NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:28 PM IST
| NIFTY 28-Apr-2026 (4d) 25600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.01
Theta: -1.53
Gamma: 0.00003
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23871.95 | 1.5 | -0.30000000000000004 | 25.42 | 1,63,290 | 3,667 | 52,322 | |||||||||
| 23 Apr | 24173.05 | 1.75 | -1.9 | 19.9 | 2,96,737 | 12,439 | 47,329 | |||||||||
| 22 Apr | 24378.10 | 3.6 | -3.2499999999999996 | 17.42 | 2,26,585 | 11,291 | 34,908 | |||||||||
| 21 Apr | 24576.60 | 8.25 | 0.5 | 15.63 | 67,777 | 8,544 | 24,378 | |||||||||
| 20 Apr | 24364.85 | 7.5 | 0 | 17.38 | 50,543 | 9,099 | 15,840 | |||||||||
| 17 Apr | 24353.55 | 8.6 | 0.5499999999999989 | 14.77 | 19,297 | 499 | 6,384 | |||||||||
| 16 Apr | 24196.75 | 8.15 | -1.4000000000000004 | 15.78 | 13,298 | 1,240 | 5,903 | |||||||||
| 15 Apr | 24231.30 | 9.5 | 1.0500000000000007 | 15.33 | 12,777 | 965 | 4,672 | |||||||||
| 13 Apr | 23842.65 | 8.4 | -6.299999999999999 | 17.4 | 5,834 | 375 | 3,836 | |||||||||
| 10 Apr | 24050.60 | 14.4 | -0.5999999999999996 | 15.36 | 4,586 | 820 | 3,464 | |||||||||
| 9 Apr | 23775.10 | 14.5 | -6.949999999999999 | 17.36 | 4,358 | 394 | 2,608 | |||||||||
| 8 Apr | 23997.35 | 22.6 | 11.15 | 15.89 | 6,815 | 1,262 | 2,219 | |||||||||
| 7 Apr | 23123.65 | 11.35 | -2.1 | 20.39 | 736 | 39 | 1,776 | |||||||||
| 6 Apr | 22968.25 | 14 | 1 | 21.94 | 1,625 | 859 | 1,741 | |||||||||
| 2 Apr | 22713.10 | 12.5 | -3.45 | 21.45 | 1,906 | -2,589 | 1,717 | |||||||||
| 1 Apr | 22679.40 | 15.3 | -7.85 | 21.68 | 2,612 | 76 | 1,821 | |||||||||
| 30 Mar | 22331.40 | 21.15 | -12.25 | 24.74 | 989 | -14 | 1,735 | |||||||||
| 27 Mar | 22819.60 | 34.95 | -10.85 | 22.01 | 1,693 | 1,718 | 1,752 | |||||||||
| 25 Mar | 23306.45 | 42.85 | -7.3 | 18.73 | 2,966 | 1,861 | 1,899 | |||||||||
| 24 Mar | 22912.40 | 50.15 | 13.05 | 21.73 | 2,078 | 327 | 2,088 | |||||||||
| 23 Mar | 22512.65 | 38.65 | -1.65 | 23.31 | 1,311 | 68 | 1,762 | |||||||||
| 20 Mar | 23114.50 | 38.65 | -0.6 | 18.05 | 2,241 | 1,648 | 1,705 | |||||||||
| 19 Mar | 23002.15 | 39.1 | -17.1 | 18.13 | 1,103 | -40 | 1,320 | |||||||||
| 18 Mar | 23777.80 | 53.7 | -4.6 | 14.46 | 1,013 | 1,073 | 1,362 | |||||||||
| 17 Mar | 23581.15 | 60.05 | -6.5 | 16.15 | 1,264 | 1,050 | 1,289 | |||||||||
| 16 Mar | 23408.80 | 63.45 | -1.55 | 17.59 | 1,070 | 1,203 | 1,392 | |||||||||
| 13 Mar | 23151.10 | 65 | -25.1 | 18.26 | 4,745 | 1,228 | 1,348 | |||||||||
| 12 Mar | 23639.15 | 87.15 | -33.4 | 16.12 | 3,907 | 315 | 2,381 | |||||||||
| 11 Mar | 23866.85 | 117.5 | -51.95 | 15.88 | 2,599 | 2,022 | 2,066 | |||||||||
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| 10 Mar | 24261.60 | 171.25 | -22.2 | 14.31 | 2,255 | 1,921 | 1,954 | |||||||||
| 9 Mar | 24028.05 | 186.15 | -46.9 | 17.05 | 4,330 | 1,818 | 1,851 | |||||||||
| 6 Mar | 24450.45 | 229.4 | -60.5 | 13.89 | 2,170 | 1,763 | 1,772 | |||||||||
| 5 Mar | 24765.90 | 280.45 | 28.9 | 12.67 | 1,892 | 497 | 2,085 | |||||||||
| 4 Mar | 24480.50 | 246.5 | -75.2 | 13.98 | 3,553 | 316 | 1,595 | |||||||||
| 2 Mar | 24865.70 | 324.75 | -104.7 | 12.19 | 2,645 | 204 | 1,284 | |||||||||
| 27 Feb | 25178.65 | 431.45 | -148.25 | 10.57 | 1,277 | 249 | 1,080 | |||||||||
| 26 Feb | 25496.55 | 578.75 | -5.95 | 9.68 | 569 | 106 | 825 | |||||||||
| 25 Feb | 25482.50 | 584.1 | 0.4 | 9.92 | 631 | 116 | 719 | |||||||||
| 24 Feb | 25424.65 | 580.05 | -154.35 | 9.88 | 618 | 85 | 601 | |||||||||
| 23 Feb | 25713.00 | 738 | 66 | 9.55 | 425 | -28 | 517 | |||||||||
| 20 Feb | 25571.25 | 671.2 | 79.6 | 9.72 | 778 | -91 | 542 | |||||||||
| 19 Feb | 25454.35 | 571.3 | -242.65 | 9.48 | 533 | 128 | 633 | |||||||||
| 18 Feb | 25819.35 | 810.05 | 48.5 | 8.41 | 169 | 15 | 508 | |||||||||
| 17 Feb | 25725.40 | 750.85 | -4.9 | 8.45 | 258 | 35 | 493 | |||||||||
| 16 Feb | 25682.75 | 781.45 | 144.95 | 9.72 | 356 | 49 | 461 | |||||||||
| 13 Feb | 25471.10 | 624.55 | -224.5 | 9.07 | 443 | 113 | 426 | |||||||||
| 12 Feb | 25807.20 | 843.45 | -91.9 | 8.31 | 22 | -8 | 314 | |||||||||
| 11 Feb | 25953.85 | 935.35 | 9.35 | 7.2 | 88 | -48 | 322 | |||||||||
| 10 Feb | 25935.15 | 914.95 | 22.35 | 7.02 | 121 | 58 | 369 | |||||||||
| 9 Feb | 25867.30 | 892.6 | 133.8 | 7.54 | 126 | -73 | 333 | |||||||||
| 6 Feb | 25693.70 | 758.8 | -24.65 | 7.42 | 328 | 106 | 407 | |||||||||
