Historical option data for NIFTY
25 May 2026 04:10 PM IST
| NIFTY 26-May-2026 (1d) 26000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0
Vega: 0
Theta: -2.16
Gamma: 0.00001
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 May | 24031.70 | 0.55 | -0.15 (-21.43%) | 46.14 | 85,267 | -9,058 | 46,040 | |||||||||
| 22 May | 23719.30 | 0.7 | -0.15 (-17.65%) | 29.89 | 90,842 | -6,124 | 55,377 | |||||||||
| 21 May | 23654.70 | 0.9 | 0 (0.00%) | 28.77 | 73,439 | 439 | 61,487 | |||||||||
| 20 May | 23659.00 | 0.8 | 0.05 (6.67%) | 25.86 | 48,711 | -4,415 | 62,248 | |||||||||
| 19 May | 23618.00 | 0.75 | -0.35 (-31.82%) | 24.44 | 61,236 | -6,184 | 66,854 | |||||||||
| 18 May | 23649.95 | 1.05 | -0.6 (-36.36%) | 23.34 | 46,551 | 10,256 | 75,328 | |||||||||
| 15 May | 23643.50 | 1.7 | -0.65 (-27.66%) | 20.98 | 40,824 | -2,716 | 65,072 | |||||||||
| 14 May | 23689.60 | 2.25 | -1.45 (-39.19%) | 20.35 | 45,551 | 3,393 | 67,810 | |||||||||
| 13 May | 23412.60 | 3.45 | -1.6 (-31.68%) | 0 | 43,459 | 2,685 | 64,454 | |||||||||
| 12 May | 23379.55 | 5 | -1.15 (-18.70%) | 0 | 38,095 | -3,912 | 61,789 | |||||||||
| 11 May | 23815.85 | 6.25 | -1.35 (-17.76%) | 0 | 36,155 | 182 | 65,703 | |||||||||
| 8 May | 24176.15 | 7.75 | -1.45 (-15.76%) | 15.68 | 25,467 | 2,736 | 68,756 | |||||||||
| 7 May | 24326.65 | 9.1 | -1.65 (-15.35%) | 14.43 | 32,409 | 1,190 | 66,020 | |||||||||
| 6 May | 24330.95 | 11.2 | 3.05 (37.42%) | 14.52 | 37,672 | 2,122 | 64,934 | |||||||||
| 5 May | 24032.80 | 7.65 | -5.05 (-39.76%) | 15.36 | 31,111 | -578 | 62,895 | |||||||||
| 4 May | 24119.30 | 12.3 | -1.8 (-12.77%) | 15.66 | 34,395 | 5,199 | 63,448 | |||||||||
| 30 Apr | 23997.55 | 15.5 | 0.25 (1.64%) | 15.47 | 36,007 | 2,342 | 60,591 | |||||||||
| 29 Apr | 24177.65 | 14.5 | 2.2 (17.89%) | 14.17 | 52,313 | 4,369 | 62,303 | |||||||||
| 28 Apr | 23995.70 | 13 | -6.75 (-34.18%) | 14.62 | 48,238 | 10,849 | 57,888 | |||||||||
| 27 Apr | 24092.70 | 20 | -4.65 (-18.86%) | 14.91 | 36,303 | 5,747 | 46,949 | |||||||||
| 24 Apr | 23897.95 | 24.9 | -7.55 (-23.27%) | 16.16 | 39,816 | 7,497 | 41,247 | |||||||||
| 23 Apr | 24173.05 | 32.3 | -13.4 (-29.32%) | 15.02 | 27,137 | 4,200 | 33,802 | |||||||||
| 22 Apr | 24378.10 | 45 | -10.8 (-19.35%) | 14.38 | 26,267 | 1,996 | 29,697 | |||||||||
| 21 Apr | 24576.60 | 58.7 | 9 (18.11%) | 13.53 | 20,032 | 2,868 | 27,705 | |||||||||
| 20 Apr | 24364.85 | 47.45 | 2.75 (6.15%) | 14.43 | 29,281 | 2,823 | 24,851 | |||||||||
| 17 Apr | 24353.55 | 46.2 | 2.85 (6.57%) | 13.38 | 16,957 | 2,555 | 22,072 | |||||||||
| 16 Apr | 24196.75 | 43.5 | -4 (-8.42%) | 14.24 | 16,086 | 1,736 | 19,536 | |||||||||
| 15 Apr | 24231.30 | 47.6 | 6.7 (16.38%) | 14.18 | 17,148 | 2,699 | 17,813 | |||||||||
| 13 Apr | 23842.65 | 38.2 | -10 (-20.75%) | 15.58 | 11,823 | 8 | 15,162 | |||||||||
| 10 Apr | 24050.60 | 50 | 1.05 (2.15%) | 14.49 | 9,847 | 1,094 | 15,159 | |||||||||
| 9 Apr | 23775.10 | 47.8 | -11.05 (-18.78%) | 15.94 | 12,819 | 62 | 14,075 | |||||||||
| 8 Apr | 23997.35 | 55.1 | 13.75 (33.25%) | 13.91 | 19,708 | 1,867 | 13,949 | |||||||||
| 7 Apr | 23123.65 | 41.25 | -1.5 (-3.51%) | 18.1 | 7,211 | 1,263 | 12,082 | |||||||||
| 6 Apr | 22968.25 | 43.05 | 6.95 (19.25%) | 19.1 | 9,559 | 855 | 10,852 | |||||||||
| 2 Apr | 22713.10 | 37.7 | -1.15 (-2.96%) | 19.18 | 11,265 | 61 | 10,045 | |||||||||
| 1 Apr | 22679.40 | 40 | -7.4 (-15.61%) | 19.2 | 8,143 | 145 | 9,990 | |||||||||
| 30 Mar | 22331.40 | 51.5 | -8.15 (-13.66%) | 21.7 | 6,546 | 446 | 9,839 | |||||||||
| 27 Mar | 22819.60 | 61.55 | -13.25 (-17.71%) | 19.25 | 7,214 | 1,260 | 9,371 | |||||||||
| 25 Mar | 23306.45 | 73.85 | -0.3 (-0.40%) | 16.95 | 6,398 | -25 | 8,302 | |||||||||
| 24 Mar | 22912.40 | 73.35 | 10 (15.79%) | 18.78 | 6,034 | 811 | 8,288 | |||||||||
| 23 Mar | 22512.65 | 61.85 | -1.6 (-2.52%) | 20.44 | 6,025 | -130 | 7,594 | |||||||||
| 20 Mar | 23114.50 | 62.6 | 0.75 (1.21%) | 16.4 | 4,562 | 6 | 7,723 | |||||||||
| 19 Mar | 23002.15 | 64 | -17 (-20.99%) | 16.6 | 7,107 | 1,063 | 7,835 | |||||||||
| 18 Mar | 23777.80 | 78.9 | -7.5 (-8.68%) | 13.47 | 3,889 | 533 | 6,802 | |||||||||
| 17 Mar | 23581.15 | 87.65 | -8.55 (-8.89%) | 14.95 | 6,533 | 179 | 6,270 | |||||||||
