NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:31 PM IST
| NIFTY 28-Apr-2026 (4d) 26500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0
Vega: 0
Theta: -0.64
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23869.65 | 0.5 | 0 | 32.61 | 75,213 | -10,629 | 31,258 | |||||||||
| 23 Apr | 24173.05 | 0.45 | -0.35000000000000003 | 26.28 | 1,27,576 | -3,249 | 41,943 | |||||||||
| 22 Apr | 24378.10 | 0.75 | -0.19999999999999996 | 23.1 | 1,17,157 | 2,597 | 45,150 | |||||||||
| 21 Apr | 24576.60 | 0.95 | 0.04999999999999993 | 19.86 | 45,487 | 1,527 | 42,768 | |||||||||
| 20 Apr | 24364.85 | 0.9 | -0.29999999999999993 | 20.81 | 45,201 | 20,186 | 41,251 | |||||||||
| 17 Apr | 24353.55 | 1.4 | -0.7000000000000002 | 18.26 | 25,142 | -1,564 | 21,069 | |||||||||
| 16 Apr | 24196.75 | 2 | -0.7000000000000002 | 19.68 | 10,610 | 995 | 22,606 | |||||||||
| 15 Apr | 24231.30 | 2.7 | -0.25 | 19.42 | 12,337 | 173 | 21,613 | |||||||||
| 13 Apr | 23842.65 | 3 | -1.2999999999999998 | 21.23 | 9,466 | -332 | 21,419 | |||||||||
| 10 Apr | 24050.60 | 4.3 | -0.35000000000000053 | 18.59 | 11,369 | 1,994 | 21,768 | |||||||||
| 9 Apr | 23775.10 | 4.65 | -1.5499999999999998 | 20.25 | 13,030 | -84 | 19,777 | |||||||||
| 8 Apr | 23997.35 | 6.3 | 0.1 | 18.58 | 32,201 | 13,663 | 19,870 | |||||||||
| 7 Apr | 23123.65 | 5.65 | -0.25 | 23.9 | 13,090 | 3,592 | 13,428 | |||||||||
| 6 Apr | 22968.25 | 6.1 | 0 | 24.75 | 12,044 | -10,392 | 11,934 | |||||||||
| 2 Apr | 22713.10 | 6 | -0.75 | 24.19 | 9,340 | -156 | 11,144 | |||||||||
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| 1 Apr | 22679.40 | 6.7 | -3.45 | 24.04 | 12,348 | 150 | 11,309 | |||||||||
| 30 Mar | 22331.40 | 10.3 | -2.75 | 26.91 | 18,693 | -989 | 11,123 | |||||||||
| 27 Mar | 22819.60 | 14.9 | -1.9 | 23.73 | 9,332 | 4,516 | 9,103 | |||||||||
| 25 Mar | 23306.45 | 17.6 | -3.95 | 20.64 | 15,462 | 6,600 | 8,713 | |||||||||
| 24 Mar | 22912.40 | 23.3 | 5.6 | 23.55 | 14,452 | 7,739 | 8,586 | |||||||||
| 23 Mar | 22512.65 | 17 | 0.05 | 24.68 | 6,802 | -214 | 6,630 | |||||||||
| 20 Mar | 23114.50 | 16.75 | -1.2 | 19.92 | 4,424 | 6,244 | 6,851 | |||||||||
| 19 Mar | 23002.15 | 18.35 | -2.75 | 20.71 | 9,286 | -634 | 6,573 | |||||||||
| 18 Mar | 23777.80 | 21.5 | -2.05 | 16.44 | 5,585 | 6,669 | 7,209 | |||||||||
| 17 Mar | 23581.15 | 24.4 | -4.15 | 17.75 | 5,166 | 7,016 | 7,470 | |||||||||
| 16 Mar | 23408.80 | 26.25 | -2 | 19.07 | 4,168 | 7,146 | 7,670 | |||||||||
| 13 Mar | 23151.10 | 30.65 | 0.65 | 19.96 | 6,089 | 7,146 | 7,607 | |||||||||
| 12 Mar | 23639.15 | 28.5 | -9.05 | 16.78 | 5,729 | 6,906 | 7,307 | |||||||||
| 11 Mar | 23866.85 | 37.65 | -10.35 | 16.29 | 8,366 | 6,552 | 6,871 | |||||||||
| 10 Mar | 24261.60 | 51.9 | -8.9 | 14.61 | 10,307 | 1,109 | 7,743 | |||||||||
| 9 Mar | 24028.05 | 60 | -6.55 | 16.73 | 10,951 | 6,513 | 6,686 | |||||||||
| 6 Mar | 24450.45 | 65 | -13.4 | 13.59 | 7,109 | 311 | 8,012 | |||||||||
| 5 Mar | 24765.90 | 76.45 | 4.4 | 12.35 | 10,086 | 7,699 | 7,738 | |||||||||
| 4 Mar | 24480.50 | 68.3 | -21.85 | 13.4 | 18,423 | -599 | 6,732 | |||||||||
| 2 Mar | 24865.70 | 89.9 | -31.6 | 11.75 | 20,565 | -237 | 7,365 | |||||||||
| 27 Feb | 25178.65 | 119.65 | -56.95 | 10.19 | 8,987 | 752 | 7,616 | |||||||||
| 26 Feb | 25496.55 | 177.05 | -3.1 | 9.51 | 5,221 | 563 | 6,911 | |||||||||
| 25 Feb | 25482.50 | 180.6 | -7.7 | 9.58 | 7,098 | 588 | 6,440 | |||||||||
| 24 Feb | 25424.65 | 187 | -72.25 | 9.76 | 7,142 | 473 | 5,832 | |||||||||
| 23 Feb | 25713.00 | 256.9 | 26.75 | 9.32 | 3,687 | 301 | 5,414 | |||||||||
| 20 Feb | 25571.25 | 230 | 31.75 | 9.48 | 9,925 | 486 | 5,256 | |||||||||
| 19 Feb | 25454.35 | 192.1 | -111 | 9.59 | 4,657 | 272 | 4,894 | |||||||||
| 18 Feb | 25819.35 | 302.9 | 20.15 | 8.78 | 1,908 | 110 | 4,618 | |||||||||
| 17 Feb | 25725.40 | 281 | -3.15 | 8.99 | 1,776 | -28 | 4,532 | |||||||||
| 16 Feb | 25682.75 | 289.65 | 56.6 | 9.37 | 2,763 | 534 | 4,571 | |||||||||
| 13 Feb | 25471.10 | 222.5 | -110.65 | 9.3 | 4,283 | 198 | 4,035 | |||||||||
| 12 Feb | 25807.20 | 330 | -55.85 | 8.7 | 1,816 | 238 | 3,845 | |||||||||
| 11 Feb | 25953.85 | 383.75 | -11.8 | 8.21 | 2,319 | -430 | 3,700 | |||||||||
| 10 Feb | 25935.15 | 391.6 | 16.2 | 8.56 | 1,297 | 173 | 4,127 | |||||||||
| 9 Feb | 25867.30 | 370.8 | 62.05 | 8.55 | 2,078 | 632 | 3,977 | |||||||||
