NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 03:16 PM IST
| NIFTY 28-Apr-2026 (4d) 25700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0
Theta: -1.35
Gamma: 0.00002
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23905.80 | 1.25 | -0.050000000000000044 | 25.93 | 2,20,332 | 2,907 | 55,236 | |||||||||
| 23 Apr | 24173.05 | 1.4 | -1.1 | 20.56 | 2,73,507 | 1,985 | 52,364 | |||||||||
| 22 Apr | 24378.10 | 2.5 | -2.1500000000000004 | 17.66 | 2,88,464 | 27,309 | 50,358 | |||||||||
| 21 Apr | 24576.60 | 5.5 | 0 | 15.75 | 86,816 | 9,967 | 27,453 | |||||||||
| 20 Apr | 24364.85 | 5.6 | 0.04999999999999982 | 17.68 | 42,742 | 7,114 | 17,475 | |||||||||
| 17 Apr | 24353.55 | 6.3 | -0.35000000000000053 | 14.97 | 20,808 | 4,437 | 10,362 | |||||||||
| 16 Apr | 24196.75 | 6.45 | -1.25 | 16.14 | 13,161 | 289 | 5,959 | |||||||||
| 15 Apr | 24231.30 | 7.6 | 0.2999999999999998 | 15.63 | 11,177 | 1,263 | 5,808 | |||||||||
| 13 Apr | 23842.65 | 7.1 | -4.800000000000001 | 17.74 | 5,663 | 522 | 4,611 | |||||||||
| 10 Apr | 24050.60 | 12.6 | -0.34999999999999964 | 15.77 | 4,258 | 729 | 4,104 | |||||||||
| 9 Apr | 23775.10 | 12.5 | -5.600000000000001 | 17.66 | 4,948 | 533 | 3,384 | |||||||||
| 8 Apr | 23997.35 | 18.5 | 8.3 | 16.04 | 6,961 | 1,212 | 2,873 | |||||||||
| 7 Apr | 23123.65 | 10.95 | -1.1 | 20.95 | 528 | 767 | 2,293 | |||||||||
| 6 Apr | 22968.25 | 12.4 | 0.6 | 22.18 | 2,372 | -196 | 2,316 | |||||||||
| 2 Apr | 22713.10 | 11.35 | -3 | 21.74 | 2,936 | -970 | 2,536 | |||||||||
| 1 Apr | 22679.40 | 14.5 | -6.5 | 22.13 | 3,386 | 2,453 | 2,617 | |||||||||
| 30 Mar | 22331.40 | 23 | -6.7 | 25.73 | 968 | -27 | 2,331 | |||||||||
| 27 Mar | 22819.60 | 31 | -9.7 | 22.11 | 951 | 2,288 | 2,353 | |||||||||
| 25 Mar | 23306.45 | 38.55 | -6.1 | 18.95 | 2,131 | 1,854 | 2,230 | |||||||||
| 24 Mar | 22912.40 | 50.6 | 17.4 | 22.42 | 875 | 59 | 1,901 | |||||||||
| 23 Mar | 22512.65 | 35.65 | 0.4 | 23.52 | 1,190 | 1,825 | 1,850 | |||||||||
| 20 Mar | 23114.50 | 35.65 | 1 | 18.33 | 2,796 | 476 | 1,878 | |||||||||
| 19 Mar | 23002.15 | 34.35 | -15.35 | 18.79 | 2,239 | 1,299 | 1,407 | |||||||||
| 18 Mar | 23777.80 | 48.85 | -2.5 | 14.65 | 1,502 | -60 | 1,654 | |||||||||
| 17 Mar | 23581.15 | 50.7 | -9.2 | 16.08 | 925 | 1,608 | 1,719 | |||||||||
| 16 Mar | 23408.80 | 58.85 | 0.9 | 17.87 | 1,507 | -130 | 1,533 | |||||||||
| 13 Mar | 23151.10 | 57.05 | -20.8 | 18.25 | 2,611 | 1,674 | 1,674 | |||||||||
| 12 Mar | 23639.15 | 74.85 | -31.3 | 16.05 | 2,162 | 1,633 | 1,633 | |||||||||
| 11 Mar | 23866.85 | 101.4 | -45.9 | 15.78 | 1,815 | 56 | 1,467 | |||||||||
| 10 Mar | 24261.60 | 148.85 | -22.4 | 14.25 | 1,569 | 78 | 1,430 | |||||||||
| 9 Mar | 24028.05 | 166.65 | -38.35 | 17.02 | 2,910 | 1,368 | 1,368 | |||||||||
| 6 Mar | 24450.45 | 201.6 | -50.7 | 13.82 | 2,241 | 1,636 | 1,636 | |||||||||
| 5 Mar | 24765.90 | 247.05 | 29.8 | 12.62 | 2,071 | 1,576 | 1,576 | |||||||||
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| 4 Mar | 24480.50 | 214.8 | -68.95 | 13.82 | 3,098 | 311 | 1,617 | |||||||||
| 2 Mar | 24865.70 | 277.35 | -104.35 | 11.87 | 3,305 | 63 | 1,303 | |||||||||
| 27 Feb | 25178.65 | 382.5 | -135.35 | 10.51 | 1,013 | 231 | 1,243 | |||||||||
| 26 Feb | 25496.55 | 519 | -4.25 | 9.66 | 684 | 125 | 1,012 | |||||||||
| 25 Feb | 25482.50 | 525.6 | 1.65 | 9.91 | 541 | 77 | 888 | |||||||||
| 24 Feb | 25424.65 | 526.4 | -144.85 | 9.98 | 645 | 207 | 799 | |||||||||
| 23 Feb | 25713.00 | 671.05 | 61.6 | 9.55 | 439 | 3 | 591 | |||||||||
| 20 Feb | 25571.25 | 608 | 74.25 | 9.69 | 324 | 43 | 586 | |||||||||
| 19 Feb | 25454.35 | 517.25 | -225.35 | 9.56 | 568 | -89 | 543 | |||||||||
| 18 Feb | 25819.35 | 740 | 41.7 | 8.53 | 561 | 115 | 634 | |||||||||
| 17 Feb | 25725.40 | 698.5 | 10.25 | 8.91 | 270 | 89 | 518 | |||||||||
| 16 Feb | 25682.75 | 693 | 105.25 | 9.19 | 197 | 24 | 430 | |||||||||
| 13 Feb | 25471.10 | 571 | -203.8 | 9.2 | 297 | 87 | 399 | |||||||||
| 12 Feb | 25807.20 | 776.55 | -83.3 | 8.5 | 51 | 19 | 306 | |||||||||
| 11 Feb | 25953.85 | 855.9 | -5.1 | 7.27 | 143 | -56 | 288 | |||||||||
| 10 Feb | 25935.15 | 861 | 41.25 | 7.87 | 13 | -4 | 343 | |||||||||
| 9 Feb | 25867.30 | 819 | 118.55 | 7.68 | 140 | -85 | 347 | |||||||||
| 6 Feb | 25693.70 | 701.7 | -12.95 | 7.81 | 189 | 124 | 432 | |||||||||
