NIFTY
Nifty
Historical option data for NIFTY
12 Mar 2026 03:19 PM IST
| NIFTY 17-MAR-2026 25050 CE | ||||||||||||||||
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Delta: 0.03
Vega: 1.66
Theta: -4.22
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Mar | 23647.95 | 6.55 | -9.05 | 24.5 | 1,07,205 | -2,249 | 12,307 | |||||||||
| 11 Mar | 23866.85 | 15.8 | -17.2 | 22.82 | 2,24,341 | 8,134 | 14,556 | |||||||||
| 10 Mar | 24261.60 | 37.7 | -17.25 | 18.07 | 41,199 | 3,594 | 6,422 | |||||||||
| 9 Mar | 24028.05 | 51.5 | -72.6 | 23.46 | 26,525 | 1,119 | 2,828 | |||||||||
| 6 Mar | 24450.45 | 120.45 | -65.8 | 18.1 | 9,839 | 627 | 1,709 | |||||||||
| 5 Mar | 24765.90 | 182.8 | 10.2 | 15.76 | 8,097 | 464 | 1,082 | |||||||||
| 4 Mar | 24480.50 | 160.85 | -112.55 | 18.92 | 4,085 | 272 | 618 | |||||||||
| 2 Mar | 24865.70 | 271.05 | -145.85 | 15.76 | 1,392 | 226 | 346 | |||||||||
| 27 Feb | 25178.65 | 428.05 | -206.95 | 12.63 | 196 | 117 | 120 | |||||||||
| 26 Feb | 25496.55 | 635 | 17.7 | 10.79 | 6 | 2 | 3 | |||||||||
| 25 Feb | 25482.50 | 617.3 | -220.55 | - | 1 | 1 | 1 | |||||||||
| 24 Feb | 25424.65 | 617.3 | -220.55 | 10.33 | 1 | 0 | 0 | |||||||||
| 23 Feb | 25713.00 | 837.85 | -308.35 | 10.43 | 2 | 0 | 0 | |||||||||
| 20 Feb | 25571.25 | 1146.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 25454.35 | 1146.2 | 0 | - | 0 | 0 | 0 | |||||||||
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| 18 Feb | 25819.35 | 1146.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 25725.40 | 1146.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 25682.75 | 1146.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 25471.10 | 1146.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 25807.20 | 1146.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 25953.85 | 1146.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25050 expiring on 17MAR2026
Delta for 25050 CE is 0.03
Historical price for 25050 CE is as follows
On 12 Mar NIFTY was trading at 23647.95. The strike last trading price was 6.55, which was -9.05 lower than the previous day. The implied volatity was 24.5, the open interest changed by -2249 which decreased total open position to 12307
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 15.8, which was -17.2 lower than the previous day. The implied volatity was 22.82, the open interest changed by 8134 which increased total open position to 14556
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 37.7, which was -17.25 lower than the previous day. The implied volatity was 18.07, the open interest changed by 3594 which increased total open position to 6422
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 51.5, which was -72.6 lower than the previous day. The implied volatity was 23.46, the open interest changed by 1119 which increased total open position to 2828
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 120.45, which was -65.8 lower than the previous day. The implied volatity was 18.1, the open interest changed by 627 which increased total open position to 1709
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 182.8, which was 10.2 higher than the previous day. The implied volatity was 15.76, the open interest changed by 464 which increased total open position to 1082
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 160.85, which was -112.55 lower than the previous day. The implied volatity was 18.92, the open interest changed by 272 which increased total open position to 618
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 271.05, which was -145.85 lower than the previous day. The implied volatity was 15.76, the open interest changed by 226 which increased total open position to 346
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 428.05, which was -206.95 lower than the previous day. The implied volatity was 12.63, the open interest changed by 117 which increased total open position to 120
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 635, which was 17.7 higher than the previous day. The implied volatity was 10.79, the open interest changed by 2 which increased total open position to 3
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 617.3, which was -220.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 617.3, which was -220.55 lower than the previous day. The implied volatity was 10.33, the open interest changed by 0 which decreased total open position to 0
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 837.85, which was -308.35 lower than the previous day. The implied volatity was 10.43, the open interest changed by 0 which decreased total open position to 0
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 1146.2, 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 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 1146.2, 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 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 1146.2, 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 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 1146.2, 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 1146.2, 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 1146.2, 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 1146.2, 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 1146.2, 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 17MAR2026 25050 PE | |||||||
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Delta: -0.99
Vega: 0.82
