NIFTY
Nifty
Historical option data for NIFTY
02 Apr 2026 04:10 PM IST
| NIFTY 07-Apr-2026 (4d) 26500 CE | ||||||||||||||||
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Delta: 0
Vega: 0.12
Theta: -0.54
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 22713.10 | 0.45 | -0.25 | 43.46 | 58,404 | 4,610 | 22,310 | |||||||||
| 1 Apr | 22679.40 | 0.7 | -0.9 | 41.17 | 57,502 | 4,270 | 17,700 | |||||||||
| 30 Mar | 22331.40 | 1.4 | -1.35 | 41.68 | 38,260 | 1,972 | 13,430 | |||||||||
| 27 Mar | 22819.60 | 2.7 | 0.5 | 33.35 | 23,698 | 6,871 | 11,458 | |||||||||
| 25 Mar | 23306.45 | 2.1 | -3 | 25.98 | 11,273 | 2,544 | 4,587 | |||||||||
| 24 Mar | 22912.40 | 5.25 | 0.75 | 30.84 | 4,973 | 1,196 | 2,043 | |||||||||
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| 23 Mar | 22512.65 | 4.8 | 0.5 | 33.03 | 986 | 220 | 847 | |||||||||
| 20 Mar | 23114.50 | 4.5 | 0.15 | 25.2 | 358 | 30 | 627 | |||||||||
| 19 Mar | 23002.15 | 3.8 | -2.15 | 24.9 | 437 | -22 | 597 | |||||||||
| 18 Mar | 23777.80 | 6.45 | 0.25 | 20.32 | 317 | 78 | 619 | |||||||||
| 17 Mar | 23581.15 | 6.05 | -4.7 | 20.98 | 367 | 77 | 541 | |||||||||
| 16 Mar | 23408.80 | 11 | -0.65 | 23.96 | 491 | -56 | 464 | |||||||||
| 13 Mar | 23151.10 | 11.95 | -0.8 | 23.93 | 445 | 50 | 520 | |||||||||
| 12 Mar | 23639.15 | 12.9 | -1.5 | 20.47 | 330 | 71 | 470 | |||||||||
| 11 Mar | 23866.85 | 15 | -2.7 | 19.11 | 427 | 75 | 399 | |||||||||
| 10 Mar | 24261.60 | 22 | -1.55 | 16.94 | 341 | 112 | 324 | |||||||||
| 9 Mar | 24028.05 | 24 | 0.2 | 18.89 | 444 | 29 | 212 | |||||||||
| 6 Mar | 24450.45 | 24.15 | -5.55 | 14.74 | 205 | 76 | 183 | |||||||||
| 5 Mar | 24765.90 | 29.5 | -1.3 | 13.23 | 173 | 68 | 107 | |||||||||
| 4 Mar | 24480.50 | 29 | -24.05 | 14.72 | 47 | 39 | 39 | |||||||||
For Nifty - strike price 26500 expiring on 07APR2026
Delta for 26500 CE is 0
Historical price for 26500 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 43.46, the open interest changed by 4610 which increased total open position to 22310
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 0.7, which was -0.9 lower than the previous day. The implied volatity was 41.17, the open interest changed by 4270 which increased total open position to 17700
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1.4, which was -1.35 lower than the previous day. The implied volatity was 41.68, the open interest changed by 1972 which increased total open position to 13430
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 2.7, which was 0.5 higher than the previous day. The implied volatity was 33.35, the open interest changed by 6871 which increased total open position to 11458
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 2.1, which was -3 lower than the previous day. The implied volatity was 25.98, the open interest changed by 2544 which increased total open position to 4587
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 5.25, which was 0.75 higher than the previous day. The implied volatity was 30.84, the open interest changed by 1196 which increased total open position to 2043
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 4.8, which was 0.5 higher than the previous day. The implied volatity was 33.03, the open interest changed by 220 which increased total open position to 847
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 4.5, which was 0.15 higher than the previous day. The implied volatity was 25.2, the open interest changed by 30 which increased total open position to 627
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 3.8, which was -2.15 lower than the previous day. The implied volatity was 24.9, the open interest changed by -22 which decreased total open position to 597
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 6.45, which was 0.25 higher than the previous day. The implied volatity was 20.32, the open interest changed by 78 which increased total open position to 619
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 6.05, which was -4.7 lower than the previous day. The implied volatity was 20.98, the open interest changed by 77 which increased total open position to 541
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 11, which was -0.65 lower than the previous day. The implied volatity was 23.96, the open interest changed by -56 which decreased total open position to 464
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 11.95, which was -0.8 lower than the previous day. The implied volatity was 23.93, the open interest changed by 50 which increased total open position to 520
