NIFTY
Nifty
Historical option data for NIFTY
24 Apr 2026 01:30 PM IST
| NIFTY 28-Apr-2026 (4d) 26550 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0
Vega: 0
Theta: -0.7
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 23878.45 | 0.55 | 0.050000000000000044 | 33.39 | 5,693 | 534 | 1,885 | |||||||||
| 23 Apr | 24173.05 | 0.45 | -0.35000000000000003 | 26.74 | 6,294 | 491 | 1,351 | |||||||||
| 22 Apr | 24378.10 | 0.75 | -0.19999999999999996 | 23.56 | 3,900 | 116 | 860 | |||||||||
| 21 Apr | 24576.60 | 1 | 0.050000000000000044 | 20.42 | 430 | 30 | 748 | |||||||||
| 20 Apr | 24364.85 | 1.1 | -0.34999999999999987 | 21.64 | 1,330 | -128 | 719 | |||||||||
| 17 Apr | 24353.55 | 1.05 | -1.1500000000000001 | 18.07 | 1,039 | -64 | 497 | |||||||||
| 16 Apr | 24196.75 | 2.2 | -0.5999999999999996 | 20.33 | 151 | 53 | 560 | |||||||||
| 15 Apr | 24231.30 | 2.6 | -0.6000000000000001 | 19.7 | 852 | 145 | 519 | |||||||||
| 13 Apr | 23842.65 | 3.15 | -1.35 | 21.69 | 267 | 15 | 369 | |||||||||
| 10 Apr | 24050.60 | 4.5 | -0.40000000000000036 | 19.01 | 141 | 28 | 345 | |||||||||
| 9 Apr | 23775.10 | 4.9 | -1.5499999999999998 | 20.57 | 157 | 32 | 318 | |||||||||
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| 8 Apr | 23997.35 | 6.6 | 1 | 19.01 | 534 | -1,549 | 292 | |||||||||
| 7 Apr | 23123.65 | 5.75 | 0.15 | 24.26 | 173 | -1,359 | 200 | |||||||||
| 6 Apr | 22968.25 | 5.5 | -1.05 | 24.7 | 278 | 64 | 217 | |||||||||
| 2 Apr | 22713.10 | 6.55 | -0.15 | 24.73 | 29 | 2 | 153 | |||||||||
| 1 Apr | 22679.40 | 6.7 | -3.95 | 24.3 | 73 | -283 | 151 | |||||||||
| 30 Mar | 22331.40 | 10.6 | -3.25 | 27.29 | 168 | -16 | 149 | |||||||||
| 27 Mar | 22819.60 | 14 | -2.6 | 23.76 | 61 | -304 | 141 | |||||||||
| 25 Mar | 23306.45 | 16.1 | -2.9 | 20.6 | 29 | -77 | 140 | |||||||||
| 24 Mar | 22912.40 | 19 | 3 | 23 | 90 | 28 | 130 | |||||||||
| 23 Mar | 22512.65 | 17.45 | 1.25 | 25.03 | 19 | 35 | 118 | |||||||||
| 20 Mar | 23114.50 | 16.15 | -1.35 | 20.05 | 84 | -1 | 116 | |||||||||
| 19 Mar | 23002.15 | 17.5 | -3.4 | 20.79 | 108 | 61 | 120 | |||||||||
| 18 Mar | 23777.80 | 20.9 | -2.75 | 16.69 | 32 | -8 | 112 | |||||||||
| 17 Mar | 23581.15 | 23 | -4.6 | 17.81 | 30 | 69 | 121 | |||||||||
| 16 Mar | 23408.80 | 27.6 | 3.65 | 19.51 | 30 | 17 | 123 | |||||||||
| 13 Mar | 23151.10 | 25 | -6.15 | 19.45 | 184 | -51 | 107 | |||||||||
| 12 Mar | 23639.15 | 29 | -8.35 | 17.08 | 52 | 133 | 149 | |||||||||
| 11 Mar | 23866.85 | 34.9 | -8.3 | 16.29 | 79 | -5 | 143 | |||||||||
| 10 Mar | 24261.60 | 41.35 | -20.05 | 14.09 | 160 | -52 | 149 | |||||||||
| 9 Mar | 24028.05 | 60 | -14.9 | - | 0 | 0 | 201 | |||||||||
| 6 Mar | 24450.45 | 60 | -14.9 | 13.58 | 244 | 4 | 201 | |||||||||
| 5 Mar | 24765.90 | 71.9 | 5.5 | 12.4 | 266 | 196 | 196 | |||||||||
| 4 Mar | 24480.50 | 65 | -17.25 | 13.5 | 221 | -14 | 190 | |||||||||
| 2 Mar | 24865.70 | 82.55 | -29.5 | 11.73 | 398 | 124 | 203 | |||||||||
| 27 Feb | 25178.65 | 110.8 | -52.9 | 10.23 | 85 | -35 | 78 | |||||||||
| 26 Feb | 25496.55 | 164.85 | -1.95 | 9.5 | 116 | 6 | 116 | |||||||||
| 25 Feb | 25482.50 | 166.75 | -6.5 | 9.57 | 81 | 13 | 111 | |||||||||
| 24 Feb | 25424.65 | 173.25 | -66.6 | 9.75 | 69 | 3 | 92 | |||||||||
| 23 Feb | 25713.00 | 239.85 | 19.3 | 9.32 | 244 | -87 | 92 | |||||||||
| 20 Feb | 25571.25 | 220.55 | 36.05 | 9.63 | 23 | 9 | 179 | |||||||||
| 19 Feb | 25454.35 | 180.95 | -102.45 | 9.68 | 53 | 18 | 164 | |||||||||
| 18 Feb | 25819.35 | 284.1 | 23.95 | 8.81 | 34 | 17 | 140 | |||||||||
| 17 Feb | 25725.40 | 260.15 | -6.25 | 8.93 | 15 | 6 | 124 | |||||||||
| 16 Feb | 25682.75 | 267.55 | 47.4 | 9.28 | 172 | 73 | 122 | |||||||||
| 13 Feb | 25471.10 | 222.75 | -87.25 | 9.68 | 33 | 12 | 47 | |||||||||
| 12 Feb | 25807.20 | 310 | -50.4 | 8.7 | 11 | 0 | 32 | |||||||||
| 11 Feb | 25953.85 | 360.4 | -29.45 | 8.24 | 11 | 6 | 32 | |||||||||
| 10 Feb | 25935.15 | 389.85 | 36.3 | 9.01 | 11 | -1 | 32 | |||||||||
| 9 Feb | 25867.30 | 353.55 | 67.6 | 8.65 | 18 | 9 | 32 | |||||||||
| 6 Feb | 25693.70 | 284.95 | -16.9 | 8.56 | 4 | 0 | 22 | |||||||||
| 5 Feb | 25642.80 | 301.85 | -49.2 | 9.15 | 8 | -4 | 22 | |||||||||
| 4 Feb | 25776.00 | 351.05 | -50 | 9.16 | 25 | 12 | 26 | |||||||||
