NIFTY
Nifty
Historical option data for NIFTY
02 Apr 2026 04:10 PM IST
| NIFTY 07-Apr-2026 (3d) 25900 CE | ||||||||||||||||
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Delta: 0
Vega: 0.17
Theta: -0.67
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 22713.10 | 0.6 | -0.25 | 38.5 | 11,010 | -443 | 2,384 | |||||||||
| 1 Apr | 22679.40 | 0.85 | -1.4 | 36.23 | 25,451 | 1,891 | 2,827 | |||||||||
| 30 Mar | 22331.40 | 2.1 | -1.75 | 38.2 | 4,428 | -471 | 936 | |||||||||
| 27 Mar | 22819.60 | 3.65 | -2.15 | 29.76 | 3,547 | 898 | 1,407 | |||||||||
| 25 Mar | 23306.45 | 5 | -2.65 | 24.22 | 2,042 | 112 | 509 | |||||||||
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| 24 Mar | 22912.40 | 8.95 | 1 | 28.48 | 686 | 147 | 397 | |||||||||
| 23 Mar | 22512.65 | 8.5 | 1.1 | 31.18 | 320 | -16 | 250 | |||||||||
| 20 Mar | 23114.50 | 7.1 | -0.5 | 22.71 | 117 | 9 | 266 | |||||||||
| 19 Mar | 23002.15 | 7.4 | -4.25 | 23.21 | 98 | 5 | 257 | |||||||||
| 18 Mar | 23777.80 | 11.3 | -1.75 | 17.93 | 376 | 52 | 252 | |||||||||
| 17 Mar | 23581.15 | 12.5 | -6.1 | 19.29 | 133 | 31 | 200 | |||||||||
| 16 Mar | 23408.80 | 19.4 | -0.85 | 22.13 | 86 | 17 | 169 | |||||||||
| 13 Mar | 23151.10 | 20 | -3.6 | 22.15 | 252 | -26 | 152 | |||||||||
| 12 Mar | 23639.15 | 22.6 | -8.45 | 18.59 | 114 | 36 | 178 | |||||||||
| 11 Mar | 23866.85 | 30 | -12.2 | 17.64 | 112 | 1 | 142 | |||||||||
| 10 Mar | 24261.60 | 41.7 | -15.45 | 15.03 | 175 | -6 | 141 | |||||||||
| 9 Mar | 24028.05 | 58.25 | -7.85 | 18.48 | 217 | 19 | 147 | |||||||||
| 6 Mar | 24450.45 | 66.05 | -14.25 | 14.18 | 89 | 47 | 128 | |||||||||
| 5 Mar | 24765.90 | 79.7 | 1.1 | 12.43 | 88 | 17 | 81 | |||||||||
| 4 Mar | 24480.50 | 72.2 | -69.4 | 13.97 | 125 | 64 | 64 | |||||||||
For Nifty - strike price 25900 expiring on 07APR2026
Delta for 25900 CE is 0
Historical price for 25900 CE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 38.5, the open interest changed by -443 which decreased total open position to 2384
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 0.85, which was -1.4 lower than the previous day. The implied volatity was 36.23, the open interest changed by 1891 which increased total open position to 2827
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 2.1, which was -1.75 lower than the previous day. The implied volatity was 38.2, the open interest changed by -471 which decreased total open position to 936
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 3.65, which was -2.15 lower than the previous day. The implied volatity was 29.76, the open interest changed by 898 which increased total open position to 1407
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 5, which was -2.65 lower than the previous day. The implied volatity was 24.22, the open interest changed by 112 which increased total open position to 509
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 8.95, which was 1 higher than the previous day. The implied volatity was 28.48, the open interest changed by 147 which increased total open position to 397
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 8.5, which was 1.1 higher than the previous day. The implied volatity was 31.18, the open interest changed by -16 which decreased total open position to 250
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 7.1, which was -0.5 lower than the previous day. The implied volatity was 22.71, the open interest changed by 9 which increased total open position to 266
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 7.4, which was -4.25 lower than the previous day. The implied volatity was 23.21, the open interest changed by 5 which increased total open position to 257
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 11.3, which was -1.75 lower than the previous day. The implied volatity was 17.93, the open interest changed by 52 which increased total open position to 252
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 12.5, which was -6.1 lower than the previous day. The implied volatity was 19.29, the open interest changed by 31 which increased total open position to 200
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 19.4, which was -0.85 lower than the previous day. The implied volatity was 22.13, the open interest changed by 17 which increased total open position to 169
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 20, which was -3.6 lower than the previous day. The implied volatity was 22.15, the open interest changed by -26 which decreased total open position to 152
