NIFTY
Nifty
Historical option data for NIFTY
04 Mar 2026 04:10 PM IST
| NIFTY 10-MAR-2026 24700 CE | ||||||||||||||||
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Delta: 0.4
Vega: 12.12
Theta: -24.86
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Mar | 24480.50 | 193.65 | -184.2 | 22.01 | 8,34,167 | 14,033 | 26,527 | |||||||||
| 2 Mar | 24865.70 | 381.25 | -224.8 | 18.27 | 1,81,869 | 11,201 | 12,494 | |||||||||
| 27 Feb | 25178.65 | 621.65 | -264.6 | 14.39 | 1,650 | 1,285 | 1,293 | |||||||||
| 26 Feb | 25496.55 | 886.25 | -110.3 | 11.85 | 7 | 2 | 8 | |||||||||
| 25 Feb | 25482.50 | 996.55 | 154.6 | 23.11 | 2 | 1 | 6 | |||||||||
| 24 Feb | 25424.65 | 841.95 | -252.8 | 8.84 | 10 | 4 | 5 | |||||||||
| 23 Feb | 25713.00 | 1094.75 | 12.05 | 8.62 | 4 | 0 | 1 | |||||||||
| 20 Feb | 25571.25 | 1082.7 | 138.15 | 18.6 | 3 | 0 | 1 | |||||||||
| 19 Feb | 25454.35 | 944.55 | -280.65 | 16.99 | 2 | 1 | 1 | |||||||||
| 18 Feb | 25819.35 | 1222.65 | -38.05 | - | 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 24700 expiring on 10MAR2026
Delta for 24700 CE is 0.4
Historical price for 24700 CE is as follows
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 193.65, which was -184.2 lower than the previous day. The implied volatity was 22.01, the open interest changed by 14033 which increased total open position to 26527
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 381.25, which was -224.8 lower than the previous day. The implied volatity was 18.27, the open interest changed by 11201 which increased total open position to 12494
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 621.65, which was -264.6 lower than the previous day. The implied volatity was 14.39, the open interest changed by 1285 which increased total open position to 1293
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 886.25, which was -110.3 lower than the previous day. The implied volatity was 11.85, the open interest changed by 2 which increased total open position to 8
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 996.55, which was 154.6 higher than the previous day. The implied volatity was 23.11, the open interest changed by 1 which increased total open position to 6
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 841.95, which was -252.8 lower than the previous day. The implied volatity was 8.84, the open interest changed by 4 which increased total open position to 5
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 1094.75, which was 12.05 higher than the previous day. The implied volatity was 8.62, 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 1082.7, which was 138.15 higher than the previous day. The implied volatity was 18.6, 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 944.55, which was -280.65 lower than the previous day. The implied volatity was 16.99, 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 1222.65, which was -38.05 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 24700 PE | |||||||
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Delta: -0.59
Vega: 12.2
Theta: -20.53
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Mar | 24480.50 | 405.75 | 203.6 | 24.2 | 1,92,305 | -13,054 | 19,918 |
| 2 Mar | 24865.70 | 193 | 126.5 | 19.41 | 4,36,229 | 21,713 | 32,972 |
| 27 Feb | 25178.65 | 63.9 | 30.45 | 14.5 | 50,917 | -377 | 11,259 |
| 26 Feb | 25496.55 | 32.3 | -13.1 | 15.02 | 21,875 | 2,896 | 11,636 |
| 25 Feb | 25482.50 | 44.05 | -15.3 | 15.61 | 23,034 | 6,049 | 8,740 |
| 24 Feb | 25424.65 | 57.8 | 9.6 | 16.25 | 11,940 | -47 | 2,691 |
| 23 Feb | 25713.00 | 49 | -15.55 | 17.8 | 4,856 | 832 | 2,738 |
| 20 Feb | 25571.25 | 61.55 | -12.55 | 16.12 | 3,058 | 211 | 1,906 |
| 19 Feb | 25454.35 | 80.05 | 45.3 | 15.47 | 2,518 | 843 | 1,695 |
| 18 Feb | 25819.35 | 34.45 | -9.65 | 15.24 | 3,165 | 515 | 852 |
| 17 Feb | 25725.40 | 44.45 | -9.65 | 15.14 | 635 | 222 | 337 |
| 16 Feb | 25682.75 | 54.75 | -20.7 | 15.43 | 198 | 79 | 115 |
| 13 Feb | 25471.10 | 79.5 | -3.7 | 14.32 | 85 | 36 | 36 |
| 12 Feb | 25807.20 | 83.2 | 0 | 4.37 | 0 | 0 | 0 |
| 11 Feb | 25953.85 | 83.2 | 0 | 4.77 | 0 | 0 | 0 |
| 10 Feb | 25935.15 | 83.2 | 0 | 4.63 | 0 | 0 | 0 |
