NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:29 PM IST
| NIFTY 28-Apr-2026 (4d) 25800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0
Theta: -1.34
Gamma: 0.00002
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23869.65 | 1.25 | 0.1499999999999999 | 27.39 | 1,04,018 | -7,162 | 50,409 | |||||||||
| 23 Apr | 24173.05 | 1.15 | -0.75 | 21.19 | 2,48,730 | 6,309 | 57,744 | |||||||||
| 22 Apr | 24378.10 | 1.8 | -1.2 | 18.03 | 2,10,744 | 18,692 | 51,589 | |||||||||
| 21 Apr | 24576.60 | 3.95 | -0.14999999999999947 | 16.02 | 84,535 | 16,152 | 33,249 | |||||||||
| 20 Apr | 24364.85 | 3.8 | -0.40000000000000036 | 17.68 | 42,051 | 5,578 | 16,952 | |||||||||
| 17 Apr | 24353.55 | 4.5 | -1.1500000000000004 | 15.08 | 27,490 | 4,167 | 11,365 | |||||||||
| 16 Apr | 24196.75 | 5.5 | -0.9500000000000002 | 16.62 | 14,145 | 2,854 | 7,203 | |||||||||
| 15 Apr | 24231.30 | 6.25 | -0.15000000000000036 | 16 | 8,413 | 39 | 4,360 | |||||||||
| 13 Apr | 23842.65 | 6.3 | -3.8999999999999995 | 18.22 | 7,521 | 324 | 4,296 | |||||||||
| 10 Apr | 24050.60 | 10.65 | -0.5 | 16.08 | 5,597 | 518 | 4,020 | |||||||||
| 9 Apr | 23775.10 | 11 | -4.449999999999999 | 18.01 | 6,050 | 764 | 3,526 | |||||||||
| 8 Apr | 23997.35 | 16.15 | 6.75 | 16.38 | 10,307 | 1,024 | 2,769 | |||||||||
| 7 Apr | 23123.65 | 9.65 | -1.6 | 21.21 | 1,653 | 1,432 | 2,822 | |||||||||
| 6 Apr | 22968.25 | 11.75 | 0.75 | 22.65 | 3,547 | 1,254 | 2,964 | |||||||||
| 2 Apr | 22713.10 | 12 | -1.1 | 22.53 | 2,378 | 19 | 2,593 | |||||||||
| 1 Apr | 22679.40 | 14.5 | -4.65 | 22.74 | 6,778 | 1,982 | 2,664 | |||||||||
| 30 Mar | 22331.40 | 20.5 | -6 | 25.81 | 5,104 | 2,372 | 2,619 | |||||||||
| 27 Mar | 22819.60 | 26.25 | -9.6 | 22.01 | 2,859 | 2,280 | 2,433 | |||||||||
| 25 Mar | 23306.45 | 38.3 | -1.85 | 19.56 | 3,588 | 1,499 | 2,164 | |||||||||
| 24 Mar | 22912.40 | 40.7 | 10.15 | 21.98 | 1,592 | 1,823 | 1,887 | |||||||||
| 23 Mar | 22512.65 | 31.85 | 0.7 | 23.58 | 3,353 | 1,637 | 1,920 | |||||||||
| 20 Mar | 23114.50 | 29.85 | -0.9 | 18.23 | 2,821 | 2,461 | 2,512 | |||||||||
| 19 Mar | 23002.15 | 30.95 | -10.95 | 18.95 | 2,096 | 2,135 | 2,203 | |||||||||
| 18 Mar | 23777.80 | 41.45 | -4.6 | 14.68 | 1,552 | 2,054 | 2,091 | |||||||||
| 17 Mar | 23581.15 | 46.7 | -6.1 | 16.36 | 1,456 | 1,803 | 2,047 | |||||||||
| 16 Mar | 23408.80 | 49.7 | -1.7 | 17.73 | 2,384 | -354 | 2,128 | |||||||||
| 13 Mar | 23151.10 | 54 | -12.6 | 18.59 | 4,050 | 2,483 | 2,483 | |||||||||
| 12 Mar | 23639.15 | 65.1 | -27.2 | 16.05 | 3,815 | 2,488 | 2,488 | |||||||||
| 11 Mar | 23866.85 | 89.1 | -38.2 | 15.8 | 4,312 | 2,400 | 2,467 | |||||||||
| 10 Mar | 24261.60 | 127.8 | -23.3 | 14.14 | 1,525 | 304 | 2,042 | |||||||||
| 9 Mar | 24028.05 | 146.95 | -33.1 | 16.94 | 2,431 | 1,728 | 1,730 | |||||||||
| 6 Mar | 24450.45 | 176.75 | -40.7 | 13.77 | 1,375 | 76 | 1,564 | |||||||||
| 5 Mar | 24765.90 | 212.85 | 22 | 12.48 | 2,654 | -428 | 1,562 | |||||||||
| 4 Mar | 24480.50 | 188.05 | -58.8 | 13.73 | 4,459 | -676 | 2,000 | |||||||||
| 2 Mar | 24865.70 | 245.25 | -91.95 | 11.87 | 7,407 | 1,164 | 2,470 | |||||||||
| 27 Feb | 25178.65 | 335.85 | -129.7 | 10.42 | 1,289 | 92 | 1,274 | |||||||||
| 26 Feb | 25496.55 | 466.3 | -3.55 | 9.72 | 951 | 184 | 1,182 | |||||||||
| 25 Feb | 25482.50 | 467.05 | -2.25 | 9.81 | 815 | 145 | 998 | |||||||||
| 24 Feb | 25424.65 | 470.05 | -139.45 | 9.92 | 1,278 | 21 | 852 | |||||||||
| 23 Feb | 25713.00 | 604.6 | 60 | 9.48 | 484 | 15 | 831 | |||||||||
| 20 Feb | 25571.25 | 548.35 | 69.1 | 9.67 | 553 | 37 | 815 | |||||||||
| 19 Feb | 25454.35 | 465 | -214.25 | 9.53 | 586 | 57 | 782 | |||||||||
| 18 Feb | 25819.35 | 677.05 | 42.8 | 8.69 | 301 | 75 | 722 | |||||||||
| 17 Feb | 25725.40 | 634.55 | -1 | 8.95 | 248 | 41 | 647 | |||||||||
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| 16 Feb | 25682.75 | 645.7 | 110.75 | 9.59 | 575 | 162 | 600 | |||||||||
| 13 Feb | 25471.10 | 515 | -191.95 | 9.23 | 389 | 85 | 437 | |||||||||
| 12 Feb | 25807.20 | 696.05 | -90.9 | 8.22 | 207 | -58 | 352 | |||||||||
| 11 Feb | 25953.85 | 784.9 | 1.6 | 7.48 | 123 | -78 | 414 | |||||||||
| 10 Feb | 25935.15 | 777.55 | 27.35 | 7.65 | 85 | -12 | 499 | |||||||||
| 9 Feb | 25867.30 | 747 | 105.9 | 7.82 | 227 | -31 | 596 | |||||||||
| 6 Feb | 25693.70 | 637.05 | -19 | 7.87 | 307 | 133 | 628 | |||||||||
