NIFTY
Nifty
Historical option data for NIFTY
18 Mar 2026 12:06 PM IST
| NIFTY 24-MAR-2026 23650 CE | ||||||||||||||||
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Delta: 0.64
Vega: 11.52
Theta: -19.81
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Mar | 23791.00 | 308.75 | 80.35 | 16.74 | 5,17,450 | 8,694 | 14,669 | |||||||||
| 17 Mar | 23581.15 | 224.4 | 9.65 | 18.93 | 74,679 | 4,203 | 5,975 | |||||||||
| 16 Mar | 23408.80 | 193.7 | -3 | 21.58 | 16,286 | -257 | 1,772 | |||||||||
| 13 Mar | 23151.10 | 204.25 | -211.75 | 23.07 | 8,968 | 997 | 2,029 | |||||||||
| 12 Mar | 23639.15 | 414.3 | -154.4 | 22.21 | 6,644 | 939 | 1,032 | |||||||||
| 11 Mar | 23866.85 | 565.05 | -308.35 | 22.8 | 194 | 49 | 93 | |||||||||
| 10 Mar | 24261.60 | 880 | 69.35 | 22.4 | 126 | -10 | 44 | |||||||||
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| 9 Mar | 24028.05 | 830.15 | -1401.9 | 29.94 | 88 | 54 | 54 | |||||||||
| 6 Mar | 24450.45 | 2232.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 24765.90 | 2232.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 24480.50 | 2232.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 24865.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 25178.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 25496.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 25482.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23650 expiring on 24MAR2026
Delta for 23650 CE is 0.64
Historical price for 23650 CE is as follows
On 18 Mar NIFTY was trading at 23791.00. The strike last trading price was 308.75, which was 80.35 higher than the previous day. The implied volatity was 16.74, the open interest changed by 8694 which increased total open position to 14669
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 224.4, which was 9.65 higher than the previous day. The implied volatity was 18.93, the open interest changed by 4203 which increased total open position to 5975
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 193.7, which was -3 lower than the previous day. The implied volatity was 21.58, the open interest changed by -257 which decreased total open position to 1772
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 204.25, which was -211.75 lower than the previous day. The implied volatity was 23.07, the open interest changed by 997 which increased total open position to 2029
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 414.3, which was -154.4 lower than the previous day. The implied volatity was 22.21, the open interest changed by 939 which increased total open position to 1032
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 565.05, which was -308.35 lower than the previous day. The implied volatity was 22.8, the open interest changed by 49 which increased total open position to 93
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 880, which was 69.35 higher than the previous day. The implied volatity was 22.4, the open interest changed by -10 which decreased total open position to 44
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 830.15, which was -1401.9 lower than the previous day. The implied volatity was 29.94, the open interest changed by 54 which increased total open position to 54
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 2232.05, 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 2232.05, 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 2232.05, 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
On 27 Feb NIFTY was trading at 25178.65. 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
On 26 Feb NIFTY was trading at 25496.55. 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
On 25 Feb NIFTY was trading at 25482.50. 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 23650 PE | |||||||
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Delta: -0.38
Vega: 11.78
Theta: -17.41
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Mar | 23791.00 | 174.6 | -99.2 | 20.81 | 6,12,022 | 39,626 | 48,528 |
| 17 Mar | 23581.15 | 277.45 | -179 | 19.48 | 35,204 | 7,903 | 8,902 |
| 16 Mar | 23408.80 | 479.7 | -178.3 | 24.91 | 879 | 32 | 999 |
| 13 Mar | 23151.10 | 648 | 282.85 | 25.45 | 2,863 | -590 | 967 |
| 12 Mar | 23639.15 | 370.6 | 64.95 | 23.61 | 10,162 | 519 | 1,557 |
| 11 Mar | 23866.85 | 318.75 | 161.7 | 25.03 | 3,475 | 695 | 1,038 |
| 10 Mar | 24261.60 | 155.6 | -186.9 | 22.69 | 441 | 67 | 343 |
| 9 Mar | 24028.05 | 358.05 | 167.9 | 28.88 | 1,095 | -26 | 276 |
| 6 Mar | 24450.45 | 181.65 | 69.05 | 24.52 | 264 | -50 | 302 |
| 5 Mar | 24765.90 | 113.6 | -105.55 | 22.93 | 252 | 17 | 352 |
| 4 Mar | 24480.50 | 218.15 | 125.4 | 25.61 | 319 | 26 | 335 |
| 2 Mar | 24865.70 | 90.35 | 61.9 | 21.07 | 322 | 35 | 309 |
| 27 Feb | 25178.65 | 30.25 | 7.35 | 17.4 | 287 | 207 | 274 |
| 26 Feb | 25496.55 | 22.9 | -3.9 | 18.32 | 31 | 18 | 67 |
| 25 Feb | 25482.50 | 26.15 | 18.25 | 18.38 | 130 | 49 | 49 |
For Nifty - strike price 23650 expiring on 24MAR2026
Delta for 23650 PE is -0.38
Historical price for 23650 PE is as follows
On 18 Mar NIFTY was trading at 23791.00. The strike last trading price was 174.6, which was -99.2 lower than the previous day. The implied volatity was 20.81, the open interest changed by 39626 which increased total open position to 48528
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 277.45, which was -179 lower than the previous day. The implied volatity was 19.48, the open interest changed by 7903 which increased total open position to 8902
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 479.7, which was -178.3 lower than the previous day. The implied volatity was 24.91, the open interest changed by 32 which increased total open position to 999
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 648, which was 282.85 higher than the previous day. The implied volatity was 25.45, the open interest changed by -590 which decreased total open position to 967
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 370.6, which was 64.95 higher than the previous day. The implied volatity was 23.61, the open interest changed by 519 which increased total open position to 1557
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 318.75, which was 161.7 higher than the previous day. The implied volatity was 25.03, the open interest changed by 695 which increased total open position to 1038
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 155.6, which was -186.9 lower than the previous day. The implied volatity was 22.69, the open interest changed by 67 which increased total open position to 343
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 358.05, which was 167.9 higher than the previous day. The implied volatity was 28.88, the open interest changed by -26 which decreased total open position to 276
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 181.65, which was 69.05 higher than the previous day. The implied volatity was 24.52, the open interest changed by -50 which decreased total open position to 302
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 113.6, which was -105.55 lower than the previous day. The implied volatity was 22.93, the open interest changed by 17 which increased total open position to 352
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 218.15, which was 125.4 higher than the previous day. The implied volatity was 25.61, the open interest changed by 26 which increased total open position to 335
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 90.35, which was 61.9 higher than the previous day. The implied volatity was 21.07, the open interest changed by 35 which increased total open position to 309
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 30.25, which was 7.35 higher than the previous day. The implied volatity was 17.4, the open interest changed by 207 which increased total open position to 274
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 22.9, which was -3.9 lower than the previous day. The implied volatity was 18.32, the open interest changed by 18 which increased total open position to 67
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 26.15, which was 18.25 higher than the previous day. The implied volatity was 18.38, the open interest changed by 49 which increased total open position to 49