Theta: 5.06
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Mar | 23647.95 | 1370.5 | 205.55 | 20.96 | 248 | -148 | 362 |
| 11 Mar | 23866.85 | 1196.05 | 453.1 | 27.5 | 1,037 | 298 | 510 |
| 10 Mar | 24261.60 | 725.4 | -287.4 | 13.38 | 213 | 47 | 212 |
| 9 Mar | 24028.05 | 1047.35 | 363.9 | 24.32 | 151 | -71 | 165 |
| 6 Mar | 24450.45 | 683.7 | 228.25 | 22.11 | 487 | -70 | 236 |
| 5 Mar | 24765.90 | 459.15 | -236.55 | 18.43 | 718 | 97 | 306 |
| 4 Mar | 24480.50 | 693 | 283.75 | 21.79 | 291 | -1 | 209 |
| 2 Mar | 24865.70 | 398 | 199.35 | 17.24 | 624 | -67 | 210 |
| 27 Feb | 25178.65 | 186.35 | 79.75 | 13.41 | 742 | 63 | 277 |
| 26 Feb | 25496.55 | 105.35 | -18.95 | 13.59 | 392 | 72 | 214 |
| 25 Feb | 25482.50 | 124 | -21.4 | 14.12 | 188 | 78 | 142 |
| 24 Feb | 25424.65 | 149.05 | 28.2 | 14.94 | 23 | 21 | 64 |
| 23 Feb | 25713.00 | 120.85 | -4.3 | 16.19 | 16 | -6 | 43 |
| 20 Feb | 25571.25 | 125.15 | 19.25 | 14.12 | 55 | 49 | 49 |
| 19 Feb | 25454.35 | 105.9 | 0 | 2.01 | 0 | 0 | 0 |
| 18 Feb | 25819.35 | 105.9 | 0 | 3.18 | 0 | 0 | 0 |
| 17 Feb | 25725.40 | 105.9 | 0 | 2.87 | 0 | 0 | 0 |
| 16 Feb | 25682.75 | 105.9 | 0 | 2.73 | 0 | 0 | 0 |
| 13 Feb | 25471.10 | 105.9 | 0 | 1.99 | 0 | 0 | 0 |
| 12 Feb | 25807.20 | 105.9 | 0 | 2.99 | 0 | 0 | 0 |
| 11 Feb | 25953.85 | 105.9 | 0 | 3.39 | 0 | 0 | 0 |
For Nifty - strike price 25050 expiring on 17MAR2026
Delta for 25050 PE is -0.99
Historical price for 25050 PE is as follows
On 12 Mar NIFTY was trading at 23647.95. The strike last trading price was 1370.5, which was 205.55 higher than the previous day. The implied volatity was 20.96, the open interest changed by -148 which decreased total open position to 362
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1196.05, which was 453.1 higher than the previous day. The implied volatity was 27.5, the open interest changed by 298 which increased total open position to 510
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 725.4, which was -287.4 lower than the previous day. The implied volatity was 13.38, the open interest changed by 47 which increased total open position to 212
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1047.35, which was 363.9 higher than the previous day. The implied volatity was 24.32, the open interest changed by -71 which decreased total open position to 165
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 683.7, which was 228.25 higher than the previous day. The implied volatity was 22.11, the open interest changed by -70 which decreased total open position to 236
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 459.15, which was -236.55 lower than the previous day. The implied volatity was 18.43, the open interest changed by 97 which increased total open position to 306
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 693, which was 283.75 higher than the previous day. The implied volatity was 21.79, the open interest changed by -1 which decreased total open position to 209
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 398, which was 199.35 higher than the previous day. The implied volatity was 17.24, the open interest changed by -67 which decreased total open position to 210
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 186.35, which was 79.75 higher than the previous day. The implied volatity was 13.41, the open interest changed by 63 which increased total open position to 277
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 105.35, which was -18.95 lower than the previous day. The implied volatity was 13.59, the open interest changed by 72 which increased total open position to 214
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 124, which was -21.4 lower than the previous day. The implied volatity was 14.12, the open interest changed by 78 which increased total open position to 142
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 149.05, which was 28.2 higher than the previous day. The implied volatity was 14.94, the open interest changed by 21 which increased total open position to 64
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 120.85, which was -4.3 lower than the previous day. The implied volatity was 16.19, the open interest changed by -6 which decreased total open position to 43
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 125.15, which was 19.25 higher than the previous day. The implied volatity was 14.12, the open interest changed by 49 which increased total open position to 49
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 105.9, which was 0 lower than the previous day. The implied volatity was 2.01, the open interest changed by 0 which decreased total open position to 0
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 105.9, which was 0 lower than the previous day. The implied volatity was 3.18, 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 105.9, which was 0 lower than the previous day. The implied volatity was 2.87, 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 105.9, which was 0 lower than the previous day. The implied volatity was 2.73, 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 105.9, which was 0 lower than the previous day. The implied volatity was 1.99, 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 105.9, which was 0 lower than the previous day. The implied volatity was 2.99, 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 105.9, 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
