NIFTY
Nifty
Historical option data for NIFTY
11 Mar 2026 04:10 PM IST
| NIFTY 17-MAR-2026 24100 CE | ||||||||||||||||
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Delta: 0.38
Vega: 11.68
Theta: -24.04
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Mar | 23866.85 | 179.4 | -234.6 | 22.16 | 9,81,043 | 32,824 | 38,401 | |||||||||
| 10 Mar | 24261.60 | 421.2 | 25.7 | 21.65 | 1,23,955 | -919 | 5,577 | |||||||||
| 9 Mar | 24028.05 | 379.05 | -230.3 | 28.15 | 38,964 | 5,902 | 6,496 | |||||||||
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| 6 Mar | 24450.45 | 620.75 | -198.5 | 21.28 | 1,067 | 275 | 594 | |||||||||
| 5 Mar | 24765.90 | 793.2 | 100.05 | 17.74 | 601 | 178 | 319 | |||||||||
| 4 Mar | 24480.50 | 683.55 | -204.9 | 22.57 | 700 | 139 | 141 | |||||||||
| 2 Mar | 24865.70 | 888.4 | -1111.25 | 14.22 | 8 | 2 | 2 | |||||||||
| 27 Feb | 25178.65 | 1999.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 25496.55 | 1999.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 25482.50 | 1999.65 | 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 | |||||||||
| 19 Feb | 25454.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 25819.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 25725.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24100 expiring on 17MAR2026
Delta for 24100 CE is 0.38
Historical price for 24100 CE is as follows
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 179.4, which was -234.6 lower than the previous day. The implied volatity was 22.16, the open interest changed by 32824 which increased total open position to 38401
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 421.2, which was 25.7 higher than the previous day. The implied volatity was 21.65, the open interest changed by -919 which decreased total open position to 5577
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 379.05, which was -230.3 lower than the previous day. The implied volatity was 28.15, the open interest changed by 5902 which increased total open position to 6496
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 620.75, which was -198.5 lower than the previous day. The implied volatity was 21.28, the open interest changed by 275 which increased total open position to 594
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 793.2, which was 100.05 higher than the previous day. The implied volatity was 17.74, the open interest changed by 178 which increased total open position to 319
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 683.55, which was -204.9 lower than the previous day. The implied volatity was 22.57, the open interest changed by 139 which increased total open position to 141
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 888.4, which was -1111.25 lower than the previous day. The implied volatity was 14.22, the open interest changed by 2 which increased total open position to 2
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 1999.65, 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 1999.65, 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 1999.65, 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
On 19 Feb NIFTY was trading at 25454.35. 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 18 Feb NIFTY was trading at 25819.35. 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 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
| NIFTY 17MAR2026 24100 PE | |||||||
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Delta: -0.6
Vega: 11.78
Theta: -19.84
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Mar | 23866.85 | 415 | 232.45 | 24.36 | 12,33,099 | 1,830 | 18,338 |
| 10 Mar | 24261.60 | 179.95 | -240.15 | 21.1 | 1,48,748 | 10,113 | 16,508 |
| 9 Mar | 24028.05 | 430.65 | 199.75 | 28.87 | 23,626 | 1,658 | 6,395 |
| 6 Mar | 24450.45 | 221.05 | 91.2 | 24.06 | 18,011 | 755 | 4,737 |
| 5 Mar | 24765.90 | 133.95 | -140.4 | 22.26 | 11,944 | 1,283 | 3,982 |
| 4 Mar | 24480.50 | 269.75 | 148.2 | 25.46 | 17,638 | 1,331 | 2,699 |
| 2 Mar | 24865.70 | 115.6 | 77.75 | 20.6 | 9,172 | 1,041 | 1,368 |
| 27 Feb | 25178.65 | 37.4 | 14.6 | 16.44 | 995 | 114 | 327 |
| 26 Feb | 25496.55 | 22.6 | -7.4 | 16.91 | 743 | 58 | 213 |
| 25 Feb | 25482.50 | 30.15 | -5.55 | 17.46 | 415 | 133 | 155 |
| 24 Feb | 25424.65 | 34.15 | 18.9 | 17.46 | 44 | 22 | 22 |
| 23 Feb | 25713.00 | 15.25 | 0 | 6.46 | 0 | 0 | 0 |
| 20 Feb | 25571.25 | 15.25 | 0 | 5.72 | 0 | 0 | 0 |
| 19 Feb | 25454.35 | 15.25 | 0 | 5.16 | 0 | 0 | 0 |
| 18 Feb | 25819.35 | 15.25 | 0 | 6.28 | 0 | 0 | 0 |
| 17 Feb | 25725.40 | 15.25 | 0 | 5.94 | 0 | 0 | 0 |
For Nifty - strike price 24100 expiring on 17MAR2026
Delta for 24100 PE is -0.6
Historical price for 24100 PE is as follows
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 415, which was 232.45 higher than the previous day. The implied volatity was 24.36, the open interest changed by 1830 which increased total open position to 18338
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 179.95, which was -240.15 lower than the previous day. The implied volatity was 21.1, the open interest changed by 10113 which increased total open position to 16508
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 430.65, which was 199.75 higher than the previous day. The implied volatity was 28.87, the open interest changed by 1658 which increased total open position to 6395
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 221.05, which was 91.2 higher than the previous day. The implied volatity was 24.06, the open interest changed by 755 which increased total open position to 4737
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 133.95, which was -140.4 lower than the previous day. The implied volatity was 22.26, the open interest changed by 1283 which increased total open position to 3982
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 269.75, which was 148.2 higher than the previous day. The implied volatity was 25.46, the open interest changed by 1331 which increased total open position to 2699
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 115.6, which was 77.75 higher than the previous day. The implied volatity was 20.6, the open interest changed by 1041 which increased total open position to 1368
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 37.4, which was 14.6 higher than the previous day. The implied volatity was 16.44, the open interest changed by 114 which increased total open position to 327
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 22.6, which was -7.4 lower than the previous day. The implied volatity was 16.91, the open interest changed by 58 which increased total open position to 213
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 30.15, which was -5.55 lower than the previous day. The implied volatity was 17.46, the open interest changed by 133 which increased total open position to 155
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 34.15, which was 18.9 higher than the previous day. The implied volatity was 17.46, the open interest changed by 22 which increased total open position to 22
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 15.25, which was 0 lower than the previous day. The implied volatity was 6.46, 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 15.25, which was 0 lower than the previous day. The implied volatity was 5.72, the open interest changed by 0 which decreased total open position to 0
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 15.25, which was 0 lower than the previous day. The implied volatity was 5.16, the open interest changed by 0 which decreased total open position to 0
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 15.25, 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
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 15.25, which was 0 lower than the previous day. The implied volatity was 5.94, the open interest changed by 0 which decreased total open position to 0