| 16 Mar | 23408.80 | 97.1 | 5.9 (6.47%) | 16.44 | 3,814 | 270 | 6,055 | |||||||||
| 13 Mar | 23151.10 | 93.4 | -26.35 (-22.00%) | 16.87 | 7,515 | -113 | 5,777 | |||||||||
| 12 Mar | 23639.15 | 115.6 | -33.15 (-22.29%) | 15.03 | 5,114 | 655 | 5,912 | |||||||||
| 11 Mar | 23866.85 | 147.5 | -43.4 (-22.73%) | 14.82 | 3,744 | 829 | 5,269 | |||||||||
| 10 Mar | 24261.60 | 193 | -25.7 (-11.75%) | 13.31 | 3,364 | 528 | 4,453 | |||||||||
| 9 Mar | 24028.05 | 213.3 | -33.75 (-13.66%) | 15.69 | 5,840 | 85 | 3,932 | |||||||||
| 6 Mar | 24450.45 | 243.95 | -46.25 (-15.94%) | 12.95 | 3,274 | 840 | 3,848 | |||||||||
| 5 Mar | 24765.90 | 289.1 | 33.35 (13.04%) | 11.98 | 2,913 | 640 | 3,102 | |||||||||
| 4 Mar | 24480.50 | 251 | -61.05 (-19.56%) | 12.83 | 5,850 | 1,207 | 2,587 | |||||||||
| 2 Mar | 24865.70 | 313.9 | -91.7 (-22.61%) | 11.28 | 4,740 | 340 | 1,415 | |||||||||
| 27 Feb | 25178.65 | 404.5 | -120.3 (-22.92%) | 10.02 | 1,595 | 263 | 1,076 | |||||||||
For Nifty - strike price 26000 expiring on 26MAY2026
Delta for 26000 CE is 0
Historical price for 26000 CE is as follows
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 46.14, the open interest changed by -9058 which decreased total open position to 46040
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 29.89, the open interest changed by -6124 which decreased total open position to 55377
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 28.77, the open interest changed by 439 which increased total open position to 61487
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 25.86, the open interest changed by -4415 which decreased total open position to 62248
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 24.44, the open interest changed by -6184 which decreased total open position to 66854
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 1.05, which was -0.6 lower than the previous day. The implied volatity was 23.34, the open interest changed by 10256 which increased total open position to 75328
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 1.7, which was -0.65 lower than the previous day. The implied volatity was 20.98, the open interest changed by -2716 which decreased total open position to 65072
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 2.25, which was -1.45 lower than the previous day. The implied volatity was 20.35, the open interest changed by 3393 which increased total open position to 67810
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 3.45, which was -1.6 lower than the previous day. The implied volatity was 0, the open interest changed by 2685 which increased total open position to 64454
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 5, which was -1.15 lower than the previous day. The implied volatity was 0, the open interest changed by -3912 which decreased total open position to 61789
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 6.25, which was -1.35 lower than the previous day. The implied volatity was 0, the open interest changed by 182 which increased total open position to 65703
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 7.75, which was -1.45 lower than the previous day. The implied volatity was 15.68, the open interest changed by 2736 which increased total open position to 68756
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 9.1, which was -1.65 lower than the previous day. The implied volatity was 14.43, the open interest changed by 1190 which increased total open position to 66020
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 11.2, which was 3.05 higher than the previous day. The implied volatity was 14.52, the open interest changed by 2122 which increased total open position to 64934
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 7.65, which was -5.05 lower than the previous day. The implied volatity was 15.36, the open interest changed by -578 which decreased total open position to 62895
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 12.3, which was -1.8 lower than the previous day. The implied volatity was 15.66, the open interest changed by 5199 which increased total open position to 63448