| 5 Feb | 25642.80 | 706.05 | -98.3 | 8.32 | 170 | 96 | 300 | |||||||||
| 4 Feb | 25776.00 | 797 | 0.45 | 8.66 | 119 | 6 | 205 | |||||||||
| 3 Feb | 25727.55 | 800.95 | 363.65 | 9.02 | 155 | -79 | 199 | |||||||||
| 2 Feb | 25088.40 | 441 | 67.85 | 9.42 | 195 | 71 | 278 | |||||||||
| 1 Feb | 24825.45 | 343 | -235 | 10.2 | 347 | 127 | 207 | |||||||||
| 30 Jan | 25320.65 | 572.75 | -89.45 | 9.07 | 109 | 80 | 81 | |||||||||
| 29 Jan | 25418.90 | 660.7 | 34.6 | 9.53 | 3 | 1 | 1 | |||||||||
For Nifty - strike price 25700 expiring on 28APR2026
Delta for 25700 CE is 0.01
Historical price for 25700 CE is as follows
On 24 Apr NIFTY was trading at 23905.80. The strike last trading price was 1.25, which was -0.050000000000000044 lower than the previous day. The implied volatity was 25.93, the open interest changed by 2907 which increased total open position to 55236
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1.4, which was -1.1 lower than the previous day. The implied volatity was 20.56, the open interest changed by 1985 which increased total open position to 52364
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 2.5, which was -2.1500000000000004 lower than the previous day. The implied volatity was 17.66, the open interest changed by 27309 which increased total open position to 50358
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 5.5, which was 0 lower than the previous day. The implied volatity was 15.75, the open interest changed by 9967 which increased total open position to 27453
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 5.6, which was 0.04999999999999982 higher than the previous day. The implied volatity was 17.68, the open interest changed by 7114 which increased total open position to 17475
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 6.3, which was -0.35000000000000053 lower than the previous day. The implied volatity was 14.97, the open interest changed by 4437 which increased total open position to 10362
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 6.45, which was -1.25 lower than the previous day. The implied volatity was 16.14, the open interest changed by 289 which increased total open position to 5959
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 7.6, which was 0.2999999999999998 higher than the previous day. The implied volatity was 15.63, the open interest changed by 1263 which increased total open position to 5808
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 7.1, which was -4.800000000000001 lower than the previous day. The implied volatity was 17.74, the open interest changed by 522 which increased total open position to 4611
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 12.6, which was -0.34999999999999964 lower than the previous day. The implied volatity was 15.77, the open interest changed by 729 which increased total open position to 4104
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 12.5, which was -5.600000000000001 lower than the previous day. The implied volatity was 17.66, the open interest changed by 533 which increased total open position to 3384
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 18.5, which was 8.3 higher than the previous day. The implied volatity was 16.04, the open interest changed by 1212 which increased total open position to 2873
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 10.95, which was -1.1 lower than the previous day. The implied volatity was 20.95, the open interest changed by 767 which increased total open position to 2293
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 12.4, which was 0.6 higher than the previous day. The implied volatity was 22.18, the open interest changed by -196 which decreased total open position to 2316
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 11.35, which was -3 lower than the previous day. The implied volatity was 21.74, the open interest changed by -970 which decreased total open position to 2536
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 14.5, which was -6.5 lower than the previous day. The implied volatity was 22.13, the open interest changed by 2453 which increased total open position to 2617
