NIFTY
Nifty
Historical option data for NIFTY
05 Mar 2026 04:10 PM IST
| NIFTY 10-MAR-2026 24000 CE | ||||||||||||||||
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Delta: 0.93
Vega: 3.85
Theta: -13.17
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Mar | 24765.90 | 786.6 | 127.9 | 18.37 | 33,763 | 890 | 7,351 | |||||||||
| 4 Mar | 24480.50 | 649 | -305.85 | 26.71 | 79,117 | 3,586 | 6,461 | |||||||||
| 2 Mar | 24865.70 | 960.4 | -297.25 | 22.85 | 9,179 | 2,558 | 2,875 | |||||||||
| 27 Feb | 25178.65 | 1268.35 | -280.25 | 16.8 | 332 | 306 | 317 | |||||||||
| 26 Feb | 25496.55 | 1550.85 | 35 | 16.71 | 6 | 5 | 11 | |||||||||
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| 25 Feb | 25482.50 | 1515.85 | 10.1 | 36.84 | 2 | 1 | 6 | |||||||||
| 24 Feb | 25424.65 | 1523.9 | -243.3 | 12.27 | 9 | 3 | 5 | |||||||||
| 23 Feb | 25713.00 | 1767.2 | 25.35 | 16.45 | 4 | 0 | 2 | |||||||||
| 20 Feb | 25571.25 | 1741.85 | 184.6 | 23.53 | 2 | 1 | 2 | |||||||||
| 19 Feb | 25454.35 | 1553.85 | -348.3 | 15.96 | 2 | 1 | 1 | |||||||||
| 18 Feb | 25819.35 | 1896.45 | 3.35 | - | 2 | 0 | 0 | |||||||||
| 17 Feb | 25725.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 25682.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 25471.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 25807.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 25953.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 25935.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 25867.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 25693.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24000 expiring on 10MAR2026
Delta for 24000 CE is 0.93
Historical price for 24000 CE is as follows
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 786.6, which was 127.9 higher than the previous day. The implied volatity was 18.37, the open interest changed by 890 which increased total open position to 7351
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 649, which was -305.85 lower than the previous day. The implied volatity was 26.71, the open interest changed by 3586 which increased total open position to 6461
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 960.4, which was -297.25 lower than the previous day. The implied volatity was 22.85, the open interest changed by 2558 which increased total open position to 2875
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 1268.35, which was -280.25 lower than the previous day. The implied volatity was 16.8, the open interest changed by 306 which increased total open position to 317
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 1550.85, which was 35 higher than the previous day. The implied volatity was 16.71, the open interest changed by 5 which increased total open position to 11
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 1515.85, which was 10.1 higher than the previous day. The implied volatity was 36.84, the open interest changed by 1 which increased total open position to 6
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 1523.9, which was -243.3 lower than the previous day. The implied volatity was 12.27, the open interest changed by 3 which increased total open position to 5
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 1767.2, which was 25.35 higher than the previous day. The implied volatity was 16.45, the open interest changed by 0 which decreased total open position to 2
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 1741.85, which was 184.6 higher than the previous day. The implied volatity was 23.53, the open interest changed by 1 which increased total open position to 2
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 1553.85, which was -348.3 lower than the previous day. The implied volatity was 15.96, the open interest changed by 1 which increased total open position to 1
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 1896.45, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb NIFTY was trading at 25725.40. 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 16 Feb NIFTY was trading at 25682.75. 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 13 Feb NIFTY was trading at 25471.10. 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 12 Feb NIFTY was trading at 25807.20. 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 11 Feb NIFTY was trading at 25953.85. 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 10 Feb NIFTY was trading at 25935.15. 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 9 Feb NIFTY was trading at 25867.30. 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 6 Feb NIFTY was trading at 25693.70. 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
| NIFTY 10MAR2026 24000 PE | |||||||
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Delta: -0.13
Vega: 6.16
Theta: -14.15
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Mar | 24765.90 | 47.15 | -120.15 | 24.42 | 14,50,551 | 21,177 | 1,17,699 |
| 4 Mar | 24480.50 | 164.25 | 95.05 | 29.46 | 17,13,168 | 34,653 | 96,522 |
| 2 Mar | 24865.70 | 65.25 | 47.9 | 23.83 | 4,49,358 | 40,786 | 61,869 |
| 27 Feb | 25178.65 | 18 | 7.2 | 18.38 | 62,021 | 10,814 | 21,083 |
