NIFTY
Nifty
Historical option data for NIFTY
13 Mar 2026 04:10 PM IST
| NIFTY 17-MAR-2026 25400 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.49
Theta: -2.19
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 23151.10 | 2 | -0.9 | 35.19 | 2,71,113 | 997 | 30,637 | |||||||||
| 12 Mar | 23639.15 | 3.2 | -3.8 | 26.69 | 3,02,032 | -22,082 | 29,640 | |||||||||
| 11 Mar | 23866.85 | 7.45 | -2.15 | 24.49 | 2,84,335 | 31,591 | 51,722 | |||||||||
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| 10 Mar | 24261.60 | 11.2 | -11.9 | 18.12 | 90,117 | 9,623 | 20,131 | |||||||||
| 9 Mar | 24028.05 | 22 | -28.9 | 23.52 | 43,992 | 2,913 | 10,508 | |||||||||
| 6 Mar | 24450.45 | 48.95 | -28.95 | 17.51 | 32,404 | 260 | 7,595 | |||||||||
| 5 Mar | 24765.90 | 74 | -5.05 | 14.94 | 34,312 | 1,565 | 7,335 | |||||||||
| 4 Mar | 24480.50 | 73.95 | -60.7 | 18.17 | 24,453 | 1,717 | 5,770 | |||||||||
| 2 Mar | 24865.70 | 134.65 | -90.05 | 15.16 | 15,030 | -274 | 4,053 | |||||||||
| 27 Feb | 25178.65 | 225 | -153.7 | 12.04 | 11,546 | 3,661 | 4,327 | |||||||||
| 26 Feb | 25496.55 | 377 | -15.6 | 10.75 | 2,580 | 88 | 666 | |||||||||
| 25 Feb | 25482.50 | 389.75 | -5.5 | 11.37 | 1,354 | -8 | 578 | |||||||||
| 24 Feb | 25424.65 | 394.25 | -185 | 12.43 | 1,580 | 463 | 586 | |||||||||
| 23 Feb | 25713.00 | 576.2 | 55.7 | 11.75 | 210 | 48 | 123 | |||||||||
| 20 Feb | 25571.25 | 496.95 | 99.4 | 11.21 | 210 | 7 | 75 | |||||||||
| 19 Feb | 25454.35 | 396.35 | -260.5 | 10.73 | 122 | 44 | 68 | |||||||||
| 18 Feb | 25819.35 | 659.3 | 56.15 | 9.51 | 26 | 1 | 24 | |||||||||
| 17 Feb | 25725.40 | 603.15 | -3.3 | 9.83 | 27 | 1 | 23 | |||||||||
| 16 Feb | 25682.75 | 606.45 | -270.65 | 10.72 | 47 | 22 | 22 | |||||||||
| 13 Feb | 25471.10 | 877.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 25807.20 | 877.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 25953.85 | 877.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25400 expiring on 17MAR2026
Delta for 25400 CE is 0.01
Historical price for 25400 CE is as follows
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 2, which was -0.9 lower than the previous day. The implied volatity was 35.19, the open interest changed by 997 which increased total open position to 30637
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 3.2, which was -3.8 lower than the previous day. The implied volatity was 26.69, the open interest changed by -22082 which decreased total open position to 29640
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 7.45, which was -2.15 lower than the previous day. The implied volatity was 24.49, the open interest changed by 31591 which increased total open position to 51722
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 11.2, which was -11.9 lower than the previous day. The implied volatity was 18.12, the open interest changed by 9623 which increased total open position to 20131
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 22, which was -28.9 lower than the previous day. The implied volatity was 23.52, the open interest changed by 2913 which increased total open position to 10508
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 48.95, which was -28.95 lower than the previous day. The implied volatity was 17.51, the open interest changed by 260 which increased total open position to 7595
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 74, which was -5.05 lower than the previous day. The implied volatity was 14.94, the open interest changed by 1565 which increased total open position to 7335
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 73.95, which was -60.7 lower than the previous day. The implied volatity was 18.17, the open interest changed by 1717 which increased total open position to 5770
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 134.65, which was -90.05 lower than the previous day. The implied volatity was 15.16, the open interest changed by -274 which decreased total open position to 4053
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 225, which was -153.7 lower than the previous day. The implied volatity was 12.04, the open interest changed by 3661 which increased total open position to 4327
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 377, which was -15.6 lower than the previous day. The implied volatity was 10.75, the open interest changed by 88 which increased total open position to 666
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 389.75, which was -5.5 lower than the previous day. The implied volatity was 11.37, the open interest changed by -8 which decreased total open position to 578
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 394.25, which was -185 lower than the previous day. The implied volatity was 12.43, the open interest changed by 463 which increased total open position to 586
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 576.2, which was 55.7 higher than the previous day. The implied volatity was 11.75, the open interest changed by 48 which increased total open position to 123
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 496.95, which was 99.4 higher than the previous day. The implied volatity was 11.21, the open interest changed by 7 which increased total open position to 75
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 396.35, which was -260.5 lower than the previous day. The implied volatity was 10.73, the open interest changed by 44 which increased total open position to 68
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 659.3, which was 56.15 higher than the previous day. The implied volatity was 9.51, the open interest changed by 1 which increased total open position to 24
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 603.15, which was -3.3 lower than the previous day. The implied volatity was 9.83, the open interest changed by 1 which increased total open position to 23
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 606.45, which was -270.65 lower than the previous day. The implied volatity was 10.72, the open interest changed by 22 which increased total open position to 22
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 877.1, 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 877.1, 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 877.1, 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 25400 PE | |||||||
