NIFTY
Nifty
Historical option data for NIFTY
09 Mar 2026 02:05 PM IST
| NIFTY 10-MAR-2026 24800 CE | ||||||||||||||||
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Delta: 0.05
Vega: 1.3
Theta: -25.94
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Mar | 23880.60 | 10.8 | -74.65 | 41.73 | 8,43,368 | 26,126 | 1,08,289 | |||||||||
| 6 Mar | 24450.45 | 73.05 | -123.25 | 18.18 | 26,94,964 | 18,953 | 82,163 | |||||||||
| 5 Mar | 24765.90 | 183.95 | 16.1 | 17.13 | 18,91,321 | 30,675 | 63,210 | |||||||||
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| 4 Mar | 24480.50 | 150.95 | -165.7 | 21.37 | 11,07,602 | 11,941 | 32,535 | |||||||||
| 2 Mar | 24865.70 | 320 | -201.35 | 18.04 | 3,21,157 | 17,305 | 20,594 | |||||||||
| 27 Feb | 25178.65 | 538.2 | -253 | 14.03 | 4,818 | 3,178 | 3,289 | |||||||||
| 26 Feb | 25496.55 | 791.2 | -4.45 | 11.57 | 68 | 43 | 111 | |||||||||
| 25 Feb | 25482.50 | 793.3 | 55.7 | 12.78 | 46 | 4 | 68 | |||||||||
| 24 Feb | 25424.65 | 779.55 | -236.95 | 11.67 | 104 | 61 | 64 | |||||||||
| 23 Feb | 25713.00 | 1020.25 | 80.2 | 12.25 | 4 | 0 | 3 | |||||||||
| 20 Feb | 25571.25 | 942.1 | 162.4 | 14.18 | 3 | 1 | 3 | |||||||||
| 19 Feb | 25454.35 | 779.7 | -355.7 | 10.71 | 3 | 2 | 2 | |||||||||
| 18 Feb | 25819.35 | 1133.45 | -43.9 | - | 2 | 0 | 0 | |||||||||
| 17 Feb | 25725.40 | 1177.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 25682.75 | 1177.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 25471.10 | 1177.35 | 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 24800 expiring on 10MAR2026
Delta for 24800 CE is 0.05
Historical price for 24800 CE is as follows
On 9 Mar NIFTY was trading at 23880.60. The strike last trading price was 10.8, which was -74.65 lower than the previous day. The implied volatity was 41.73, the open interest changed by 26126 which increased total open position to 108289
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 73.05, which was -123.25 lower than the previous day. The implied volatity was 18.18, the open interest changed by 18953 which increased total open position to 82163
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 183.95, which was 16.1 higher than the previous day. The implied volatity was 17.13, the open interest changed by 30675 which increased total open position to 63210
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 150.95, which was -165.7 lower than the previous day. The implied volatity was 21.37, the open interest changed by 11941 which increased total open position to 32535
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 320, which was -201.35 lower than the previous day. The implied volatity was 18.04, the open interest changed by 17305 which increased total open position to 20594
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 538.2, which was -253 lower than the previous day. The implied volatity was 14.03, the open interest changed by 3178 which increased total open position to 3289
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 791.2, which was -4.45 lower than the previous day. The implied volatity was 11.57, the open interest changed by 43 which increased total open position to 111
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 793.3, which was 55.7 higher than the previous day. The implied volatity was 12.78, the open interest changed by 4 which increased total open position to 68
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 779.55, which was -236.95 lower than the previous day. The implied volatity was 11.67, the open interest changed by 61 which increased total open position to 64
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 1020.25, which was 80.2 higher than the previous day. The implied volatity was 12.25, the open interest changed by 0 which decreased total open position to 3
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 942.1, which was 162.4 higher than the previous day. The implied volatity was 14.18, the open interest changed by 1 which increased total open position to 3
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 779.7, which was -355.7 lower than the previous day. The implied volatity was 10.71, the open interest changed by 2 which increased total open position to 2
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 1133.45, which was -43.9 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 1177.35, 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 1177.35, 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 1177.35, 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 24800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.97
Vega: 0.98
Theta: -11.03
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Mar | 23880.60 | 919 | 493.2 | 38.04 | 22,013 | -6,573 | 13,817 |
| 6 Mar | 24450.45 | 399.3 | 173.05 | 20.81 | 6,49,593 | -19,161 | 20,390 |
| 5 Mar | 24765.90 | 241.45 | -226 | 19.63 | 7,08,217 | 20,738 | 39,551 |
| 4 Mar | 24480.50 | 459.45 | 220.4 | 23.57 | 1,40,447 | -19,077 | 18,813 |
| 2 Mar | 24865.70 | 227 | 144.15 | 18.86 | 5,16,365 | 24,844 | 37,890 |
| 27 Feb | 25178.65 | 83.8 | 43.4 | 14.4 | 66,878 | 3,435 | 13,046 |
| 26 Feb | 25496.55 | 39.4 | -14.7 | 14.57 | 28,872 | 3,482 | 9,611 |
| 25 Feb | 25482.50 | 53.35 | -17.55 | 15.2 | 19,157 | 1,767 | 6,129 |
| 24 Feb | 25424.65 | 68.05 | 12.8 | 15.79 | 12,547 | 1,645 | 4,362 |
| 23 Feb | 25713.00 | 57.25 | -16.45 | 17.4 | 5,219 | 298 | 2,717 |
| 20 Feb | 25571.25 | 71.3 | -9.35 | 15.71 | 5,145 | 1,381 | 2,419 |
| 19 Feb | 25454.35 | 92.7 | 53.45 | 15.11 | 3,300 | 419 | 1,038 |
| 18 Feb | 25819.35 | 40.2 | -10.3 | 14.9 | 1,113 | 376 | 619 |