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 15.5, which was 0.25 higher than the previous day. The implied volatity was 15.47, the open interest changed by 2342 which increased total open position to 60591
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 14.5, which was 2.2 higher than the previous day. The implied volatity was 14.17, the open interest changed by 4369 which increased total open position to 62303
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 13, which was -6.75 lower than the previous day. The implied volatity was 14.62, the open interest changed by 10849 which increased total open position to 57888
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 20, which was -4.65 lower than the previous day. The implied volatity was 14.91, the open interest changed by 5747 which increased total open position to 46949
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 24.9, which was -7.55 lower than the previous day. The implied volatity was 16.16, the open interest changed by 7497 which increased total open position to 41247
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 32.3, which was -13.4 lower than the previous day. The implied volatity was 15.02, the open interest changed by 4200 which increased total open position to 33802
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 45, which was -10.8 lower than the previous day. The implied volatity was 14.38, the open interest changed by 1996 which increased total open position to 29697
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 58.7, which was 9 higher than the previous day. The implied volatity was 13.53, the open interest changed by 2868 which increased total open position to 27705
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 47.45, which was 2.75 higher than the previous day. The implied volatity was 14.43, the open interest changed by 2823 which increased total open position to 24851
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 46.2, which was 2.85 higher than the previous day. The implied volatity was 13.38, the open interest changed by 2555 which increased total open position to 22072
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 43.5, which was -4 lower than the previous day. The implied volatity was 14.24, the open interest changed by 1736 which increased total open position to 19536
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 47.6, which was 6.7 higher than the previous day. The implied volatity was 14.18, the open interest changed by 2699 which increased total open position to 17813
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 38.2, which was -10 lower than the previous day. The implied volatity was 15.58, the open interest changed by 8 which increased total open position to 15162
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 50, which was 1.05 higher than the previous day. The implied volatity was 14.49, the open interest changed by 1094 which increased total open position to 15159
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 47.8, which was -11.05 lower than the previous day. The implied volatity was 15.94, the open interest changed by 62 which increased total open position to 14075
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 55.1, which was 13.75 higher than the previous day. The implied volatity was 13.91, the open interest changed by 1867 which increased total open position to 13949
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 41.25, which was -1.5 lower than the previous day. The implied volatity was 18.1, the open interest changed by 1263 which increased total open position to 12082
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 43.05, which was 6.95 higher than the previous day. The implied volatity was 19.1, the open interest changed by 855 which increased total open position to 10852
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 37.7, which was -1.15 lower than the previous day. The implied volatity was 19.18, the open interest changed by 61 which increased total open position to 10045
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 40, which was -7.4 lower than the previous day. The implied volatity was 19.2, the open interest changed by 145 which increased total open position to 9990
