NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2026 09:22 AM IST
| NIFTY 07-Apr-2026 (6d) 25800 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.44
Theta: -1.25
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Apr | 22892.55 | 1.65 | -0.75 | 34.71 | 5,264 | 511 | 2,441 | |||||||||
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| 30 Mar | 22331.40 | 2.3 | -1.85 | 37.17 | 10,695 | 173 | 1,930 | |||||||||
| 27 Mar | 22819.60 | 3.9 | -2.75 | 29.19 | 7,785 | 1,081 | 1,757 | |||||||||
| 25 Mar | 23306.45 | 5.65 | -3 | 23.83 | 2,479 | 0 | 676 | |||||||||
| 24 Mar | 22912.40 | 9 | 0.65 | 27.71 | 4,302 | 321 | 676 | |||||||||
| 23 Mar | 22512.65 | 9.15 | 1.3 | 30.75 | 603 | 73 | 355 | |||||||||
| 20 Mar | 23114.50 | 8.65 | -0.15 | 22.66 | 230 | 23 | 282 | |||||||||
| 19 Mar | 23002.15 | 10 | -2.65 | 23.56 | 402 | 47 | 259 | |||||||||
| 18 Mar | 23777.80 | 12.75 | -2.7 | 17.58 | 287 | 16 | 212 | |||||||||
| 17 Mar | 23581.15 | 14.65 | -3.75 | 19.1 | 141 | -49 | 196 | |||||||||
| 16 Mar | 23408.80 | 17.3 | -4.65 | 20.97 | 208 | 59 | 245 | |||||||||
| 13 Mar | 23151.10 | 21.9 | -3.55 | 21.84 | 284 | 59 | 186 | |||||||||
| 12 Mar | 23639.15 | 26.25 | -7.35 | 18.46 | 167 | 37 | 127 | |||||||||
| 11 Mar | 23866.85 | 33 | -14.65 | 17.29 | 144 | 23 | 90 | |||||||||
| 10 Mar | 24261.60 | 46.9 | -36.3 | 14.71 | 92 | 65 | 67 | |||||||||
| 9 Mar | 24028.05 | 83.2 | -80.85 | - | 0 | 2 | 2 | |||||||||
| 6 Mar | 24450.45 | 83.2 | -80.85 | 14.42 | 2 | 0 | 0 | |||||||||
| 5 Mar | 24765.90 | 164.05 | 0 | 2.59 | 0 | 0 | 0 | |||||||||
| 4 Mar | 24480.50 | 164.05 | 0 | 3.31 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25800 expiring on 07APR2026
Delta for 25800 CE is 0.01
Historical price for 25800 CE is as follows
On 1 Apr NIFTY was trading at 22892.55. The strike last trading price was 1.65, which was -0.75 lower than the previous day. The implied volatity was 34.71, the open interest changed by 511 which increased total open position to 2441
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 2.3, which was -1.85 lower than the previous day. The implied volatity was 37.17, the open interest changed by 173 which increased total open position to 1930
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 3.9, which was -2.75 lower than the previous day. The implied volatity was 29.19, the open interest changed by 1081 which increased total open position to 1757
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 5.65, which was -3 lower than the previous day. The implied volatity was 23.83, the open interest changed by 0 which decreased total open position to 676
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 9, which was 0.65 higher than the previous day. The implied volatity was 27.71, the open interest changed by 321 which increased total open position to 676
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 9.15, which was 1.3 higher than the previous day. The implied volatity was 30.75, the open interest changed by 73 which increased total open position to 355
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 8.65, which was -0.15 lower than the previous day. The implied volatity was 22.66, the open interest changed by 23 which increased total open position to 282
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 10, which was -2.65 lower than the previous day. The implied volatity was 23.56, the open interest changed by 47 which increased total open position to 259
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 12.75, which was -2.7 lower than the previous day. The implied volatity was 17.58, the open interest changed by 16 which increased total open position to 212
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 14.65, which was -3.75 lower than the previous day. The implied volatity was 19.1, the open interest changed by -49 which decreased total open position to 196
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 17.3, which was -4.65 lower than the previous day. The implied volatity was 20.97, the open interest changed by 59 which increased total open position to 245
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 21.9, which was -3.55 lower than the previous day. The implied volatity was 21.84, the open interest changed by 59 which increased total open position to 186
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 26.25, which was -7.35 lower than the previous day. The implied volatity was 18.46, the open interest changed by 37 which increased total open position to 127
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 33, which was -14.65 lower than the previous day. The implied volatity was 17.29, the open interest changed by 23 which increased total open position to 90
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 46.9, which was -36.3 lower than the previous day. The implied volatity was 14.71, the open interest changed by 65 which increased total open position to 67
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 83.2, which was -80.85 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 83.2, which was -80.85 lower than the previous day. The implied volatity was 14.42, 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 164.05, which was 0 lower than the previous day. The implied volatity was 2.59, 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 164.05, which was 0 lower than the previous day. The implied volatity was 3.31, the open interest changed by 0 which decreased total open position to 0
| NIFTY 07-Apr-2026 (6d) 25800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Apr | 22892.55 | 3322.6 | 397.6 | - | 0 | 2 | 84 |
| 30 Mar | 22331.40 | 3322.6 | 397.6 | 53.72 | 43 | 40 | 82 |
| 27 Mar | 22819.60 | 2925 | 1141.9 | 42.34 | 45 | 41 | 42 |
| 25 Mar | 23306.45 | 1783.1 | 851.45 | - | 0 | 0 | 1 |
| 24 Mar | 22912.40 | 1783.1 | 851.45 | - | 0 | 0 | 1 |
| 23 Mar | 22512.65 | 1783.1 | 851.45 | - | 0 | 0 | 1 |
| 20 Mar | 23114.50 | 1783.1 | 851.45 | - | 0 | 0 | 1 |
| 19 Mar | 23002.15 | 1783.1 | 851.45 | - | 0 | 0 | 1 |
| 18 Mar | 23777.80 | 1783.1 | 851.45 | - | 0 | 0 | 1 |
| 17 Mar | 23581.15 | 1783.1 | 851.45 | - | 0 | 1 | 1 |
| 16 Mar | 23408.80 | 1783.1 | 851.45 | - | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 1783.1 | 851.45 | - | 0 | 0 | 1 |
| 12 Mar | 23639.15 | 1783.1 | 851.45 | - | 0 | 1 | 1 |
| 11 Mar | 23866.85 | 1783.1 | 851.45 | 16.12 | 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 25800 expiring on 07APR2026
Delta for 25800 PE is -
Historical price for 25800 PE is as follows
On 1 Apr NIFTY was trading at 22892.55. The strike last trading price was 3322.6, which was 397.6 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 84
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 3322.6, which was 397.6 higher than the previous day. The implied volatity was 53.72, the open interest changed by 40 which increased total open position to 82
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 2925, which was 1141.9 higher than the previous day. The implied volatity was 42.34, the open interest changed by 41 which increased total open position to 42
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1783.1, which was 851.45 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 1783.1, which was 851.45 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 1783.1, which was 851.45 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 1783.1, which was 851.45 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 1783.1, which was 851.45 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 1783.1, which was 851.45 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 1783.1, which was 851.45 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 1783.1, which was 851.45 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 1783.1, which was 851.45 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 1783.1, which was 851.45 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 1783.1, which was 851.45 higher than the previous day. The implied volatity was 16.12, 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
