NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:28 PM IST
| NIFTY 28-Apr-2026 (4d) 25550 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.01
Theta: -1.69
Gamma: 0.00003
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23871.95 | 1.7 | -0.40000000000000013 | 25.16 | 37,705 | 2,386 | 12,199 | |||||||||
| 23 Apr | 24173.05 | 2 | -2.25 | 19.63 | 78,836 | 2,005 | 9,837 | |||||||||
| 22 Apr | 24378.10 | 4.1 | -4.4 | 17.14 | 74,532 | 2,928 | 7,984 | |||||||||
| 21 Apr | 24576.60 | 9.7 | 0.75 | 15.41 | 22,862 | 2,764 | 5,092 | |||||||||
| 20 Apr | 24364.85 | 8.85 | 0 | 17.37 | 11,186 | 1,040 | 2,316 | |||||||||
| 17 Apr | 24353.55 | 9.35 | 0.15000000000000036 | 14.49 | 4,791 | -115 | 1,280 | |||||||||
| 16 Apr | 24196.75 | 9.45 | -1.200000000000001 | 15.77 | 3,626 | 77 | 1,395 | |||||||||
| 15 Apr | 24231.30 | 10.25 | 1.3000000000000007 | 15.03 | 3,264 | 569 | 1,318 | |||||||||
| 13 Apr | 23842.65 | 9 | -7.449999999999999 | 17.16 | 985 | 185 | 741 | |||||||||
| 10 Apr | 24050.60 | 16.65 | 0.7999999999999989 | 15.41 | 598 | 161 | 524 | |||||||||
| 9 Apr | 23775.10 | 15.7 | -7.800000000000001 | 17.24 | 335 | -56 | 371 | |||||||||
| 8 Apr | 23997.35 | 25.95 | 14.2 | 15.93 | 598 | 45 | 429 | |||||||||
| 7 Apr | 23123.65 | 11.75 | -3 | 20.15 | 58 | -15 | 384 | |||||||||
| 6 Apr | 22968.25 | 15.45 | 1.65 | 21.95 | 222 | -693 | 394 | |||||||||
| 2 Apr | 22713.10 | 12.6 | -4.1 | 21.18 | 62 | 362 | 362 | |||||||||
| 1 Apr | 22679.40 | 16.8 | -6.9 | 21.75 | 280 | 347 | 347 | |||||||||
| 30 Mar | 22331.40 | 24.65 | -11.5 | 25.11 | 95 | 9 | 348 | |||||||||
| 27 Mar | 22819.60 | 36 | -10.1 | 21.83 | 56 | 294 | 338 | |||||||||
| 25 Mar | 23306.45 | 45.8 | -4.5 | 18.69 | 191 | 312 | 312 | |||||||||
| 24 Mar | 22912.40 | 51.55 | 10.65 | 21.54 | 236 | 16 | 315 | |||||||||
| 23 Mar | 22512.65 | 43.45 | 0.25 | 23.58 | 131 | 242 | 299 | |||||||||
| 20 Mar | 23114.50 | 41 | -0.4 | 17.99 | 172 | 236 | 240 | |||||||||
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| 19 Mar | 23002.15 | 43.3 | -14.6 | 18.24 | 149 | 193 | 255 | |||||||||
| 18 Mar | 23777.80 | 57.2 | -5.2 | 14.38 | 155 | 167 | 237 | |||||||||
| 17 Mar | 23581.15 | 60.95 | -9.15 | 15.89 | 114 | -2 | 243 | |||||||||
| 16 Mar | 23408.80 | 70.6 | 2.1 | 17.77 | 260 | 244 | 244 | |||||||||
| 13 Mar | 23151.10 | 68.95 | -25.55 | 18.24 | 408 | 47 | 232 | |||||||||
| 12 Mar | 23639.15 | 93.2 | -37.65 | 16.12 | 615 | 136 | 185 | |||||||||
| 11 Mar | 23866.85 | 125.95 | -56.2 | 15.91 | 409 | 162 | 193 | |||||||||
| 10 Mar | 24261.60 | 184.15 | -24.8 | 14.38 | 250 | 11 | 295 | |||||||||
| 9 Mar | 24028.05 | 203 | -47.1 | 17.3 | 515 | -23 | 284 | |||||||||
| 6 Mar | 24450.45 | 246.25 | -60.05 | 13.98 | 257 | 9 | 307 | |||||||||
| 5 Mar | 24765.90 | 297.7 | 28.65 | 12.68 | 100 | 20 | 298 | |||||||||
| 4 Mar | 24480.50 | 259.65 | -79.15 | 13.97 | 430 | 128 | 279 | |||||||||
| 2 Mar | 24865.70 | 347.35 | -111.4 | 12.28 | 278 | 13 | 152 | |||||||||
| 27 Feb | 25178.65 | 457 | -163 | 10.63 | 94 | 6 | 139 | |||||||||
| 26 Feb | 25496.55 | 620 | 15 | 9.95 | 45 | 22 | 134 | |||||||||
| 25 Feb | 25482.50 | 605 | -9.1 | 9.68 | 52 | -7 | 113 | |||||||||
| 24 Feb | 25424.65 | 617.1 | -145.95 | 10.05 | 107 | 51 | 119 | |||||||||
| 23 Feb | 25713.00 | 763.05 | 19.55 | 9.28 | 27 | 16 | 64 | |||||||||
| 20 Feb | 25571.25 | 743.5 | 111.55 | 10.72 | 85 | 15 | 48 | |||||||||
| 19 Feb | 25454.35 | 620 | -217.15 | 9.94 | 35 | 11 | 33 | |||||||||
| 18 Feb | 25819.35 | 837.15 | 21.15 | 8.03 | 4 | 0 | 23 | |||||||||
| 17 Feb | 25725.40 | 816 | 31.4 | 9.26 | 30 | -18 | 24 | |||||||||
| 16 Feb | 25682.75 | 785.9 | 108.45 | 8.93 | 74 | 5 | 58 | |||||||||
| 13 Feb | 25471.10 | 677.45 | -220.15 | 9.58 | 79 | 47 | 53 | |||||||||
| 12 Feb | 25807.20 | 897.6 | -71.2 | 8.79 | 2 | 1 | 7 | |||||||||
| 11 Feb | 25953.85 | 970 | 6.25 | 6.92 | 5 | 0 | 5 | |||||||||
| 10 Feb | 25935.15 | 963.7 | 47 | 7.29 | 2 | 0 | 5 | |||||||||
| 9 Feb | 25867.30 | 916.7 | 123.4 | 6.99 | 2 | 0 | 7 | |||||||||
| 6 Feb | 25693.70 | 793.3 | -21.3 | 7.33 | 2 | 0 | 5 | |||||||||
| 5 Feb | 25642.80 | 812.7 | -122.8 | 8.37 | 6 | 0 | 5 | |||||||||
| 4 Feb | 25776.00 | 935.5 | 439.35 | 9.47 | 2 | 0 | 5 | |||||||||
| 3 Feb | 25727.55 | 496.15 | -13.15 | - | 0 | 0 | 5 | |||||||||
| 2 Feb | 25088.40 | 496.15 | -13.15 | 9.02 | 2 | 0 | 6 | |||||||||
| 1 Feb | 24825.45 | 509.3 | -240.05 | 12.43 | 4 | 0 | 5 | |||||||||
| 30 Jan | 25320.65 | 748.8 | 52.8 | - | 0 | 0 | 5 | |||||||||
| 29 Jan | 25418.90 | 748.8 | 52.8 | 9.37 | 9 | 5 | 5 | |||||||||
For Nifty - strike price 25550 expiring on 28APR2026
Delta for 25550 CE is 0.01
Historical price for 25550 CE is as follows
