NIFTY
Nifty
Historical option data for NIFTY
02 Apr 2026 04:10 PM IST
| NIFTY 07-Apr-2026 (3d) 26200 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 | 40.89 | 6,509 | 560 | 4,437 | |||||||||
| 1 Apr | 22679.40 | 0.8 | -1 | 38.88 | 15,483 | 1,275 | 3,877 | |||||||||
| 30 Mar | 22331.40 | 1.95 | -1.4 | 40.53 | 6,312 | 1,472 | 2,602 | |||||||||
| 27 Mar | 22819.60 | 3.55 | -0.5 | 32.07 | 3,489 | 459 | 1,130 | |||||||||
| 25 Mar | 23306.45 | 3.85 | -2.3 | 25.67 | 1,706 | 294 | 671 | |||||||||
| 24 Mar | 22912.40 | 5.95 | 0.05 | 29.14 | 934 | 192 | 377 | |||||||||
| 23 Mar | 22512.65 | 6.4 | 1.15 | 32.14 | 176 | 23 | 185 | |||||||||
| 20 Mar | 23114.50 | 5.5 | -0.3 | 23.9 | 93 | 6 | 162 | |||||||||
| 19 Mar | 23002.15 | 5 | -1.85 | 23.9 | 190 | 5 | 156 | |||||||||
| 18 Mar | 23777.80 | 6.5 | -1.15 | 18.41 | 202 | 25 | 151 | |||||||||
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| 17 Mar | 23581.15 | 7.15 | -6.25 | 19.59 | 173 | 22 | 126 | |||||||||
| 16 Mar | 23408.80 | 13.45 | -4.6 | 22.77 | 72 | 4 | 104 | |||||||||
| 13 Mar | 23151.10 | 19.05 | 0.55 | 23.9 | 100 | -29 | 100 | |||||||||
| 12 Mar | 23639.15 | 18.4 | -4.65 | 19.84 | 129 | 53 | 129 | |||||||||
| 11 Mar | 23866.85 | 23.55 | 0.15 | 18.78 | 87 | 13 | 76 | |||||||||
| 10 Mar | 24261.60 | 24.45 | -17.4 | 15.31 | 83 | -12 | 63 | |||||||||
| 9 Mar | 24028.05 | 38.65 | -0.8 | 18.79 | 6 | -1 | 75 | |||||||||
| 6 Mar | 24450.45 | 34.8 | -11.3 | 13.96 | 52 | 38 | 76 | |||||||||
| 5 Mar | 24765.90 | 44.8 | -43.75 | 12.52 | 47 | 38 | 38 | |||||||||
| 4 Mar | 24480.50 | 88.55 | 0 | 4.44 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26200 expiring on 07APR2026
Delta for 26200 CE is 0
Historical price for 26200 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 40.89, the open interest changed by 560 which increased total open position to 4437
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 0.8, which was -1 lower than the previous day. The implied volatity was 38.88, the open interest changed by 1275 which increased total open position to 3877
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1.95, which was -1.4 lower than the previous day. The implied volatity was 40.53, the open interest changed by 1472 which increased total open position to 2602
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 3.55, which was -0.5 lower than the previous day. The implied volatity was 32.07, the open interest changed by 459 which increased total open position to 1130
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 3.85, which was -2.3 lower than the previous day. The implied volatity was 25.67, the open interest changed by 294 which increased total open position to 671
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 5.95, which was 0.05 higher than the previous day. The implied volatity was 29.14, the open interest changed by 192 which increased total open position to 377
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 6.4, which was 1.15 higher than the previous day. The implied volatity was 32.14, the open interest changed by 23 which increased total open position to 185
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 5.5, which was -0.3 lower than the previous day. The implied volatity was 23.9, the open interest changed by 6 which increased total open position to 162
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 5, which was -1.85 lower than the previous day. The implied volatity was 23.9, the open interest changed by 5 which increased total open position to 156
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 6.5, which was -1.15 lower than the previous day. The implied volatity was 18.41, the open interest changed by 25 which increased total open position to 151
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 7.15, which was -6.25 lower than the previous day. The implied volatity was 19.59, the open interest changed by 22 which increased total open position to 126
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 13.45, which was -4.6 lower than the previous day. The implied volatity was 22.77, the open interest changed by 4 which increased total open position to 104
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 19.05, which was 0.55 higher than the previous day. The implied volatity was 23.9, the open interest changed by -29 which decreased total open position to 100
