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NIFTY

Nifty
23114.5 +112.35 (0.49%)
L: 23067.6 H: 23345.15

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Historical option data for NIFTY

20 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 23250 CE
Delta: 0.44
Vega: 9.54
Theta: -28.07
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
20 Mar 23114.50 164.2 6.8 21.27 25,53,192 7,168 38,746
19 Mar 23002.15 189.95 -399.95 26.42 9,49,528 29,127 31,578
18 Mar 23777.80 578 85.75 15.27 5,087 -55 2,451
17 Mar 23581.15 483.45 49.7 21.05 11,574 -276 2,506
16 Mar 23408.80 411.1 38.6 23.75 31,035 1,326 2,782
13 Mar 23151.10 381.85 -295.95 24.09 7,398 1,422 1,456
12 Mar 23639.15 665.45 -267.35 23 182 -4 34
11 Mar 23866.85 932.8 -65.55 29.58 45 37 38
10 Mar 24261.60 998.35 -1625.85 - 1 1 1
9 Mar 24028.05 998.35 -1625.85 23.63 1 0 0
6 Mar 24450.45 2624.2 0 - 0 0 0
5 Mar 24765.90 2624.2 0 - 0 0 0
4 Mar 24480.50 2624.2 0 - 0 0 0

For Nifty - strike price 23250 expiring on 24MAR2026

Delta for 23250 CE is 0.44

Historical price for 23250 CE is as follows

On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 164.2, which was 6.8 higher than the previous day. The implied volatity was 21.27, the open interest changed by 7168 which increased total open position to 38746


On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 189.95, which was -399.95 lower than the previous day. The implied volatity was 26.42, the open interest changed by 29127 which increased total open position to 31578


On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 578, which was 85.75 higher than the previous day. The implied volatity was 15.27, the open interest changed by -55 which decreased total open position to 2451


On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 483.45, which was 49.7 higher than the previous day. The implied volatity was 21.05, the open interest changed by -276 which decreased total open position to 2506


On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 411.1, which was 38.6 higher than the previous day. The implied volatity was 23.75, the open interest changed by 1326 which increased total open position to 2782


On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 381.85, which was -295.95 lower than the previous day. The implied volatity was 24.09, the open interest changed by 1422 which increased total open position to 1456


On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 665.45, which was -267.35 lower than the previous day. The implied volatity was 23, the open interest changed by -4 which decreased total open position to 34


On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 932.8, which was -65.55 lower than the previous day. The implied volatity was 29.58, the open interest changed by 37 which increased total open position to 38


On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 998.35, which was -1625.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 998.35, which was -1625.85 lower than the previous day. The implied volatity was 23.63, the open interest changed by 0 which decreased total open position to 0


On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 2624.2, 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 2624.2, 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 2624.2, 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 24MAR2026 23250 PE
Delta: -0.55
Vega: 9.57
Theta: -26.16
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
20 Mar 23114.50 288.1 -100.45 24.86 25,10,699 10,895 24,927
19 Mar 23002.15 347.5 270.55 25.81 10,77,251 5,215 14,032
18 Mar 23777.80 75.65 -65.35 22.08 2,31,872 1,063 8,817
17 Mar 23581.15 142 -142.7 22.02 45,534 4,352 7,754
16 Mar 23408.80 285 -150.9 26.05 25,132 1,936 3,402
13 Mar 23151.10 430.65 197.75 26.55 16,971 996 1,466
12 Mar 23639.15 225.3 23.8 24.65 4,932 -252 470
11 Mar 23866.85 209.4 111.9 26.83 2,428 535 722
10 Mar 24261.60 96.1 -161.05 24.46 677 75 187
9 Mar 24028.05 262 134.95 31.13 400 -57 112
6 Mar 24450.45 121.95 47.35 26.07 399 107 169
5 Mar 24765.90 79.8 -11.9 24.98 266 57 62
4 Mar 24480.50 91.7 89.15 22.68 6 5 5

For Nifty - strike price 23250 expiring on 24MAR2026

Delta for 23250 PE is -0.55

Historical price for 23250 PE is as follows

On 20 Mar NIFTY was trading at 23114.50. The strike last trading price was 288.1, which was -100.45 lower than the previous day. The implied volatity was 24.86, the open interest changed by 10895 which increased total open position to 24927


On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 347.5, which was 270.55 higher than the previous day. The implied volatity was 25.81, the open interest changed by 5215 which increased total open position to 14032


On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 75.65, which was -65.35 lower than the previous day. The implied volatity was 22.08, the open interest changed by 1063 which increased total open position to 8817


On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 142, which was -142.7 lower than the previous day. The implied volatity was 22.02, the open interest changed by 4352 which increased total open position to 7754


On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 285, which was -150.9 lower than the previous day. The implied volatity was 26.05, the open interest changed by 1936 which increased total open position to 3402


On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 430.65, which was 197.75 higher than the previous day. The implied volatity was 26.55, the open interest changed by 996 which increased total open position to 1466


On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 225.3, which was 23.8 higher than the previous day. The implied volatity was 24.65, the open interest changed by -252 which decreased total open position to 470


On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 209.4, which was 111.9 higher than the previous day. The implied volatity was 26.83, the open interest changed by 535 which increased total open position to 722


On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 96.1, which was -161.05 lower than the previous day. The implied volatity was 24.46, the open interest changed by 75 which increased total open position to 187


On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 262, which was 134.95 higher than the previous day. The implied volatity was 31.13, the open interest changed by -57 which decreased total open position to 112


On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 121.95, which was 47.35 higher than the previous day. The implied volatity was 26.07, the open interest changed by 107 which increased total open position to 169


On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 79.8, which was -11.9 lower than the previous day. The implied volatity was 24.98, the open interest changed by 57 which increased total open position to 62


On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 91.7, which was 89.15 higher than the previous day. The implied volatity was 22.68, the open interest changed by 5 which increased total open position to 5