NIFTY
Nifty
Historical option data for NIFTY
24 Feb 2026 04:11 PM IST
| NIFTY 02-MAR-2026 25500 CE | ||||||||||||||||
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Delta: 0.5
Vega: 13.02
Theta: -17.34
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Feb | 25424.65 | 167 | -176.65 | 12.78 | 6,25,254 | 91,828 | 1,08,705 | |||||||||
| 23 Feb | 25713.00 | 338 | 57.4 | 13.07 | 60,206 | -439 | 16,877 | |||||||||
| 20 Feb | 25571.25 | 273 | 65.4 | 11.76 | 1,42,362 | 3,962 | 17,316 | |||||||||
| 19 Feb | 25454.35 | 193.8 | -251.15 | 11.29 | 46,350 | 9,352 | 13,354 | |||||||||
| 18 Feb | 25819.35 | 444 | 50.65 | 10.28 | 11,219 | -178 | 4,002 | |||||||||
| 17 Feb | 25725.40 | 395.95 | 3.25 | 10.79 | 10,618 | 824 | 4,180 | |||||||||
| 16 Feb | 25682.75 | 400 | 115.4 | 11.75 | 12,986 | -109 | 3,356 | |||||||||
| 13 Feb | 25471.10 | 270 | -221.25 | 10.47 | 10,527 | 2,375 | 3,465 | |||||||||
| 12 Feb | 25807.20 | 488.3 | -114.55 | 9.48 | 929 | 484 | 1,090 | |||||||||
| 11 Feb | 25953.85 | 602.5 | 5.65 | 8.22 | 265 | 132 | 606 | |||||||||
| 10 Feb | 25935.15 | 589.1 | 28.8 | 8.29 | 210 | 7 | 474 | |||||||||
| 9 Feb | 25867.30 | 552.25 | 119.2 | 8.31 | 498 | -29 | 467 | |||||||||
| 6 Feb | 25693.70 | 433.75 | -14.05 | 8.54 | 1,336 | 5 | 496 | |||||||||
| 5 Feb | 25642.80 | 441.1 | -103.45 | 9.49 | 619 | 147 | 491 | |||||||||
| 4 Feb | 25776.00 | 532.4 | -2.4 | 10.06 | 219 | -7 | 344 | |||||||||
| 3 Feb | 25727.55 | 538.5 | 324.6 | 10.68 | 877 | -185 | 351 | |||||||||
| 2 Feb | 25088.40 | 215.55 | 44.55 | 11.33 | 1,387 | 170 | 536 | |||||||||
| 1 Feb | 24825.45 | 155.95 | -197.6 | 12.83 | 1,019 | 132 | 366 | |||||||||
| 30 Jan | 25320.65 | 351 | -64.85 | 11.34 | 201 | 30 | 234 | |||||||||
| 29 Jan | 25418.90 | 413.7 | 34.25 | 11.34 | 260 | 17 | 204 | |||||||||
| 28 Jan | 25342.75 | 382.9 | -8 | 11.3 | 409 | 166 | 187 | |||||||||
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| 27 Jan | 25175.40 | 388.25 | -31.3 | 13.06 | 31 | 21 | 21 | |||||||||
| 23 Jan | 25048.65 | 419.55 | 0 | 0.53 | 0 | 0 | 0 | |||||||||
| 22 Jan | 25289.90 | 419.55 | 0 | 0 | 0 | 0 | 0 | |||||||||
| 21 Jan | 25157.50 | 419.55 | 0 | 0.18 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25500 expiring on 02MAR2026
Delta for 25500 CE is 0.5
Historical price for 25500 CE is as follows
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 167, which was -176.65 lower than the previous day. The implied volatity was 12.78, the open interest changed by 91828 which increased total open position to 108705
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 338, which was 57.4 higher than the previous day. The implied volatity was 13.07, the open interest changed by -439 which decreased total open position to 16877
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 273, which was 65.4 higher than the previous day. The implied volatity was 11.76, the open interest changed by 3962 which increased total open position to 17316
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 193.8, which was -251.15 lower than the previous day. The implied volatity was 11.29, the open interest changed by 9352 which increased total open position to 13354
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 444, which was 50.65 higher than the previous day. The implied volatity was 10.28, the open interest changed by -178 which decreased total open position to 4002
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 395.95, which was 3.25 higher than the previous day. The implied volatity was 10.79, the open interest changed by 824 which increased total open position to 4180
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 400, which was 115.4 higher than the previous day. The implied volatity was 11.75, the open interest changed by -109 which decreased total open position to 3356
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 270, which was -221.25 lower than the previous day. The implied volatity was 10.47, the open interest changed by 2375 which increased total open position to 3465
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 488.3, which was -114.55 lower than the previous day. The implied volatity was 9.48, the open interest changed by 484 which increased total open position to 1090
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 602.5, which was 5.65 higher than the previous day. The implied volatity was 8.22, the open interest changed by 132 which increased total open position to 606
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 589.1, which was 28.8 higher than the previous day. The implied volatity was 8.29, the open interest changed by 7 which increased total open position to 474
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 552.25, which was 119.2 higher than the previous day. The implied volatity was 8.31, the open interest changed by -29 which decreased total open position to 467