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 51.5, which was -8.15 lower than the previous day. The implied volatity was 21.7, the open interest changed by 446 which increased total open position to 9839
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 61.55, which was -13.25 lower than the previous day. The implied volatity was 19.25, the open interest changed by 1260 which increased total open position to 9371
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 73.85, which was -0.3 lower than the previous day. The implied volatity was 16.95, the open interest changed by -25 which decreased total open position to 8302
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 73.35, which was 10 higher than the previous day. The implied volatity was 18.78, the open interest changed by 811 which increased total open position to 8288
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 61.85, which was -1.6 lower than the previous day. The implied volatity was 20.44, the open interest changed by -130 which decreased total open position to 7594
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 62.6, which was 0.75 higher than the previous day. The implied volatity was 16.4, the open interest changed by 6 which increased total open position to 7723
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 64, which was -17 lower than the previous day. The implied volatity was 16.6, the open interest changed by 1063 which increased total open position to 7835
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 78.9, which was -7.5 lower than the previous day. The implied volatity was 13.47, the open interest changed by 533 which increased total open position to 6802
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 87.65, which was -8.55 lower than the previous day. The implied volatity was 14.95, the open interest changed by 179 which increased total open position to 6270
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 97.1, which was 5.9 higher than the previous day. The implied volatity was 16.44, the open interest changed by 270 which increased total open position to 6055
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 93.4, which was -26.35 lower than the previous day. The implied volatity was 16.87, the open interest changed by -113 which decreased total open position to 5777
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 115.6, which was -33.15 lower than the previous day. The implied volatity was 15.03, the open interest changed by 655 which increased total open position to 5912
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 147.5, which was -43.4 lower than the previous day. The implied volatity was 14.82, the open interest changed by 829 which increased total open position to 5269
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 193, which was -25.7 lower than the previous day. The implied volatity was 13.31, the open interest changed by 528 which increased total open position to 4453
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 213.3, which was -33.75 lower than the previous day. The implied volatity was 15.69, the open interest changed by 85 which increased total open position to 3932
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 243.95, which was -46.25 lower than the previous day. The implied volatity was 12.95, the open interest changed by 840 which increased total open position to 3848
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 289.1, which was 33.35 higher than the previous day. The implied volatity was 11.98, the open interest changed by 640 which increased total open position to 3102
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 251, which was -61.05 lower than the previous day. The implied volatity was 12.83, the open interest changed by 1207 which increased total open position to 2587
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 313.9, which was -91.7 lower than the previous day. The implied volatity was 11.28, the open interest changed by 340 which increased total open position to 1415
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 404.5, which was -120.3 lower than the previous day. The implied volatity was 10.02, the open interest changed by 263 which increased total open position to 1076
