NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:28 PM IST
| NIFTY 28-Apr-2026 (4d) 25650 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0
Theta: -1.54
Gamma: 0.00003
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23871.95 | 1.5 | -0.10000000000000009 | 26.05 | 24,107 | 664 | 9,358 | |||||||||
| 23 Apr | 24173.05 | 1.55 | -1.5999999999999999 | 20.19 | 82,752 | -10,780 | 8,719 | |||||||||
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| 22 Apr | 24378.10 | 3.1 | -2.4999999999999996 | 17.63 | 1,03,133 | 15,589 | 19,549 | |||||||||
| 21 Apr | 24576.60 | 6.7 | 0.25 | 15.67 | 14,957 | 1,550 | 3,959 | |||||||||
| 20 Apr | 24364.85 | 6.2 | -0.25 | 17.38 | 7,573 | 964 | 2,442 | |||||||||
| 17 Apr | 24353.55 | 7.3 | -0.10000000000000053 | 14.82 | 3,921 | 418 | 1,470 | |||||||||
| 16 Apr | 24196.75 | 7.4 | -0.7999999999999989 | 15.99 | 6,404 | -2,042 | 1,054 | |||||||||
| 15 Apr | 24231.30 | 8.25 | 0.5499999999999998 | 15.39 | 6,244 | 2,592 | 3,088 | |||||||||
| 13 Apr | 23842.65 | 7.7 | -5.999999999999999 | 17.56 | 766 | 70 | 498 | |||||||||
| 10 Apr | 24050.60 | 13.85 | -0.25 | 15.63 | 134 | 43 | 428 | |||||||||
| 9 Apr | 23775.10 | 14.95 | -5.25 | 17.71 | 314 | 81 | 384 | |||||||||
| 8 Apr | 23997.35 | 20.45 | 9.4 | 15.95 | 399 | -307 | 302 | |||||||||
| 7 Apr | 23123.65 | 10.1 | -2.85 | 20.35 | 54 | -22 | 243 | |||||||||
| 6 Apr | 22968.25 | 12.7 | 0.05 | 21.93 | 244 | -833 | 267 | |||||||||
| 2 Apr | 22713.10 | 11.9 | -3.75 | 21.58 | 53 | 8 | 240 | |||||||||
| 1 Apr | 22679.40 | 15.2 | -6.9 | 22 | 217 | 143 | 230 | |||||||||
| 30 Mar | 22331.40 | 22.25 | -10.35 | 24.92 | 57 | -4 | 204 | |||||||||
| 27 Mar | 22819.60 | 33.55 | -5.25 | 22.14 | 40 | 12 | 203 | |||||||||
| 25 Mar | 23306.45 | 39.9 | -10.5 | 18.75 | 182 | 6 | 187 | |||||||||
| 24 Mar | 22912.40 | 52.2 | 17.85 | 22.26 | 19 | 144 | 179 | |||||||||
| 23 Mar | 22512.65 | 35 | -1.7 | 23.14 | 177 | 136 | 182 | |||||||||
| 20 Mar | 23114.50 | 36.7 | -1.4 | 18.15 | 43 | 147 | 195 | |||||||||
| 19 Mar | 23002.15 | 42.25 | -8 | 18.74 | 94 | 16 | 187 | |||||||||
| 18 Mar | 23777.80 | 50.25 | -5.05 | 14.53 | 21 | 165 | 172 | |||||||||
| 17 Mar | 23581.15 | 56.2 | -8.5 | 16.19 | 82 | 123 | 166 | |||||||||
| 16 Mar | 23408.80 | 62.65 | 1.8 | 17.84 | 111 | 173 | 173 | |||||||||
| 13 Mar | 23151.10 | 61.85 | -21 | 18.33 | 424 | 165 | 165 | |||||||||
| 12 Mar | 23639.15 | 80.7 | -34.65 | 16.08 | 453 | 46 | 222 | |||||||||
| 11 Mar | 23866.85 | 107.95 | -50.2 | 15.77 | 514 | -22 | 176 | |||||||||
| 10 Mar | 24261.60 | 159.55 | -23.3 | 14.27 | 204 | 174 | 198 | |||||||||
| 9 Mar | 24028.05 | 177.9 | -41.95 | 17.11 | 683 | 172 | 196 | |||||||||
| 6 Mar | 24450.45 | 214.5 | -51.75 | 13.83 | 524 | 450 | 450 | |||||||||
| 5 Mar | 24765.90 | 263.3 | 24.25 | 12.68 | 321 | 70 | 459 | |||||||||
| 4 Mar | 24480.50 | 231.3 | -73.45 | 13.93 | 824 | 282 | 391 | |||||||||
| 2 Mar | 24865.70 | 305.35 | -104.15 | 12.15 | 299 | 9 | 111 | |||||||||
| 27 Feb | 25178.65 | 407 | -146.5 | 10.55 | 70 | 7 | 102 | |||||||||
| 26 Feb | 25496.55 | 549.55 | 0.85 | 9.7 | 13 | 5 | 94 | |||||||||
| 25 Feb | 25482.50 | 548.1 | 6.1 | 9.76 | 85 | 17 | 87 | |||||||||
| 24 Feb | 25424.65 | 542 | -112 | 9.67 | 39 | 18 | 70 | |||||||||
| 23 Feb | 25713.00 | 654 | 14 | 8.2 | 40 | 13 | 54 | |||||||||
| 20 Feb | 25571.25 | 640 | 44 | 9.72 | 29 | 15 | 41 | |||||||||
| 19 Feb | 25454.35 | 596 | -200.85 | 10.75 | 14 | 9 | 26 | |||||||||
| 18 Feb | 25819.35 | 796.85 | 90.4 | 9.11 | 4 | -1 | 17 | |||||||||
| 17 Feb | 25725.40 | 706.45 | 63.45 | 8.22 | 21 | 11 | 18 | |||||||||
| 16 Feb | 25682.75 | 643 | 34.55 | 6.98 | 3 | 0 | 8 | |||||||||
| 13 Feb | 25471.10 | 590.8 | -224.1 | 8.97 | 9 | -2 | 7 | |||||||||
| 12 Feb | 25807.20 | 814.9 | -81.85 | 8.55 | 1 | 0 | 9 | |||||||||
| 11 Feb | 25953.85 | 896.75 | 10.7 | 7.29 | 3 | 0 | 10 | |||||||||
| 10 Feb | 25935.15 | 886.05 | 44.05 | 7.43 | 2 | 0 | 9 | |||||||||
| 9 Feb | 25867.30 | 842 | 116.45 | 7.21 | 17 | -4 | 10 | |||||||||
| 6 Feb | 25693.70 | 725.55 | -17.9 | 7.51 | 5 | 1 | 14 | |||||||||
| 5 Feb | 25642.80 | 744.65 | -120.05 | 8.43 | 18 | 7 | 14 | |||||||||
| 4 Feb | 25776.00 | 864.7 | 416.55 | 9.48 | 5 | 0 | 8 | |||||||||
| 3 Feb | 25727.55 | 448.15 | -18.05 | - | 0 | 0 | 8 | |||||||||
| 2 Feb | 25088.40 | 448.15 | -18.05 | 9.07 | 2 | 1 | 8 | |||||||||
| 1 Feb | 24825.45 | 466.2 | -132.55 | 12.4 | 3 | 1 | 7 | |||||||||
| 30 Jan | 25320.65 | 598.75 | 33 | 9.02 | 2 | 1 | 5 | |||||||||
| 29 Jan | 25418.90 | 565.75 | -83.1 | 6.83 | 4 | 0 | 0 | |||||||||
For Nifty - strike price 25650 expiring on 28APR2026
Delta for 25650 CE is 0.01
Historical price for 25650 CE is as follows
