NIFTY
Nifty
Historical option data for NIFTY
02 Apr 2026 04:10 PM IST
| NIFTY 07-Apr-2026 (3d) 26100 CE | ||||||||||||||||
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Delta: 0
Vega: 0.14
Theta: -0.58
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 22713.10 | 0.5 | -0.3 | 39.89 | 8,570 | 1,207 | 2,310 | |||||||||
| 1 Apr | 22679.40 | 0.8 | -1.05 | 37.93 | 8,143 | 519 | 1,103 | |||||||||
| 30 Mar | 22331.40 | 2 | -1.45 | 39.77 | 2,233 | 34 | 584 | |||||||||
| 27 Mar | 22819.60 | 3.6 | -1 | 31.33 | 2,564 | 123 | 550 | |||||||||
| 25 Mar | 23306.45 | 4.6 | -2.25 | 25.5 | 1,441 | 274 | 427 | |||||||||
| 24 Mar | 22912.40 | 7.6 | 0.6 | 29.36 | 320 | 50 | 153 | |||||||||
| 23 Mar | 22512.65 | 7.1 | 1.3 | 31.87 | 110 | 34 | 103 | |||||||||
| 20 Mar | 23114.50 | 5.55 | -1.05 | 23.27 | 86 | 28 | 69 | |||||||||
| 19 Mar | 23002.15 | 6.1 | -2.45 | 23.23 | 47 | 9 | 41 | |||||||||
| 18 Mar | 23777.80 | 8.5 | -3.9 | 18.59 | 51 | -7 | 32 | |||||||||
| 17 Mar | 23581.15 | 12.4 | -4.25 | 20.81 | 20 | 9 | 39 | |||||||||
| 16 Mar | 23408.80 | 16.65 | -1.65 | 22.91 | 18 | 1 | 30 | |||||||||
| 13 Mar | 23151.10 | 18.3 | -0.75 | 23.09 | 28 | -22 | 29 | |||||||||
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| 12 Mar | 23639.15 | 19.05 | -4.8 | 19.31 | 67 | 32 | 51 | |||||||||
| 11 Mar | 23866.85 | 23.85 | -8.65 | 18.16 | 9 | -3 | 19 | |||||||||
| 10 Mar | 24261.60 | 32.5 | -13.95 | 15.58 | 9 | 1 | 22 | |||||||||
| 9 Mar | 24028.05 | 46.2 | -57.8 | - | 0 | 1 | 21 | |||||||||
| 6 Mar | 24450.45 | 46.2 | -57.8 | 14.25 | 42 | 20 | 20 | |||||||||
| 5 Mar | 24765.90 | 104 | 0 | 3.45 | 0 | 0 | 0 | |||||||||
| 4 Mar | 24480.50 | 104 | 0 | 4.16 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26100 expiring on 07APR2026
Delta for 26100 CE is 0
Historical price for 26100 CE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 0.5, which was -0.3 lower than the previous day. The implied volatity was 39.89, the open interest changed by 1207 which increased total open position to 2310
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 0.8, which was -1.05 lower than the previous day. The implied volatity was 37.93, the open interest changed by 519 which increased total open position to 1103
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 2, which was -1.45 lower than the previous day. The implied volatity was 39.77, the open interest changed by 34 which increased total open position to 584
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 3.6, which was -1 lower than the previous day. The implied volatity was 31.33, the open interest changed by 123 which increased total open position to 550
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 4.6, which was -2.25 lower than the previous day. The implied volatity was 25.5, the open interest changed by 274 which increased total open position to 427
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 7.6, which was 0.6 higher than the previous day. The implied volatity was 29.36, the open interest changed by 50 which increased total open position to 153
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 7.1, which was 1.3 higher than the previous day. The implied volatity was 31.87, the open interest changed by 34 which increased total open position to 103
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 5.55, which was -1.05 lower than the previous day. The implied volatity was 23.27, the open interest changed by 28 which increased total open position to 69
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 6.1, which was -2.45 lower than the previous day. The implied volatity was 23.23, the open interest changed by 9 which increased total open position to 41
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 8.5, which was -3.9 lower than the previous day. The implied volatity was 18.59, the open interest changed by -7 which decreased total open position to 32
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 12.4, which was -4.25 lower than the previous day. The implied volatity was 20.81, the open interest changed by 9 which increased total open position to 39
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 16.65, which was -1.65 lower than the previous day. The implied volatity was 22.91, the open interest changed by 1 which increased total open position to 30
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 18.3, which was -0.75 lower than the previous day. The implied volatity was 23.09, the open interest changed by -22 which decreased total open position to 29
