NIFTY
Nifty
Historical option data for NIFTY
09 Mar 2026 03:11 PM IST
| NIFTY 10-MAR-2026 26300 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Mar | 24042.95 | 0.9 | -0.5 | - | 1,47,046 | -13,037 | 14,790 | |||||||||
| 6 Mar | 24450.45 | 1.35 | -0.15 | 26.95 | 2,36,596 | -591 | 27,827 | |||||||||
| 5 Mar | 24765.90 | 1.5 | -2.05 | 20.96 | 1,86,318 | -5,525 | 28,418 | |||||||||
| 4 Mar | 24480.50 | 3.35 | -0.95 | 24.34 | 2,02,555 | 2,659 | 33,943 | |||||||||
| 2 Mar | 24865.70 | 4.5 | -5 | 17.66 | 1,39,748 | 17,696 | 31,284 | |||||||||
| 27 Feb | 25178.65 | 10.5 | -5.7 | 13.51 | 54,744 | 4,933 | 13,588 | |||||||||
| 26 Feb | 25496.55 | 16.8 | -6.85 | 10.67 | 24,021 | 2,243 | 8,655 | |||||||||
| 25 Feb | 25482.50 | 23.85 | -6.35 | 11.28 | 25,633 | 1,482 | 6,412 | |||||||||
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| 24 Feb | 25424.65 | 30 | -29.35 | 11.71 | 16,250 | 1,592 | 4,930 | |||||||||
| 23 Feb | 25713.00 | 59.85 | 6.8 | 10.69 | 7,686 | 1,564 | 3,338 | |||||||||
| 20 Feb | 25571.25 | 52 | 7.05 | 10.65 | 6,202 | 295 | 1,774 | |||||||||
| 19 Feb | 25454.35 | 42 | -46.2 | 11.21 | 5,886 | 725 | 1,479 | |||||||||
| 18 Feb | 25819.35 | 88 | 6.7 | 9.08 | 1,919 | 276 | 754 | |||||||||
| 17 Feb | 25725.40 | 81.9 | -7.35 | 9.61 | 1,121 | 108 | 478 | |||||||||
| 16 Feb | 25682.75 | 90.55 | 22.05 | 10.16 | 446 | 20 | 370 | |||||||||
| 13 Feb | 25471.10 | 67.1 | -52.5 | 10.51 | 523 | 210 | 350 | |||||||||
| 12 Feb | 25807.20 | 116.75 | -49.45 | 8.79 | 328 | 9 | 140 | |||||||||
| 11 Feb | 25953.85 | 165.8 | -8.65 | 8.45 | 219 | 33 | 131 | |||||||||
| 10 Feb | 25935.15 | 164.65 | 8.5 | 8.53 | 103 | 33 | 98 | |||||||||
| 9 Feb | 25867.30 | 155.75 | 36.1 | 8.7 | 82 | 45 | 65 | |||||||||
| 6 Feb | 25693.70 | 120.95 | -160.05 | 8.99 | 47 | 20 | 20 | |||||||||
| 5 Feb | 25642.80 | 281 | 0 | 1.36 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26300 expiring on 10MAR2026
Delta for 26300 CE is -
Historical price for 26300 CE is as follows
On 9 Mar NIFTY was trading at 24042.95. The strike last trading price was 0.9, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by -13037 which decreased total open position to 14790
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1.35, which was -0.15 lower than the previous day. The implied volatity was 26.95, the open interest changed by -591 which decreased total open position to 27827
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1.5, which was -2.05 lower than the previous day. The implied volatity was 20.96, the open interest changed by -5525 which decreased total open position to 28418
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 3.35, which was -0.95 lower than the previous day. The implied volatity was 24.34, the open interest changed by 2659 which increased total open position to 33943
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 4.5, which was -5 lower than the previous day. The implied volatity was 17.66, the open interest changed by 17696 which increased total open position to 31284
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 10.5, which was -5.7 lower than the previous day. The implied volatity was 13.51, the open interest changed by 4933 which increased total open position to 13588
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 16.8, which was -6.85 lower than the previous day. The implied volatity was 10.67, the open interest changed by 2243 which increased total open position to 8655
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 23.85, which was -6.35 lower than the previous day. The implied volatity was 11.28, the open interest changed by 1482 which increased total open position to 6412
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 30, which was -29.35 lower than the previous day. The implied volatity was 11.71, the open interest changed by 1592 which increased total open position to 4930
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 59.85, which was 6.8 higher than the previous day. The implied volatity was 10.69, the open interest changed by 1564 which increased total open position to 3338
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 52, which was 7.05 higher than the previous day. The implied volatity was 10.65, the open interest changed by 295 which increased total open position to 1774
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 42, which was -46.2 lower than the previous day. The implied volatity was 11.21, the open interest changed by 725 which increased total open position to 1479
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 88, which was 6.7 higher than the previous day. The implied volatity was 9.08, the open interest changed by 276 which increased total open position to 754
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 81.9, which was -7.35 lower than the previous day. The implied volatity was 9.61, the open interest changed by 108 which increased total open position to 478
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 90.55, which was 22.05 higher than the previous day. The implied volatity was 10.16, the open interest changed by 20 which increased total open position to 370
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 67.1, which was -52.5 lower than the previous day. The implied volatity was 10.51, the open interest changed by 210 which increased total open position to 350
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 116.75, which was -49.45 lower than the previous day. The implied volatity was 8.79, the open interest changed by 9 which increased total open position to 140
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 165.8, which was -8.65 lower than the previous day. The implied volatity was 8.45, the open interest changed by 33 which increased total open position to 131
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 164.65, which was 8.5 higher than the previous day. The implied volatity was 8.53, the open interest changed by 33 which increased total open position to 98
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 155.75, which was 36.1 higher than the previous day. The implied volatity was 8.7, the open interest changed by 45 which increased total open position to 65