On 24 Apr NIFTY was trading at 23871.95. The strike last trading price was 1.5, which was -0.10000000000000009 lower than the previous day. The implied volatity was 26.05, the open interest changed by 664 which increased total open position to 9358
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1.55, which was -1.5999999999999999 lower than the previous day. The implied volatity was 20.19, the open interest changed by -10780 which decreased total open position to 8719
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 3.1, which was -2.4999999999999996 lower than the previous day. The implied volatity was 17.63, the open interest changed by 15589 which increased total open position to 19549
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 6.7, which was 0.25 higher than the previous day. The implied volatity was 15.67, the open interest changed by 1550 which increased total open position to 3959
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 6.2, which was -0.25 lower than the previous day. The implied volatity was 17.38, the open interest changed by 964 which increased total open position to 2442
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 7.3, which was -0.10000000000000053 lower than the previous day. The implied volatity was 14.82, the open interest changed by 418 which increased total open position to 1470
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 7.4, which was -0.7999999999999989 lower than the previous day. The implied volatity was 15.99, the open interest changed by -2042 which decreased total open position to 1054
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 8.25, which was 0.5499999999999998 higher than the previous day. The implied volatity was 15.39, the open interest changed by 2592 which increased total open position to 3088
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 7.7, which was -5.999999999999999 lower than the previous day. The implied volatity was 17.56, the open interest changed by 70 which increased total open position to 498
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 13.85, which was -0.25 lower than the previous day. The implied volatity was 15.63, the open interest changed by 43 which increased total open position to 428
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 14.95, which was -5.25 lower than the previous day. The implied volatity was 17.71, the open interest changed by 81 which increased total open position to 384
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 20.45, which was 9.4 higher than the previous day. The implied volatity was 15.95, the open interest changed by -307 which decreased total open position to 302
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 10.1, which was -2.85 lower than the previous day. The implied volatity was 20.35, the open interest changed by -22 which decreased total open position to 243
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 12.7, which was 0.05 higher than the previous day. The implied volatity was 21.93, the open interest changed by -833 which decreased total open position to 267
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 11.9, which was -3.75 lower than the previous day. The implied volatity was 21.58, the open interest changed by 8 which increased total open position to 240
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 15.2, which was -6.9 lower than the previous day. The implied volatity was 22, the open interest changed by 143 which increased total open position to 230
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 22.25, which was -10.35 lower than the previous day. The implied volatity was 24.92, the open interest changed by -4 which decreased total open position to 204
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 33.55, which was -5.25 lower than the previous day. The implied volatity was 22.14, the open interest changed by 12 which increased total open position to 203
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 39.9, which was -10.5 lower than the previous day. The implied volatity was 18.75, the open interest changed by 6 which increased total open position to 187
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 52.2, which was 17.85 higher than the previous day. The implied volatity was 22.26, the open interest changed by 144 which increased total open position to 179
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 35, which was -1.7 lower than the previous day. The implied volatity was 23.14, the open interest changed by 136 which increased total open position to 182
