NIFTY
Nifty
Historical option data for NIFTY
30 Apr 2026 04:10 PM IST
| NIFTY 05-May-2026 (4d) 25800 CE | ||||||||||||||||
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Delta: 0
Vega: 0
Theta: -0.76
Gamma: 0.00002
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Apr | 23997.55 | 0.8 | -0.09999999999999998 | 21.74 | 1,84,098 | 5,745 | 53,364 | |||||||||
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| 29 Apr | 24177.65 | 0.9 | -0.2499999999999999 | 18.82 | 2,22,585 | -205 | 47,631 | |||||||||
| 28 Apr | 23995.70 | 1.15 | -0.8500000000000001 | 19.49 | 1,29,684 | 11,627 | 47,971 | |||||||||
| 27 Apr | 24092.70 | 1.85 | -2.4999999999999996 | 18.34 | 80,171 | 24,962 | 35,497 | |||||||||
| 24 Apr | 23897.95 | 4.6 | -1.4000000000000004 | 19.51 | 35,011 | -1,834 | 10,488 | |||||||||
| 23 Apr | 24173.05 | 5.7 | -5.8500000000000005 | 16.95 | 13,224 | 613 | 12,323 | |||||||||
| 22 Apr | 24378.10 | 11.4 | -2.549999999999999 | 16.14 | 17,872 | 2,060 | 12,520 | |||||||||
| 21 Apr | 24576.60 | 15 | 2.6999999999999993 | 14.23 | 16,759 | 927 | 10,600 | |||||||||
| 20 Apr | 24364.85 | 11.9 | -2.4499999999999993 | 15.48 | 17,851 | 9,249 | 9,699 | |||||||||
| 17 Apr | 24353.55 | 15.5 | 0.5 | 14.42 | 821 | 132 | 496 | |||||||||
| 16 Apr | 24196.75 | 15.95 | -0.6500000000000021 | 15.63 | 629 | 226 | 362 | |||||||||
| 15 Apr | 24231.30 | 16.9 | 2.3999999999999986 | 15.21 | 261 | 60 | 136 | |||||||||
| 13 Apr | 23842.65 | 14 | -7.850000000000001 | 16.98 | 110 | 40 | 65 | |||||||||
| 10 Apr | 24050.60 | 23.35 | 12.200000000000001 | 15.66 | 74 | 28 | 28 | |||||||||
| 9 Apr | 23775.10 | 0 | 0 | 6.14 | 0 | 0 | 0 | |||||||||
| 8 Apr | 23997.35 | 11.15 | 0 | 5.4 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25800 expiring on 05MAY2026
Delta for 25800 CE is 0
Historical price for 25800 CE is as follows
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 0.8, which was -0.09999999999999998 lower than the previous day. The implied volatity was 21.74, the open interest changed by 5745 which increased total open position to 53364
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 0.9, which was -0.2499999999999999 lower than the previous day. The implied volatity was 18.82, the open interest changed by -205 which decreased total open position to 47631
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 1.15, which was -0.8500000000000001 lower than the previous day. The implied volatity was 19.49, the open interest changed by 11627 which increased total open position to 47971
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 1.85, which was -2.4999999999999996 lower than the previous day. The implied volatity was 18.34, the open interest changed by 24962 which increased total open position to 35497
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 4.6, which was -1.4000000000000004 lower than the previous day. The implied volatity was 19.51, the open interest changed by -1834 which decreased total open position to 10488
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 5.7, which was -5.8500000000000005 lower than the previous day. The implied volatity was 16.95, the open interest changed by 613 which increased total open position to 12323
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 11.4, which was -2.549999999999999 lower than the previous day. The implied volatity was 16.14, the open interest changed by 2060 which increased total open position to 12520
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 15, which was 2.6999999999999993 higher than the previous day. The implied volatity was 14.23, the open interest changed by 927 which increased total open position to 10600
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 11.9, which was -2.4499999999999993 lower than the previous day. The implied volatity was 15.48, the open interest changed by 9249 which increased total open position to 9699
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 15.5, which was 0.5 higher than the previous day. The implied volatity was 14.42, the open interest changed by 132 which increased total open position to 496
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 15.95, which was -0.6500000000000021 lower than the previous day. The implied volatity was 15.63, the open interest changed by 226 which increased total open position to 362
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 16.9, which was 2.3999999999999986 higher than the previous day. The implied volatity was 15.21, the open interest changed by 60 which increased total open position to 136