| 5 Feb | 25642.80 | 764.95 | -111.05 | 8.06 | 221 | 95 | 302 | |||||||||
| 4 Feb | 25776.00 | 872 | 6.8 | 8.76 | 71 | -33 | 206 | |||||||||
| 3 Feb | 25727.55 | 862.8 | 378.85 | 8.82 | 211 | -8 | 239 | |||||||||
| 2 Feb | 25088.40 | 479.8 | 78.3 | 9.22 | 65 | 34 | 246 | |||||||||
| 1 Feb | 24825.45 | 374.7 | -270.3 | 10.04 | 265 | 134 | 212 | |||||||||
| 30 Jan | 25320.65 | 650 | -67 | 9.49 | 88 | 76 | 77 | |||||||||
| 29 Jan | 25418.90 | 717 | 44.85 | 9.44 | 1 | 0 | 0 | |||||||||
For Nifty - strike price 25600 expiring on 28APR2026
Delta for 25600 CE is 0.01
Historical price for 25600 CE is as follows
On 24 Apr NIFTY was trading at 23871.95. The strike last trading price was 1.5, which was -0.30000000000000004 lower than the previous day. The implied volatity was 25.42, the open interest changed by 3667 which increased total open position to 52322
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1.75, which was -1.9 lower than the previous day. The implied volatity was 19.9, the open interest changed by 12439 which increased total open position to 47329
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 3.6, which was -3.2499999999999996 lower than the previous day. The implied volatity was 17.42, the open interest changed by 11291 which increased total open position to 34908
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 8.25, which was 0.5 higher than the previous day. The implied volatity was 15.63, the open interest changed by 8544 which increased total open position to 24378
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 7.5, which was 0 lower than the previous day. The implied volatity was 17.38, the open interest changed by 9099 which increased total open position to 15840
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 8.6, which was 0.5499999999999989 higher than the previous day. The implied volatity was 14.77, the open interest changed by 499 which increased total open position to 6384
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 8.15, which was -1.4000000000000004 lower than the previous day. The implied volatity was 15.78, the open interest changed by 1240 which increased total open position to 5903
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 9.5, which was 1.0500000000000007 higher than the previous day. The implied volatity was 15.33, the open interest changed by 965 which increased total open position to 4672
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 8.4, which was -6.299999999999999 lower than the previous day. The implied volatity was 17.4, the open interest changed by 375 which increased total open position to 3836
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 14.4, which was -0.5999999999999996 lower than the previous day. The implied volatity was 15.36, the open interest changed by 820 which increased total open position to 3464
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 14.5, which was -6.949999999999999 lower than the previous day. The implied volatity was 17.36, the open interest changed by 394 which increased total open position to 2608
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 22.6, which was 11.15 higher than the previous day. The implied volatity was 15.89, the open interest changed by 1262 which increased total open position to 2219
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 11.35, which was -2.1 lower than the previous day. The implied volatity was 20.39, the open interest changed by 39 which increased total open position to 1776
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 14, which was 1 higher than the previous day. The implied volatity was 21.94, the open interest changed by 859 which increased total open position to 1741
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 12.5, which was -3.45 lower than the previous day. The implied volatity was 21.45, the open interest changed by -2589 which decreased total open position to 1717
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 15.3, which was -7.85 lower than the previous day. The implied volatity was 21.68, the open interest changed by 76 which increased total open position to 1821