| NIFTY 26-May-2026 (1d) 26000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -1
Vega: 0
Theta: -2.16
Gamma: 0.00001
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 May | 24031.70 | 1895.65 | -360.25 (-15.97%) | 46.14 | 8,781 | -3,208 | 11,888 |
| 22 May | 23719.30 | 2220 | -145.05 (-6.13%) | 29.89 | 12,508 | -7,554 | 15,843 |
| 21 May | 23654.70 | 2369.25 | 42.1 (1.81%) | 51 | 1,419 | -1,161 | 23,399 |
| 20 May | 23659.00 | 2296.65 | -85.95 (-3.61%) | 25.82 | 2,313 | -1,744 | 24,562 |
| 19 May | 23618.00 | 2384.75 | 49.4 (2.12%) | 35.89 | 1,796 | -589 | 26,306 |
| 18 May | 23649.95 | 2329.1 | -11.15 (-0.48%) | 29.45 | 860 | 39 | 26,799 |
| 15 May | 23643.50 | 2321.55 | 58.1 (2.57%) | 26.3 | 323 | 5 | 26,762 |
| 14 May | 23689.60 | 2241.9 | -276.4 (-10.98%) | 20.3 | 4,069 | 2,809 | 26,717 |
| 13 May | 23412.60 | 2505.65 | -49.1 (-1.92%) | 0 | 851 | -539 | 23,911 |
| 12 May | 23379.55 | 2510.4 | 392.55 (18.54%) | 0 | 1,980 | -364 | 24,443 |
| 11 May | 23815.85 | 2131 | 386.05 (22.12%) | 0 | 6,614 | -5,123 | 24,818 |
| 8 May | 24176.15 | 1760 | 163.8 (10.26%) | 14.94 | 779 | -304 | 29,941 |
| 7 May | 24326.65 | 1580.6 | 38.35 (2.49%) | 14.49 | 945 | -75 | 30,243 |
| 6 May | 24330.95 | 1530.55 | -349.95 (-18.61%) | 14.49 | 2,206 | -1,432 | 30,346 |
| 5 May | 24032.80 | 1849.55 | 66.2 (3.71%) | 15.37 | 1,073 | 246 | 31,777 |
| 4 May | 24119.30 | 1787.15 | -101.65 (-5.38%) | 15.72 | 1,346 | 166 | 31,506 |
| 30 Apr | 23997.55 | 1852.5 | 127.1 (7.37%) | 15.35 | 777 | 297 | 31,637 |
| 29 Apr | 24177.65 | 1749.75 | -152.9 (-8.04%) | 14.88 | 1,668 | 195 | 31,341 |
| 28 Apr | 23995.70 | 1893.85 | 124.95 (7.06%) | 15.12 | 7,182 | 5,891 | 31,134 |
| 27 Apr | 24092.70 | 1766.75 | -180.5 (-9.27%) | 14.85 | 9,917 | 7,548 | 25,239 |
| 24 Apr | 23897.95 | 1935.5 | 201.4 (11.61%) | 16.21 | 6,107 | 4,000 | 17,678 |
| 23 Apr | 24173.05 | 1727.3 | 221.7 (14.73%) | 12.25 | 2,985 | 1,350 | 13,677 |
| 22 Apr | 24378.10 | 1500.85 | 183.1 (13.89%) | 14.4 | 2,912 | 1,298 | 12,325 |
| 21 Apr | 24576.60 | 1316.85 | -212.05 (-13.87%) | 11.23 | 1,937 | 971 | 11,022 |
| 20 Apr | 24364.85 | 1560.85 | 40.75 (2.68%) | 12.78 | 4,240 | 3,216 | 10,048 |
| 17 Apr | 24353.55 | 1515 | -155 (-9.28%) | 12.55 | 3,891 | 3,366 | 6,830 |
| 16 Apr | 24196.75 | 1673.95 | 38.3 (2.34%) | 12.5 | 915 | 694 | 3,464 |
| 15 Apr | 24231.30 | 1640 | -339.6 (-17.15%) | 11.9 | 608 | 204 | 2,766 |
| 13 Apr | 23842.65 | 2010.05 | 227.85 (12.78%) | 15.75 | 219 | 129 | 2,563 |
| 10 Apr | 24050.60 | 1763.3 | -227.75 (-11.44%) | 14.47 | 616 | 440 | 2,433 |
| 9 Apr | 23775.10 | 1994 | 165.2 (9.03%) | 15.95 | 190 | 85 | 1,985 |
| 8 Apr | 23997.35 | 1810 | -890 (-32.96%) | 19.43 | 445 | 195 | 1,899 |
| 7 Apr | 23123.65 | 2700 | -70.6 (-2.55%) | 26.77 | 82 | 16 | 1,699 |
| 6 Apr | 22968.25 | 2801.9 | -267.5 (-8.72%) | 24.21 | 350 | 29 | 1,684 |
| 2 Apr | 22713.10 | 3074.75 | 60.8 (2.02%) | 27.31 | 92 | -10 | 1,655 |
| 1 Apr | 22679.40 | 3013.95 | -348.95 (-10.38%) | 24.05 | 187 | 121 | 1,666 |
| 30 Mar | 22331.40 | 3329.35 | 416.55 (14.30%) | 26.09 | 255 | 117 | 1,545 |
| 27 Mar | 22819.60 | 2926.95 | 503.4 (20.77%) | 26.19 | 192 | -25 | 1,428 |
| 25 Mar | 23306.45 | 2428.1 | -371.9 (-13.28%) | 21.73 | 465 | 245 | 1,457 |
| 24 Mar | 22912.40 | 2800 | -371.6 (-11.72%) | 25.24 | 61 | 3 | 1,213 |
| 23 Mar | 22512.65 | 3171.55 | 606.6 (23.65%) | 23.93 | 271 | 88 | 1,210 |
| 20 Mar | 23114.50 | 2560.65 | -123.2 (-4.59%) | 21.72 | 470 | 343 | 1,123 |
| 19 Mar | 23002.15 | 2604.25 | 636.85 (32.37%) | 22.08 | 85 | 23 | 780 |
| 18 Mar | 23777.80 | 1970.6 | -143.55 (-6.79%) | 19.06 | 298 | 0 | 758 |
| 17 Mar | 23581.15 | 2110 | -187.85 (-8.18%) | 18.16 | 420 | 74 | 758 |
| 16 Mar | 23408.80 | 2324.15 | -163.7 (-6.58%) | 20.02 | 123 | -28 | 684 |
| 13 Mar | 23151.10 | 2494.6 | 450.7 (22.05%) | 20.89 | 161 | -7 | 713 |
| 12 Mar | 23639.15 | 2055 | 174.5 (9.28%) | 18.96 | 74 | 45 | 719 |
| 11 Mar | 23866.85 | 1896 | 418.45 (28.32%) | 19.14 | 180 | 66 | 672 |
| 10 Mar | 24261.60 | 1469 | -316.15 (-17.71%) | 16.3 | 111 | 8 | 602 |
| 9 Mar | 24028.05 | 1775.35 | 370.8 (26.40%) | 19.06 | 269 | 27 | 592 |