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 23, which was -6.7 lower than the previous day. The implied volatity was 25.73, the open interest changed by -27 which decreased total open position to 2331
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 31, which was -9.7 lower than the previous day. The implied volatity was 22.11, the open interest changed by 2288 which increased total open position to 2353
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 38.55, which was -6.1 lower than the previous day. The implied volatity was 18.95, the open interest changed by 1854 which increased total open position to 2230
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 50.6, which was 17.4 higher than the previous day. The implied volatity was 22.42, the open interest changed by 59 which increased total open position to 1901
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 35.65, which was 0.4 higher than the previous day. The implied volatity was 23.52, the open interest changed by 1825 which increased total open position to 1850
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 35.65, which was 1 higher than the previous day. The implied volatity was 18.33, the open interest changed by 476 which increased total open position to 1878
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 34.35, which was -15.35 lower than the previous day. The implied volatity was 18.79, the open interest changed by 1299 which increased total open position to 1407
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 48.85, which was -2.5 lower than the previous day. The implied volatity was 14.65, the open interest changed by -60 which decreased total open position to 1654
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 50.7, which was -9.2 lower than the previous day. The implied volatity was 16.08, the open interest changed by 1608 which increased total open position to 1719
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 58.85, which was 0.9 higher than the previous day. The implied volatity was 17.87, the open interest changed by -130 which decreased total open position to 1533
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 57.05, which was -20.8 lower than the previous day. The implied volatity was 18.25, the open interest changed by 1674 which increased total open position to 1674
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 74.85, which was -31.3 lower than the previous day. The implied volatity was 16.05, the open interest changed by 1633 which increased total open position to 1633
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 101.4, which was -45.9 lower than the previous day. The implied volatity was 15.78, the open interest changed by 56 which increased total open position to 1467
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 148.85, which was -22.4 lower than the previous day. The implied volatity was 14.25, the open interest changed by 78 which increased total open position to 1430
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 166.65, which was -38.35 lower than the previous day. The implied volatity was 17.02, the open interest changed by 1368 which increased total open position to 1368
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 201.6, which was -50.7 lower than the previous day. The implied volatity was 13.82, the open interest changed by 1636 which increased total open position to 1636
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 247.05, which was 29.8 higher than the previous day. The implied volatity was 12.62, the open interest changed by 1576 which increased total open position to 1576
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 214.8, which was -68.95 lower than the previous day. The implied volatity was 13.82, the open interest changed by 311 which increased total open position to 1617
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 277.35, which was -104.35 lower than the previous day. The implied volatity was 11.87, the open interest changed by 63 which increased total open position to 1303
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 382.5, which was -135.35 lower than the previous day. The implied volatity was 10.51, the open interest changed by 231 which increased total open position to 1243
