 | -163.65 | 10.03 | 3,366 | 1,114 | 5,185 | |||||||||
| 23 Feb | 25713.00 | 802.25 | 63.15 | 9.38 | 1,812 | 375 | 4,064 | |||||||||
| 20 Feb | 25571.25 | 735 | 84.75 | 9.67 | 2,104 | 360 | 3,691 | |||||||||
| 19 Feb | 25454.35 | 633.25 | -254.5 | 9.51 | 1,383 | 80 | 3,347 | |||||||||
| 18 Feb | 25819.35 | 885 | 48.3 | 8.4 | 449 | 21 | 3,265 | |||||||||
| 17 Feb | 25725.40 | 835.2 | 11.6 | 8.77 | 680 | 58 | 3,242 | |||||||||
| 16 Feb | 25682.75 | 836.8 | 127.1 | 9.35 | 900 | -49 | 3,177 | |||||||||
| 13 Feb | 25471.10 | 694.05 | -226.85 | 9.21 | 2,379 | 213 | 3,229 | |||||||||
| 12 Feb | 25807.20 | 909 | -95 | 7.95 | 193 | 31 | 3,016 | |||||||||
| 11 Feb | 25953.85 | 1008 | 1.7 | 6.69 | 147 | -17 | 2,985 | |||||||||
| 10 Feb | 25935.15 | 994.8 | 35.6 | 6.84 | 1,084 | -39 | 3,006 | |||||||||
| 9 Feb | 25867.30 | 962.95 | 125.7 | 7.15 | 2,520 | 861 | 3,053 | |||||||||
| 6 Feb | 25693.70 | 832.25 | -8.8 | 7.35 | 494 | 179 | 2,187 | |||||||||
| 5 Feb | 25642.80 | 837.75 | -112.25 | 8.06 | 501 | 77 | 2,006 | |||||||||
| 4 Feb | 25776.00 | 937.5 | 2.25 | 8.52 | 1,218 | 20 | 1,931 | |||||||||
| 3 Feb | 25727.55 | 930.3 | 388.6 | 8.66 | 1,763 | -301 | 1,909 | |||||||||
| 2 Feb | 25088.40 | 545.95 | 86.9 | 9.51 | 3,214 | 702 | 2,188 | |||||||||
| 1 Feb | 24825.45 | 431.9 | -267.3 | 10.36 | 3,536 | 887 | 1,486 | |||||||||
| 30 Jan | 25320.65 | 696.15 | -77.1 | 9.18 | 1,129 | 307 | 592 | |||||||||
| 29 Jan | 25418.90 | 774 | 41.6 | 9.3 | 470 | 207 | 285 | |||||||||
For Nifty - strike price 25500 expiring on 28APR2026
Delta for 25500 CE is 0.01
Historical price for 25500 CE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 1.9, which was -0.5 lower than the previous day. The implied volatity was 24.77, the open interest changed by 55494 which increased total open position to 176275
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 2.2, which was -2.8 lower than the previous day. The implied volatity was 19.26, the open interest changed by 11128 which increased total open position to 124632
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 4.85, which was -5.550000000000001 lower than the previous day. The implied volatity was 16.96, the open interest changed by 15975 which increased total open position to 114797
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 12.15, which was 1.700000000000001 higher than the previous day. The implied volatity was 15.5, the open interest changed by 37309 which increased total open position to 98611
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 10, which was -0.40000000000000036 lower than the previous day. The implied volatity was 17.14, the open interest changed by 18331 which increased total open position to 61444
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 11.25, which was 0.6999999999999993 higher than the previous day. The implied volatity was 14.45, the open interest changed by 3314 which increased total open position to 43239
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 10.9, which was -1.299999999999999 lower than the previous day. The implied volatity was 15.64, the open interest changed by 2191 which increased total open position to 39898
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 12.25, which was 2.6999999999999993 higher than the previous day. The implied volatity was 15.06, the open interest changed by 5176 which increased total open position to 37946
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 9.9, which was -7.6 lower than the previous day. The implied volatity was 17.06, the open interest changed by 1899 which increased total open position to 32696
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 17.75, which was 0.3000000000000007 higher than the previous day. The implied volatity was 15.19, the open interest changed by 1187 which increased total open position to 30826
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 16.95, which was -8.3 lower than the previous day. The implied volatity was 17.12, the open interest changed by -129 which decreased total open position to 29661
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 27.35, which was 15.25 higher than the previous day. The implied volatity was 15.69, the open interest changed by 16934 which increased total open position to 29957
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 12.2, which was -2.35 lower than the previous day. The implied volatity was 19.93, the open interest changed by 3010 which increased total open position to 28917
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 14.75, which was 1 higher than the previous day. The implied volatity was 21.44, the open interest changed by 22599 which increased total open position to 26050
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 13.2, which was -4.05 lower than the previous day. The implied volatity was 21.02, the open interest changed by 3609 which increased total open position to 25648
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 17.3, which was -6.95 lower than the previous day. The implied volatity was 21.54, the open interest changed by 1308 which increased total open position to 22073
