NIFTY
Nifty
Historical option data for NIFTY
18 Mar 2026 04:10 PM IST
| NIFTY 24-MAR-2026 23450 CE | ||||||||||||||||
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Delta: 0.78
Vega: 9.11
Theta: -16.75
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 18 Mar | 23777.80 | 414.4 | 69.3 | 15.56 | 29,518 | -1,449 | 2,889 | |||||||||
| 17 Mar | 23581.15 | 341.1 | 22.6 | 19.81 | 1,08,596 | 1,258 | 4,338 | |||||||||
| 16 Mar | 23408.80 | 292.6 | 18.45 | 22.69 | 27,129 | 909 | 3,080 | |||||||||
| 13 Mar | 23151.10 | 286.8 | -256.7 | 23.74 | 12,796 | 2,101 | 2,171 | |||||||||
| 12 Mar | 23639.15 | 536.65 | -172.4 | 22.92 | 630 | -24 | 70 | |||||||||
| 11 Mar | 23866.85 | 704 | -152.25 | 23.53 | 140 | 93 | 94 | |||||||||
| 10 Mar | 24261.60 | 856.25 | -1571.25 | - | 1 | 1 | 1 | |||||||||
| 9 Mar | 24028.05 | 856.25 | -1571.25 | 23.94 | 1 | 0 | 0 | |||||||||
| 6 Mar | 24450.45 | 2427.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 24765.90 | 2427.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 24480.50 | 2427.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 24865.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23450 expiring on 24MAR2026
Delta for 23450 CE is 0.78
Historical price for 23450 CE is as follows
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 414.4, which was 69.3 higher than the previous day. The implied volatity was 15.56, the open interest changed by -1449 which decreased total open position to 2889
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 341.1, which was 22.6 higher than the previous day. The implied volatity was 19.81, the open interest changed by 1258 which increased total open position to 4338
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 292.6, which was 18.45 higher than the previous day. The implied volatity was 22.69, the open interest changed by 909 which increased total open position to 3080
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 286.8, which was -256.7 lower than the previous day. The implied volatity was 23.74, the open interest changed by 2101 which increased total open position to 2171
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 536.65, which was -172.4 lower than the previous day. The implied volatity was 22.92, the open interest changed by -24 which decreased total open position to 70
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 704, which was -152.25 lower than the previous day. The implied volatity was 23.53, the open interest changed by 93 which increased total open position to 94
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 856.25, which was -1571.25 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 856.25, which was -1571.25 lower than the previous day. The implied volatity was 23.94, 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 2427.5, 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 2427.5, 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 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 2427.5, 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 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 0, 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 23450 PE | |||||||
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Delta: -0.28
Vega: 10.3
Theta: -15.92
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Mar | 23777.80 | 112.35 | -87.6 | 20.73 | 3,28,944 | 3,480 | 14,789 |
| 17 Mar | 23581.15 | 196.6 | -163.3 | 20.54 | 1,01,160 | 7,659 | 11,309 |
| 16 Mar | 23408.80 | 369.25 | -171.65 | 25.18 | 13,074 | 2,459 | 3,650 |
| 13 Mar | 23151.10 | 526.7 | 236.1 | 25.69 | 11,777 | 503 | 1,191 |
| 12 Mar | 23639.15 | 295.25 | 47.7 | 24.39 | 4,228 | 56 | 688 |
| 11 Mar | 23866.85 | 264.65 | 141.9 | 26.29 | 2,838 | 207 | 632 |
| 10 Mar | 24261.60 | 119.95 | -184.3 | 23.39 | 1,251 | -364 | 425 |
| 9 Mar | 24028.05 | 306.2 | 153.45 | 29.99 | 1,276 | -185 | 789 |
| 6 Mar | 24450.45 | 152.15 | 62.95 | 25.52 | 644 | -119 | 974 |
| 5 Mar | 24765.90 | 91.6 | -93.15 | 23.68 | 1,590 | -204 | 1,093 |
| 4 Mar | 24480.50 | 181.1 | 103.85 | 26.27 | 2,347 | 1,148 | 1,297 |
| 2 Mar | 24865.70 | 73.6 | 69 | 21.83 | 350 | 149 | 149 |
For Nifty - strike price 23450 expiring on 24MAR2026
Delta for 23450 PE is -0.28
Historical price for 23450 PE is as follows
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 112.35, which was -87.6 lower than the previous day. The implied volatity was 20.73, the open interest changed by 3480 which increased total open position to 14789
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 196.6, which was -163.3 lower than the previous day. The implied volatity was 20.54, the open interest changed by 7659 which increased total open position to 11309
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 369.25, which was -171.65 lower than the previous day. The implied volatity was 25.18, the open interest changed by 2459 which increased total open position to 3650
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 526.7, which was 236.1 higher than the previous day. The implied volatity was 25.69, the open interest changed by 503 which increased total open position to 1191
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 295.25, which was 47.7 higher than the previous day. The implied volatity was 24.39, the open interest changed by 56 which increased total open position to 688
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 264.65, which was 141.9 higher than the previous day. The implied volatity was 26.29, the open interest changed by 207 which increased total open position to 632
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 119.95, which was -184.3 lower than the previous day. The implied volatity was 23.39, the open interest changed by -364 which decreased total open position to 425
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 306.2, which was 153.45 higher than the previous day. The implied volatity was 29.99, the open interest changed by -185 which decreased total open position to 789
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 152.15, which was 62.95 higher than the previous day. The implied volatity was 25.52, the open interest changed by -119 which decreased total open position to 974
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 91.6, which was -93.15 lower than the previous day. The implied volatity was 23.68, the open interest changed by -204 which decreased total open position to 1093
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 181.1, which was 103.85 higher than the previous day. The implied volatity was 26.27, the open interest changed by 1148 which increased total open position to 1297
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 73.6, which was 69 higher than the previous day. The implied volatity was 21.83, the open interest changed by 149 which increased total open position to 149
