NIFTY
Nifty
Historical option data for NIFTY
06 Mar 2026 04:10 PM IST
| NIFTY 10-MAR-2026 24650 CE | ||||||||||||||||
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Delta: 0.38
Vega: 9.73
Theta: -25.17
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Mar | 24450.45 | 123.85 | -158.35 | 18.63 | 29,74,880 | 31,733 | 45,323 | |||||||||
| 5 Mar | 24765.90 | 269.45 | 31.4 | 17.63 | 16,07,921 | 2,423 | 13,590 | |||||||||
| 4 Mar | 24480.50 | 217.85 | -196.35 | 22.26 | 4,95,624 | 9,458 | 11,167 | |||||||||
| 2 Mar | 24865.70 | 422 | -224.1 | 18.92 | 30,024 | 1,701 | 1,709 | |||||||||
| 27 Feb | 25178.65 | 653 | -222.5 | 13.45 | 39 | 7 | 8 | |||||||||
| 26 Feb | 25496.55 | 875.5 | -266.3 | - | 0 | 0 | 1 | |||||||||
| 25 Feb | 25482.50 | 875.5 | -266.3 | - | 1 | 0 | 1 | |||||||||
| 24 Feb | 25424.65 | 875.5 | -266.3 | 7 | 1 | 0 | 1 | |||||||||
| 23 Feb | 25713.00 | 1141.8 | 12.9 | 13.91 | 2 | 0 | 1 | |||||||||
| 20 Feb | 25571.25 | 1128.9 | 139.05 | 18.99 | 3 | 0 | 1 | |||||||||
| 19 Feb | 25454.35 | 989.85 | -283.55 | 17.31 | 2 | 1 | 1 | |||||||||
| 18 Feb | 25819.35 | 1270.35 | -32.85 | - | 2 | 0 | 0 | |||||||||
| 17 Feb | 25725.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 25682.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 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 | |||||||||
| 5 Feb | 25642.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 25776.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24650 expiring on 10MAR2026
Delta for 24650 CE is 0.38
Historical price for 24650 CE is as follows
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 123.85, which was -158.35 lower than the previous day. The implied volatity was 18.63, the open interest changed by 31733 which increased total open position to 45323
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 269.45, which was 31.4 higher than the previous day. The implied volatity was 17.63, the open interest changed by 2423 which increased total open position to 13590
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 217.85, which was -196.35 lower than the previous day. The implied volatity was 22.26, the open interest changed by 9458 which increased total open position to 11167
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 422, which was -224.1 lower than the previous day. The implied volatity was 18.92, the open interest changed by 1701 which increased total open position to 1709
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 653, which was -222.5 lower than the previous day. The implied volatity was 13.45, the open interest changed by 7 which increased total open position to 8
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 875.5, which was -266.3 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 875.5, which was -266.3 lower 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 875.5, which was -266.3 lower than the previous day. The implied volatity was 7, 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 1141.8, which was 12.9 higher than the previous day. The implied volatity was 13.91, 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 1128.9, which was 139.05 higher than the previous day. The implied volatity was 18.99, 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 989.85, which was -283.55 lower than the previous day. The implied volatity was 17.31, 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 1270.35, which was -32.85 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 24650 PE | |||||||
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Delta: -0.61
Vega: 9.84
Theta: -21.55
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Mar | 24450.45 | 300 | 127.95 | 20.91 | 23,97,109 | -1,062 | 23,745 |
| 5 Mar | 24765.90 | 177.9 | -207.05 | 20.26 | 12,36,570 | 17,081 | 24,807 |
| 4 Mar | 24480.50 | 379.75 | 192.4 | 24.48 | 1,03,004 | -1,844 | 7,726 |
| 2 Mar | 24865.70 | 176.05 | 115.2 | 19.55 | 1,20,681 | 8,104 | 9,570 |
| 27 Feb | 25178.65 | 57.75 | 27.7 | 14.76 | 9,846 | 63 | 1,466 |
| 26 Feb | 25496.55 | 29.15 | -12.2 | 15.24 | 4,557 | 783 | 1,403 |
| 25 Feb | 25482.50 | 41.1 | -12.8 | 15.98 | 2,285 | 279 | 620 |
| 24 Feb | 25424.65 | 53.65 | 8.95 | 16.09 | 1,274 | 189 | 341 |
| 23 Feb | 25713.00 | 45.35 | -13.4 | 18 | 242 | 50 | 152 |
| 20 Feb | 25571.25 | 58.3 | -6.2 | 16.41 | 204 | 33 | 102 |
| 19 Feb | 25454.35 | 72.75 | 40.15 | 15.54 | 122 | 39 | 69 |
| 18 Feb | 25819.35 | 32.6 | -6.55 | 15.5 | 26 | 14 | 30 |
| 17 Feb | 25725.40 | 40 | -10.9 | 15.2 | 28 | 15 | 16 |
| 16 Feb | 25682.75 | 51.2 | -18.2 | 15.63 | 3 | 1 | 1 |
| 13 Feb | 25471.10 | 68.95 | -7.05 | 14.14 | 2 | 0 | 0 |