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 22.6, which was -8.45 lower than the previous day. The implied volatity was 18.59, the open interest changed by 36 which increased total open position to 178
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 30, which was -12.2 lower than the previous day. The implied volatity was 17.64, the open interest changed by 1 which increased total open position to 142
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 41.7, which was -15.45 lower than the previous day. The implied volatity was 15.03, the open interest changed by -6 which decreased total open position to 141
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 58.25, which was -7.85 lower than the previous day. The implied volatity was 18.48, the open interest changed by 19 which increased total open position to 147
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 66.05, which was -14.25 lower than the previous day. The implied volatity was 14.18, the open interest changed by 47 which increased total open position to 128
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 79.7, which was 1.1 higher than the previous day. The implied volatity was 12.43, the open interest changed by 17 which increased total open position to 81
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 72.2, which was -69.4 lower than the previous day. The implied volatity was 13.97, the open interest changed by 64 which increased total open position to 64
| NIFTY 07-Apr-2026 (3d) 25900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 22713.10 | 2950.25 | -510.75 | - | 0 | 0 | 11 |
| 1 Apr | 22679.40 | 2950.25 | -510.75 | 48.61 | 5 | -3 | 11 |
| 30 Mar | 22331.40 | 3461 | 421.8 | 35.96 | 7 | 5 | 14 |
| 27 Mar | 22819.60 | 3039.2 | 590.2 | 46.4 | 8 | 8 | 9 |
| 25 Mar | 23306.45 | 2449 | -295.05 | 20.62 | 2 | 0 | 1 |
| 24 Mar | 22912.40 | 2744.05 | 691.75 | - | 0 | 0 | 1 |
| 23 Mar | 22512.65 | 2744.05 | 691.75 | - | 0 | 0 | 1 |
| 20 Mar | 23114.50 | 2744.05 | 691.75 | - | 0 | 1 | 1 |
| 19 Mar | 23002.15 | 2744.05 | 691.75 | 34.21 | 1 | -1 | 0 |
| 18 Mar | 23777.80 | 2052.3 | 79.7 | 25.23 | 3 | 0 | 1 |
| 17 Mar | 23581.15 | 1972.6 | 71.5 | - | 0 | 1 | 1 |
| 16 Mar | 23408.80 | 1972.6 | 71.5 | - | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 1972.6 | 71.5 | - | 0 | 0 | 1 |
| 12 Mar | 23639.15 | 1972.6 | 71.5 | 14.93 | 1 | 1 | 1 |
| 11 Mar | 23866.85 | 1901.1 | 892.55 | 19.08 | 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 25900 expiring on 07APR2026
Delta for 25900 PE is -
Historical price for 25900 PE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 2950.25, which was -510.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 2950.25, which was -510.75 lower than the previous day. The implied volatity was 48.61, the open interest changed by -3 which decreased total open position to 11
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 3461, which was 421.8 higher than the previous day. The implied volatity was 35.96, the open interest changed by 5 which increased total open position to 14
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 3039.2, which was 590.2 higher than the previous day. The implied volatity was 46.4, the open interest changed by 8 which increased total open position to 9
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 2449, which was -295.05 lower than the previous day. The implied volatity was 20.62, 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 2744.05, which was 691.75 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 2744.05, which was 691.75 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 2744.05, which was 691.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 2744.05, which was 691.75 higher than the previous day. The implied volatity was 34.21, the open interest changed by -1 which decreased total open position to 0
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 2052.3, which was 79.7 higher than the previous day. The implied volatity was 25.23, 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 1972.6, which was 71.5 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 1972.6, which was 71.5 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 1972.6, which was 71.5 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 1972.6, which was 71.5 higher than the previous day. The implied volatity was 14.93, 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 1901.1, which was 892.55 higher than the previous day. The implied volatity was 19.08, 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