| 6 Feb | 25693.70 | 305.65 | -19 | 8.6 | 2,150 | 337 | 3,418 | |||||||||
| 5 Feb | 25642.80 | 319 | -62.2 | 9.05 | 2,141 | 504 | 3,073 | |||||||||
| 4 Feb | 25776.00 | 376.35 | -6.85 | 9.26 | 2,364 | 150 | 2,611 | |||||||||
| 3 Feb | 25727.55 | 385.95 | 215.45 | 9.56 | 7,433 | 594 | 2,445 | |||||||||
| 2 Feb | 25088.40 | 171 | 18.5 | 9.56 | 2,571 | 140 | 1,871 | |||||||||
| 1 Feb | 24825.45 | 140 | -117.55 | 10.56 | 2,805 | 124 | 1,781 | |||||||||
| 30 Jan | 25320.65 | 256 | -40.1 | 9.63 | 1,415 | 299 | 1,653 | |||||||||
| 29 Jan | 25418.90 | 297.15 | 27.75 | 9.66 | 1,732 | 476 | 1,347 | |||||||||
For Nifty - strike price 26500 expiring on 28APR2026
Delta for 26500 CE is 0
Historical price for 26500 CE is as follows
On 24 Apr NIFTY was trading at 23869.65. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 32.61, the open interest changed by -10629 which decreased total open position to 31258
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 0.45, which was -0.35000000000000003 lower than the previous day. The implied volatity was 26.28, the open interest changed by -3249 which decreased total open position to 41943
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 0.75, which was -0.19999999999999996 lower than the previous day. The implied volatity was 23.1, the open interest changed by 2597 which increased total open position to 45150
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 0.95, which was 0.04999999999999993 higher than the previous day. The implied volatity was 19.86, the open interest changed by 1527 which increased total open position to 42768
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 0.9, which was -0.29999999999999993 lower than the previous day. The implied volatity was 20.81, the open interest changed by 20186 which increased total open position to 41251
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1.4, which was -0.7000000000000002 lower than the previous day. The implied volatity was 18.26, the open interest changed by -1564 which decreased total open position to 21069
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 2, which was -0.7000000000000002 lower than the previous day. The implied volatity was 19.68, the open interest changed by 995 which increased total open position to 22606
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 2.7, which was -0.25 lower than the previous day. The implied volatity was 19.42, the open interest changed by 173 which increased total open position to 21613
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 3, which was -1.2999999999999998 lower than the previous day. The implied volatity was 21.23, the open interest changed by -332 which decreased total open position to 21419
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 4.3, which was -0.35000000000000053 lower than the previous day. The implied volatity was 18.59, the open interest changed by 1994 which increased total open position to 21768
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 4.65, which was -1.5499999999999998 lower than the previous day. The implied volatity was 20.25, the open interest changed by -84 which decreased total open position to 19777
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 6.3, which was 0.1 higher than the previous day. The implied volatity was 18.58, the open interest changed by 13663 which increased total open position to 19870
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 5.65, which was -0.25 lower than the previous day. The implied volatity was 23.9, the open interest changed by 3592 which increased total open position to 13428
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 6.1, which was 0 lower than the previous day. The implied volatity was 24.75, the open interest changed by -10392 which decreased total open position to 11934
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 6, which was -0.75 lower than the previous day. The implied volatity was 24.19, the open interest changed by -156 which decreased total open position to 11144
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 6.7, which was -3.45 lower than the previous day. The implied volatity was 24.04, the open interest changed by 150 which increased total open position to 11309