| 3 Feb | 25727.55 | 401.05 | 251.7 | 9.76 | 9 | 3 | 10 | |||||||||
| 2 Feb | 25088.40 | 149.35 | 5.9 | 9.28 | 6 | 1 | 11 | |||||||||
| 1 Feb | 24825.45 | 143.45 | -134.25 | 10.92 | 10 | 5 | 6 | |||||||||
| 30 Jan | 25320.65 | 276.9 | -43.85 | - | 0 | 0 | 1 | |||||||||
| 29 Jan | 25418.90 | 276.9 | -43.85 | 9.6 | 2 | 0 | 0 | |||||||||
For Nifty - strike price 26550 expiring on 28APR2026
Delta for 26550 CE is 0
Historical price for 26550 CE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 0.55, which was 0.050000000000000044 higher than the previous day. The implied volatity was 33.39, the open interest changed by 534 which increased total open position to 1885
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 26.74, the open interest changed by 491 which increased total open position to 1351
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 23.56, the open interest changed by 116 which increased total open position to 860
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 1, which was 0.050000000000000044 higher than the previous day. The implied volatity was 20.42, the open interest changed by 30 which increased total open position to 748
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 1.1, which was -0.34999999999999987 lower than the previous day. The implied volatity was 21.64, the open interest changed by -128 which decreased total open position to 719
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 1.05, which was -1.1500000000000001 lower than the previous day. The implied volatity was 18.07, the open interest changed by -64 which decreased total open position to 497
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 2.2, which was -0.5999999999999996 lower than the previous day. The implied volatity was 20.33, the open interest changed by 53 which increased total open position to 560
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 2.6, which was -0.6000000000000001 lower than the previous day. The implied volatity was 19.7, the open interest changed by 145 which increased total open position to 519
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 3.15, which was -1.35 lower than the previous day. The implied volatity was 21.69, the open interest changed by 15 which increased total open position to 369
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 4.5, which was -0.40000000000000036 lower than the previous day. The implied volatity was 19.01, the open interest changed by 28 which increased total open position to 345
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 4.9, which was -1.5499999999999998 lower than the previous day. The implied volatity was 20.57, the open interest changed by 32 which increased total open position to 318
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 6.6, which was 1 higher than the previous day. The implied volatity was 19.01, the open interest changed by -1549 which decreased total open position to 292
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 5.75, which was 0.15 higher than the previous day. The implied volatity was 24.26, the open interest changed by -1359 which decreased total open position to 200
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 5.5, which was -1.05 lower than the previous day. The implied volatity was 24.7, the open interest changed by 64 which increased total open position to 217
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 6.55, which was -0.15 lower than the previous day. The implied volatity was 24.73, the open interest changed by 2 which increased total open position to 153
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 6.7, which was -3.95 lower than the previous day. The implied volatity was 24.3, the open interest changed by -283 which decreased total open position to 151
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 10.6, which was -3.25 lower than the previous day. The implied volatity was 27.29, the open interest changed by -16 which decreased total open position to 149
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 14, which was -2.6 lower than the previous day. The implied volatity was 23.76, the open interest changed by -304 which decreased total open position to 141
