NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:30 PM IST
| NIFTY 28-Apr-2026 (4d) 26150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0
Vega: 0
Theta: -0.84
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23878.45 | 0.7 | 0.04999999999999993 | 29.69 | 6,288 | -438 | 4,156 | |||||||||
| 23 Apr | 24173.05 | 0.6 | -0.5000000000000001 | 23.48 | 14,323 | -321 | 4,594 | |||||||||
| 22 Apr | 24378.10 | 1.1 | -0.1499999999999999 | 20.58 | 21,739 | -342 | 4,954 | |||||||||
| 21 Apr | 24576.60 | 1.35 | -0.09999999999999987 | 17.29 | 9,386 | 1,217 | 5,374 | |||||||||
| 20 Apr | 24364.85 | 1.45 | -0.3500000000000001 | 18.81 | 3,029 | 2 | 4,150 | |||||||||
| 17 Apr | 24353.55 | 1.6 | -1.5 | 15.87 | 6,113 | 3,566 | 4,148 | |||||||||
| 16 Apr | 24196.75 | 3.05 | -0.9500000000000002 | 18.03 | 601 | 34 | 544 | |||||||||
| 15 Apr | 24231.30 | 4 | -0.2999999999999998 | 17.75 | 602 | 92 | 511 | |||||||||
| 13 Apr | 23842.65 | 4 | -2.2 | 19.51 | 230 | 127 | 421 | |||||||||
| 10 Apr | 24050.60 | 6.45 | -1 | 17.22 | 90 | 45 | 294 | |||||||||
| 9 Apr | 23775.10 | 7.05 | -2.95 | 19.04 | 108 | 16 | 249 | |||||||||
| 8 Apr | 23997.35 | 8.7 | 2 | 17.13 | 323 | -391 | 230 | |||||||||
| 7 Apr | 23123.65 | 6.7 | -2.8 | - | 0 | 0 | 202 | |||||||||
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| 6 Apr | 22968.25 | 6.7 | -2.8 | - | 0 | 0 | 202 | |||||||||
| 2 Apr | 22713.10 | 6.7 | -2.8 | 22.65 | 2 | 1 | 203 | |||||||||
| 1 Apr | 22679.40 | 10.4 | -3.95 | 23.59 | 105 | 44 | 202 | |||||||||
| 30 Mar | 22331.40 | 13.7 | -4.45 | 26.14 | 58 | 56 | 157 | |||||||||
| 27 Mar | 22819.60 | 17.3 | -8.1 | 22.39 | 72 | -6 | 175 | |||||||||
| 25 Mar | 23306.45 | 25.4 | -2.2 | 20.03 | 14 | 140 | 181 | |||||||||
| 24 Mar | 22912.40 | 25.7 | 0.2 | 22.03 | 75 | 34 | 178 | |||||||||
| 23 Mar | 22512.65 | 25.5 | 2.8 | 24.7 | 35 | 114 | 143 | |||||||||
| 20 Mar | 23114.50 | 22.7 | 0.2 | 19.16 | 39 | 126 | 150 | |||||||||
| 19 Mar | 23002.15 | 22.5 | -9.55 | 19.66 | 73 | 7 | 170 | |||||||||
| 18 Mar | 23777.80 | 28.5 | -2.5 | 15.54 | 44 | 142 | 162 | |||||||||
| 17 Mar | 23581.15 | 31 | -1.25 | 16.72 | 14 | 121 | 139 | |||||||||
| 16 Mar | 23408.80 | 32.25 | -5.6 | 18.04 | 80 | 114 | 138 | |||||||||
| 13 Mar | 23151.10 | 37.55 | -5.5 | 18.99 | 109 | -41 | 123 | |||||||||
| 12 Mar | 23639.15 | 43.05 | -14.85 | 16.4 | 57 | -10 | 164 | |||||||||
| 11 Mar | 23866.85 | 55 | -21.3 | 15.81 | 183 | 175 | 175 | |||||||||
| 10 Mar | 24261.60 | 76.2 | -14.2 | 14.05 | 262 | 188 | 188 | |||||||||
| 9 Mar | 24028.05 | 92.1 | -18.6 | 16.65 | 6 | 174 | 174 | |||||||||
| 6 Mar | 24450.45 | 107.45 | -27.25 | 13.57 | 276 | 37 | 159 | |||||||||
| 5 Mar | 24765.90 | 129.75 | 2.25 | 12.34 | 329 | -57 | 128 | |||||||||
| 4 Mar | 24480.50 | 116.55 | -32.5 | 13.56 | 992 | 37 | 181 | |||||||||
| 2 Mar | 24865.70 | 149.55 | -56.6 | 11.73 | 1,567 | 46 | 100 | |||||||||
| 27 Feb | 25178.65 | 206.65 | -80.6 | 10.26 | 63 | 10 | 53 | |||||||||
| 26 Feb | 25496.55 | 287.25 | -14.75 | 9.31 | 17 | 2 | 43 | |||||||||
| 25 Feb | 25482.50 | 302 | 2.8 | 9.71 | 26 | 8 | 41 | |||||||||
| 24 Feb | 25424.65 | 304.75 | -91.05 | 9.79 | 7 | 0 | 34 | |||||||||
| 23 Feb | 25713.00 | 395.8 | 13.8 | 9.12 | 24 | -15 | 34 | |||||||||
| 20 Feb | 25571.25 | 382 | 71.65 | 9.92 | 28 | 16 | 50 | |||||||||
| 19 Feb | 25454.35 | 306 | -166.2 | 9.54 | 20 | 7 | 34 | |||||||||
| 18 Feb | 25819.35 | 469.55 | 24.55 | 8.82 | 9 | -3 | 27 | |||||||||
| 17 Feb | 25725.40 | 445 | 52.05 | 9.2 | 12 | 1 | 31 | |||||||||
| 16 Feb | 25682.75 | 392.95 | -18.95 | 8.31 | 11 | -2 | 30 | |||||||||
| 13 Feb | 25471.10 | 411.9 | -88.4 | 10.69 | 7 | 2 | 31 | |||||||||
| 12 Feb | 25807.20 | 498.35 | -65.4 | 8.66 | 9 | 5 | 28 | |||||||||
| 11 Feb | 25953.85 | 563.75 | -5.7 | 7.99 | 2 | 0 | 21 | |||||||||
| 10 Feb | 25935.15 | 569.45 | 19 | 8.34 | 2 | -1 | 21 | |||||||||
| 9 Feb | 25867.30 | 550.45 | 99.7 | 8.51 | 17 | 5 | 17 | |||||||||
| 6 Feb | 25693.70 | 450.75 | -9.8 | 8.3 | 5 | 0 | 10 | |||||||||
| 5 Feb | 25642.80 | 460.55 | -84.75 | 8.75 | 4 | 0 | 10 | |||||||||
| 4 Feb | 25776.00 | 545.3 | -24.85 | 9.26 | 10 | 6 | 10 | |||||||||
| 3 Feb | 25727.55 | 570.15 | 323.5 | 9.93 | 1 | 0 | 4 | |||||||||
| 2 Feb | 25088.40 | 246.65 | -127.95 | 9.07 | 3 | 1 | 3 | |||||||||
| 1 Feb | 24825.45 | 374.6 | -58.4 | - | 0 | 0 | 2 | |||||||||