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 18.4, which was -4.65 lower than the previous day. The implied volatity was 19.84, the open interest changed by 53 which increased total open position to 129
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 23.55, which was 0.15 higher than the previous day. The implied volatity was 18.78, the open interest changed by 13 which increased total open position to 76
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 24.45, which was -17.4 lower than the previous day. The implied volatity was 15.31, the open interest changed by -12 which decreased total open position to 63
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 38.65, which was -0.8 lower than the previous day. The implied volatity was 18.79, the open interest changed by -1 which decreased total open position to 75
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 34.8, which was -11.3 lower than the previous day. The implied volatity was 13.96, the open interest changed by 38 which increased total open position to 76
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 44.8, which was -43.75 lower than the previous day. The implied volatity was 12.52, the open interest changed by 38 which increased total open position to 38
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 88.55, which was 0 lower than the previous day. The implied volatity was 4.44, the open interest changed by 0 which decreased total open position to 0
| NIFTY 07-Apr-2026 (3d) 26200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -1
Vega: 0.2
Theta: 6.32
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 22713.10 | 3580.05 | -9.45 | 42.85 | 4 | 0 | 10 |
| 1 Apr | 22679.40 | 3780 | 610 | - | 0 | 2 | 10 |
| 30 Mar | 22331.40 | 3780 | 610 | 50.77 | 8 | 6 | 8 |
| 27 Mar | 22819.60 | 3170 | 1003.35 | 36.44 | 2 | 1 | 2 |
| 25 Mar | 23306.45 | 2166.65 | 913.1 | - | 0 | 0 | 1 |
| 24 Mar | 22912.40 | 2166.65 | 913.1 | - | 0 | 0 | 1 |
| 23 Mar | 22512.65 | 2166.65 | 913.1 | - | 0 | 0 | 1 |
| 20 Mar | 23114.50 | 2166.65 | 913.1 | - | 0 | 0 | 1 |
| 19 Mar | 23002.15 | 2166.65 | 913.1 | - | 0 | 0 | 1 |
| 18 Mar | 23777.80 | 2166.65 | 913.1 | - | 0 | 0 | 1 |
| 17 Mar | 23581.15 | 2166.65 | 913.1 | - | 0 | 1 | 1 |
| 16 Mar | 23408.80 | 2166.65 | 913.1 | - | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 2166.65 | 913.1 | - | 0 | 0 | 1 |
| 12 Mar | 23639.15 | 2166.65 | 913.1 | - | 0 | 1 | 1 |
| 11 Mar | 23866.85 | 2166.65 | 913.1 | 16.23 | 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 26200 expiring on 07APR2026
Delta for 26200 PE is -1
Historical price for 26200 PE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 3580.05, which was -9.45 lower than the previous day. The implied volatity was 42.85, the open interest changed by 0 which decreased total open position to 10
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 3780, which was 610 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 10
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 3780, which was 610 higher than the previous day. The implied volatity was 50.77, the open interest changed by 6 which increased total open position to 8
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 3170, which was 1003.35 higher than the previous day. The implied volatity was 36.44, the open interest changed by 1 which increased total open position to 2
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 2166.65, which was 913.1 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 2166.65, which was 913.1 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 2166.65, which was 913.1 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 2166.65, which was 913.1 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 2166.65, which was 913.1 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 2166.65, which was 913.1 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 2166.65, which was 913.1 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 2166.65, which was 913.1 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 2166.65, which was 913.1 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 2166.65, which was 913.1 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 2166.65, which was 913.1 higher than the previous day. The implied volatity was 16.23, 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