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 16.1, which was -2.9 lower than the previous day. The implied volatity was 20.6, the open interest changed by -77 which decreased total open position to 140
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 19, which was 3 higher than the previous day. The implied volatity was 23, the open interest changed by 28 which increased total open position to 130
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 17.45, which was 1.25 higher than the previous day. The implied volatity was 25.03, the open interest changed by 35 which increased total open position to 118
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 16.15, which was -1.35 lower than the previous day. The implied volatity was 20.05, the open interest changed by -1 which decreased total open position to 116
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 17.5, which was -3.4 lower than the previous day. The implied volatity was 20.79, the open interest changed by 61 which increased total open position to 120
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 20.9, which was -2.75 lower than the previous day. The implied volatity was 16.69, the open interest changed by -8 which decreased total open position to 112
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 23, which was -4.6 lower than the previous day. The implied volatity was 17.81, the open interest changed by 69 which increased total open position to 121
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 27.6, which was 3.65 higher than the previous day. The implied volatity was 19.51, the open interest changed by 17 which increased total open position to 123
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 25, which was -6.15 lower than the previous day. The implied volatity was 19.45, the open interest changed by -51 which decreased total open position to 107
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 29, which was -8.35 lower than the previous day. The implied volatity was 17.08, the open interest changed by 133 which increased total open position to 149
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 34.9, which was -8.3 lower than the previous day. The implied volatity was 16.29, the open interest changed by -5 which decreased total open position to 143
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 41.35, which was -20.05 lower than the previous day. The implied volatity was 14.09, the open interest changed by -52 which decreased total open position to 149
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 60, which was -14.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 201
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 60, which was -14.9 lower than the previous day. The implied volatity was 13.58, the open interest changed by 4 which increased total open position to 201
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 71.9, which was 5.5 higher than the previous day. The implied volatity was 12.4, the open interest changed by 196 which increased total open position to 196
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 65, which was -17.25 lower than the previous day. The implied volatity was 13.5, the open interest changed by -14 which decreased total open position to 190
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 82.55, which was -29.5 lower than the previous day. The implied volatity was 11.73, the open interest changed by 124 which increased total open position to 203
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 110.8, which was -52.9 lower than the previous day. The implied volatity was 10.23, the open interest changed by -35 which decreased total open position to 78
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 164.85, which was -1.95 lower than the previous day. The implied volatity was 9.5, the open interest changed by 6 which increased total open position to 116
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 166.75, which was -6.5 lower than the previous day. The implied volatity was 9.57, the open interest changed by 13 which increased total open position to 111