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 36.7, which was -1.4 lower than the previous day. The implied volatity was 18.15, the open interest changed by 147 which increased total open position to 195
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 42.25, which was -8 lower than the previous day. The implied volatity was 18.74, the open interest changed by 16 which increased total open position to 187
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 50.25, which was -5.05 lower than the previous day. The implied volatity was 14.53, the open interest changed by 165 which increased total open position to 172
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 56.2, which was -8.5 lower than the previous day. The implied volatity was 16.19, the open interest changed by 123 which increased total open position to 166
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 62.65, which was 1.8 higher than the previous day. The implied volatity was 17.84, the open interest changed by 173 which increased total open position to 173
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 61.85, which was -21 lower than the previous day. The implied volatity was 18.33, the open interest changed by 165 which increased total open position to 165
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 80.7, which was -34.65 lower than the previous day. The implied volatity was 16.08, the open interest changed by 46 which increased total open position to 222
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 107.95, which was -50.2 lower than the previous day. The implied volatity was 15.77, the open interest changed by -22 which decreased total open position to 176
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 159.55, which was -23.3 lower than the previous day. The implied volatity was 14.27, the open interest changed by 174 which increased total open position to 198
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 177.9, which was -41.95 lower than the previous day. The implied volatity was 17.11, the open interest changed by 172 which increased total open position to 196
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 214.5, which was -51.75 lower than the previous day. The implied volatity was 13.83, the open interest changed by 450 which increased total open position to 450
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 263.3, which was 24.25 higher than the previous day. The implied volatity was 12.68, the open interest changed by 70 which increased total open position to 459
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 231.3, which was -73.45 lower than the previous day. The implied volatity was 13.93, the open interest changed by 282 which increased total open position to 391
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 305.35, which was -104.15 lower than the previous day. The implied volatity was 12.15, the open interest changed by 9 which increased total open position to 111
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 407, which was -146.5 lower than the previous day. The implied volatity was 10.55, the open interest changed by 7 which increased total open position to 102
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 549.55, which was 0.85 higher than the previous day. The implied volatity was 9.7, the open interest changed by 5 which increased total open position to 94
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 548.1, which was 6.1 higher than the previous day. The implied volatity was 9.76, the open interest changed by 17 which increased total open position to 87
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 542, which was -112 lower than the previous day. The implied volatity was 9.67, the open interest changed by 18 which increased total open position to 70
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 654, which was 14 higher than the previous day. The implied volatity was 8.2, the open interest changed by 13 which increased total open position to 54
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 640, which was 44 higher than the previous day. The implied volatity was 9.72, the open interest changed by 15 which increased total open position to 41
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 596, which was -200.85 lower than the previous day. The implied volatity was 10.75, the open interest changed by 9 which increased total open position to 26
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 796.85, which was 90.4 higher than the previous day. The implied volatity was 9.11, the open interest changed by -1 which decreased total open position to 17
