NIFTY
Nifty
Historical option data for NIFTY
02 Apr 2026 04:10 PM IST
| NIFTY 07-Apr-2026 (3d) 25550 CE | ||||||||||||||||
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Delta: 0
Vega: 0.22
Theta: -0.8
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 22713.10 | 0.75 | -0.2 | 35.61 | 7,292 | -827 | 1,087 | |||||||||
| 1 Apr | 22679.40 | 0.95 | -2.05 | 33.18 | 19,285 | 1,348 | 1,914 | |||||||||
| 30 Mar | 22331.40 | 2.9 | -2 | 35.93 | 1,264 | 212 | 566 | |||||||||
| 27 Mar | 22819.60 | 3.65 | -5.45 | 26.88 | 1,135 | 142 | 354 | |||||||||
| 25 Mar | 23306.45 | 7.2 | -4.75 | 22.58 | 782 | 141 | 212 | |||||||||
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| 24 Mar | 22912.40 | 11.4 | -0.6 | 26.65 | 66 | 14 | 71 | |||||||||
| 23 Mar | 22512.65 | 12 | -2.45 | - | 0 | 4 | 57 | |||||||||
| 20 Mar | 23114.50 | 12 | -2.45 | 21.98 | 98 | -7 | 53 | |||||||||
| 19 Mar | 23002.15 | 11.4 | -4.3 | 22.26 | 45 | -2 | 60 | |||||||||
| 18 Mar | 23777.80 | 14.95 | -4.5 | 16.18 | 87 | -8 | 62 | |||||||||
| 17 Mar | 23581.15 | 18.65 | -11.55 | 18.08 | 81 | -2 | 70 | |||||||||
| 16 Mar | 23408.80 | 30.2 | 1.85 | 21.42 | 29 | 2 | 72 | |||||||||
| 13 Mar | 23151.10 | 28.25 | -6.7 | 21.16 | 203 | -33 | 70 | |||||||||
| 12 Mar | 23639.15 | 34.95 | -13.7 | 17.74 | 133 | 62 | 103 | |||||||||
| 11 Mar | 23866.85 | 50.4 | -77.6 | 17.15 | 77 | 10 | 41 | |||||||||
| 10 Mar | 24261.60 | 134.95 | -97.25 | - | 0 | 0 | 31 | |||||||||
| 9 Mar | 24028.05 | 134.95 | -97.25 | - | 0 | 1 | 31 | |||||||||
| 6 Mar | 24450.45 | 134.95 | -97.25 | 14.83 | 32 | 30 | 30 | |||||||||
| 5 Mar | 24765.90 | 232.2 | 0 | 1.83 | 0 | 0 | 0 | |||||||||
| 4 Mar | 24480.50 | 232.2 | 0 | 2.59 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25550 expiring on 07APR2026
Delta for 25550 CE is 0
Historical price for 25550 CE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 0.75, which was -0.2 lower than the previous day. The implied volatity was 35.61, the open interest changed by -827 which decreased total open position to 1087
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 0.95, which was -2.05 lower than the previous day. The implied volatity was 33.18, the open interest changed by 1348 which increased total open position to 1914
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 2.9, which was -2 lower than the previous day. The implied volatity was 35.93, the open interest changed by 212 which increased total open position to 566
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 3.65, which was -5.45 lower than the previous day. The implied volatity was 26.88, the open interest changed by 142 which increased total open position to 354
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 7.2, which was -4.75 lower than the previous day. The implied volatity was 22.58, the open interest changed by 141 which increased total open position to 212
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 11.4, which was -0.6 lower than the previous day. The implied volatity was 26.65, the open interest changed by 14 which increased total open position to 71
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 12, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 57
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 12, which was -2.45 lower than the previous day. The implied volatity was 21.98, the open interest changed by -7 which decreased total open position to 53
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 11.4, which was -4.3 lower than the previous day. The implied volatity was 22.26, the open interest changed by -2 which decreased total open position to 60
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 14.95, which was -4.5 lower than the previous day. The implied volatity was 16.18, the open interest changed by -8 which decreased total open position to 62
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 18.65, which was -11.55 lower than the previous day. The implied volatity was 18.08, the open interest changed by -2 which decreased total open position to 70
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 30.2, which was 1.85 higher than the previous day. The implied volatity was 21.42, the open interest changed by 2 which increased total open position to 72
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 28.25, which was -6.7 lower than the previous day. The implied volatity was 21.16, the open interest changed by -33 which decreased total open position to 70
