NIFTY
Nifty
Historical option data for NIFTY
06 Mar 2026 04:10 PM IST
| NIFTY 10-MAR-2026 24600 CE | ||||||||||||||||
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Delta: 0.42
Vega: 10.01
Theta: -26.27
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Mar | 24450.45 | 144.9 | -172.7 | 18.79 | 39,27,199 | 53,603 | 85,584 | |||||||||
| 5 Mar | 24765.90 | 301.9 | 38.8 | 17.82 | 28,69,075 | 6,114 | 31,981 | |||||||||
| 4 Mar | 24480.50 | 243.25 | -210.5 | 22.56 | 11,40,618 | 21,869 | 25,867 | |||||||||
| 2 Mar | 24865.70 | 442.05 | -254.55 | 18.02 | 46,590 | 3,927 | 3,998 | |||||||||
| 27 Feb | 25178.65 | 711.35 | -276.65 | 15.05 | 95 | 68 | 71 | |||||||||
| 26 Feb | 25496.55 | 988 | -62 | 13.38 | 1 | 0 | 3 | |||||||||
| 25 Feb | 25482.50 | 1050 | 101.55 | 20.82 | 4 | 2 | 3 | |||||||||
| 24 Feb | 25424.65 | 948.45 | -251.55 | 9.56 | 4 | 0 | 1 | |||||||||
| 23 Feb | 25713.00 | 1200 | 24.6 | 14.11 | 3 | 0 | 1 | |||||||||
| 20 Feb | 25571.25 | 1175.4 | 141.8 | 19.44 | 3 | 0 | 1 | |||||||||
| 19 Feb | 25454.35 | 1033.6 | -288.45 | 17.51 | 4 | 1 | 1 | |||||||||
| 18 Feb | 25819.35 | 1318.8 | -27.4 | - | 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 | |||||||||
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| 5 Feb | 25642.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 25776.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24600 expiring on 10MAR2026
Delta for 24600 CE is 0.42
Historical price for 24600 CE is as follows
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 144.9, which was -172.7 lower than the previous day. The implied volatity was 18.79, the open interest changed by 53603 which increased total open position to 85584
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 301.9, which was 38.8 higher than the previous day. The implied volatity was 17.82, the open interest changed by 6114 which increased total open position to 31981
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 243.25, which was -210.5 lower than the previous day. The implied volatity was 22.56, the open interest changed by 21869 which increased total open position to 25867
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 442.05, which was -254.55 lower than the previous day. The implied volatity was 18.02, the open interest changed by 3927 which increased total open position to 3998
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 711.35, which was -276.65 lower than the previous day. The implied volatity was 15.05, the open interest changed by 68 which increased total open position to 71
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 988, which was -62 lower than the previous day. The implied volatity was 13.38, the open interest changed by 0 which decreased total open position to 3
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 1050, which was 101.55 higher than the previous day. The implied volatity was 20.82, the open interest changed by 2 which increased total open position to 3
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 948.45, which was -251.55 lower than the previous day. The implied volatity was 9.56, 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 1200, which was 24.6 higher than the previous day. The implied volatity was 14.11, 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 1175.4, which was 141.8 higher than the previous day. The implied volatity was 19.44, 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 1033.6, which was -288.45 lower than the previous day. The implied volatity was 17.51, 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 1318.8, which was -27.4 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
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
On 5 Feb NIFTY was trading at 25642.80. 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 4 Feb NIFTY was trading at 25776.00. 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
| NIFTY 10MAR2026 24600 PE | |||||||
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Delta: -0.57
Vega: 10.05
Theta: -22.66
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Mar | 24450.45 | 272.4 | 117.2 | 21.14 | 50,75,286 | -25,233 | 45,693 |
| 5 Mar | 24765.90 | 161.2 | -198.55 | 20.59 | 30,29,973 | 45,366 | 70,926 |
| 4 Mar | 24480.50 | 355.75 | 182.7 | 24.91 | 4,85,665 | -1,978 | 25,560 |
| 2 Mar | 24865.70 | 164.55 | 111.45 | 19.99 | 2,80,192 | 17,349 | 27,538 |
| 27 Feb | 25178.65 | 51 | 23.65 | 14.89 | 36,869 | 2,893 | 10,189 |
| 26 Feb | 25496.55 | 26.9 | -10.35 | 15.55 | 21,556 | 2,739 | 7,296 |
| 25 Feb | 25482.50 | 36.55 | -12.65 | 16.05 | 14,769 | 2,334 | 4,557 |
| 24 Feb | 25424.65 | 48.6 | 5.9 | 16.24 | 7,163 | 619 | 2,223 |
| 23 Feb | 25713.00 | 43 | -12.5 | 18.41 | 2,733 | 765 | 1,604 |
| 20 Feb | 25571.25 | 53.3 | -8.7 | 16.53 | 1,967 | 392 | 839 |
| 19 Feb | 25454.35 | 66.35 | 35.35 | 15.67 | 939 | 36 | 447 |
| 18 Feb | 25819.35 | 30.2 | -8.75 | 15.68 | 367 | 127 | 411 |
| 17 Feb | 25725.40 | 39.1 | -10.15 | 15.67 | 519 | 143 | 284 |
| 16 Feb | 25682.75 | 50.3 | -13.35 | 16.03 | 322 | -6 | 141 |