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 10.3, which was -2.75 lower than the previous day. The implied volatity was 26.91, the open interest changed by -989 which decreased total open position to 11123
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 14.9, which was -1.9 lower than the previous day. The implied volatity was 23.73, the open interest changed by 4516 which increased total open position to 9103
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 17.6, which was -3.95 lower than the previous day. The implied volatity was 20.64, the open interest changed by 6600 which increased total open position to 8713
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 23.3, which was 5.6 higher than the previous day. The implied volatity was 23.55, the open interest changed by 7739 which increased total open position to 8586
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 17, which was 0.05 higher than the previous day. The implied volatity was 24.68, the open interest changed by -214 which decreased total open position to 6630
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 16.75, which was -1.2 lower than the previous day. The implied volatity was 19.92, the open interest changed by 6244 which increased total open position to 6851
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 18.35, which was -2.75 lower than the previous day. The implied volatity was 20.71, the open interest changed by -634 which decreased total open position to 6573
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 21.5, which was -2.05 lower than the previous day. The implied volatity was 16.44, the open interest changed by 6669 which increased total open position to 7209
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 24.4, which was -4.15 lower than the previous day. The implied volatity was 17.75, the open interest changed by 7016 which increased total open position to 7470
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 26.25, which was -2 lower than the previous day. The implied volatity was 19.07, the open interest changed by 7146 which increased total open position to 7670
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 30.65, which was 0.65 higher than the previous day. The implied volatity was 19.96, the open interest changed by 7146 which increased total open position to 7607
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 28.5, which was -9.05 lower than the previous day. The implied volatity was 16.78, the open interest changed by 6906 which increased total open position to 7307
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 37.65, which was -10.35 lower than the previous day. The implied volatity was 16.29, the open interest changed by 6552 which increased total open position to 6871
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 51.9, which was -8.9 lower than the previous day. The implied volatity was 14.61, the open interest changed by 1109 which increased total open position to 7743
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 60, which was -6.55 lower than the previous day. The implied volatity was 16.73, the open interest changed by 6513 which increased total open position to 6686
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 65, which was -13.4 lower than the previous day. The implied volatity was 13.59, the open interest changed by 311 which increased total open position to 8012
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 76.45, which was 4.4 higher than the previous day. The implied volatity was 12.35, the open interest changed by 7699 which increased total open position to 7738
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 68.3, which was -21.85 lower than the previous day. The implied volatity was 13.4, the open interest changed by -599 which decreased total open position to 6732
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 89.9, which was -31.6 lower than the previous day. The implied volatity was 11.75, the open interest changed by -237 which decreased total open position to 7365
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 119.65, which was -56.95 lower than the previous day. The implied volatity was 10.19, the open interest changed by 752 which increased total open position to 7616
