NIFTY
Nifty
Historical option data for NIFTY
02 Apr 2026 04:10 PM IST
| NIFTY 07-Apr-2026 (3d) 25450 CE | ||||||||||||||||
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Delta: 0
Vega: 0.24
Theta: -0.84
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 22713.10 | 0.8 | -0.25 | 34.75 | 9,389 | -529 | 799 | |||||||||
| 1 Apr | 22679.40 | 1.05 | -2 | 32.51 | 26,598 | 994 | 1,328 | |||||||||
| 30 Mar | 22331.40 | 2.55 | -3.2 | 34.36 | 2,023 | 157 | 334 | |||||||||
| 27 Mar | 22819.60 | 7.5 | -2.5 | 28.71 | 824 | 54 | 177 | |||||||||
| 25 Mar | 23306.45 | 10.35 | -2.4 | 23.01 | 1,119 | 62 | 123 | |||||||||
| 24 Mar | 22912.40 | 12.25 | -0.5 | 26.1 | 115 | 8 | 61 | |||||||||
| 23 Mar | 22512.65 | 12.1 | -4.1 | 29.39 | 63 | -6 | 53 | |||||||||
| 20 Mar | 23114.50 | 16 | -2.3 | - | 0 | 0 | 59 | |||||||||
| 19 Mar | 23002.15 | 16 | -2.3 | 22.79 | 44 | -12 | 59 | |||||||||
| 18 Mar | 23777.80 | 16.9 | -6.15 | 15.9 | 70 | 8 | 71 | |||||||||
| 17 Mar | 23581.15 | 22.45 | -7.15 | 17.97 | 35 | 22 | 63 | |||||||||
| 16 Mar | 23408.80 | 29.9 | -0.5 | 20.58 | 64 | -4 | 41 | |||||||||
| 13 Mar | 23151.10 | 30.2 | -9.7 | 20.72 | 65 | 26 | 45 | |||||||||
| 12 Mar | 23639.15 | 39.9 | -15.05 | 17.56 | 20 | -1 | 19 | |||||||||
| 11 Mar | 23866.85 | 56.9 | -123.4 | 16.9 | 30 | 15 | 20 | |||||||||
| 10 Mar | 24261.60 | 180.3 | -7.1 | - | 0 | 0 | 5 | |||||||||
| 9 Mar | 24028.05 | 180.3 | -7.1 | - | 0 | 1 | 5 | |||||||||
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| 6 Mar | 24450.45 | 180.3 | -7.1 | 15.82 | 1 | 1 | 4 | |||||||||
| 5 Mar | 24765.90 | 187.4 | 8.95 | 12.81 | 3 | 1 | 3 | |||||||||
| 4 Mar | 24480.50 | 178.45 | -86.4 | 15.06 | 3 | 2 | 2 | |||||||||
For Nifty - strike price 25450 expiring on 07APR2026
Delta for 25450 CE is 0
Historical price for 25450 CE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 34.75, the open interest changed by -529 which decreased total open position to 799
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 1.05, which was -2 lower than the previous day. The implied volatity was 32.51, the open interest changed by 994 which increased total open position to 1328
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 2.55, which was -3.2 lower than the previous day. The implied volatity was 34.36, the open interest changed by 157 which increased total open position to 334
On 27 Mar NIFTY was trading at 22819.60. The strike last trading price was 7.5, which was -2.5 lower than the previous day. The implied volatity was 28.71, the open interest changed by 54 which increased total open position to 177
On 25 Mar NIFTY was trading at 23306.45. The strike last trading price was 10.35, which was -2.4 lower than the previous day. The implied volatity was 23.01, the open interest changed by 62 which increased total open position to 123
On 24 Mar NIFTY was trading at 22912.40. The strike last trading price was 12.25, which was -0.5 lower than the previous day. The implied volatity was 26.1, the open interest changed by 8 which increased total open position to 61
On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 12.1, which was -4.1 lower than the previous day. The implied volatity was 29.39, the open interest changed by -6 which decreased total open position to 53
On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 16, which was -2.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 59
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 16, which was -2.3 lower than the previous day. The implied volatity was 22.79, the open interest changed by -12 which decreased total open position to 59
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 16.9, which was -6.15 lower than the previous day. The implied volatity was 15.9, the open interest changed by 8 which increased total open position to 71
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 22.45, which was -7.15 lower than the previous day. The implied volatity was 17.97, the open interest changed by 22 which increased total open position to 63
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 29.9, which was -0.5 lower than the previous day. The implied volatity was 20.58, the open interest changed by -4 which decreased total open position to 41