| 30 Jan | 25320.65 | 374.6 | -58.4 | 9.53 | 3 | 1 | 2 | |||||||||
| 29 Jan | 25418.90 | 433 | -13 | 9.63 | 1 | 0 | 0 | |||||||||
For Nifty - strike price 26150 expiring on 28APR2026
Delta for 26150 CE is 0
Historical price for 26150 CE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 0.7, which was 0.04999999999999993 higher than the previous day. The implied volatity was 29.69, the open interest changed by -438 which decreased total open position to 4156
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 0.6, which was -0.5000000000000001 lower than the previous day. The implied volatity was 23.48, the open interest changed by -321 which decreased total open position to 4594
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1.1, which was -0.1499999999999999 lower than the previous day. The implied volatity was 20.58, the open interest changed by -342 which decreased total open position to 4954
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1.35, which was -0.09999999999999987 lower than the previous day. The implied volatity was 17.29, the open interest changed by 1217 which increased total open position to 5374
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1.45, which was -0.3500000000000001 lower than the previous day. The implied volatity was 18.81, the open interest changed by 2 which increased total open position to 4150
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1.6, which was -1.5 lower than the previous day. The implied volatity was 15.87, the open interest changed by 3566 which increased total open position to 4148
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 3.05, which was -0.9500000000000002 lower than the previous day. The implied volatity was 18.03, the open interest changed by 34 which increased total open position to 544
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 4, which was -0.2999999999999998 lower than the previous day. The implied volatity was 17.75, the open interest changed by 92 which increased total open position to 511
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 4, which was -2.2 lower than the previous day. The implied volatity was 19.51, the open interest changed by 127 which increased total open position to 421
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 6.45, which was -1 lower than the previous day. The implied volatity was 17.22, the open interest changed by 45 which increased total open position to 294
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 7.05, which was -2.95 lower than the previous day. The implied volatity was 19.04, the open interest changed by 16 which increased total open position to 249
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 8.7, which was 2 higher than the previous day. The implied volatity was 17.13, the open interest changed by -391 which decreased total open position to 230
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 6.7, which was -2.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 202
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 6.7, which was -2.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 202
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 6.7, which was -2.8 lower than the previous day. The implied volatity was 22.65, the open interest changed by 1 which increased total open position to 203
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 10.4, which was -3.95 lower than the previous day. The implied volatity was 23.59, the open interest changed by 44 which increased total open position to 202
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 13.7, which was -4.45 lower than the previous day. The implied volatity was 26.14, the open interest changed by 56 which increased total open position to 157
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 17.3, which was -8.1 lower than the previous day. The implied volatity was 22.39, the open interest changed by -6 which decreased total open position to 175
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 25.4, which was -2.2 lower than the previous day. The implied volatity was 20.03, the open interest changed by 140 which increased total open position to 181