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 177.05, which was -3.1 lower than the previous day. The implied volatity was 9.51, the open interest changed by 563 which increased total open position to 6911
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 180.6, which was -7.7 lower than the previous day. The implied volatity was 9.58, the open interest changed by 588 which increased total open position to 6440
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 187, which was -72.25 lower than the previous day. The implied volatity was 9.76, the open interest changed by 473 which increased total open position to 5832
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 256.9, which was 26.75 higher than the previous day. The implied volatity was 9.32, the open interest changed by 301 which increased total open position to 5414
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 230, which was 31.75 higher than the previous day. The implied volatity was 9.48, the open interest changed by 486 which increased total open position to 5256
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 192.1, which was -111 lower than the previous day. The implied volatity was 9.59, the open interest changed by 272 which increased total open position to 4894
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 302.9, which was 20.15 higher than the previous day. The implied volatity was 8.78, the open interest changed by 110 which increased total open position to 4618
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 281, which was -3.15 lower than the previous day. The implied volatity was 8.99, the open interest changed by -28 which decreased total open position to 4532
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 289.65, which was 56.6 higher than the previous day. The implied volatity was 9.37, the open interest changed by 534 which increased total open position to 4571
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 222.5, which was -110.65 lower than the previous day. The implied volatity was 9.3, the open interest changed by 198 which increased total open position to 4035
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 330, which was -55.85 lower than the previous day. The implied volatity was 8.7, the open interest changed by 238 which increased total open position to 3845
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 383.75, which was -11.8 lower than the previous day. The implied volatity was 8.21, the open interest changed by -430 which decreased total open position to 3700
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 391.6, which was 16.2 higher than the previous day. The implied volatity was 8.56, the open interest changed by 173 which increased total open position to 4127
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 370.8, which was 62.05 higher than the previous day. The implied volatity was 8.55, the open interest changed by 632 which increased total open position to 3977
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 305.65, which was -19 lower than the previous day. The implied volatity was 8.6, the open interest changed by 337 which increased total open position to 3418
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 319, which was -62.2 lower than the previous day. The implied volatity was 9.05, the open interest changed by 504 which increased total open position to 3073
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 376.35, which was -6.85 lower than the previous day. The implied volatity was 9.26, the open interest changed by 150 which increased total open position to 2611
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 385.95, which was 215.45 higher than the previous day. The implied volatity was 9.56, the open interest changed by 594 which increased total open position to 2445
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 171, which was 18.5 higher than the previous day. The implied volatity was 9.56, the open interest changed by 140 which increased total open position to 1871
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 140, which was -117.55 lower than the previous day. The implied volatity was 10.56, the open interest changed by 124 which increased total open position to 1781
