NIFTY
Nifty
Historical option data for NIFTY
12 Mar 2026 04:10 PM IST
| NIFTY 17-MAR-2026 25200 CE | ||||||||||||||||
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Delta: 0.02
Vega: 1.25
Theta: -3.29
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Mar | 23639.15 | 4.65 | -6.45 | 25.4 | 5,04,099 | -33,973 | 56,236 | |||||||||
| 11 Mar | 23866.85 | 11.65 | -7.35 | 23.63 | 4,54,790 | 58,949 | 90,209 | |||||||||
| 10 Mar | 24261.60 | 21.8 | -15.95 | 17.86 | 1,37,229 | 20,096 | 31,260 | |||||||||
| 9 Mar | 24028.05 | 36.2 | -49.95 | 23.48 | 57,458 | 1,646 | 11,164 | |||||||||
| 6 Mar | 24450.45 | 84 | -48.75 | 17.84 | 41,807 | 3,971 | 9,518 | |||||||||
| 5 Mar | 24765.90 | 126 | 1.85 | 15.27 | 34,628 | 1,116 | 5,547 | |||||||||
| 4 Mar | 24480.50 | 117 | -88.65 | 18.5 | 26,084 | 1,060 | 4,431 | |||||||||
| 2 Mar | 24865.70 | 205.2 | -124.7 | 15.5 | 14,046 | 1,944 | 3,371 | |||||||||
| 27 Feb | 25178.65 | 332.8 | -183.15 | 12.35 | 5,266 | 1,319 | 1,427 | |||||||||
| 26 Feb | 25496.55 | 514.5 | -15.15 | 10.71 | 364 | 81 | 108 | |||||||||
| 25 Feb | 25482.50 | 525.6 | 4.55 | 11.46 | 50 | 6 | 27 | |||||||||
| 24 Feb | 25424.65 | 521.05 | -195.45 | 11.29 | 71 | 19 | 21 | |||||||||
| 23 Feb | 25713.00 | 716.5 | 66.85 | 10.94 | 7 | -1 | 2 | |||||||||
| 20 Feb | 25571.25 | 653.5 | -373.45 | 11.9 | 11 | 3 | 3 | |||||||||
| 19 Feb | 25454.35 | 1026.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 25819.35 | 1026.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 25725.40 | 1026.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 25682.75 | 1026.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 25471.10 | 1026.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 25807.20 | 1026.95 | 0 | - | 0 | 0 | 0 | |||||||||
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| 11 Feb | 25953.85 | 1026.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25200 expiring on 17MAR2026
Delta for 25200 CE is 0.02
Historical price for 25200 CE is as follows
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 4.65, which was -6.45 lower than the previous day. The implied volatity was 25.4, the open interest changed by -33973 which decreased total open position to 56236
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 11.65, which was -7.35 lower than the previous day. The implied volatity was 23.63, the open interest changed by 58949 which increased total open position to 90209
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 21.8, which was -15.95 lower than the previous day. The implied volatity was 17.86, the open interest changed by 20096 which increased total open position to 31260
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 36.2, which was -49.95 lower than the previous day. The implied volatity was 23.48, the open interest changed by 1646 which increased total open position to 11164
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 84, which was -48.75 lower than the previous day. The implied volatity was 17.84, the open interest changed by 3971 which increased total open position to 9518
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 126, which was 1.85 higher than the previous day. The implied volatity was 15.27, the open interest changed by 1116 which increased total open position to 5547
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 117, which was -88.65 lower than the previous day. The implied volatity was 18.5, the open interest changed by 1060 which increased total open position to 4431
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 205.2, which was -124.7 lower than the previous day. The implied volatity was 15.5, the open interest changed by 1944 which increased total open position to 3371
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 332.8, which was -183.15 lower than the previous day. The implied volatity was 12.35, the open interest changed by 1319 which increased total open position to 1427
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 514.5, which was -15.15 lower than the previous day. The implied volatity was 10.71, the open interest changed by 81 which increased total open position to 108
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 525.6, which was 4.55 higher than the previous day. The implied volatity was 11.46, the open interest changed by 6 which increased total open position to 27
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 521.05, which was -195.45 lower than the previous day. The implied volatity was 11.29, the open interest changed by 19 which increased total open position to 21
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 716.5, which was 66.85 higher than the previous day. The implied volatity was 10.94, the open interest changed by -1 which decreased total open position to 2
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 653.5, which was -373.45 lower than the previous day. The implied volatity was 11.9, the open interest changed by 3 which increased total open position to 3
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 1026.95, 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 1026.95, 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 1026.95, 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 1026.95, 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 1026.95, 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 1026.95, 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 1026.95, 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 25200 PE | |||||||
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Delta: -0.96
Vega: 2.38
Theta: -0.53
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Mar | 23639.15 | 1538.1 | 218.2 | 30.17 | 287 | -102 | 2,473 |