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 26.3, which was -11.05 lower than the previous day. The implied volatity was 25.1, the open interest changed by 8641 which increased total open position to 20807
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 37.95, which was -13.75 lower than the previous day. The implied volatity was 21.76, the open interest changed by 1140 which increased total open position to 17200
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 48, which was -5.8 lower than the previous day. The implied volatity was 18.59, the open interest changed by 14839 which increased total open position to 16190
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 55.3, which was 14.85 higher than the previous day. The implied volatity was 21.56, the open interest changed by 13462 which increased total open position to 15085
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 43, which was -1.9 lower than the previous day. The implied volatity was 23.22, the open interest changed by 13051 which increased total open position to 14959
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 44.5, which was 1.15 higher than the previous day. The implied volatity was 18.02, the open interest changed by 14492 which increased total open position to 16017
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 47.25, which was -16.25 lower than the previous day. The implied volatity was 18.31, the open interest changed by -1521 which decreased total open position to 15802
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 63.2, which was -1.65 lower than the previous day. The implied volatity was 14.44, the open interest changed by 228 which increased total open position to 17950
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 65.4, which was -6.9 lower than the previous day. The implied volatity was 15.87, the open interest changed by 17513 which increased total open position to 17701
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 70.55, which was -1.3 lower than the previous day. The implied volatity was 17.45, the open interest changed by 16784 which increased total open position to 16913
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 71.75, which was -30.65 lower than the previous day. The implied volatity was 18.12, the open interest changed by 15926 which increased total open position to 15984
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 98, which was -42.6 lower than the previous day. The implied volatity was 16.04, the open interest changed by -51 which decreased total open position to 15307
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 134.85, which was -62 lower than the previous day. The implied volatity was 15.95, the open interest changed by 14817 which increased total open position to 15360
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 199.4, which was -22.6 lower than the previous day. The implied volatity was 14.5, the open interest changed by 12793 which increased total open position to 13310
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 216.75, which was -51.1 lower than the previous day. The implied volatity was 17.4, the open interest changed by 12145 which increased total open position to 12641
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 266.05, which was -58.8 lower than the previous day. The implied volatity was 14.15, the open interest changed by 631 which increased total open position to 10911
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 317, which was 30.4 higher than the previous day. The implied volatity was 12.75, the open interest changed by 111 which increased total open position to 10362
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 281.55, which was -84.3 lower than the previous day. The implied volatity was 14.16, the open interest changed by 1627 which increased total open position to 10479
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 363.05, which was -120.6 lower than the previous day. The implied volatity was 12.19, the open interest changed by 943 which increased total open position to 8882
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 487, which was -156.35 lower than the previous day. The implied volatity was 10.7, the open interest changed by 2339 which increased total open position to 7952
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 641, which was -7.65 lower than the previous day. The implied volatity was 9.68, the open interest changed by 412 which increased total open position to 5614
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 648, which was 4.75 higher than the previous day. The implied volatity was 9.98, the open interest changed by 218 which increased total open position to 5232
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 647, which was -163.65 lower than the previous day. The implied volatity was 10.03, the open interest changed by 1114 which increased total open position to 5185
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 802.25, which was 63.15 higher than the previous day. The implied volatity was 9.38, the open interest changed by 375 which increased total open position to 4064
