NIFTY
Nifty
Historical option data for NIFTY
18 Feb 2026 03:24 PM IST
| NIFTY 24-FEB-2026 23750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Feb | 25816.35 | 1985.05 | 47.6 | - | 0 | 220 | 223 | |||||||||
| 17 Feb | 25725.40 | 1985.05 | 47.6 | - | 2 | 0 | 223 | |||||||||
| 16 Feb | 25682.75 | 1937.45 | 118.55 | - | 8 | 0 | 223 | |||||||||
| 13 Feb | 25471.10 | 1818.9 | -299.25 | 28.5 | 2 | 220 | 223 | |||||||||
| 12 Feb | 25807.20 | 2118.15 | -125.1 | 19.13 | 3 | 220 | 223 | |||||||||
| 11 Feb | 25953.85 | 2243.25 | 1.55 | - | 3 | -1 | 223 | |||||||||
| 10 Feb | 25935.15 | 2244 | 262.3 | 19.82 | 134 | 131 | 225 | |||||||||
| 9 Feb | 25867.30 | 1981.7 | -109.95 | - | 0 | 0 | 94 | |||||||||
| 6 Feb | 25693.70 | 1981.7 | -109.95 | - | 1 | 0 | 94 | |||||||||
| 5 Feb | 25642.80 | 2080.85 | 703.65 | - | 0 | -36 | 94 | |||||||||
|
|
||||||||||||||||
| 4 Feb | 25776.00 | 2080.85 | 703.65 | - | 2 | -35 | 95 | |||||||||
| 3 Feb | 25727.55 | 1377.2 | -2.25 | - | 0 | -6 | 95 | |||||||||
| 2 Feb | 25088.40 | 1377.2 | -2.25 | - | 2 | -38 | 95 | |||||||||
| 1 Feb | 24825.45 | 1379.45 | -256 | 26.13 | 6 | -37 | 95 | |||||||||
| 30 Jan | 25320.65 | 1635.45 | -169.55 | 10.76 | 5 | 95 | 96 | |||||||||
| 29 Jan | 25418.90 | 1811.45 | 84.9 | - | 4 | -36 | 0 | |||||||||
| 28 Jan | 25342.75 | 1726.55 | 151.55 | 15.33 | 5 | 95 | 96 | |||||||||
| 27 Jan | 25175.40 | 1575 | 9.75 | 11.4 | 78 | 73 | 97 | |||||||||
| 23 Jan | 25048.65 | 1608.05 | -31.95 | 18.5 | 24 | 22 | 23 | |||||||||
| 22 Jan | 25289.90 | 1640 | 34.7 | 16.74 | 3 | 0 | 1 | |||||||||
| 21 Jan | 25157.50 | 1605.3 | -951.2 | - | 1 | 0 | 0 | |||||||||
For Nifty - strike price 23750 expiring on 24FEB2026
Delta for 23750 CE is -
Historical price for 23750 CE is as follows
On 18 Feb NIFTY was trading at 25816.35. The strike last trading price was 1985.05, which was 47.6 higher than the previous day. The implied volatity was -, the open interest changed by 220 which increased total open position to 223
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 1985.05, which was 47.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 223
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 1937.45, which was 118.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 223
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 1818.9, which was -299.25 lower than the previous day. The implied volatity was 28.5, the open interest changed by 220 which increased total open position to 223
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 2118.15, which was -125.1 lower than the previous day. The implied volatity was 19.13, the open interest changed by 220 which increased total open position to 223
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 2243.25, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 223
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 2244, which was 262.3 higher than the previous day. The implied volatity was 19.82, the open interest changed by 131 which increased total open position to 225
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 1981.7, which was -109.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 94
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 1981.7, which was -109.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 94
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 2080.85, which was 703.65 higher than the previous day. The implied volatity was -, the open interest changed by -36 which decreased total open position to 94
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 2080.85, which was 703.65 higher than the previous day. The implied volatity was -, the open interest changed by -35 which decreased total open position to 95
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 1377.2, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 95
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 1377.2, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by -38 which decreased total open position to 95
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 1379.45, which was -256 lower than the previous day. The implied volatity was 26.13, the open interest changed by -37 which decreased total open position to 95
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 1635.45, which was -169.55 lower than the previous day. The implied volatity was 10.76, the open interest changed by 95 which increased total open position to 96
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 1811.45, which was 84.9 higher than the previous day. The implied volatity was -, the open interest changed by -36 which decreased total open position to 0
On 28 Jan NIFTY was trading at 25342.75. The strike last trading price was 1726.55, which was 151.55 higher than the previous day. The implied volatity was 15.33, the open interest changed by 95 which increased total open position to 96
On 27 Jan NIFTY was trading at 25175.40. The strike last trading price was 1575, which was 9.75 higher than the previous day. The implied volatity was 11.4, the open interest changed by 73 which increased total open position to 97
On 23 Jan NIFTY was trading at 25048.65. The strike last trading price was 1608.05, which was -31.95 lower than the previous day. The implied volatity was 18.5, the open interest changed by 22 which increased total open position to 23
On 22 Jan NIFTY was trading at 25289.90. The strike last trading price was 1640, which was 34.7 higher than the previous day. The implied volatity was 16.74, the open interest changed by 0 which decreased total open position to 1
On 21 Jan NIFTY was trading at 25157.50. The strike last trading price was 1605.3, which was -951.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTY 24FEB2026 23750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 1.06
Theta: -2.53
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Feb | 25816.35 | 4.25 | 0.1 | 29.76 | 44,094 | 1,578 | 3,211 |