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 256, which was -40.1 lower than the previous day. The implied volatity was 9.63, the open interest changed by 299 which increased total open position to 1653
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 297.15, which was 27.75 higher than the previous day. The implied volatity was 9.66, the open interest changed by 476 which increased total open position to 1347
| NIFTY 28-Apr-2026 (4d) 26500 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 | 23869.65 | 2605 | 263.1999999999998 | 33.93 | 421 | -272 | 5,024 |
| 23 Apr | 24173.05 | 2337 | 230.44999999999982 | 42.27 | 456 | -265 | 5,354 |
| 22 Apr | 24378.10 | 2109.3 | 200.1500000000001 | 23.13 | 1,097 | -563 | 5,620 |
| 21 Apr | 24576.60 | 1916.45 | -222.04999999999995 | 30.51 | 440 | -293 | 6,182 |
| 20 Apr | 24364.85 | 2187.6 | 64.19999999999982 | 37.88 | 405 | -170 | 6,475 |
| 17 Apr | 24353.55 | 2114 | -181 | 28.61 | 191 | -97 | 6,646 |
| 16 Apr | 24196.75 | 2313.15 | 73.45000000000027 | 33.47 | 1,131 | -851 | 6,738 |
| 15 Apr | 24231.30 | 2255 | -348.5 | 26.2 | 372 | -24 | 7,588 |
| 13 Apr | 23842.65 | 2625 | 222.5 | 24.57 | 756 | -180 | 7,614 |
| 10 Apr | 24050.60 | 2371 | -241.19999999999982 | 18.57 | 1,221 | -339 | 7,794 |
| 9 Apr | 23775.10 | 2613.1 | 192.1500000000001 | 20.19 | 1,688 | -75 | 8,133 |
| 8 Apr | 23997.35 | 2384.85 | -903.1 | 26.01 | 2,104 | 8,072 | 8,193 |
| 7 Apr | 23123.65 | 3260 | -142.8 | 33.56 | 2,186 | 828 | 7,906 |
| 6 Apr | 22968.25 | 3385.95 | -319.7 | 23.88 | 699 | 6,612 | 7,078 |
| 2 Apr | 22713.10 | 3692.85 | 37.7 | 38.15 | 1,033 | -264 | 7,250 |
| 1 Apr | 22679.40 | 3648.45 | -377.65 | 33.09 | 1,295 | 6,946 | 7,515 |
| 30 Mar | 22331.40 | 3929.3 | 397.15 | 29.04 | 7,789 | 2,268 | 7,569 |
| 27 Mar | 22819.60 | 3562.05 | 532 | 37.19 | 4,085 | 929 | 5,302 |
| 25 Mar | 23306.45 | 3031.45 | -362.35 | 28.33 | 1,499 | 612 | 4,383 |
| 24 Mar | 22912.40 | 3340 | -442.85 | 27.37 | 1,614 | 965 | 3,770 |
| 23 Mar | 22512.65 | 3785.15 | 633.4 | 28.64 | 1,045 | 2,804 | 2,805 |
| 20 Mar | 23114.50 | 3179.65 | -97.5 | 28.58 | 1,187 | 83 | 2,399 |
| 19 Mar | 23002.15 | 3175 | 622.75 | 24.89 | 860 | 515 | 2,316 |
| 18 Mar | 23777.80 | 2562 | -138.75 | 24.8 | 194 | 24 | 1,806 |
| 17 Mar | 23581.15 | 2697.3 | -211.9 | 21.55 | 114 | 1,781 | 1,782 |
| 16 Mar | 23408.80 | 2946.7 | -158.6 | 26.61 | 229 | 1,725 | 1,726 |
| 13 Mar | 23151.10 | 3098.4 | 507.7 | 26.09 | 252 | -88 | 1,716 |
| 12 Mar | 23639.15 | 2590.35 | 218.95 | 20.47 | 164 | 1,804 | 1,805 |
| 11 Mar | 23866.85 | 2395.75 | 454.6 | 20.3 | 118 | 36 | 1,846 |
| 10 Mar | 24261.60 | 1954.6 | -251.55 | 17.28 | 343 | 1,811 | 1,811 |
| 9 Mar | 24028.05 | 2273.35 | 441.05 | 21.24 | 460 | -122 | 1,864 |
| 6 Mar | 24450.45 | 1827.4 | 284.6 | 18.8 | 73 | -15 | 1,988 |
| 5 Mar | 24765.90 | 1560.55 | -243.35 | 16.87 | 306 | -152 | 2,002 |
| 4 Mar | 24480.50 | 1814.5 | 398.7 | 18.64 | 580 | -221 | 2,157 |
| 2 Mar | 24865.70 | 1410 | 293 | 14.87 | 703 | -150 | 2,379 |
| 27 Feb | 25178.65 | 1101.7 | 224.8 | 13.3 | 917 | -462 | 2,531 |
| 26 Feb | 25496.55 | 879.9 | -8.15 | 13.09 | 739 | 103 | 2,979 |
| 25 Feb | 25482.50 | 890 | -20.45 | 13.06 | 919 | 97 | 2,876 |
| 24 Feb | 25424.65 | 904.95 | 160.25 | 13.2 | 1,576 | -88 | 2,781 |
| 23 Feb | 25713.00 | 748.3 | -72.8 | 13.07 | 1,388 | 610 | 2,868 |
| 20 Feb | 25571.25 | 813 | -110.15 | 12.65 | 943 | 239 | 2,260 |
| 19 Feb | 25454.35 | 955.25 | 297 | 13.79 | 1,538 | -194 | 2,007 |
| 18 Feb | 25819.35 | 658.5 | -62.6 | 12.31 | 913 | 284 | 2,205 |
| 17 Feb | 25725.40 | 726.6 | -15.85 | 12.74 | 587 | 84 | 1,918 |
| 16 Feb | 25682.75 | 731.3 | -139.45 | 12.41 | 730 | -108 | 1,843 |
| 13 Feb | 25471.10 | 905 | 256.75 | 13.37 | 1,258 | -17 | 1,955 |
| 12 Feb | 25807.20 | 652.1 | 76.4 | 12.1 | 341 | 49 | 1,978 |
| 11 Feb | 25953.85 | 577.2 | -10.45 | 12.1 | 872 | 217 | 1,923 |
| 10 Feb | 25935.15 | 595.65 | -49.1 | 12.22 | 783 | 223 | 1,705 |
| 9 Feb | 25867.30 | 649.25 | -104.7 | 12.77 | 1,132 | 506 | 1,497 |
| 6 Feb | 25693.70 | 765.15 | 12.25 | 13.11 | 308 | 106 | 992 |
| 5 Feb | 25642.80 | 770 | 69.3 | 12.83 | 434 | 12 | 886 |
| 4 Feb | 25776.00 | 717.8 | -28.45 | 12.85 | 408 | 190 | 874 |
| 3 Feb | 25727.55 | 747.95 | -479.3 | 13.2 | 1,578 | 427 | 701 |
| 2 Feb | 25088.40 | 1222.55 | -220.9 | 15.27 | 78 | 26 | 274 |
| 1 Feb | 24825.45 | 1511.5 | 513.5 | 17.1 | 407 | 155 | 249 |
