NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:30 PM IST
| NIFTY 28-Apr-2026 (4d) 26450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0
Vega: 0
Theta: -0.75
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23878.45 | 0.6 | 0.04999999999999993 | 32.65 | 4,023 | 203 | 1,741 | |||||||||
| 23 Apr | 24173.05 | 0.55 | -0.29999999999999993 | 26.29 | 7,873 | 398 | 1,545 | |||||||||
| 22 Apr | 24378.10 | 0.8 | -0.19999999999999996 | 22.77 | 9,194 | 426 | 1,147 | |||||||||
| 21 Apr | 24576.60 | 0.9 | -0.15000000000000002 | 19.3 | 1,235 | -88 | 774 | |||||||||
| 20 Apr | 24364.85 | 0.95 | -0.40000000000000013 | 20.5 | 369 | -102 | 870 | |||||||||
| 17 Apr | 24353.55 | 1.35 | -1 | 17.84 | 774 | 28 | 982 | |||||||||
| 16 Apr | 24196.75 | 2.15 | -0.75 | 19.53 | 402 | -187 | 958 | |||||||||
| 15 Apr | 24231.30 | 2.65 | -0.6499999999999999 | 19.01 | 820 | 323 | 1,151 | |||||||||
| 13 Apr | 23842.65 | 3.55 | -1.2000000000000002 | 21.32 | 663 | -272 | 828 | |||||||||
| 10 Apr | 24050.60 | 5.05 | -0.2999999999999998 | 18.67 | 303 | -83 | 1,102 | |||||||||
| 9 Apr | 23775.10 | 5.25 | -1.5999999999999996 | 20.21 | 31 | -2 | 1,186 | |||||||||
| 8 Apr | 23997.35 | 7.4 | 1.35 | 18.69 | 2,870 | 162 | 1,194 | |||||||||
| 7 Apr | 23123.65 | 6.45 | -0.3 | 24.03 | 201 | -594 | 226 | |||||||||
| 6 Apr | 22968.25 | 6 | -0.2 | 24.4 | 9 | -907 | 152 | |||||||||
| 2 Apr | 22713.10 | 6.2 | -1 | 24.03 | 24 | -188 | 149 | |||||||||
| 1 Apr | 22679.40 | 7.05 | -3.55 | 23.94 | 18 | 4 | 145 | |||||||||
| 30 Mar | 22331.40 | 15 | -0.05 | 27.85 | 252 | 14 | 144 | |||||||||
| 27 Mar | 22819.60 | 15.05 | -3.15 | 23.5 | 39 | 15 | 98 | |||||||||
| 25 Mar | 23306.45 | 17.35 | -3.05 | 20.32 | 20 | 8 | 83 | |||||||||
| 24 Mar | 22912.40 | 20.4 | 2.4 | 22.75 | 42 | -2 | 80 | |||||||||
| 23 Mar | 22512.65 | 18 | -0.1 | - | 0 | 0 | 82 | |||||||||
| 20 Mar | 23114.50 | 18 | -0.1 | 19.91 | 2 | 26 | 83 | |||||||||
| 19 Mar | 23002.15 | 18.1 | -4.6 | 19.9 | 104 | -1 | 82 | |||||||||
| 18 Mar | 23777.80 | 22.7 | -0.8 | 16.41 | 3 | 25 | 84 | |||||||||
| 17 Mar | 23581.15 | 23.5 | -6.05 | 17.37 | 52 | 31 | 85 | |||||||||
| 16 Mar | 23408.80 | 29 | 1.6 | 19.18 | 67 | 6 | 68 | |||||||||
| 13 Mar | 23151.10 | 28.85 | -12.1 | 19.49 | 279 | 33 | 62 | |||||||||
| 12 Mar | 23639.15 | 40.95 | -9.75 | - | 0 | 103 | 132 | |||||||||
| 11 Mar | 23866.85 | 40.95 | -9.75 | 16.33 | 74 | -27 | 132 | |||||||||
| 10 Mar | 24261.60 | 50.25 | -22.15 | 14.21 | 197 | -80 | 163 | |||||||||
| 9 Mar | 24028.05 | 68.7 | -18.75 | - | 0 | 240 | 243 | |||||||||
| 6 Mar | 24450.45 | 68.7 | -18.75 | 13.52 | 170 | 2 | 244 | |||||||||
| 5 Mar | 24765.90 | 84.05 | 6.9 | 12.39 | 260 | 244 | 244 | |||||||||
| 4 Mar | 24480.50 | 75.65 | -20.95 | 13.51 | 75 | -6 | 195 | |||||||||
| 2 Mar | 24865.70 | 96 | -33.95 | 11.7 | 547 | 94 | 201 | |||||||||
| 27 Feb | 25178.65 | 128.9 | -61.4 | 10.16 | 91 | -6 | 107 | |||||||||
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| 26 Feb | 25496.55 | 190.4 | -6 | 9.45 | 62 | 24 | 115 | |||||||||
| 25 Feb | 25482.50 | 195.5 | -12.2 | 9.61 | 50 | 18 | 91 | |||||||||
| 24 Feb | 25424.65 | 201.35 | -71.45 | 9.76 | 34 | 0 | 66 | |||||||||
| 23 Feb | 25713.00 | 272.8 | 1.75 | 9.26 | 66 | -5 | 62 | |||||||||
| 20 Feb | 25571.25 | 271.05 | -5.95 | 10.08 | 6 | 3 | 67 | |||||||||
| 19 Feb | 25454.35 | 277 | -44.65 | 11.41 | 2 | 0 | 63 | |||||||||
| 18 Feb | 25819.35 | 321.65 | 17.35 | 8.74 | 29 | 17 | 63 | |||||||||
| 17 Feb | 25725.40 | 304.3 | 5.05 | 9.08 | 11 | 6 | 46 | |||||||||
| 16 Feb | 25682.75 | 299.25 | 42.6 | 9.16 | 7 | -2 | 39 | |||||||||
| 13 Feb | 25471.10 | 256.65 | -92.35 | 9.75 | 53 | 12 | 41 | |||||||||
| 12 Feb | 25807.20 | 349 | -59.6 | 8.64 | 2 | -1 | 30 | |||||||||
| 11 Feb | 25953.85 | 408.6 | -12.95 | 8.25 | 10 | 9 | 30 | |||||||||
| 10 Feb | 25935.15 | 421.55 | 24.75 | 8.68 | 1 | 0 | 20 | |||||||||
| 9 Feb | 25867.30 | 395.9 | 57.95 | 8.59 | 4 | -1 | 20 | |||||||||
| 6 Feb | 25693.70 | 337.95 | -2 | 8.85 | 7 | 2 | 22 | |||||||||
| 5 Feb | 25642.80 | 339.95 | -50.05 | 9.08 | 5 | 0 | 20 | |||||||||
| 4 Feb | 25776.00 | 390 | -12 | 9.09 | 18 | 2 | 9 | |||||||||
| 3 Feb | 25727.55 | 402 | 244.4 | 9.45 | 2 | 0 | 7 | |||||||||
| 2 Feb | 25088.40 | 157.6 | 7 | 8.89 | 9 | 3 | 6 | |||||||||
| 1 Feb | 24825.45 | 149.35 | -125.8 | 10.57 | 3 | 0 | 0 | |||||||||
| 30 Jan | 25320.65 | 275.15 | -39.55 | 9.69 | 1 | 0 | 1 | |||||||||
| 29 Jan | 25418.90 | 314.7 | -34.5 | 9.66 | 1 | 0 | 0 | |||||||||
For Nifty - strike price 26450 expiring on 28APR2026
Delta for 26450 CE is 0
Historical price for 26450 CE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 0.6, which was 0.04999999999999993 higher than the previous day. The implied volatity was 32.65, the open interest changed by 203 which increased total open position to 1741
