NIFTY
Nifty
Historical option data for NIFTY
16 Apr 2026 10:28 AM IST
| NIFTY 21-Apr-2026 (5d) 25750 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0
Theta: -0.87
Gamma: 0.00003
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 16 Apr | 24292.55 | 1 | -0.19999999999999996 | 18.28 | 12,100 | 1,320 | 7,680 | |||||||||
| 15 Apr | 24231.30 | 1.2 | 0.050000000000000044 | 18.37 | 39,714 | 4,424 | 6,359 | |||||||||
| 13 Apr | 23842.65 | 1.05 | -1.8499999999999999 | 19.47 | 4,493 | 837 | 1,903 | |||||||||
| 10 Apr | 24050.60 | 3.25 | -0.04999999999999982 | 16.89 | 3,013 | 1,004 | 1,064 | |||||||||
| 9 Apr | 23775.10 | 2.95 | -2.8999999999999995 | 18.4 | 252 | 49 | 60 | |||||||||
| 8 Apr | 23997.35 | 6.85 | -12.65 | 17.51 | 22 | 10 | 10 | |||||||||
For Nifty - strike price 25750 expiring on 21APR2026
Delta for 25750 CE is 0.01
Historical price for 25750 CE is as follows
On 16 Apr NIFTY was trading at 24292.55. The strike last trading price was 1, which was -0.19999999999999996 lower than the previous day. The implied volatity was 18.28, the open interest changed by 1320 which increased total open position to 7680
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1.2, which was 0.050000000000000044 higher than the previous day. The implied volatity was 18.37, the open interest changed by 4424 which increased total open position to 6359
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1.05, which was -1.8499999999999999 lower than the previous day. The implied volatity was 19.47, the open interest changed by 837 which increased total open position to 1903
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 3.25, which was -0.04999999999999982 lower than the previous day. The implied volatity was 16.89, the open interest changed by 1004 which increased total open position to 1064
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 2.95, which was -2.8999999999999995 lower than the previous day. The implied volatity was 18.4, the open interest changed by 49 which increased total open position to 60
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 6.85, which was -12.65 lower than the previous day. The implied volatity was 17.51, the open interest changed by 10 which increased total open position to 10
| NIFTY 21-Apr-2026 (5d) 25750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Apr | 24292.55 | 1689.75 | 1689.75 | - | 0 | 0 | 1 |
| 15 Apr | 24231.30 | 1689.75 | 1689.75 | - | 0 | 0 | 1 |
| 13 Apr | 23842.65 | 1689.75 | 1689.75 | 25.51 | 0 | 0 | 1 |
| 10 Apr | 24050.60 | 1689.75 | -325.8499999999999 | 25.51 | 1 | 0 | 0 |
| 9 Apr | 23775.10 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 23997.35 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25750 expiring on 21APR2026
Delta for 25750 PE is -
Historical price for 25750 PE is as follows
On 16 Apr NIFTY was trading at 24292.55. The strike last trading price was 1689.75, which was 1689.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1689.75, which was 1689.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1689.75, which was 1689.75 higher than the previous day. The implied volatity was 25.51, the open interest changed by 0 which decreased total open position to 1
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1689.75, which was -325.8499999999999 lower than the previous day. The implied volatity was 25.51, the open interest changed by 0 which decreased total open position to 0
On 9 Apr NIFTY was trading at 23775.10. 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 8 Apr NIFTY was trading at 23997.35. 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