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 12.9, which was -1.5 lower than the previous day. The implied volatity was 20.47, the open interest changed by 71 which increased total open position to 470
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 15, which was -2.7 lower than the previous day. The implied volatity was 19.11, the open interest changed by 75 which increased total open position to 399
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 22, which was -1.55 lower than the previous day. The implied volatity was 16.94, the open interest changed by 112 which increased total open position to 324
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 24, which was 0.2 higher than the previous day. The implied volatity was 18.89, the open interest changed by 29 which increased total open position to 212
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 24.15, which was -5.55 lower than the previous day. The implied volatity was 14.74, the open interest changed by 76 which increased total open position to 183
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 29.5, which was -1.3 lower than the previous day. The implied volatity was 13.23, the open interest changed by 68 which increased total open position to 107
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 29, which was -24.05 lower than the previous day. The implied volatity was 14.72, the open interest changed by 39 which increased total open position to 39
| NIFTY 07-Apr-2026 (4d) 26500 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 | 3818 | 64.5 | - | 106 | -82 | 479 |
| 1 Apr | 22679.40 | 3753.25 | -298.15 | 54.33 | 167 | 11 | 561 |
| 30 Mar | 22331.40 | 4050.6 | 397.6 | 37.94 | 184 | 154 | 550 |
| 27 Mar | 22819.60 | 3674.95 | 1191.45 | 59.65 | 400 | 395 | 396 |
| 25 Mar | 23306.45 | 2483.5 | 967.4 | - | 0 | 0 | 1 |
| 24 Mar | 22912.40 | 2483.5 | 967.4 | - | 0 | 0 | 1 |
| 23 Mar | 22512.65 | 2483.5 | 967.4 | - | 0 | 0 | 1 |
| 20 Mar | 23114.50 | 2483.5 | 967.4 | - | 0 | 0 | 1 |
| 19 Mar | 23002.15 | 2483.5 | 967.4 | - | 0 | 0 | 1 |
| 18 Mar | 23777.80 | 2483.5 | 967.4 | - | 0 | 0 | 1 |
| 17 Mar | 23581.15 | 2483.5 | 967.4 | - | 0 | 1 | 1 |
| 16 Mar | 23408.80 | 2483.5 | 967.4 | - | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 2483.5 | 967.4 | - | 0 | 0 | 1 |
| 12 Mar | 23639.15 | 2483.5 | 967.4 | - | 0 | 1 | 1 |
| 11 Mar | 23866.85 | 2483.5 | 967.4 | 21.64 | 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 26500 expiring on 07APR2026
Delta for 26500 PE is -
Historical price for 26500 PE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 3818, which was 64.5 higher than the previous day. The implied volatity was -, the open interest changed by -82 which decreased total open position to 479
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 3753.25, which was -298.15 lower than the previous day. The implied volatity was 54.33, the open interest changed by 11 which increased total open position to 561
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 4050.6, which was 397.6 higher than the previous day. The implied volatity was 37.94, the open interest changed by 154 which increased total open position to 550
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 3674.95, which was 1191.45 higher than the previous day. The implied volatity was 59.65, the open interest changed by 395 which increased total open position to 396
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 2483.5, which was 967.4 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 2483.5, which was 967.4 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 2483.5, which was 967.4 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 2483.5, which was 967.4 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 2483.5, which was 967.4 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 2483.5, which was 967.4 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 2483.5, which was 967.4 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 2483.5, which was 967.4 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 2483.5, which was 967.4 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 2483.5, which was 967.4 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 2483.5, which was 967.4 higher than the previous day. The implied volatity was 21.64, 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