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 120.95, which was -160.05 lower than the previous day. The implied volatity was 8.99, the open interest changed by 20 which increased total open position to 20
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 281, which was 0 lower than the previous day. The implied volatity was 1.36, the open interest changed by 0 which decreased total open position to 0
| NIFTY 10MAR2026 26300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Mar | 24042.95 | 2200 | 350.55 | - | 252 | -170 | 378 |
| 6 Mar | 24450.45 | 1845 | 145 | 47.39 | 36 | -27 | 548 |
| 5 Mar | 24765.90 | 1700 | -88.2 | 57.24 | 29 | -22 | 575 |
| 4 Mar | 24480.50 | 1822.7 | 420.5 | 38.2 | 111 | -87 | 597 |
| 2 Mar | 24865.70 | 1421.55 | 383.7 | 25.05 | 567 | 495 | 684 |
| 27 Feb | 25178.65 | 1045.45 | 280.45 | 13.2 | 168 | 20 | 189 |
| 26 Feb | 25496.55 | 765 | -13.1 | 14.15 | 234 | 50 | 169 |
| 25 Feb | 25482.50 | 778.1 | -46.45 | 13.74 | 253 | 56 | 119 |
| 24 Feb | 25424.65 | 830.7 | 246.15 | 16.85 | 24 | -4 | 63 |
| 23 Feb | 25713.00 | 586.3 | -49.35 | 13.17 | 88 | 40 | 67 |
| 20 Feb | 25571.25 | 635.65 | -174.7 | 9.01 | 34 | 3 | 27 |
| 19 Feb | 25454.35 | 818.75 | 341.65 | 13.18 | 32 | 5 | 24 |
| 18 Feb | 25819.35 | 476.15 | -93.85 | 10.86 | 29 | 3 | 19 |
| 17 Feb | 25725.40 | 570 | -21.2 | 12.33 | 17 | 10 | 16 |
| 16 Feb | 25682.75 | 596.35 | -140.55 | 12.4 | 10 | 2 | 6 |
| 13 Feb | 25471.10 | 736.9 | 261.35 | 10.98 | 1 | 4 | 4 |
| 12 Feb | 25807.20 | 475.8 | -218 | 10.52 | 13 | 0 | 0 |
| 11 Feb | 25953.85 | 693.8 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 25935.15 | 693.8 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 25867.30 | 693.8 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 25693.70 | 693.8 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 25642.80 | 693.8 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26300 expiring on 10MAR2026
Delta for 26300 PE is -
Historical price for 26300 PE is as follows
On 9 Mar NIFTY was trading at 24042.95. The strike last trading price was 2200, which was 350.55 higher than the previous day. The implied volatity was -, the open interest changed by -170 which decreased total open position to 378
On 6 Mar NIFTY was trading at 24450.45. The strike last trading price was 1845, which was 145 higher than the previous day. The implied volatity was 47.39, the open interest changed by -27 which decreased total open position to 548
On 5 Mar NIFTY was trading at 24765.90. The strike last trading price was 1700, which was -88.2 lower than the previous day. The implied volatity was 57.24, the open interest changed by -22 which decreased total open position to 575
On 4 Mar NIFTY was trading at 24480.50. The strike last trading price was 1822.7, which was 420.5 higher than the previous day. The implied volatity was 38.2, the open interest changed by -87 which decreased total open position to 597
On 2 Mar NIFTY was trading at 24865.70. The strike last trading price was 1421.55, which was 383.7 higher than the previous day. The implied volatity was 25.05, the open interest changed by 495 which increased total open position to 684
On 27 Feb NIFTY was trading at 25178.65. The strike last trading price was 1045.45, which was 280.45 higher than the previous day. The implied volatity was 13.2, the open interest changed by 20 which increased total open position to 189
On 26 Feb NIFTY was trading at 25496.55. The strike last trading price was 765, which was -13.1 lower than the previous day. The implied volatity was 14.15, the open interest changed by 50 which increased total open position to 169
On 25 Feb NIFTY was trading at 25482.50. The strike last trading price was 778.1, which was -46.45 lower than the previous day. The implied volatity was 13.74, the open interest changed by 56 which increased total open position to 119
On 24 Feb NIFTY was trading at 25424.65. The strike last trading price was 830.7, which was 246.15 higher than the previous day. The implied volatity was 16.85, the open interest changed by -4 which decreased total open position to 63
On 23 Feb NIFTY was trading at 25713.00. The strike last trading price was 586.3, which was -49.35 lower than the previous day. The implied volatity was 13.17, the open interest changed by 40 which increased total open position to 67
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 635.65, which was -174.7 lower than the previous day. The implied volatity was 9.01, the open interest changed by 3 which increased total open position to 27
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 818.75, which was 341.65 higher than the previous day. The implied volatity was 13.18, the open interest changed by 5 which increased total open position to 24
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 476.15, which was -93.85 lower than the previous day. The implied volatity was 10.86, the open interest changed by 3 which increased total open position to 19
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 570, which was -21.2 lower than the previous day. The implied volatity was 12.33, the open interest changed by 10 which increased total open position to 16
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 596.35, which was -140.55 lower than the previous day. The implied volatity was 12.4, the open interest changed by 2 which increased total open position to 6
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 736.9, which was 261.35 higher than the previous day. The implied volatity was 10.98, the open interest changed by 4 which increased total open position to 4
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 475.8, which was -218 lower than the previous day. The implied volatity was 10.52, 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 693.8, 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 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 693.8, 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 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 693.8, 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 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 693.8, 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 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 693.8, 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