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 21.15, which was -12.25 lower than the previous day. The implied volatity was 24.74, the open interest changed by -14 which decreased total open position to 1735
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 34.95, which was -10.85 lower than the previous day. The implied volatity was 22.01, the open interest changed by 1718 which increased total open position to 1752
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 42.85, which was -7.3 lower than the previous day. The implied volatity was 18.73, the open interest changed by 1861 which increased total open position to 1899
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 50.15, which was 13.05 higher than the previous day. The implied volatity was 21.73, the open interest changed by 327 which increased total open position to 2088
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 38.65, which was -1.65 lower than the previous day. The implied volatity was 23.31, the open interest changed by 68 which increased total open position to 1762
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 38.65, which was -0.6 lower than the previous day. The implied volatity was 18.05, the open interest changed by 1648 which increased total open position to 1705
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 39.1, which was -17.1 lower than the previous day. The implied volatity was 18.13, the open interest changed by -40 which decreased total open position to 1320
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 53.7, which was -4.6 lower than the previous day. The implied volatity was 14.46, the open interest changed by 1073 which increased total open position to 1362
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 60.05, which was -6.5 lower than the previous day. The implied volatity was 16.15, the open interest changed by 1050 which increased total open position to 1289
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 63.45, which was -1.55 lower than the previous day. The implied volatity was 17.59, the open interest changed by 1203 which increased total open position to 1392
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 65, which was -25.1 lower than the previous day. The implied volatity was 18.26, the open interest changed by 1228 which increased total open position to 1348
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 87.15, which was -33.4 lower than the previous day. The implied volatity was 16.12, the open interest changed by 315 which increased total open position to 2381
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 117.5, which was -51.95 lower than the previous day. The implied volatity was 15.88, the open interest changed by 2022 which increased total open position to 2066
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 171.25, which was -22.2 lower than the previous day. The implied volatity was 14.31, the open interest changed by 1921 which increased total open position to 1954
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 186.15, which was -46.9 lower than the previous day. The implied volatity was 17.05, the open interest changed by 1818 which increased total open position to 1851
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 229.4, which was -60.5 lower than the previous day. The implied volatity was 13.89, the open interest changed by 1763 which increased total open position to 1772
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 280.45, which was 28.9 higher than the previous day. The implied volatity was 12.67, the open interest changed by 497 which increased total open position to 2085
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 246.5, which was -75.2 lower than the previous day. The implied volatity was 13.98, the open interest changed by 316 which increased total open position to 1595
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 324.75, which was -104.7 lower than the previous day. The implied volatity was 12.19, the open interest changed by 204 which increased total open position to 1284
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 431.45, which was -148.25 lower than the previous day. The implied volatity was 10.57, the open interest changed by 249 which increased total open position to 1080