On 24 Apr NIFTY was trading at 23871.95. The strike last trading price was 1.7, which was -0.40000000000000013 lower than the previous day. The implied volatity was 25.16, the open interest changed by 2386 which increased total open position to 12199
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 2, which was -2.25 lower than the previous day. The implied volatity was 19.63, the open interest changed by 2005 which increased total open position to 9837
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 4.1, which was -4.4 lower than the previous day. The implied volatity was 17.14, the open interest changed by 2928 which increased total open position to 7984
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 9.7, which was 0.75 higher than the previous day. The implied volatity was 15.41, the open interest changed by 2764 which increased total open position to 5092
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 8.85, which was 0 lower than the previous day. The implied volatity was 17.37, the open interest changed by 1040 which increased total open position to 2316
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 9.35, which was 0.15000000000000036 higher than the previous day. The implied volatity was 14.49, the open interest changed by -115 which decreased total open position to 1280
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 9.45, which was -1.200000000000001 lower than the previous day. The implied volatity was 15.77, the open interest changed by 77 which increased total open position to 1395
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 10.25, which was 1.3000000000000007 higher than the previous day. The implied volatity was 15.03, the open interest changed by 569 which increased total open position to 1318
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 9, which was -7.449999999999999 lower than the previous day. The implied volatity was 17.16, the open interest changed by 185 which increased total open position to 741
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 16.65, which was 0.7999999999999989 higher than the previous day. The implied volatity was 15.41, the open interest changed by 161 which increased total open position to 524
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 15.7, which was -7.800000000000001 lower than the previous day. The implied volatity was 17.24, the open interest changed by -56 which decreased total open position to 371
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 25.95, which was 14.2 higher than the previous day. The implied volatity was 15.93, the open interest changed by 45 which increased total open position to 429
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 11.75, which was -3 lower than the previous day. The implied volatity was 20.15, the open interest changed by -15 which decreased total open position to 384
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 15.45, which was 1.65 higher than the previous day. The implied volatity was 21.95, the open interest changed by -693 which decreased total open position to 394
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 12.6, which was -4.1 lower than the previous day. The implied volatity was 21.18, the open interest changed by 362 which increased total open position to 362
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 16.8, which was -6.9 lower than the previous day. The implied volatity was 21.75, the open interest changed by 347 which increased total open position to 347
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 24.65, which was -11.5 lower than the previous day. The implied volatity was 25.11, the open interest changed by 9 which increased total open position to 348
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 36, which was -10.1 lower than the previous day. The implied volatity was 21.83, the open interest changed by 294 which increased total open position to 338
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 45.8, which was -4.5 lower than the previous day. The implied volatity was 18.69, the open interest changed by 312 which increased total open position to 312
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 51.55, which was 10.65 higher than the previous day. The implied volatity was 21.54, the open interest changed by 16 which increased total open position to 315
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 43.45, which was 0.25 higher than the previous day. The implied volatity was 23.58, the open interest changed by 242 which increased total open position to 299