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 0.55, which was -0.29999999999999993 lower than the previous day. The implied volatity was 26.29, the open interest changed by 398 which increased total open position to 1545
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 0.8, which was -0.19999999999999996 lower than the previous day. The implied volatity was 22.77, the open interest changed by 426 which increased total open position to 1147
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 0.9, which was -0.15000000000000002 lower than the previous day. The implied volatity was 19.3, the open interest changed by -88 which decreased total open position to 774
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 0.95, which was -0.40000000000000013 lower than the previous day. The implied volatity was 20.5, the open interest changed by -102 which decreased total open position to 870
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1.35, which was -1 lower than the previous day. The implied volatity was 17.84, the open interest changed by 28 which increased total open position to 982
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 2.15, which was -0.75 lower than the previous day. The implied volatity was 19.53, the open interest changed by -187 which decreased total open position to 958
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 2.65, which was -0.6499999999999999 lower than the previous day. The implied volatity was 19.01, the open interest changed by 323 which increased total open position to 1151
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 3.55, which was -1.2000000000000002 lower than the previous day. The implied volatity was 21.32, the open interest changed by -272 which decreased total open position to 828
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 5.05, which was -0.2999999999999998 lower than the previous day. The implied volatity was 18.67, the open interest changed by -83 which decreased total open position to 1102
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 5.25, which was -1.5999999999999996 lower than the previous day. The implied volatity was 20.21, the open interest changed by -2 which decreased total open position to 1186
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 7.4, which was 1.35 higher than the previous day. The implied volatity was 18.69, the open interest changed by 162 which increased total open position to 1194
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 6.45, which was -0.3 lower than the previous day. The implied volatity was 24.03, the open interest changed by -594 which decreased total open position to 226
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 6, which was -0.2 lower than the previous day. The implied volatity was 24.4, the open interest changed by -907 which decreased total open position to 152
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 6.2, which was -1 lower than the previous day. The implied volatity was 24.03, the open interest changed by -188 which decreased total open position to 149
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 7.05, which was -3.55 lower than the previous day. The implied volatity was 23.94, the open interest changed by 4 which increased total open position to 145
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 15, which was -0.05 lower than the previous day. The implied volatity was 27.85, the open interest changed by 14 which increased total open position to 144
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 15.05, which was -3.15 lower than the previous day. The implied volatity was 23.5, the open interest changed by 15 which increased total open position to 98
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 17.35, which was -3.05 lower than the previous day. The implied volatity was 20.32, the open interest changed by 8 which increased total open position to 83
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 20.4, which was 2.4 higher than the previous day. The implied volatity was 22.75, the open interest changed by -2 which decreased total open position to 80
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 18, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 82
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 18, which was -0.1 lower than the previous day. The implied volatity was 19.91, the open interest changed by 26 which increased total open position to 83
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 18.1, which was -4.6 lower than the previous day. The implied volatity was 19.9, the open interest changed by -1 which decreased total open position to 82