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 578.75, which was -5.95 lower than the previous day. The implied volatity was 9.68, the open interest changed by 106 which increased total open position to 825
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 584.1, which was 0.4 higher than the previous day. The implied volatity was 9.92, the open interest changed by 116 which increased total open position to 719
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 580.05, which was -154.35 lower than the previous day. The implied volatity was 9.88, the open interest changed by 85 which increased total open position to 601
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 738, which was 66 higher than the previous day. The implied volatity was 9.55, the open interest changed by -28 which decreased total open position to 517
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 671.2, which was 79.6 higher than the previous day. The implied volatity was 9.72, the open interest changed by -91 which decreased total open position to 542
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 571.3, which was -242.65 lower than the previous day. The implied volatity was 9.48, the open interest changed by 128 which increased total open position to 633
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 810.05, which was 48.5 higher than the previous day. The implied volatity was 8.41, the open interest changed by 15 which increased total open position to 508
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 750.85, which was -4.9 lower than the previous day. The implied volatity was 8.45, the open interest changed by 35 which increased total open position to 493
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 781.45, which was 144.95 higher than the previous day. The implied volatity was 9.72, the open interest changed by 49 which increased total open position to 461
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 624.55, which was -224.5 lower than the previous day. The implied volatity was 9.07, the open interest changed by 113 which increased total open position to 426
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 843.45, which was -91.9 lower than the previous day. The implied volatity was 8.31, the open interest changed by -8 which decreased total open position to 314
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 935.35, which was 9.35 higher than the previous day. The implied volatity was 7.2, the open interest changed by -48 which decreased total open position to 322
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 914.95, which was 22.35 higher than the previous day. The implied volatity was 7.02, the open interest changed by 58 which increased total open position to 369
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 892.6, which was 133.8 higher than the previous day. The implied volatity was 7.54, the open interest changed by -73 which decreased total open position to 333
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 758.8, which was -24.65 lower than the previous day. The implied volatity was 7.42, the open interest changed by 106 which increased total open position to 407
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 764.95, which was -111.05 lower than the previous day. The implied volatity was 8.06, the open interest changed by 95 which increased total open position to 302
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 872, which was 6.8 higher than the previous day. The implied volatity was 8.76, the open interest changed by -33 which decreased total open position to 206
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 862.8, which was 378.85 higher than the previous day. The implied volatity was 8.82, the open interest changed by -8 which decreased total open position to 239
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 479.8, which was 78.3 higher than the previous day. The implied volatity was 9.22, the open interest changed by 34 which increased total open position to 246
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 374.7, which was -270.3 lower than the previous day. The implied volatity was 10.04, the open interest changed by 134 which increased total open position to 212