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 25.7, which was 0.2 higher than the previous day. The implied volatity was 22.03, the open interest changed by 34 which increased total open position to 178
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 25.5, which was 2.8 higher than the previous day. The implied volatity was 24.7, the open interest changed by 114 which increased total open position to 143
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 22.7, which was 0.2 higher than the previous day. The implied volatity was 19.16, the open interest changed by 126 which increased total open position to 150
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 22.5, which was -9.55 lower than the previous day. The implied volatity was 19.66, the open interest changed by 7 which increased total open position to 170
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 28.5, which was -2.5 lower than the previous day. The implied volatity was 15.54, the open interest changed by 142 which increased total open position to 162
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 31, which was -1.25 lower than the previous day. The implied volatity was 16.72, the open interest changed by 121 which increased total open position to 139
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 32.25, which was -5.6 lower than the previous day. The implied volatity was 18.04, the open interest changed by 114 which increased total open position to 138
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 37.55, which was -5.5 lower than the previous day. The implied volatity was 18.99, the open interest changed by -41 which decreased total open position to 123
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 43.05, which was -14.85 lower than the previous day. The implied volatity was 16.4, the open interest changed by -10 which decreased total open position to 164
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 55, which was -21.3 lower than the previous day. The implied volatity was 15.81, the open interest changed by 175 which increased total open position to 175
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 76.2, which was -14.2 lower than the previous day. The implied volatity was 14.05, the open interest changed by 188 which increased total open position to 188
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 92.1, which was -18.6 lower than the previous day. The implied volatity was 16.65, the open interest changed by 174 which increased total open position to 174
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 107.45, which was -27.25 lower than the previous day. The implied volatity was 13.57, the open interest changed by 37 which increased total open position to 159
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 129.75, which was 2.25 higher than the previous day. The implied volatity was 12.34, the open interest changed by -57 which decreased total open position to 128
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 116.55, which was -32.5 lower than the previous day. The implied volatity was 13.56, the open interest changed by 37 which increased total open position to 181
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 149.55, which was -56.6 lower than the previous day. The implied volatity was 11.73, the open interest changed by 46 which increased total open position to 100
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 206.65, which was -80.6 lower than the previous day. The implied volatity was 10.26, the open interest changed by 10 which increased total open position to 53
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 287.25, which was -14.75 lower than the previous day. The implied volatity was 9.31, the open interest changed by 2 which increased total open position to 43
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 302, which was 2.8 higher than the previous day. The implied volatity was 9.71, the open interest changed by 8 which increased total open position to 41
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 304.75, which was -91.05 lower than the previous day. The implied volatity was 9.79, the open interest changed by 0 which decreased total open position to 34