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 433.75, which was -14.05 lower than the previous day. The implied volatity was 8.54, the open interest changed by 5 which increased total open position to 496
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 441.1, which was -103.45 lower than the previous day. The implied volatity was 9.49, the open interest changed by 147 which increased total open position to 491
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 532.4, which was -2.4 lower than the previous day. The implied volatity was 10.06, the open interest changed by -7 which decreased total open position to 344
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 538.5, which was 324.6 higher than the previous day. The implied volatity was 10.68, the open interest changed by -185 which decreased total open position to 351
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 215.55, which was 44.55 higher than the previous day. The implied volatity was 11.33, the open interest changed by 170 which increased total open position to 536
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 155.95, which was -197.6 lower than the previous day. The implied volatity was 12.83, the open interest changed by 132 which increased total open position to 366
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 351, which was -64.85 lower than the previous day. The implied volatity was 11.34, the open interest changed by 30 which increased total open position to 234
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 413.7, which was 34.25 higher than the previous day. The implied volatity was 11.34, the open interest changed by 17 which increased total open position to 204
On 28 Jan NIFTY was trading at 25342.75. The strike last trading price was 382.9, which was -8 lower than the previous day. The implied volatity was 11.3, the open interest changed by 166 which increased total open position to 187
On 27 Jan NIFTY was trading at 25175.40. The strike last trading price was 388.25, which was -31.3 lower than the previous day. The implied volatity was 13.06, the open interest changed by 21 which increased total open position to 21
On 23 Jan NIFTY was trading at 25048.65. The strike last trading price was 419.55, which was 0 lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0
On 22 Jan NIFTY was trading at 25289.90. The strike last trading price was 419.55, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 21 Jan NIFTY was trading at 25157.50. The strike last trading price was 419.55, which was 0 lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0
| NIFTY 02MAR2026 25500 PE | |||||||
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Delta: -0.5
Vega: 13.02
Theta: -12.05
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Feb | 25424.65 | 186 | 76.95 | 14.33 | 6,59,787 | 26,236 | 64,424 |
| 23 Feb | 25713.00 | 112 | -48.6 | 15.45 | 2,06,563 | 12,335 | 38,188 |
| 20 Feb | 25571.25 | 159.25 | -60.2 | 13.09 | 1,99,678 | 12,123 | 25,853 |
| 19 Feb | 25454.35 | 246.3 | 164.8 | 13.71 | 1,22,571 | -1,023 | 13,730 |
| 18 Feb | 25819.35 | 82 | -35.7 | 12.15 | 62,102 | 4,792 | 14,753 |
| 17 Feb | 25725.40 | 118.85 | -22.2 | 12.74 | 25,829 | 2,761 | 9,961 |
| 16 Feb | 25682.75 | 137.75 | -82.25 | 12.69 | 19,307 | 2,849 | 7,200 |
| 13 Feb | 25471.10 | 240.45 | 146.6 | 12.68 | 17,059 | 2,041 | 4,351 |
| 12 Feb | 25807.20 | 96.85 | 21.2 | 11.2 | 5,076 | 194 | 2,310 |
| 11 Feb | 25953.85 | 77.25 | -7.65 | 11.74 | 4,026 | 241 | 2,116 |
| 10 Feb | 25935.15 | 87.05 | -26 | 11.78 | 2,569 | 633 | 1,875 |
| 9 Feb | 25867.30 | 114 | -56.4 | 12.31 | 1,938 | 139 | 1,242 |
| 6 Feb | 25693.70 | 174.1 | -11.3 | 12.11 | 2,364 | 317 | 1,103 |
| 5 Feb | 25642.80 | 189 | 29.9 | 12.12 | 1,018 | -67 | 786 |
| 4 Feb | 25776.00 | 165.65 | -19.5 | 12.3 | 1,393 | 268 | 853 |
| 3 Feb | 25727.55 | 186.95 | -349.95 | 12.73 | 1,522 | 373 | 585 |
| 2 Feb | 25088.40 | 516.75 | -293.55 | 14.14 | 298 | -119 | 212 |
| 1 Feb | 24825.45 | 810 | 426.1 | 17.68 | 700 | -31 | 331 |
| 30 Jan | 25320.65 | 387 | 48.8 | 13.73 | 136 | 94 | 362 |
| 29 Jan | 25418.90 | 339.5 | -45.65 | 13.54 | 78 | 49 | 268 |
| 28 Jan | 25342.75 | 382.6 | -118.45 | 13.83 | 422 | 218 | 219 |
| 27 Jan | 25175.40 | 501.05 | 8.6 | 15.86 | 2 | 0 | 1 |
| 23 Jan | 25048.65 | 492.45 | 82.45 | 12.42 | 1 | 1 | 1 |
| 22 Jan | 25289.90 | 410 | -103.5 | 13.76 | 1 | 0 | 0 |
| 21 Jan | 25157.50 | 513.5 | 0 | 0.02 | 0 | 0 | 0 |
For Nifty - strike price 25500 expiring on 02MAR2026
Delta for 25500 PE is -0.5
Historical price for 25500 PE is as follows
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 186, which was 76.95 higher than the previous day. The implied volatity was 14.33, the open interest changed by 26236 which increased total open position to 64424
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 112, which was -48.6 lower than the previous day. The implied volatity was 15.45, the open interest changed by 12335 which increased total open position to 38188