| 5 Feb | 25642.80 | 644.15 | -99.25 | 8.39 | 541 | 306 | 495 | |||||||||
| 4 Feb | 25776.00 | 732.85 | -10.35 | 8.76 | 206 | 49 | 191 | |||||||||
| 3 Feb | 25727.55 | 732.8 | 336.7 | 8.99 | 345 | -150 | 143 | |||||||||
| 2 Feb | 25088.40 | 395.8 | 61.2 | 9.42 | 329 | -45 | 248 | |||||||||
| 1 Feb | 24825.45 | 315.45 | -214.4 | 10.38 | 318 | 180 | 292 | |||||||||
| 30 Jan | 25320.65 | 526.25 | -83.75 | 9.23 | 119 | 98 | 111 | |||||||||
| 29 Jan | 25418.90 | 610 | 50 | 9.66 | 17 | 0 | 12 | |||||||||
For Nifty - strike price 25800 expiring on 28APR2026
Delta for 25800 CE is 0.01
Historical price for 25800 CE is as follows
On 24 Apr NIFTY was trading at 23869.65. The strike last trading price was 1.25, which was 0.1499999999999999 higher than the previous day. The implied volatity was 27.39, the open interest changed by -7162 which decreased total open position to 50409
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1.15, which was -0.75 lower than the previous day. The implied volatity was 21.19, the open interest changed by 6309 which increased total open position to 57744
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1.8, which was -1.2 lower than the previous day. The implied volatity was 18.03, the open interest changed by 18692 which increased total open position to 51589
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 3.95, which was -0.14999999999999947 lower than the previous day. The implied volatity was 16.02, the open interest changed by 16152 which increased total open position to 33249
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 3.8, which was -0.40000000000000036 lower than the previous day. The implied volatity was 17.68, the open interest changed by 5578 which increased total open position to 16952
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 4.5, which was -1.1500000000000004 lower than the previous day. The implied volatity was 15.08, the open interest changed by 4167 which increased total open position to 11365
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 5.5, which was -0.9500000000000002 lower than the previous day. The implied volatity was 16.62, the open interest changed by 2854 which increased total open position to 7203
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 6.25, which was -0.15000000000000036 lower than the previous day. The implied volatity was 16, the open interest changed by 39 which increased total open position to 4360
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 6.3, which was -3.8999999999999995 lower than the previous day. The implied volatity was 18.22, the open interest changed by 324 which increased total open position to 4296
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 10.65, which was -0.5 lower than the previous day. The implied volatity was 16.08, the open interest changed by 518 which increased total open position to 4020
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 11, which was -4.449999999999999 lower than the previous day. The implied volatity was 18.01, the open interest changed by 764 which increased total open position to 3526
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 16.15, which was 6.75 higher than the previous day. The implied volatity was 16.38, the open interest changed by 1024 which increased total open position to 2769
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 9.65, which was -1.6 lower than the previous day. The implied volatity was 21.21, the open interest changed by 1432 which increased total open position to 2822
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 11.75, which was 0.75 higher than the previous day. The implied volatity was 22.65, the open interest changed by 1254 which increased total open position to 2964
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 12, which was -1.1 lower than the previous day. The implied volatity was 22.53, the open interest changed by 19 which increased total open position to 2593
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 14.5, which was -4.65 lower than the previous day. The implied volatity was 22.74, the open interest changed by 1982 which increased total open position to 2664