| 9 Feb | 25867.30 | 83.2 | 0 | 4.41 | 0 | 0 | 0 |
| 6 Feb | 25693.70 | 83.2 | 0 | 3.72 | 0 | 0 | 0 |
| 5 Feb | 25642.80 | 83.2 | 0 | 3.59 | 0 | 0 | 0 |
| 4 Feb | 25776.00 | 83.2 | 0 | 3.84 | 0 | 0 | 0 |
For Nifty - strike price 24700 expiring on 10MAR2026
Delta for 24700 PE is -0.59
Historical price for 24700 PE is as follows
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 405.75, which was 203.6 higher than the previous day. The implied volatity was 24.2, the open interest changed by -13054 which decreased total open position to 19918
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 193, which was 126.5 higher than the previous day. The implied volatity was 19.41, the open interest changed by 21713 which increased total open position to 32972
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 63.9, which was 30.45 higher than the previous day. The implied volatity was 14.5, the open interest changed by -377 which decreased total open position to 11259
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 32.3, which was -13.1 lower than the previous day. The implied volatity was 15.02, the open interest changed by 2896 which increased total open position to 11636
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 44.05, which was -15.3 lower than the previous day. The implied volatity was 15.61, the open interest changed by 6049 which increased total open position to 8740
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 57.8, which was 9.6 higher than the previous day. The implied volatity was 16.25, the open interest changed by -47 which decreased total open position to 2691
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 49, which was -15.55 lower than the previous day. The implied volatity was 17.8, the open interest changed by 832 which increased total open position to 2738
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 61.55, which was -12.55 lower than the previous day. The implied volatity was 16.12, the open interest changed by 211 which increased total open position to 1906
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 80.05, which was 45.3 higher than the previous day. The implied volatity was 15.47, the open interest changed by 843 which increased total open position to 1695
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 34.45, which was -9.65 lower than the previous day. The implied volatity was 15.24, the open interest changed by 515 which increased total open position to 852
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 44.45, which was -9.65 lower than the previous day. The implied volatity was 15.14, the open interest changed by 222 which increased total open position to 337
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 54.75, which was -20.7 lower than the previous day. The implied volatity was 15.43, the open interest changed by 79 which increased total open position to 115
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 79.5, which was -3.7 lower than the previous day. The implied volatity was 14.32, the open interest changed by 36 which increased total open position to 36
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 83.2, which was 0 lower than the previous day. The implied volatity was 4.37, 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 83.2, which was 0 lower than the previous day. The implied volatity was 4.77, 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 83.2, which was 0 lower than the previous day. The implied volatity was 4.63, 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 83.2, which was 0 lower than the previous day. The implied volatity was 4.41, 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 83.2, which was 0 lower than the previous day. The implied volatity was 3.72, 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 83.2, which was 0 lower than the previous day. The implied volatity was 3.59, 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 83.2, which was 0 lower than the previous day. The implied volatity was 3.84, the open interest changed by 0 which decreased total open position to 0