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 41, which was -0.4 lower than the previous day. The implied volatity was 17.99, the open interest changed by 236 which increased total open position to 240
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 43.3, which was -14.6 lower than the previous day. The implied volatity was 18.24, the open interest changed by 193 which increased total open position to 255
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 57.2, which was -5.2 lower than the previous day. The implied volatity was 14.38, the open interest changed by 167 which increased total open position to 237
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 60.95, which was -9.15 lower than the previous day. The implied volatity was 15.89, the open interest changed by -2 which decreased total open position to 243
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 70.6, which was 2.1 higher than the previous day. The implied volatity was 17.77, the open interest changed by 244 which increased total open position to 244
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 68.95, which was -25.55 lower than the previous day. The implied volatity was 18.24, the open interest changed by 47 which increased total open position to 232
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 93.2, which was -37.65 lower than the previous day. The implied volatity was 16.12, the open interest changed by 136 which increased total open position to 185
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 125.95, which was -56.2 lower than the previous day. The implied volatity was 15.91, the open interest changed by 162 which increased total open position to 193
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 184.15, which was -24.8 lower than the previous day. The implied volatity was 14.38, the open interest changed by 11 which increased total open position to 295
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 203, which was -47.1 lower than the previous day. The implied volatity was 17.3, the open interest changed by -23 which decreased total open position to 284
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 246.25, which was -60.05 lower than the previous day. The implied volatity was 13.98, the open interest changed by 9 which increased total open position to 307
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 297.7, which was 28.65 higher than the previous day. The implied volatity was 12.68, the open interest changed by 20 which increased total open position to 298
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 259.65, which was -79.15 lower than the previous day. The implied volatity was 13.97, the open interest changed by 128 which increased total open position to 279
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 347.35, which was -111.4 lower than the previous day. The implied volatity was 12.28, the open interest changed by 13 which increased total open position to 152
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 457, which was -163 lower than the previous day. The implied volatity was 10.63, the open interest changed by 6 which increased total open position to 139
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 620, which was 15 higher than the previous day. The implied volatity was 9.95, the open interest changed by 22 which increased total open position to 134
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 605, which was -9.1 lower than the previous day. The implied volatity was 9.68, the open interest changed by -7 which decreased total open position to 113
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 617.1, which was -145.95 lower than the previous day. The implied volatity was 10.05, the open interest changed by 51 which increased total open position to 119
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 763.05, which was 19.55 higher than the previous day. The implied volatity was 9.28, the open interest changed by 16 which increased total open position to 64
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 743.5, which was 111.55 higher than the previous day. The implied volatity was 10.72, the open interest changed by 15 which increased total open position to 48
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 620, which was -217.15 lower than the previous day. The implied volatity was 9.94, the open interest changed by 11 which increased total open position to 33
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 837.15, which was 21.15 higher than the previous day. The implied volatity was 8.03, the open interest changed by 0 which decreased total open position to 23