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 20.5, which was -6 lower than the previous day. The implied volatity was 25.81, the open interest changed by 2372 which increased total open position to 2619
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 26.25, which was -9.6 lower than the previous day. The implied volatity was 22.01, the open interest changed by 2280 which increased total open position to 2433
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 38.3, which was -1.85 lower than the previous day. The implied volatity was 19.56, the open interest changed by 1499 which increased total open position to 2164
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 40.7, which was 10.15 higher than the previous day. The implied volatity was 21.98, the open interest changed by 1823 which increased total open position to 1887
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 31.85, which was 0.7 higher than the previous day. The implied volatity was 23.58, the open interest changed by 1637 which increased total open position to 1920
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 29.85, which was -0.9 lower than the previous day. The implied volatity was 18.23, the open interest changed by 2461 which increased total open position to 2512
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 30.95, which was -10.95 lower than the previous day. The implied volatity was 18.95, the open interest changed by 2135 which increased total open position to 2203
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 41.45, which was -4.6 lower than the previous day. The implied volatity was 14.68, the open interest changed by 2054 which increased total open position to 2091
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 46.7, which was -6.1 lower than the previous day. The implied volatity was 16.36, the open interest changed by 1803 which increased total open position to 2047
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 49.7, which was -1.7 lower than the previous day. The implied volatity was 17.73, the open interest changed by -354 which decreased total open position to 2128
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 54, which was -12.6 lower than the previous day. The implied volatity was 18.59, the open interest changed by 2483 which increased total open position to 2483
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 65.1, which was -27.2 lower than the previous day. The implied volatity was 16.05, the open interest changed by 2488 which increased total open position to 2488
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 89.1, which was -38.2 lower than the previous day. The implied volatity was 15.8, the open interest changed by 2400 which increased total open position to 2467
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 127.8, which was -23.3 lower than the previous day. The implied volatity was 14.14, the open interest changed by 304 which increased total open position to 2042
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 146.95, which was -33.1 lower than the previous day. The implied volatity was 16.94, the open interest changed by 1728 which increased total open position to 1730
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 176.75, which was -40.7 lower than the previous day. The implied volatity was 13.77, the open interest changed by 76 which increased total open position to 1564
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 212.85, which was 22 higher than the previous day. The implied volatity was 12.48, the open interest changed by -428 which decreased total open position to 1562
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 188.05, which was -58.8 lower than the previous day. The implied volatity was 13.73, the open interest changed by -676 which decreased total open position to 2000
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 245.25, which was -91.95 lower than the previous day. The implied volatity was 11.87, the open interest changed by 1164 which increased total open position to 2470
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 335.85, which was -129.7 lower than the previous day. The implied volatity was 10.42, the open interest changed by 92 which increased total open position to 1274
