NIFTY
Nifty
Historical option data for NIFTY
06 Mar 2026 04:10 PM IST
| NIFTY 10-MAR-2026 23200 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Mar | 24450.45 | 2670.75 | 0 | - | 0 | 0 | 0 | |||||||||
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| 5 Mar | 24765.90 | 2670.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 24480.50 | 2670.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23200 expiring on 10MAR2026
Delta for 23200 CE is -
Historical price for 23200 CE is as follows
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 2670.75, 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 2670.75, 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 2670.75, 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 23200 PE | |||||||
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Delta: -0.04
Vega: 2.36
Theta: -8.74
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Mar | 24450.45 | 14.1 | 1.3 | 30.62 | 4,15,906 | 22,954 | 52,118 |
| 5 Mar | 24765.90 | 13.25 | -51.3 | 31.46 | 2,88,490 | 5,983 | 29,164 |
| 4 Mar | 24480.50 | 64.65 | 62.25 | 36.41 | 2,24,565 | 23,181 | 23,181 |
For Nifty - strike price 23200 expiring on 10MAR2026
Delta for 23200 PE is -0.04
Historical price for 23200 PE is as follows
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 14.1, which was 1.3 higher than the previous day. The implied volatity was 30.62, the open interest changed by 22954 which increased total open position to 52118
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 13.25, which was -51.3 lower than the previous day. The implied volatity was 31.46, the open interest changed by 5983 which increased total open position to 29164
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 64.65, which was 62.25 higher than the previous day. The implied volatity was 36.41, the open interest changed by 23181 which increased total open position to 23181
