NIFTY
Nifty
Historical option data for NIFTY
11 Mar 2026 04:10 PM IST
| NIFTY 17-MAR-2026 25300 CE | ||||||||||||||||
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Delta: 0.03
Vega: 2.2
Theta: -4.6
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Mar | 23866.85 | 9.1 | -4.35 | 23.97 | 3,06,257 | 10,162 | 37,800 | |||||||||
| 10 Mar | 24261.60 | 15.4 | -14.3 | 17.92 | 1,05,764 | 17,345 | 27,638 | |||||||||
| 9 Mar | 24028.05 | 28.35 | -37.85 | 23.5 | 58,425 | -198 | 10,293 | |||||||||
| 6 Mar | 24450.45 | 64 | -37.5 | 17.61 | 36,713 | 4,396 | 10,491 | |||||||||
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| 5 Mar | 24765.90 | 98.4 | -2.25 | 15.17 | 37,861 | 1,212 | 6,095 | |||||||||
| 4 Mar | 24480.50 | 94.95 | -77.2 | 18.45 | 26,547 | 168 | 4,883 | |||||||||
| 2 Mar | 24865.70 | 168.7 | -105.4 | 15.39 | 15,332 | 2,428 | 4,715 | |||||||||
| 27 Feb | 25178.65 | 273 | -169.75 | 12.03 | 6,816 | 2,086 | 2,287 | |||||||||
| 26 Feb | 25496.55 | 444 | -14.35 | 10.7 | 739 | 47 | 201 | |||||||||
| 25 Feb | 25482.50 | 456.05 | -4.7 | 11.46 | 1,481 | -2 | 154 | |||||||||
| 24 Feb | 25424.65 | 461.55 | -191.35 | 12.73 | 401 | 137 | 156 | |||||||||
| 23 Feb | 25713.00 | 661.15 | 75.55 | 12.29 | 15 | -1 | 19 | |||||||||
| 20 Feb | 25571.25 | 573.8 | -376.9 | 11.47 | 89 | 20 | 20 | |||||||||
| 19 Feb | 25454.35 | 950.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 25819.35 | 950.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 25725.40 | 950.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 25682.75 | 950.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 25471.10 | 950.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 25807.20 | 950.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 25953.85 | 950.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25300 expiring on 17MAR2026
Delta for 25300 CE is 0.03
Historical price for 25300 CE is as follows
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 9.1, which was -4.35 lower than the previous day. The implied volatity was 23.97, the open interest changed by 10162 which increased total open position to 37800
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 15.4, which was -14.3 lower than the previous day. The implied volatity was 17.92, the open interest changed by 17345 which increased total open position to 27638
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 28.35, which was -37.85 lower than the previous day. The implied volatity was 23.5, the open interest changed by -198 which decreased total open position to 10293
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 64, which was -37.5 lower than the previous day. The implied volatity was 17.61, the open interest changed by 4396 which increased total open position to 10491
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 98.4, which was -2.25 lower than the previous day. The implied volatity was 15.17, the open interest changed by 1212 which increased total open position to 6095
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 94.95, which was -77.2 lower than the previous day. The implied volatity was 18.45, the open interest changed by 168 which increased total open position to 4883
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 168.7, which was -105.4 lower than the previous day. The implied volatity was 15.39, the open interest changed by 2428 which increased total open position to 4715
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 273, which was -169.75 lower than the previous day. The implied volatity was 12.03, the open interest changed by 2086 which increased total open position to 2287
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 444, which was -14.35 lower than the previous day. The implied volatity was 10.7, the open interest changed by 47 which increased total open position to 201
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 456.05, which was -4.7 lower than the previous day. The implied volatity was 11.46, the open interest changed by -2 which decreased total open position to 154
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 461.55, which was -191.35 lower than the previous day. The implied volatity was 12.73, the open interest changed by 137 which increased total open position to 156
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 661.15, which was 75.55 higher than the previous day. The implied volatity was 12.29, the open interest changed by -1 which decreased total open position to 19
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 573.8, which was -376.9 lower than the previous day. The implied volatity was 11.47, the open interest changed by 20 which increased total open position to 20
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 950.7, 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 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 950.7, 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 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 950.7, 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 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 950.7, 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 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 950.7, 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 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 950.7, 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 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 950.7, 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 17MAR2026 25300 PE | |||||||
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Delta: -0.95
Vega: 3.15
Theta: -0.45
