NIFTY
Nifty
Historical option data for NIFTY
02 Apr 2026 04:10 PM IST
| NIFTY 07-Apr-2026 (2d) 26000 CE | ||||||||||||||||
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Delta: 0
Vega: 0.16
Theta: -0.63
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 22713.10 | 0.55 | -0.3 | 39.22 | 88,451 | -1,758 | 25,266 | |||||||||
| 1 Apr | 22679.40 | 0.8 | -1.3 | 36.98 | 2,00,119 | -1,502 | 27,024 | |||||||||
| 30 Mar | 22331.40 | 1.85 | -1.8 | 38.56 | 66,763 | 11,023 | 28,526 | |||||||||
| 27 Mar | 22819.60 | 3.4 | -1.65 | 30.31 | 50,157 | 11,744 | 17,503 | |||||||||
| 25 Mar | 23306.45 | 4.65 | -2.4 | 24.76 | 14,259 | 577 | 5,759 | |||||||||
| 24 Mar | 22912.40 | 7.1 | 0.35 | 28.32 | 14,326 | 2,515 | 5,182 | |||||||||
| 23 Mar | 22512.65 | 7 | 0.95 | 31.08 | 3,675 | 384 | 2,667 | |||||||||
| 20 Mar | 23114.50 | 6.4 | -0.75 | 23.05 | 2,076 | 288 | 2,283 | |||||||||
| 19 Mar | 23002.15 | 7 | -2 | 23.69 | 2,434 | 204 | 1,995 | |||||||||
| 18 Mar | 23777.80 | 8.95 | -3.25 | 17.95 | 4,324 | 509 | 1,791 | |||||||||
| 17 Mar | 23581.15 | 12.6 | -4.4 | 20.01 | 1,147 | 165 | 1,282 | |||||||||
| 16 Mar | 23408.80 | 17.5 | -3 | 22.42 | 1,023 | 135 | 1,117 | |||||||||
| 13 Mar | 23151.10 | 21.2 | -0.9 | 23.02 | 934 | 20 | 982 | |||||||||
| 12 Mar | 23639.15 | 21.55 | -6 | 19.09 | 1,082 | 7 | 962 | |||||||||
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| 11 Mar | 23866.85 | 28.5 | -6.25 | 18.15 | 1,037 | 186 | 955 | |||||||||
| 10 Mar | 24261.60 | 33.85 | -17.8 | 15.02 | 767 | 221 | 769 | |||||||||
| 9 Mar | 24028.05 | 47 | -9.45 | 18.23 | 833 | 265 | 548 | |||||||||
| 6 Mar | 24450.45 | 55.15 | -14 | 14.2 | 329 | 81 | 283 | |||||||||
| 5 Mar | 24765.90 | 68 | 0.8 | 12.55 | 534 | 133 | 202 | |||||||||
| 4 Mar | 24480.50 | 63.7 | -57.95 | 14.19 | 94 | 69 | 69 | |||||||||
For Nifty - strike price 26000 expiring on 07APR2026
Delta for 26000 CE is 0
Historical price for 26000 CE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 0.55, which was -0.3 lower than the previous day. The implied volatity was 39.22, the open interest changed by -1758 which decreased total open position to 25266
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 0.8, which was -1.3 lower than the previous day. The implied volatity was 36.98, the open interest changed by -1502 which decreased total open position to 27024
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1.85, which was -1.8 lower than the previous day. The implied volatity was 38.56, the open interest changed by 11023 which increased total open position to 28526
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 3.4, which was -1.65 lower than the previous day. The implied volatity was 30.31, the open interest changed by 11744 which increased total open position to 17503
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 4.65, which was -2.4 lower than the previous day. The implied volatity was 24.76, the open interest changed by 577 which increased total open position to 5759
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 7.1, which was 0.35 higher than the previous day. The implied volatity was 28.32, the open interest changed by 2515 which increased total open position to 5182
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 7, which was 0.95 higher than the previous day. The implied volatity was 31.08, the open interest changed by 384 which increased total open position to 2667
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 6.4, which was -0.75 lower than the previous day. The implied volatity was 23.05, the open interest changed by 288 which increased total open position to 2283
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 7, which was -2 lower than the previous day. The implied volatity was 23.69, the open interest changed by 204 which increased total open position to 1995
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 8.95, which was -3.25 lower than the previous day. The implied volatity was 17.95, the open interest changed by 509 which increased total open position to 1791
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 12.6, which was -4.4 lower than the previous day. The implied volatity was 20.01, the open interest changed by 165 which increased total open position to 1282
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 17.5, which was -3 lower than the previous day. The implied volatity was 22.42, the open interest changed by 135 which increased total open position to 1117
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 21.2, which was -0.9 lower than the previous day. The implied volatity was 23.02, the open interest changed by 20 which increased total open position to 982
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 21.55, which was -6 lower than the previous day. The implied volatity was 19.09, the open interest changed by 7 which increased total open position to 962