| 6 Mar | 24450.45 | 1405.9 | 271.15 (23.90%) | 17.92 | 145 | 6 | 564 |
| 5 Mar | 24765.90 | 1170 | -192.1 (-14.10%) | 16.45 | 173 | 20 | 558 |
| 4 Mar | 24480.50 | 1389.5 | 353.6 (34.13%) | 17.62 | 301 | 49 | 548 |
| 2 Mar | 24865.70 | 1049.15 | 258.75 (32.74%) | 15.33 | 502 | 71 | 501 |
| 27 Feb | 25178.65 | 783 | 174.9 (28.76%) | 13.74 | 554 | 152 | 456 |
For Nifty - strike price 26000 expiring on 26MAY2026
Delta for 26000 PE is -1
Historical price for 26000 PE is as follows
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 1895.65, which was -360.25 lower than the previous day. The implied volatity was 46.14, the open interest changed by -3208 which decreased total open position to 11888
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 2220, which was -145.05 lower than the previous day. The implied volatity was 29.89, the open interest changed by -7554 which decreased total open position to 15843
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 2369.25, which was 42.1 higher than the previous day. The implied volatity was 51, the open interest changed by -1161 which decreased total open position to 23399
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 2296.65, which was -85.95 lower than the previous day. The implied volatity was 25.82, the open interest changed by -1744 which decreased total open position to 24562
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 2384.75, which was 49.4 higher than the previous day. The implied volatity was 35.89, the open interest changed by -589 which decreased total open position to 26306
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 2329.1, which was -11.15 lower than the previous day. The implied volatity was 29.45, the open interest changed by 39 which increased total open position to 26799
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 2321.55, which was 58.1 higher than the previous day. The implied volatity was 26.3, the open interest changed by 5 which increased total open position to 26762
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 2241.9, which was -276.4 lower than the previous day. The implied volatity was 20.3, the open interest changed by 2809 which increased total open position to 26717
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 2505.65, which was -49.1 lower than the previous day. The implied volatity was 0, the open interest changed by -539 which decreased total open position to 23911
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 2510.4, which was 392.55 higher than the previous day. The implied volatity was 0, the open interest changed by -364 which decreased total open position to 24443
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 2131, which was 386.05 higher than the previous day. The implied volatity was 0, the open interest changed by -5123 which decreased total open position to 24818
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 1760, which was 163.8 higher than the previous day. The implied volatity was 14.94, the open interest changed by -304 which decreased total open position to 29941
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 1580.6, which was 38.35 higher than the previous day. The implied volatity was 14.49, the open interest changed by -75 which decreased total open position to 30243
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 1530.55, which was -349.95 lower than the previous day. The implied volatity was 14.49, the open interest changed by -1432 which decreased total open position to 30346
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 1849.55, which was 66.2 higher than the previous day. The implied volatity was 15.37, the open interest changed by 246 which increased total open position to 31777
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 1787.15, which was -101.65 lower than the previous day. The implied volatity was 15.72, the open interest changed by 166 which increased total open position to 31506
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 1852.5, which was 127.1 higher than the previous day. The implied volatity was 15.35, the open interest changed by 297 which increased total open position to 31637
