NIFTY
Nifty
Historical option data for NIFTY
12 Mar 2026 03:28 PM IST
| NIFTY 17-MAR-2026 25900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.4
Theta: -1.23
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Mar | 23635.20 | 1.3 | -1.35 | 29.77 | 1,27,497 | -4,117 | 26,546 | |||||||||
| 11 Mar | 23866.85 | 2.65 | -0.5 | 26.76 | 1,73,712 | 6,011 | 30,663 | |||||||||
| 10 Mar | 24261.60 | 3.1 | -5.5 | 20.15 | 76,809 | 12,733 | 24,652 | |||||||||
| 9 Mar | 24028.05 | 8.85 | -4 | 25.42 | 43,983 | 2,559 | 11,919 | |||||||||
| 6 Mar | 24450.45 | 13.15 | -5.95 | 17.88 | 24,322 | 5,337 | 9,360 | |||||||||
| 5 Mar | 24765.90 | 17.65 | -7.55 | 15.08 | 16,575 | 1,413 | 4,023 | |||||||||
| 4 Mar | 24480.50 | 22.6 | -16.35 | 18.14 | 12,817 | 838 | 2,610 | |||||||||
| 2 Mar | 24865.70 | 38.4 | -27.75 | 14.73 | 9,695 | 305 | 1,772 | |||||||||
| 27 Feb | 25178.65 | 66.5 | -61.3 | 11.68 | 3,915 | 451 | 1,467 | |||||||||
| 26 Feb | 25496.55 | 127.25 | -14.65 | 10.25 | 2,024 | 304 | 1,016 | |||||||||
| 25 Feb | 25482.50 | 142.9 | -12.65 | 10.89 | 1,492 | 330 | 712 | |||||||||
| 24 Feb | 25424.65 | 155 | -101.5 | 11.3 | 917 | 216 | 382 | |||||||||
| 23 Feb | 25713.00 | 253.85 | 32.15 | 10.69 | 298 | 0 | 166 | |||||||||
| 20 Feb | 25571.25 | 215 | 38.05 | 10.72 | 1,272 | -182 | 166 | |||||||||
| 19 Feb | 25454.35 | 164.35 | -146.85 | 10.65 | 862 | 270 | 348 | |||||||||
| 18 Feb | 25819.35 | 312.5 | 29.25 | 9.38 | 262 | 54 | 78 | |||||||||
| 17 Feb | 25725.40 | 275.85 | -0.15 | 9.29 | 62 | 5 | 24 | |||||||||
| 16 Feb | 25682.75 | 275.95 | 56.15 | 9.78 | 10 | -1 | 19 | |||||||||
|
|
||||||||||||||||
| 13 Feb | 25471.10 | 219.2 | -122.05 | 10.43 | 33 | 5 | 20 | |||||||||
| 12 Feb | 25807.20 | 341.25 | -86.25 | 8.8 | 23 | 13 | 15 | |||||||||
| 11 Feb | 25953.85 | 427.5 | -129.7 | 8.34 | 3 | 2 | 2 | |||||||||
For Nifty - strike price 25900 expiring on 17MAR2026
Delta for 25900 CE is 0.01
Historical price for 25900 CE is as follows
On 12 Mar NIFTY was trading at 23635.20. The strike last trading price was 1.3, which was -1.35 lower than the previous day. The implied volatity was 29.77, the open interest changed by -4117 which decreased total open position to 26546
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 2.65, which was -0.5 lower than the previous day. The implied volatity was 26.76, the open interest changed by 6011 which increased total open position to 30663
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 3.1, which was -5.5 lower than the previous day. The implied volatity was 20.15, the open interest changed by 12733 which increased total open position to 24652
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 8.85, which was -4 lower than the previous day. The implied volatity was 25.42, the open interest changed by 2559 which increased total open position to 11919
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 13.15, which was -5.95 lower than the previous day. The implied volatity was 17.88, the open interest changed by 5337 which increased total open position to 9360
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 17.65, which was -7.55 lower than the previous day. The implied volatity was 15.08, the open interest changed by 1413 which increased total open position to 4023
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 22.6, which was -16.35 lower than the previous day. The implied volatity was 18.14, the open interest changed by 838 which increased total open position to 2610
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 38.4, which was -27.75 lower than the previous day. The implied volatity was 14.73, the open interest changed by 305 which increased total open position to 1772
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 66.5, which was -61.3 lower than the previous day. The implied volatity was 11.68, the open interest changed by 451 which increased total open position to 1467
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 127.25, which was -14.65 lower than the previous day. The implied volatity was 10.25, the open interest changed by 304 which increased total open position to 1016