| 11 Mar | 23866.85 | 1329.95 | 454.9 | 26.84 | 1,066 | 466 | 2,575 |
| 10 Mar | 24261.60 | 872 | -262.45 | 14.57 | 1,549 | 406 | 2,109 |
| 9 Mar | 24028.05 | 1179.6 | 386.95 | 24.2 | 2,004 | -854 | 1,703 |
| 6 Mar | 24450.45 | 764.9 | 231.45 | 20.09 | 2,658 | 1,247 | 2,557 |
| 5 Mar | 24765.90 | 553.3 | -245.35 | 18.25 | 1,172 | 106 | 1,310 |
| 4 Mar | 24480.50 | 796.85 | 311.9 | 21.59 | 1,137 | -432 | 1,204 |
| 2 Mar | 24865.70 | 468.4 | 217.75 | 16.36 | 5,723 | -509 | 1,636 |
| 27 Feb | 25178.65 | 245 | 105.95 | 13.3 | 7,061 | 1,413 | 2,145 |
| 26 Feb | 25496.55 | 138 | -20.1 | 13.22 | 1,293 | 68 | 732 |
| 25 Feb | 25482.50 | 154.85 | -29.5 | 13.55 | 1,894 | 176 | 664 |
| 24 Feb | 25424.65 | 179.55 | 46.2 | 13.75 | 1,052 | 88 | 488 |
| 23 Feb | 25713.00 | 133.95 | -28.2 | 15.15 | 404 | 40 | 400 |
| 20 Feb | 25571.25 | 164.4 | -31.65 | 14.13 | 501 | 43 | 360 |
| 19 Feb | 25454.35 | 207.35 | 113.6 | 13.86 | 510 | 59 | 317 |
| 18 Feb | 25819.35 | 92.1 | -26.55 | 12.92 | 582 | 240 | 258 |
| 17 Feb | 25725.40 | 119.3 | -16.4 | 13.33 | 37 | 18 | 18 |
| 16 Feb | 25682.75 | 135.7 | 0 | 2.25 | 0 | 0 | 0 |
| 13 Feb | 25471.10 | 135.7 | 0 | 1.61 | 0 | 0 | 0 |
| 12 Feb | 25807.20 | 135.7 | 0 | 2.53 | 0 | 0 | 0 |
| 11 Feb | 25953.85 | 135.7 | 0 | 2.94 | 0 | 0 | 0 |
For Nifty - strike price 25200 expiring on 17MAR2026
Delta for 25200 PE is -0.96
Historical price for 25200 PE is as follows
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1538.1, which was 218.2 higher than the previous day. The implied volatity was 30.17, the open interest changed by -102 which decreased total open position to 2473
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1329.95, which was 454.9 higher than the previous day. The implied volatity was 26.84, the open interest changed by 466 which increased total open position to 2575
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 872, which was -262.45 lower than the previous day. The implied volatity was 14.57, the open interest changed by 406 which increased total open position to 2109
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1179.6, which was 386.95 higher than the previous day. The implied volatity was 24.2, the open interest changed by -854 which decreased total open position to 1703
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 764.9, which was 231.45 higher than the previous day. The implied volatity was 20.09, the open interest changed by 1247 which increased total open position to 2557
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 553.3, which was -245.35 lower than the previous day. The implied volatity was 18.25, the open interest changed by 106 which increased total open position to 1310
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 796.85, which was 311.9 higher than the previous day. The implied volatity was 21.59, the open interest changed by -432 which decreased total open position to 1204
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 468.4, which was 217.75 higher than the previous day. The implied volatity was 16.36, the open interest changed by -509 which decreased total open position to 1636
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 245, which was 105.95 higher than the previous day. The implied volatity was 13.3, the open interest changed by 1413 which increased total open position to 2145
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 138, which was -20.1 lower than the previous day. The implied volatity was 13.22, the open interest changed by 68 which increased total open position to 732
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 154.85, which was -29.5 lower than the previous day. The implied volatity was 13.55, the open interest changed by 176 which increased total open position to 664
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 179.55, which was 46.2 higher than the previous day. The implied volatity was 13.75, the open interest changed by 88 which increased total open position to 488
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 133.95, which was -28.2 lower than the previous day. The implied volatity was 15.15, the open interest changed by 40 which increased total open position to 400
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 164.4, which was -31.65 lower than the previous day. The implied volatity was 14.13, the open interest changed by 43 which increased total open position to 360
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 207.35, which was 113.6 higher than the previous day. The implied volatity was 13.86, the open interest changed by 59 which increased total open position to 317
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 92.1, which was -26.55 lower than the previous day. The implied volatity was 12.92, the open interest changed by 240 which increased total open position to 258
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 119.3, which was -16.4 lower than the previous day. The implied volatity was 13.33, the open interest changed by 18 which increased total open position to 18
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 135.7, which was 0 lower than the previous day. The implied volatity was 2.25, 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 135.7, which was 0 lower than the previous day. The implied volatity was 1.61, 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 135.7, which was 0 lower than the previous day. The implied volatity was 2.53, 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 135.7, which was 0 lower than the previous day. The implied volatity was 2.94, the open interest changed by 0 which decreased total open position to 0