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 706.45, which was 63.45 higher than the previous day. The implied volatity was 8.22, the open interest changed by 11 which increased total open position to 18
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 643, which was 34.55 higher than the previous day. The implied volatity was 6.98, the open interest changed by 0 which decreased total open position to 8
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 590.8, which was -224.1 lower than the previous day. The implied volatity was 8.97, the open interest changed by -2 which decreased total open position to 7
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 814.9, which was -81.85 lower than the previous day. The implied volatity was 8.55, the open interest changed by 0 which decreased total open position to 9
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 896.75, which was 10.7 higher than the previous day. The implied volatity was 7.29, the open interest changed by 0 which decreased total open position to 10
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 886.05, which was 44.05 higher than the previous day. The implied volatity was 7.43, the open interest changed by 0 which decreased total open position to 9
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 842, which was 116.45 higher than the previous day. The implied volatity was 7.21, the open interest changed by -4 which decreased total open position to 10
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 725.55, which was -17.9 lower than the previous day. The implied volatity was 7.51, the open interest changed by 1 which increased total open position to 14
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 744.65, which was -120.05 lower than the previous day. The implied volatity was 8.43, the open interest changed by 7 which increased total open position to 14
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 864.7, which was 416.55 higher than the previous day. The implied volatity was 9.48, the open interest changed by 0 which decreased total open position to 8
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 448.15, which was -18.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 448.15, which was -18.05 lower than the previous day. The implied volatity was 9.07, the open interest changed by 1 which increased total open position to 8
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 466.2, which was -132.55 lower than the previous day. The implied volatity was 12.4, the open interest changed by 1 which increased total open position to 7
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 598.75, which was 33 higher than the previous day. The implied volatity was 9.02, the open interest changed by 1 which increased total open position to 5
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 565.75, which was -83.1 lower than the previous day. The implied volatity was 6.83, the open interest changed by 0 which decreased total open position to 0
| NIFTY 28-Apr-2026 (4d) 25650 PE | |||||||
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Delta: -0.99
Vega: 0.01
Theta: -1.37
Gamma: 0.00004
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23871.95 | 1415 | 171.54999999999995 | 21.25 | 4 | 0 | 112 |
| 23 Apr | 24173.05 | 1243.45 | 1243.45 | 28.41 | 0 | 0 | 112 |
| 22 Apr | 24378.10 | 1243.45 | 173.45000000000005 | 28.41 | 2 | -1 | 113 |
| 21 Apr | 24576.60 | 1070 | -120 | 20.15 | 3 | 1 | 114 |
| 20 Apr | 24364.85 | 1190 | -80 | 23.05 | 16 | 0 | 113 |
| 17 Apr | 24353.55 | 1270 | 1270 | 21.85 | 0 | 0 | 113 |
| 16 Apr | 24196.75 | 1270 | -266.20000000000005 | 21.85 | 18 | 0 | 117 |
| 15 Apr | 24231.30 | 1536.2 | 1536.2 | - | 0 | 0 | 117 |
| 13 Apr | 23842.65 | 1536.2 | 1536.2 | 17.9 | 0 | 0 | 117 |
| 10 Apr | 24050.60 | 1536.2 | -171.3499999999999 | 17.9 | 1 | 0 | 118 |
| 9 Apr | 23775.10 | 1707.55 | 1707.55 | - | 0 | 0 | 118 |
| 8 Apr | 23997.35 | 1707.55 | -1015.75 | 31.44 | 3 | 102 | 118 |
| 7 Apr | 23123.65 | 2723.3 | -276.7 | - | 0 | 0 | 118 |
| 6 Apr | 22968.25 | 2723.3 | -276.7 | 40.84 | 1 | 101 | 117 |
| 2 Apr | 22713.10 | 3000 | 450 | - | 0 | 0 | 117 |
| 1 Apr | 22679.40 | 3000 | 450 | - | 0 | 0 | 117 |
| 30 Mar | 22331.40 | 3000 | 450 | 21.61 | 1 | 0 | 117 |
| 27 Mar | 22819.60 | 2550 | 477.9 | 13.17 | 1 | 117 | 117 |
| 25 Mar | 23306.45 | 2072.1 | -403.35 | 12.03 | 2 | 0 | 117 |
| 24 Mar | 22912.40 | 2475.45 | -504.55 | 19.48 | 3 | -1 | 117 |
| 23 Mar | 22512.65 | 2980 | 752.35 | 27.56 | 2 | 117 | 118 |
| 20 Mar | 23114.50 | 2227.65 | -202.15 | 11.75 | 7 | 121 | 121 |