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 173.25, which was -66.6 lower than the previous day. The implied volatity was 9.75, the open interest changed by 3 which increased total open position to 92
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 239.85, which was 19.3 higher than the previous day. The implied volatity was 9.32, the open interest changed by -87 which decreased total open position to 92
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 220.55, which was 36.05 higher than the previous day. The implied volatity was 9.63, the open interest changed by 9 which increased total open position to 179
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 180.95, which was -102.45 lower than the previous day. The implied volatity was 9.68, the open interest changed by 18 which increased total open position to 164
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 284.1, which was 23.95 higher than the previous day. The implied volatity was 8.81, the open interest changed by 17 which increased total open position to 140
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 260.15, which was -6.25 lower than the previous day. The implied volatity was 8.93, the open interest changed by 6 which increased total open position to 124
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 267.55, which was 47.4 higher than the previous day. The implied volatity was 9.28, the open interest changed by 73 which increased total open position to 122
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 222.75, which was -87.25 lower than the previous day. The implied volatity was 9.68, the open interest changed by 12 which increased total open position to 47
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 310, which was -50.4 lower than the previous day. The implied volatity was 8.7, the open interest changed by 0 which decreased total open position to 32
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 360.4, which was -29.45 lower than the previous day. The implied volatity was 8.24, the open interest changed by 6 which increased total open position to 32
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 389.85, which was 36.3 higher than the previous day. The implied volatity was 9.01, the open interest changed by -1 which decreased total open position to 32
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 353.55, which was 67.6 higher than the previous day. The implied volatity was 8.65, the open interest changed by 9 which increased total open position to 32
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 284.95, which was -16.9 lower than the previous day. The implied volatity was 8.56, the open interest changed by 0 which decreased total open position to 22
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 301.85, which was -49.2 lower than the previous day. The implied volatity was 9.15, the open interest changed by -4 which decreased total open position to 22
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 351.05, which was -50 lower than the previous day. The implied volatity was 9.16, the open interest changed by 12 which increased total open position to 26
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 401.05, which was 251.7 higher than the previous day. The implied volatity was 9.76, the open interest changed by 3 which increased total open position to 10
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 149.35, which was 5.9 higher than the previous day. The implied volatity was 9.28, the open interest changed by 1 which increased total open position to 11
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 143.45, which was -134.25 lower than the previous day. The implied volatity was 10.92, the open interest changed by 5 which increased total open position to 6
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 276.9, which was -43.85 lower than the previous day. The implied volatity was -, 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 276.9, which was -43.85 lower than the previous day. The implied volatity was 9.6, the open interest changed by 0 which decreased total open position to 0
