NIFTY
Nifty
Historical option data for NIFTY
09 Mar 2026 04:10 PM IST
| NIFTY 10-MAR-2026 24850 CE | ||||||||||||||||
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Delta: 0.05
Vega: 1.24
Theta: -24.42
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Mar | 24028.05 | 9.5 | -62.45 | 38.94 | 5,09,576 | 8,002 | 35,449 | |||||||||
| 6 Mar | 24450.45 | 60.8 | -112.55 | 18.14 | 13,08,657 | 7,860 | 27,447 | |||||||||
| 5 Mar | 24765.90 | 159.4 | 9.5 | 16.96 | 9,50,050 | 9,293 | 19,587 | |||||||||
| 4 Mar | 24480.50 | 130.95 | -154.95 | 21.01 | 5,02,689 | 2,255 | 10,294 | |||||||||
| 2 Mar | 24865.70 | 289.95 | -196.05 | 17.87 | 1,09,514 | 7,909 | 8,039 | |||||||||
| 27 Feb | 25178.65 | 492.45 | -243.1 | 13.45 | 176 | 81 | 130 | |||||||||
| 26 Feb | 25496.55 | 735.55 | -12 | 9.48 | 43 | 43 | 49 | |||||||||
| 25 Feb | 25482.50 | 747.55 | 15.9 | 12.61 | 40 | 4 | 6 | |||||||||
| 24 Feb | 25424.65 | 731.65 | -223.05 | 11.31 | 3 | 0 | 2 | |||||||||
| 23 Feb | 25713.00 | 954.7 | 8.4 | 10.7 | 4 | 0 | 2 | |||||||||
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| 20 Feb | 25571.25 | 946.3 | 132.05 | 17.36 | 3 | 1 | 2 | |||||||||
| 19 Feb | 25454.35 | 814.25 | -275.8 | 16.19 | 2 | 1 | 1 | |||||||||
| 18 Feb | 25819.35 | 1083.85 | -52.65 | - | 6 | 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 | |||||||||
| 5 Feb | 25642.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 25776.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24850 expiring on 10MAR2026
Delta for 24850 CE is 0.05
Historical price for 24850 CE is as follows
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 9.5, which was -62.45 lower than the previous day. The implied volatity was 38.94, the open interest changed by 8002 which increased total open position to 35449
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 60.8, which was -112.55 lower than the previous day. The implied volatity was 18.14, the open interest changed by 7860 which increased total open position to 27447
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 159.4, which was 9.5 higher than the previous day. The implied volatity was 16.96, the open interest changed by 9293 which increased total open position to 19587
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 130.95, which was -154.95 lower than the previous day. The implied volatity was 21.01, the open interest changed by 2255 which increased total open position to 10294
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 289.95, which was -196.05 lower than the previous day. The implied volatity was 17.87, the open interest changed by 7909 which increased total open position to 8039
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 492.45, which was -243.1 lower than the previous day. The implied volatity was 13.45, the open interest changed by 81 which increased total open position to 130
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 735.55, which was -12 lower than the previous day. The implied volatity was 9.48, the open interest changed by 43 which increased total open position to 49
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 747.55, which was 15.9 higher than the previous day. The implied volatity was 12.61, the open interest changed by 4 which increased total open position to 6
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 731.65, which was -223.05 lower than the previous day. The implied volatity was 11.31, the open interest changed by 0 which decreased total open position to 2
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 954.7, which was 8.4 higher than the previous day. The implied volatity was 10.7, the open interest changed by 0 which decreased total open position to 2
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 946.3, which was 132.05 higher than the previous day. The implied volatity was 17.36, the open interest changed by 1 which increased total open position to 2
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 814.25, which was -275.8 lower than the previous day. The implied volatity was 16.19, 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 1083.85, which was -52.65 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 24850 PE | |||||||
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Delta: -0.99
Vega: 0.34
Theta: 1.96
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Mar | 24028.05 | 831.75 | 368.75 | 28.38 | 3,818 | -1,592 | 4,295 |
| 6 Mar | 24450.45 | 439.85 | 196.25 | 21.29 | 1,24,365 | -1,753 | 5,887 |
| 5 Mar | 24765.90 | 267.8 | -232.95 | 19.56 | 1,95,996 | 2,245 | 7,640 |
| 4 Mar | 24480.50 | 492 | 234.8 | 23.51 | 41,613 | -6,015 | 5,395 |
| 2 Mar | 24865.70 | 246.5 | 152.3 | 18.63 | 1,72,816 | 8,844 | 11,410 |
| 27 Feb | 25178.65 | 89.45 | 44.5 | 13.92 | 14,172 | 1,445 | 2,566 |
| 26 Feb | 25496.55 | 43.85 | -15.35 | 14.32 | 5,054 | 398 | 1,121 |
| 25 Feb | 25482.50 | 57.85 | -18.55 | 14.91 | 3,581 | 476 | 723 |
| 24 Feb | 25424.65 | 77.1 | 17.95 | 15.8 | 1,321 | 104 | 247 |
| 23 Feb | 25713.00 | 59.45 | -19.3 | 16.98 | 280 | 28 | 143 |
| 20 Feb | 25571.25 | 75.9 | -9.8 | 15.45 | 321 | -11 | 115 |