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 735, which was 84.75 higher than the previous day. The implied volatity was 9.67, the open interest changed by 360 which increased total open position to 3691
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 633.25, which was -254.5 lower than the previous day. The implied volatity was 9.51, the open interest changed by 80 which increased total open position to 3347
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 885, which was 48.3 higher than the previous day. The implied volatity was 8.4, the open interest changed by 21 which increased total open position to 3265
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 835.2, which was 11.6 higher than the previous day. The implied volatity was 8.77, the open interest changed by 58 which increased total open position to 3242
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 836.8, which was 127.1 higher than the previous day. The implied volatity was 9.35, the open interest changed by -49 which decreased total open position to 3177
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 694.05, which was -226.85 lower than the previous day. The implied volatity was 9.21, the open interest changed by 213 which increased total open position to 3229
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 909, which was -95 lower than the previous day. The implied volatity was 7.95, the open interest changed by 31 which increased total open position to 3016
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 1008, which was 1.7 higher than the previous day. The implied volatity was 6.69, the open interest changed by -17 which decreased total open position to 2985
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 994.8, which was 35.6 higher than the previous day. The implied volatity was 6.84, the open interest changed by -39 which decreased total open position to 3006
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 962.95, which was 125.7 higher than the previous day. The implied volatity was 7.15, the open interest changed by 861 which increased total open position to 3053
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 832.25, which was -8.8 lower than the previous day. The implied volatity was 7.35, the open interest changed by 179 which increased total open position to 2187
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 837.75, which was -112.25 lower than the previous day. The implied volatity was 8.06, the open interest changed by 77 which increased total open position to 2006
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 937.5, which was 2.25 higher than the previous day. The implied volatity was 8.52, the open interest changed by 20 which increased total open position to 1931
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 930.3, which was 388.6 higher than the previous day. The implied volatity was 8.66, the open interest changed by -301 which decreased total open position to 1909
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 545.95, which was 86.9 higher than the previous day. The implied volatity was 9.51, the open interest changed by 702 which increased total open position to 2188
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 431.9, which was -267.3 lower than the previous day. The implied volatity was 10.36, the open interest changed by 887 which increased total open position to 1486
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 696.15, which was -77.1 lower than the previous day. The implied volatity was 9.18, the open interest changed by 307 which increased total open position to 592
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 774, which was 41.6 higher than the previous day. The implied volatity was 9.3, the open interest changed by 207 which increased total open position to 285
| NIFTY 28-Apr-2026 (4d) 25500 PE | |||||||
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Delta: -0.99
Vega: 0.01
Theta: -1.84
Gamma: 0.00004
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23878.45 | 1606.4 | 255.10000000000014 | 24.8 | 1,889 | -778 | 12,070 |
| 23 Apr | 24173.05 | 1337.45 | 218.75 | 26.22 | 1,960 | -1,088 | 12,842 |
| 22 Apr | 24378.10 | 1116.9 | 196.30000000000007 | 16.97 | 2,699 | -212 | 13,939 |
| 21 Apr | 24576.60 | 924 | -224.5 | 19.36 | 4,910 | 1,342 | 14,131 |
| 20 Apr | 24364.85 | 1185.1 | 50.799999999999955 | 24.26 | 2,475 | 1,151 | 12,793 |
| 17 Apr | 24353.55 | 1115.3 | -188.5 | 17.35 | 825 | -17 | 11,655 |
| 16 Apr | 24196.75 | 1315.9 | 52.05000000000018 | 22 | 1,138 | 122 | 11,700 |
| 15 Apr | 24231.30 | 1277.65 | -357.5 | 19.5 | 1,494 | -53 | 11,582 |
| 13 Apr | 23842.65 | 1643.7 | 247.95000000000005 | 19.99 | 728 | -153 | 11,639 |
| 10 Apr | 24050.60 | 1395 | -247.8499999999999 | 14.8 | 1,436 | 848 | 11,790 |
| 9 Apr | 23775.10 | 1638.15 | 188.60000000000014 | 17.04 | 3,888 | 142 | 10,942 |
| 8 Apr | 23997.35 | 1429.25 | -885.9 | 21.01 | 1,987 | -532 | 10,795 |
| 7 Apr | 23123.65 | 2294.55 | -114.75 | 28.94 | 533 | 9,513 | 11,336 |
| 6 Apr | 22968.25 | 2410 | -276.75 | 22.78 | 494 | 94 | 11,369 |
| 2 Apr | 22713.10 | 2675.5 | 14.1 | 27.94 | 744 | 8,385 | 11,424 |
| 1 Apr | 22679.40 | 2650.75 | -412.65 | 25.31 | 753 | -64 | 11,086 |
| 30 Mar | 22331.40 | 2964.6 | 398.15 | 27.63 | 6,471 | 9,356 | 11,149 |
