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NIFTY

Nifty
23151.1 -488.05 (-2.06%)
L: 23112 H: 23492.4

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Historical option data for NIFTY

13 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 23500 CE
Delta: 0.31
Vega: 8.52
Theta: -27.53
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
13 Mar 23151.10 113 -240.5 24.05 30,99,578 67,214 79,906
12 Mar 23639.15 349.45 -201.05 23.07 3,57,099 6,748 12,692
11 Mar 23866.85 531.2 -368.25 24.54 33,827 3,092 5,944
10 Mar 24261.60 911.75 104.55 26.33 6,644 658 2,852
9 Mar 24028.05 789.25 -300.1 32.66 13,731 1,353 2,194
6 Mar 24450.45 1095.25 -281.2 21.67 939 772 841
5 Mar 24765.90 1335.7 159.25 19.25 115 6 69
4 Mar 24480.50 1154 -1429.8 23.98 137 63 63
2 Mar 24865.70 2583.8 0 - 0 0 0

For Nifty - strike price 23500 expiring on 17MAR2026

Delta for 23500 CE is 0.31

Historical price for 23500 CE is as follows

On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 113, which was -240.5 lower than the previous day. The implied volatity was 24.05, the open interest changed by 67214 which increased total open position to 79906


On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 349.45, which was -201.05 lower than the previous day. The implied volatity was 23.07, the open interest changed by 6748 which increased total open position to 12692


On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 531.2, which was -368.25 lower than the previous day. The implied volatity was 24.54, the open interest changed by 3092 which increased total open position to 5944


On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 911.75, which was 104.55 higher than the previous day. The implied volatity was 26.33, the open interest changed by 658 which increased total open position to 2852


On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 789.25, which was -300.1 lower than the previous day. The implied volatity was 32.66, the open interest changed by 1353 which increased total open position to 2194


On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1095.25, which was -281.2 lower than the previous day. The implied volatity was 21.67, the open interest changed by 772 which increased total open position to 841


On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1335.7, which was 159.25 higher than the previous day. The implied volatity was 19.25, the open interest changed by 6 which increased total open position to 69


On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 1154, which was -1429.8 lower than the previous day. The implied volatity was 23.98, the open interest changed by 63 which increased total open position to 63


On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 2583.8, 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 17MAR2026 23500 PE
Delta: -0.68
Vega: 8.67
Theta: -23.54
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
13 Mar 23151.10 431.95 248.75 25.81 15,91,732 -39,113 28,666
12 Mar 23639.15 183.85 26.6 23.7 14,51,475 11,565 67,779
11 Mar 23866.85 166.1 101.25 26.73 10,78,334 13,208 56,214
10 Mar 24261.60 67 -161.85 24.9 2,00,684 23,346 43,006
9 Mar 24028.05 242 129.25 33.46 1,30,091 8,152 19,660
6 Mar 24450.45 110.35 46.7 27.28 63,449 -304 11,508
5 Mar 24765.90 61.75 -93.4 25.13 46,268 85 11,812
4 Mar 24480.50 153 93.15 28.84 57,428 7,912 11,727
2 Mar 24865.70 58.05 54.95 23.62 13,259 3,815 3,815

For Nifty - strike price 23500 expiring on 17MAR2026

Delta for 23500 PE is -0.68

Historical price for 23500 PE is as follows

On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 431.95, which was 248.75 higher than the previous day. The implied volatity was 25.81, the open interest changed by -39113 which decreased total open position to 28666


On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 183.85, which was 26.6 higher than the previous day. The implied volatity was 23.7, the open interest changed by 11565 which increased total open position to 67779


On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 166.1, which was 101.25 higher than the previous day. The implied volatity was 26.73, the open interest changed by 13208 which increased total open position to 56214


On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 67, which was -161.85 lower than the previous day. The implied volatity was 24.9, the open interest changed by 23346 which increased total open position to 43006


On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 242, which was 129.25 higher than the previous day. The implied volatity was 33.46, the open interest changed by 8152 which increased total open position to 19660


On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 110.35, which was 46.7 higher than the previous day. The implied volatity was 27.28, the open interest changed by -304 which decreased total open position to 11508


On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 61.75, which was -93.4 lower than the previous day. The implied volatity was 25.13, the open interest changed by 85 which increased total open position to 11812


On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 153, which was 93.15 higher than the previous day. The implied volatity was 28.84, the open interest changed by 7912 which increased total open position to 11727


On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 58.05, which was 54.95 higher than the previous day. The implied volatity was 23.62, the open interest changed by 3815 which increased total open position to 3815