| 17 Feb | 25725.40 | 4.5 | -5.25 | 26.87 | 3,949 | -4,038 | 1,537 |
| 16 Feb | 25682.75 | 10 | 0.45 | 27.91 | 1,663 | 213 | 621 |
| 13 Feb | 25471.10 | 9.35 | 3.7 | 21.65 | 508 | -2,753 | 412 |
| 12 Feb | 25807.20 | 5.6 | -1.5 | 22.07 | 191 | -5 | 421 |
| 11 Feb | 25953.85 | 6.5 | -2.5 | 22.93 | 95 | -13 | 426 |
| 10 Feb | 25935.15 | 7.9 | -2.45 | 22.59 | 244 | -4,067 | 418 |
| 9 Feb | 25867.30 | 11.15 | -1.2 | 22.65 | 94 | -6,568 | 365 |
| 6 Feb | 25693.70 | 13.5 | 1.85 | 20.07 | 127 | -2,510 | 372 |
| 5 Feb | 25642.80 | 12 | -0.8 | 18.95 | 147 | 359 | 462 |
| 4 Feb | 25776.00 | 13.55 | -4.05 | 19.62 | 630 | 322 | 533 |
| 3 Feb | 25727.55 | 22.4 | -18.1 | 20.87 | 706 | -1,012 | 724 |
| 2 Feb | 25088.40 | 38.7 | -39.65 | 17.62 | 1,432 | -114 | 800 |
| 1 Feb | 24825.45 | 89.65 | 59 | 18.7 | 1,045 | 17 | 442 |
| 30 Jan | 25320.65 | 31 | 3.85 | 17.69 | 397 | 54 | 426 |
| 29 Jan | 25418.90 | 27.55 | -4.1 | 17.71 | 259 | -460 | 372 |
| 28 Jan | 25342.75 | 31 | -12.6 | 17.34 | 710 | 192 | 324 |
| 27 Jan | 25175.40 | 40.25 | -20.85 | 17.29 | 598 | 281 | 309 |
| 23 Jan | 25048.65 | 62.25 | 25.8 | 16.85 | 162 | 40 | 68 |
| 22 Jan | 25289.90 | 34 | -24.95 | 16.1 | 74 | 50 | 58 |
| 21 Jan | 25157.50 | 57.65 | -6.15 | 16.98 | 289 | 68 | 68 |
For Nifty - strike price 23750 expiring on 24FEB2026
Delta for 23750 PE is -0.01
Historical price for 23750 PE is as follows
On 18 Feb NIFTY was trading at 25816.35. The strike last trading price was 4.25, which was 0.1 higher than the previous day. The implied volatity was 29.76, the open interest changed by 1578 which increased total open position to 3211
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 4.5, which was -5.25 lower than the previous day. The implied volatity was 26.87, the open interest changed by -4038 which decreased total open position to 1537
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 10, which was 0.45 higher than the previous day. The implied volatity was 27.91, the open interest changed by 213 which increased total open position to 621
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 9.35, which was 3.7 higher than the previous day. The implied volatity was 21.65, the open interest changed by -2753 which decreased total open position to 412
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 5.6, which was -1.5 lower than the previous day. The implied volatity was 22.07, the open interest changed by -5 which decreased total open position to 421
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 6.5, which was -2.5 lower than the previous day. The implied volatity was 22.93, the open interest changed by -13 which decreased total open position to 426
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 7.9, which was -2.45 lower than the previous day. The implied volatity was 22.59, the open interest changed by -4067 which decreased total open position to 418
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 11.15, which was -1.2 lower than the previous day. The implied volatity was 22.65, the open interest changed by -6568 which decreased total open position to 365
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 13.5, which was 1.85 higher than the previous day. The implied volatity was 20.07, the open interest changed by -2510 which decreased total open position to 372
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 12, which was -0.8 lower than the previous day. The implied volatity was 18.95, the open interest changed by 359 which increased total open position to 462
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 13.55, which was -4.05 lower than the previous day. The implied volatity was 19.62, the open interest changed by 322 which increased total open position to 533
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 22.4, which was -18.1 lower than the previous day. The implied volatity was 20.87, the open interest changed by -1012 which decreased total open position to 724
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 38.7, which was -39.65 lower than the previous day. The implied volatity was 17.62, the open interest changed by -114 which decreased total open position to 800
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 89.65, which was 59 higher than the previous day. The implied volatity was 18.7, the open interest changed by 17 which increased total open position to 442
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 31, which was 3.85 higher than the previous day. The implied volatity was 17.69, the open interest changed by 54 which increased total open position to 426
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 27.55, which was -4.1 lower than the previous day. The implied volatity was 17.71, the open interest changed by -460 which decreased total open position to 372
On 28 Jan NIFTY was trading at 25342.75. The strike last trading price was 31, which was -12.6 lower than the previous day. The implied volatity was 17.34, the open interest changed by 192 which increased total open position to 324
On 27 Jan NIFTY was trading at 25175.40. The strike last trading price was 40.25, which was -20.85 lower than the previous day. The implied volatity was 17.29, the open interest changed by 281 which increased total open position to 309
On 23 Jan NIFTY was trading at 25048.65. The strike last trading price was 62.25, which was 25.8 higher than the previous day. The implied volatity was 16.85, the open interest changed by 40 which increased total open position to 68
On 22 Jan NIFTY was trading at 25289.90. The strike last trading price was 34, which was -24.95 lower than the previous day. The implied volatity was 16.1, the open interest changed by 50 which increased total open position to 58
On 21 Jan NIFTY was trading at 25157.50. The strike last trading price was 57.65, which was -6.15 lower than the previous day. The implied volatity was 16.98, the open interest changed by 68 which increased total open position to 68