| 27 Mar | 22819.60 | 2579 | 501.3 | 30.28 | 3,116 | 1,481 | 10,667 |
| 25 Mar | 23306.45 | 2069.85 | -347.65 | 23.36 | 1,376 | 9,183 | 9,183 |
| 24 Mar | 22912.40 | 2386.35 | -448.2 | 24.29 | 1,126 | 8,198 | 8,198 |
| 23 Mar | 22512.65 | 2863.25 | 654.95 | 29.12 | 1,254 | 7,756 | 7,756 |
| 20 Mar | 23114.50 | 2209.25 | -113 | 23.17 | 308 | 8,018 | 8,018 |
| 19 Mar | 23002.15 | 2237.9 | 618.7 | 22.66 | 679 | 7,885 | 7,886 |
| 18 Mar | 23777.80 | 1627.25 | -130.3 | 20.3 | 1,626 | 8,647 | 8,648 |
| 17 Mar | 23581.15 | 1764.2 | -200.85 | 18.78 | 538 | 8,259 | 8,260 |
| 16 Mar | 23408.80 | 1990 | -172.95 | 21.72 | 778 | 7,957 | 7,957 |
| 13 Mar | 23151.10 | 2144.6 | 453.75 | 21.79 | 1,764 | 163 | 8,118 |
| 12 Mar | 23639.15 | 1675.95 | 183.95 | 18.21 | 1,283 | -125 | 7,957 |
| 11 Mar | 23866.85 | 1518 | 401.75 | 18.67 | 955 | 8,083 | 8,083 |
| 10 Mar | 24261.60 | 1099.85 | -273 | 15.48 | 1,587 | 8,131 | 8,131 |
| 9 Mar | 24028.05 | 1407.55 | 366.25 | 18.93 | 1,696 | -313 | 7,506 |
| 6 Mar | 24450.45 | 1009.35 | 207.65 | 16.51 | 2,139 | 143 | 8,044 |
| 5 Mar | 24765.90 | 818.9 | -211.5 | 15.82 | 2,316 | 8,078 | 8,078 |
| 4 Mar | 24480.50 | 1027.55 | 322.05 | 17.11 | 4,809 | 97 | 8,006 |
| 2 Mar | 24865.70 | 699.6 | 206.05 | 14.31 | 13,297 | -1,791 | 8,305 |
| 27 Feb | 25178.65 | 485 | 127.55 | 13.13 | 13,414 | 683 | 10,131 |
| 26 Feb | 25496.55 | 357 | -13.95 | 13.09 | 3,755 | 210 | 9,538 |
| 25 Feb | 25482.50 | 367.5 | -27.05 | 13.15 | 6,840 | 782 | 9,327 |
| 24 Feb | 25424.65 | 390.05 | 81.65 | 13.52 | 6,601 | -98 | 8,574 |
| 23 Feb | 25713.00 | 309.25 | -35.8 | 13.59 | 8,993 | 2,121 | 8,692 |
| 20 Feb | 25571.25 | 342.1 | -51.55 | 13.14 | 3,481 | 316 | 6,551 |
| 19 Feb | 25454.35 | 413 | 157.2 | 13.47 | 4,272 | 258 | 6,230 |
| 18 Feb | 25819.35 | 255.8 | -37.4 | 12.76 | 2,136 | 35 | 5,975 |
| 17 Feb | 25725.40 | 293.95 | -12.4 | 13.04 | 3,243 | 109 | 5,999 |
| 16 Feb | 25682.75 | 301.85 | -69.4 | 12.94 | 2,609 | 417 | 5,900 |
| 13 Feb | 25471.10 | 389.25 | 136.85 | 13.15 | 5,648 | 616 | 5,442 |
| 12 Feb | 25807.20 | 252.5 | 37.25 | 12.41 | 3,282 | 330 | 4,899 |
| 11 Feb | 25953.85 | 216.55 | -6.7 | 12.43 | 1,957 | 130 | 4,570 |
| 10 Feb | 25935.15 | 225 | -26.5 | 12.45 | 2,465 | 279 | 4,439 |
| 9 Feb | 25867.30 | 252.1 | -54.3 | 12.76 | 2,709 | 118 | 4,188 |
| 6 Feb | 25693.70 | 310 | -10.7 | 12.78 | 1,904 | 195 | 4,070 |
| 5 Feb | 25642.80 | 324 | 31.55 | 12.84 | 2,174 | 635 | 3,874 |
| 4 Feb | 25776.00 | 297.4 | -23.05 | 12.88 | 2,060 | 90 | 3,242 |
| 3 Feb | 25727.55 | 321.1 | -280.25 | 13.24 | 6,055 | 1,202 | 3,145 |
| 2 Feb | 25088.40 | 596.05 | -157 | 14.05 | 2,721 | 399 | 1,945 |
| 1 Feb | 24825.45 | 793.15 | 331.5 | 15 | 3,118 | 754 | 1,546 |
| 30 Jan | 25320.65 | 460.95 | 40.45 | 13.26 | 1,350 | 485 | 791 |
| 29 Jan | 25418.90 | 422 | -36.75 | 13.23 | 717 | 184 | 305 |
For Nifty - strike price 25500 expiring on 28APR2026
Delta for 25500 PE is -0.99
Historical price for 25500 PE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 1606.4, which was 255.10000000000014 higher than the previous day. The implied volatity was 24.8, the open interest changed by -778 which decreased total open position to 12070
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1337.45, which was 218.75 higher than the previous day. The implied volatity was 26.22, the open interest changed by -1088 which decreased total open position to 12842
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1116.9, which was 196.30000000000007 higher than the previous day. The implied volatity was 16.97, the open interest changed by -212 which decreased total open position to 13939
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 924, which was -224.5 lower than the previous day. The implied volatity was 19.36, the open interest changed by 1342 which increased total open position to 14131
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1185.1, which was 50.799999999999955 higher than the previous day. The implied volatity was 24.26, the open interest changed by 1151 which increased total open position to 12793
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1115.3, which was -188.5 lower than the previous day. The implied volatity was 17.35, the open interest changed by -17 which decreased total open position to 11655
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1315.9, which was 52.05000000000018 higher than the previous day. The implied volatity was 22, the open interest changed by 122 which increased total open position to 11700
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1277.65, which was -357.5 lower than the previous day. The implied volatity was 19.5, the open interest changed by -53 which decreased total open position to 11582
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1643.7, which was 247.95000000000005 higher than the previous day. The implied volatity was 19.99, the open interest changed by -153 which decreased total open position to 11639
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1395, which was -247.8499999999999 lower than the previous day. The implied volatity was 14.8, the open interest changed by 848 which increased total open position to 11790