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 466.3, which was -3.55 lower than the previous day. The implied volatity was 9.72, the open interest changed by 184 which increased total open position to 1182
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 467.05, which was -2.25 lower than the previous day. The implied volatity was 9.81, the open interest changed by 145 which increased total open position to 998
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 470.05, which was -139.45 lower than the previous day. The implied volatity was 9.92, the open interest changed by 21 which increased total open position to 852
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 604.6, which was 60 higher than the previous day. The implied volatity was 9.48, the open interest changed by 15 which increased total open position to 831
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 548.35, which was 69.1 higher than the previous day. The implied volatity was 9.67, the open interest changed by 37 which increased total open position to 815
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 465, which was -214.25 lower than the previous day. The implied volatity was 9.53, the open interest changed by 57 which increased total open position to 782
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 677.05, which was 42.8 higher than the previous day. The implied volatity was 8.69, the open interest changed by 75 which increased total open position to 722
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 634.55, which was -1 lower than the previous day. The implied volatity was 8.95, the open interest changed by 41 which increased total open position to 647
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 645.7, which was 110.75 higher than the previous day. The implied volatity was 9.59, the open interest changed by 162 which increased total open position to 600
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 515, which was -191.95 lower than the previous day. The implied volatity was 9.23, the open interest changed by 85 which increased total open position to 437
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 696.05, which was -90.9 lower than the previous day. The implied volatity was 8.22, the open interest changed by -58 which decreased total open position to 352
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 784.9, which was 1.6 higher than the previous day. The implied volatity was 7.48, the open interest changed by -78 which decreased total open position to 414
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 777.55, which was 27.35 higher than the previous day. The implied volatity was 7.65, the open interest changed by -12 which decreased total open position to 499
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 747, which was 105.9 higher than the previous day. The implied volatity was 7.82, the open interest changed by -31 which decreased total open position to 596
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 637.05, which was -19 lower than the previous day. The implied volatity was 7.87, the open interest changed by 133 which increased total open position to 628
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 644.15, which was -99.25 lower than the previous day. The implied volatity was 8.39, the open interest changed by 306 which increased total open position to 495
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 732.85, which was -10.35 lower than the previous day. The implied volatity was 8.76, the open interest changed by 49 which increased total open position to 191
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 732.8, which was 336.7 higher than the previous day. The implied volatity was 8.99, the open interest changed by -150 which decreased total open position to 143
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 395.8, which was 61.2 higher than the previous day. The implied volatity was 9.42, the open interest changed by -45 which decreased total open position to 248
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 315.45, which was -214.4 lower than the previous day. The implied volatity was 10.38, the open interest changed by 180 which increased total open position to 292
