[--[65.84.65.76]--]

NIFTY

Nifty
23912.6 -537.85 (-2.20%)
L: 23697.8 H: 23959.7

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Historical option data for NIFTY

09 Mar 2026 02:33 PM IST
NIFTY 10-MAR-2026 22900 CE
Delta: 0.93
Vega: 1.62
Theta: -48.87
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
9 Mar 23921.25 1050 -1917.5 55.08 58 18 18
6 Mar 24450.45 2967.5 0 - 0 0 0
5 Mar 24765.90 2967.5 0 - 0 0 0


For Nifty - strike price 22900 expiring on 10MAR2026

Delta for 22900 CE is 0.93

Historical price for 22900 CE is as follows

On 9 Mar NIFTY was trading at 23921.25. The strike last trading price was 1050, which was -1917.5 lower than the previous day. The implied volatity was 55.08, the open interest changed by 18 which increased total open position to 18


On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 2967.5, 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 2967.5, 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


NIFTY 10MAR2026 22900 PE
Delta: -0.07
Vega: 1.64
Theta: -42.99
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
9 Mar 23921.25 20.55 11.55 55.16 5,82,052 27,813 43,176
6 Mar 24450.45 7.35 -0.95 32.6 2,33,295 5,880 15,363
5 Mar 24765.90 8.2 7.25 33.73 1,27,576 9,483 9,483


For Nifty - strike price 22900 expiring on 10MAR2026

Delta for 22900 PE is -0.07

Historical price for 22900 PE is as follows

On 9 Mar NIFTY was trading at 23921.25. The strike last trading price was 20.55, which was 11.55 higher than the previous day. The implied volatity was 55.16, the open interest changed by 27813 which increased total open position to 43176


On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 7.35, which was -0.95 lower than the previous day. The implied volatity was 32.6, the open interest changed by 5880 which increased total open position to 15363


On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 8.2, which was 7.25 higher than the previous day. The implied volatity was 33.73, the open interest changed by 9483 which increased total open position to 9483