NIFTY
Nifty
Historical option data for NIFTY
17 Apr 2026 04:11 PM IST
| NIFTY 21-Apr-2026 (2d) 26250 CE | ||||||||||||||||
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Delta: 0
Vega: 0
Theta: -0.41
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Apr | 24353.55 | 0.3 | -0.3 | 23 | 7,317 | 453 | 2,095 | |||||||||
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| 16 Apr | 24196.75 | 0.55 | -0.19999999999999996 | 23.92 | 9,618 | 1,623 | 1,626 | |||||||||
| 15 Apr | 24231.30 | 0.75 | -5.95 | 22.32 | 12 | 3 | 3 | |||||||||
For Nifty - strike price 26250 expiring on 21APR2026
Delta for 26250 CE is 0
Historical price for 26250 CE is as follows
On 17 Apr NIFTY was trading at 24353.55. The strike last trading price was 0.3, which was -0.3 lower than the previous day. The implied volatity was 23, the open interest changed by 453 which increased total open position to 2095
On 16 Apr NIFTY was trading at 24196.75. The strike last trading price was 0.55, which was -0.19999999999999996 lower than the previous day. The implied volatity was 23.92, the open interest changed by 1623 which increased total open position to 1626
On 15 Apr NIFTY was trading at 24231.30. The strike last trading price was 0.75, which was -5.95 lower than the previous day. The implied volatity was 22.32, the open interest changed by 3 which increased total open position to 3
| NIFTY 21-Apr-2026 (2d) 26250 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Apr | 24353.55 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 24196.75 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 24231.30 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26250 expiring on 21APR2026
Delta for 26250 PE is -
Historical price for 26250 PE is as follows
On 17 Apr NIFTY was trading at 24353.55. 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 16 Apr NIFTY was trading at 24196.75. 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 15 Apr NIFTY was trading at 24231.30. 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
