[--[65.84.65.76]--]

NIFTY

Nifty
23151.1 -488.05 (-2.06%)
L: 23112 H: 23492.4

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Historical option data for NIFTY

13 Mar 2026 04:10 PM IST
NIFTY 17-MAR-2026 25250 CE
Delta: 0.01
Vega: 0.59
Theta: -2.55
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
13 Mar 23151.10 2.45 -1.5 33.99 1,42,486 -1,483 10,523
12 Mar 23639.15 4.2 -5.7 25.72 1,22,437 -2,816 12,006
11 Mar 23866.85 10.25 -5.75 23.78 1,49,076 8,714 14,822
10 Mar 24261.60 18 -15.5 17.84 34,066 3,870 6,108
9 Mar 24028.05 30.7 -45.4 23.24 14,089 -132 2,238
6 Mar 24450.45 78 -39.25 18.12 14,314 773 2,370
5 Mar 24765.90 112.75 -0.65 15.29 10,406 -135 1,597
4 Mar 24480.50 105.1 -86.85 18.46 6,961 1,014 1,732
2 Mar 24865.70 182.55 -119.2 15.24 1,797 211 718
27 Feb 25178.65 307.75 -173.25 12.51 1,252 454 507
26 Feb 25496.55 481 -7.85 10.88 177 48 53
25 Feb 25482.50 481.3 -10.2 11.03 19 4 5
24 Feb 25424.65 483.15 -192.9 11.16 5 1 1
23 Feb 25713.00 676.05 -312.4 10.96 2 0 0
20 Feb 25571.25 988.45 0 - 0 0 0
19 Feb 25454.35 988.45 0 - 0 0 0
18 Feb 25819.35 988.45 0 - 0 0 0
17 Feb 25725.40 988.45 0 - 0 0 0
16 Feb 25682.75 988.45 0 - 0 0 0
13 Feb 25471.10 988.45 0 - 0 0 0
12 Feb 25807.20 988.45 0 - 0 0 0
11 Feb 25953.85 988.45 0 - 0 0 0


For Nifty - strike price 25250 expiring on 17MAR2026

Delta for 25250 CE is 0.01

Historical price for 25250 CE is as follows

On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 2.45, which was -1.5 lower than the previous day. The implied volatity was 33.99, the open interest changed by -1483 which decreased total open position to 10523


On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 4.2, which was -5.7 lower than the previous day. The implied volatity was 25.72, the open interest changed by -2816 which decreased total open position to 12006


On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 10.25, which was -5.75 lower than the previous day. The implied volatity was 23.78, the open interest changed by 8714 which increased total open position to 14822


On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 18, which was -15.5 lower than the previous day. The implied volatity was 17.84, the open interest changed by 3870 which increased total open position to 6108


On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 30.7, which was -45.4 lower than the previous day. The implied volatity was 23.24, the open interest changed by -132 which decreased total open position to 2238


On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 78, which was -39.25 lower than the previous day. The implied volatity was 18.12, the open interest changed by 773 which increased total open position to 2370


On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 112.75, which was -0.65 lower than the previous day. The implied volatity was 15.29, the open interest changed by -135 which decreased total open position to 1597


On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 105.1, which was -86.85 lower than the previous day. The implied volatity was 18.46, the open interest changed by 1014 which increased total open position to 1732


On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 182.55, which was -119.2 lower than the previous day. The implied volatity was 15.24, the open interest changed by 211 which increased total open position to 718


On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 307.75, which was -173.25 lower than the previous day. The implied volatity was 12.51, the open interest changed by 454 which increased total open position to 507


On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 481, which was -7.85 lower than the previous day. The implied volatity was 10.88, the open interest changed by 48 which increased total open position to 53


On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 481.3, which was -10.2 lower than the previous day. The implied volatity was 11.03, the open interest changed by 4 which increased total open position to 5


On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 483.15, which was -192.9 lower than the previous day. The implied volatity was 11.16, the open interest changed by 1 which increased total open position to 1