| 30 Jan | 25320.65 | 998 | 87 | 13.69 | 149 | 0 | 93 |
| 29 Jan | 25418.90 | 911.7 | -60.3 | 13.18 | 161 | 66 | 82 |
For Nifty - strike price 26500 expiring on 28APR2026
Delta for 26500 PE is -1
Historical price for 26500 PE is as follows
On 24 Apr NIFTY was trading at 23869.65. The strike last trading price was 2605, which was 263.1999999999998 higher than the previous day. The implied volatity was 33.93, the open interest changed by -272 which decreased total open position to 5024
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 2337, which was 230.44999999999982 higher than the previous day. The implied volatity was 42.27, the open interest changed by -265 which decreased total open position to 5354
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 2109.3, which was 200.1500000000001 higher than the previous day. The implied volatity was 23.13, the open interest changed by -563 which decreased total open position to 5620
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1916.45, which was -222.04999999999995 lower than the previous day. The implied volatity was 30.51, the open interest changed by -293 which decreased total open position to 6182
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 2187.6, which was 64.19999999999982 higher than the previous day. The implied volatity was 37.88, the open interest changed by -170 which decreased total open position to 6475
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 2114, which was -181 lower than the previous day. The implied volatity was 28.61, the open interest changed by -97 which decreased total open position to 6646
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 2313.15, which was 73.45000000000027 higher than the previous day. The implied volatity was 33.47, the open interest changed by -851 which decreased total open position to 6738
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 2255, which was -348.5 lower than the previous day. The implied volatity was 26.2, the open interest changed by -24 which decreased total open position to 7588
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 2625, which was 222.5 higher than the previous day. The implied volatity was 24.57, the open interest changed by -180 which decreased total open position to 7614
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 2371, which was -241.19999999999982 lower than the previous day. The implied volatity was 18.57, the open interest changed by -339 which decreased total open position to 7794
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 2613.1, which was 192.1500000000001 higher than the previous day. The implied volatity was 20.19, the open interest changed by -75 which decreased total open position to 8133
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 2384.85, which was -903.1 lower than the previous day. The implied volatity was 26.01, the open interest changed by 8072 which increased total open position to 8193
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 3260, which was -142.8 lower than the previous day. The implied volatity was 33.56, the open interest changed by 828 which increased total open position to 7906
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 3385.95, which was -319.7 lower than the previous day. The implied volatity was 23.88, the open interest changed by 6612 which increased total open position to 7078
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 3692.85, which was 37.7 higher than the previous day. The implied volatity was 38.15, the open interest changed by -264 which decreased total open position to 7250
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 3648.45, which was -377.65 lower than the previous day. The implied volatity was 33.09, the open interest changed by 6946 which increased total open position to 7515
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 3929.3, which was 397.15 higher than the previous day. The implied volatity was 29.04, the open interest changed by 2268 which increased total open position to 7569
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 3562.05, which was 532 higher than the previous day. The implied volatity was 37.19, the open interest changed by 929 which increased total open position to 5302
