NIFTY
Nifty
Historical option data for NIFTY
19 Mar 2026 04:10 PM IST
| NIFTY 24-MAR-2026 23300 CE | ||||||||||||||||
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Delta: 0.39
Vega: 10.39
Theta: -26.24
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Mar | 23002.15 | 169.25 | -376.6 | 22.91 | 18,34,380 | 60,963 | 70,034 | |||||||||
| 18 Mar | 23777.80 | 535.65 | 82.1 | 15.44 | 32,342 | -2,624 | 9,071 | |||||||||
| 17 Mar | 23581.15 | 449.9 | 48.1 | 21.01 | 78,806 | -544 | 11,695 | |||||||||
| 16 Mar | 23408.80 | 384.45 | 39.05 | 23.83 | 99,150 | 7,086 | 12,239 | |||||||||
| 13 Mar | 23151.10 | 363.55 | -281.2 | 24.42 | 34,607 | 4,968 | 5,153 | |||||||||
| 12 Mar | 23639.15 | 644 | -181.3 | 23.63 | 603 | 131 | 185 | |||||||||
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| 11 Mar | 23866.85 | 822.95 | -141.15 | 24.54 | 66 | 53 | 54 | |||||||||
| 10 Mar | 24261.60 | 964.1 | -1610.85 | - | 1 | 1 | 1 | |||||||||
| 9 Mar | 24028.05 | 964.1 | -1610.85 | 23.87 | 1 | 0 | 0 | |||||||||
| 6 Mar | 24450.45 | 2574.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 24765.90 | 2574.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 24480.50 | 2574.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23300 expiring on 24MAR2026
Delta for 23300 CE is 0.39
Historical price for 23300 CE is as follows
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 169.25, which was -376.6 lower than the previous day. The implied volatity was 22.91, the open interest changed by 60963 which increased total open position to 70034
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 535.65, which was 82.1 higher than the previous day. The implied volatity was 15.44, the open interest changed by -2624 which decreased total open position to 9071
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 449.9, which was 48.1 higher than the previous day. The implied volatity was 21.01, the open interest changed by -544 which decreased total open position to 11695
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 384.45, which was 39.05 higher than the previous day. The implied volatity was 23.83, the open interest changed by 7086 which increased total open position to 12239
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 363.55, which was -281.2 lower than the previous day. The implied volatity was 24.42, the open interest changed by 4968 which increased total open position to 5153
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 644, which was -181.3 lower than the previous day. The implied volatity was 23.63, the open interest changed by 131 which increased total open position to 185
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 822.95, which was -141.15 lower than the previous day. The implied volatity was 24.54, the open interest changed by 53 which increased total open position to 54
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 964.1, which was -1610.85 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 964.1, which was -1610.85 lower than the previous day. The implied volatity was 23.87, 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 2574.95, 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 2574.95, 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 2574.95, 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 23300 PE | |||||||
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Delta: -0.6
Vega: 10.47
Theta: -22.95
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Mar | 23002.15 | 374.9 | 290.3 | 25.61 | 16,12,676 | -726 | 34,747 |
| 18 Mar | 23777.80 | 84 | -70.95 | 21.79 | 6,28,678 | 10,387 | 35,473 |
| 17 Mar | 23581.15 | 153.25 | -151.05 | 21.59 | 1,84,942 | 11,877 | 25,086 |
| 16 Mar | 23408.80 | 315.65 | -147.1 | 26.65 | 83,264 | 7,592 | 13,209 |
| 13 Mar | 23151.10 | 455.9 | 210.1 | 26.5 | 49,224 | 3,987 | 5,617 |
| 12 Mar | 23639.15 | 247.8 | 35.15 | 25.03 | 9,298 | -110 | 1,630 |
| 11 Mar | 23866.85 | 222 | 117.8 | 26.68 | 11,416 | 736 | 1,740 |
| 10 Mar | 24261.60 | 107 | -155 | 24.66 | 8,586 | 533 | 1,004 |
| 9 Mar | 24028.05 | 272.05 | 140.2 | 30.8 | 1,782 | 111 | 471 |
| 6 Mar | 24450.45 | 128.85 | 46.7 | 25.93 | 963 | 200 | 360 |
| 5 Mar | 24765.90 | 80.85 | -22.7 | 24.51 | 972 | 158 | 160 |
| 4 Mar | 24480.50 | 103.55 | 100.55 | 23.01 | 12 | 2 | 2 |
For Nifty - strike price 23300 expiring on 24MAR2026
Delta for 23300 PE is -0.6
Historical price for 23300 PE is as follows
On 19 Mar NIFTY was trading at 23002.15. The strike last trading price was 374.9, which was 290.3 higher than the previous day. The implied volatity was 25.61, the open interest changed by -726 which decreased total open position to 34747
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 84, which was -70.95 lower than the previous day. The implied volatity was 21.79, the open interest changed by 10387 which increased total open position to 35473
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 153.25, which was -151.05 lower than the previous day. The implied volatity was 21.59, the open interest changed by 11877 which increased total open position to 25086
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 315.65, which was -147.1 lower than the previous day. The implied volatity was 26.65, the open interest changed by 7592 which increased total open position to 13209
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 455.9, which was 210.1 higher than the previous day. The implied volatity was 26.5, the open interest changed by 3987 which increased total open position to 5617
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 247.8, which was 35.15 higher than the previous day. The implied volatity was 25.03, the open interest changed by -110 which decreased total open position to 1630
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 222, which was 117.8 higher than the previous day. The implied volatity was 26.68, the open interest changed by 736 which increased total open position to 1740
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 107, which was -155 lower than the previous day. The implied volatity was 24.66, the open interest changed by 533 which increased total open position to 1004
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 272.05, which was 140.2 higher than the previous day. The implied volatity was 30.8, the open interest changed by 111 which increased total open position to 471
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 128.85, which was 46.7 higher than the previous day. The implied volatity was 25.93, the open interest changed by 200 which increased total open position to 360
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 80.85, which was -22.7 lower than the previous day. The implied volatity was 24.51, the open interest changed by 158 which increased total open position to 160
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 103.55, which was 100.55 higher than the previous day. The implied volatity was 23.01, the open interest changed by 2 which increased total open position to 2