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 14, which was -7.850000000000001 lower than the previous day. The implied volatity was 16.98, the open interest changed by 40 which increased total open position to 65
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 23.35, which was 12.200000000000001 higher than the previous day. The implied volatity was 15.66, the open interest changed by 28 which increased total open position to 28
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 6.14, 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 11.15, which was 0 lower than the previous day. The implied volatity was 5.4, the open interest changed by 0 which decreased total open position to 0
| NIFTY 05-May-2026 (4d) 25800 PE | |||||||
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Delta: -0.98
Vega: 0.01
Theta: -0.21
Gamma: 0.00006
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 23997.55 | 1762 | 11.200000000000045 | 28.38 | 2 | -1 | 18 |
| 29 Apr | 24177.65 | 1750.8 | 1750.8 | 19.85 | 0 | 0 | 19 |
| 28 Apr | 23995.70 | 1750.8 | 70.79999999999995 | 19.85 | 6 | 1 | 18 |
| 27 Apr | 24092.70 | 1680 | -187.3499999999999 | 18.26 | 8 | 5 | 16 |
| 24 Apr | 23897.95 | 1867.35 | 258.3499999999999 | 18.04 | 4 | 2 | 13 |
| 23 Apr | 24173.05 | 1609 | 209 | 23.63 | 4 | 1 | 8 |
| 22 Apr | 24378.10 | 1400 | 180 | 19.22 | 4 | 0 | 3 |
| 21 Apr | 24576.60 | 1220 | -310 | 14.57 | 1 | 0 | 2 |
| 20 Apr | 24364.85 | 1530 | 1530 | - | 0 | 0 | 2 |
| 17 Apr | 24353.55 | 1530 | 1530 | 15.64 | 0 | 0 | 2 |
| 16 Apr | 24196.75 | 1530 | -1156.5 | 15.64 | 2 | 1 | 1 |
| 15 Apr | 24231.30 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 23842.65 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 24050.60 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 23775.10 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 23997.35 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25800 expiring on 05MAY2026
Delta for 25800 PE is -0.98
Historical price for 25800 PE is as follows
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 1762, which was 11.200000000000045 higher than the previous day. The implied volatity was 28.38, the open interest changed by -1 which decreased total open position to 18
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 1750.8, which was 1750.8 higher than the previous day. The implied volatity was 19.85, the open interest changed by 0 which decreased total open position to 19
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 1750.8, which was 70.79999999999995 higher than the previous day. The implied volatity was 19.85, the open interest changed by 1 which increased total open position to 18
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 1680, which was -187.3499999999999 lower than the previous day. The implied volatity was 18.26, the open interest changed by 5 which increased total open position to 16
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 1867.35, which was 258.3499999999999 higher than the previous day. The implied volatity was 18.04, the open interest changed by 2 which increased total open position to 13
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1609, which was 209 higher than the previous day. The implied volatity was 23.63, the open interest changed by 1 which increased total open position to 8
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1400, which was 180 higher than the previous day. The implied volatity was 19.22, the open interest changed by 0 which decreased total open position to 3
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1220, which was -310 lower than the previous day. The implied volatity was 14.57, the open interest changed by 0 which decreased total open position to 2
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1530, which was 1530 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1530, which was 1530 higher than the previous day. The implied volatity was 15.64, the open interest changed by 0 which decreased total open position to 2
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1530, which was -1156.5 lower than the previous day. The implied volatity was 15.64, the open interest changed by 1 which increased total open position to 1
On 15 Apr NIFTY was trading at 24231.30. 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 13 Apr NIFTY was trading at 23842.65. 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 10 Apr NIFTY was trading at 24050.60. 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 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
