[--[65.84.65.76]--]

NIFTY

Nifty
23909.25 -541.20 (-2.21%)
L: 23697.8 H: 23959.7

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Historical option data for NIFTY

09 Mar 2026 02:25 PM IST
NIFTY 10-MAR-2026 25750 CE
Delta: 0.01
Vega: 0.3
Theta: -7.04
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
9 Mar 23909.90 1.55 -2.35 53.63 1,39,500 -9,789 15,855
6 Mar 24450.45 3.65 -2.8 22.53 2,38,298 12,429 25,644
5 Mar 24765.90 5.55 -5.4 17.35 1,61,330 -1,416 13,215
4 Mar 24480.50 9.2 -10.7 21.04 2,25,839 -4,095 14,631
2 Mar 24865.70 21.3 -29.7 15.96 1,06,451 12,562 18,726
27 Feb 25178.65 51.9 -69.8 12.06 25,486 3,162 6,164
26 Feb 25496.55 119 -19.55 10.43 16,164 1,083 3,002
25 Feb 25482.50 138.1 -11.85 11.3 11,813 481 1,919
24 Feb 25424.65 150.25 -121.25 11.71 3,776 244 1,438
23 Feb 25713.00 271.65 43.4 11.59 4,153 505 1,194
20 Feb 25571.25 223.5 51.35 11.08 2,278 -96 689
19 Feb 25454.35 160.75 -172.85 10.73 1,764 443 785
18 Feb 25819.35 330.75 26.9 9.11 1,693 221 342
17 Feb 25725.40 306.4 1.6 9.99 315 37 121
16 Feb 25682.75 307.1 78.05 10.42 78 28 84
13 Feb 25471.10 211.35 -167.2 9.95 132 24 56
12 Feb 25807.20 376.45 -95.85 8.95 24 13 32
11 Feb 25953.85 472.3 51.35 8.32 32 15 19
10 Feb 25935.15 418.7 75.6 - 0 -1 4
9 Feb 25867.30 418.7 75.6 7.82 9 -1 5
6 Feb 25693.70 343.05 -20.95 8.66 20 1 6
5 Feb 25642.80 364 -79 9.74 5 1 5
4 Feb 25776.00 443 -80.45 10.16 7 4 4


For Nifty - strike price 25750 expiring on 10MAR2026

Delta for 25750 CE is 0.01

Historical price for 25750 CE is as follows

On 9 Mar NIFTY was trading at 23909.90. The strike last trading price was 1.55, which was -2.35 lower than the previous day. The implied volatity was 53.63, the open interest changed by -9789 which decreased total open position to 15855


On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 3.65, which was -2.8 lower than the previous day. The implied volatity was 22.53, the open interest changed by 12429 which increased total open position to 25644


On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 5.55, which was -5.4 lower than the previous day. The implied volatity was 17.35, the open interest changed by -1416 which decreased total open position to 13215


On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 9.2, which was -10.7 lower than the previous day. The implied volatity was 21.04, the open interest changed by -4095 which decreased total open position to 14631


On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 21.3, which was -29.7 lower than the previous day. The implied volatity was 15.96, the open interest changed by 12562 which increased total open position to 18726


On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 51.9, which was -69.8 lower than the previous day. The implied volatity was 12.06, the open interest changed by 3162 which increased total open position to 6164


On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 119, which was -19.55 lower than the previous day. The implied volatity was 10.43, the open interest changed by 1083 which increased total open position to 3002


On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 138.1, which was -11.85 lower than the previous day. The implied volatity was 11.3, the open interest changed by 481 which increased total open position to 1919


On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 150.25, which was -121.25 lower than the previous day. The implied volatity was 11.71, the open interest changed by 244 which increased total open position to 1438


On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 271.65, which was 43.4 higher than the previous day. The implied volatity was 11.59, the open interest changed by 505 which increased total open position to 1194


On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 223.5, which was 51.35 higher than the previous day. The implied volatity was 11.08, the open interest changed by -96 which decreased total open position to 689


On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 160.75, which was -172.85 lower than the previous day. The implied volatity was 10.73, the open interest changed by 443 which increased total open position to 785


On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 330.75, which was 26.9 higher than the previous day. The implied volatity was 9.11, the open interest changed by 221 which increased total open position to 342


On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 306.4, which was 1.6 higher than the previous day. The implied volatity was 9.99, the open interest changed by 37 which increased total open position to 121


On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 307.1, which was 78.05 higher than the previous day. The implied volatity was 10.42, the open interest changed by 28 which increased total open position to 84


On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 211.35, which was -167.2 lower than the previous day. The implied volatity was 9.95, the open interest changed by 24 which increased total open position to 56


On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 376.45, which was -95.85 lower than the previous day. The implied volatity was 8.95, the open interest changed by 13 which increased total open position to 32


On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 472.3, which was 51.35 higher than the previous day. The implied volatity was 8.32, the open interest changed by 15 which increased total open position to 19


On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 418.7, which was 75.6 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 4


On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 418.7, which was 75.6 higher than the previous day. The implied volatity was 7.82, the open interest changed by -1 which decreased total open position to 5


On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 343.05, which was -20.95 lower than the previous day. The implied volatity was 8.66, the open interest changed by 1 which increased total open position to 6