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1638.15, which was 188.60000000000014 higher than the previous day. The implied volatity was 17.04, the open interest changed by 142 which increased total open position to 10942
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1429.25, which was -885.9 lower than the previous day. The implied volatity was 21.01, the open interest changed by -532 which decreased total open position to 10795
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 2294.55, which was -114.75 lower than the previous day. The implied volatity was 28.94, the open interest changed by 9513 which increased total open position to 11336
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 2410, which was -276.75 lower than the previous day. The implied volatity was 22.78, the open interest changed by 94 which increased total open position to 11369
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 2675.5, which was 14.1 higher than the previous day. The implied volatity was 27.94, the open interest changed by 8385 which increased total open position to 11424
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 2650.75, which was -412.65 lower than the previous day. The implied volatity was 25.31, the open interest changed by -64 which decreased total open position to 11086
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 2964.6, which was 398.15 higher than the previous day. The implied volatity was 27.63, the open interest changed by 9356 which increased total open position to 11149
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 2579, which was 501.3 higher than the previous day. The implied volatity was 30.28, the open interest changed by 1481 which increased total open position to 10667
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 2069.85, which was -347.65 lower than the previous day. The implied volatity was 23.36, the open interest changed by 9183 which increased total open position to 9183
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 2386.35, which was -448.2 lower than the previous day. The implied volatity was 24.29, the open interest changed by 8198 which increased total open position to 8198
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 2863.25, which was 654.95 higher than the previous day. The implied volatity was 29.12, the open interest changed by 7756 which increased total open position to 7756
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 2209.25, which was -113 lower than the previous day. The implied volatity was 23.17, the open interest changed by 8018 which increased total open position to 8018
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 2237.9, which was 618.7 higher than the previous day. The implied volatity was 22.66, the open interest changed by 7885 which increased total open position to 7886
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1627.25, which was -130.3 lower than the previous day. The implied volatity was 20.3, the open interest changed by 8647 which increased total open position to 8648
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1764.2, which was -200.85 lower than the previous day. The implied volatity was 18.78, the open interest changed by 8259 which increased total open position to 8260
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1990, which was -172.95 lower than the previous day. The implied volatity was 21.72, the open interest changed by 7957 which increased total open position to 7957
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 2144.6, which was 453.75 higher than the previous day. The implied volatity was 21.79, the open interest changed by 163 which increased total open position to 8118
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1675.95, which was 183.95 higher than the previous day. The implied volatity was 18.21, the open interest changed by -125 which decreased total open position to 7957
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1518, which was 401.75 higher than the previous day. The implied volatity was 18.67, the open interest changed by 8083 which increased total open position to 8083
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1099.85, which was -273 lower than the previous day. The implied volatity was 15.48, the open interest changed by 8131 which increased total open position to 8131
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1407.55, which was 366.25 higher than the previous day. The implied volatity was 18.93, the open interest changed by -313 which decreased total open position to 7506
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1009.35, which was 207.65 higher than the previous day. The implied volatity was 16.51, the open interest changed by 143 which increased total open position to 8044
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 818.9, which was -211.5 lower than the previous day. The implied volatity was 15.82, the open interest changed by 8078 which increased total open position to 8078
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 1027.55, which was 322.05 higher than the previous day. The implied volatity was 17.11, the open interest changed by 97 which increased total open position to 8006