| NIFTY 28-Apr-2026 (4d) 26550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 23878.45 | 2150.5 | 2150.5 | - | 0 | 0 | 13 |
| 23 Apr | 24173.05 | 2150.5 | 2150.5 | 42.86 | 0 | 0 | 13 |
| 22 Apr | 24378.10 | 2150.5 | -200.3499999999999 | 42.86 | 1 | 0 | 14 |
| 21 Apr | 24576.60 | 2350.85 | 2350.85 | - | 0 | 0 | 14 |
| 20 Apr | 24364.85 | 2350.85 | 2350.85 | - | 0 | 0 | 14 |
| 17 Apr | 24353.55 | 2350.85 | 2350.85 | 28.85 | 0 | 0 | 14 |
| 16 Apr | 24196.75 | 2350.85 | -1357.2000000000003 | 28.85 | 2 | 0 | 15 |
| 15 Apr | 24231.30 | 3708.05 | 3708.05 | - | 0 | 0 | 15 |
| 13 Apr | 23842.65 | 3708.05 | 3708.05 | 32.21 | 0 | 0 | 15 |
| 10 Apr | 24050.60 | 3708.05 | 3708.05 | - | 0 | 0 | 15 |
| 9 Apr | 23775.10 | 3708.05 | 3708.05 | - | 0 | 0 | 15 |
| 8 Apr | 23997.35 | 3708.05 | 233.05 | - | 0 | 0 | 15 |
| 7 Apr | 23123.65 | 3708.05 | 233.05 | - | 0 | 14 | 15 |
| 6 Apr | 22968.25 | 3708.05 | 233.05 | 56.06 | 2 | 1 | 16 |
| 2 Apr | 22713.10 | 3475 | 652.45 | - | 0 | 0 | 15 |
| 1 Apr | 22679.40 | 3475 | 652.45 | - | 0 | 14 | 15 |
| 30 Mar | 22331.40 | 3475 | 652.45 | - | 0 | 0 | 15 |
| 27 Mar | 22819.60 | 3475 | 652.45 | 22.32 | 5 | 13 | 14 |
| 25 Mar | 23306.45 | 2822.55 | -323.05 | - | 0 | 0 | 11 |
| 24 Mar | 22912.40 | 2822.55 | -323.05 | - | 0 | 10 | 11 |
| 23 Mar | 22512.65 | 2822.55 | -323.05 | - | 0 | 0 | 11 |
| 20 Mar | 23114.50 | 2822.55 | -323.05 | - | 0 | 10 | 11 |
| 19 Mar | 23002.15 | 2822.55 | -323.05 | - | 0 | 10 | 11 |
| 18 Mar | 23777.80 | 2822.55 | -323.05 | - | 0 | 0 | 11 |
| 17 Mar | 23581.15 | 2822.55 | -323.05 | 27.12 | 5 | 11 | 12 |
| 16 Mar | 23408.80 | 3151.35 | 718.85 | - | 3 | 0 | 0 |
| 13 Mar | 23151.10 | 3151.35 | 718.85 | 26.57 | 3 | 0 | 14 |
| 12 Mar | 23639.15 | 2431.45 | 572.3 | - | 0 | 0 | 14 |
| 11 Mar | 23866.85 | 2431.45 | 572.3 | 19.73 | 6 | 0 | 19 |
| 10 Mar | 24261.60 | 1859.15 | 417.4 | - | 0 | 19 | 19 |
| 9 Mar | 24028.05 | 1859.15 | 417.4 | - | 0 | 19 | 19 |
| 6 Mar | 24450.45 | 1859.15 | 417.4 | - | 0 | 0 | 19 |
| 5 Mar | 24765.90 | 1859.15 | 417.4 | - | 1 | 0 | 0 |
| 4 Mar | 24480.50 | 1859.15 | 417.4 | 18.79 | 1 | 0 | 20 |
| 2 Mar | 24865.70 | 1441.75 | 540.85 | 14.46 | 4 | -1 | 23 |
| 27 Feb | 25178.65 | 900.9 | -23.35 | - | 3 | 0 | 24 |
| 26 Feb | 25496.55 | 900.9 | -23.35 | 12.77 | 3 | 0 | 24 |
| 25 Feb | 25482.50 | 924.25 | -56.45 | 13.09 | 4 | 1 | 24 |
| 24 Feb | 25424.65 | 980.7 | 209.85 | 14.37 | 1 | 0 | 24 |
| 23 Feb | 25713.00 | 770.15 | -35.15 | 12.87 | 13 | 9 | 22 |
| 20 Feb | 25571.25 | 805.3 | -92.75 | 11.67 | 2 | 0 | 13 |
| 19 Feb | 25454.35 | 898.05 | 208.6 | 11.53 | 2 | 0 | 13 |
| 18 Feb | 25819.35 | 689.45 | -62.05 | 12.37 | 10 | 6 | 12 |
| 17 Feb | 25725.40 | 751.5 | -10.95 | 12.65 | 2 | 0 | 8 |
| 16 Feb | 25682.75 | 762.45 | -127.2 | 12.47 | 3 | 0 | 7 |
| 13 Feb | 25471.10 | 891.15 | 217.9 | 12.31 | 3 | 0 | 7 |
| 12 Feb | 25807.20 | 665 | 67.85 | 11.79 | 3 | 0 | 8 |
| 11 Feb | 25953.85 | 599.25 | -25.45 | 12.03 | 7 | 3 | 7 |
| 10 Feb | 25935.15 | 624.7 | -44.9 | 12.29 | 1 | 0 | 4 |
| 9 Feb | 25867.30 | 667 | -113.9 | 12.56 | 6 | 1 | 3 |
| 6 Feb | 25693.70 | 779 | -1.1 | 12.99 | 2 | 0 | 1 |
| 5 Feb | 25642.80 | 780.1 | -464.95 | - | 0 | 0 | 1 |
| 4 Feb | 25776.00 | 780.1 | -464.95 | 13.57 | 1 | 0 | 1 |
| 3 Feb | 25727.55 | 1245.05 | -30.3 | - | 0 | 0 | 1 |
| 2 Feb | 25088.40 | 1245.05 | -30.3 | 15.03 | 2 | -1 | 0 |
| 1 Feb | 24825.45 | 1275.35 | 234.35 | 9.77 | 2 | 0 | 1 |
| 30 Jan | 25320.65 | 1041 | -247.8 | 14 | 1 | 0 | 0 |
| 29 Jan | 25418.90 | 1288.8 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26550 expiring on 28APR2026
Delta for 26550 PE is -
Historical price for 26550 PE is as follows
On 24 Apr NIFTY was trading at 23878.45. The strike last trading price was 2150.5, which was 2150.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 2150.5, which was 2150.5 higher than the previous day. The implied volatity was 42.86, the open interest changed by 0 which decreased total open position to 13
On 22 Apr NIFTY was trading at 24378.10. The strike last trading price was 2150.5, which was -200.3499999999999 lower than the previous day. The implied volatity was 42.86, the open interest changed by 0 which decreased total open position to 14