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 519, which was -4.25 lower than the previous day. The implied volatity was 9.66, the open interest changed by 125 which increased total open position to 1012
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 525.6, which was 1.65 higher than the previous day. The implied volatity was 9.91, the open interest changed by 77 which increased total open position to 888
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 526.4, which was -144.85 lower than the previous day. The implied volatity was 9.98, the open interest changed by 207 which increased total open position to 799
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 671.05, which was 61.6 higher than the previous day. The implied volatity was 9.55, the open interest changed by 3 which increased total open position to 591
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 608, which was 74.25 higher than the previous day. The implied volatity was 9.69, the open interest changed by 43 which increased total open position to 586
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 517.25, which was -225.35 lower than the previous day. The implied volatity was 9.56, the open interest changed by -89 which decreased total open position to 543
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 740, which was 41.7 higher than the previous day. The implied volatity was 8.53, the open interest changed by 115 which increased total open position to 634
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 698.5, which was 10.25 higher than the previous day. The implied volatity was 8.91, the open interest changed by 89 which increased total open position to 518
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 693, which was 105.25 higher than the previous day. The implied volatity was 9.19, the open interest changed by 24 which increased total open position to 430
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 571, which was -203.8 lower than the previous day. The implied volatity was 9.2, the open interest changed by 87 which increased total open position to 399
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 776.55, which was -83.3 lower than the previous day. The implied volatity was 8.5, the open interest changed by 19 which increased total open position to 306
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 855.9, which was -5.1 lower than the previous day. The implied volatity was 7.27, the open interest changed by -56 which decreased total open position to 288
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 861, which was 41.25 higher than the previous day. The implied volatity was 7.87, the open interest changed by -4 which decreased total open position to 343
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 819, which was 118.55 higher than the previous day. The implied volatity was 7.68, the open interest changed by -85 which decreased total open position to 347
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 701.7, which was -12.95 lower than the previous day. The implied volatity was 7.81, the open interest changed by 124 which increased total open position to 432
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 706.05, which was -98.3 lower than the previous day. The implied volatity was 8.32, the open interest changed by 96 which increased total open position to 300
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 797, which was 0.45 higher than the previous day. The implied volatity was 8.66, the open interest changed by 6 which increased total open position to 205
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 800.95, which was 363.65 higher than the previous day. The implied volatity was 9.02, the open interest changed by -79 which decreased total open position to 199
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 441, which was 67.85 higher than the previous day. The implied volatity was 9.42, the open interest changed by 71 which increased total open position to 278
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 343, which was -235 lower than the previous day. The implied volatity was 10.2, the open interest changed by 127 which increased total open position to 207