| 12 Feb | 25807.20 | 76 | 0 | 4.54 | 0 | 0 | 0 |
| 11 Feb | 25953.85 | 76 | 0 | 4.93 | 0 | 0 | 0 |
| 10 Feb | 25935.15 | 76 | 0 | 4.79 | 0 | 0 | 0 |
| 9 Feb | 25867.30 | 76 | 0 | 4.57 | 0 | 0 | 0 |
| 6 Feb | 25693.70 | 76 | 0 | 3.87 | 0 | 0 | 0 |
| 5 Feb | 25642.80 | 76 | 0 | 3.74 | 0 | 0 | 0 |
| 4 Feb | 25776.00 | 76 | 0 | 3.99 | 0 | 0 | 0 |
For Nifty - strike price 24650 expiring on 10MAR2026
Delta for 24650 PE is -0.61
Historical price for 24650 PE is as follows
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 300, which was 127.95 higher than the previous day. The implied volatity was 20.91, the open interest changed by -1062 which decreased total open position to 23745
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 177.9, which was -207.05 lower than the previous day. The implied volatity was 20.26, the open interest changed by 17081 which increased total open position to 24807
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 379.75, which was 192.4 higher than the previous day. The implied volatity was 24.48, the open interest changed by -1844 which decreased total open position to 7726
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 176.05, which was 115.2 higher than the previous day. The implied volatity was 19.55, the open interest changed by 8104 which increased total open position to 9570
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 57.75, which was 27.7 higher than the previous day. The implied volatity was 14.76, the open interest changed by 63 which increased total open position to 1466
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 29.15, which was -12.2 lower than the previous day. The implied volatity was 15.24, the open interest changed by 783 which increased total open position to 1403
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 41.1, which was -12.8 lower than the previous day. The implied volatity was 15.98, the open interest changed by 279 which increased total open position to 620
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 53.65, which was 8.95 higher than the previous day. The implied volatity was 16.09, the open interest changed by 189 which increased total open position to 341
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 45.35, which was -13.4 lower than the previous day. The implied volatity was 18, the open interest changed by 50 which increased total open position to 152
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 58.3, which was -6.2 lower than the previous day. The implied volatity was 16.41, the open interest changed by 33 which increased total open position to 102
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 72.75, which was 40.15 higher than the previous day. The implied volatity was 15.54, the open interest changed by 39 which increased total open position to 69
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 32.6, which was -6.55 lower than the previous day. The implied volatity was 15.5, the open interest changed by 14 which increased total open position to 30
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 40, which was -10.9 lower than the previous day. The implied volatity was 15.2, the open interest changed by 15 which increased total open position to 16
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 51.2, which was -18.2 lower than the previous day. The implied volatity was 15.63, the open interest changed by 1 which increased total open position to 1
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 68.95, which was -7.05 lower than the previous day. The implied volatity was 14.14, 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 76, which was 0 lower than the previous day. The implied volatity was 4.54, 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 76, which was 0 lower than the previous day. The implied volatity was 4.93, 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 76, which was 0 lower than the previous day. The implied volatity was 4.79, 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 76, which was 0 lower than the previous day. The implied volatity was 4.57, 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 76, which was 0 lower than the previous day. The implied volatity was 3.87, 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 76, which was 0 lower than the previous day. The implied volatity was 3.74, 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 76, which was 0 lower than the previous day. The implied volatity was 3.99, the open interest changed by 0 which decreased total open position to 0