| 19 Mar | 23002.15 | 2429.8 | 69.8 | 26.33 | 23 | 124 | 124 |
| 18 Mar | 23777.80 | 2360 | 61.95 | - | 0 | 0 | 136 |
| 17 Mar | 23581.15 | 2360 | 61.95 | - | 19 | 0 | 136 |
| 16 Mar | 23408.80 | 2360 | 61.95 | 32.55 | 19 | 136 | 137 |
| 13 Mar | 23151.10 | 2300.75 | 766.75 | 23.23 | 10 | 147 | 147 |
| 12 Mar | 23639.15 | 1534 | 280 | - | 0 | 0 | 147 |
| 11 Mar | 23866.85 | 1534 | 280 | 13.77 | 2 | 0 | 148 |
| 10 Mar | 24261.60 | 1254 | -361.35 | 16.95 | 33 | 161 | 161 |
| 9 Mar | 24028.05 | 1615.35 | 450.9 | 22.21 | 8 | -6 | 169 |
| 6 Mar | 24450.45 | 1164.45 | 141 | 18.09 | 12 | -3 | 176 |
| 5 Mar | 24765.90 | 1023.45 | -33.15 | 18.81 | 19 | 179 | 179 |
| 4 Mar | 24480.50 | 1056.6 | 252.2 | 15 | 46 | -2 | 183 |
| 2 Mar | 24865.70 | 790.5 | 234.8 | 14.36 | 208 | -9 | 187 |
| 27 Feb | 25178.65 | 564.8 | 151.75 | 13.27 | 212 | 46 | 196 |
| 26 Feb | 25496.55 | 413.05 | -12.75 | 12.98 | 43 | 13 | 148 |
| 25 Feb | 25482.50 | 423.85 | -23.65 | 13.03 | 177 | -1 | 135 |
| 24 Feb | 25424.65 | 448.25 | 95.55 | 13.43 | 80 | -15 | 136 |
| 23 Feb | 25713.00 | 354 | -36 | 13.39 | 100 | 11 | 151 |
| 20 Feb | 25571.25 | 390 | -66.6 | 12.92 | 94 | 26 | 141 |
| 19 Feb | 25454.35 | 462.9 | 167.55 | 13.17 | 47 | -2 | 115 |
| 18 Feb | 25819.35 | 297.85 | -37.15 | 12.64 | 40 | 22 | 116 |
| 17 Feb | 25725.40 | 335 | -16.65 | 12.81 | 59 | 15 | 93 |
| 16 Feb | 25682.75 | 348.45 | -75.95 | 12.84 | 46 | 20 | 79 |
| 13 Feb | 25471.10 | 429.05 | 142.5 | 12.69 | 35 | 2 | 60 |
| 12 Feb | 25807.20 | 289.55 | 42.1 | 12.19 | 11 | 6 | 59 |
| 11 Feb | 25953.85 | 248.6 | -8.35 | 12.21 | 2 | 0 | 54 |
| 10 Feb | 25935.15 | 256.45 | -26.5 | 12.19 | 46 | 37 | 53 |
| 9 Feb | 25867.30 | 282.95 | -66.95 | 12.44 | 15 | 6 | 17 |
| 6 Feb | 25693.70 | 349.9 | -31.25 | 12.54 | 6 | 1 | 11 |
| 5 Feb | 25642.80 | 381.15 | 54.2 | 12.97 | 15 | 1 | 11 |
| 4 Feb | 25776.00 | 326.95 | -29.75 | 12.45 | 9 | 4 | 7 |
| 3 Feb | 25727.55 | 360.25 | -332.85 | 13 | 5 | 0 | 3 |
| 2 Feb | 25088.40 | 693.1 | 152.75 | - | 0 | 0 | 3 |
| 1 Feb | 24825.45 | 693.1 | 152.75 | 11.16 | 6 | 0 | 0 |
| 30 Jan | 25320.65 | 540.95 | -189.7 | 13.62 | 2 | 0 | 0 |
| 29 Jan | 25418.90 | 730.65 | 0 | 0.78 | 0 | 0 | 0 |
For Nifty - strike price 25650 expiring on 28APR2026
Delta for 25650 PE is -0.99
Historical price for 25650 PE is as follows
On 24 Apr NIFTY was trading at 23871.95. The strike last trading price was 1415, which was 171.54999999999995 higher than the previous day. The implied volatity was 21.25, the open interest changed by 0 which decreased total open position to 112
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1243.45, which was 1243.45 higher than the previous day. The implied volatity was 28.41, the open interest changed by 0 which decreased total open position to 112
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1243.45, which was 173.45000000000005 higher than the previous day. The implied volatity was 28.41, the open interest changed by -1 which decreased total open position to 113
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1070, which was -120 lower than the previous day. The implied volatity was 20.15, the open interest changed by 1 which increased total open position to 114
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1190, which was -80 lower than the previous day. The implied volatity was 23.05, the open interest changed by 0 which decreased total open position to 113
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1270, which was 1270 higher than the previous day. The implied volatity was 21.85, the open interest changed by 0 which decreased total open position to 113
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1270, which was -266.20000000000005 lower than the previous day. The implied volatity was 21.85, the open interest changed by 0 which decreased total open position to 117
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1536.2, which was 1536.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 117
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1536.2, which was 1536.2 higher than the previous day. The implied volatity was 17.9, the open interest changed by 0 which decreased total open position to 117
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1536.2, which was -171.3499999999999 lower than the previous day. The implied volatity was 17.9, the open interest changed by 0 which decreased total open position to 118
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1707.55, which was 1707.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 118