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 34.95, which was -13.7 lower than the previous day. The implied volatity was 17.74, the open interest changed by 62 which increased total open position to 103
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 50.4, which was -77.6 lower than the previous day. The implied volatity was 17.15, the open interest changed by 10 which increased total open position to 41
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 134.95, which was -97.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 134.95, which was -97.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 31
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 134.95, which was -97.25 lower than the previous day. The implied volatity was 14.83, the open interest changed by 30 which increased total open position to 30
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 232.2, which was 0 lower than the previous day. The implied volatity was 1.83, 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 232.2, which was 0 lower than the previous day. The implied volatity was 2.59, the open interest changed by 0 which decreased total open position to 0
| NIFTY 07-Apr-2026 (3d) 25550 PE | |||||||
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Delta: -0.91
Vega: 4.27
Theta: -24.52
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 22713.10 | 2936.1 | 126.4 | 72.85 | 3 | 0 | 10 |
| 1 Apr | 22679.40 | 2809.7 | -235.3 | 37.64 | 1 | -2 | 10 |
| 30 Mar | 22331.40 | 3045 | 1507.25 | 39.98 | 15 | 11 | 12 |
| 27 Mar | 22819.60 | 1537.75 | 786.3 | - | 0 | 0 | 1 |
| 25 Mar | 23306.45 | 1537.75 | 786.3 | - | 0 | 0 | 1 |
| 24 Mar | 22912.40 | 1537.75 | 786.3 | - | 0 | 0 | 1 |
| 23 Mar | 22512.65 | 1537.75 | 786.3 | - | 0 | 0 | 1 |
| 20 Mar | 23114.50 | 1537.75 | 786.3 | - | 0 | 0 | 1 |
| 19 Mar | 23002.15 | 1537.75 | 786.3 | - | 0 | 0 | 1 |
| 18 Mar | 23777.80 | 1537.75 | 786.3 | - | 0 | 0 | 1 |
| 17 Mar | 23581.15 | 1537.75 | 786.3 | - | 0 | 1 | 1 |
| 16 Mar | 23408.80 | 1537.75 | 786.3 | - | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 1537.75 | 786.3 | - | 0 | 0 | 1 |
| 12 Mar | 23639.15 | 1537.75 | 786.3 | - | 0 | 1 | 1 |
| 11 Mar | 23866.85 | 1537.75 | 786.3 | 14.72 | 1 | 0 | 0 |
| 10 Mar | 24261.60 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 24028.05 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 24450.45 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 24765.90 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 24480.50 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25550 expiring on 07APR2026
Delta for 25550 PE is -0.91
Historical price for 25550 PE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 2936.1, which was 126.4 higher than the previous day. The implied volatity was 72.85, the open interest changed by 0 which decreased total open position to 10
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 2809.7, which was -235.3 lower than the previous day. The implied volatity was 37.64, the open interest changed by -2 which decreased total open position to 10
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 3045, which was 1507.25 higher than the previous day. The implied volatity was 39.98, the open interest changed by 11 which increased total open position to 12
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1537.75, which was 786.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1537.75, which was 786.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 1537.75, which was 786.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 1537.75, which was 786.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1537.75, which was 786.3 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 1537.75, which was 786.3 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 1537.75, which was 786.3 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 1537.75, which was 786.3 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 1537.75, which was 786.3 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 1537.75, which was 786.3 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 1537.75, which was 786.3 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 1537.75, which was 786.3 higher than the previous day. The implied volatity was 14.72, 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 0, 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 0, 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 0, 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 0, 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 0, 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