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Delta: -0.94
Vega: 2.79
Theta: -12.27
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 23151.10 | 2233.25 | 490.85 | 54.04 | 758 | -394 | 2,394 |
| 12 Mar | 23639.15 | 1734.75 | 221.95 | 31.04 | 186 | -94 | 2,788 |
| 11 Mar | 23866.85 | 1518.35 | 452.6 | 26.03 | 449 | -80 | 2,882 |
| 10 Mar | 24261.60 | 1063.95 | -259.25 | 12.23 | 1,947 | 1,281 | 2,962 |
| 9 Mar | 24028.05 | 1371.55 | 412 | 25.79 | 1,036 | -22 | 1,681 |
| 6 Mar | 24450.45 | 961.95 | 286.75 | 23.19 | 803 | 148 | 1,703 |
| 5 Mar | 24765.90 | 702.7 | -253.9 | 18.6 | 1,023 | -173 | 1,555 |
| 4 Mar | 24480.50 | 946.5 | 337.45 | 21.13 | 1,887 | -235 | 1,728 |
| 2 Mar | 24865.70 | 599.7 | 255.3 | 16.3 | 4,844 | -2,293 | 1,963 |
| 27 Feb | 25178.65 | 331.9 | 131.65 | 12.73 | 12,155 | 2,054 | 4,256 |
| 26 Feb | 25496.55 | 197.65 | -18.75 | 12.85 | 5,413 | 952 | 2,202 |
| 25 Feb | 25482.50 | 214.25 | -39 | 13.07 | 2,732 | 501 | 1,250 |
| 24 Feb | 25424.65 | 243.2 | 68.75 | 13.25 | 2,589 | 340 | 749 |
| 23 Feb | 25713.00 | 173.55 | -38.15 | 14.4 | 623 | 170 | 409 |
| 20 Feb | 25571.25 | 209 | -53.2 | 13.31 | 980 | 84 | 239 |
| 19 Feb | 25454.35 | 273.75 | 147.7 | 13.44 | 483 | 26 | 155 |
| 18 Feb | 25819.35 | 124.4 | -35.6 | 12.35 | 269 | 60 | 129 |
| 17 Feb | 25725.40 | 160.6 | -15.65 | 12.89 | 152 | 45 | 69 |
| 16 Feb | 25682.75 | 176.45 | -37.35 | 12.9 | 52 | 21 | 24 |
| 13 Feb | 25471.10 | 213.8 | 29.2 | 11.22 | 8 | 3 | 3 |
| 12 Feb | 25807.20 | 184.6 | 0 | 1.93 | 0 | 0 | 0 |
| 11 Feb | 25953.85 | 184.6 | 0 | 2.35 | 0 | 0 | 0 |
For Nifty - strike price 25400 expiring on 17MAR2026
Delta for 25400 PE is -0.94
Historical price for 25400 PE is as follows
On 13 Mar NIFTY was trading at 23151.10. The strike last trading price was 2233.25, which was 490.85 higher than the previous day. The implied volatity was 54.04, the open interest changed by -394 which decreased total open position to 2394
On 12 Mar NIFTY was trading at 23639.15. The strike last trading price was 1734.75, which was 221.95 higher than the previous day. The implied volatity was 31.04, the open interest changed by -94 which decreased total open position to 2788
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1518.35, which was 452.6 higher than the previous day. The implied volatity was 26.03, the open interest changed by -80 which decreased total open position to 2882
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1063.95, which was -259.25 lower than the previous day. The implied volatity was 12.23, the open interest changed by 1281 which increased total open position to 2962
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1371.55, which was 412 higher than the previous day. The implied volatity was 25.79, the open interest changed by -22 which decreased total open position to 1681
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 961.95, which was 286.75 higher than the previous day. The implied volatity was 23.19, the open interest changed by 148 which increased total open position to 1703
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 702.7, which was -253.9 lower than the previous day. The implied volatity was 18.6, the open interest changed by -173 which decreased total open position to 1555
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 946.5, which was 337.45 higher than the previous day. The implied volatity was 21.13, the open interest changed by -235 which decreased total open position to 1728
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 599.7, which was 255.3 higher than the previous day. The implied volatity was 16.3, the open interest changed by -2293 which decreased total open position to 1963
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 331.9, which was 131.65 higher than the previous day. The implied volatity was 12.73, the open interest changed by 2054 which increased total open position to 4256
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 197.65, which was -18.75 lower than the previous day. The implied volatity was 12.85, the open interest changed by 952 which increased total open position to 2202
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 214.25, which was -39 lower than the previous day. The implied volatity was 13.07, the open interest changed by 501 which increased total open position to 1250
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 243.2, which was 68.75 higher than the previous day. The implied volatity was 13.25, the open interest changed by 340 which increased total open position to 749
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 173.55, which was -38.15 lower than the previous day. The implied volatity was 14.4, the open interest changed by 170 which increased total open position to 409
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 209, which was -53.2 lower than the previous day. The implied volatity was 13.31, the open interest changed by 84 which increased total open position to 239
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 273.75, which was 147.7 higher than the previous day. The implied volatity was 13.44, the open interest changed by 26 which increased total open position to 155
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 124.4, which was -35.6 lower than the previous day. The implied volatity was 12.35, the open interest changed by 60 which increased total open position to 129
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 160.6, which was -15.65 lower than the previous day. The implied volatity was 12.89, the open interest changed by 45 which increased total open position to 69
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 176.45, which was -37.35 lower than the previous day. The implied volatity was 12.9, the open interest changed by 21 which increased total open position to 24
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 213.8, which was 29.2 higher than the previous day. The implied volatity was 11.22, the open interest changed by 3 which increased total open position to 3
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 184.6, which was 0 lower than the previous day. The implied volatity was 1.93, 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 184.6, which was 0 lower than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0