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 395.8, which was 13.8 higher than the previous day. The implied volatity was 9.12, the open interest changed by -15 which decreased total open position to 34
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 382, which was 71.65 higher than the previous day. The implied volatity was 9.92, the open interest changed by 16 which increased total open position to 50
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 306, which was -166.2 lower than the previous day. The implied volatity was 9.54, the open interest changed by 7 which increased total open position to 34
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 469.55, which was 24.55 higher than the previous day. The implied volatity was 8.82, the open interest changed by -3 which decreased total open position to 27
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 445, which was 52.05 higher than the previous day. The implied volatity was 9.2, the open interest changed by 1 which increased total open position to 31
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 392.95, which was -18.95 lower than the previous day. The implied volatity was 8.31, the open interest changed by -2 which decreased total open position to 30
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 411.9, which was -88.4 lower than the previous day. The implied volatity was 10.69, the open interest changed by 2 which increased total open position to 31
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 498.35, which was -65.4 lower than the previous day. The implied volatity was 8.66, the open interest changed by 5 which increased total open position to 28
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 563.75, which was -5.7 lower than the previous day. The implied volatity was 7.99, the open interest changed by 0 which decreased total open position to 21
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 569.45, which was 19 higher than the previous day. The implied volatity was 8.34, the open interest changed by -1 which decreased total open position to 21
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 550.45, which was 99.7 higher than the previous day. The implied volatity was 8.51, the open interest changed by 5 which increased total open position to 17
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 450.75, which was -9.8 lower than the previous day. The implied volatity was 8.3, the open interest changed by 0 which decreased total open position to 10
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 460.55, which was -84.75 lower than the previous day. The implied volatity was 8.75, the open interest changed by 0 which decreased total open position to 10
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 545.3, which was -24.85 lower than the previous day. The implied volatity was 9.26, the open interest changed by 6 which increased total open position to 10
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 570.15, which was 323.5 higher than the previous day. The implied volatity was 9.93, the open interest changed by 0 which decreased total open position to 4
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 246.65, which was -127.95 lower than the previous day. The implied volatity was 9.07, the open interest changed by 1 which increased total open position to 3
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 374.6, which was -58.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 374.6, which was -58.4 lower than the previous day. The implied volatity was 9.53, the open interest changed by 1 which increased total open position to 2
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 433, which was -13 lower than the previous day. The implied volatity was 9.63, the open interest changed by 0 which decreased total open position to 0
| NIFTY 28-Apr-2026 (4d) 26150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.95
Vega: 0.03
Theta: -10.42
Gamma: 0.00009
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23878.45 | 2081 | 286.54999999999995 | 44.36 | 4 | -1 | 12 |
| 23 Apr | 24173.05 | 1794.45 | 1794.45 | 36.43 | 0 | 0 | 13 |
| 22 Apr | 24378.10 | 1794.45 | -1553.1000000000001 | 36.43 | 6 | 0 | 13 |
| 21 Apr | 24576.60 | 3347.55 | 3347.55 | - | 0 | 0 | 13 |
| 20 Apr | 24364.85 | 3347.55 | 3347.55 | - | 0 | 0 | 13 |