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 1749.75, which was -152.9 lower than the previous day. The implied volatity was 14.88, the open interest changed by 195 which increased total open position to 31341
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 1893.85, which was 124.95 higher than the previous day. The implied volatity was 15.12, the open interest changed by 5891 which increased total open position to 31134
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 1766.75, which was -180.5 lower than the previous day. The implied volatity was 14.85, the open interest changed by 7548 which increased total open position to 25239
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 1935.5, which was 201.4 higher than the previous day. The implied volatity was 16.21, the open interest changed by 4000 which increased total open position to 17678
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1727.3, which was 221.7 higher than the previous day. The implied volatity was 12.25, the open interest changed by 1350 which increased total open position to 13677
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1500.85, which was 183.1 higher than the previous day. The implied volatity was 14.4, the open interest changed by 1298 which increased total open position to 12325
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1316.85, which was -212.05 lower than the previous day. The implied volatity was 11.23, the open interest changed by 971 which increased total open position to 11022
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1560.85, which was 40.75 higher than the previous day. The implied volatity was 12.78, the open interest changed by 3216 which increased total open position to 10048
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1515, which was -155 lower than the previous day. The implied volatity was 12.55, the open interest changed by 3366 which increased total open position to 6830
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 1673.95, which was 38.3 higher than the previous day. The implied volatity was 12.5, the open interest changed by 694 which increased total open position to 3464
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 1640, which was -339.6 lower than the previous day. The implied volatity was 11.9, the open interest changed by 204 which increased total open position to 2766
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 2010.05, which was 227.85 higher than the previous day. The implied volatity was 15.75, the open interest changed by 129 which increased total open position to 2563
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1763.3, which was -227.75 lower than the previous day. The implied volatity was 14.47, the open interest changed by 440 which increased total open position to 2433
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 1994, which was 165.2 higher than the previous day. The implied volatity was 15.95, the open interest changed by 85 which increased total open position to 1985
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1810, which was -890 lower than the previous day. The implied volatity was 19.43, the open interest changed by 195 which increased total open position to 1899
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 2700, which was -70.6 lower than the previous day. The implied volatity was 26.77, the open interest changed by 16 which increased total open position to 1699
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 2801.9, which was -267.5 lower than the previous day. The implied volatity was 24.21, the open interest changed by 29 which increased total open position to 1684
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 3074.75, which was 60.8 higher than the previous day. The implied volatity was 27.31, the open interest changed by -10 which decreased total open position to 1655
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 3013.95, which was -348.95 lower than the previous day. The implied volatity was 24.05, the open interest changed by 121 which increased total open position to 1666