On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 364, which was -79 lower than the previous day. The implied volatity was 9.74, the open interest changed by 1 which increased total open position to 5


On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 443, which was -80.45 lower than the previous day. The implied volatity was 10.16, the open interest changed by 4 which increased total open position to 4


NIFTY 10MAR2026 25750 PE
Delta: -1
Vega: 0.12
Theta: 4.33
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
9 Mar 23909.90 1856.85 582.45 49.29 183 -106 401
6 Mar 24450.45 1303.2 283.6 38.17 174 -68 507
5 Mar 24765.90 1023.95 -258.9 27.74 112 -44 575
4 Mar 24480.50 1282.85 391.2 30.91 246 -60 619
2 Mar 24865.70 866.6 327.7 16.36 783 -94 679
27 Feb 25178.65 545.55 224.75 12.56 1,252 -125 773
26 Feb 25496.55 319.1 -25.3 12.11 2,519 214 898
25 Feb 25482.50 347.75 -33.3 12.74 4,015 59 684
24 Feb 25424.65 381.85 133.25 13.78 1,663 -135 625
23 Feb 25713.00 248.65 -59.35 13.36 3,542 248 760
20 Feb 25571.25 310 -103.1 12.36 1,371 -21 512
19 Feb 25454.35 427.95 240.25 13.62 2,610 152 533
18 Feb 25819.35 188.3 -51.4 11.45 1,247 253 381
17 Feb 25725.40 234.8 -28.65 11.73 299 20 128
16 Feb 25682.75 262.7 -95.65 12.1 93 48 108
13 Feb 25471.10 363.1 161.9 11.33 100 -31 60
12 Feb 25807.20 198 41.6 10.93 60 23 91
11 Feb 25953.85 154.65 -15.35 11.06 80 28 68
10 Feb 25935.15 170 -43.1 11.23 15 10 40
9 Feb 25867.30 213.1 -85.35 12.07 31 17 30
6 Feb 25693.70 314.25 50.95 - 0 1 13
5 Feb 25642.80 314.25 50.95 12.13 16 11 12
4 Feb 25776.00 263.3 -126.3 11.72 2 1 1


For Nifty - strike price 25750 expiring on 10MAR2026

Delta for 25750 PE is -1

Historical price for 25750 PE is as follows

On 9 Mar NIFTY was trading at 23909.90. The strike last trading price was 1856.85, which was 582.45 higher than the previous day. The implied volatity was 49.29, the open interest changed by -106 which decreased total open position to 401


On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1303.2, which was 283.6 higher than the previous day. The implied volatity was 38.17, the open interest changed by -68 which decreased total open position to 507


On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1023.95, which was -258.9 lower than the previous day. The implied volatity was 27.74, the open interest changed by -44 which decreased total open position to 575


On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 1282.85, which was 391.2 higher than the previous day. The implied volatity was 30.91, the open interest changed by -60 which decreased total open position to 619


On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 866.6, which was 327.7 higher than the previous day. The implied volatity was 16.36, the open interest changed by -94 which decreased total open position to 679


On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 545.55, which was 224.75 higher than the previous day. The implied volatity was 12.56, the open interest changed by -125 which decreased total open position to 773


On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 319.1, which was -25.3 lower than the previous day. The implied volatity was 12.11, the open interest changed by 214 which increased total open position to 898


On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 347.75, which was -33.3 lower than the previous day. The implied volatity was 12.74, the open interest changed by 59 which increased total open position to 684


On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 381.85, which was 133.25 higher than the previous day. The implied volatity was 13.78, the open interest changed by -135 which decreased total open position to 625


On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 248.65, which was -59.35 lower than the previous day. The implied volatity was 13.36, the open interest changed by 248 which increased total open position to 760


On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 310, which was -103.1 lower than the previous day. The implied volatity was 12.36, the open interest changed by -21 which decreased total open position to 512


On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 427.95, which was 240.25 higher than the previous day. The implied volatity was 13.62, the open interest changed by 152 which increased total open position to 533


On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 188.3, which was -51.4 lower than the previous day. The implied volatity was 11.45, the open interest changed by 253 which increased total open position to 381


On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 234.8, which was -28.65 lower than the previous day. The implied volatity was 11.73, the open interest changed by 20 which increased total open position to 128


On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 262.7, which was -95.65 lower than the previous day. The implied volatity was 12.1, the open interest changed by 48 which increased total open position to 108


On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 363.1, which was 161.9 higher than the previous day. The implied volatity was 11.33, the open interest changed by -31 which decreased total open position to 60


On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 198, which was 41.6 higher than the previous day. The implied volatity was 10.93, the open interest changed by 23 which increased total open position to 91


On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 154.65, which was -15.35 lower than the previous day. The implied volatity was 11.06, the open interest changed by 28 which increased total open position to 68


On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 170, which was -43.1 lower than the previous day. The implied volatity was 11.23, the open interest changed by 10 which increased total open position to 40


On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 213.1, which was -85.35 lower than the previous day. The implied volatity was 12.07, the open interest changed by 17 which increased total open position to 30


On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 314.25, which was 50.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 13


On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 314.25, which was 50.95 higher than the previous day. The implied volatity was 12.13, the open interest changed by 11 which increased total open position to 12


On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 263.3, which was -126.3 lower than the previous day. The implied volatity was 11.72, the open interest changed by 1 which increased total open position to 1