NIFTY
Nifty
Historical option data for NIFTY
09 Mar 2026 02:25 PM IST
| NIFTY 10-MAR-2026 25750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.3
Theta: -7.04
Gamma: 0
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -1
Vega: 0.12
Theta: 4.33
Gamma: 0
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| 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
