NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2026 04:10 PM IST
| NIFTY 17-MAR-2026 24550 CE | ||||||||||||||||
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Delta: 0.03
Vega: 1.8
Theta: -6.83
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 23151.10 | 9.25 | -12.8 | 29.33 | 2,24,858 | -2,079 | 18,195 | |||||||||
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| 12 Mar | 23639.15 | 21.4 | -40.4 | 21.83 | 2,54,045 | 2,565 | 20,274 | |||||||||
| 11 Mar | 23866.85 | 57.6 | -103.25 | 21.67 | 3,21,500 | 12,895 | 17,709 | |||||||||
| 10 Mar | 24261.60 | 168.65 | -12.1 | 19.45 | 60,060 | 1,338 | 4,814 | |||||||||
| 9 Mar | 24028.05 | 170 | -159.4 | 25.41 | 18,918 | 1,875 | 3,476 | |||||||||
| 6 Mar | 24450.45 | 325 | -145.85 | 19.38 | 11,111 | 798 | 1,601 | |||||||||
| 5 Mar | 24765.90 | 459.2 | 60.3 | 17.24 | 9,955 | -29 | 803 | |||||||||
| 4 Mar | 24480.50 | 387.45 | -188.75 | 20.66 | 5,928 | 694 | 832 | |||||||||
| 2 Mar | 24865.70 | 585.8 | -458.3 | 17.51 | 280 | 137 | 138 | |||||||||
| 27 Feb | 25178.65 | 1044.1 | -534.6 | - | 0 | 0 | 1 | |||||||||
| 26 Feb | 25496.55 | 1044.1 | -534.6 | - | 0 | 0 | 1 | |||||||||
| 25 Feb | 25482.50 | 1044.1 | -534.6 | - | 1 | 1 | 1 | |||||||||
| 24 Feb | 25424.65 | 1044.1 | -534.6 | 6.37 | 1 | 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 | |||||||||
| 16 Feb | 25682.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 25471.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24550 expiring on 17MAR2026
Delta for 24550 CE is 0.03
Historical price for 24550 CE is as follows
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 9.25, which was -12.8 lower than the previous day. The implied volatity was 29.33, the open interest changed by -2079 which decreased total open position to 18195
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 21.4, which was -40.4 lower than the previous day. The implied volatity was 21.83, the open interest changed by 2565 which increased total open position to 20274
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 57.6, which was -103.25 lower than the previous day. The implied volatity was 21.67, the open interest changed by 12895 which increased total open position to 17709
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 168.65, which was -12.1 lower than the previous day. The implied volatity was 19.45, the open interest changed by 1338 which increased total open position to 4814
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 170, which was -159.4 lower than the previous day. The implied volatity was 25.41, the open interest changed by 1875 which increased total open position to 3476
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 325, which was -145.85 lower than the previous day. The implied volatity was 19.38, the open interest changed by 798 which increased total open position to 1601
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 459.2, which was 60.3 higher than the previous day. The implied volatity was 17.24, the open interest changed by -29 which decreased total open position to 803
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 387.45, which was -188.75 lower than the previous day. The implied volatity was 20.66, the open interest changed by 694 which increased total open position to 832
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 585.8, which was -458.3 lower than the previous day. The implied volatity was 17.51, the open interest changed by 137 which increased total open position to 138
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 1044.1, which was -534.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 1044.1, which was -534.6 lower 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 1044.1, which was -534.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 1044.1, which was -534.6 lower than the previous day. The implied volatity was 6.37, 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
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
| NIFTY 17MAR2026 24550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.91
Vega: 3.86
Theta: -12.86
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 23151.10 | 1390.7 | 488.8 | 39.4 | 586 | -402 | 1,329 |
| 12 Mar | 23639.15 | 898.5 | 177.65 | 22.16 | 1,549 | -598 | 1,731 |
| 11 Mar | 23866.85 | 741.25 | 369.6 | 24.65 | 12,549 | 789 | 2,329 |
| 10 Mar | 24261.60 | 372.45 | -271 | 18.59 | 2,593 | 15 | 1,540 |
| 9 Mar | 24028.05 | 671 | 278.15 | 26.25 | 2,818 | -800 | 1,525 |
| 6 Mar | 24450.45 | 382 | 141.55 | 22.33 | 15,448 | 365 | 2,325 |
| 5 Mar | 24765.90 | 239.6 | -181.5 | 20.1 | 15,568 | 1,348 | 1,960 |
| 4 Mar | 24480.50 | 418.9 | 201.95 | 23.11 | 4,451 | 226 | 612 |
| 2 Mar | 24865.70 | 211.45 | 127 | 19 | 2,137 | 193 | 386 |