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 526.25, which was -83.75 lower than the previous day. The implied volatity was 9.23, the open interest changed by 98 which increased total open position to 111
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 610, which was 50 higher than the previous day. The implied volatity was 9.66, the open interest changed by 0 which decreased total open position to 12
| NIFTY 28-Apr-2026 (4d) 25800 PE | |||||||
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Delta: -0.98
Vega: 0.01
Theta: -0.42
Gamma: 0.00005
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23869.65 | 1917.8 | 277.79999999999995 | 32.82 | 22 | -13 | 946 |
| 23 Apr | 24173.05 | 1640 | 224.20000000000005 | 36.18 | 24 | -12 | 959 |
| 22 Apr | 24378.10 | 1406.75 | 190.0999999999999 | 23.56 | 108 | -14 | 973 |
| 21 Apr | 24576.60 | 1218.7 | -175.45000000000005 | 22.74 | 105 | -28 | 988 |
| 20 Apr | 24364.85 | 1394.15 | -29.299999999999955 | 25.77 | 62 | -13 | 1,016 |
| 17 Apr | 24353.55 | 1418.9 | -131.0999999999999 | 17.96 | 9 | -1 | 1,031 |
| 16 Apr | 24196.75 | 1550 | -3.900000000000091 | 23.48 | 35 | 0 | 1,032 |
| 15 Apr | 24231.30 | 1553.9 | -316.14999999999986 | 21.9 | 40 | -15 | 1,032 |
| 13 Apr | 23842.65 | 1870.05 | 167.3499999999999 | 19.54 | 26 | -8 | 1,047 |
| 10 Apr | 24050.60 | 1708.15 | -211.8499999999999 | 20.71 | 38 | -9 | 1,055 |
| 9 Apr | 23775.10 | 1920 | 200 | 17.75 | 220 | -16 | 1,064 |
| 8 Apr | 23997.35 | 1720 | -860.55 | 23.34 | 136 | 1,053 | 1,080 |
| 7 Apr | 23123.65 | 2580.55 | -153.55 | 30.2 | 10 | 1,052 | 1,110 |
| 6 Apr | 22968.25 | 2712.6 | -283.6 | 25.83 | 165 | 1,243 | 1,244 |
| 2 Apr | 22713.10 | 2960 | 2.65 | 28.46 | 26 | -22 | 1,209 |
| 1 Apr | 22679.40 | 2959 | -361.15 | 28.79 | 155 | 1,231 | 1,232 |
| 30 Mar | 22331.40 | 3295 | 448.7 | 33.47 | 149 | 1,208 | 1,251 |
| 27 Mar | 22819.60 | 2831.45 | 474.6 | 29.24 | 137 | 1,199 | 1,199 |
| 25 Mar | 23306.45 | 2356 | -348.85 | 24.87 | 146 | 71 | 1,116 |
| 24 Mar | 22912.40 | 2691 | -436.65 | 26.94 | 66 | 1,042 | 1,042 |
| 23 Mar | 22512.65 | 3127.65 | 659.8 | 28.45 | 40 | 1,023 | 1,023 |
| 20 Mar | 23114.50 | 2489.05 | -38.5 | 24.17 | 51 | 31 | 1,018 |
| 19 Mar | 23002.15 | 2534.55 | 678.65 | 24.71 | 11 | -4 | 987 |
| 18 Mar | 23777.80 | 1889.35 | -110.65 | 20.98 | 173 | -15 | 991 |
| 17 Mar | 23581.15 | 2000 | -252.7 | 16.95 | 33 | 4 | 996 |
| 16 Mar | 23408.80 | 2252.7 | -129.8 | 21.97 | 96 | -46 | 993 |
| 13 Mar | 23151.10 | 2341.95 | 411.95 | 16.92 | 60 | 1,039 | 1,040 |
| 12 Mar | 23639.15 | 1929.6 | 199.6 | 18.15 | 22 | -11 | 1,071 |
| 11 Mar | 23866.85 | 1730 | 350 | 17.25 | 35 | -1 | 1,084 |
| 10 Mar | 24261.60 | 1380 | -336.6 | 17.38 | 42 | 1,086 | 1,086 |
| 9 Mar | 24028.05 | 1716.6 | 472.9 | 21.79 | 101 | -42 | 1,112 |
| 6 Mar | 24450.45 | 1233 | 238.4 | 16.96 | 131 | -17 | 1,153 |
| 5 Mar | 24765.90 | 1009.9 | -216 | 15.8 | 222 | 1,162 | 1,162 |
| 4 Mar | 24480.50 | 1228.4 | 338 | 16.97 | 272 | -124 | 1,183 |
| 2 Mar | 24865.70 | 889.55 | 245.55 | 14.46 | 1,769 | -516 | 1,307 |
| 27 Feb | 25178.65 | 634.05 | 158.2 | 12.99 | 810 | 95 | 1,813 |
| 26 Feb | 25496.55 | 475.9 | -12.25 | 12.88 | 936 | 236 | 1,719 |
| 25 Feb | 25482.50 | 486.3 | -25 | 12.91 | 932 | 194 | 1,484 |
| 24 Feb | 25424.65 | 503.5 | 97.75 | 13.12 | 1,101 | -340 | 1,293 |
| 23 Feb | 25713.00 | 403.95 | -47.05 | 13.2 | 850 | 277 | 1,631 |
| 20 Feb | 25571.25 | 449.65 | -66.45 | 12.86 | 673 | 27 | 1,361 |
| 19 Feb | 25454.35 | 530.85 | 188.25 | 13.19 | 953 | 105 | 1,341 |
| 18 Feb | 25819.35 | 342.85 | -44.2 | 12.47 | 659 | 114 | 1,236 |
| 17 Feb | 25725.40 | 386 | -17.5 | 12.7 | 400 | 129 | 1,109 |
| 16 Feb | 25682.75 | 400.1 | -83.9 | 12.7 | 926 | 232 | 968 |
| 13 Feb | 25471.10 | 505 | 169.35 | 12.95 | 586 | -1 | 737 |
| 12 Feb | 25807.20 | 339.4 | 49.1 | 12.17 | 610 | 203 | 738 |
| 11 Feb | 25953.85 | 290.05 | -9.75 | 12.11 | 427 | -3 | 535 |
| 10 Feb | 25935.15 | 305 | -29.55 | 12.25 | 758 | 102 | 538 |
| 9 Feb | 25867.30 | 335.25 | -65.7 | 12.52 | 752 | 0 | 446 |
| 6 Feb | 25693.70 | 399.85 | -21.1 | 12.42 | 212 | 49 | 447 |
| 5 Feb | 25642.80 | 423.7 | 42.2 | 12.66 | 392 | 68 | 399 |
| 4 Feb | 25776.00 | 390 | -27.3 | 12.68 | 383 | 72 | 331 |
| 3 Feb | 25727.55 | 414.05 | -335.7 | 12.99 | 479 | 159 | 265 |
| 2 Feb | 25088.40 | 735.35 | -224.65 | 13.85 | 10 | 8 | 105 |
| 1 Feb | 24825.45 | 960 | 358.35 | 14.96 | 34 | 9 | 97 |