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 3031.45, which was -362.35 lower than the previous day. The implied volatity was 28.33, the open interest changed by 612 which increased total open position to 4383
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 3340, which was -442.85 lower than the previous day. The implied volatity was 27.37, the open interest changed by 965 which increased total open position to 3770
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 3785.15, which was 633.4 higher than the previous day. The implied volatity was 28.64, the open interest changed by 2804 which increased total open position to 2805
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 3179.65, which was -97.5 lower than the previous day. The implied volatity was 28.58, the open interest changed by 83 which increased total open position to 2399
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 3175, which was 622.75 higher than the previous day. The implied volatity was 24.89, the open interest changed by 515 which increased total open position to 2316
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 2562, which was -138.75 lower than the previous day. The implied volatity was 24.8, the open interest changed by 24 which increased total open position to 1806
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 2697.3, which was -211.9 lower than the previous day. The implied volatity was 21.55, the open interest changed by 1781 which increased total open position to 1782
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 2946.7, which was -158.6 lower than the previous day. The implied volatity was 26.61, the open interest changed by 1725 which increased total open position to 1726
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 3098.4, which was 507.7 higher than the previous day. The implied volatity was 26.09, the open interest changed by -88 which decreased total open position to 1716
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 2590.35, which was 218.95 higher than the previous day. The implied volatity was 20.47, the open interest changed by 1804 which increased total open position to 1805
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 2395.75, which was 454.6 higher than the previous day. The implied volatity was 20.3, the open interest changed by 36 which increased total open position to 1846
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1954.6, which was -251.55 lower than the previous day. The implied volatity was 17.28, the open interest changed by 1811 which increased total open position to 1811
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 2273.35, which was 441.05 higher than the previous day. The implied volatity was 21.24, the open interest changed by -122 which decreased total open position to 1864
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1827.4, which was 284.6 higher than the previous day. The implied volatity was 18.8, the open interest changed by -15 which decreased total open position to 1988
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1560.55, which was -243.35 lower than the previous day. The implied volatity was 16.87, the open interest changed by -152 which decreased total open position to 2002
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 1814.5, which was 398.7 higher than the previous day. The implied volatity was 18.64, the open interest changed by -221 which decreased total open position to 2157
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 1410, which was 293 higher than the previous day. The implied volatity was 14.87, the open interest changed by -150 which decreased total open position to 2379
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 1101.7, which was 224.8 higher than the previous day. The implied volatity was 13.3, the open interest changed by -462 which decreased total open position to 2531
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 879.9, which was -8.15 lower than the previous day. The implied volatity was 13.09, the open interest changed by 103 which increased total open position to 2979
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 890, which was -20.45 lower than the previous day. The implied volatity was 13.06, the open interest changed by 97 which increased total open position to 2876