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 816, which was 31.4 higher than the previous day. The implied volatity was 9.26, the open interest changed by -18 which decreased total open position to 24
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 785.9, which was 108.45 higher than the previous day. The implied volatity was 8.93, the open interest changed by 5 which increased total open position to 58
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 677.45, which was -220.15 lower than the previous day. The implied volatity was 9.58, the open interest changed by 47 which increased total open position to 53
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 897.6, which was -71.2 lower than the previous day. The implied volatity was 8.79, the open interest changed by 1 which increased total open position to 7
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 970, which was 6.25 higher than the previous day. The implied volatity was 6.92, the open interest changed by 0 which decreased total open position to 5
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 963.7, which was 47 higher than the previous day. The implied volatity was 7.29, the open interest changed by 0 which decreased total open position to 5
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 916.7, which was 123.4 higher than the previous day. The implied volatity was 6.99, 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 793.3, which was -21.3 lower than the previous day. The implied volatity was 7.33, the open interest changed by 0 which decreased total open position to 5
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 812.7, which was -122.8 lower than the previous day. The implied volatity was 8.37, the open interest changed by 0 which decreased total open position to 5
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 935.5, which was 439.35 higher than the previous day. The implied volatity was 9.47, the open interest changed by 0 which decreased total open position to 5
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 496.15, which was -13.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 496.15, which was -13.15 lower than the previous day. The implied volatity was 9.02, 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 509.3, which was -240.05 lower than the previous day. The implied volatity was 12.43, 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 748.8, which was 52.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 748.8, which was 52.8 higher than the previous day. The implied volatity was 9.37, the open interest changed by 5 which increased total open position to 5
| NIFTY 28-Apr-2026 (4d) 25550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.99
Vega: 0.01
Theta: -1.51
Gamma: 0.00003
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23871.95 | 1580 | 200.6500000000001 | 23.41 | 1 | 0 | 93 |
| 23 Apr | 24173.05 | 1379.35 | 227.14999999999986 | 26.13 | 3 | -1 | 93 |
| 22 Apr | 24378.10 | 1152.2 | 185.85000000000002 | 25.24 | 12 | -1 | 92 |
| 21 Apr | 24576.60 | 968.9 | -121.10000000000002 | 18.19 | 62 | -3 | 93 |
| 20 Apr | 24364.85 | 1090 | -94.15000000000009 | 22.18 | 9 | 0 | 96 |
| 17 Apr | 24353.55 | 1181.7 | -210.3499999999999 | 19.75 | 15 | -2 | 97 |
| 16 Apr | 24196.75 | 1393.1 | 106.54999999999995 | 25.85 | 42 | 0 | 99 |
| 15 Apr | 24231.30 | 1286.55 | -373.29999999999995 | 18.69 | 16 | 2 | 99 |
| 13 Apr | 23842.65 | 1659.85 | 75.84999999999991 | 17.85 | 2 | 0 | 97 |
| 10 Apr | 24050.60 | 1584 | -151 | 19.48 | 1 | 0 | 97 |
| 9 Apr | 23775.10 | 1735 | 231.9000000000001 | 14.94 | 25 | -1 | 99 |
| 8 Apr | 23997.35 | 1503.1 | -1001.4 | 23.39 | 24 | 0 | 100 |
| 7 Apr | 23123.65 | 2504.5 | -405.25 | - | 0 | 100 | 100 |
| 6 Apr | 22968.25 | 2504.5 | -405.25 | 29.57 | 26 | 0 | 100 |
| 2 Apr | 22713.10 | 2909.75 | -91.3 | - | 0 | 100 | 100 |
| 1 Apr | 22679.40 | 2909.75 | -91.3 | 42.49 | 6 | -2 | 100 |
| 30 Mar | 22331.40 | 3001.05 | 551.05 | 26.1 | 11 | 2 | 102 |
| 27 Mar | 22819.60 | 2450 | -350 | 10.43 | 2 | 0 | 100 |
| 25 Mar | 23306.45 | 2800 | 751.3 | - | 0 | 100 | 100 |
| 24 Mar | 22912.40 | 2800 | 751.3 | - | 0 | 99 | 100 |
| 23 Mar | 22512.65 | 2800 | 751.3 | 16.85 | 7 | 99 | 100 |
| 20 Mar | 23114.50 | 2048.7 | 41.75 | - | 0 | 0 | 100 |
| 19 Mar | 23002.15 | 2048.7 | 41.75 | 12.89 | 1 | 100 | 100 |
| 18 Mar | 23777.80 | 2006.95 | 51.95 | - | 0 | 100 | 100 |
| 17 Mar | 23581.15 | 2006.95 | 51.95 | 27.82 | 19 | 100 | 101 |
| 16 Mar | 23408.80 | 1955 | -283.85 | 17.07 | 17 | 118 | 118 |