| 30 Jan | 25320.65 | 588.15 | -223.65 | 13.19 | 110 | 88 | 88 |
| 29 Jan | 25418.90 | 811.8 | 0 | 0.48 | 0 | 0 | 0 |
For Nifty - strike price 25800 expiring on 28APR2026
Delta for 25800 PE is -0.98
Historical price for 25800 PE is as follows
On 24 Apr NIFTY was trading at 23869.65. The strike last trading price was 1917.8, which was 277.79999999999995 higher than the previous day. The implied volatity was 32.82, the open interest changed by -13 which decreased total open position to 946
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1640, which was 224.20000000000005 higher than the previous day. The implied volatity was 36.18, the open interest changed by -12 which decreased total open position to 959
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1406.75, which was 190.0999999999999 higher than the previous day. The implied volatity was 23.56, the open interest changed by -14 which decreased total open position to 973
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1218.7, which was -175.45000000000005 lower than the previous day. The implied volatity was 22.74, the open interest changed by -28 which decreased total open position to 988
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1394.15, which was -29.299999999999955 lower than the previous day. The implied volatity was 25.77, the open interest changed by -13 which decreased total open position to 1016
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1418.9, which was -131.0999999999999 lower than the previous day. The implied volatity was 17.96, the open interest changed by -1 which decreased total open position to 1031
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1550, which was -3.900000000000091 lower than the previous day. The implied volatity was 23.48, the open interest changed by 0 which decreased total open position to 1032
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1553.9, which was -316.14999999999986 lower than the previous day. The implied volatity was 21.9, the open interest changed by -15 which decreased total open position to 1032
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1870.05, which was 167.3499999999999 higher than the previous day. The implied volatity was 19.54, the open interest changed by -8 which decreased total open position to 1047
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1708.15, which was -211.8499999999999 lower than the previous day. The implied volatity was 20.71, the open interest changed by -9 which decreased total open position to 1055
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1920, which was 200 higher than the previous day. The implied volatity was 17.75, the open interest changed by -16 which decreased total open position to 1064
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1720, which was -860.55 lower than the previous day. The implied volatity was 23.34, the open interest changed by 1053 which increased total open position to 1080
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 2580.55, which was -153.55 lower than the previous day. The implied volatity was 30.2, the open interest changed by 1052 which increased total open position to 1110
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 2712.6, which was -283.6 lower than the previous day. The implied volatity was 25.83, the open interest changed by 1243 which increased total open position to 1244
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 2960, which was 2.65 higher than the previous day. The implied volatity was 28.46, the open interest changed by -22 which decreased total open position to 1209
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 2959, which was -361.15 lower than the previous day. The implied volatity was 28.79, the open interest changed by 1231 which increased total open position to 1232
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 3295, which was 448.7 higher than the previous day. The implied volatity was 33.47, the open interest changed by 1208 which increased total open position to 1251
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 2831.45, which was 474.6 higher than the previous day. The implied volatity was 29.24, the open interest changed by 1199 which increased total open position to 1199
