NIFTY
Nifty
Historical option data for NIFTY
02 Mar 2026 04:10 PM IST
| NIFTY 10-MAR-2026 25000 CE | ||||||||||||||||
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Delta: 0.45
Vega: 14.54
Theta: -18.52
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Mar | 24865.70 | 207 | -166.4 | 17.1 | 5,58,076 | 56,914 | 60,875 | |||||||||
| 27 Feb | 25178.65 | 382.65 | -227.75 | 13.24 | 17,172 | 1,551 | 3,961 | |||||||||
| 26 Feb | 25496.55 | 611.9 | -10.3 | 11.51 | 3,492 | 803 | 2,410 | |||||||||
| 25 Feb | 25482.50 | 618.4 | 12.3 | 12.49 | 2,762 | 870 | 1,607 | |||||||||
| 24 Feb | 25424.65 | 611.8 | -232.85 | 12.1 | 1,329 | 518 | 737 | |||||||||
| 23 Feb | 25713.00 | 840.35 | 86.4 | 12.71 | 376 | -50 | 219 | |||||||||
| 20 Feb | 25571.25 | 740.65 | 116.3 | 11.9 | 510 | 137 | 269 | |||||||||
| 19 Feb | 25454.35 | 607.95 | -333.35 | 10.79 | 197 | 37 | 132 | |||||||||
| 18 Feb | 25819.35 | 935.6 | 64.8 | 6.58 | 13 | -4 | 95 | |||||||||
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| 17 Feb | 25725.40 | 862.6 | -7.3 | 6.94 | 93 | 5 | 99 | |||||||||
| 16 Feb | 25682.75 | 871 | 158.5 | 11.2 | 207 | 91 | 94 | |||||||||
| 13 Feb | 25471.10 | 706 | -281.5 | 10.98 | 5 | 3 | 3 | |||||||||
| 12 Feb | 25807.20 | 987.5 | -30.2 | 8.87 | 1 | 0 | 0 | |||||||||
| 11 Feb | 25953.85 | 1017.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 25935.15 | 1017.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 25867.30 | 1017.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 25693.70 | 1017.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 25642.80 | 1017.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 25776.00 | 1017.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25000 expiring on 10MAR2026
Delta for 25000 CE is 0.45
Historical price for 25000 CE is as follows
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 207, which was -166.4 lower than the previous day. The implied volatity was 17.1, the open interest changed by 56914 which increased total open position to 60875
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 382.65, which was -227.75 lower than the previous day. The implied volatity was 13.24, the open interest changed by 1551 which increased total open position to 3961
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 611.9, which was -10.3 lower than the previous day. The implied volatity was 11.51, the open interest changed by 803 which increased total open position to 2410
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 618.4, which was 12.3 higher than the previous day. The implied volatity was 12.49, the open interest changed by 870 which increased total open position to 1607
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 611.8, which was -232.85 lower than the previous day. The implied volatity was 12.1, the open interest changed by 518 which increased total open position to 737
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 840.35, which was 86.4 higher than the previous day. The implied volatity was 12.71, the open interest changed by -50 which decreased total open position to 219
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 740.65, which was 116.3 higher than the previous day. The implied volatity was 11.9, the open interest changed by 137 which increased total open position to 269
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 607.95, which was -333.35 lower than the previous day. The implied volatity was 10.79, the open interest changed by 37 which increased total open position to 132
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 935.6, which was 64.8 higher than the previous day. The implied volatity was 6.58, the open interest changed by -4 which decreased total open position to 95
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 862.6, which was -7.3 lower than the previous day. The implied volatity was 6.94, the open interest changed by 5 which increased total open position to 99
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 871, which was 158.5 higher than the previous day. The implied volatity was 11.2, the open interest changed by 91 which increased total open position to 94
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 706, which was -281.5 lower than the previous day. The implied volatity was 10.98, the open interest changed by 3 which increased total open position to 3
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 987.5, which was -30.2 lower than the previous day. The implied volatity was 8.87, 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 1017.7, 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 1017.7, 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 1017.7, 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 1017.7, 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 1017.7, 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 1017.7, 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 25000 PE | |||||||
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Delta: -0.55
Vega: 14.55
Theta: -12.35
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 24865.70 | 311.85 | 180.85 | 17.8 | 4,21,527 | 21,747 | 43,071 |
| 27 Feb | 25178.65 | 123.8 | 61.65 | 13.25 | 1,76,261 | 4,988 | 21,324 |
| 26 Feb | 25496.55 | 61.15 | -17.7 | 13.74 | 66,069 | 4,661 | 16,336 |