| 13 Mar | 23151.10 | 2222.6 | 435.4 | 23.58 | 18 | 137 | 138 |
| 12 Mar | 23639.15 | 1787.2 | 249.35 | 21.25 | 1 | 141 | 142 |
| 11 Mar | 23866.85 | 1536.9 | 336.9 | 17.85 | 11 | 1 | 147 |
| 10 Mar | 24261.60 | 1200 | -216 | 17.59 | 11 | -7 | 147 |
| 9 Mar | 24028.05 | 1416 | 355.45 | 17.89 | 6 | 0 | 154 |
| 6 Mar | 24450.45 | 1060.55 | 294.7 | 17.1 | 5 | 0 | 155 |
| 5 Mar | 24765.90 | 765.85 | -289.15 | 13.53 | 28 | 155 | 155 |
| 4 Mar | 24480.50 | 1055 | 317.2 | 16.96 | 51 | -9 | 163 |
| 2 Mar | 24865.70 | 725.65 | 214.6 | 14.23 | 434 | -108 | 172 |
| 27 Feb | 25178.65 | 504.5 | 129 | 13.02 | 223 | -1 | 281 |
| 26 Feb | 25496.55 | 374.5 | -11.75 | 13.04 | 156 | 35 | 283 |
| 25 Feb | 25482.50 | 383.5 | -50.35 | 13.05 | 206 | -1 | 248 |
| 24 Feb | 25424.65 | 433.85 | 111.15 | 14.1 | 110 | -4 | 250 |
| 23 Feb | 25713.00 | 325.7 | -37.65 | 13.58 | 105 | 43 | 253 |
| 20 Feb | 25571.25 | 363.7 | -57.1 | 13.22 | 163 | 27 | 209 |
| 19 Feb | 25454.35 | 425.1 | 158.75 | 13.28 | 87 | 12 | 182 |
| 18 Feb | 25819.35 | 269.7 | -27.65 | 12.73 | 76 | 33 | 168 |
| 17 Feb | 25725.40 | 297.35 | -21.5 | 12.72 | 63 | 25 | 134 |
| 16 Feb | 25682.75 | 317 | -67.4 | 12.91 | 78 | 12 | 112 |
| 13 Feb | 25471.10 | 384.4 | 121.55 | 12.58 | 67 | 25 | 101 |
| 12 Feb | 25807.20 | 262.85 | 43.95 | 12.3 | 20 | 8 | 75 |
| 11 Feb | 25953.85 | 218.9 | -11.15 | 12.14 | 5 | 2 | 65 |
| 10 Feb | 25935.15 | 232.1 | -27.8 | 12.28 | 79 | 40 | 63 |
| 9 Feb | 25867.30 | 259.9 | -53.75 | 12.6 | 20 | -2 | 24 |
| 6 Feb | 25693.70 | 313.65 | -24.35 | 12.49 | 92 | 17 | 26 |
| 5 Feb | 25642.80 | 338 | 45.65 | 12.78 | 3 | 1 | 10 |
| 4 Feb | 25776.00 | 292.35 | -42.35 | 12.4 | 7 | 5 | 8 |
| 3 Feb | 25727.55 | 334.7 | -375.6 | 13.18 | 1 | 0 | 4 |
| 2 Feb | 25088.40 | 710.3 | 217.6 | - | 0 | 0 | 4 |
| 1 Feb | 24825.45 | 710.3 | 217.6 | 12.71 | 10 | 2 | 3 |
| 30 Jan | 25320.65 | 494 | -185.35 | 13.5 | 3 | 1 | 1 |
| 29 Jan | 25418.90 | 679.35 | 0 | 0.99 | 0 | 0 | 0 |
For Nifty - strike price 25550 expiring on 28APR2026
Delta for 25550 PE is -0.99
Historical price for 25550 PE is as follows
On 24 Apr NIFTY was trading at 23871.95. The strike last trading price was 1580, which was 200.6500000000001 higher than the previous day. The implied volatity was 23.41, the open interest changed by 0 which decreased total open position to 93
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1379.35, which was 227.14999999999986 higher than the previous day. The implied volatity was 26.13, the open interest changed by -1 which decreased total open position to 93
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1152.2, which was 185.85000000000002 higher than the previous day. The implied volatity was 25.24, the open interest changed by -1 which decreased total open position to 92
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 968.9, which was -121.10000000000002 lower than the previous day. The implied volatity was 18.19, the open interest changed by -3 which decreased total open position to 93
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1090, which was -94.15000000000009 lower than the previous day. The implied volatity was 22.18, the open interest changed by 0 which decreased total open position to 96
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1181.7, which was -210.3499999999999 lower than the previous day. The implied volatity was 19.75, the open interest changed by -2 which decreased total open position to 97
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1393.1, which was 106.54999999999995 higher than the previous day. The implied volatity was 25.85, the open interest changed by 0 which decreased total open position to 99
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1286.55, which was -373.29999999999995 lower than the previous day. The implied volatity was 18.69, the open interest changed by 2 which increased total open position to 99
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1659.85, which was 75.84999999999991 higher than the previous day. The implied volatity was 17.85, the open interest changed by 0 which decreased total open position to 97
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1584, which was -151 lower than the previous day. The implied volatity was 19.48, the open interest changed by 0 which decreased total open position to 97
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1735, which was 231.9000000000001 higher than the previous day. The implied volatity was 14.94, the open interest changed by -1 which decreased total open position to 99