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 650, which was -67 lower than the previous day. The implied volatity was 9.49, the open interest changed by 76 which increased total open position to 77
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 717, which was 44.85 higher than the previous day. The implied volatity was 9.44, the open interest changed by 0 which decreased total open position to 0
| NIFTY 28-Apr-2026 (4d) 25600 PE | |||||||
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Delta: -0.99
Vega: 0.01
Theta: 0.6
Gamma: 0.00005
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23871.95 | 1720.35 | 276.4499999999998 | 28.68 | 133 | -75 | 680 |
| 23 Apr | 24173.05 | 1436.55 | 218.20000000000005 | 29.48 | 220 | -67 | 755 |
| 22 Apr | 24378.10 | 1217.7 | 200.85000000000002 | 17.83 | 80 | -12 | 821 |
| 21 Apr | 24576.60 | 1028.1 | -263.25 | 20.34 | 399 | 96 | 833 |
| 20 Apr | 24364.85 | 1291.75 | 64 | 25.56 | 47 | 10 | 736 |
| 17 Apr | 24353.55 | 1228.6 | -191.75 | 19.58 | 92 | 73 | 726 |
| 16 Apr | 24196.75 | 1420.35 | 75.75 | 21.44 | 19 | -3 | 654 |
| 15 Apr | 24231.30 | 1351.85 | -593.1500000000001 | 20.63 | 83 | -8 | 655 |
| 13 Apr | 23842.65 | 1945 | 454.75 | 18.94 | 4 | 0 | 664 |
| 10 Apr | 24050.60 | 1488.6 | -287.60000000000014 | 16.65 | 19 | -7 | 663 |
| 9 Apr | 23775.10 | 1776.7 | 219.20000000000005 | 17.57 | 18 | -8 | 670 |
| 8 Apr | 23997.35 | 1537.15 | -861.85 | 22.71 | 73 | 594 | 677 |
| 7 Apr | 23123.65 | 2399 | -119.35 | 30.35 | 145 | 777 | 837 |
| 6 Apr | 22968.25 | 2513.2 | -642.8 | 24.25 | 29 | 824 | 843 |
| 2 Apr | 22713.10 | 3156 | 377 | 54.59 | 1 | 743 | 842 |
| 1 Apr | 22679.40 | 2785.4 | -311.55 | 30.07 | 52 | 744 | 842 |
| 30 Mar | 22331.40 | 3067.95 | 420.5 | 28.84 | 174 | 847 | 847 |
| 27 Mar | 22819.60 | 2658 | 522.75 | 29.82 | 114 | 780 | 780 |
| 25 Mar | 23306.45 | 2135.25 | -400.5 | 21.76 | 73 | 669 | 692 |
| 24 Mar | 22912.40 | 2525 | -435 | 27.75 | 16 | 651 | 672 |
| 23 Mar | 22512.65 | 2995.8 | 963.1 | 32.2 | 90 | 670 | 670 |
| 20 Mar | 23114.50 | 2032.7 | -429.4 | 16.75 | 14 | 695 | 696 |
| 19 Mar | 23002.15 | 2443.4 | 748.4 | 29.23 | 49 | 700 | 700 |
| 18 Mar | 23777.80 | 1695 | -118.6 | 19.64 | 20 | 722 | 723 |
| 17 Mar | 23581.15 | 1813.6 | -191.4 | 16.52 | 41 | -19 | 728 |
| 16 Mar | 23408.80 | 2080 | -195.65 | 21.98 | 95 | 745 | 746 |
| 13 Mar | 23151.10 | 2284.35 | 541.1 | 24.53 | 122 | 756 | 756 |
| 12 Mar | 23639.15 | 1743.25 | 193.25 | 17.33 | 21 | 830 | 830 |
| 11 Mar | 23866.85 | 1550 | 369.8 | 16.67 | 25 | -16 | 850 |
| 10 Mar | 24261.60 | 1180 | -290.95 | 15.68 | 25 | 867 | 867 |
| 9 Mar | 24028.05 | 1470.95 | 366.8 | 18.49 | 210 | 868 | 868 |
| 6 Mar | 24450.45 | 1090.75 | 241.6 | 16.92 | 71 | 8 | 949 |
| 5 Mar | 24765.90 | 885 | -205 | 15.94 | 133 | -13 | 938 |
| 4 Mar | 24480.50 | 1090 | 325.8 | 17 | 238 | -141 | 952 |
| 2 Mar | 24865.70 | 747.05 | 209.85 | 14.01 | 2,108 | -539 | 1,093 |
| 27 Feb | 25178.65 | 527.95 | 134.4 | 12.99 | 1,408 | 168 | 1,616 |
| 26 Feb | 25496.55 | 393.05 | -11.1 | 13 | 728 | 64 | 1,446 |
| 25 Feb | 25482.50 | 403.1 | -29.45 | 13.03 | 1,276 | 166 | 1,383 |
| 24 Feb | 25424.65 | 425.65 | 89.35 | 13.4 | 1,091 | 146 | 1,229 |
| 23 Feb | 25713.00 | 333.5 | -44.8 | 13.33 | 724 | 3 | 1,087 |
| 20 Feb | 25571.25 | 374.9 | -47.3 | 13.03 | 901 | 102 | 1,085 |
| 19 Feb | 25454.35 | 449.2 | 166.8 | 13.38 | 1,083 | 236 | 985 |
| 18 Feb | 25819.35 | 283.25 | -36.7 | 12.68 | 368 | 42 | 749 |
| 17 Feb | 25725.40 | 320.1 | -15.45 | 12.87 | 369 | 73 | 709 |
| 16 Feb | 25682.75 | 337.35 | -66.9 | 12.98 | 500 | 149 | 631 |
| 13 Feb | 25471.10 | 421.6 | 144.05 | 13 | 450 | 50 | 481 |
| 12 Feb | 25807.20 | 276.35 | 40.6 | 12.26 | 518 | 110 | 432 |
| 11 Feb | 25953.85 | 236.75 | -6.1 | 12.26 | 213 | 45 | 323 |
| 10 Feb | 25935.15 | 247.05 | -28.7 | 12.32 | 425 | -1 | 276 |
| 9 Feb | 25867.30 | 277 | -56.3 | 12.67 | 363 | -84 | 281 |
| 6 Feb | 25693.70 | 336 | -7.55 | 12.62 | 387 | 122 | 367 |
| 5 Feb | 25642.80 | 351.75 | 39.55 | 12.7 | 489 | 100 | 245 |
| 4 Feb | 25776.00 | 322.5 | -18.4 | 12.73 | 265 | 80 | 146 |
| 3 Feb | 25727.55 | 340.9 | -296.95 | 12.95 | 145 | -11 | 66 |
| 2 Feb | 25088.40 | 631.3 | -78.7 | 13.8 | 13 | 8 | 77 |
| 1 Feb | 24825.45 | 710 | 195.4 | 12.12 | 33 | 5 | 73 |