| 27 Feb | 25178.65 | 79.5 | 33.95 | 14.87 | 826 | 27 | 193 |
| 26 Feb | 25496.55 | 45.05 | -8.85 | 15.21 | 295 | 85 | 166 |
| 25 Feb | 25482.50 | 53.9 | -12.25 | 15.5 | 58 | 0 | 81 |
| 24 Feb | 25424.65 | 65 | 7 | 15.93 | 136 | 46 | 81 |
| 23 Feb | 25713.00 | 57.95 | -6.4 | 17.39 | 30 | 11 | 35 |
| 20 Feb | 25571.25 | 59.45 | 17.5 | 15.41 | 41 | 1 | 24 |
| 19 Feb | 25454.35 | 42.65 | 1.15 | - | 0 | -2 | 23 |
| 18 Feb | 25819.35 | 42.65 | 1.15 | 15.51 | 82 | 25 | 25 |
| 17 Feb | 25725.40 | 41.5 | 0 | 4.5 | 0 | 0 | 0 |
| 16 Feb | 25682.75 | 41.5 | 0 | 4.34 | 0 | 0 | 0 |
| 13 Feb | 25471.10 | 41.5 | 0 | 3.55 | 0 | 0 | 0 |
For Nifty - strike price 24550 expiring on 17MAR2026
Delta for 24550 PE is -0.91
Historical price for 24550 PE is as follows
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 1390.7, which was 488.8 higher than the previous day. The implied volatity was 39.4, the open interest changed by -402 which decreased total open position to 1329
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 898.5, which was 177.65 higher than the previous day. The implied volatity was 22.16, the open interest changed by -598 which decreased total open position to 1731
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 741.25, which was 369.6 higher than the previous day. The implied volatity was 24.65, the open interest changed by 789 which increased total open position to 2329
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 372.45, which was -271 lower than the previous day. The implied volatity was 18.59, the open interest changed by 15 which increased total open position to 1540
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 671, which was 278.15 higher than the previous day. The implied volatity was 26.25, the open interest changed by -800 which decreased total open position to 1525
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 382, which was 141.55 higher than the previous day. The implied volatity was 22.33, the open interest changed by 365 which increased total open position to 2325
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 239.6, which was -181.5 lower than the previous day. The implied volatity was 20.1, the open interest changed by 1348 which increased total open position to 1960
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 418.9, which was 201.95 higher than the previous day. The implied volatity was 23.11, the open interest changed by 226 which increased total open position to 612
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 211.45, which was 127 higher than the previous day. The implied volatity was 19, the open interest changed by 193 which increased total open position to 386
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 79.5, which was 33.95 higher than the previous day. The implied volatity was 14.87, the open interest changed by 27 which increased total open position to 193
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 45.05, which was -8.85 lower than the previous day. The implied volatity was 15.21, the open interest changed by 85 which increased total open position to 166
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 53.9, which was -12.25 lower than the previous day. The implied volatity was 15.5, the open interest changed by 0 which decreased total open position to 81
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 65, which was 7 higher than the previous day. The implied volatity was 15.93, the open interest changed by 46 which increased total open position to 81
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 57.95, which was -6.4 lower than the previous day. The implied volatity was 17.39, the open interest changed by 11 which increased total open position to 35
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 59.45, which was 17.5 higher than the previous day. The implied volatity was 15.41, the open interest changed by 1 which increased total open position to 24
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 42.65, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 23
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 42.65, which was 1.15 higher than the previous day. The implied volatity was 15.51, the open interest changed by 25 which increased total open position to 25
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 41.5, which was 0 lower than the previous day. The implied volatity was 4.5, 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 41.5, which was 0 lower than the previous day. The implied volatity was 4.34, 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 41.5, which was 0 lower than the previous day. The implied volatity was 3.55, the open interest changed by 0 which decreased total open position to 0