| 13 Feb | 25471.10 | 71.15 | 38.8 | 14.79 | 250 | 114 | 147 |
| 12 Feb | 25807.20 | 33.85 | 4.35 | 14.41 | 28 | 18 | 33 |
| 11 Feb | 25953.85 | 29.9 | -39.4 | 14.86 | 51 | 15 | 15 |
| 10 Feb | 25935.15 | 69.3 | 0 | 4.95 | 0 | 0 | 0 |
| 9 Feb | 25867.30 | 69.3 | 0 | 4.73 | 0 | 0 | 0 |
| 6 Feb | 25693.70 | 69.3 | 0 | 4.03 | 0 | 0 | 0 |
| 5 Feb | 25642.80 | 69.3 | 0 | 3.89 | 0 | 0 | 0 |
| 4 Feb | 25776.00 | 69.3 | 0 | 4.13 | 0 | 0 | 0 |
For Nifty - strike price 24600 expiring on 10MAR2026
Delta for 24600 PE is -0.57
Historical price for 24600 PE is as follows
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 272.4, which was 117.2 higher than the previous day. The implied volatity was 21.14, the open interest changed by -25233 which decreased total open position to 45693
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 161.2, which was -198.55 lower than the previous day. The implied volatity was 20.59, the open interest changed by 45366 which increased total open position to 70926
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 355.75, which was 182.7 higher than the previous day. The implied volatity was 24.91, the open interest changed by -1978 which decreased total open position to 25560
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 164.55, which was 111.45 higher than the previous day. The implied volatity was 19.99, the open interest changed by 17349 which increased total open position to 27538
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 51, which was 23.65 higher than the previous day. The implied volatity was 14.89, the open interest changed by 2893 which increased total open position to 10189
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 26.9, which was -10.35 lower than the previous day. The implied volatity was 15.55, the open interest changed by 2739 which increased total open position to 7296
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 36.55, which was -12.65 lower than the previous day. The implied volatity was 16.05, the open interest changed by 2334 which increased total open position to 4557
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 48.6, which was 5.9 higher than the previous day. The implied volatity was 16.24, the open interest changed by 619 which increased total open position to 2223
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 43, which was -12.5 lower than the previous day. The implied volatity was 18.41, the open interest changed by 765 which increased total open position to 1604
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 53.3, which was -8.7 lower than the previous day. The implied volatity was 16.53, the open interest changed by 392 which increased total open position to 839
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 66.35, which was 35.35 higher than the previous day. The implied volatity was 15.67, the open interest changed by 36 which increased total open position to 447
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 30.2, which was -8.75 lower than the previous day. The implied volatity was 15.68, the open interest changed by 127 which increased total open position to 411
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 39.1, which was -10.15 lower than the previous day. The implied volatity was 15.67, the open interest changed by 143 which increased total open position to 284
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 50.3, which was -13.35 lower than the previous day. The implied volatity was 16.03, the open interest changed by -6 which decreased total open position to 141
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 71.15, which was 38.8 higher than the previous day. The implied volatity was 14.79, the open interest changed by 114 which increased total open position to 147
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 33.85, which was 4.35 higher than the previous day. The implied volatity was 14.41, the open interest changed by 18 which increased total open position to 33
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 29.9, which was -39.4 lower than the previous day. The implied volatity was 14.86, the open interest changed by 15 which increased total open position to 15
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 69.3, which was 0 lower than the previous day. The implied volatity was 4.95, 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 69.3, which was 0 lower than the previous day. The implied volatity was 4.73, 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 69.3, which was 0 lower than the previous day. The implied volatity was 4.03, the open interest changed by 0 which decreased total open position to 0
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 69.3, which was 0 lower than the previous day. The implied volatity was 3.89, the open interest changed by 0 which decreased total open position to 0
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 69.3, which was 0 lower than the previous day. The implied volatity was 4.13, the open interest changed by 0 which decreased total open position to 0
