NIFTY
Nifty
Historical option data for NIFTY
17 Mar 2026 04:10 PM IST
| NIFTY 24-MAR-2026 23600 CE | ||||||||||||||||
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Delta: 0.51
Vega: 13.01
Theta: -21.06
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Mar | 23581.15 | 252 | 13.1 | 19.21 | 3,00,761 | 23,868 | 32,785 | |||||||||
| 16 Mar | 23408.80 | 221.95 | 7.9 | 22.27 | 57,295 | 3,642 | 8,917 | |||||||||
| 13 Mar | 23151.10 | 225 | -220.5 | 23.33 | 26,436 | 2,847 | 5,275 | |||||||||
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| 12 Mar | 23639.15 | 443.6 | -166 | 22.37 | 16,351 | 2,065 | 2,428 | |||||||||
| 11 Mar | 23866.85 | 594 | -308.55 | 22.71 | 841 | 152 | 363 | |||||||||
| 10 Mar | 24261.60 | 908.85 | 53.8 | 21.77 | 95 | -16 | 211 | |||||||||
| 9 Mar | 24028.05 | 830 | -316.45 | 28.22 | 431 | 225 | 227 | |||||||||
| 6 Mar | 24450.45 | 1156.65 | -1124.1 | - | 0 | 2 | 2 | |||||||||
| 5 Mar | 24765.90 | 1156.65 | -1124.1 | - | 7 | 0 | 0 | |||||||||
| 4 Mar | 24480.50 | 1156.65 | -1124.1 | 22.42 | 7 | 0 | 0 | |||||||||
| 2 Mar | 24865.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23600 expiring on 24MAR2026
Delta for 23600 CE is 0.51
Historical price for 23600 CE is as follows
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 252, which was 13.1 higher than the previous day. The implied volatity was 19.21, the open interest changed by 23868 which increased total open position to 32785
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 221.95, which was 7.9 higher than the previous day. The implied volatity was 22.27, the open interest changed by 3642 which increased total open position to 8917
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 225, which was -220.5 lower than the previous day. The implied volatity was 23.33, the open interest changed by 2847 which increased total open position to 5275
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 443.6, which was -166 lower than the previous day. The implied volatity was 22.37, the open interest changed by 2065 which increased total open position to 2428
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 594, which was -308.55 lower than the previous day. The implied volatity was 22.71, the open interest changed by 152 which increased total open position to 363
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 908.85, which was 53.8 higher than the previous day. The implied volatity was 21.77, the open interest changed by -16 which decreased total open position to 211
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 830, which was -316.45 lower than the previous day. The implied volatity was 28.22, the open interest changed by 225 which increased total open position to 227
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1156.65, which was -1124.1 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1156.65, which was -1124.1 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 1156.65, which was -1124.1 lower than the previous day. The implied volatity was 22.42, 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 23600 PE | |||||||
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Delta: -0.49
Vega: 13.01
Theta: -15.14
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Mar | 23581.15 | 255.45 | -178.8 | 19.78 | 1,98,766 | 25,063 | 31,324 |
| 16 Mar | 23408.80 | 451.55 | -175.2 | 25.06 | 13,351 | 1,577 | 6,261 |
| 13 Mar | 23151.10 | 619.25 | 273.7 | 25.7 | 19,747 | -1,037 | 4,684 |
| 12 Mar | 23639.15 | 346.5 | 55.25 | 23.62 | 33,582 | 2,104 | 5,721 |
| 11 Mar | 23866.85 | 302.45 | 153.5 | 25.24 | 14,354 | 1,403 | 3,617 |
| 10 Mar | 24261.60 | 143.9 | -189.3 | 22.73 | 5,087 | 1,417 | 2,214 |
| 9 Mar | 24028.05 | 347.65 | 170.45 | 29.35 | 2,995 | 122 | 797 |
| 6 Mar | 24450.45 | 169 | 60.75 | 24.47 | 1,436 | 55 | 675 |
| 5 Mar | 24765.90 | 106.25 | -103.8 | 23.01 | 1,121 | 223 | 620 |
| 4 Mar | 24480.50 | 204.6 | 114.05 | 25.57 | 1,359 | 324 | 397 |
| 2 Mar | 24865.70 | 85.6 | 78.65 | 21.26 | 160 | 73 | 73 |
For Nifty - strike price 23600 expiring on 24MAR2026
Delta for 23600 PE is -0.49
Historical price for 23600 PE is as follows
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 255.45, which was -178.8 lower than the previous day. The implied volatity was 19.78, the open interest changed by 25063 which increased total open position to 31324
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 451.55, which was -175.2 lower than the previous day. The implied volatity was 25.06, the open interest changed by 1577 which increased total open position to 6261
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 619.25, which was 273.7 higher than the previous day. The implied volatity was 25.7, the open interest changed by -1037 which decreased total open position to 4684
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 346.5, which was 55.25 higher than the previous day. The implied volatity was 23.62, the open interest changed by 2104 which increased total open position to 5721
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 302.45, which was 153.5 higher than the previous day. The implied volatity was 25.24, the open interest changed by 1403 which increased total open position to 3617
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 143.9, which was -189.3 lower than the previous day. The implied volatity was 22.73, the open interest changed by 1417 which increased total open position to 2214
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 347.65, which was 170.45 higher than the previous day. The implied volatity was 29.35, the open interest changed by 122 which increased total open position to 797
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 169, which was 60.75 higher than the previous day. The implied volatity was 24.47, the open interest changed by 55 which increased total open position to 675
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 106.25, which was -103.8 lower than the previous day. The implied volatity was 23.01, the open interest changed by 223 which increased total open position to 620
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 204.6, which was 114.05 higher than the previous day. The implied volatity was 25.57, the open interest changed by 324 which increased total open position to 397
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 85.6, which was 78.65 higher than the previous day. The implied volatity was 21.26, the open interest changed by 73 which increased total open position to 73
