NIFTY
Nifty
Historical option data for NIFTY
18 Feb 2026 02:30 PM IST
| NIFTY 24-FEB-2026 23500 CE | ||||||||||||||||
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Delta: 1
Vega: 0.3
Theta: -7.08
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Feb | 25786.50 | 2315 | 72.5 | 26.85 | 191 | 7,546 | 7,578 | |||||||||
| 17 Feb | 25725.40 | 2244.5 | 23.05 | 30.05 | 953 | 7,620 | 7,690 | |||||||||
| 16 Feb | 25682.75 | 2229 | 195.7 | 21.81 | 973 | -823 | 7,759 | |||||||||
| 13 Feb | 25471.10 | 1991.8 | -368.75 | 23.29 | 1,394 | 8,502 | 8,583 | |||||||||
| 12 Feb | 25807.20 | 2358.2 | -135.4 | 30.89 | 117 | -17 | 8,285 | |||||||||
| 11 Feb | 25953.85 | 2488 | 7.6 | 4.24 | 167 | 73 | 8,301 | |||||||||
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| 10 Feb | 25935.15 | 2469.55 | 58.05 | - | 582 | 8,211 | 8,230 | |||||||||
| 9 Feb | 25867.30 | 2401.8 | 174.4 | - | 275 | -72 | 7,998 | |||||||||
| 6 Feb | 25693.70 | 2220.05 | -13.05 | 14.86 | 311 | 7,751 | 8,069 | |||||||||
| 5 Feb | 25642.80 | 2215 | -134.75 | - | 568 | 7,928 | 7,931 | |||||||||
| 4 Feb | 25776.00 | 2330.4 | 18.25 | - | 474 | 8,181 | 8,368 | |||||||||
| 3 Feb | 25727.55 | 2304 | 647.75 | 11.63 | 600 | 7,922 | 8,138 | |||||||||
| 2 Feb | 25088.40 | 1661.6 | 216.8 | 16.69 | 1,770 | 969 | 8,202 | |||||||||
| 1 Feb | 24825.45 | 1341.4 | -569.25 | 18.49 | 1,164 | 7,175 | 7,178 | |||||||||
| 30 Jan | 25320.65 | 1919.5 | -119.25 | 10.97 | 510 | 6,771 | 6,773 | |||||||||
| 29 Jan | 25418.90 | 2033.05 | 73.35 | - | 450 | 6,405 | 6,407 | |||||||||
| 28 Jan | 25342.75 | 1956.2 | 64.55 | - | 765 | 6,369 | 6,582 | |||||||||
| 27 Jan | 25175.40 | 1941.6 | 218.9 | 17.45 | 5,159 | 6,120 | 6,123 | |||||||||
| 23 Jan | 25048.65 | 1739 | -229.85 | 10.98 | 1,793 | 2,327 | 2,329 | |||||||||
| 22 Jan | 25289.90 | 2015 | 187.7 | 12.67 | 557 | 814 | 816 | |||||||||
| 21 Jan | 25157.50 | 1837.05 | -947.35 | 11.3 | 417 | 367 | 367 | |||||||||
For Nifty - strike price 23500 expiring on 24FEB2026
Delta for 23500 CE is 1
Historical price for 23500 CE is as follows
On 18 Feb NIFTY was trading at 25786.50. The strike last trading price was 2315, which was 72.5 higher than the previous day. The implied volatity was 26.85, the open interest changed by 7546 which increased total open position to 7578
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 2244.5, which was 23.05 higher than the previous day. The implied volatity was 30.05, the open interest changed by 7620 which increased total open position to 7690
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 2229, which was 195.7 higher than the previous day. The implied volatity was 21.81, the open interest changed by -823 which decreased total open position to 7759
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 1991.8, which was -368.75 lower than the previous day. The implied volatity was 23.29, the open interest changed by 8502 which increased total open position to 8583
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 2358.2, which was -135.4 lower than the previous day. The implied volatity was 30.89, the open interest changed by -17 which decreased total open position to 8285
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 2488, which was 7.6 higher than the previous day. The implied volatity was 4.24, the open interest changed by 73 which increased total open position to 8301
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 2469.55, which was 58.05 higher than the previous day. The implied volatity was -, the open interest changed by 8211 which increased total open position to 8230
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 2401.8, which was 174.4 higher than the previous day. The implied volatity was -, the open interest changed by -72 which decreased total open position to 7998
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 2220.05, which was -13.05 lower than the previous day. The implied volatity was 14.86, the open interest changed by 7751 which increased total open position to 8069
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 2215, which was -134.75 lower than the previous day. The implied volatity was -, the open interest changed by 7928 which increased total open position to 7931
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 2330.4, which was 18.25 higher than the previous day. The implied volatity was -, the open interest changed by 8181 which increased total open position to 8368