| 25 Feb | 25482.50 | 77.5 | -24.35 | 14.3 | 50,536 | 3,554 | 11,675 |
| 24 Feb | 25424.65 | 99 | 25.3 | 15.14 | 56,250 | -2,191 | 8,121 |
| 23 Feb | 25713.00 | 75.65 | -19.25 | 16.39 | 22,301 | 4,316 | 10,312 |
| 20 Feb | 25571.25 | 91.65 | -24.2 | 14.63 | 18,399 | 2,780 | 5,996 |
| 19 Feb | 25454.35 | 129.7 | 77.7 | 14.56 | 15,123 | 773 | 3,216 |
| 18 Feb | 25819.35 | 51.5 | -16 | 13.85 | 3,881 | 585 | 2,443 |
| 17 Feb | 25725.40 | 68 | -12.65 | 13.92 | 2,826 | 292 | 1,858 |
| 16 Feb | 25682.75 | 80.2 | -33.65 | 14.12 | 2,627 | 563 | 1,566 |
| 13 Feb | 25471.10 | 125.4 | 73.05 | 13.52 | 2,411 | 325 | 1,003 |
| 12 Feb | 25807.20 | 53.85 | 5.6 | 12.62 | 771 | 187 | 678 |
| 11 Feb | 25953.85 | 49.2 | -2.15 | 13.35 | 504 | 159 | 491 |
| 10 Feb | 25935.15 | 53.5 | -12.35 | 13.27 | 277 | 91 | 332 |
| 9 Feb | 25867.30 | 66 | -21.5 | 13.49 | 298 | 119 | 241 |
| 6 Feb | 25693.70 | 89.9 | -7.4 | 12.78 | 277 | 55 | 122 |
| 5 Feb | 25642.80 | 99.4 | 13.65 | 12.83 | 108 | 48 | 67 |
| 4 Feb | 25776.00 | 87.3 | -51.1 | 12.93 | 32 | 19 | 19 |
For Nifty - strike price 25000 expiring on 10MAR2026
Delta for 25000 PE is -0.55
Historical price for 25000 PE is as follows
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 311.85, which was 180.85 higher than the previous day. The implied volatity was 17.8, the open interest changed by 21747 which increased total open position to 43071
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 123.8, which was 61.65 higher than the previous day. The implied volatity was 13.25, the open interest changed by 4988 which increased total open position to 21324
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 61.15, which was -17.7 lower than the previous day. The implied volatity was 13.74, the open interest changed by 4661 which increased total open position to 16336
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 77.5, which was -24.35 lower than the previous day. The implied volatity was 14.3, the open interest changed by 3554 which increased total open position to 11675
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 99, which was 25.3 higher than the previous day. The implied volatity was 15.14, the open interest changed by -2191 which decreased total open position to 8121
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 75.65, which was -19.25 lower than the previous day. The implied volatity was 16.39, the open interest changed by 4316 which increased total open position to 10312
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 91.65, which was -24.2 lower than the previous day. The implied volatity was 14.63, the open interest changed by 2780 which increased total open position to 5996
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 129.7, which was 77.7 higher than the previous day. The implied volatity was 14.56, the open interest changed by 773 which increased total open position to 3216
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 51.5, which was -16 lower than the previous day. The implied volatity was 13.85, the open interest changed by 585 which increased total open position to 2443
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 68, which was -12.65 lower than the previous day. The implied volatity was 13.92, the open interest changed by 292 which increased total open position to 1858
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 80.2, which was -33.65 lower than the previous day. The implied volatity was 14.12, the open interest changed by 563 which increased total open position to 1566
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 125.4, which was 73.05 higher than the previous day. The implied volatity was 13.52, the open interest changed by 325 which increased total open position to 1003
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 53.85, which was 5.6 higher than the previous day. The implied volatity was 12.62, the open interest changed by 187 which increased total open position to 678
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 49.2, which was -2.15 lower than the previous day. The implied volatity was 13.35, the open interest changed by 159 which increased total open position to 491
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 53.5, which was -12.35 lower than the previous day. The implied volatity was 13.27, the open interest changed by 91 which increased total open position to 332
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 66, which was -21.5 lower than the previous day. The implied volatity was 13.49, the open interest changed by 119 which increased total open position to 241
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 89.9, which was -7.4 lower than the previous day. The implied volatity was 12.78, the open interest changed by 55 which increased total open position to 122
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 99.4, which was 13.65 higher than the previous day. The implied volatity was 12.83, the open interest changed by 48 which increased total open position to 67
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 87.3, which was -51.1 lower than the previous day. The implied volatity was 12.93, the open interest changed by 19 which increased total open position to 19
