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NIFTY

Nifty
22512.65 -601.85 (-2.60%)
L: 22471.25 H: 22851.7

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Historical option data for NIFTY

23 Mar 2026 04:10 PM IST
Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV
NIFTY 24-MAR-2026 22750 CE
Delta: 0.31
Vega: 4.16
Theta: -82.4
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
23 Mar 22512.65 89.95 -391.9 38.69 16,96,799 27,259 27,900
20 Mar 23114.50 474.6 53.85 21.79 4,649 -159 641
19 Mar 23002.15 491.05 -545.65 24.75 8,911 745 800
18 Mar 23777.80 1033.85 138.65 14.92 106 7 55
17 Mar 23581.15 895.5 76.2 22.86 50 -5 48
16 Mar 23408.80 829.1 -267.15 31.07 165 44 53
13 Mar 23151.10 1096.25 -198.2 - 0 1 9
12 Mar 23639.15 1096.25 -198.2 27.57 1 5 8
11 Mar 23866.85 1294.45 -21.75 28.26 13 0 3
10 Mar 24261.60 1316.2 -653.8 - 1 1 3
9 Mar 24028.05 1316.2 -653.8 19.12 1 0 2
6 Mar 24450.45 1970 -1149 - 0 -2 2
5 Mar 24765.90 1970 -1149 20.2 12 4 4

For Nifty - strike price 22750 expiring on 24MAR2026

Delta for 22750 CE is 0.31

Historical price for 22750 CE is as follows

On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 89.95, which was -391.9 lower than the previous day. The implied volatity was 38.69, the open interest changed by 27259 which increased total open position to 27900


On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 474.6, which was 53.85 higher than the previous day. The implied volatity was 21.79, the open interest changed by -159 which decreased total open position to 641


On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 491.05, which was -545.65 lower than the previous day. The implied volatity was 24.75, the open interest changed by 745 which increased total open position to 800


On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 1033.85, which was 138.65 higher than the previous day. The implied volatity was 14.92, the open interest changed by 7 which increased total open position to 55


On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 895.5, which was 76.2 higher than the previous day. The implied volatity was 22.86, the open interest changed by -5 which decreased total open position to 48


On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 829.1, which was -267.15 lower than the previous day. The implied volatity was 31.07, the open interest changed by 44 which increased total open position to 53


On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1096.25, which was -198.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 9


On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1096.25, which was -198.2 lower than the previous day. The implied volatity was 27.57, the open interest changed by 5 which increased total open position to 8


On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1294.45, which was -21.75 lower than the previous day. The implied volatity was 28.26, the open interest changed by 0 which decreased total open position to 3


On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1316.2, which was -653.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3


On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1316.2, which was -653.8 lower than the previous day. The implied volatity was 19.12, the open interest changed by 0 which decreased total open position to 2


On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1970, which was -1149 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 2


On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1970, which was -1149 lower than the previous day. The implied volatity was 20.2, the open interest changed by 4 which increased total open position to 4


NIFTY 24MAR2026 22750 PE
Delta: -0.69
Vega: 4.18
Theta: -85.11
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
23 Mar 22512.65 352.1 242.1 42.82 5,88,837 -10,192 4,613
20 Mar 23114.50 100.75 -63.8 26.63 7,79,429 4,871 14,805
19 Mar 23002.15 149.25 116 27.97 3,41,252 2,826 9,934
18 Mar 23777.80 32.55 -30.95 26.54 1,27,548 832 7,108
17 Mar 23581.15 62.2 -89.45 25.45 39,739 2,246 6,276
16 Mar 23408.80 157 -92.6 29.63 23,623 1,235 4,030
13 Mar 23151.10 246.15 111.85 28.28 25,040 -2,222 2,795
12 Mar 23639.15 132.3 16.05 27.68 16,911 967 5,017
11 Mar 23866.85 123.2 69.65 29.17 10,709 1,622 4,050
10 Mar 24261.60 51.65 -117.75 26.52 8,216 449 2,428
9 Mar 24028.05 172.6 91.8 33.43 4,720 1,565 1,979
6 Mar 24450.45 77 53.75 28.32 1,990 387 414
5 Mar 24765.90 23.25 22.75 23.01 42 27 27

For Nifty - strike price 22750 expiring on 24MAR2026

Delta for 22750 PE is -0.69

Historical price for 22750 PE is as follows

On 23 Mar NIFTY was trading at 22512.65. The strike last trading price was 352.1, which was 242.1 higher than the previous day. The implied volatity was 42.82, the open interest changed by -10192 which decreased total open position to 4613


On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 100.75, which was -63.8 lower than the previous day. The implied volatity was 26.63, the open interest changed by 4871 which increased total open position to 14805


On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 149.25, which was 116 higher than the previous day. The implied volatity was 27.97, the open interest changed by 2826 which increased total open position to 9934


On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 32.55, which was -30.95 lower than the previous day. The implied volatity was 26.54, the open interest changed by 832 which increased total open position to 7108


On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 62.2, which was -89.45 lower than the previous day. The implied volatity was 25.45, the open interest changed by 2246 which increased total open position to 6276


On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 157, which was -92.6 lower than the previous day. The implied volatity was 29.63, the open interest changed by 1235 which increased total open position to 4030


On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 246.15, which was 111.85 higher than the previous day. The implied volatity was 28.28, the open interest changed by -2222 which decreased total open position to 2795


On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 132.3, which was 16.05 higher than the previous day. The implied volatity was 27.68, the open interest changed by 967 which increased total open position to 5017


On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 123.2, which was 69.65 higher than the previous day. The implied volatity was 29.17, the open interest changed by 1622 which increased total open position to 4050


On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 51.65, which was -117.75 lower than the previous day. The implied volatity was 26.52, the open interest changed by 449 which increased total open position to 2428


On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 172.6, which was 91.8 higher than the previous day. The implied volatity was 33.43, the open interest changed by 1565 which increased total open position to 1979


On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 77, which was 53.75 higher than the previous day. The implied volatity was 28.32, the open interest changed by 387 which increased total open position to 414


On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 23.25, which was 22.75 higher than the previous day. The implied volatity was 23.01, the open interest changed by 27 which increased total open position to 27