NIFTY
Nifty
Historical option data for NIFTY
18 Mar 2026 01:56 PM IST
| NIFTY 24-MAR-2026 23750 CE | ||||||||||||||||
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Delta: 0.61
Vega: 11.78
Theta: -19.28
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Mar | 23843.60 | 267.2 | 91 | 15.82 | 13,44,231 | 25,559 | 30,772 | |||||||||
| 17 Mar | 23581.15 | 172.1 | -3.1 | 18.22 | 58,883 | 3,373 | 5,213 | |||||||||
| 16 Mar | 23408.80 | 153.3 | -11.85 | 21.09 | 20,340 | -830 | 1,840 | |||||||||
| 13 Mar | 23151.10 | 173 | -184.95 | 23.01 | 11,140 | 1,326 | 2,670 | |||||||||
| 12 Mar | 23639.15 | 356.65 | -146.85 | 21.79 | 9,683 | 1,277 | 1,344 | |||||||||
| 11 Mar | 23866.85 | 496.7 | -245.8 | 22.22 | 485 | 62 | 67 | |||||||||
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| 10 Mar | 24261.60 | 742.5 | -344.3 | 18.11 | 6 | 5 | 5 | |||||||||
| 9 Mar | 24028.05 | 1086.2 | -1048.85 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 24450.45 | 1086.2 | -1048.85 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 24765.90 | 1086.2 | -1048.85 | - | 2 | 0 | 0 | |||||||||
| 4 Mar | 24480.50 | 1086.2 | -1048.85 | 24.79 | 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 | |||||||||
| 20 Feb | 25571.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23750 expiring on 24MAR2026
Delta for 23750 CE is 0.61
Historical price for 23750 CE is as follows
On 18 Mar NIFTY was trading at 23843.60. The strike last trading price was 267.2, which was 91 higher than the previous day. The implied volatity was 15.82, the open interest changed by 25559 which increased total open position to 30772
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 172.1, which was -3.1 lower than the previous day. The implied volatity was 18.22, the open interest changed by 3373 which increased total open position to 5213
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 153.3, which was -11.85 lower than the previous day. The implied volatity was 21.09, the open interest changed by -830 which decreased total open position to 1840
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 173, which was -184.95 lower than the previous day. The implied volatity was 23.01, the open interest changed by 1326 which increased total open position to 2670
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 356.65, which was -146.85 lower than the previous day. The implied volatity was 21.79, the open interest changed by 1277 which increased total open position to 1344
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 496.7, which was -245.8 lower than the previous day. The implied volatity was 22.22, the open interest changed by 62 which increased total open position to 67
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 742.5, which was -344.3 lower than the previous day. The implied volatity was 18.11, the open interest changed by 5 which increased total open position to 5
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1086.2, which was -1048.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1086.2, which was -1048.85 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 1086.2, which was -1048.85 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 1086.2, which was -1048.85 lower than the previous day. The implied volatity was 24.79, 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 23750 PE | |||||||
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Delta: -0.41
Vega: 11.95
Theta: -17.13
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Mar | 23843.60 | 185.75 | -140.15 | 20.17 | 9,55,097 | 57,667 | 59,444 |
| 17 Mar | 23581.15 | 330.25 | -188.3 | 19.2 | 7,547 | 992 | 1,777 |
| 16 Mar | 23408.80 | 535.65 | -190.45 | 24.27 | 1,157 | -110 | 785 |
| 13 Mar | 23151.10 | 718 | 313.35 | 25.61 | 2,532 | -532 | 895 |
| 12 Mar | 23639.15 | 402.35 | 62.35 | 22.55 | 10,990 | 401 | 1,427 |
| 11 Mar | 23866.85 | 352.5 | 174.3 | 24.48 | 5,264 | 702 | 1,026 |
| 10 Mar | 24261.60 | 174.5 | -205.05 | 22.18 | 984 | 7 | 324 |
| 9 Mar | 24028.05 | 395 | 188.3 | 28.74 | 1,466 | 198 | 317 |
| 6 Mar | 24450.45 | 198 | 78.05 | 23.98 | 259 | 0 | 119 |
| 5 Mar | 24765.90 | 127.75 | -109.9 | 22.63 | 161 | 29 | 119 |
| 4 Mar | 24480.50 | 237.85 | 137.1 | 25.17 | 210 | -1 | 90 |