| 26 Feb | 25496.55 | 10.95 | -4.35 | 19.06 | 21,063 | 2,716 | 10,269 |
| 25 Feb | 25482.50 | 15.4 | -3.1 | 19.41 | 19,356 | 1,748 | 7,553 |
| 24 Feb | 25424.65 | 19.2 | -2.4 | 19.08 | 18,306 | 1,879 | 5,805 |
| 23 Feb | 25713.00 | 22.4 | -6.85 | 21.79 | 7,735 | 1,759 | 3,926 |
| 20 Feb | 25571.25 | 26.7 | -0.8 | 19.53 | 6,522 | 788 | 2,167 |
| 19 Feb | 25454.35 | 30.3 | 12.85 | 18.3 | 2,847 | 409 | 1,379 |
| 18 Feb | 25819.35 | 17.85 | -2.65 | 19.03 | 853 | -80 | 970 |
| 17 Feb | 25725.40 | 20.4 | -7.9 | 18.5 | 1,031 | 397 | 1,050 |
| 16 Feb | 25682.75 | 28.5 | -3.45 | 19.07 | 1,167 | 257 | 653 |
| 13 Feb | 25471.10 | 28.6 | 12.35 | 16.4 | 514 | 121 | 396 |
| 12 Feb | 25807.20 | 15.5 | -1.15 | 16.49 | 174 | 27 | 275 |
| 11 Feb | 25953.85 | 17 | -2.45 | 17.45 | 195 | 94 | 248 |
| 10 Feb | 25935.15 | 18.25 | -4.6 | 17.24 | 153 | 94 | 154 |
| 9 Feb | 25867.30 | 26 | -3.25 | 17.83 | 81 | 21 | 60 |
| 6 Feb | 25693.70 | 29.55 | 9.7 | 16.35 | 41 | 39 | 39 |
For Nifty - strike price 24000 expiring on 10MAR2026
Delta for 24000 PE is -0.13
Historical price for 24000 PE is as follows
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 47.15, which was -120.15 lower than the previous day. The implied volatity was 24.42, the open interest changed by 21177 which increased total open position to 117699
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 164.25, which was 95.05 higher than the previous day. The implied volatity was 29.46, the open interest changed by 34653 which increased total open position to 96522
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 65.25, which was 47.9 higher than the previous day. The implied volatity was 23.83, the open interest changed by 40786 which increased total open position to 61869
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 18, which was 7.2 higher than the previous day. The implied volatity was 18.38, the open interest changed by 10814 which increased total open position to 21083
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 10.95, which was -4.35 lower than the previous day. The implied volatity was 19.06, the open interest changed by 2716 which increased total open position to 10269
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 15.4, which was -3.1 lower than the previous day. The implied volatity was 19.41, the open interest changed by 1748 which increased total open position to 7553
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 19.2, which was -2.4 lower than the previous day. The implied volatity was 19.08, the open interest changed by 1879 which increased total open position to 5805
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 22.4, which was -6.85 lower than the previous day. The implied volatity was 21.79, the open interest changed by 1759 which increased total open position to 3926
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 26.7, which was -0.8 lower than the previous day. The implied volatity was 19.53, the open interest changed by 788 which increased total open position to 2167
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 30.3, which was 12.85 higher than the previous day. The implied volatity was 18.3, the open interest changed by 409 which increased total open position to 1379
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 17.85, which was -2.65 lower than the previous day. The implied volatity was 19.03, the open interest changed by -80 which decreased total open position to 970
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 20.4, which was -7.9 lower than the previous day. The implied volatity was 18.5, the open interest changed by 397 which increased total open position to 1050
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 28.5, which was -3.45 lower than the previous day. The implied volatity was 19.07, the open interest changed by 257 which increased total open position to 653
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 28.6, which was 12.35 higher than the previous day. The implied volatity was 16.4, the open interest changed by 121 which increased total open position to 396
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 15.5, which was -1.15 lower than the previous day. The implied volatity was 16.49, the open interest changed by 27 which increased total open position to 275
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 17, which was -2.45 lower than the previous day. The implied volatity was 17.45, the open interest changed by 94 which increased total open position to 248
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 18.25, which was -4.6 lower than the previous day. The implied volatity was 17.24, the open interest changed by 94 which increased total open position to 154
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 26, which was -3.25 lower than the previous day. The implied volatity was 17.83, the open interest changed by 21 which increased total open position to 60
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 29.55, which was 9.7 higher than the previous day. The implied volatity was 16.35, the open interest changed by 39 which increased total open position to 39
