NIFTY
Nifty
Historical option data for NIFTY
02 Apr 2026 04:10 PM IST
| NIFTY 07-Apr-2026 (2d) 26350 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 | -0.25 | 42.39 | 2,266 | 354 | 831 | |||||||||
| 1 Apr | 22679.40 | 0.8 | -0.85 | 40.29 | 2,148 | 226 | 477 | |||||||||
| 30 Mar | 22331.40 | 1.3 | -1.45 | 39.65 | 701 | 104 | 251 | |||||||||
| 27 Mar | 22819.60 | 2.5 | -0.65 | 31.93 | 284 | 78 | 147 | |||||||||
| 25 Mar | 23306.45 | 3 | -2.5 | 25.99 | 140 | 33 | 69 | |||||||||
| 24 Mar | 22912.40 | 5.5 | -0.25 | 29.94 | 27 | -1 | 36 | |||||||||
| 23 Mar | 22512.65 | 5.45 | -0.3 | 32.68 | 100 | 18 | 37 | |||||||||
| 20 Mar | 23114.50 | 5.75 | 0.95 | 25.03 | 10 | 2 | 19 | |||||||||
| 19 Mar | 23002.15 | 5 | -3.3 | 24.84 | 32 | -19 | 17 | |||||||||
| 18 Mar | 23777.80 | 8 | -1.05 | 20.08 | 79 | 2 | 36 | |||||||||
| 17 Mar | 23581.15 | 9.05 | -5.85 | 21.41 | 26 | 0 | 34 | |||||||||
| 16 Mar | 23408.80 | 14.9 | -1.95 | 24.15 | 4 | 1 | 34 | |||||||||
| 13 Mar | 23151.10 | 16.85 | 0.35 | 24.34 | 9 | 17 | 33 | |||||||||
| 12 Mar | 23639.15 | 14 | 0.9 | 19.84 | 81 | 16 | 16 | |||||||||
| 11 Mar | 23866.85 | 12 | -56.9 | 17.53 | 2 | 0 | 0 | |||||||||
| 10 Mar | 24261.60 | 68.9 | 0 | 6.03 | 0 | 0 | 0 | |||||||||
| 9 Mar | 24028.05 | 68.9 | 0 | 6.78 | 0 | 0 | 0 | |||||||||
| 6 Mar | 24450.45 | 68.9 | 0 | 5.05 | 0 | 0 | 0 | |||||||||
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| 5 Mar | 24765.90 | 68.9 | 0 | 4.16 | 0 | 0 | 0 | |||||||||
| 4 Mar | 24480.50 | 68.9 | 0 | 4.85 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26350 expiring on 07APR2026
Delta for 26350 CE is 0
Historical price for 26350 CE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 42.39, the open interest changed by 354 which increased total open position to 831
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 0.8, which was -0.85 lower than the previous day. The implied volatity was 40.29, the open interest changed by 226 which increased total open position to 477
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1.3, which was -1.45 lower than the previous day. The implied volatity was 39.65, the open interest changed by 104 which increased total open position to 251
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 2.5, which was -0.65 lower than the previous day. The implied volatity was 31.93, the open interest changed by 78 which increased total open position to 147
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 3, which was -2.5 lower than the previous day. The implied volatity was 25.99, the open interest changed by 33 which increased total open position to 69
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 5.5, which was -0.25 lower than the previous day. The implied volatity was 29.94, the open interest changed by -1 which decreased total open position to 36
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 5.45, which was -0.3 lower than the previous day. The implied volatity was 32.68, the open interest changed by 18 which increased total open position to 37
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 5.75, which was 0.95 higher than the previous day. The implied volatity was 25.03, the open interest changed by 2 which increased total open position to 19
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 5, which was -3.3 lower than the previous day. The implied volatity was 24.84, the open interest changed by -19 which decreased total open position to 17
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 8, which was -1.05 lower than the previous day. The implied volatity was 20.08, the open interest changed by 2 which increased total open position to 36
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 9.05, which was -5.85 lower than the previous day. The implied volatity was 21.41, the open interest changed by 0 which decreased total open position to 34
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 14.9, which was -1.95 lower than the previous day. The implied volatity was 24.15, the open interest changed by 1 which increased total open position to 34
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 16.85, which was 0.35 higher than the previous day. The implied volatity was 24.34, the open interest changed by 17 which increased total open position to 33
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 14, which was 0.9 higher than the previous day. The implied volatity was 19.84, the open interest changed by 16 which increased total open position to 16
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 12, which was -56.9 lower than the previous day. The implied volatity was 17.53, 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 68.9, which was 0 lower than the previous day. The implied volatity was 6.03, 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 68.9, which was 0 lower than the previous day. The implied volatity was 6.78, 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 68.9, which was 0 lower than the previous day. The implied volatity was 5.05, 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 68.9, 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
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 68.9, which was 0 lower than the previous day. The implied volatity was 4.85, the open interest changed by 0 which decreased total open position to 0
| NIFTY 07-Apr-2026 (2d) 26350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 22713.10 | 2349.15 | 966.2 | - | 0 | 0 | 1 |
| 1 Apr | 22679.40 | 2349.15 | 966.2 | - | 0 | 0 | 1 |
| 30 Mar | 22331.40 | 2349.15 | 966.2 | - | 0 | 0 | 1 |
| 27 Mar | 22819.60 | 2349.15 | 966.2 | - | 0 | 0 | 1 |
| 25 Mar | 23306.45 | 2349.15 | 966.2 | - | 0 | 0 | 1 |
| 24 Mar | 22912.40 | 2349.15 | 966.2 | - | 0 | 0 | 1 |
| 23 Mar | 22512.65 | 2349.15 | 966.2 | - | 0 | 0 | 1 |
| 20 Mar | 23114.50 | 2349.15 | 966.2 | - | 0 | 0 | 1 |
| 19 Mar | 23002.15 | 2349.15 | 966.2 | - | 0 | 0 | 1 |
| 18 Mar | 23777.80 | 2349.15 | 966.2 | - | 0 | 0 | 1 |
| 17 Mar | 23581.15 | 2349.15 | 966.2 | - | 0 | 1 | 1 |
| 16 Mar | 23408.80 | 2349.15 | 966.2 | - | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 2349.15 | 966.2 | - | 0 | 0 | 1 |
| 12 Mar | 23639.15 | 2349.15 | 966.2 | - | 0 | 1 | 1 |
| 11 Mar | 23866.85 | 2349.15 | 966.2 | 22.49 | 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 26350 expiring on 07APR2026
Delta for 26350 PE is -
Historical price for 26350 PE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 2349.15, which was 966.2 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 2349.15, which was 966.2 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 2349.15, which was 966.2 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 2349.15, which was 966.2 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 2349.15, which was 966.2 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 2349.15, which was 966.2 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 2349.15, which was 966.2 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 2349.15, which was 966.2 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 2349.15, which was 966.2 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 2349.15, which was 966.2 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 2349.15, which was 966.2 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 2349.15, which was 966.2 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 2349.15, which was 966.2 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 2349.15, which was 966.2 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 2349.15, which was 966.2 higher than the previous day. The implied volatity was 22.49, 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