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1707.55, which was -1015.75 lower than the previous day. The implied volatity was 31.44, the open interest changed by 102 which increased total open position to 118
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 2723.3, which was -276.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 118
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 2723.3, which was -276.7 lower than the previous day. The implied volatity was 40.84, the open interest changed by 101 which increased total open position to 117
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 3000, which was 450 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 117
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 3000, which was 450 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 117
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 3000, which was 450 higher than the previous day. The implied volatity was 21.61, the open interest changed by 0 which decreased total open position to 117
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 2550, which was 477.9 higher than the previous day. The implied volatity was 13.17, the open interest changed by 117 which increased total open position to 117
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 2072.1, which was -403.35 lower than the previous day. The implied volatity was 12.03, the open interest changed by 0 which decreased total open position to 117
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 2475.45, which was -504.55 lower than the previous day. The implied volatity was 19.48, the open interest changed by -1 which decreased total open position to 117
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 2980, which was 752.35 higher than the previous day. The implied volatity was 27.56, the open interest changed by 117 which increased total open position to 118
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 2227.65, which was -202.15 lower than the previous day. The implied volatity was 11.75, the open interest changed by 121 which increased total open position to 121
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 2429.8, which was 69.8 higher than the previous day. The implied volatity was 26.33, the open interest changed by 124 which increased total open position to 124
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 2360, which was 61.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 136
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 2360, which was 61.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 136
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 2360, which was 61.95 higher than the previous day. The implied volatity was 32.55, the open interest changed by 136 which increased total open position to 137
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 2300.75, which was 766.75 higher than the previous day. The implied volatity was 23.23, the open interest changed by 147 which increased total open position to 147
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1534, which was 280 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 147
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1534, which was 280 higher than the previous day. The implied volatity was 13.77, the open interest changed by 0 which decreased total open position to 148
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1254, which was -361.35 lower than the previous day. The implied volatity was 16.95, the open interest changed by 161 which increased total open position to 161
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1615.35, which was 450.9 higher than the previous day. The implied volatity was 22.21, the open interest changed by -6 which decreased total open position to 169
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1164.45, which was 141 higher than the previous day. The implied volatity was 18.09, the open interest changed by -3 which decreased total open position to 176
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1023.45, which was -33.15 lower than the previous day. The implied volatity was 18.81, the open interest changed by 179 which increased total open position to 179
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 1056.6, which was 252.2 higher than the previous day. The implied volatity was 15, the open interest changed by -2 which decreased total open position to 183
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 790.5, which was 234.8 higher than the previous day. The implied volatity was 14.36, the open interest changed by -9 which decreased total open position to 187