| 17 Feb | 25725.40 | 48.35 | -12.45 | 14.5 | 407 | 29 | 243 |
| 16 Feb | 25682.75 | 62.25 | -23.45 | 15.01 | 647 | 98 | 214 |
| 13 Feb | 25471.10 | 91 | 51.3 | 13.96 | 202 | 15 | 116 |
| 12 Feb | 25807.20 | 38.55 | 2.3 | 13.19 | 62 | 15 | 101 |
| 11 Feb | 25953.85 | 37 | -1.9 | 13.99 | 152 | 39 | 86 |
| 10 Feb | 25935.15 | 40 | -7.9 | 13.87 | 46 | 10 | 47 |
| 9 Feb | 25867.30 | 50.4 | -13.1 | 14.12 | 62 | 36 | 37 |
| 6 Feb | 25693.70 | 63.65 | -35.6 | 13.05 | 2 | 1 | 1 |
| 5 Feb | 25642.80 | 99.25 | 0 | 3.29 | 0 | 0 | 0 |
| 4 Feb | 25776.00 | 99.25 | 0 | 3.54 | 0 | 0 | 0 |
For Nifty - strike price 24800 expiring on 10MAR2026
Delta for 24800 PE is -0.97
Historical price for 24800 PE is as follows
On 9 Mar NIFTY was trading at 23880.60. The strike last trading price was 919, which was 493.2 higher than the previous day. The implied volatity was 38.04, the open interest changed by -6573 which decreased total open position to 13817
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 399.3, which was 173.05 higher than the previous day. The implied volatity was 20.81, the open interest changed by -19161 which decreased total open position to 20390
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 241.45, which was -226 lower than the previous day. The implied volatity was 19.63, the open interest changed by 20738 which increased total open position to 39551
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 459.45, which was 220.4 higher than the previous day. The implied volatity was 23.57, the open interest changed by -19077 which decreased total open position to 18813
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 227, which was 144.15 higher than the previous day. The implied volatity was 18.86, the open interest changed by 24844 which increased total open position to 37890
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 83.8, which was 43.4 higher than the previous day. The implied volatity was 14.4, the open interest changed by 3435 which increased total open position to 13046
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 39.4, which was -14.7 lower than the previous day. The implied volatity was 14.57, the open interest changed by 3482 which increased total open position to 9611
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 53.35, which was -17.55 lower than the previous day. The implied volatity was 15.2, the open interest changed by 1767 which increased total open position to 6129
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 68.05, which was 12.8 higher than the previous day. The implied volatity was 15.79, the open interest changed by 1645 which increased total open position to 4362
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 57.25, which was -16.45 lower than the previous day. The implied volatity was 17.4, the open interest changed by 298 which increased total open position to 2717
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 71.3, which was -9.35 lower than the previous day. The implied volatity was 15.71, the open interest changed by 1381 which increased total open position to 2419
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 92.7, which was 53.45 higher than the previous day. The implied volatity was 15.11, the open interest changed by 419 which increased total open position to 1038
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 40.2, which was -10.3 lower than the previous day. The implied volatity was 14.9, the open interest changed by 376 which increased total open position to 619
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 48.35, which was -12.45 lower than the previous day. The implied volatity was 14.5, the open interest changed by 29 which increased total open position to 243
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 62.25, which was -23.45 lower than the previous day. The implied volatity was 15.01, the open interest changed by 98 which increased total open position to 214
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 91, which was 51.3 higher than the previous day. The implied volatity was 13.96, the open interest changed by 15 which increased total open position to 116
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 38.55, which was 2.3 higher than the previous day. The implied volatity was 13.19, the open interest changed by 15 which increased total open position to 101
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 37, which was -1.9 lower than the previous day. The implied volatity was 13.99, the open interest changed by 39 which increased total open position to 86
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 40, which was -7.9 lower than the previous day. The implied volatity was 13.87, the open interest changed by 10 which increased total open position to 47
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 50.4, which was -13.1 lower than the previous day. The implied volatity was 14.12, the open interest changed by 36 which increased total open position to 37
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 63.65, which was -35.6 lower than the previous day. The implied volatity was 13.05, the open interest changed by 1 which increased total open position to 1
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 99.25, which was 0 lower than the previous day. The implied volatity was 3.29, 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 99.25, which was 0 lower than the previous day. The implied volatity was 3.54, the open interest changed by 0 which decreased total open position to 0