On 21 Apr NIFTY was trading at 24576.60. The strike last trading price was 2350.85, which was 2350.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 20 Apr NIFTY was trading at 24364.85. The strike last trading price was 2350.85, which was 2350.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 2350.85, which was 2350.85 higher than the previous day. The implied volatity was 28.85, the open interest changed by 0 which decreased total open position to 14
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 2350.85, which was -1357.2000000000003 lower than the previous day. The implied volatity was 28.85, the open interest changed by 0 which decreased total open position to 15
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 3708.05, which was 3708.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 13 Apr NIFTY was trading at 23842.65. The strike last trading price was 3708.05, which was 3708.05 higher than the previous day. The implied volatity was 32.21, the open interest changed by 0 which decreased total open position to 15
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 3708.05, which was 3708.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 3708.05, which was 3708.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 3708.05, which was 233.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 7 Apr NIFTY was trading at 23123.65. The strike last trading price was 3708.05, which was 233.05 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 15
On 6 Apr NIFTY was trading at 22968.25. The strike last trading price was 3708.05, which was 233.05 higher than the previous day. The implied volatity was 56.06, the open interest changed by 1 which increased total open position to 16
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 3475, which was 652.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 3475, which was 652.45 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 15
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 3475, which was 652.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 3475, which was 652.45 higher than the previous day. The implied volatity was 22.32, the open interest changed by 13 which increased total open position to 14
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 2822.55, which was -323.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 2822.55, which was -323.05 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 11
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 2822.55, which was -323.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 2822.55, which was -323.05 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 11
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 2822.55, which was -323.05 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 11
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 2822.55, which was -323.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 2822.55, which was -323.05 lower than the previous day. The implied volatity was 27.12, the open interest changed by 11 which increased total open position to 12
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 3151.35, which was 718.85 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 3151.35, which was 718.85 higher than the previous day. The implied volatity was 26.57, the open interest changed by 0 which decreased total open position to 14
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 2431.45, which was 572.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 2431.45, which was 572.3 higher than the previous day. The implied volatity was 19.73, the open interest changed by 0 which decreased total open position to 19
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1859.15, which was 417.4 higher than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 19
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1859.15, which was 417.4 higher than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 19