| 30 Jan | 25320.65 | 514.6 | 56.1 | 13.49 | 74 | 62 | 67 |
| 29 Jan | 25418.90 | 458.5 | -246.2 | 13.14 | 6 | 4 | 4 |
For Nifty - strike price 25600 expiring on 28APR2026
Delta for 25600 PE is -0.99
Historical price for 25600 PE is as follows
On 24 Apr NIFTY was trading at 23871.95. The strike last trading price was 1720.35, which was 276.4499999999998 higher than the previous day. The implied volatity was 28.68, the open interest changed by -75 which decreased total open position to 680
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1436.55, which was 218.20000000000005 higher than the previous day. The implied volatity was 29.48, the open interest changed by -67 which decreased total open position to 755
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1217.7, which was 200.85000000000002 higher than the previous day. The implied volatity was 17.83, the open interest changed by -12 which decreased total open position to 821
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1028.1, which was -263.25 lower than the previous day. The implied volatity was 20.34, the open interest changed by 96 which increased total open position to 833
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1291.75, which was 64 higher than the previous day. The implied volatity was 25.56, the open interest changed by 10 which increased total open position to 736
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1228.6, which was -191.75 lower than the previous day. The implied volatity was 19.58, the open interest changed by 73 which increased total open position to 726
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1420.35, which was 75.75 higher than the previous day. The implied volatity was 21.44, the open interest changed by -3 which decreased total open position to 654
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1351.85, which was -593.1500000000001 lower than the previous day. The implied volatity was 20.63, the open interest changed by -8 which decreased total open position to 655
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1945, which was 454.75 higher than the previous day. The implied volatity was 18.94, the open interest changed by 0 which decreased total open position to 664
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1488.6, which was -287.60000000000014 lower than the previous day. The implied volatity was 16.65, the open interest changed by -7 which decreased total open position to 663
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1776.7, which was 219.20000000000005 higher than the previous day. The implied volatity was 17.57, the open interest changed by -8 which decreased total open position to 670
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1537.15, which was -861.85 lower than the previous day. The implied volatity was 22.71, the open interest changed by 594 which increased total open position to 677
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 2399, which was -119.35 lower than the previous day. The implied volatity was 30.35, the open interest changed by 777 which increased total open position to 837
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 2513.2, which was -642.8 lower than the previous day. The implied volatity was 24.25, the open interest changed by 824 which increased total open position to 843
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 3156, which was 377 higher than the previous day. The implied volatity was 54.59, the open interest changed by 743 which increased total open position to 842
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 2785.4, which was -311.55 lower than the previous day. The implied volatity was 30.07, the open interest changed by 744 which increased total open position to 842
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 3067.95, which was 420.5 higher than the previous day. The implied volatity was 28.84, the open interest changed by 847 which increased total open position to 847
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 2658, which was 522.75 higher than the previous day. The implied volatity was 29.82, the open interest changed by 780 which increased total open position to 780