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 22.7, which was -0.8 lower than the previous day. The implied volatity was 16.41, the open interest changed by 25 which increased total open position to 84
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 23.5, which was -6.05 lower than the previous day. The implied volatity was 17.37, the open interest changed by 31 which increased total open position to 85
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 29, which was 1.6 higher than the previous day. The implied volatity was 19.18, the open interest changed by 6 which increased total open position to 68
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 28.85, which was -12.1 lower than the previous day. The implied volatity was 19.49, the open interest changed by 33 which increased total open position to 62
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 40.95, which was -9.75 lower than the previous day. The implied volatity was -, the open interest changed by 103 which increased total open position to 132
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 40.95, which was -9.75 lower than the previous day. The implied volatity was 16.33, the open interest changed by -27 which decreased total open position to 132
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 50.25, which was -22.15 lower than the previous day. The implied volatity was 14.21, the open interest changed by -80 which decreased total open position to 163
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 68.7, which was -18.75 lower than the previous day. The implied volatity was -, the open interest changed by 240 which increased total open position to 243
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 68.7, which was -18.75 lower than the previous day. The implied volatity was 13.52, the open interest changed by 2 which increased total open position to 244
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 84.05, which was 6.9 higher than the previous day. The implied volatity was 12.39, the open interest changed by 244 which increased total open position to 244
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 75.65, which was -20.95 lower than the previous day. The implied volatity was 13.51, the open interest changed by -6 which decreased total open position to 195
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 96, which was -33.95 lower than the previous day. The implied volatity was 11.7, the open interest changed by 94 which increased total open position to 201
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 128.9, which was -61.4 lower than the previous day. The implied volatity was 10.16, the open interest changed by -6 which decreased total open position to 107
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 190.4, which was -6 lower than the previous day. The implied volatity was 9.45, the open interest changed by 24 which increased total open position to 115
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 195.5, which was -12.2 lower than the previous day. The implied volatity was 9.61, the open interest changed by 18 which increased total open position to 91
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 201.35, which was -71.45 lower than the previous day. The implied volatity was 9.76, the open interest changed by 0 which decreased total open position to 66
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 272.8, which was 1.75 higher than the previous day. The implied volatity was 9.26, the open interest changed by -5 which decreased total open position to 62
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 271.05, which was -5.95 lower than the previous day. The implied volatity was 10.08, the open interest changed by 3 which increased total open position to 67
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 277, which was -44.65 lower than the previous day. The implied volatity was 11.41, the open interest changed by 0 which decreased total open position to 63
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 321.65, which was 17.35 higher than the previous day. The implied volatity was 8.74, the open interest changed by 17 which increased total open position to 63
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 304.3, which was 5.05 higher than the previous day. The implied volatity was 9.08, the open interest changed by 6 which increased total open position to 46
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 299.25, which was 42.6 higher than the previous day. The implied volatity was 9.16, the open interest changed by -2 which decreased total open position to 39