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1503.1, which was -1001.4 lower than the previous day. The implied volatity was 23.39, the open interest changed by 0 which decreased total open position to 100
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 2504.5, which was -405.25 lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 100
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 2504.5, which was -405.25 lower than the previous day. The implied volatity was 29.57, the open interest changed by 0 which decreased total open position to 100
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 2909.75, which was -91.3 lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 100
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 2909.75, which was -91.3 lower than the previous day. The implied volatity was 42.49, the open interest changed by -2 which decreased total open position to 100
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 3001.05, which was 551.05 higher than the previous day. The implied volatity was 26.1, the open interest changed by 2 which increased total open position to 102
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 2450, which was -350 lower than the previous day. The implied volatity was 10.43, the open interest changed by 0 which decreased total open position to 100
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 2800, which was 751.3 higher than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 100
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 2800, which was 751.3 higher than the previous day. The implied volatity was -, the open interest changed by 99 which increased total open position to 100
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 2800, which was 751.3 higher than the previous day. The implied volatity was 16.85, the open interest changed by 99 which increased total open position to 100
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 2048.7, which was 41.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 2048.7, which was 41.75 higher than the previous day. The implied volatity was 12.89, the open interest changed by 100 which increased total open position to 100
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 2006.95, which was 51.95 higher than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 100
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 2006.95, which was 51.95 higher than the previous day. The implied volatity was 27.82, the open interest changed by 100 which increased total open position to 101
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 1955, which was -283.85 lower than the previous day. The implied volatity was 17.07, the open interest changed by 118 which increased total open position to 118
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 2222.6, which was 435.4 higher than the previous day. The implied volatity was 23.58, the open interest changed by 137 which increased total open position to 138
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1787.2, which was 249.35 higher than the previous day. The implied volatity was 21.25, the open interest changed by 141 which increased total open position to 142
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1536.9, which was 336.9 higher than the previous day. The implied volatity was 17.85, the open interest changed by 1 which increased total open position to 147
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1200, which was -216 lower than the previous day. The implied volatity was 17.59, the open interest changed by -7 which decreased total open position to 147
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1416, which was 355.45 higher than the previous day. The implied volatity was 17.89, the open interest changed by 0 which decreased total open position to 154
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1060.55, which was 294.7 higher than the previous day. The implied volatity was 17.1, the open interest changed by 0 which decreased total open position to 155
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 765.85, which was -289.15 lower than the previous day. The implied volatity was 13.53, the open interest changed by 155 which increased total open position to 155
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 1055, which was 317.2 higher than the previous day. The implied volatity was 16.96, the open interest changed by -9 which decreased total open position to 163
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 725.65, which was 214.6 higher than the previous day. The implied volatity was 14.23, the open interest changed by -108 which decreased total open position to 172