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 142.9, which was -12.65 lower than the previous day. The implied volatity was 10.89, the open interest changed by 330 which increased total open position to 712
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 155, which was -101.5 lower than the previous day. The implied volatity was 11.3, the open interest changed by 216 which increased total open position to 382
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 253.85, which was 32.15 higher than the previous day. The implied volatity was 10.69, the open interest changed by 0 which decreased total open position to 166
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 215, which was 38.05 higher than the previous day. The implied volatity was 10.72, the open interest changed by -182 which decreased total open position to 166
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 164.35, which was -146.85 lower than the previous day. The implied volatity was 10.65, the open interest changed by 270 which increased total open position to 348
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 312.5, which was 29.25 higher than the previous day. The implied volatity was 9.38, the open interest changed by 54 which increased total open position to 78
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 275.85, which was -0.15 lower than the previous day. The implied volatity was 9.29, the open interest changed by 5 which increased total open position to 24
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 275.95, which was 56.15 higher than the previous day. The implied volatity was 9.78, the open interest changed by -1 which decreased total open position to 19
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 219.2, which was -122.05 lower than the previous day. The implied volatity was 10.43, the open interest changed by 5 which increased total open position to 20
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 341.25, which was -86.25 lower than the previous day. The implied volatity was 8.8, the open interest changed by 13 which increased total open position to 15
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 427.5, which was -129.7 lower than the previous day. The implied volatity was 8.34, the open interest changed by 2 which increased total open position to 2
| NIFTY 17MAR2026 25900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.99
Vega: 0.8
Theta: 4.36
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Mar | 23635.20 | 2200 | 250 | 33.07 | 65 | -75 | 636 |
| 11 Mar | 23866.85 | 1950 | 390.45 | 22.55 | 85 | 10 | 711 |
| 10 Mar | 24261.60 | 1540.15 | -278.5 | 20.12 | 667 | 386 | 701 |
| 9 Mar | 24028.05 | 1850 | 427.05 | 26.94 | 137 | 56 | 315 |
| 6 Mar | 24450.45 | 1447.5 | 374.15 | 29.23 | 201 | -32 | 259 |
| 5 Mar | 24765.90 | 1148 | -199.3 | 21.69 | 203 | -66 | 291 |
| 4 Mar | 24480.50 | 1352.45 | 186.3 | 17.83 | 45 | 0 | 357 |
| 2 Mar | 24865.70 | 1166.15 | 526.1 | 28.12 | 54 | 6 | 357 |
| 27 Feb | 25178.65 | 675.4 | 225.45 | 12.94 | 147 | -14 | 351 |
| 26 Feb | 25496.55 | 449.7 | -15.1 | 12.59 | 221 | 71 | 365 |
| 25 Feb | 25482.50 | 460 | -48.2 | 12.42 | 746 | 207 | 294 |
| 24 Feb | 25424.65 | 508.2 | 153.75 | 13.98 | 63 | -7 | 87 |
| 23 Feb | 25713.00 | 359 | -53.05 | 13.43 | 231 | 17 | 94 |
| 20 Feb | 25571.25 | 412.55 | -139.6 | 12.25 | 84 | 37 | 77 |
| 19 Feb | 25454.35 | 551.1 | 274 | 14.06 | 251 | -43 | 40 |
| 18 Feb | 25819.35 | 280 | -53.3 | 11.64 | 105 | 47 | 83 |
| 17 Feb | 25725.40 | 340.25 | -16.25 | 12.22 | 38 | 24 | 36 |
| 16 Feb | 25682.75 | 351.9 | -118.1 | 11.95 | 10 | 4 | 12 |
| 13 Feb | 25471.10 | 466.85 | 182.4 | 11.55 | 9 | -1 | 8 |
| 12 Feb | 25807.20 | 284.45 | 56.4 | 11.19 | 9 | 3 | 9 |
| 11 Feb | 25953.85 | 233.6 | -128 | 11.38 | 9 | 6 | 6 |
For Nifty - strike price 25900 expiring on 17MAR2026
Delta for 25900 PE is -0.99
Historical price for 25900 PE is as follows
On 12 Mar NIFTY was trading at 23635.20. The strike last trading price was 2200, which was 250 higher than the previous day. The implied volatity was 33.07, the open interest changed by -75 which decreased total open position to 636
On 11 Mar NIFTY was trading at 23866.85. The strike last trading price was 1950, which was 390.45 higher than the previous day. The implied volatity was 22.55, the open interest changed by 10 which increased total open position to 711