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 256.65, which was -92.35 lower than the previous day. The implied volatity was 9.75, the open interest changed by 12 which increased total open position to 41
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 349, which was -59.6 lower than the previous day. The implied volatity was 8.64, the open interest changed by -1 which decreased total open position to 30
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 408.6, which was -12.95 lower than the previous day. The implied volatity was 8.25, the open interest changed by 9 which increased total open position to 30
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 421.55, which was 24.75 higher than the previous day. The implied volatity was 8.68, the open interest changed by 0 which decreased total open position to 20
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 395.9, which was 57.95 higher than the previous day. The implied volatity was 8.59, the open interest changed by -1 which decreased total open position to 20
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 337.95, which was -2 lower than the previous day. The implied volatity was 8.85, the open interest changed by 2 which increased total open position to 22
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 339.95, which was -50.05 lower than the previous day. The implied volatity was 9.08, the open interest changed by 0 which decreased total open position to 20
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 390, which was -12 lower than the previous day. The implied volatity was 9.09, the open interest changed by 2 which increased total open position to 9
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 402, which was 244.4 higher than the previous day. The implied volatity was 9.45, the open interest changed by 0 which decreased total open position to 7
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 157.6, which was 7 higher than the previous day. The implied volatity was 8.89, the open interest changed by 3 which increased total open position to 6
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 149.35, which was -125.8 lower than the previous day. The implied volatity was 10.57, 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 275.15, which was -39.55 lower than the previous day. The implied volatity was 9.69, the open interest changed by 0 which decreased total open position to 1
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 314.7, which was -34.5 lower than the previous day. The implied volatity was 9.66, the open interest changed by 0 which decreased total open position to 0
| NIFTY 28-Apr-2026 (4d) 26450 PE | |||||||
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Delta: -1
Vega: 0
Theta: 3.05
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23878.45 | 2473.85 | 206.8499999999999 | 32 | 2 | 0 | 8 |
| 23 Apr | 24173.05 | 2267 | -1173 | 48.49 | 1 | 0 | 9 |
| 22 Apr | 24378.10 | 3440 | 3440 | - | 0 | 0 | 9 |
| 21 Apr | 24576.60 | 3440 | 3440 | - | 0 | 0 | 9 |
| 20 Apr | 24364.85 | 3440 | 3440 | - | 0 | 0 | 9 |
| 17 Apr | 24353.55 | 3440 | 3440 | - | 0 | 0 | 9 |
| 16 Apr | 24196.75 | 3440 | 3440 | - | 0 | 0 | 9 |
| 15 Apr | 24231.30 | 3440 | 3440 | - | 0 | 0 | 9 |
| 13 Apr | 23842.65 | 3440 | 3440 | - | 0 | 0 | 9 |
| 10 Apr | 24050.60 | 3440 | 3440 | - | 0 | 0 | 9 |
| 9 Apr | 23775.10 | 3440 | 3440 | - | 0 | 0 | 9 |
| 8 Apr | 23997.35 | 3440 | 352.65 | - | 0 | 8 | 9 |
| 7 Apr | 23123.65 | 3440 | 352.65 | - | 0 | 0 | 9 |
| 6 Apr | 22968.25 | 3440 | 352.65 | - | 0 | 0 | 9 |
| 2 Apr | 22713.10 | 3440 | 352.65 | - | 0 | 8 | 9 |
| 1 Apr | 22679.40 | 3440 | 352.65 | - | 0 | 0 | 9 |
| 30 Mar | 22331.40 | 3440 | 352.65 | - | 0 | 8 | 9 |
| 27 Mar | 22819.60 | 3440 | 352.65 | - | 0 | 8 | 9 |
| 25 Mar | 23306.45 | 3440 | 352.65 | - | 0 | 0 | 9 |
| 24 Mar | 22912.40 | 3440 | 352.65 | - | 0 | 0 | 9 |
| 23 Mar | 22512.65 | 3440 | 352.65 | - | 1 | 8 | 9 |
| 20 Mar | 23114.50 | 3088.75 | 735.55 | - | 0 | 0 | 9 |
| 19 Mar | 23002.15 | 3088.75 | 735.55 | - | 0 | 0 | 9 |
| 18 Mar | 23777.80 | 3088.75 | 735.55 | - | 0 | 8 | 9 |
| 17 Mar | 23581.15 | 3088.75 | 735.55 | - | 5 | 0 | 9 |
| 16 Mar | 23408.80 | 3088.75 | 735.55 | - | 5 | 0 | 0 |
| 13 Mar | 23151.10 | 3088.75 | 735.55 | 28.28 | 5 | 12 | 13 |
| 12 Mar | 23639.15 | 2354.1 | 991.3 | - | 0 | 0 | 13 |
| 11 Mar | 23866.85 | 2354.1 | 991.3 | 20.46 | 7 | 14 | 14 |
| 10 Mar | 24261.60 | 1362.8 | 522.8 | - | 0 | 20 | 20 |
| 9 Mar | 24028.05 | 1362.8 | 522.8 | - | 0 | 20 | 20 |
| 6 Mar | 24450.45 | 1362.8 | 522.8 | - | 0 | 20 | 20 |
| 5 Mar | 24765.90 | 1362.8 | 522.8 | - | 4 | 0 | 0 |
| 4 Mar | 24480.50 | 1362.8 | 522.8 | - | 4 | 0 | 20 |
| 2 Mar | 24865.70 | 1362.8 | 522.8 | 14.57 | 4 | -1 | 23 |