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 19.05, which was -4.8 lower than the previous day. The implied volatity was 19.31, the open interest changed by 32 which increased total open position to 51
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 23.85, which was -8.65 lower than the previous day. The implied volatity was 18.16, the open interest changed by -3 which decreased total open position to 19
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 32.5, which was -13.95 lower than the previous day. The implied volatity was 15.58, the open interest changed by 1 which increased total open position to 22
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 46.2, which was -57.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 21
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 46.2, which was -57.8 lower than the previous day. The implied volatity was 14.25, the open interest changed by 20 which increased total open position to 20
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 104, which was 0 lower than the previous day. The implied volatity was 3.45, 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 104, which was 0 lower than the previous day. The implied volatity was 4.16, the open interest changed by 0 which decreased total open position to 0
| NIFTY 07-Apr-2026 (3d) 26100 PE | |||||||
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Delta: -0.99
Vega: 0.4
Theta: 5.24
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 22713.10 | 3460.75 | 102.85 | 46.89 | 2 | 0 | 195 |
| 1 Apr | 22679.40 | 3357.9 | -304.25 | 41.88 | 297 | -134 | 195 |
| 30 Mar | 22331.40 | 3662.15 | 423.6 | 40.93 | 15 | 11 | 329 |
| 27 Mar | 22819.60 | 3238.55 | 527.55 | 48.6 | 335 | 317 | 318 |
| 25 Mar | 23306.45 | 2711 | 613.85 | 27.96 | 1 | 0 | 1 |
| 24 Mar | 22912.40 | 2097.15 | 927.45 | - | 0 | 0 | 1 |
| 23 Mar | 22512.65 | 2097.15 | 927.45 | - | 0 | 0 | 1 |
| 20 Mar | 23114.50 | 2097.15 | 927.45 | - | 0 | 0 | 1 |
| 19 Mar | 23002.15 | 2097.15 | 927.45 | - | 0 | 0 | 1 |
| 18 Mar | 23777.80 | 2097.15 | 927.45 | - | 0 | 0 | 1 |
| 17 Mar | 23581.15 | 2097.15 | 927.45 | - | 0 | 1 | 1 |
| 16 Mar | 23408.80 | 2097.15 | 927.45 | - | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 2097.15 | 927.45 | - | 0 | 0 | 1 |
| 12 Mar | 23639.15 | 2097.15 | 927.45 | - | 0 | 1 | 1 |
| 11 Mar | 23866.85 | 2097.15 | 927.45 | 20.27 | 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 26100 expiring on 07APR2026
Delta for 26100 PE is -0.99
Historical price for 26100 PE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 3460.75, which was 102.85 higher than the previous day. The implied volatity was 46.89, the open interest changed by 0 which decreased total open position to 195
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 3357.9, which was -304.25 lower than the previous day. The implied volatity was 41.88, the open interest changed by -134 which decreased total open position to 195
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 3662.15, which was 423.6 higher than the previous day. The implied volatity was 40.93, the open interest changed by 11 which increased total open position to 329
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 3238.55, which was 527.55 higher than the previous day. The implied volatity was 48.6, the open interest changed by 317 which increased total open position to 318
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 2711, which was 613.85 higher than the previous day. The implied volatity was 27.96, 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 2097.15, which was 927.45 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 2097.15, which was 927.45 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 2097.15, which was 927.45 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 2097.15, which was 927.45 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 2097.15, which was 927.45 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 2097.15, which was 927.45 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 2097.15, which was 927.45 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 2097.15, which was 927.45 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 2097.15, which was 927.45 higher than the previous day. The implied volatity was -, 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 2097.15, which was 927.45 higher than the previous day. The implied volatity was 20.27, 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
