NIFTY
Nifty
Historical option data for NIFTY
01 Apr 2026 04:10 PM IST
| NIFTY 07-Apr-2026 (5d) 26600 CE | ||||||||||||||||
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Delta: 0
Vega: 0.18
Theta: -0.66
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Apr | 22679.40 | 0.7 | -0.65 | 42.08 | 50,085 | 3,251 | 15,845 | |||||||||
| 30 Mar | 22331.40 | 1.3 | -1 | 42.2 | 25,425 | 7,098 | 12,594 | |||||||||
| 27 Mar | 22819.60 | 2.2 | 0.35 | 33.34 | 12,404 | 347 | 5,496 | |||||||||
| 25 Mar | 23306.45 | 1.85 | -3.75 | 26.3 | 19,698 | 844 | 5,149 | |||||||||
| 24 Mar | 22912.40 | 5.8 | 2.2 | 31.96 | 9,639 | 3,501 | 4,305 | |||||||||
| 23 Mar | 22512.65 | 3.6 | -0.35 | 32.57 | 653 | 321 | 804 | |||||||||
| 20 Mar | 23114.50 | 4 | -0.5 | 25.44 | 362 | 100 | 483 | |||||||||
| 19 Mar | 23002.15 | 3.5 | -2.4 | 25.25 | 343 | -46 | 383 | |||||||||
| 18 Mar | 23777.80 | 5.7 | -0.95 | 20.6 | 287 | 73 | 429 | |||||||||
| 17 Mar | 23581.15 | 6.6 | -2.75 | 21.85 | 294 | 92 | 356 | |||||||||
| 16 Mar | 23408.80 | 9.5 | -1.95 | 24.05 | 123 | 16 | 264 | |||||||||
| 13 Mar | 23151.10 | 11.65 | -0.65 | 24.42 | 237 | 49 | 248 | |||||||||
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| 12 Mar | 23639.15 | 12.55 | 0.7 | 20.99 | 179 | 54 | 199 | |||||||||
| 11 Mar | 23866.85 | 11.8 | -4 | 18.95 | 178 | -31 | 145 | |||||||||
| 10 Mar | 24261.60 | 15.95 | -5.55 | 16.56 | 176 | 57 | 176 | |||||||||
| 9 Mar | 24028.05 | 22.1 | 0.75 | 19.21 | 431 | 36 | 119 | |||||||||
| 6 Mar | 24450.45 | 21 | -3.65 | 14.93 | 83 | 44 | 83 | |||||||||
| 5 Mar | 24765.90 | 22.8 | -4.45 | 13.12 | 38 | 23 | 39 | |||||||||
| 4 Mar | 24480.50 | 26.5 | -17.75 | 15.06 | 39 | 16 | 16 | |||||||||
For Nifty - strike price 26600 expiring on 07APR2026
Delta for 26600 CE is 0
Historical price for 26600 CE is as follows
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 0.7, which was -0.65 lower than the previous day. The implied volatity was 42.08, the open interest changed by 3251 which increased total open position to 15845
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 1.3, which was -1 lower than the previous day. The implied volatity was 42.2, the open interest changed by 7098 which increased total open position to 12594
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 2.2, which was 0.35 higher than the previous day. The implied volatity was 33.34, the open interest changed by 347 which increased total open position to 5496
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 1.85, which was -3.75 lower than the previous day. The implied volatity was 26.3, the open interest changed by 844 which increased total open position to 5149
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 5.8, which was 2.2 higher than the previous day. The implied volatity was 31.96, the open interest changed by 3501 which increased total open position to 4305
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 3.6, which was -0.35 lower than the previous day. The implied volatity was 32.57, the open interest changed by 321 which increased total open position to 804
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 4, which was -0.5 lower than the previous day. The implied volatity was 25.44, the open interest changed by 100 which increased total open position to 483
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 3.5, which was -2.4 lower than the previous day. The implied volatity was 25.25, the open interest changed by -46 which decreased total open position to 383
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 5.7, which was -0.95 lower than the previous day. The implied volatity was 20.6, the open interest changed by 73 which increased total open position to 429
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 6.6, which was -2.75 lower than the previous day. The implied volatity was 21.85, the open interest changed by 92 which increased total open position to 356
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 9.5, which was -1.95 lower than the previous day. The implied volatity was 24.05, the open interest changed by 16 which increased total open position to 264