| 27 Feb | 25178.65 | 840 | -15.15 | - | 7 | 0 | 24 |
| 26 Feb | 25496.55 | 840 | -15.15 | 12.9 | 7 | 0 | 19 |
| 25 Feb | 25482.50 | 855.15 | 38.8 | 13.01 | 1 | 0 | 18 |
| 24 Feb | 25424.65 | 816.35 | 115.6 | 11.78 | 4 | 1 | 18 |
| 23 Feb | 25713.00 | 701.45 | -101.3 | 12.66 | 2 | 0 | 17 |
| 20 Feb | 25571.25 | 802.75 | -91.6 | 13.14 | 13 | 8 | 16 |
| 19 Feb | 25454.35 | 894.35 | 261.85 | 13.15 | 3 | 0 | 7 |
| 18 Feb | 25819.35 | 632.5 | -59.75 | 12.34 | 2 | 0 | 6 |
| 17 Feb | 25725.40 | 692.25 | -33.7 | 12.61 | 1 | 0 | 7 |
| 16 Feb | 25682.75 | 725.95 | -80.8 | 12.94 | 3 | 1 | 7 |
| 13 Feb | 25471.10 | 806.75 | 176.45 | 11.83 | 2 | 0 | 7 |
| 12 Feb | 25807.20 | 628.9 | 84.4 | 12.18 | 2 | 0 | 7 |
| 11 Feb | 25953.85 | 547 | -22.75 | 11.99 | 8 | 3 | 6 |
| 10 Feb | 25935.15 | 568 | -38.4 | 12.16 | 6 | 0 | 2 |
| 9 Feb | 25867.30 | 604.75 | -116.85 | 12.38 | 2 | 0 | 2 |
| 6 Feb | 25693.70 | 719.45 | -1.85 | 12.74 | 2 | 0 | 1 |
| 5 Feb | 25642.80 | 721.3 | -451.9 | - | 0 | 0 | 1 |
| 4 Feb | 25776.00 | 721.3 | -451.9 | 13.52 | 1 | 0 | 1 |
| 3 Feb | 25727.55 | 1173.2 | -27 | - | 0 | 0 | 1 |
| 2 Feb | 25088.40 | 1173.2 | -27 | 14.89 | 2 | -1 | 0 |
| 1 Feb | 24825.45 | 1200.2 | 224.15 | 10.1 | 2 | 0 | 1 |
| 30 Jan | 25320.65 | 976.05 | -242.7 | 13.92 | 1 | 0 | 0 |
| 29 Jan | 25418.90 | 1218.75 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26450 expiring on 28APR2026
Delta for 26450 PE is -1
Historical price for 26450 PE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 2473.85, which was 206.8499999999999 higher than the previous day. The implied volatity was 32, the open interest changed by 0 which decreased total open position to 8
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 2267, which was -1173 lower than the previous day. The implied volatity was 48.49, the open interest changed by 0 which decreased total open position to 9
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 3440, which was 3440 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 3440, which was 3440 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 3440, which was 3440 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 3440, which was 3440 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 3440, which was 3440 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 3440, which was 3440 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 3440, which was 3440 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 3440, which was 3440 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 3440, which was 3440 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 3440, which was 352.65 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 9
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 3440, which was 352.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 3440, which was 352.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 3440, which was 352.65 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 9
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 3440, which was 352.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 3440, which was 352.65 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 9
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 3440, which was 352.65 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 9
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 3440, which was 352.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 3440, which was 352.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 3440, which was 352.65 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 9
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 3088.75, which was 735.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 3088.75, which was 735.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 3088.75, which was 735.55 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 9
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 3088.75, which was 735.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 3088.75, which was 735.55 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 3088.75, which was 735.55 higher than the previous day. The implied volatity was 28.28, the open interest changed by 12 which increased total open position to 13
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 2354.1, which was 991.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 2354.1, which was 991.3 higher than the previous day. The implied volatity was 20.46, the open interest changed by 14 which increased total open position to 14