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 504.5, which was 129 higher than the previous day. The implied volatity was 13.02, the open interest changed by -1 which decreased total open position to 281
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 374.5, which was -11.75 lower than the previous day. The implied volatity was 13.04, the open interest changed by 35 which increased total open position to 283
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 383.5, which was -50.35 lower than the previous day. The implied volatity was 13.05, the open interest changed by -1 which decreased total open position to 248
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 433.85, which was 111.15 higher than the previous day. The implied volatity was 14.1, the open interest changed by -4 which decreased total open position to 250
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 325.7, which was -37.65 lower than the previous day. The implied volatity was 13.58, the open interest changed by 43 which increased total open position to 253
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 363.7, which was -57.1 lower than the previous day. The implied volatity was 13.22, the open interest changed by 27 which increased total open position to 209
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 425.1, which was 158.75 higher than the previous day. The implied volatity was 13.28, the open interest changed by 12 which increased total open position to 182
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 269.7, which was -27.65 lower than the previous day. The implied volatity was 12.73, the open interest changed by 33 which increased total open position to 168
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 297.35, which was -21.5 lower than the previous day. The implied volatity was 12.72, the open interest changed by 25 which increased total open position to 134
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 317, which was -67.4 lower than the previous day. The implied volatity was 12.91, the open interest changed by 12 which increased total open position to 112
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 384.4, which was 121.55 higher than the previous day. The implied volatity was 12.58, the open interest changed by 25 which increased total open position to 101
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 262.85, which was 43.95 higher than the previous day. The implied volatity was 12.3, the open interest changed by 8 which increased total open position to 75
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 218.9, which was -11.15 lower than the previous day. The implied volatity was 12.14, the open interest changed by 2 which increased total open position to 65
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 232.1, which was -27.8 lower than the previous day. The implied volatity was 12.28, the open interest changed by 40 which increased total open position to 63
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 259.9, which was -53.75 lower than the previous day. The implied volatity was 12.6, the open interest changed by -2 which decreased total open position to 24
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 313.65, which was -24.35 lower than the previous day. The implied volatity was 12.49, the open interest changed by 17 which increased total open position to 26
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 338, which was 45.65 higher than the previous day. The implied volatity was 12.78, 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 292.35, which was -42.35 lower than the previous day. The implied volatity was 12.4, the open interest changed by 5 which increased total open position to 8
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 334.7, which was -375.6 lower than the previous day. The implied volatity was 13.18, the open interest changed by 0 which decreased total open position to 4
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 710.3, which was 217.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 710.3, which was 217.6 higher than the previous day. The implied volatity was 12.71, the open interest changed by 2 which increased total open position to 3
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 494, which was -185.35 lower than the previous day. The implied volatity was 13.5, the open interest changed by 1 which increased total open position to 1
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 679.35, which was 0 lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0