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 572.75, which was -89.45 lower than the previous day. The implied volatity was 9.07, the open interest changed by 80 which increased total open position to 81
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 660.7, which was 34.6 higher than the previous day. The implied volatity was 9.53, the open interest changed by 1 which increased total open position to 1
| NIFTY 28-Apr-2026 (4d) 25700 PE | |||||||
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Delta: -0.99
Vega: 0
Theta: -1.3
Gamma: 0.00002
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23905.80 | 1780 | 240 | 25.91 | 122 | -98 | 511 |
| 23 Apr | 24173.05 | 1540 | 237.79999999999995 | 31.4 | 30 | -13 | 610 |
| 22 Apr | 24378.10 | 1302.2 | 187.60000000000014 | 28.89 | 43 | -6 | 624 |
| 21 Apr | 24576.60 | 1115 | -249 | 19.18 | 57 | -27 | 629 |
| 20 Apr | 24364.85 | 1369 | 43.200000000000045 | 28 | 63 | -23 | 657 |
| 17 Apr | 24353.55 | 1314.65 | -138.3499999999999 | 18.81 | 24 | -16 | 679 |
| 16 Apr | 24196.75 | 1453 | -1.7000000000000455 | 22.11 | 33 | -6 | 695 |
| 15 Apr | 24231.30 | 1459.4 | -408.6999999999998 | 21.05 | 46 | -4 | 702 |
| 13 Apr | 23842.65 | 1868.1 | 280.3499999999999 | 16.83 | 9 | -5 | 706 |
| 10 Apr | 24050.60 | 1600.1 | -199.20000000000005 | 18.05 | 20 | -9 | 711 |
| 9 Apr | 23775.10 | 1799.3 | 158.89999999999986 | 17.45 | 740 | 45 | 720 |
| 8 Apr | 23997.35 | 1629.35 | -832.6 | 23.08 | 132 | 658 | 675 |
| 7 Apr | 23123.65 | 2461.15 | -161.7 | 26.78 | 35 | 769 | 770 |
| 6 Apr | 22968.25 | 2639.7 | -339.3 | 29.15 | 189 | 855 | 907 |
| 2 Apr | 22713.10 | 2979 | 95.3 | 38.85 | 34 | -3 | 916 |
| 1 Apr | 22679.40 | 2883.7 | -345.5 | 30.9 | 50 | -27 | 919 |
| 30 Mar | 22331.40 | 3188.2 | 439.15 | 31.94 | 144 | 920 | 946 |
| 27 Mar | 22819.60 | 2755 | 494.9 | 30.27 | 198 | 871 | 878 |
| 25 Mar | 23306.45 | 2290.6 | -382.4 | 26.54 | 43 | 17 | 699 |
| 24 Mar | 22912.40 | 2673 | -348.8 | 31.54 | 21 | -11 | 681 |
| 23 Mar | 22512.65 | 3093.7 | 718.7 | 32.85 | 158 | 687 | 693 |
| 20 Mar | 23114.50 | 2375 | -191.6 | 22.44 | 86 | 65 | 760 |
| 19 Mar | 23002.15 | 2566.6 | 797.2 | 31.19 | 6 | 695 | 697 |
| 18 Mar | 23777.80 | 1769.4 | -164.6 | 19.16 | 288 | 697 | 699 |
| 17 Mar | 23581.15 | 1950 | -193.6 | 19.53 | 67 | 549 | 550 |
| 16 Mar | 23408.80 | 2153.85 | -147.95 | 21.29 | 340 | -171 | 510 |
| 13 Mar | 23151.10 | 2300 | 413.15 | 20.73 | 86 | 676 | 677 |
| 12 Mar | 23639.15 | 1886.85 | 209.15 | 20.25 | 73 | -6 | 739 |
| 11 Mar | 23866.85 | 1694.9 | 319.65 | 19.37 | 133 | 62 | 746 |
| 10 Mar | 24261.60 | 1375.25 | -159.2 | 19.78 | 31 | 682 | 682 |
| 9 Mar | 24028.05 | 1520 | 327 | 17.38 | 84 | -51 | 705 |
| 6 Mar | 24450.45 | 1205.8 | 301.45 | 18.29 | 118 | 8 | 758 |
| 5 Mar | 24765.90 | 936.1 | -224.1 | 15.59 | 602 | -84 | 750 |
| 4 Mar | 24480.50 | 1164.4 | 345.65 | 17.17 | 255 | -159 | 835 |
| 2 Mar | 24865.70 | 830.05 | 240.15 | 14.57 | 1,093 | -364 | 997 |
| 27 Feb | 25178.65 | 582.1 | 147.25 | 13.01 | 948 | 44 | 1,364 |
| 26 Feb | 25496.55 | 433.7 | -11.5 | 12.95 | 614 | 106 | 1,319 |
| 25 Feb | 25482.50 | 443 | -28.35 | 12.96 | 820 | 92 | 1,217 |
| 24 Feb | 25424.65 | 462.9 | 92.5 | 13.26 | 945 | -2 | 1,123 |
| 23 Feb | 25713.00 | 370.65 | -41.35 | 13.34 | 1,320 | 196 | 1,122 |
| 20 Feb | 25571.25 | 408.15 | -64.1 | 12.88 | 791 | 18 | 913 |
| 19 Feb | 25454.35 | 491.5 | 181.1 | 13.37 | 1,047 | -61 | 892 |
| 18 Feb | 25819.35 | 310.35 | -40.65 | 12.54 | 1,049 | 65 | 962 |
| 17 Feb | 25725.40 | 351.15 | -14.85 | 12.77 | 637 | 204 | 844 |
| 16 Feb | 25682.75 | 365 | -83.9 | 12.78 | 499 | 162 | 611 |
| 13 Feb | 25471.10 | 462 | 158.15 | 12.96 | 448 | -35 | 443 |
| 12 Feb | 25807.20 | 307 | 45.35 | 12.23 | 434 | 183 | 477 |
| 11 Feb | 25953.85 | 263 | -5.5 | 12.2 | 267 | 18 | 296 |
| 10 Feb | 25935.15 | 276.85 | -26.75 | 12.33 | 308 | 4 | 277 |
| 9 Feb | 25867.30 | 303.5 | -63.1 | 12.56 | 333 | -81 | 274 |
| 6 Feb | 25693.70 | 368 | -12.3 | 12.55 | 183 | 82 | 356 |
| 5 Feb | 25642.80 | 385.25 | 36.5 | 12.65 | 264 | 74 | 274 |
| 4 Feb | 25776.00 | 355.9 | -23.9 | 12.72 | 325 | 24 | 202 |
| 3 Feb | 25727.55 | 386.05 | -427.1 | 13.19 | 292 | 15 | 179 |
| 2 Feb | 25088.40 | 813.15 | 200.95 | 16.54 | 48 | 31 | 163 |
| 1 Feb | 24825.45 | 612.2 | 82.9 | 8.78 | 47 | 16 | 132 |
| 30 Jan | 25320.65 | 529.3 | 32.65 | 12.93 | 221 | 50 | 118 |
