NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2026 04:10 PM IST
| NIFTY 07-Apr-2026 (5d) 25650 CE | ||||||||||||||||
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Delta: 0
Vega: 0.28
Theta: -0.82
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Apr | 22679.40 | 0.95 | -2 | 34.17 | 4,831 | 654 | 878 | |||||||||
| 30 Mar | 22331.40 | 3.15 | -1.15 | 37.13 | 978 | 31 | 224 | |||||||||
| 27 Mar | 22819.60 | 3.85 | -3.9 | 27.9 | 749 | 55 | 193 | |||||||||
| 25 Mar | 23306.45 | 7.65 | -2.95 | 23.63 | 412 | 36 | 138 | |||||||||
| 24 Mar | 22912.40 | 10.8 | -0.45 | 27.25 | 133 | -9 | 102 | |||||||||
| 23 Mar | 22512.65 | 11.65 | -0.1 | 30.69 | 119 | 1 | 111 | |||||||||
| 20 Mar | 23114.50 | 11.45 | -1.55 | 22.56 | 66 | 42 | 110 | |||||||||
| 19 Mar | 23002.15 | 13 | -1.75 | 23.47 | 36 | 9 | 68 | |||||||||
| 18 Mar | 23777.80 | 14.75 | -3.65 | 17.02 | 68 | 12 | 59 | |||||||||
| 17 Mar | 23581.15 | 17.5 | -8.65 | 18.8 | 18 | 3 | 47 | |||||||||
| 16 Mar | 23408.80 | 27.4 | 3.3 | 21.74 | 12 | 2 | 44 | |||||||||
| 13 Mar | 23151.10 | 24.5 | -5.6 | 21.27 | 56 | -11 | 42 | |||||||||
| 12 Mar | 23639.15 | 29.75 | -9.55 | 17.86 | 65 | -1 | 53 | |||||||||
| 11 Mar | 23866.85 | 39.7 | -30.95 | 16.91 | 101 | 17 | 54 | |||||||||
| 10 Mar | 24261.60 | 70.65 | -27.05 | 15.25 | 14 | 13 | 37 | |||||||||
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| 9 Mar | 24028.05 | 68.25 | -134.45 | - | 0 | 0 | 24 | |||||||||
| 6 Mar | 24450.45 | 68.25 | -134.45 | 12.3 | 28 | 24 | 24 | |||||||||
| 5 Mar | 24765.90 | 202.7 | 0 | 2.13 | 0 | 0 | 0 | |||||||||
| 4 Mar | 24480.50 | 202.7 | 0 | 2.88 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25650 expiring on 07APR2026
Delta for 25650 CE is 0
Historical price for 25650 CE is as follows
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 0.95, which was -2 lower than the previous day. The implied volatity was 34.17, the open interest changed by 654 which increased total open position to 878
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 3.15, which was -1.15 lower than the previous day. The implied volatity was 37.13, the open interest changed by 31 which increased total open position to 224
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 3.85, which was -3.9 lower than the previous day. The implied volatity was 27.9, the open interest changed by 55 which increased total open position to 193
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 7.65, which was -2.95 lower than the previous day. The implied volatity was 23.63, the open interest changed by 36 which increased total open position to 138
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 10.8, which was -0.45 lower than the previous day. The implied volatity was 27.25, the open interest changed by -9 which decreased total open position to 102
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 11.65, which was -0.1 lower than the previous day. The implied volatity was 30.69, the open interest changed by 1 which increased total open position to 111
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 11.45, which was -1.55 lower than the previous day. The implied volatity was 22.56, the open interest changed by 42 which increased total open position to 110
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 13, which was -1.75 lower than the previous day. The implied volatity was 23.47, the open interest changed by 9 which increased total open position to 68
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 14.75, which was -3.65 lower than the previous day. The implied volatity was 17.02, the open interest changed by 12 which increased total open position to 59
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 17.5, which was -8.65 lower than the previous day. The implied volatity was 18.8, the open interest changed by 3 which increased total open position to 47
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 27.4, which was 3.3 higher than the previous day. The implied volatity was 21.74, the open interest changed by 2 which increased total open position to 44
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 24.5, which was -5.6 lower than the previous day. The implied volatity was 21.27, the open interest changed by -11 which decreased total open position to 42
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 29.75, which was -9.55 lower than the previous day. The implied volatity was 17.86, the open interest changed by -1 which decreased total open position to 53
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 39.7, which was -30.95 lower than the previous day. The implied volatity was 16.91, the open interest changed by 17 which increased total open position to 54
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 70.65, which was -27.05 lower than the previous day. The implied volatity was 15.25, the open interest changed by 13 which increased total open position to 37
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 68.25, which was -134.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 68.25, which was -134.45 lower than the previous day. The implied volatity was 12.3, the open interest changed by 24 which increased total open position to 24
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 202.7, which was 0 lower than the previous day. The implied volatity was 2.13, 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 202.7, which was 0 lower than the previous day. The implied volatity was 2.88, the open interest changed by 0 which decreased total open position to 0
| NIFTY 07-Apr-2026 (5d) 25650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.99
Vega: 1.02
Theta: 3.47
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Apr | 22679.40 | 2872.25 | -257.75 | 41.23 | 2 | 8 | 16 |
| 30 Mar | 22331.40 | 3130 | 1503.4 | 43.12 | 16 | 7 | 8 |
| 27 Mar | 22819.60 | 1626.6 | 805.35 | - | 0 | 0 | 1 |
| 25 Mar | 23306.45 | 1626.6 | 805.35 | - | 0 | 0 | 1 |
| 24 Mar | 22912.40 | 1626.6 | 805.35 | - | 0 | 0 | 1 |
| 23 Mar | 22512.65 | 1626.6 | 805.35 | - | 0 | 0 | 1 |
| 20 Mar | 23114.50 | 1626.6 | 805.35 | - | 0 | 0 | 1 |
| 19 Mar | 23002.15 | 1626.6 | 805.35 | - | 0 | 0 | 1 |
| 18 Mar | 23777.80 | 1626.6 | 805.35 | - | 0 | 0 | 1 |
| 17 Mar | 23581.15 | 1626.6 | 805.35 | - | 0 | 1 | 1 |
| 16 Mar | 23408.80 | 1626.6 | 805.35 | - | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 1626.6 | 805.35 | - | 0 | 0 | 1 |
| 12 Mar | 23639.15 | 1626.6 | 805.35 | - | 0 | 1 | 1 |
| 11 Mar | 23866.85 | 1626.6 | 805.35 | 13.96 | 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 25650 expiring on 07APR2026
Delta for 25650 PE is -0.99
Historical price for 25650 PE is as follows
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 2872.25, which was -257.75 lower than the previous day. The implied volatity was 41.23, the open interest changed by 8 which increased total open position to 16
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 3130, which was 1503.4 higher than the previous day. The implied volatity was 43.12, the open interest changed by 7 which increased total open position to 8
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 1626.6, which was 805.35 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 1626.6, which was 805.35 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 1626.6, which was 805.35 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 1626.6, which was 805.35 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 1626.6, which was 805.35 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 1626.6, which was 805.35 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 1626.6, which was 805.35 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 1626.6, which was 805.35 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 1626.6, which was 805.35 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 1626.6, which was 805.35 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 1626.6, which was 805.35 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 1626.6, which was 805.35 higher than the previous day. The implied volatity was 13.96, 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