| 2 Mar | 24865.70 | 99.5 | 64.95 | 20.62 | 174 | 41 | 91 |
| 27 Feb | 25178.65 | 33.65 | 6.3 | 16.98 | 48 | 20 | 50 |
| 26 Feb | 25496.55 | 27.35 | -2.15 | 18.2 | 9 | 0 | 30 |
| 25 Feb | 25482.50 | 28.85 | 18.6 | 17.98 | 120 | 30 | 30 |
| 24 Feb | 25424.65 | 10.25 | 0 | 6.29 | 0 | 0 | 0 |
| 23 Feb | 25713.00 | 10.25 | 0 | 6.91 | 0 | 0 | 0 |
| 20 Feb | 25571.25 | 10.25 | 0 | 6.28 | 0 | 0 | 0 |
For Nifty - strike price 23750 expiring on 24MAR2026
Delta for 23750 PE is -0.41
Historical price for 23750 PE is as follows
On 18 Mar NIFTY was trading at 23843.60. The strike last trading price was 185.75, which was -140.15 lower than the previous day. The implied volatity was 20.17, the open interest changed by 57667 which increased total open position to 59444
On 17 Mar NIFTY was trading at 23581.15. The strike last trading price was 330.25, which was -188.3 lower than the previous day. The implied volatity was 19.2, the open interest changed by 992 which increased total open position to 1777
On 16 Mar NIFTY was trading at 23408.80. The strike last trading price was 535.65, which was -190.45 lower than the previous day. The implied volatity was 24.27, the open interest changed by -110 which decreased total open position to 785
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 718, which was 313.35 higher than the previous day. The implied volatity was 25.61, the open interest changed by -532 which decreased total open position to 895
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 402.35, which was 62.35 higher than the previous day. The implied volatity was 22.55, the open interest changed by 401 which increased total open position to 1427
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 352.5, which was 174.3 higher than the previous day. The implied volatity was 24.48, the open interest changed by 702 which increased total open position to 1026
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 174.5, which was -205.05 lower than the previous day. The implied volatity was 22.18, the open interest changed by 7 which increased total open position to 324
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 395, which was 188.3 higher than the previous day. The implied volatity was 28.74, the open interest changed by 198 which increased total open position to 317
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 198, which was 78.05 higher than the previous day. The implied volatity was 23.98, the open interest changed by 0 which decreased total open position to 119
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 127.75, which was -109.9 lower than the previous day. The implied volatity was 22.63, the open interest changed by 29 which increased total open position to 119
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 237.85, which was 137.1 higher than the previous day. The implied volatity was 25.17, the open interest changed by -1 which decreased total open position to 90
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 99.5, which was 64.95 higher than the previous day. The implied volatity was 20.62, the open interest changed by 41 which increased total open position to 91
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 33.65, which was 6.3 higher than the previous day. The implied volatity was 16.98, the open interest changed by 20 which increased total open position to 50
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 27.35, which was -2.15 lower than the previous day. The implied volatity was 18.2, the open interest changed by 0 which decreased total open position to 30
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 28.85, which was 18.6 higher than the previous day. The implied volatity was 17.98, the open interest changed by 30 which increased total open position to 30
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 10.25, which was 0 lower than the previous day. The implied volatity was 6.29, 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 10.25, which was 0 lower than the previous day. The implied volatity was 6.91, 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 10.25, which was 0 lower than the previous day. The implied volatity was 6.28, the open interest changed by 0 which decreased total open position to 0
