NIFTY
Nifty
Historical option data for NIFTY
20 Apr 2026 04:10 PM IST
| NIFTY 21-Apr-2026 (1d) 25950 CE | ||||||||||||||||
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Delta: 0
Vega: 0
Theta: -1.44
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Apr | 24364.85 | 0.35 | -0.10000000000000003 | 37.24 | 22,460 | -1,398 | 1,723 | |||||||||
| 17 Apr | 24353.55 | 0.45 | -0.35000000000000003 | 20.49 | 17,416 | 1,016 | 3,118 | |||||||||
| 16 Apr | 24196.75 | 0.8 | -0.19999999999999996 | 21.65 | 10,756 | -611 | 2,102 | |||||||||
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| 15 Apr | 24231.30 | 0.9 | -0.09999999999999998 | 19.82 | 26,513 | 1,095 | 2,715 | |||||||||
| 13 Apr | 23842.65 | 1 | -0.75 | 21.1 | 3,272 | 864 | 1,627 | |||||||||
| 10 Apr | 24050.60 | 1.7 | -0.25 | 17.15 | 1,918 | 600 | 746 | |||||||||
| 9 Apr | 23775.10 | 1.75 | -2.6500000000000004 | 18.77 | 905 | 126 | 134 | |||||||||
| 8 Apr | 23997.35 | 4.35 | -8.55 | 17.98 | 48 | 7 | 7 | |||||||||
For Nifty - strike price 25950 expiring on 21APR2026
Delta for 25950 CE is 0
Historical price for 25950 CE is as follows
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 0.35, which was -0.10000000000000003 lower than the previous day. The implied volatity was 37.24, the open interest changed by -1398 which decreased total open position to 1723
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 0.45, which was -0.35000000000000003 lower than the previous day. The implied volatity was 20.49, the open interest changed by 1016 which increased total open position to 3118
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 0.8, which was -0.19999999999999996 lower than the previous day. The implied volatity was 21.65, the open interest changed by -611 which decreased total open position to 2102
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 0.9, which was -0.09999999999999998 lower than the previous day. The implied volatity was 19.82, the open interest changed by 1095 which increased total open position to 2715
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1, which was -0.75 lower than the previous day. The implied volatity was 21.1, the open interest changed by 864 which increased total open position to 1627
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1.7, which was -0.25 lower than the previous day. The implied volatity was 17.15, the open interest changed by 600 which increased total open position to 746
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1.75, which was -2.6500000000000004 lower than the previous day. The implied volatity was 18.77, the open interest changed by 126 which increased total open position to 134
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 4.35, which was -8.55 lower than the previous day. The implied volatity was 17.98, the open interest changed by 7 which increased total open position to 7
| NIFTY 21-Apr-2026 (1d) 25950 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Apr | 24364.85 | 1887.2 | 1887.2 | - | 0 | 0 | 1 |
| 17 Apr | 24353.55 | 1887.2 | 1887.2 | - | 0 | 0 | 1 |
| 16 Apr | 24196.75 | 1887.2 | 1887.2 | - | 0 | 0 | 1 |
| 15 Apr | 24231.30 | 1887.2 | 1887.2 | - | 0 | 0 | 1 |
| 13 Apr | 23842.65 | 1887.2 | 1887.2 | 27.34 | 0 | 0 | 1 |
| 10 Apr | 24050.60 | 1887.2 | -320.45000000000005 | 27.34 | 1 | 0 | 0 |
| 9 Apr | 23775.10 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 23997.35 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25950 expiring on 21APR2026
Delta for 25950 PE is -
Historical price for 25950 PE is as follows
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1887.2, which was 1887.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1887.2, which was 1887.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1887.2, which was 1887.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1887.2, which was 1887.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 1887.2, which was 1887.2 higher than the previous day. The implied volatity was 27.34, the open interest changed by 0 which decreased total open position to 1
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1887.2, which was -320.45000000000005 lower than the previous day. The implied volatity was 27.34, 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
