NIFTY
Nifty
Historical option data for NIFTY
18 Mar 2026 04:10 PM IST
| NIFTY 24-MAR-2026 23700 CE | ||||||||||||||||
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Delta: 0.61
Vega: 11.72
Theta: -18.12
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Mar | 23777.80 | 241.2 | 41.05 | 14.57 | 21,63,693 | 25,196 | 42,413 | |||||||||
| 17 Mar | 23581.15 | 198 | 2.85 | 18.62 | 1,71,093 | 7,966 | 17,217 | |||||||||
| 16 Mar | 23408.80 | 181.7 | 2.05 | 22.02 | 69,727 | 3,386 | 9,251 | |||||||||
| 13 Mar | 23151.10 | 185.25 | -200.75 | 22.84 | 25,702 | 2,598 | 5,865 | |||||||||
| 12 Mar | 23639.15 | 384.8 | -155.1 | 21.97 | 30,481 | 2,779 | 3,267 | |||||||||
| 11 Mar | 23866.85 | 526 | -299.4 | 22.34 | 1,084 | 276 | 488 | |||||||||
| 10 Mar | 24261.60 | 843.8 | 75.05 | 22.45 | 273 | -87 | 212 | |||||||||
| 9 Mar | 24028.05 | 744.5 | 154.95 | 26.92 | 2,902 | 299 | 299 | |||||||||
| 6 Mar | 24450.45 | 589.55 | -482.65 | 28.8 | 3 | 0 | 0 | |||||||||
| 5 Mar | 24765.90 | 1069.8 | -1113.7 | - | 2 | 0 | 0 | |||||||||
| 4 Mar | 24480.50 | 1069.8 | -1113.7 | 21.81 | 2 | 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 | |||||||||
| 24 Feb | 25424.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 25713.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 20 Feb | 25571.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23700 expiring on 24MAR2026
Delta for 23700 CE is 0.61
Historical price for 23700 CE is as follows
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 241.2, which was 41.05 higher than the previous day. The implied volatity was 14.57, the open interest changed by 25196 which increased total open position to 42413
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 198, which was 2.85 higher than the previous day. The implied volatity was 18.62, the open interest changed by 7966 which increased total open position to 17217
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 181.7, which was 2.05 higher than the previous day. The implied volatity was 22.02, the open interest changed by 3386 which increased total open position to 9251
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 185.25, which was -200.75 lower than the previous day. The implied volatity was 22.84, the open interest changed by 2598 which increased total open position to 5865
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 384.8, which was -155.1 lower than the previous day. The implied volatity was 21.97, the open interest changed by 2779 which increased total open position to 3267
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 526, which was -299.4 lower than the previous day. The implied volatity was 22.34, the open interest changed by 276 which increased total open position to 488
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 843.8, which was 75.05 higher than the previous day. The implied volatity was 22.45, the open interest changed by -87 which decreased total open position to 212
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 744.5, which was 154.95 higher than the previous day. The implied volatity was 26.92, the open interest changed by 299 which increased total open position to 299
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 589.55, which was -482.65 lower than the previous day. The implied volatity was 28.8, 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 1069.8, which was -1113.7 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 1069.8, which was -1113.7 lower than the previous day. The implied volatity was 21.81, 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
On 24 Feb NIFTY was trading at 25424.65. 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 23 Feb NIFTY was trading at 25713.00. 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 20 Feb NIFTY was trading at 25571.25. 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 23700 PE | |||||||
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Delta: -0.43
Vega: 11.95
Theta: -16.54
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Mar | 23777.80 | 188 | -114.85 | 19.45 | 22,84,039 | 48,410 | 57,241 |
| 17 Mar | 23581.15 | 302.4 | -187.75 | 19.29 | 50,504 | 5,513 | 8,831 |
| 16 Mar | 23408.80 | 513.15 | -178.45 | 25.07 | 9,703 | 608 | 3,318 |
| 13 Mar | 23151.10 | 665.95 | 281.4 | 24.42 | 8,787 | -1,742 | 2,710 |
| 12 Mar | 23639.15 | 387.05 | 64 | 23.18 | 36,397 | 2,140 | 4,452 |
| 11 Mar | 23866.85 | 329.65 | 162.6 | 24.46 | 12,765 | 1,212 | 2,312 |
| 10 Mar | 24261.60 | 164.4 | -197.75 | 22.38 | 2,738 | 205 | 1,100 |
| 9 Mar | 24028.05 | 376.3 | 181.9 | 28.82 | 4,309 | 342 | 895 |