| 17 Apr | 24353.55 | 3347.55 | 3347.55 | - | 0 | 0 | 13 |
| 16 Apr | 24196.75 | 3347.55 | 3347.55 | - | 0 | 0 | 13 |
| 15 Apr | 24231.30 | 3347.55 | 3347.55 | - | 0 | 0 | 13 |
| 13 Apr | 23842.65 | 3347.55 | 3347.55 | - | 0 | 0 | 13 |
| 10 Apr | 24050.60 | 3347.55 | 3347.55 | - | 0 | 0 | 13 |
| 9 Apr | 23775.10 | 3347.55 | 3347.55 | - | 0 | 0 | 13 |
| 8 Apr | 23997.35 | 3347.55 | 168.7 | - | 0 | 0 | 13 |
| 7 Apr | 23123.65 | 3347.55 | 168.7 | - | 0 | 0 | 13 |
| 6 Apr | 22968.25 | 3347.55 | 168.7 | - | 0 | 0 | 13 |
| 2 Apr | 22713.10 | 3347.55 | 168.7 | - | 0 | 0 | 13 |
| 1 Apr | 22679.40 | 3347.55 | 168.7 | - | 0 | 0 | 13 |
| 30 Mar | 22331.40 | 3347.55 | 168.7 | 18.92 | 7 | -1 | 14 |
| 27 Mar | 22819.60 | 3178.85 | 952.25 | 31.96 | 1 | 14 | 15 |
| 25 Mar | 23306.45 | 2226.6 | -334.55 | - | 0 | 0 | 15 |
| 24 Mar | 22912.40 | 2226.6 | -334.55 | - | 0 | 0 | 15 |
| 23 Mar | 22512.65 | 2226.6 | -334.55 | - | 0 | 0 | 15 |
| 20 Mar | 23114.50 | 2226.6 | -334.55 | - | 0 | 14 | 15 |
| 19 Mar | 23002.15 | 2226.6 | -334.55 | - | 1 | 14 | 15 |
| 18 Mar | 23777.80 | 2226.6 | -334.55 | 23.18 | 1 | 14 | 15 |
| 17 Mar | 23581.15 | 2566.55 | -209.5 | - | 2 | 14 | 15 |
| 16 Mar | 23408.80 | 2566.55 | -209.5 | 21.7 | 2 | 0 | 15 |
| 13 Mar | 23151.10 | 2774.6 | 716.35 | 25.38 | 4 | 0 | 14 |
| 12 Mar | 23639.15 | 2058.25 | 318.25 | - | 0 | 13 | 14 |
| 11 Mar | 23866.85 | 2058.25 | 318.25 | 18.63 | 1 | 0 | 15 |
| 10 Mar | 24261.60 | 1740 | -168 | 20.6 | 7 | -1 | 15 |
| 9 Mar | 24028.05 | 1908 | 358 | 18.18 | 39 | -38 | 15 |
| 6 Mar | 24450.45 | 1550 | 169.2 | 18.79 | 7 | -6 | 54 |
| 5 Mar | 24765.90 | 1380.8 | -228.7 | 19.52 | 3 | -2 | 61 |
| 4 Mar | 24480.50 | 1609.5 | 475.05 | 20.89 | 12 | -10 | 63 |
| 2 Mar | 24865.70 | 1134.45 | 284.3 | 14.58 | 16 | -9 | 73 |
| 27 Feb | 25178.65 | 850.3 | 189.15 | 13.08 | 10 | -2 | 83 |
| 26 Feb | 25496.55 | 661.15 | 17.15 | 12.99 | 7 | -2 | 81 |
| 25 Feb | 25482.50 | 644 | -121 | 12.32 | 11 | 2 | 83 |
| 24 Feb | 25424.65 | 765 | 187.4 | 15 | 2 | -1 | 82 |
| 23 Feb | 25713.00 | 577.6 | -4.3 | 13.55 | 57 | 46 | 82 |
| 20 Feb | 25571.25 | 581.9 | -118.25 | 12.01 | 3 | 0 | 33 |
| 19 Feb | 25454.35 | 722.3 | 244.85 | 13.34 | 11 | -4 | 34 |
| 18 Feb | 25819.35 | 475.3 | -50.1 | 12.19 | 12 | 3 | 38 |
| 17 Feb | 25725.40 | 525.4 | -40.6 | 12.4 | 21 | 4 | 34 |
| 16 Feb | 25682.75 | 566 | -59.25 | 12.92 | 2 | 0 | 30 |
| 13 Feb | 25471.10 | 625.25 | 137.6 | 11.73 | 14 | 10 | 29 |
| 12 Feb | 25807.20 | 487.65 | 78.95 | 12.32 | 7 | -2 | 19 |
| 11 Feb | 25953.85 | 408.7 | -11.3 | 11.91 | 8 | 2 | 16 |
| 10 Feb | 25935.15 | 419.7 | -37.5 | 11.91 | 5 | -1 | 16 |
| 9 Feb | 25867.30 | 457.2 | -108.95 | 12.23 | 12 | -6 | 16 |
| 6 Feb | 25693.70 | 566.15 | -6.3 | 12.75 | 6 | -2 | 20 |
| 5 Feb | 25642.80 | 572.45 | 61.15 | 12.55 | 10 | 3 | 21 |
| 4 Feb | 25776.00 | 511.3 | -35.05 | 12.2 | 6 | -1 | 17 |
| 3 Feb | 25727.55 | 546.35 | -518.45 | 12.69 | 22 | 18 | 18 |
| 2 Feb | 25088.40 | 1064.8 | 44.7 | - | 0 | 0 | 0 |
| 1 Feb | 24825.45 | 1064.8 | 44.7 | 12.23 | 2 | 0 | 0 |
| 30 Jan | 25320.65 | 1020.1 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 25418.90 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26150 expiring on 28APR2026
Delta for 26150 PE is -0.95
Historical price for 26150 PE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 2081, which was 286.54999999999995 higher than the previous day. The implied volatity was 44.36, the open interest changed by -1 which decreased total open position to 12
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 1794.45, which was 1794.45 higher than the previous day. The implied volatity was 36.43, the open interest changed by 0 which decreased total open position to 13
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 1794.45, which was -1553.1000000000001 lower than the previous day. The implied volatity was 36.43, the open interest changed by 0 which decreased total open position to 13