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 2135.25, which was -400.5 lower than the previous day. The implied volatity was 21.76, the open interest changed by 669 which increased total open position to 692
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 2525, which was -435 lower than the previous day. The implied volatity was 27.75, the open interest changed by 651 which increased total open position to 672
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 2995.8, which was 963.1 higher than the previous day. The implied volatity was 32.2, the open interest changed by 670 which increased total open position to 670
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 2032.7, which was -429.4 lower than the previous day. The implied volatity was 16.75, the open interest changed by 695 which increased total open position to 696
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 2443.4, which was 748.4 higher than the previous day. The implied volatity was 29.23, the open interest changed by 700 which increased total open position to 700
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1695, which was -118.6 lower than the previous day. The implied volatity was 19.64, the open interest changed by 722 which increased total open position to 723
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1813.6, which was -191.4 lower than the previous day. The implied volatity was 16.52, the open interest changed by -19 which decreased total open position to 728
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 2080, which was -195.65 lower than the previous day. The implied volatity was 21.98, the open interest changed by 745 which increased total open position to 746
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 2284.35, which was 541.1 higher than the previous day. The implied volatity was 24.53, the open interest changed by 756 which increased total open position to 756
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1743.25, which was 193.25 higher than the previous day. The implied volatity was 17.33, the open interest changed by 830 which increased total open position to 830
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1550, which was 369.8 higher than the previous day. The implied volatity was 16.67, the open interest changed by -16 which decreased total open position to 850
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1180, which was -290.95 lower than the previous day. The implied volatity was 15.68, the open interest changed by 867 which increased total open position to 867
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1470.95, which was 366.8 higher than the previous day. The implied volatity was 18.49, the open interest changed by 868 which increased total open position to 868
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1090.75, which was 241.6 higher than the previous day. The implied volatity was 16.92, the open interest changed by 8 which increased total open position to 949
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 885, which was -205 lower than the previous day. The implied volatity was 15.94, the open interest changed by -13 which decreased total open position to 938
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 1090, which was 325.8 higher than the previous day. The implied volatity was 17, the open interest changed by -141 which decreased total open position to 952
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 747.05, which was 209.85 higher than the previous day. The implied volatity was 14.01, the open interest changed by -539 which decreased total open position to 1093
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 527.95, which was 134.4 higher than the previous day. The implied volatity was 12.99, the open interest changed by 168 which increased total open position to 1616
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 393.05, which was -11.1 lower than the previous day. The implied volatity was 13, the open interest changed by 64 which increased total open position to 1446
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 403.1, which was -29.45 lower than the previous day. The implied volatity was 13.03, the open interest changed by 166 which increased total open position to 1383
