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[--[65.84.65.76]--]

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 23650 CE
Delta: 0.2
Vega: 3.38
Theta: -46.9
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
16 Mar 23408.80 35.65 -31.6 27.03 21,72,717 5,184 31,710
13 Mar 23151.10 76.1 -186.25 24.26 7,64,317 7,141 26,526
12 Mar 23639.15 259.75 -182.85 22.56 6,81,057 18,171 19,385
11 Mar 23866.85 427.25 -340.6 24.06 6,451 577 1,214
10 Mar 24261.60 771.05 72.3 24.16 507 33 637
9 Mar 24028.05 665.6 -677.3 30.7 2,723 603 604
6 Mar 24450.45 1342.9 -1093.5 - 0 1 1
5 Mar 24765.90 1342.9 -1093.5 - 1 1 0
4 Mar 24480.50 1342.9 -1093.5 - 1 1 1
2 Mar 24865.70 1342.9 -1093.5 20.54 1 0 0
27 Feb 25178.65 2436.4 0 - 0 0 0
26 Feb 25496.55 2436.4 0 - 0 0 0
25 Feb 25482.50 2436.4 0 - 0 0 0

For Nifty - strike price 23650 expiring on 17MAR2026

Delta for 23650 CE is 0.2

Historical price for 23650 CE is as follows

On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 35.65, which was -31.6 lower than the previous day. The implied volatity was 27.03, the open interest changed by 5184 which increased total open position to 31710


On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 76.1, which was -186.25 lower than the previous day. The implied volatity was 24.26, the open interest changed by 7141 which increased total open position to 26526


On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 259.75, which was -182.85 lower than the previous day. The implied volatity was 22.56, the open interest changed by 18171 which increased total open position to 19385


On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 427.25, which was -340.6 lower than the previous day. The implied volatity was 24.06, the open interest changed by 577 which increased total open position to 1214


On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 771.05, which was 72.3 higher than the previous day. The implied volatity was 24.16, the open interest changed by 33 which increased total open position to 637


On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 665.6, which was -677.3 lower than the previous day. The implied volatity was 30.7, the open interest changed by 603 which increased total open position to 604


On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1342.9, which was -1093.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1342.9, which was -1093.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 1342.9, which was -1093.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 1342.9, which was -1093.5 lower than the previous day. The implied volatity was 20.54, the open interest changed by 0 which decreased total open position to 0


On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 2436.4, 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 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 2436.4, 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 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 2436.4, 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 23650 PE
Delta: -0.78
Vega: 3.65
Theta: -50.27
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
16 Mar 23408.80 334.5 -226.35 30.33 39,064 -2,387 5,431
13 Mar 23151.10 538.6 296.85 25.5 1,25,057 -19,102 7,818
12 Mar 23639.15 242.2 41.75 22.98 9,58,711 19,213 26,920
11 Mar 23866.85 211.35 127 26.1 3,43,855 4,577 7,707
10 Mar 24261.60 84.7 -179.4 23.8 24,549 1,263 3,130
9 Mar 24028.05 267.85 134.25 31.45 12,995 775 1,867
6 Mar 24450.45 127 51.3 26.12 6,541 210 1,092
5 Mar 24765.90 75.5 -103.7 24.48 4,217 -597 882
4 Mar 24480.50 181.5 110.1 28.35 4,940 1,013 1,479
2 Mar 24865.70 69 49.75 22.9 1,857 289 466
27 Feb 25178.65 19.7 6.05 18.33 428 127 177
26 Feb 25496.55 13.65 -4.15 19.09 107 16 50
25 Feb 25482.50 18.45 13.7 19.57 40 34 34

For Nifty - strike price 23650 expiring on 17MAR2026

Delta for 23650 PE is -0.78

Historical price for 23650 PE is as follows

On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 334.5, which was -226.35 lower than the previous day. The implied volatity was 30.33, the open interest changed by -2387 which decreased total open position to 5431


On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 538.6, which was 296.85 higher than the previous day. The implied volatity was 25.5, the open interest changed by -19102 which decreased total open position to 7818


On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 242.2, which was 41.75 higher than the previous day. The implied volatity was 22.98, the open interest changed by 19213 which increased total open position to 26920


On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 211.35, which was 127 higher than the previous day. The implied volatity was 26.1, the open interest changed by 4577 which increased total open position to 7707


On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 84.7, which was -179.4 lower than the previous day. The implied volatity was 23.8, the open interest changed by 1263 which increased total open position to 3130


On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 267.85, which was 134.25 higher than the previous day. The implied volatity was 31.45, the open interest changed by 775 which increased total open position to 1867


On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 127, which was 51.3 higher than the previous day. The implied volatity was 26.12, the open interest changed by 210 which increased total open position to 1092


On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 75.5, which was -103.7 lower than the previous day. The implied volatity was 24.48, the open interest changed by -597 which decreased total open position to 882


On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 181.5, which was 110.1 higher than the previous day. The implied volatity was 28.35, the open interest changed by 1013 which increased total open position to 1479


On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 69, which was 49.75 higher than the previous day. The implied volatity was 22.9, the open interest changed by 289 which increased total open position to 466


On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 19.7, which was 6.05 higher than the previous day. The implied volatity was 18.33, the open interest changed by 127 which increased total open position to 177


On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 13.65, which was -4.15 lower than the previous day. The implied volatity was 19.09, the open interest changed by 16 which increased total open position to 50


On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 18.45, which was 13.7 higher than the previous day. The implied volatity was 19.57, the open interest changed by 34 which increased total open position to 34