| 19 Feb | 25454.35 | 98.5 | 57.8 | 14.8 | 511 | 45 | 126 |
| 18 Feb | 25819.35 | 42 | -8.85 | 14.55 | 151 | 73 | 81 |
| 17 Feb | 25725.40 | 50.85 | -19.9 | 14.21 | 9 | 5 | 8 |
| 16 Feb | 25682.75 | 70.75 | -8.45 | 15.11 | 6 | 3 | 3 |
| 13 Feb | 25471.10 | 79.2 | -28.9 | 12.74 | 2 | 0 | 0 |
| 12 Feb | 25807.20 | 108.1 | 0 | 3.87 | 0 | 0 | 0 |
| 11 Feb | 25953.85 | 108.1 | 0 | 4.28 | 0 | 0 | 0 |
| 10 Feb | 25935.15 | 108.1 | 0 | 4.15 | 0 | 0 | 0 |
| 9 Feb | 25867.30 | 108.1 | 0 | 3.94 | 0 | 0 | 0 |
| 6 Feb | 25693.70 | 108.1 | 0 | 3.26 | 0 | 0 | 0 |
| 5 Feb | 25642.80 | 108.1 | 0 | 3.14 | 0 | 0 | 0 |
| 4 Feb | 25776.00 | 108.1 | 0 | 3.39 | 0 | 0 | 0 |
For Nifty - strike price 24850 expiring on 10MAR2026
Delta for 24850 PE is -0.99
Historical price for 24850 PE is as follows
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 831.75, which was 368.75 higher than the previous day. The implied volatity was 28.38, the open interest changed by -1592 which decreased total open position to 4295
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 439.85, which was 196.25 higher than the previous day. The implied volatity was 21.29, the open interest changed by -1753 which decreased total open position to 5887
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 267.8, which was -232.95 lower than the previous day. The implied volatity was 19.56, the open interest changed by 2245 which increased total open position to 7640
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 492, which was 234.8 higher than the previous day. The implied volatity was 23.51, the open interest changed by -6015 which decreased total open position to 5395
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 246.5, which was 152.3 higher than the previous day. The implied volatity was 18.63, the open interest changed by 8844 which increased total open position to 11410
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 89.45, which was 44.5 higher than the previous day. The implied volatity was 13.92, the open interest changed by 1445 which increased total open position to 2566
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 43.85, which was -15.35 lower than the previous day. The implied volatity was 14.32, the open interest changed by 398 which increased total open position to 1121
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 57.85, which was -18.55 lower than the previous day. The implied volatity was 14.91, the open interest changed by 476 which increased total open position to 723
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 77.1, which was 17.95 higher than the previous day. The implied volatity was 15.8, the open interest changed by 104 which increased total open position to 247
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 59.45, which was -19.3 lower than the previous day. The implied volatity was 16.98, the open interest changed by 28 which increased total open position to 143
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 75.9, which was -9.8 lower than the previous day. The implied volatity was 15.45, the open interest changed by -11 which decreased total open position to 115
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 98.5, which was 57.8 higher than the previous day. The implied volatity was 14.8, the open interest changed by 45 which increased total open position to 126
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 42, which was -8.85 lower than the previous day. The implied volatity was 14.55, the open interest changed by 73 which increased total open position to 81
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 50.85, which was -19.9 lower than the previous day. The implied volatity was 14.21, the open interest changed by 5 which increased total open position to 8
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 70.75, which was -8.45 lower than the previous day. The implied volatity was 15.11, the open interest changed by 3 which increased total open position to 3
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 79.2, which was -28.9 lower than the previous day. The implied volatity was 12.74, 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 108.1, 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 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 108.1, which was 0 lower than the previous day. The implied volatity was 4.28, 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 108.1, which was 0 lower than the previous day. The implied volatity was 4.15, 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 108.1, which was 0 lower than the previous day. The implied volatity was 3.94, 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 108.1, which was 0 lower than the previous day. The implied volatity was 3.26, 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 108.1, which was 0 lower than the previous day. The implied volatity was 3.14, 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 108.1, which was 0 lower than the previous day. The implied volatity was 3.39, the open interest changed by 0 which decreased total open position to 0