| 29 Jan | 25418.90 | 497.85 | -259.3 | 13.11 | 129 | 69 | 69 |
For Nifty - strike price 25700 expiring on 28APR2026
Delta for 25700 PE is -0.99
Historical price for 25700 PE is as follows
On 24 Apr NIFTY was trading at 23905.80. The strike last trading price was 1780, which was 240 higher than the previous day. The implied volatity was 25.91, the open interest changed by -98 which decreased total open position to 511
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1540, which was 237.79999999999995 higher than the previous day. The implied volatity was 31.4, the open interest changed by -13 which decreased total open position to 610
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1302.2, which was 187.60000000000014 higher than the previous day. The implied volatity was 28.89, the open interest changed by -6 which decreased total open position to 624
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1115, which was -249 lower than the previous day. The implied volatity was 19.18, the open interest changed by -27 which decreased total open position to 629
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1369, which was 43.200000000000045 higher than the previous day. The implied volatity was 28, the open interest changed by -23 which decreased total open position to 657
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1314.65, which was -138.3499999999999 lower than the previous day. The implied volatity was 18.81, the open interest changed by -16 which decreased total open position to 679
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1453, which was -1.7000000000000455 lower than the previous day. The implied volatity was 22.11, the open interest changed by -6 which decreased total open position to 695
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1459.4, which was -408.6999999999998 lower than the previous day. The implied volatity was 21.05, the open interest changed by -4 which decreased total open position to 702
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1868.1, which was 280.3499999999999 higher than the previous day. The implied volatity was 16.83, the open interest changed by -5 which decreased total open position to 706
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1600.1, which was -199.20000000000005 lower than the previous day. The implied volatity was 18.05, the open interest changed by -9 which decreased total open position to 711
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1799.3, which was 158.89999999999986 higher than the previous day. The implied volatity was 17.45, the open interest changed by 45 which increased total open position to 720
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1629.35, which was -832.6 lower than the previous day. The implied volatity was 23.08, the open interest changed by 658 which increased total open position to 675
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 2461.15, which was -161.7 lower than the previous day. The implied volatity was 26.78, the open interest changed by 769 which increased total open position to 770
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 2639.7, which was -339.3 lower than the previous day. The implied volatity was 29.15, the open interest changed by 855 which increased total open position to 907
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 2979, which was 95.3 higher than the previous day. The implied volatity was 38.85, the open interest changed by -3 which decreased total open position to 916
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 2883.7, which was -345.5 lower than the previous day. The implied volatity was 30.9, the open interest changed by -27 which decreased total open position to 919
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 3188.2, which was 439.15 higher than the previous day. The implied volatity was 31.94, the open interest changed by 920 which increased total open position to 946
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 2755, which was 494.9 higher than the previous day. The implied volatity was 30.27, the open interest changed by 871 which increased total open position to 878