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Mar | 23866.85 | 1424.75 | 462.3 | 26.89 | 361 | 22 | 2,486 |
| 10 Mar | 24261.60 | 969.3 | -260.5 | 14.92 | 1,651 | 967 | 2,464 |
| 9 Mar | 24028.05 | 1277.25 | 405.7 | 25.33 | 2,215 | 335 | 1,497 |
| 6 Mar | 24450.45 | 845.95 | 263.2 | 20.04 | 1,118 | 335 | 1,162 |
| 5 Mar | 24765.90 | 624.1 | -242.8 | 18.29 | 628 | 129 | 827 |
| 4 Mar | 24480.50 | 866.95 | 324.8 | 21.22 | 1,427 | -469 | 698 |
| 2 Mar | 24865.70 | 541 | 249.3 | 16.69 | 3,772 | -1,233 | 1,167 |
| 27 Feb | 25178.65 | 283.85 | 116.6 | 12.93 | 10,967 | 1,695 | 2,400 |
| 26 Feb | 25496.55 | 163 | -21.35 | 12.91 | 2,071 | 197 | 705 |
| 25 Feb | 25482.50 | 182 | -33.7 | 13.29 | 1,625 | -8 | 508 |
| 24 Feb | 25424.65 | 210.55 | 58.45 | 13.55 | 1,647 | 13 | 516 |
| 23 Feb | 25713.00 | 153.5 | -32.25 | 14.83 | 668 | 208 | 503 |
| 20 Feb | 25571.25 | 186.45 | -38.15 | 13.77 | 583 | 161 | 295 |
| 19 Feb | 25454.35 | 240.15 | 130.7 | 13.69 | 401 | 0 | 134 |
| 18 Feb | 25819.35 | 109.9 | -26 | 12.77 | 403 | 97 | 134 |
| 17 Feb | 25725.40 | 137 | -14.65 | 13.04 | 101 | 0 | 37 |
| 16 Feb | 25682.75 | 150.4 | -76.3 | 12.99 | 40 | 8 | 37 |
| 13 Feb | 25471.10 | 226.7 | 115.7 | 12.98 | 45 | 8 | 29 |
| 12 Feb | 25807.20 | 111 | 18 | 11.94 | 8 | 1 | 21 |
| 11 Feb | 25953.85 | 93 | -65.85 | 12.29 | 26 | 20 | 20 |
For Nifty - strike price 25300 expiring on 17MAR2026
Delta for 25300 PE is -0.95
Historical price for 25300 PE is as follows
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1424.75, which was 462.3 higher than the previous day. The implied volatity was 26.89, the open interest changed by 22 which increased total open position to 2486
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 969.3, which was -260.5 lower than the previous day. The implied volatity was 14.92, the open interest changed by 967 which increased total open position to 2464
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1277.25, which was 405.7 higher than the previous day. The implied volatity was 25.33, the open interest changed by 335 which increased total open position to 1497
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 845.95, which was 263.2 higher than the previous day. The implied volatity was 20.04, the open interest changed by 335 which increased total open position to 1162
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 624.1, which was -242.8 lower than the previous day. The implied volatity was 18.29, the open interest changed by 129 which increased total open position to 827
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 866.95, which was 324.8 higher than the previous day. The implied volatity was 21.22, the open interest changed by -469 which decreased total open position to 698
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 541, which was 249.3 higher than the previous day. The implied volatity was 16.69, the open interest changed by -1233 which decreased total open position to 1167
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 283.85, which was 116.6 higher than the previous day. The implied volatity was 12.93, the open interest changed by 1695 which increased total open position to 2400
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 163, which was -21.35 lower than the previous day. The implied volatity was 12.91, the open interest changed by 197 which increased total open position to 705
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 182, which was -33.7 lower than the previous day. The implied volatity was 13.29, the open interest changed by -8 which decreased total open position to 508
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 210.55, which was 58.45 higher than the previous day. The implied volatity was 13.55, the open interest changed by 13 which increased total open position to 516
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 153.5, which was -32.25 lower than the previous day. The implied volatity was 14.83, the open interest changed by 208 which increased total open position to 503
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 186.45, which was -38.15 lower than the previous day. The implied volatity was 13.77, the open interest changed by 161 which increased total open position to 295
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 240.15, which was 130.7 higher than the previous day. The implied volatity was 13.69, the open interest changed by 0 which decreased total open position to 134
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 109.9, which was -26 lower than the previous day. The implied volatity was 12.77, the open interest changed by 97 which increased total open position to 134
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 137, which was -14.65 lower than the previous day. The implied volatity was 13.04, the open interest changed by 0 which decreased total open position to 37
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 150.4, which was -76.3 lower than the previous day. The implied volatity was 12.99, the open interest changed by 8 which increased total open position to 37
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 226.7, which was 115.7 higher than the previous day. The implied volatity was 12.98, the open interest changed by 8 which increased total open position to 29
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 111, which was 18 higher than the previous day. The implied volatity was 11.94, the open interest changed by 1 which increased total open position to 21
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 93, which was -65.85 lower than the previous day. The implied volatity was 12.29, the open interest changed by 20 which increased total open position to 20