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 3347.55, which was 3347.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 3347.55, which was 3347.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 3347.55, which was 3347.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 3347.55, which was 3347.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 3347.55, which was 3347.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 3347.55, which was 3347.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 3347.55, which was 3347.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 3347.55, which was 3347.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 3347.55, which was 168.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 3347.55, which was 168.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 3347.55, which was 168.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 3347.55, which was 168.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 3347.55, which was 168.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 3347.55, which was 168.7 higher than the previous day. The implied volatity was 18.92, the open interest changed by -1 which decreased total open position to 14
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 3178.85, which was 952.25 higher than the previous day. The implied volatity was 31.96, the open interest changed by 14 which increased total open position to 15
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 2226.6, which was -334.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 2226.6, which was -334.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 2226.6, which was -334.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 2226.6, which was -334.55 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 15
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 2226.6, which was -334.55 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 15
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 2226.6, which was -334.55 lower than the previous day. The implied volatity was 23.18, the open interest changed by 14 which increased total open position to 15
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 2566.55, which was -209.5 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 15
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 2566.55, which was -209.5 lower than the previous day. The implied volatity was 21.7, the open interest changed by 0 which decreased total open position to 15
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 2774.6, which was 716.35 higher than the previous day. The implied volatity was 25.38, the open interest changed by 0 which decreased total open position to 14
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 2058.25, which was 318.25 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 14
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 2058.25, which was 318.25 higher than the previous day. The implied volatity was 18.63, the open interest changed by 0 which decreased total open position to 15
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1740, which was -168 lower than the previous day. The implied volatity was 20.6, the open interest changed by -1 which decreased total open position to 15
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1908, which was 358 higher than the previous day. The implied volatity was 18.18, the open interest changed by -38 which decreased total open position to 15
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1550, which was 169.2 higher than the previous day. The implied volatity was 18.79, the open interest changed by -6 which decreased total open position to 54
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1380.8, which was -228.7 lower than the previous day. The implied volatity was 19.52, the open interest changed by -2 which decreased total open position to 61
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 1609.5, which was 475.05 higher than the previous day. The implied volatity was 20.89, the open interest changed by -10 which decreased total open position to 63
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 1134.45, which was 284.3 higher than the previous day. The implied volatity was 14.58, the open interest changed by -9 which decreased total open position to 73
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 850.3, which was 189.15 higher than the previous day. The implied volatity was 13.08, the open interest changed by -2 which decreased total open position to 83