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 425.65, which was 89.35 higher than the previous day. The implied volatity was 13.4, the open interest changed by 146 which increased total open position to 1229
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 333.5, which was -44.8 lower than the previous day. The implied volatity was 13.33, the open interest changed by 3 which increased total open position to 1087
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 374.9, which was -47.3 lower than the previous day. The implied volatity was 13.03, the open interest changed by 102 which increased total open position to 1085
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 449.2, which was 166.8 higher than the previous day. The implied volatity was 13.38, the open interest changed by 236 which increased total open position to 985
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 283.25, which was -36.7 lower than the previous day. The implied volatity was 12.68, the open interest changed by 42 which increased total open position to 749
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 320.1, which was -15.45 lower than the previous day. The implied volatity was 12.87, the open interest changed by 73 which increased total open position to 709
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 337.35, which was -66.9 lower than the previous day. The implied volatity was 12.98, the open interest changed by 149 which increased total open position to 631
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 421.6, which was 144.05 higher than the previous day. The implied volatity was 13, the open interest changed by 50 which increased total open position to 481
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 276.35, which was 40.6 higher than the previous day. The implied volatity was 12.26, the open interest changed by 110 which increased total open position to 432
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 236.75, which was -6.1 lower than the previous day. The implied volatity was 12.26, the open interest changed by 45 which increased total open position to 323
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 247.05, which was -28.7 lower than the previous day. The implied volatity was 12.32, the open interest changed by -1 which decreased total open position to 276
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 277, which was -56.3 lower than the previous day. The implied volatity was 12.67, the open interest changed by -84 which decreased total open position to 281
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 336, which was -7.55 lower than the previous day. The implied volatity was 12.62, the open interest changed by 122 which increased total open position to 367
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 351.75, which was 39.55 higher than the previous day. The implied volatity was 12.7, the open interest changed by 100 which increased total open position to 245
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 322.5, which was -18.4 lower than the previous day. The implied volatity was 12.73, the open interest changed by 80 which increased total open position to 146
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 340.9, which was -296.95 lower than the previous day. The implied volatity was 12.95, the open interest changed by -11 which decreased total open position to 66
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 631.3, which was -78.7 lower than the previous day. The implied volatity was 13.8, the open interest changed by 8 which increased total open position to 77
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 710, which was 195.4 higher than the previous day. The implied volatity was 12.12, the open interest changed by 5 which increased total open position to 73
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 514.6, which was 56.1 higher than the previous day. The implied volatity was 13.49, the open interest changed by 62 which increased total open position to 67
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 458.5, which was -246.2 lower than the previous day. The implied volatity was 13.14, the open interest changed by 4 which increased total open position to 4
