NIFTY
Nifty
Historical option data for NIFTY
10 Apr 2026 04:11 PM IST
| NIFTY 13-Apr-2026 (2d) 26050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0
Vega: 0
Theta: -0.53
Gamma: 0.00001
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Apr | 24050.60 | 0.3 | -0.35000000000000003 | 28.1 | 7,062 | 311 | 1,438 | |||||||||
| 9 Apr | 23775.10 | 0.6 | -0.5499999999999999 | 29.76 | 6,927 | 809 | 1,123 | |||||||||
|
|
||||||||||||||||
| 8 Apr | 23997.35 | 1.3 | -36.7 | 26.72 | 2,189 | 314 | 314 | |||||||||
For Nifty - strike price 26050 expiring on 13APR2026
Delta for 26050 CE is 0
Historical price for 26050 CE is as follows
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 0.3, which was -0.35000000000000003 lower than the previous day. The implied volatity was 28.1, the open interest changed by 311 which increased total open position to 1438
On 9 Apr NIFTY was trading at 23775.10. The strike last trading price was 0.6, which was -0.5499999999999999 lower than the previous day. The implied volatity was 29.76, the open interest changed by 809 which increased total open position to 1123
On 8 Apr NIFTY was trading at 23997.35. The strike last trading price was 1.3, which was -36.7 lower than the previous day. The implied volatity was 26.72, the open interest changed by 314 which increased total open position to 314
| NIFTY 13-Apr-2026 (2d) 26050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -1
Vega: 0
Theta: -0.53
Gamma: 0.00001
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Apr | 24050.60 | 1920.85 | 260.64999999999986 | 28.1 | 2 | 0 | 0 |
| 9 Apr | 23775.10 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 23997.35 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26050 expiring on 13APR2026
Delta for 26050 PE is -1
Historical price for 26050 PE is as follows
On 10 Apr NIFTY was trading at 24050.60. The strike last trading price was 1920.85, which was 260.64999999999986 higher than the previous day. The implied volatity was 28.1, the open interest changed by 0 which decreased total open position to 0
On 9 Apr NIFTY was trading at 23775.10. 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 8 Apr NIFTY was trading at 23997.35. 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