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 2290.6, which was -382.4 lower than the previous day. The implied volatity was 26.54, the open interest changed by 17 which increased total open position to 699
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 2673, which was -348.8 lower than the previous day. The implied volatity was 31.54, the open interest changed by -11 which decreased total open position to 681
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 3093.7, which was 718.7 higher than the previous day. The implied volatity was 32.85, the open interest changed by 687 which increased total open position to 693
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 2375, which was -191.6 lower than the previous day. The implied volatity was 22.44, the open interest changed by 65 which increased total open position to 760
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 2566.6, which was 797.2 higher than the previous day. The implied volatity was 31.19, the open interest changed by 695 which increased total open position to 697
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1769.4, which was -164.6 lower than the previous day. The implied volatity was 19.16, the open interest changed by 697 which increased total open position to 699
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 1950, which was -193.6 lower than the previous day. The implied volatity was 19.53, the open interest changed by 549 which increased total open position to 550
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 2153.85, which was -147.95 lower than the previous day. The implied volatity was 21.29, the open interest changed by -171 which decreased total open position to 510
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 2300, which was 413.15 higher than the previous day. The implied volatity was 20.73, the open interest changed by 676 which increased total open position to 677
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1886.85, which was 209.15 higher than the previous day. The implied volatity was 20.25, the open interest changed by -6 which decreased total open position to 739
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1694.9, which was 319.65 higher than the previous day. The implied volatity was 19.37, the open interest changed by 62 which increased total open position to 746
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1375.25, which was -159.2 lower than the previous day. The implied volatity was 19.78, the open interest changed by 682 which increased total open position to 682
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1520, which was 327 higher than the previous day. The implied volatity was 17.38, the open interest changed by -51 which decreased total open position to 705
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1205.8, which was 301.45 higher than the previous day. The implied volatity was 18.29, the open interest changed by 8 which increased total open position to 758
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 936.1, which was -224.1 lower than the previous day. The implied volatity was 15.59, the open interest changed by -84 which decreased total open position to 750
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 1164.4, which was 345.65 higher than the previous day. The implied volatity was 17.17, the open interest changed by -159 which decreased total open position to 835
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 830.05, which was 240.15 higher than the previous day. The implied volatity was 14.57, the open interest changed by -364 which decreased total open position to 997
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 582.1, which was 147.25 higher than the previous day. The implied volatity was 13.01, the open interest changed by 44 which increased total open position to 1364
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 433.7, which was -11.5 lower than the previous day. The implied volatity was 12.95, the open interest changed by 106 which increased total open position to 1319
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 443, which was -28.35 lower than the previous day. The implied volatity was 12.96, the open interest changed by 92 which increased total open position to 1217
