[--[65.84.65.76]--]

NIFTY

Nifty
24196.75 -34.55 (-0.14%)
L: 24102.8 H: 24400.95

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Historical option data for NIFTY

16 Apr 2026 04:11 PM IST
NIFTY 21-Apr-2026 (5d) 25900 CE
Delta: 0
Vega: 0
Theta: -0.72
Gamma: 0.00002
Date Close Ltp Change IV Volume OI Chg OI
16 Apr 24196.75 0.75 -0.19999999999999996 21.04 31,783 -36 7,966
15 Apr 24231.30 0.95 0 19.43 49,272 1,801 7,980
13 Apr 23842.65 0.95 -0.95 20.56 16,236 667 6,379
10 Apr 24050.60 2 0.10000000000000009 17.07 14,486 848 5,712
9 Apr 23775.10 1.85 -2.9 18.5 9,187 4,753 4,864
8 Apr 23997.35 7.55 -6.8 19.07 486 110 110


For Nifty - strike price 25900 expiring on 21APR2026

Delta for 25900 CE is 0

Historical price for 25900 CE is as follows

On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 0.75, which was -0.19999999999999996 lower than the previous day. The implied volatity was 21.04, the open interest changed by -36 which decreased total open position to 7966


On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 0.95, which was 0 lower than the previous day. The implied volatity was 19.43, the open interest changed by 1801 which increased total open position to 7980


On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 0.95, which was -0.95 lower than the previous day. The implied volatity was 20.56, the open interest changed by 667 which increased total open position to 6379


On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 2, which was 0.10000000000000009 higher than the previous day. The implied volatity was 17.07, the open interest changed by 848 which increased total open position to 5712


On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1.85, which was -2.9 lower than the previous day. The implied volatity was 18.5, the open interest changed by 4753 which increased total open position to 4864


On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 7.55, which was -6.8 lower than the previous day. The implied volatity was 19.07, the open interest changed by 110 which increased total open position to 110


NIFTY 21-Apr-2026 (5d) 25900 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
16 Apr 24196.75 2030 2030 - 0 0 6
15 Apr 24231.30 2030 2030 - 0 0 6
13 Apr 23842.65 2030 110 30.12 7 2 5
10 Apr 24050.60 1920 -239.44999999999982 37.56 4 2 2
9 Apr 23775.10 0 0 - 0 0 0
8 Apr 23997.35 0 0 - 0 0 0


For Nifty - strike price 25900 expiring on 21APR2026

Delta for 25900 PE is -

Historical price for 25900 PE is as follows

On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 2030, which was 2030 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 2030, which was 2030 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 2030, which was 110 higher than the previous day. The implied volatity was 30.12, the open interest changed by 2 which increased total open position to 5


On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1920, which was -239.44999999999982 lower than the previous day. The implied volatity was 37.56, the open interest changed by 2 which increased total open position to 2


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