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 699.6, which was 206.05 higher than the previous day. The implied volatity was 14.31, the open interest changed by -1791 which decreased total open position to 8305
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 485, which was 127.55 higher than the previous day. The implied volatity was 13.13, the open interest changed by 683 which increased total open position to 10131
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 357, which was -13.95 lower than the previous day. The implied volatity was 13.09, the open interest changed by 210 which increased total open position to 9538
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 367.5, which was -27.05 lower than the previous day. The implied volatity was 13.15, the open interest changed by 782 which increased total open position to 9327
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 390.05, which was 81.65 higher than the previous day. The implied volatity was 13.52, the open interest changed by -98 which decreased total open position to 8574
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 309.25, which was -35.8 lower than the previous day. The implied volatity was 13.59, the open interest changed by 2121 which increased total open position to 8692
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 342.1, which was -51.55 lower than the previous day. The implied volatity was 13.14, the open interest changed by 316 which increased total open position to 6551
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 413, which was 157.2 higher than the previous day. The implied volatity was 13.47, the open interest changed by 258 which increased total open position to 6230
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 255.8, which was -37.4 lower than the previous day. The implied volatity was 12.76, the open interest changed by 35 which increased total open position to 5975
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 293.95, which was -12.4 lower than the previous day. The implied volatity was 13.04, the open interest changed by 109 which increased total open position to 5999
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 301.85, which was -69.4 lower than the previous day. The implied volatity was 12.94, the open interest changed by 417 which increased total open position to 5900
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 389.25, which was 136.85 higher than the previous day. The implied volatity was 13.15, the open interest changed by 616 which increased total open position to 5442
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 252.5, which was 37.25 higher than the previous day. The implied volatity was 12.41, the open interest changed by 330 which increased total open position to 4899
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 216.55, which was -6.7 lower than the previous day. The implied volatity was 12.43, the open interest changed by 130 which increased total open position to 4570
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 225, which was -26.5 lower than the previous day. The implied volatity was 12.45, the open interest changed by 279 which increased total open position to 4439
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 252.1, which was -54.3 lower than the previous day. The implied volatity was 12.76, the open interest changed by 118 which increased total open position to 4188
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 310, which was -10.7 lower than the previous day. The implied volatity was 12.78, the open interest changed by 195 which increased total open position to 4070
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 324, which was 31.55 higher than the previous day. The implied volatity was 12.84, the open interest changed by 635 which increased total open position to 3874
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 297.4, which was -23.05 lower than the previous day. The implied volatity was 12.88, the open interest changed by 90 which increased total open position to 3242
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 321.1, which was -280.25 lower than the previous day. The implied volatity was 13.24, the open interest changed by 1202 which increased total open position to 3145
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 596.05, which was -157 lower than the previous day. The implied volatity was 14.05, the open interest changed by 399 which increased total open position to 1945
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 793.15, which was 331.5 higher than the previous day. The implied volatity was 15, the open interest changed by 754 which increased total open position to 1546
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 460.95, which was 40.45 higher than the previous day. The implied volatity was 13.26, the open interest changed by 485 which increased total open position to 791
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 422, which was -36.75 lower than the previous day. The implied volatity was 13.23, the open interest changed by 184 which increased total open position to 305