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 2356, which was -348.85 lower than the previous day. The implied volatity was 24.87, the open interest changed by 71 which increased total open position to 1116
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 2691, which was -436.65 lower than the previous day. The implied volatity was 26.94, the open interest changed by 1042 which increased total open position to 1042
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 3127.65, which was 659.8 higher than the previous day. The implied volatity was 28.45, the open interest changed by 1023 which increased total open position to 1023
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 2489.05, which was -38.5 lower than the previous day. The implied volatity was 24.17, the open interest changed by 31 which increased total open position to 1018
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 2534.55, which was 678.65 higher than the previous day. The implied volatity was 24.71, the open interest changed by -4 which decreased total open position to 987
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1889.35, which was -110.65 lower than the previous day. The implied volatity was 20.98, the open interest changed by -15 which decreased total open position to 991
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 2000, which was -252.7 lower than the previous day. The implied volatity was 16.95, the open interest changed by 4 which increased total open position to 996
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 2252.7, which was -129.8 lower than the previous day. The implied volatity was 21.97, the open interest changed by -46 which decreased total open position to 993
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 2341.95, which was 411.95 higher than the previous day. The implied volatity was 16.92, the open interest changed by 1039 which increased total open position to 1040
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1929.6, which was 199.6 higher than the previous day. The implied volatity was 18.15, the open interest changed by -11 which decreased total open position to 1071
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1730, which was 350 higher than the previous day. The implied volatity was 17.25, the open interest changed by -1 which decreased total open position to 1084
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1380, which was -336.6 lower than the previous day. The implied volatity was 17.38, the open interest changed by 1086 which increased total open position to 1086
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1716.6, which was 472.9 higher than the previous day. The implied volatity was 21.79, the open interest changed by -42 which decreased total open position to 1112
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1233, which was 238.4 higher than the previous day. The implied volatity was 16.96, the open interest changed by -17 which decreased total open position to 1153
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1009.9, which was -216 lower than the previous day. The implied volatity was 15.8, the open interest changed by 1162 which increased total open position to 1162
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 1228.4, which was 338 higher than the previous day. The implied volatity was 16.97, the open interest changed by -124 which decreased total open position to 1183
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 889.55, which was 245.55 higher than the previous day. The implied volatity was 14.46, the open interest changed by -516 which decreased total open position to 1307
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 634.05, which was 158.2 higher than the previous day. The implied volatity was 12.99, the open interest changed by 95 which increased total open position to 1813
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 475.9, which was -12.25 lower than the previous day. The implied volatity was 12.88, the open interest changed by 236 which increased total open position to 1719
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 486.3, which was -25 lower than the previous day. The implied volatity was 12.91, the open interest changed by 194 which increased total open position to 1484