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1859.15, which was 417.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1859.15, which was 417.4 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 1859.15, which was 417.4 higher than the previous day. The implied volatity was 18.79, 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 1441.75, which was 540.85 higher than the previous day. The implied volatity was 14.46, 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 900.9, which was -23.35 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 900.9, which was -23.35 lower than the previous day. The implied volatity was 12.77, the open interest changed by 0 which decreased total open position to 24
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 924.25, which was -56.45 lower than the previous day. The implied volatity was 13.09, the open interest changed by 1 which increased total open position to 24
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 980.7, which was 209.85 higher than the previous day. The implied volatity was 14.37, the open interest changed by 0 which decreased total open position to 24
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 770.15, which was -35.15 lower than the previous day. The implied volatity was 12.87, the open interest changed by 9 which increased total open position to 22
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 805.3, which was -92.75 lower than the previous day. The implied volatity was 11.67, the open interest changed by 0 which decreased total open position to 13
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 898.05, which was 208.6 higher than the previous day. The implied volatity was 11.53, the open interest changed by 0 which decreased total open position to 13
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 689.45, which was -62.05 lower than the previous day. The implied volatity was 12.37, the open interest changed by 6 which increased total open position to 12
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 751.5, which was -10.95 lower than the previous day. The implied volatity was 12.65, the open interest changed by 0 which decreased total open position to 8
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 762.45, which was -127.2 lower than the previous day. The implied volatity was 12.47, the open interest changed by 0 which decreased total open position to 7
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 891.15, which was 217.9 higher than the previous day. The implied volatity was 12.31, 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 665, which was 67.85 higher than the previous day. The implied volatity was 11.79, the open interest changed by 0 which decreased total open position to 8
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 599.25, which was -25.45 lower than the previous day. The implied volatity was 12.03, the open interest changed by 3 which increased total open position to 7
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 624.7, which was -44.9 lower than the previous day. The implied volatity was 12.29, the open interest changed by 0 which decreased total open position to 4
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 667, which was -113.9 lower than the previous day. The implied volatity was 12.56, the open interest changed by 1 which increased total open position to 3
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 779, which was -1.1 lower than the previous day. The implied volatity was 12.99, 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 780.1, which was -464.95 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 780.1, which was -464.95 lower than the previous day. The implied volatity was 13.57, 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 1245.05, which was -30.3 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 1245.05, which was -30.3 lower than the previous day. The implied volatity was 15.03, 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 1275.35, which was 234.35 higher than the previous day. The implied volatity was 9.77, 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 1041, which was -247.8 lower than the previous day. The implied volatity was 14, 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 1288.8, 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