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 661.15, which was 17.15 higher than the previous day. The implied volatity was 12.99, the open interest changed by -2 which decreased total open position to 81
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 644, which was -121 lower than the previous day. The implied volatity was 12.32, the open interest changed by 2 which increased total open position to 83
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 765, which was 187.4 higher than the previous day. The implied volatity was 15, the open interest changed by -1 which decreased total open position to 82
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 577.6, which was -4.3 lower than the previous day. The implied volatity was 13.55, the open interest changed by 46 which increased total open position to 82
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 581.9, which was -118.25 lower than the previous day. The implied volatity was 12.01, the open interest changed by 0 which decreased total open position to 33
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 722.3, which was 244.85 higher than the previous day. The implied volatity was 13.34, the open interest changed by -4 which decreased total open position to 34
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 475.3, which was -50.1 lower than the previous day. The implied volatity was 12.19, the open interest changed by 3 which increased total open position to 38
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 525.4, which was -40.6 lower than the previous day. The implied volatity was 12.4, the open interest changed by 4 which increased total open position to 34
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 566, which was -59.25 lower than the previous day. The implied volatity was 12.92, the open interest changed by 0 which decreased total open position to 30
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 625.25, which was 137.6 higher than the previous day. The implied volatity was 11.73, the open interest changed by 10 which increased total open position to 29
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 487.65, which was 78.95 higher than the previous day. The implied volatity was 12.32, the open interest changed by -2 which decreased total open position to 19
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 408.7, which was -11.3 lower than the previous day. The implied volatity was 11.91, the open interest changed by 2 which increased total open position to 16
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 419.7, which was -37.5 lower than the previous day. The implied volatity was 11.91, the open interest changed by -1 which decreased total open position to 16
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 457.2, which was -108.95 lower than the previous day. The implied volatity was 12.23, the open interest changed by -6 which decreased total open position to 16
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 566.15, which was -6.3 lower than the previous day. The implied volatity was 12.75, the open interest changed by -2 which decreased total open position to 20
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 572.45, which was 61.15 higher than the previous day. The implied volatity was 12.55, the open interest changed by 3 which increased total open position to 21
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 511.3, which was -35.05 lower than the previous day. The implied volatity was 12.2, the open interest changed by -1 which decreased total open position to 17
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 546.35, which was -518.45 lower than the previous day. The implied volatity was 12.69, the open interest changed by 18 which increased total open position to 18
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 1064.8, which was 44.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 1064.8, which was 44.7 higher than the previous day. The implied volatity was 12.23, the open interest changed by 0 which decreased total open position to 0
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 1020.1, 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 29 Jan NIFTY was trading at 25418.90. 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