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 904.95, which was 160.25 higher than the previous day. The implied volatity was 13.2, the open interest changed by -88 which decreased total open position to 2781
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 748.3, which was -72.8 lower than the previous day. The implied volatity was 13.07, the open interest changed by 610 which increased total open position to 2868
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 813, which was -110.15 lower than the previous day. The implied volatity was 12.65, the open interest changed by 239 which increased total open position to 2260
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 955.25, which was 297 higher than the previous day. The implied volatity was 13.79, the open interest changed by -194 which decreased total open position to 2007
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 658.5, which was -62.6 lower than the previous day. The implied volatity was 12.31, the open interest changed by 284 which increased total open position to 2205
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 726.6, which was -15.85 lower than the previous day. The implied volatity was 12.74, the open interest changed by 84 which increased total open position to 1918
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 731.3, which was -139.45 lower than the previous day. The implied volatity was 12.41, the open interest changed by -108 which decreased total open position to 1843
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 905, which was 256.75 higher than the previous day. The implied volatity was 13.37, the open interest changed by -17 which decreased total open position to 1955
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 652.1, which was 76.4 higher than the previous day. The implied volatity was 12.1, the open interest changed by 49 which increased total open position to 1978
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 577.2, which was -10.45 lower than the previous day. The implied volatity was 12.1, the open interest changed by 217 which increased total open position to 1923
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 595.65, which was -49.1 lower than the previous day. The implied volatity was 12.22, the open interest changed by 223 which increased total open position to 1705
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 649.25, which was -104.7 lower than the previous day. The implied volatity was 12.77, the open interest changed by 506 which increased total open position to 1497
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 765.15, which was 12.25 higher than the previous day. The implied volatity was 13.11, the open interest changed by 106 which increased total open position to 992
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 770, which was 69.3 higher than the previous day. The implied volatity was 12.83, the open interest changed by 12 which increased total open position to 886
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 717.8, which was -28.45 lower than the previous day. The implied volatity was 12.85, the open interest changed by 190 which increased total open position to 874
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 747.95, which was -479.3 lower than the previous day. The implied volatity was 13.2, the open interest changed by 427 which increased total open position to 701
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 1222.55, which was -220.9 lower than the previous day. The implied volatity was 15.27, the open interest changed by 26 which increased total open position to 274
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 1511.5, which was 513.5 higher than the previous day. The implied volatity was 17.1, the open interest changed by 155 which increased total open position to 249
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 998, which was 87 higher than the previous day. The implied volatity was 13.69, the open interest changed by 0 which decreased total open position to 93
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 911.7, which was -60.3 lower than the previous day. The implied volatity was 13.18, the open interest changed by 66 which increased total open position to 82