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 3329.35, which was 416.55 higher than the previous day. The implied volatity was 26.09, the open interest changed by 117 which increased total open position to 1545
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 2926.95, which was 503.4 higher than the previous day. The implied volatity was 26.19, the open interest changed by -25 which decreased total open position to 1428
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 2428.1, which was -371.9 lower than the previous day. The implied volatity was 21.73, the open interest changed by 245 which increased total open position to 1457
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 2800, which was -371.6 lower than the previous day. The implied volatity was 25.24, the open interest changed by 3 which increased total open position to 1213
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 3171.55, which was 606.6 higher than the previous day. The implied volatity was 23.93, the open interest changed by 88 which increased total open position to 1210
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 2560.65, which was -123.2 lower than the previous day. The implied volatity was 21.72, the open interest changed by 343 which increased total open position to 1123
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 2604.25, which was 636.85 higher than the previous day. The implied volatity was 22.08, the open interest changed by 23 which increased total open position to 780
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1970.6, which was -143.55 lower than the previous day. The implied volatity was 19.06, the open interest changed by 0 which decreased total open position to 758
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 2110, which was -187.85 lower than the previous day. The implied volatity was 18.16, the open interest changed by 74 which increased total open position to 758
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 2324.15, which was -163.7 lower than the previous day. The implied volatity was 20.02, the open interest changed by -28 which decreased total open position to 684
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 2494.6, which was 450.7 higher than the previous day. The implied volatity was 20.89, the open interest changed by -7 which decreased total open position to 713
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 2055, which was 174.5 higher than the previous day. The implied volatity was 18.96, the open interest changed by 45 which increased total open position to 719
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1896, which was 418.45 higher than the previous day. The implied volatity was 19.14, the open interest changed by 66 which increased total open position to 672
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1469, which was -316.15 lower than the previous day. The implied volatity was 16.3, the open interest changed by 8 which increased total open position to 602
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1775.35, which was 370.8 higher than the previous day. The implied volatity was 19.06, the open interest changed by 27 which increased total open position to 592
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1405.9, which was 271.15 higher than the previous day. The implied volatity was 17.92, the open interest changed by 6 which increased total open position to 564
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1170, which was -192.1 lower than the previous day. The implied volatity was 16.45, the open interest changed by 20 which increased total open position to 558
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 1389.5, which was 353.6 higher than the previous day. The implied volatity was 17.62, the open interest changed by 49 which increased total open position to 548
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 1049.15, which was 258.75 higher than the previous day. The implied volatity was 15.33, the open interest changed by 71 which increased total open position to 501
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 783, which was 174.9 higher than the previous day. The implied volatity was 13.74, the open interest changed by 152 which increased total open position to 456