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 462.9, which was 92.5 higher than the previous day. The implied volatity was 13.26, the open interest changed by -2 which decreased total open position to 1123
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 370.65, which was -41.35 lower than the previous day. The implied volatity was 13.34, the open interest changed by 196 which increased total open position to 1122
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 408.15, which was -64.1 lower than the previous day. The implied volatity was 12.88, the open interest changed by 18 which increased total open position to 913
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 491.5, which was 181.1 higher than the previous day. The implied volatity was 13.37, the open interest changed by -61 which decreased total open position to 892
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 310.35, which was -40.65 lower than the previous day. The implied volatity was 12.54, the open interest changed by 65 which increased total open position to 962
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 351.15, which was -14.85 lower than the previous day. The implied volatity was 12.77, the open interest changed by 204 which increased total open position to 844
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 365, which was -83.9 lower than the previous day. The implied volatity was 12.78, the open interest changed by 162 which increased total open position to 611
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 462, which was 158.15 higher than the previous day. The implied volatity was 12.96, the open interest changed by -35 which decreased total open position to 443
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 307, which was 45.35 higher than the previous day. The implied volatity was 12.23, the open interest changed by 183 which increased total open position to 477
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 263, which was -5.5 lower than the previous day. The implied volatity was 12.2, the open interest changed by 18 which increased total open position to 296
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 276.85, which was -26.75 lower than the previous day. The implied volatity was 12.33, the open interest changed by 4 which increased total open position to 277
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 303.5, which was -63.1 lower than the previous day. The implied volatity was 12.56, the open interest changed by -81 which decreased total open position to 274
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 368, which was -12.3 lower than the previous day. The implied volatity was 12.55, the open interest changed by 82 which increased total open position to 356
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 385.25, which was 36.5 higher than the previous day. The implied volatity was 12.65, the open interest changed by 74 which increased total open position to 274
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 355.9, which was -23.9 lower than the previous day. The implied volatity was 12.72, the open interest changed by 24 which increased total open position to 202
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 386.05, which was -427.1 lower than the previous day. The implied volatity was 13.19, the open interest changed by 15 which increased total open position to 179
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 813.15, which was 200.95 higher than the previous day. The implied volatity was 16.54, the open interest changed by 31 which increased total open position to 163
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 612.2, which was 82.9 higher than the previous day. The implied volatity was 8.78, the open interest changed by 16 which increased total open position to 132
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 529.3, which was 32.65 higher than the previous day. The implied volatity was 12.93, the open interest changed by 50 which increased total open position to 118
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 497.85, which was -259.3 lower than the previous day. The implied volatity was 13.11, the open interest changed by 69 which increased total open position to 69
