NIFTY
Nifty
Historical option data for NIFTY
02 Apr 2026 04:10 PM IST
| NIFTY 07-Apr-2026 (5d) 26150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0
Vega: 0.14
Theta: -0.58
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 22713.10 | 0.5 | -0.3 | 40.38 | 4,561 | 710 | 1,210 | |||||||||
| 1 Apr | 22679.40 | 0.8 | -1.1 | 38.41 | 4,686 | 372 | 500 | |||||||||
| 30 Mar | 22331.40 | 1.65 | -1.6 | 38.9 | 288 | 27 | 128 | |||||||||
| 27 Mar | 22819.60 | 2.55 | -1.7 | 30.47 | 257 | 53 | 101 | |||||||||
| 25 Mar | 23306.45 | 4.6 | -2.95 | 25.88 | 65 | 6 | 48 | |||||||||
| 24 Mar | 22912.40 | 7.55 | 0.7 | 29.72 | 50 | -8 | 42 | |||||||||
| 23 Mar | 22512.65 | 8.3 | 1.9 | 33.09 | 43 | 21 | 50 | |||||||||
| 20 Mar | 23114.50 | 6.4 | -2.05 | 24.06 | 20 | 5 | 29 | |||||||||
| 19 Mar | 23002.15 | 8.45 | -0.35 | 25.34 | 6 | 2 | 24 | |||||||||
| 18 Mar | 23777.80 | 7.65 | -4.2 | 18.63 | 31 | 4 | 22 | |||||||||
|
|
||||||||||||||||
| 17 Mar | 23581.15 | 11.85 | -2.15 | 21 | 3 | 0 | 18 | |||||||||
| 16 Mar | 23408.80 | 14 | -4.2 | 22.58 | 17 | -3 | 18 | |||||||||
| 13 Mar | 23151.10 | 19 | -0.15 | 23.57 | 62 | -8 | 21 | |||||||||
| 12 Mar | 23639.15 | 19.15 | -76.85 | 19.65 | 55 | 29 | 29 | |||||||||
| 11 Mar | 23866.85 | 96 | 0 | 6.96 | 0 | 0 | 0 | |||||||||
| 10 Mar | 24261.60 | 96 | 0 | 5.45 | 0 | 0 | 0 | |||||||||
| 9 Mar | 24028.05 | 96 | 0 | 6.22 | 0 | 0 | 0 | |||||||||
| 6 Mar | 24450.45 | 96 | 0 | 4.49 | 0 | 0 | 0 | |||||||||
| 5 Mar | 24765.90 | 96 | 0 | 3.6 | 0 | 0 | 0 | |||||||||
| 4 Mar | 24480.50 | 96 | 0 | 4.3 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26150 expiring on 07APR2026
Delta for 26150 CE is 0
Historical price for 26150 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 40.38, the open interest changed by 710 which increased total open position to 1210
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 0.8, which was -1.1 lower than the previous day. The implied volatity was 38.41, the open interest changed by 372 which increased total open position to 500
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1.65, which was -1.6 lower than the previous day. The implied volatity was 38.9, the open interest changed by 27 which increased total open position to 128
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 2.55, which was -1.7 lower than the previous day. The implied volatity was 30.47, the open interest changed by 53 which increased total open position to 101
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 4.6, which was -2.95 lower than the previous day. The implied volatity was 25.88, the open interest changed by 6 which increased total open position to 48
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 7.55, which was 0.7 higher than the previous day. The implied volatity was 29.72, the open interest changed by -8 which decreased total open position to 42
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 8.3, which was 1.9 higher than the previous day. The implied volatity was 33.09, the open interest changed by 21 which increased total open position to 50
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 6.4, which was -2.05 lower than the previous day. The implied volatity was 24.06, the open interest changed by 5 which increased total open position to 29
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 8.45, which was -0.35 lower than the previous day. The implied volatity was 25.34, the open interest changed by 2 which increased total open position to 24
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 7.65, which was -4.2 lower than the previous day. The implied volatity was 18.63, the open interest changed by 4 which increased total open position to 22
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 11.85, which was -2.15 lower than the previous day. The implied volatity was 21, the open interest changed by 0 which decreased total open position to 18
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 14, which was -4.2 lower than the previous day. The implied volatity was 22.58, the open interest changed by -3 which decreased total open position to 18
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 19, which was -0.15 lower than the previous day. The implied volatity was 23.57, the open interest changed by -8 which decreased total open position to 21
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 19.15, which was -76.85 lower than the previous day. The implied volatity was 19.65, the open interest changed by 29 which increased total open position to 29
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 96, which was 0 lower than the previous day. The implied volatity was 6.96, 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 96, which was 0 lower than the previous day. The implied volatity was 5.45, 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 96, which was 0 lower than the previous day. The implied volatity was 6.22, 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 96, which was 0 lower than the previous day. The implied volatity was 4.49, 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 96, which was 0 lower than the previous day. The implied volatity was 3.6, 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 96, which was 0 lower than the previous day. The implied volatity was 4.3, the open interest changed by 0 which decreased total open position to 0
| NIFTY 07-Apr-2026 (5d) 26150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 22713.10 | 2146.5 | 935.15 | - | 0 | 0 | 1 |
| 1 Apr | 22679.40 | 2146.5 | 935.15 | - | 0 | 0 | 1 |
| 30 Mar | 22331.40 | 2146.5 | 935.15 | - | 0 | 0 | 1 |
| 27 Mar | 22819.60 | 2146.5 | 935.15 | - | 0 | 0 | 1 |
| 25 Mar | 23306.45 | 2146.5 | 935.15 | - | 0 | 0 | 1 |
| 24 Mar | 22912.40 | 2146.5 | 935.15 | - | 0 | 0 | 1 |
| 23 Mar | 22512.65 | 2146.5 | 935.15 | - | 0 | 0 | 1 |
| 20 Mar | 23114.50 | 2146.5 | 935.15 | - | 0 | 0 | 1 |
| 19 Mar | 23002.15 | 2146.5 | 935.15 | - | 0 | 0 | 1 |
| 18 Mar | 23777.80 | 2146.5 | 935.15 | - | 0 | 0 | 1 |
| 17 Mar | 23581.15 | 2146.5 | 935.15 | - | 0 | 1 | 1 |
| 16 Mar | 23408.80 | 2146.5 | 935.15 | - | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 2146.5 | 935.15 | - | 0 | 0 | 1 |
| 12 Mar | 23639.15 | 2146.5 | 935.15 | - | 0 | 1 | 1 |
| 11 Mar | 23866.85 | 2146.5 | 935.15 | 20.6 | 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 26150 expiring on 07APR2026
Delta for 26150 PE is -
Historical price for 26150 PE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 2146.5, which was 935.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 2146.5, which was 935.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 2146.5, which was 935.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 2146.5, which was 935.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 2146.5, which was 935.15 higher than the previous day. The implied volatity was -, 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 2146.5, which was 935.15 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 2146.5, which was 935.15 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 2146.5, which was 935.15 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 2146.5, which was 935.15 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 2146.5, which was 935.15 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 2146.5, which was 935.15 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 2146.5, which was 935.15 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 2146.5, which was 935.15 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 2146.5, which was 935.15 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 2146.5, which was 935.15 higher than the previous day. The implied volatity was 20.6, 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