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 2304, which was 647.75 higher than the previous day. The implied volatity was 11.63, the open interest changed by 7922 which increased total open position to 8138
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 1661.6, which was 216.8 higher than the previous day. The implied volatity was 16.69, the open interest changed by 969 which increased total open position to 8202
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 1341.4, which was -569.25 lower than the previous day. The implied volatity was 18.49, the open interest changed by 7175 which increased total open position to 7178
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 1919.5, which was -119.25 lower than the previous day. The implied volatity was 10.97, the open interest changed by 6771 which increased total open position to 6773
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 2033.05, which was 73.35 higher than the previous day. The implied volatity was -, the open interest changed by 6405 which increased total open position to 6407
On 28 Jan NIFTY was trading at 25342.75. The strike last trading price was 1956.2, which was 64.55 higher than the previous day. The implied volatity was -, the open interest changed by 6369 which increased total open position to 6582
On 27 Jan NIFTY was trading at 25175.40. The strike last trading price was 1941.6, which was 218.9 higher than the previous day. The implied volatity was 17.45, the open interest changed by 6120 which increased total open position to 6123
On 23 Jan NIFTY was trading at 25048.65. The strike last trading price was 1739, which was -229.85 lower than the previous day. The implied volatity was 10.98, the open interest changed by 2327 which increased total open position to 2329
On 22 Jan NIFTY was trading at 25289.90. The strike last trading price was 2015, which was 187.7 higher than the previous day. The implied volatity was 12.67, the open interest changed by 814 which increased total open position to 816
On 21 Jan NIFTY was trading at 25157.50. The strike last trading price was 1837.05, which was -947.35 lower than the previous day. The implied volatity was 11.3, the open interest changed by 367 which increased total open position to 367
| NIFTY 24FEB2026 23500 PE | |||||||
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Delta: -0.01
Vega: 0.95
Theta: -2.45
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Feb | 25786.50 | 4 | 0.6 | 32.25 | 1,55,799 | 11,460 | 67,651 |
| 17 Feb | 25725.40 | 3.45 | -4.4 | 28.84 | 1,07,002 | -4,430 | 55,460 |
| 16 Feb | 25682.75 | 7.95 | 0.45 | 29.9 | 34,698 | 4,197 | 33,375 |
| 13 Feb | 25471.10 | 8.15 | 3.3 | 23.72 | 21,561 | 756 | 29,186 |
| 12 Feb | 25807.20 | 4.65 | -1.4 | 23.79 | 8,280 | 365 | 28,449 |
| 11 Feb | 25953.85 | 5.2 | -1.15 | 24.42 | 10,330 | 1,266 | 28,120 |
| 10 Feb | 25935.15 | 6.75 | -2.2 | 24.26 | 8,504 | -24,482 | 30,368 |
| 9 Feb | 25867.30 | 10 | -0.35 | 24.48 | 10,767 | 1,664 | 29,740 |
| 6 Feb | 25693.70 | 10.1 | 0.25 | 21.16 | 8,470 | 25,405 | 28,083 |
| 5 Feb | 25642.80 | 10.3 | -0.45 | 20.47 | 10,326 | 26,938 | 28,750 |
| 4 Feb | 25776.00 | 13 | -1.35 | 21.48 | 18,724 | 29,402 | 30,697 |
| 3 Feb | 25727.55 | 15.5 | -14.5 | 21.46 | 38,514 | 2,243 | 30,856 |
| 2 Feb | 25088.40 | 29.5 | -27.6 | 18.75 | 49,593 | 25,282 | 39,890 |
| 1 Feb | 24825.45 | 64.6 | 41.55 | 19.4 | 83,789 | 41,032 | 41,570 |
| 30 Jan | 25320.65 | 22.6 | 2.3 | 18.49 | 17,888 | 30,505 | 30,879 |
| 29 Jan | 25418.90 | 19.6 | -3.8 | 18.39 | 24,795 | 32,117 | 32,323 |
| 28 Jan | 25342.75 | 22.65 | -8.75 | 18.11 | 38,969 | 3,929 | 29,391 |
| 27 Jan | 25175.40 | 30.3 | -12.85 | 18.15 | 35,591 | 25,114 | 25,292 |
| 23 Jan | 25048.65 | 46 | 20.65 | 17.52 | 25,388 | 8,732 | 20,264 |
| 22 Jan | 25289.90 | 25.55 | -18.5 | 16.87 | 30,169 | 15,364 | 15,450 |
| 21 Jan | 25157.50 | 42.5 | -3 | 17.58 | 32,430 | 8,025 | 8,025 |
For Nifty - strike price 23500 expiring on 24FEB2026
Delta for 23500 PE is -0.01
Historical price for 23500 PE is as follows
On 18 Feb NIFTY was trading at 25786.50. The strike last trading price was 4, which was 0.6 higher than the previous day. The implied volatity was 32.25, the open interest changed by 11460 which increased total open position to 67651
