NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2026 04:10 PM IST
| NIFTY 17-MAR-2026 25250 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.59
Theta: -2.55
Gamma: 0
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.91
Vega: 3.84
Theta: -21.57
Gamma: 0
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| 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