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 28.5, which was -6.25 lower than the previous day. The implied volatity was 18.15, the open interest changed by 186 which increased total open position to 955
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 33.85, which was -17.8 lower than the previous day. The implied volatity was 15.02, the open interest changed by 221 which increased total open position to 769
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 47, which was -9.45 lower than the previous day. The implied volatity was 18.23, the open interest changed by 265 which increased total open position to 548
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 55.15, which was -14 lower than the previous day. The implied volatity was 14.2, the open interest changed by 81 which increased total open position to 283
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 68, which was 0.8 higher than the previous day. The implied volatity was 12.55, the open interest changed by 133 which increased total open position to 202
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 63.7, which was -57.95 lower than the previous day. The implied volatity was 14.19, the open interest changed by 69 which increased total open position to 69
| NIFTY 07-Apr-2026 (2d) 26000 PE | |||||||
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Delta: -0.99
Vega: 0.7
Theta: 3.63
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 22713.10 | 3303.7 | 40.15 | 48.88 | 615 | -214 | 3,019 |
| 1 Apr | 22679.40 | 3243.7 | -348 | 48.53 | 1,231 | -340 | 3,233 |
| 30 Mar | 22331.40 | 3546.8 | 405.25 | 45.79 | 2,274 | 1,210 | 3,573 |
| 27 Mar | 22819.60 | 3150.55 | 497.2 | 49.65 | 2,464 | 1,961 | 2,363 |
| 25 Mar | 23306.45 | 2674.95 | -365.55 | 40.69 | 403 | 358 | 402 |
| 24 Mar | 22912.40 | 3061.4 | -314.8 | 49.24 | 68 | 40 | 44 |
| 23 Mar | 22512.65 | 3376.2 | 1676.2 | 36.05 | 4 | 3 | 4 |
| 20 Mar | 23114.50 | 1700 | 612.05 | - | 0 | 0 | 1 |
| 19 Mar | 23002.15 | 1700 | 612.05 | - | 0 | 0 | 1 |
| 18 Mar | 23777.80 | 1700 | 612.05 | - | 0 | 0 | 1 |
| 17 Mar | 23581.15 | 1700 | 612.05 | - | 0 | 1 | 1 |
| 16 Mar | 23408.80 | 1700 | 612.05 | - | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 1700 | 612.05 | - | 0 | 0 | 1 |
| 12 Mar | 23639.15 | 1700 | 612.05 | - | 0 | 0 | 1 |
| 11 Mar | 23866.85 | 1700 | 612.05 | - | 0 | 1 | 1 |
| 10 Mar | 24261.60 | 1700 | 612.05 | 25.21 | 1 | 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 26000 expiring on 07APR2026
Delta for 26000 PE is -0.99
Historical price for 26000 PE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 3303.7, which was 40.15 higher than the previous day. The implied volatity was 48.88, the open interest changed by -214 which decreased total open position to 3019
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 3243.7, which was -348 lower than the previous day. The implied volatity was 48.53, the open interest changed by -340 which decreased total open position to 3233
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 3546.8, which was 405.25 higher than the previous day. The implied volatity was 45.79, the open interest changed by 1210 which increased total open position to 3573
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 3150.55, which was 497.2 higher than the previous day. The implied volatity was 49.65, the open interest changed by 1961 which increased total open position to 2363
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 2674.95, which was -365.55 lower than the previous day. The implied volatity was 40.69, the open interest changed by 358 which increased total open position to 402
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 3061.4, which was -314.8 lower than the previous day. The implied volatity was 49.24, the open interest changed by 40 which increased total open position to 44
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 3376.2, which was 1676.2 higher than the previous day. The implied volatity was 36.05, the open interest changed by 3 which increased total open position to 4
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 1700, which was 612.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 1700, which was 612.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1700, which was 612.05 higher than the previous day. The implied volatity was -, 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 1700, which was 612.05 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 1700, which was 612.05 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 1700, which was 612.05 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 1700, which was 612.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1700, which was 612.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1700, which was 612.05 higher than the previous day. The implied volatity was 25.21, 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