On 10 Mar NIFTY was trading at 24261.60. The strike last trading price was 1540.15, which was -278.5 lower than the previous day. The implied volatity was 20.12, the open interest changed by 386 which increased total open position to 701
On 9 Mar NIFTY was trading at 24028.05. The strike last trading price was 1850, which was 427.05 higher than the previous day. The implied volatity was 26.94, the open interest changed by 56 which increased total open position to 315
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1447.5, which was 374.15 higher than the previous day. The implied volatity was 29.23, the open interest changed by -32 which decreased total open position to 259
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1148, which was -199.3 lower than the previous day. The implied volatity was 21.69, the open interest changed by -66 which decreased total open position to 291
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 1352.45, which was 186.3 higher than the previous day. The implied volatity was 17.83, the open interest changed by 0 which decreased total open position to 357
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 1166.15, which was 526.1 higher than the previous day. The implied volatity was 28.12, the open interest changed by 6 which increased total open position to 357
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 675.4, which was 225.45 higher than the previous day. The implied volatity was 12.94, the open interest changed by -14 which decreased total open position to 351
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 449.7, which was -15.1 lower than the previous day. The implied volatity was 12.59, the open interest changed by 71 which increased total open position to 365
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 460, which was -48.2 lower than the previous day. The implied volatity was 12.42, the open interest changed by 207 which increased total open position to 294
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 508.2, which was 153.75 higher than the previous day. The implied volatity was 13.98, the open interest changed by -7 which decreased total open position to 87
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 359, which was -53.05 lower than the previous day. The implied volatity was 13.43, the open interest changed by 17 which increased total open position to 94
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 412.55, which was -139.6 lower than the previous day. The implied volatity was 12.25, the open interest changed by 37 which increased total open position to 77
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 551.1, which was 274 higher than the previous day. The implied volatity was 14.06, the open interest changed by -43 which decreased total open position to 40
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 280, which was -53.3 lower than the previous day. The implied volatity was 11.64, the open interest changed by 47 which increased total open position to 83
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 340.25, which was -16.25 lower than the previous day. The implied volatity was 12.22, the open interest changed by 24 which increased total open position to 36
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 351.9, which was -118.1 lower than the previous day. The implied volatity was 11.95, the open interest changed by 4 which increased total open position to 12
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 466.85, which was 182.4 higher than the previous day. The implied volatity was 11.55, the open interest changed by -1 which decreased total open position to 8
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 284.45, which was 56.4 higher than the previous day. The implied volatity was 11.19, the open interest changed by 3 which increased total open position to 9
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 233.6, which was -128 lower than the previous day. The implied volatity was 11.38, the open interest changed by 6 which increased total open position to 6