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 30.2, which was -9.7 lower than the previous day. The implied volatity was 20.72, the open interest changed by 26 which increased total open position to 45
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 39.9, which was -15.05 lower than the previous day. The implied volatity was 17.56, the open interest changed by -1 which decreased total open position to 19
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 56.9, which was -123.4 lower than the previous day. The implied volatity was 16.9, the open interest changed by 15 which increased total open position to 20
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 180.3, which was -7.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 180.3, which was -7.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 180.3, which was -7.1 lower than the previous day. The implied volatity was 15.82, the open interest changed by 1 which increased total open position to 4
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 187.4, which was 8.95 higher than the previous day. The implied volatity was 12.81, the open interest changed by 1 which increased total open position to 3
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 178.45, which was -86.4 lower than the previous day. The implied volatity was 15.06, the open interest changed by 2 which increased total open position to 2
| NIFTY 07-Apr-2026 (3d) 25450 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 | 2700 | 300 | - | 0 | 0 | 1 |
| 1 Apr | 22679.40 | 2700 | 300 | 49.01 | 1 | 0 | 1 |
| 30 Mar | 22331.40 | 2400 | 943.1 | - | 0 | 0 | 1 |
| 27 Mar | 22819.60 | 2400 | 943.1 | 31.05 | 1 | 0 | 1 |
| 25 Mar | 23306.45 | 1456.9 | 772.15 | - | 0 | 0 | 1 |
| 24 Mar | 22912.40 | 1456.9 | 772.15 | - | 0 | 0 | 1 |
| 23 Mar | 22512.65 | 1456.9 | 772.15 | - | 0 | 0 | 1 |
| 20 Mar | 23114.50 | 1456.9 | 772.15 | - | 0 | 0 | 1 |
| 19 Mar | 23002.15 | 1456.9 | 772.15 | - | 0 | 0 | 1 |
| 18 Mar | 23777.80 | 1456.9 | 772.15 | - | 0 | 0 | 1 |
| 17 Mar | 23581.15 | 1456.9 | 772.15 | - | 0 | 1 | 1 |
| 16 Mar | 23408.80 | 1456.9 | 772.15 | - | 0 | 0 | 0 |
| 13 Mar | 23151.10 | 1456.9 | 772.15 | - | 0 | 0 | 1 |
| 12 Mar | 23639.15 | 1456.9 | 772.15 | - | 0 | 1 | 1 |
| 11 Mar | 23866.85 | 1456.9 | 772.15 | 15.88 | 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 25450 expiring on 07APR2026
Delta for 25450 PE is -
Historical price for 25450 PE is as follows
On 2 Apr NIFTY was trading at 22713.10. The strike last trading price was 2700, which was 300 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Apr NIFTY was trading at 22679.40. The strike last trading price was 2700, which was 300 higher than the previous day. The implied volatity was 49.01, the open interest changed by 0 which decreased total open position to 1
On 30 Mar NIFTY was trading at 22331.40. The strike last trading price was 2400, which was 943.1 higher than the previous day. The implied volatity was -, 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 2400, which was 943.1 higher than the previous day. The implied volatity was 31.05, 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 1456.9, which was 772.15 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 1456.9, which was 772.15 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 1456.9, which was 772.15 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 1456.9, which was 772.15 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 1456.9, which was 772.15 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 1456.9, which was 772.15 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 1456.9, which was 772.15 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 1456.9, which was 772.15 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 1456.9, which was 772.15 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 1456.9, which was 772.15 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 1456.9, which was 772.15 higher than the previous day. The implied volatity was 15.88, 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