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 3.45, which was -4.4 lower than the previous day. The implied volatity was 28.84, the open interest changed by -4430 which decreased total open position to 55460
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 7.95, which was 0.45 higher than the previous day. The implied volatity was 29.9, the open interest changed by 4197 which increased total open position to 33375
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 8.15, which was 3.3 higher than the previous day. The implied volatity was 23.72, the open interest changed by 756 which increased total open position to 29186
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 4.65, which was -1.4 lower than the previous day. The implied volatity was 23.79, the open interest changed by 365 which increased total open position to 28449
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 5.2, which was -1.15 lower than the previous day. The implied volatity was 24.42, the open interest changed by 1266 which increased total open position to 28120
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 6.75, which was -2.2 lower than the previous day. The implied volatity was 24.26, the open interest changed by -24482 which decreased total open position to 30368
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 10, which was -0.35 lower than the previous day. The implied volatity was 24.48, the open interest changed by 1664 which increased total open position to 29740
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 10.1, which was 0.25 higher than the previous day. The implied volatity was 21.16, the open interest changed by 25405 which increased total open position to 28083
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 10.3, which was -0.45 lower than the previous day. The implied volatity was 20.47, the open interest changed by 26938 which increased total open position to 28750
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 13, which was -1.35 lower than the previous day. The implied volatity was 21.48, the open interest changed by 29402 which increased total open position to 30697
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 15.5, which was -14.5 lower than the previous day. The implied volatity was 21.46, the open interest changed by 2243 which increased total open position to 30856
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 29.5, which was -27.6 lower than the previous day. The implied volatity was 18.75, the open interest changed by 25282 which increased total open position to 39890
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 64.6, which was 41.55 higher than the previous day. The implied volatity was 19.4, the open interest changed by 41032 which increased total open position to 41570
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 22.6, which was 2.3 higher than the previous day. The implied volatity was 18.49, the open interest changed by 30505 which increased total open position to 30879
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 19.6, which was -3.8 lower than the previous day. The implied volatity was 18.39, the open interest changed by 32117 which increased total open position to 32323
On 28 Jan NIFTY was trading at 25342.75. The strike last trading price was 22.65, which was -8.75 lower than the previous day. The implied volatity was 18.11, the open interest changed by 3929 which increased total open position to 29391
On 27 Jan NIFTY was trading at 25175.40. The strike last trading price was 30.3, which was -12.85 lower than the previous day. The implied volatity was 18.15, the open interest changed by 25114 which increased total open position to 25292
On 23 Jan NIFTY was trading at 25048.65. The strike last trading price was 46, which was 20.65 higher than the previous day. The implied volatity was 17.52, the open interest changed by 8732 which increased total open position to 20264
On 22 Jan NIFTY was trading at 25289.90. The strike last trading price was 25.55, which was -18.5 lower than the previous day. The implied volatity was 16.87, the open interest changed by 15364 which increased total open position to 15450
On 21 Jan NIFTY was trading at 25157.50. The strike last trading price was 42.5, which was -3 lower than the previous day. The implied volatity was 17.58, the open interest changed by 8025 which increased total open position to 8025