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 159.25, which was -60.2 lower than the previous day. The implied volatity was 13.09, the open interest changed by 12123 which increased total open position to 25853
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 246.3, which was 164.8 higher than the previous day. The implied volatity was 13.71, the open interest changed by -1023 which decreased total open position to 13730
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 82, which was -35.7 lower than the previous day. The implied volatity was 12.15, the open interest changed by 4792 which increased total open position to 14753
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 118.85, which was -22.2 lower than the previous day. The implied volatity was 12.74, the open interest changed by 2761 which increased total open position to 9961
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 137.75, which was -82.25 lower than the previous day. The implied volatity was 12.69, the open interest changed by 2849 which increased total open position to 7200
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 240.45, which was 146.6 higher than the previous day. The implied volatity was 12.68, the open interest changed by 2041 which increased total open position to 4351
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 96.85, which was 21.2 higher than the previous day. The implied volatity was 11.2, the open interest changed by 194 which increased total open position to 2310
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 77.25, which was -7.65 lower than the previous day. The implied volatity was 11.74, the open interest changed by 241 which increased total open position to 2116
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 87.05, which was -26 lower than the previous day. The implied volatity was 11.78, the open interest changed by 633 which increased total open position to 1875
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 114, which was -56.4 lower than the previous day. The implied volatity was 12.31, the open interest changed by 139 which increased total open position to 1242
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 174.1, which was -11.3 lower than the previous day. The implied volatity was 12.11, the open interest changed by 317 which increased total open position to 1103
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 189, which was 29.9 higher than the previous day. The implied volatity was 12.12, the open interest changed by -67 which decreased total open position to 786
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 165.65, which was -19.5 lower than the previous day. The implied volatity was 12.3, the open interest changed by 268 which increased total open position to 853
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 186.95, which was -349.95 lower than the previous day. The implied volatity was 12.73, the open interest changed by 373 which increased total open position to 585
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 516.75, which was -293.55 lower than the previous day. The implied volatity was 14.14, the open interest changed by -119 which decreased total open position to 212
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 810, which was 426.1 higher than the previous day. The implied volatity was 17.68, the open interest changed by -31 which decreased total open position to 331
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 387, which was 48.8 higher than the previous day. The implied volatity was 13.73, the open interest changed by 94 which increased total open position to 362
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 339.5, which was -45.65 lower than the previous day. The implied volatity was 13.54, the open interest changed by 49 which increased total open position to 268
On 28 Jan NIFTY was trading at 25342.75. The strike last trading price was 382.6, which was -118.45 lower than the previous day. The implied volatity was 13.83, the open interest changed by 218 which increased total open position to 219
On 27 Jan NIFTY was trading at 25175.40. The strike last trading price was 501.05, which was 8.6 higher than the previous day. The implied volatity was 15.86, the open interest changed by 0 which decreased total open position to 1
On 23 Jan NIFTY was trading at 25048.65. The strike last trading price was 492.45, which was 82.45 higher than the previous day. The implied volatity was 12.42, the open interest changed by 1 which increased total open position to 1
On 22 Jan NIFTY was trading at 25289.90. The strike last trading price was 410, which was -103.5 lower than the previous day. The implied volatity was 13.76, the open interest changed by 0 which decreased total open position to 0
On 21 Jan NIFTY was trading at 25157.50. The strike last trading price was 513.5, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
