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NIFTY

Nifty
23408.8 +257.70 (1.11%)
L: 22955.25 H: 23502

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Historical option data for NIFTY

16 Mar 2026 04:10 PM IST
Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV
NIFTY 17-MAR-2026 23400 CE
Delta: 0.46
Vega: 4.85
Theta: -69.35
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
16 Mar 23408.80 115.9 -19.35 27.4 53,56,659 13,903 61,700
13 Mar 23151.10 146.5 -275.15 24.13 24,70,006 45,234 47,797
12 Mar 23639.15 419.65 -205.65 23.86 71,198 1,725 2,563
11 Mar 23866.85 609.65 -387.3 25.42 2,912 685 838
10 Mar 24261.60 999.7 120.9 26.87 605 38 153
9 Mar 24028.05 861 -460.45 32.88 778 112 115
6 Mar 24450.45 1321.45 -1360.95 - 0 3 3
5 Mar 24765.90 1321.45 -1360.95 - 11 7 0
4 Mar 24480.50 1321.45 -1360.95 31.2 11 7 7

For Nifty - strike price 23400 expiring on 17MAR2026

Delta for 23400 CE is 0.46

Historical price for 23400 CE is as follows

On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 115.9, which was -19.35 lower than the previous day. The implied volatity was 27.4, the open interest changed by 13903 which increased total open position to 61700


On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 146.5, which was -275.15 lower than the previous day. The implied volatity was 24.13, the open interest changed by 45234 which increased total open position to 47797


On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 419.65, which was -205.65 lower than the previous day. The implied volatity was 23.86, the open interest changed by 1725 which increased total open position to 2563


On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 609.65, which was -387.3 lower than the previous day. The implied volatity was 25.42, the open interest changed by 685 which increased total open position to 838


On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 999.7, which was 120.9 higher than the previous day. The implied volatity was 26.87, the open interest changed by 38 which increased total open position to 153


On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 861, which was -460.45 lower than the previous day. The implied volatity was 32.88, the open interest changed by 112 which increased total open position to 115


On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1321.45, which was -1360.95 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3


On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1321.45, which was -1360.95 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0


On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 1321.45, which was -1360.95 lower than the previous day. The implied volatity was 31.2, the open interest changed by 7 which increased total open position to 7


NIFTY 17MAR2026 23400 PE
Delta: -0.54
Vega: 4.85
Theta: -69.28
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
16 Mar 23408.80 166.1 -214.85 29.98 16,08,352 39,169 57,540
13 Mar 23151.10 360.75 209.2 25.25 23,61,909 -13,438 18,371
12 Mar 23639.15 152 18.95 24.28 7,38,489 6,285 31,809
11 Mar 23866.85 141.9 86.7 27.37 4,80,312 15,176 25,524
10 Mar 24261.60 57 -149.9 25.55 54,357 7,480 10,348
9 Mar 24028.05 212 209.7 33.55 9,808 2,868 2,868
6 Mar 24450.45 2.3 0 6.54 0 0 0
5 Mar 24765.90 2.3 0 7.6 0 0 0
4 Mar 24480.50 2.3 0 6.13 0 0 0

For Nifty - strike price 23400 expiring on 17MAR2026

Delta for 23400 PE is -0.54

Historical price for 23400 PE is as follows

On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 166.1, which was -214.85 lower than the previous day. The implied volatity was 29.98, the open interest changed by 39169 which increased total open position to 57540


On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 360.75, which was 209.2 higher than the previous day. The implied volatity was 25.25, the open interest changed by -13438 which decreased total open position to 18371


On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 152, which was 18.95 higher than the previous day. The implied volatity was 24.28, the open interest changed by 6285 which increased total open position to 31809


On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 141.9, which was 86.7 higher than the previous day. The implied volatity was 27.37, the open interest changed by 15176 which increased total open position to 25524


On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 57, which was -149.9 lower than the previous day. The implied volatity was 25.55, the open interest changed by 7480 which increased total open position to 10348


On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 212, which was 209.7 higher than the previous day. The implied volatity was 33.55, the open interest changed by 2868 which increased total open position to 2868


On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 2.3, which was 0 lower than the previous day. The implied volatity was 6.54, 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 2.3, which was 0 lower than the previous day. The implied volatity was 7.6, 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 2.3, which was 0 lower than the previous day. The implied volatity was 6.13, the open interest changed by 0 which decreased total open position to 0