NIFTY
Nifty
Historical option data for NIFTY
10 Mar 2026 09:18 AM IST
| NIFTY 10-MAR-2026 24100 CE | ||||||||||||||||
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Delta: 0.62
Vega: 2.44
Theta: -184.62
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Mar | 24169.60 | 139.95 | -24.1 | 38.15 | 82,157 | -7,821 | 33,232 | |||||||||
| 9 Mar | 24028.05 | 138.35 | -331.85 | 35.59 | 27,82,048 | 39,812 | 41,053 | |||||||||
| 6 Mar | 24450.45 | 470 | -245.25 | 21.45 | 8,507 | -102 | 1,241 | |||||||||
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| 5 Mar | 24765.90 | 700.8 | 120.1 | 19.4 | 7,979 | 220 | 1,343 | |||||||||
| 4 Mar | 24480.50 | 572 | -282.45 | 25.96 | 29,625 | 988 | 1,123 | |||||||||
| 2 Mar | 24865.70 | 865 | -265.7 | 21.58 | 478 | 131 | 135 | |||||||||
| 27 Feb | 25178.65 | 1130.7 | -323.1 | 31.35 | 5 | 3 | 4 | |||||||||
| 26 Feb | 25496.55 | 1448.8 | 67.55 | - | 0 | 0 | 1 | |||||||||
| 25 Feb | 25482.50 | 1448.8 | 67.55 | - | 10 | 0 | 1 | |||||||||
| 24 Feb | 25424.65 | 1381.25 | -289.8 | 10.13 | 1 | 0 | 1 | |||||||||
| 23 Feb | 25713.00 | 1671.05 | 44.75 | - | 2 | 0 | 1 | |||||||||
| 20 Feb | 25571.25 | 1630.75 | 158.15 | 21.19 | 3 | 0 | 1 | |||||||||
| 19 Feb | 25454.35 | 1468.2 | -336.3 | 17.24 | 2 | 1 | 1 | |||||||||
| 18 Feb | 25819.35 | 1799.1 | 0.35 | - | 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 24100 expiring on 10MAR2026
Delta for 24100 CE is 0.62
Historical price for 24100 CE is as follows
On 10 Mar NIFTY was trading at 24169.60. The strike last trading price was 139.95, which was -24.1 lower than the previous day. The implied volatity was 38.15, the open interest changed by -7821 which decreased total open position to 33232
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 138.35, which was -331.85 lower than the previous day. The implied volatity was 35.59, the open interest changed by 39812 which increased total open position to 41053
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 470, which was -245.25 lower than the previous day. The implied volatity was 21.45, the open interest changed by -102 which decreased total open position to 1241
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 700.8, which was 120.1 higher than the previous day. The implied volatity was 19.4, the open interest changed by 220 which increased total open position to 1343
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 572, which was -282.45 lower than the previous day. The implied volatity was 25.96, the open interest changed by 988 which increased total open position to 1123
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 865, which was -265.7 lower than the previous day. The implied volatity was 21.58, the open interest changed by 131 which increased total open position to 135
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 1130.7, which was -323.1 lower than the previous day. The implied volatity was 31.35, the open interest changed by 3 which increased total open position to 4
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 1448.8, which was 67.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 1448.8, which was 67.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 1381.25, which was -289.8 lower than the previous day. The implied volatity was 10.13, the open interest changed by 0 which decreased total open position to 1
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 1671.05, which was 44.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 1630.75, which was 158.15 higher than the previous day. The implied volatity was 21.19, the open interest changed by 0 which decreased total open position to 1
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 1468.2, which was -336.3 lower than the previous day. The implied volatity was 17.24, 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 1799.1, which was 0.35 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 24100 PE | |||||||
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Delta: -0.38
Vega: 2.45
Theta: -184.56
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Mar | 24169.60 | 67.6 | -143.4 | 39.42 | 2,27,161 | -2,155 | 25,567 |
| 9 Mar | 24028.05 | 222.5 | 110 | 34.89 | 5,11,432 | -10,722 | 27,722 |
| 6 Mar | 24450.45 | 97.75 | 39.8 | 24.34 | 10,79,403 | 3,490 | 38,444 |
| 5 Mar | 24765.90 | 57.05 | -132.7 | 23.65 | 6,23,300 | -2,149 | 34,954 |
| 4 Mar | 24480.50 | 185.2 | 106.45 | 28.61 | 6,73,694 | 16,186 | 37,103 |
| 2 Mar | 24865.70 | 74 | 53.75 | 22.99 | 1,14,058 | 17,777 | 20,917 |
| 27 Feb | 25178.65 | 20.1 | 8 | 17.6 | 15,545 | 1,445 | 3,140 |
| 26 Feb | 25496.55 | 12.55 | -4.55 | 18.47 | 7,901 | 950 | 1,695 |
| 25 Feb | 25482.50 | 17.4 | -3.35 | 18.78 | 4,248 | 148 | 745 |
| 24 Feb | 25424.65 | 22.6 | -1.15 | 18.67 | 2,033 | 268 | 597 |
| 23 Feb | 25713.00 | 23.9 | -9.15 | 21.07 | 567 | 158 | 329 |
| 20 Feb | 25571.25 | 31.75 | 1.25 | 19.32 | 258 | 101 | 171 |
| 19 Feb | 25454.35 | 33.5 | 14.4 | 17.73 | 189 | 31 | 70 |