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 11.65, which was -0.65 lower than the previous day. The implied volatity was 24.42, the open interest changed by 49 which increased total open position to 248
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 12.55, which was 0.7 higher than the previous day. The implied volatity was 20.99, the open interest changed by 54 which increased total open position to 199
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 11.8, which was -4 lower than the previous day. The implied volatity was 18.95, the open interest changed by -31 which decreased total open position to 145
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 15.95, which was -5.55 lower than the previous day. The implied volatity was 16.56, the open interest changed by 57 which increased total open position to 176
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 22.1, which was 0.75 higher than the previous day. The implied volatity was 19.21, the open interest changed by 36 which increased total open position to 119
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 21, which was -3.65 lower than the previous day. The implied volatity was 14.93, the open interest changed by 44 which increased total open position to 83
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 22.8, which was -4.45 lower than the previous day. The implied volatity was 13.12, the open interest changed by 23 which increased total open position to 39
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 26.5, which was -17.75 lower than the previous day. The implied volatity was 15.06, the open interest changed by 16 which increased total open position to 16
| NIFTY 07-Apr-2026 (5d) 26600 PE | |||||||
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Delta: -0.99
Vega: 0.91
Theta: 3.26
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Apr | 22679.40 | 3791.3 | -164.85 | 52.7 | 16 | 40 | 41 |
| 30 Mar | 22331.40 | 4182.95 | 1617.05 | 48.04 | 41 | 0 | 1 |
| 27 Mar | 22819.60 | 2565.9 | 959.2 | - | 0 | 0 | 1 |
| 25 Mar | 23306.45 | 2565.9 | 959.2 | - | 0 | 0 | 1 |
| 24 Mar | 22912.40 | 2565.9 | 959.2 | - | 0 | 0 | 1 |
| 23 Mar | 22512.65 | 2565.9 | 959.2 | - | 0 | 0 | 1 |
| 20 Mar | 23114.50 | 2565.9 | 959.2 | - | 0 | 0 | 1 |
| 19 Mar | 23002.15 | 2565.9 | 959.2 | - | 0 | 0 | 1 |
| 18 Mar | 23777.80 | 2565.9 | 959.2 | - | 0 | 0 | 1 |
| 17 Mar | 23581.15 | 2565.9 | 959.2 | - | 0 | 1 | 1 |
| 16 Mar | 23408.80 | 2565.9 | 959.2 | - | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 2565.9 | 959.2 | - | 0 | 0 | 1 |
| 12 Mar | 23639.15 | 2565.9 | 959.2 | - | 0 | 1 | 1 |
| 11 Mar | 23866.85 | 2565.9 | 959.2 | 19.14 | 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 26600 expiring on 07APR2026
Delta for 26600 PE is -0.99
Historical price for 26600 PE is as follows
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 3791.3, which was -164.85 lower than the previous day. The implied volatity was 52.7, the open interest changed by 40 which increased total open position to 41
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 4182.95, which was 1617.05 higher than the previous day. The implied volatity was 48.04, the open interest changed by 0 which decreased total open position to 1
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 2565.9, which was 959.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 2565.9, which was 959.2 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 2565.9, which was 959.2 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 2565.9, which was 959.2 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 2565.9, which was 959.2 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 2565.9, which was 959.2 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 2565.9, which was 959.2 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 2565.9, which was 959.2 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 2565.9, which was 959.2 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 2565.9, which was 959.2 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 2565.9, which was 959.2 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 2565.9, which was 959.2 higher than the previous day. The implied volatity was 19.14, 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