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1362.8, which was 522.8 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1362.8, which was 522.8 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1362.8, which was 522.8 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1362.8, which was 522.8 higher 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 1362.8, which was 522.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 1362.8, which was 522.8 higher than the previous day. The implied volatity was 14.57, the open interest changed by -1 which decreased total open position to 23
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 840, which was -15.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 840, which was -15.15 lower than the previous day. The implied volatity was 12.9, the open interest changed by 0 which decreased total open position to 19
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 855.15, which was 38.8 higher than the previous day. The implied volatity was 13.01, the open interest changed by 0 which decreased total open position to 18
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 816.35, which was 115.6 higher than the previous day. The implied volatity was 11.78, the open interest changed by 1 which increased total open position to 18
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 701.45, which was -101.3 lower than the previous day. The implied volatity was 12.66, the open interest changed by 0 which decreased total open position to 17
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 802.75, which was -91.6 lower than the previous day. The implied volatity was 13.14, the open interest changed by 8 which increased total open position to 16
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 894.35, which was 261.85 higher than the previous day. The implied volatity was 13.15, the open interest changed by 0 which decreased total open position to 7
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 632.5, which was -59.75 lower than the previous day. The implied volatity was 12.34, the open interest changed by 0 which decreased total open position to 6
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 692.25, which was -33.7 lower than the previous day. The implied volatity was 12.61, the open interest changed by 0 which decreased total open position to 7
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 725.95, which was -80.8 lower than the previous day. The implied volatity was 12.94, the open interest changed by 1 which increased total open position to 7
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 806.75, which was 176.45 higher than the previous day. The implied volatity was 11.83, the open interest changed by 0 which decreased total open position to 7
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 628.9, which was 84.4 higher than the previous day. The implied volatity was 12.18, the open interest changed by 0 which decreased total open position to 7
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 547, which was -22.75 lower than the previous day. The implied volatity was 11.99, the open interest changed by 3 which increased total open position to 6
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 568, which was -38.4 lower than the previous day. The implied volatity was 12.16, the open interest changed by 0 which decreased total open position to 2
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 604.75, which was -116.85 lower than the previous day. The implied volatity was 12.38, the open interest changed by 0 which decreased total open position to 2
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 719.45, which was -1.85 lower than the previous day. The implied volatity was 12.74, the open interest changed by 0 which decreased total open position to 1
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 721.3, which was -451.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 721.3, which was -451.9 lower than the previous day. The implied volatity was 13.52, the open interest changed by 0 which decreased total open position to 1
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 1173.2, which was -27 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 1173.2, which was -27 lower than the previous day. The implied volatity was 14.89, the open interest changed by -1 which decreased total open position to 0
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 1200.2, which was 224.15 higher than the previous day. The implied volatity was 10.1, the open interest changed by 0 which decreased total open position to 1
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 976.05, which was -242.7 lower than the previous day. The implied volatity was 13.92, 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 1218.75, 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