| 6 Mar | 24450.45 | 189.2 | 69.45 | 24.22 | 1,060 | -100 | 553 |
| 5 Mar | 24765.90 | 117.2 | -110.45 | 22.55 | 1,041 | -10 | 653 |
| 4 Mar | 24480.50 | 222.5 | 120.65 | 25.12 | 1,024 | 117 | 663 |
| 2 Mar | 24865.70 | 95 | 63.7 | 20.86 | 950 | 73 | 546 |
| 27 Feb | 25178.65 | 32.35 | 9.25 | 17.25 | 267 | 59 | 473 |
| 26 Feb | 25496.55 | 23.4 | -3.15 | 18.01 | 422 | 119 | 414 |
| 25 Feb | 25482.50 | 26.2 | -7.15 | 18.03 | 307 | 31 | 295 |
| 24 Feb | 25424.65 | 32.55 | -0.35 | 18.45 | 882 | 213 | 264 |
| 23 Feb | 25713.00 | 33.5 | -1.35 | 19.98 | 95 | 30 | 51 |
| 20 Feb | 25571.25 | 34.85 | 25.85 | 18.45 | 28 | 21 | 21 |
For Nifty - strike price 23700 expiring on 24MAR2026
Delta for 23700 PE is -0.43
Historical price for 23700 PE is as follows
On 18 Mar NIFTY was trading at 23777.80. The strike last trading price was 188, which was -114.85 lower than the previous day. The implied volatity was 19.45, the open interest changed by 48410 which increased total open position to 57241
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 302.4, which was -187.75 lower than the previous day. The implied volatity was 19.29, the open interest changed by 5513 which increased total open position to 8831
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 513.15, which was -178.45 lower than the previous day. The implied volatity was 25.07, the open interest changed by 608 which increased total open position to 3318
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 665.95, which was 281.4 higher than the previous day. The implied volatity was 24.42, the open interest changed by -1742 which decreased total open position to 2710
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 387.05, which was 64 higher than the previous day. The implied volatity was 23.18, the open interest changed by 2140 which increased total open position to 4452
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 329.65, which was 162.6 higher than the previous day. The implied volatity was 24.46, the open interest changed by 1212 which increased total open position to 2312
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 164.4, which was -197.75 lower than the previous day. The implied volatity was 22.38, the open interest changed by 205 which increased total open position to 1100
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 376.3, which was 181.9 higher than the previous day. The implied volatity was 28.82, the open interest changed by 342 which increased total open position to 895
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 189.2, which was 69.45 higher than the previous day. The implied volatity was 24.22, the open interest changed by -100 which decreased total open position to 553
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 117.2, which was -110.45 lower than the previous day. The implied volatity was 22.55, the open interest changed by -10 which decreased total open position to 653
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 222.5, which was 120.65 higher than the previous day. The implied volatity was 25.12, the open interest changed by 117 which increased total open position to 663
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 95, which was 63.7 higher than the previous day. The implied volatity was 20.86, the open interest changed by 73 which increased total open position to 546
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 32.35, which was 9.25 higher than the previous day. The implied volatity was 17.25, the open interest changed by 59 which increased total open position to 473
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 23.4, which was -3.15 lower than the previous day. The implied volatity was 18.01, the open interest changed by 119 which increased total open position to 414
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 26.2, which was -7.15 lower than the previous day. The implied volatity was 18.03, the open interest changed by 31 which increased total open position to 295
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 32.55, which was -0.35 lower than the previous day. The implied volatity was 18.45, the open interest changed by 213 which increased total open position to 264
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 33.5, which was -1.35 lower than the previous day. The implied volatity was 19.98, the open interest changed by 30 which increased total open position to 51
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 34.85, which was 25.85 higher than the previous day. The implied volatity was 18.45, the open interest changed by 21 which increased total open position to 21