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 564.8, which was 151.75 higher than the previous day. The implied volatity was 13.27, the open interest changed by 46 which increased total open position to 196
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 413.05, which was -12.75 lower than the previous day. The implied volatity was 12.98, the open interest changed by 13 which increased total open position to 148
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 423.85, which was -23.65 lower than the previous day. The implied volatity was 13.03, the open interest changed by -1 which decreased total open position to 135
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 448.25, which was 95.55 higher than the previous day. The implied volatity was 13.43, the open interest changed by -15 which decreased total open position to 136
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 354, which was -36 lower than the previous day. The implied volatity was 13.39, the open interest changed by 11 which increased total open position to 151
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 390, which was -66.6 lower than the previous day. The implied volatity was 12.92, the open interest changed by 26 which increased total open position to 141
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 462.9, which was 167.55 higher than the previous day. The implied volatity was 13.17, the open interest changed by -2 which decreased total open position to 115
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 297.85, which was -37.15 lower than the previous day. The implied volatity was 12.64, the open interest changed by 22 which increased total open position to 116
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 335, which was -16.65 lower than the previous day. The implied volatity was 12.81, the open interest changed by 15 which increased total open position to 93
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 348.45, which was -75.95 lower than the previous day. The implied volatity was 12.84, the open interest changed by 20 which increased total open position to 79
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 429.05, which was 142.5 higher than the previous day. The implied volatity was 12.69, the open interest changed by 2 which increased total open position to 60
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 289.55, which was 42.1 higher than the previous day. The implied volatity was 12.19, the open interest changed by 6 which increased total open position to 59
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 248.6, which was -8.35 lower than the previous day. The implied volatity was 12.21, the open interest changed by 0 which decreased total open position to 54
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 256.45, which was -26.5 lower than the previous day. The implied volatity was 12.19, the open interest changed by 37 which increased total open position to 53
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 282.95, which was -66.95 lower than the previous day. The implied volatity was 12.44, the open interest changed by 6 which increased total open position to 17
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 349.9, which was -31.25 lower than the previous day. The implied volatity was 12.54, the open interest changed by 1 which increased total open position to 11
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 381.15, which was 54.2 higher than the previous day. The implied volatity was 12.97, the open interest changed by 1 which increased total open position to 11
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 326.95, which was -29.75 lower than the previous day. The implied volatity was 12.45, the open interest changed by 4 which increased total open position to 7
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 360.25, which was -332.85 lower than the previous day. The implied volatity was 13, the open interest changed by 0 which decreased total open position to 3
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 693.1, which was 152.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 693.1, which was 152.75 higher than the previous day. The implied volatity was 11.16, the open interest changed by 0 which decreased total open position to 0
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 540.95, which was -189.7 lower than the previous day. The implied volatity was 13.62, the open interest changed by 0 which decreased total open position to 0
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 730.65, which was 0 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0