On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 676.05, which was -312.4 lower than the previous day. The implied volatity was 10.96, 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 988.45, 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 988.45, 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 988.45, 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 988.45, 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 988.45, 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 988.45, 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 988.45, 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 988.45, 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 25250 PE
Delta: -0.91
Vega: 3.84
Theta: -21.57
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
13 Mar 23151.10 2107.05 676.05 58.28 18 -7 305
12 Mar 23639.15 1431 152.7 22.5 29 -9 312
11 Mar 23866.85 1278.3 363.6 13.09 72 14 321
10 Mar 24261.60 905 -308 15.97 254 41 307
9 Mar 24028.05 1216.85 394.6 22.72 118 -47 266
6 Mar 24450.45 826.05 242.4 21.65 109 47 313
5 Mar 24765.90 596.95 -238.2 18.82 125 17 266
4 Mar 24480.50 831.5 323.8 21.41 189 -43 249
2 Mar 24865.70 503.9 231.7 16.59 936 -90 292
27 Feb 25178.65 265.05 111.5 13.17 2,082 204 382
26 Feb 25496.55 152.65 -18.8 13.23 243 61 178
25 Feb 25482.50 172.35 -23.9 13.63 379 44 117
24 Feb 25424.65 195 57 14.2 162 13 73
23 Feb 25713.00 138 -42.65 14.61 29 17 60
20 Feb 25571.25 180.65 -35 14.19 25 14 43
19 Feb 25454.35 219.45 118.9 13.6 49 12 29
18 Feb 25819.35 101.65 -31.35 12.89 62 3 17
17 Feb 25725.40 133 -9.2 13.32 24 8 14
16 Feb 25682.75 143.1 -3.8 13.25 19 6 6
13 Feb 25471.10 146.9 0 1.44 0 0 0
12 Feb 25807.20 146.9 0 2.38 0 0 0
11 Feb 25953.85 146.9 0 2.79 0 0 0


For Nifty - strike price 25250 expiring on 17MAR2026

Delta for 25250 PE is -0.91

Historical price for 25250 PE is as follows

On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 2107.05, which was 676.05 higher than the previous day. The implied volatity was 58.28, the open interest changed by -7 which decreased total open position to 305


On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1431, which was 152.7 higher than the previous day. The implied volatity was 22.5, the open interest changed by -9 which decreased total open position to 312


On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1278.3, which was 363.6 higher than the previous day. The implied volatity was 13.09, the open interest changed by 14 which increased total open position to 321


On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 905, which was -308 lower than the previous day. The implied volatity was 15.97, the open interest changed by 41 which increased total open position to 307


On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1216.85, which was 394.6 higher than the previous day. The implied volatity was 22.72, the open interest changed by -47 which decreased total open position to 266


On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 826.05, which was 242.4 higher than the previous day. The implied volatity was 21.65, the open interest changed by 47 which increased total open position to 313


On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 596.95, which was -238.2 lower than the previous day. The implied volatity was 18.82, the open interest changed by 17 which increased total open position to 266


On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 831.5, which was 323.8 higher than the previous day. The implied volatity was 21.41, the open interest changed by -43 which decreased total open position to 249


On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 503.9, which was 231.7 higher than the previous day. The implied volatity was 16.59, the open interest changed by -90 which decreased total open position to 292


On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 265.05, which was 111.5 higher than the previous day. The implied volatity was 13.17, the open interest changed by 204 which increased total open position to 382


On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 152.65, which was -18.8 lower than the previous day. The implied volatity was 13.23, the open interest changed by 61 which increased total open position to 178


On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 172.35, which was -23.9 lower than the previous day. The implied volatity was 13.63, the open interest changed by 44 which increased total open position to 117


On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 195, which was 57 higher than the previous day. The implied volatity was 14.2, the open interest changed by 13 which increased total open position to 73


On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 138, which was -42.65 lower than the previous day. The implied volatity was 14.61, the open interest changed by 17 which increased total open position to 60


On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 180.65, which was -35 lower than the previous day. The implied volatity was 14.19, the open interest changed by 14 which increased total open position to 43


On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 219.45, which was 118.9 higher than the previous day. The implied volatity was 13.6, the open interest changed by 12 which increased total open position to 29


On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 101.65, which was -31.35 lower than the previous day. The implied volatity was 12.89, the open interest changed by 3 which increased total open position to 17


On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 133, which was -9.2 lower than the previous day. The implied volatity was 13.32, the open interest changed by 8 which increased total open position to 14


On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 143.1, which was -3.8 lower than the previous day. The implied volatity was 13.25, the open interest changed by 6 which increased total open position to 6


On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 146.9, which was 0 lower than the previous day. The implied volatity was 1.44, 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 146.9, which was 0 lower than the previous day. The implied volatity was 2.38, 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 146.9, which was 0 lower than the previous day. The implied volatity was 2.79, the open interest changed by 0 which decreased total open position to 0