| 18 Feb | 25819.35 | 21.1 | -5.85 | 18.81 | 78 | 24 | 39 |
| 17 Feb | 25725.40 | 26.95 | -1.15 | 18.63 | 18 | 7 | 15 |
| 16 Feb | 25682.75 | 32.85 | -6.3 | 18.79 | 24 | 6 | 8 |
| 13 Feb | 25471.10 | 39.3 | 14.4 | 16.78 | 7 | 2 | 2 |
| 12 Feb | 25807.20 | 24.9 | 0 | 6.35 | 0 | 0 | 0 |
| 11 Feb | 25953.85 | 24.9 | 0 | 6.69 | 0 | 0 | 0 |
| 10 Feb | 25935.15 | 24.9 | 0 | 6.53 | 0 | 0 | 0 |
| 9 Feb | 25867.30 | 24.9 | 0 | 6.29 | 0 | 0 | 0 |
| 6 Feb | 25693.70 | 24.9 | 0 | 5.54 | 0 | 0 | 0 |
For Nifty - strike price 24100 expiring on 10MAR2026
Delta for 24100 PE is -0.38
Historical price for 24100 PE is as follows
On 10 Mar NIFTY was trading at 24169.60. The strike last trading price was 67.6, which was -143.4 lower than the previous day. The implied volatity was 39.42, the open interest changed by -2155 which decreased total open position to 25567
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 222.5, which was 110 higher than the previous day. The implied volatity was 34.89, the open interest changed by -10722 which decreased total open position to 27722
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 97.75, which was 39.8 higher than the previous day. The implied volatity was 24.34, the open interest changed by 3490 which increased total open position to 38444
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 57.05, which was -132.7 lower than the previous day. The implied volatity was 23.65, the open interest changed by -2149 which decreased total open position to 34954
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 185.2, which was 106.45 higher than the previous day. The implied volatity was 28.61, the open interest changed by 16186 which increased total open position to 37103
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 74, which was 53.75 higher than the previous day. The implied volatity was 22.99, the open interest changed by 17777 which increased total open position to 20917
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 20.1, which was 8 higher than the previous day. The implied volatity was 17.6, the open interest changed by 1445 which increased total open position to 3140
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 12.55, which was -4.55 lower than the previous day. The implied volatity was 18.47, the open interest changed by 950 which increased total open position to 1695
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 17.4, which was -3.35 lower than the previous day. The implied volatity was 18.78, the open interest changed by 148 which increased total open position to 745
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 22.6, which was -1.15 lower than the previous day. The implied volatity was 18.67, the open interest changed by 268 which increased total open position to 597
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 23.9, which was -9.15 lower than the previous day. The implied volatity was 21.07, the open interest changed by 158 which increased total open position to 329
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 31.75, which was 1.25 higher than the previous day. The implied volatity was 19.32, the open interest changed by 101 which increased total open position to 171
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 33.5, which was 14.4 higher than the previous day. The implied volatity was 17.73, the open interest changed by 31 which increased total open position to 70
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 21.1, which was -5.85 lower than the previous day. The implied volatity was 18.81, the open interest changed by 24 which increased total open position to 39
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 26.95, which was -1.15 lower than the previous day. The implied volatity was 18.63, the open interest changed by 7 which increased total open position to 15
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 32.85, which was -6.3 lower than the previous day. The implied volatity was 18.79, the open interest changed by 6 which increased total open position to 8
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 39.3, which was 14.4 higher than the previous day. The implied volatity was 16.78, the open interest changed by 2 which increased total open position to 2
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 24.9, which was 0 lower than the previous day. The implied volatity was 6.35, 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 24.9, which was 0 lower than the previous day. The implied volatity was 6.69, 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 24.9, which was 0 lower than the previous day. The implied volatity was 6.53, 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 24.9, 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 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 24.9, which was 0 lower than the previous day. The implied volatity was 5.54, the open interest changed by 0 which decreased total open position to 0