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 503.5, which was 97.75 higher than the previous day. The implied volatity was 13.12, the open interest changed by -340 which decreased total open position to 1293
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 403.95, which was -47.05 lower than the previous day. The implied volatity was 13.2, the open interest changed by 277 which increased total open position to 1631
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 449.65, which was -66.45 lower than the previous day. The implied volatity was 12.86, the open interest changed by 27 which increased total open position to 1361
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 530.85, which was 188.25 higher than the previous day. The implied volatity was 13.19, the open interest changed by 105 which increased total open position to 1341
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 342.85, which was -44.2 lower than the previous day. The implied volatity was 12.47, the open interest changed by 114 which increased total open position to 1236
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 386, which was -17.5 lower than the previous day. The implied volatity was 12.7, the open interest changed by 129 which increased total open position to 1109
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 400.1, which was -83.9 lower than the previous day. The implied volatity was 12.7, the open interest changed by 232 which increased total open position to 968
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 505, which was 169.35 higher than the previous day. The implied volatity was 12.95, the open interest changed by -1 which decreased total open position to 737
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 339.4, which was 49.1 higher than the previous day. The implied volatity was 12.17, the open interest changed by 203 which increased total open position to 738
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 290.05, which was -9.75 lower than the previous day. The implied volatity was 12.11, the open interest changed by -3 which decreased total open position to 535
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 305, which was -29.55 lower than the previous day. The implied volatity was 12.25, the open interest changed by 102 which increased total open position to 538
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 335.25, which was -65.7 lower than the previous day. The implied volatity was 12.52, the open interest changed by 0 which decreased total open position to 446
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 399.85, which was -21.1 lower than the previous day. The implied volatity was 12.42, the open interest changed by 49 which increased total open position to 447
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 423.7, which was 42.2 higher than the previous day. The implied volatity was 12.66, the open interest changed by 68 which increased total open position to 399
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 390, which was -27.3 lower than the previous day. The implied volatity was 12.68, the open interest changed by 72 which increased total open position to 331
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 414.05, which was -335.7 lower than the previous day. The implied volatity was 12.99, the open interest changed by 159 which increased total open position to 265
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 735.35, which was -224.65 lower than the previous day. The implied volatity was 13.85, the open interest changed by 8 which increased total open position to 105
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 960, which was 358.35 higher than the previous day. The implied volatity was 14.96, the open interest changed by 9 which increased total open position to 97
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 588.15, which was -223.65 lower than the previous day. The implied volatity was 13.19, the open interest changed by 88 which increased total open position to 88
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 811.8, which was 0 lower than the previous day. The implied volatity was 0.48, the open interest changed by 0 which decreased total open position to 0
