NIFTY
Nifty
Historical option data for NIFTY
02 Apr 2026 04:10 PM IST
| NIFTY 07-Apr-2026 (3d) 26400 CE | ||||||||||||||||
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Delta: 0
Vega: 0.12
Theta: -0.53
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 22713.10 | 0.45 | -0.25 | 42.47 | 12,821 | -1,387 | 2,862 | |||||||||
| 1 Apr | 22679.40 | 0.7 | -0.6 | 40.25 | 18,318 | 2,824 | 4,249 | |||||||||
| 30 Mar | 22331.40 | 1.25 | -1.7 | 40.39 | 8,584 | -1,206 | 1,425 | |||||||||
| 27 Mar | 22819.60 | 3.35 | 0.4 | 33.42 | 5,804 | 2,239 | 2,631 | |||||||||
| 25 Mar | 23306.45 | 2.95 | -2.65 | 26.3 | 1,480 | 186 | 392 | |||||||||
| 24 Mar | 22912.40 | 6 | 0.45 | 30.65 | 748 | 7 | 206 | |||||||||
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| 23 Mar | 22512.65 | 6 | 0.85 | 33.28 | 244 | 35 | 199 | |||||||||
| 20 Mar | 23114.50 | 5.15 | 0.55 | 24.99 | 33 | 8 | 164 | |||||||||
| 19 Mar | 23002.15 | 4.6 | -1.7 | 24.88 | 139 | 24 | 156 | |||||||||
| 18 Mar | 23777.80 | 6.65 | 0.15 | 19.77 | 134 | 18 | 132 | |||||||||
| 17 Mar | 23581.15 | 7.05 | -6.9 | 20.97 | 200 | 94 | 114 | |||||||||
| 16 Mar | 23408.80 | 14.5 | 1.7 | 24.37 | 9 | -1 | 20 | |||||||||
| 13 Mar | 23151.10 | 12.8 | -1.4 | 23.58 | 8 | 0 | 21 | |||||||||
| 12 Mar | 23639.15 | 14.2 | -2.3 | 20.19 | 18 | 6 | 21 | |||||||||
| 11 Mar | 23866.85 | 17.15 | 0.25 | 18.94 | 59 | 0 | 15 | |||||||||
| 10 Mar | 24261.60 | 15.7 | -47.5 | 15.29 | 62 | 15 | 15 | |||||||||
| 9 Mar | 24028.05 | 63.2 | 0 | 6.92 | 0 | 0 | 0 | |||||||||
| 6 Mar | 24450.45 | 63.2 | 0 | 5.18 | 0 | 0 | 0 | |||||||||
| 5 Mar | 24765.90 | 63.2 | 0 | 4.3 | 0 | 0 | 0 | |||||||||
| 4 Mar | 24480.50 | 63.2 | 0 | 4.98 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26400 expiring on 07APR2026
Delta for 26400 CE is 0
Historical price for 26400 CE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 42.47, the open interest changed by -1387 which decreased total open position to 2862
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 0.7, which was -0.6 lower than the previous day. The implied volatity was 40.25, the open interest changed by 2824 which increased total open position to 4249
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1.25, which was -1.7 lower than the previous day. The implied volatity was 40.39, the open interest changed by -1206 which decreased total open position to 1425
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 3.35, which was 0.4 higher than the previous day. The implied volatity was 33.42, the open interest changed by 2239 which increased total open position to 2631
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 2.95, which was -2.65 lower than the previous day. The implied volatity was 26.3, the open interest changed by 186 which increased total open position to 392
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 6, which was 0.45 higher than the previous day. The implied volatity was 30.65, the open interest changed by 7 which increased total open position to 206
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 6, which was 0.85 higher than the previous day. The implied volatity was 33.28, the open interest changed by 35 which increased total open position to 199
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 5.15, which was 0.55 higher than the previous day. The implied volatity was 24.99, the open interest changed by 8 which increased total open position to 164
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 4.6, which was -1.7 lower than the previous day. The implied volatity was 24.88, the open interest changed by 24 which increased total open position to 156
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 6.65, which was 0.15 higher than the previous day. The implied volatity was 19.77, the open interest changed by 18 which increased total open position to 132
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 7.05, which was -6.9 lower than the previous day. The implied volatity was 20.97, the open interest changed by 94 which increased total open position to 114
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 14.5, which was 1.7 higher than the previous day. The implied volatity was 24.37, the open interest changed by -1 which decreased total open position to 20
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 12.8, which was -1.4 lower than the previous day. The implied volatity was 23.58, the open interest changed by 0 which decreased total open position to 21
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 14.2, which was -2.3 lower than the previous day. The implied volatity was 20.19, the open interest changed by 6 which increased total open position to 21
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 17.15, which was 0.25 higher than the previous day. The implied volatity was 18.94, 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 15.7, which was -47.5 lower than the previous day. The implied volatity was 15.29, the open interest changed by 15 which increased total open position to 15
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 63.2, which was 0 lower than the previous day. The implied volatity was 6.92, 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 63.2, which was 0 lower than the previous day. The implied volatity was 5.18, 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 63.2, 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
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 63.2, which was 0 lower than the previous day. The implied volatity was 4.98, the open interest changed by 0 which decreased total open position to 0
| NIFTY 07-Apr-2026 (3d) 26400 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 | 3530 | 1143.15 | - | 0 | 0 | 1 |
| 1 Apr | 22679.40 | 3530 | 1143.15 | - | 0 | 0 | 1 |
| 30 Mar | 22331.40 | 3530 | 1143.15 | - | 0 | 0 | 1 |
| 27 Mar | 22819.60 | 3530 | 1143.15 | 49.91 | 1 | 0 | 1 |
| 25 Mar | 23306.45 | 2386.85 | 959.9 | - | 0 | 0 | 1 |
| 24 Mar | 22912.40 | 2386.85 | 959.9 | - | 0 | 0 | 1 |
| 23 Mar | 22512.65 | 2386.85 | 959.9 | - | 0 | 0 | 1 |
| 20 Mar | 23114.50 | 2386.85 | 959.9 | - | 0 | 0 | 1 |
| 19 Mar | 23002.15 | 2386.85 | 959.9 | - | 0 | 0 | 1 |
| 18 Mar | 23777.80 | 2386.85 | 959.9 | - | 0 | 0 | 1 |
| 17 Mar | 23581.15 | 2386.85 | 959.9 | - | 0 | 1 | 1 |
| 16 Mar | 23408.80 | 2386.85 | 959.9 | - | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 2386.85 | 959.9 | - | 0 | 0 | 1 |
| 12 Mar | 23639.15 | 2386.85 | 959.9 | - | 0 | 1 | 1 |
| 11 Mar | 23866.85 | 2386.85 | 959.9 | 21 | 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 26400 expiring on 07APR2026
Delta for 26400 PE is -
Historical price for 26400 PE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 3530, which was 1143.15 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 3530, which was 1143.15 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 3530, which was 1143.15 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 3530, which was 1143.15 higher than the previous day. The implied volatity was 49.91, 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 2386.85, which was 959.9 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 2386.85, which was 959.9 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 2386.85, which was 959.9 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 2386.85, which was 959.9 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 2386.85, which was 959.9 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 2386.85, which was 959.9 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 2386.85, which was 959.9 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 2386.85, which was 959.9 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 2386.85, which was 959.9 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 2386.85, which was 959.9 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 2386.85, which was 959.9 higher than the previous day. The implied volatity was 21, 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
