[--[65.84.65.76]--]

NIFTY

Nifty
25471.1 -336.10 (-1.30%)
L: 25444.3 H: 25630.35

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Historical option data for NIFTY

13 Feb 2026 04:11 PM IST
NIFTY 17-FEB-2026 23200 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
13 Feb 25471.10 2642 -160 - 0 -1 5
12 Feb 25807.20 2642 -160 47.22 1 -1 6
11 Feb 25953.85 2802 56.55 48.71 1 2 7
10 Feb 25935.15 2730.25 52.7 31.78 4 0 5
9 Feb 25867.30 2672.1 205.25 26.45 3 1 5
6 Feb 25693.70 2466.85 -8.9 18.53 6 3 4
5 Feb 25642.80 2470.2 -165.25 - 3 1 1
4 Feb 25776.00 2635.45 -32.3 29.37 1 0 0
3 Feb 25727.55 0 0 - 0 0 0
2 Feb 25088.40 0 0 - 0 0 0


For Nifty - strike price 23200 expiring on 17FEB2026

Delta for 23200 CE is -

Historical price for 23200 CE is as follows

On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 2642, which was -160 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 5


On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 2642, which was -160 lower than the previous day. The implied volatity was 47.22, the open interest changed by -1 which decreased total open position to 6


On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 2802, which was 56.55 higher than the previous day. The implied volatity was 48.71, the open interest changed by 2 which increased total open position to 7


On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 2730.25, which was 52.7 higher than the previous day. The implied volatity was 31.78, the open interest changed by 0 which decreased total open position to 5


On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 2672.1, which was 205.25 higher than the previous day. The implied volatity was 26.45, the open interest changed by 1 which increased total open position to 5


On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 2466.85, which was -8.9 lower than the previous day. The implied volatity was 18.53, the open interest changed by 3 which increased total open position to 4


On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 2470.2, which was -165.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 2635.45, which was -32.3 lower than the previous day. The implied volatity was 29.37, the open interest changed by 0 which decreased total open position to 0


On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 0, 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 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 0, 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


NIFTY 17FEB2026 23200 PE
Delta: -0.01
Vega: 0.46
Theta: -2.02
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
13 Feb 25471.10 1.9 0.05 36.08 68,287 1,114 15,242
12 Feb 25807.20 1.75 -0.55 36.1 30,155 -749 14,128
11 Feb 25953.85 2.3 -0.15 35.51 44,366 2,820 14,877
10 Feb 25935.15 2.35 -1.55 32.76 24,034 10,092 12,057
9 Feb 25867.30 3.8 -1.2 32.03 6,003 1,250 1,965
6 Feb 25693.70 5 0.6 26.87 1,644 24 715
5 Feb 25642.80 4 -2 24.77 685 121 691
4 Feb 25776.00 6.75 -1.05 26.41 582 69 570
3 Feb 25727.55 7.85 -7.05 25.89 394 74 501
2 Feb 25088.40 13.55 11.85 21.91 539 427 427


For Nifty - strike price 23200 expiring on 17FEB2026

Delta for 23200 PE is -0.01

Historical price for 23200 PE is as follows

On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 1.9, which was 0.05 higher than the previous day. The implied volatity was 36.08, the open interest changed by 1114 which increased total open position to 15242


On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 1.75, which was -0.55 lower than the previous day. The implied volatity was 36.1, the open interest changed by -749 which decreased total open position to 14128


On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 2.3, which was -0.15 lower than the previous day. The implied volatity was 35.51, the open interest changed by 2820 which increased total open position to 14877


On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 2.35, which was -1.55 lower than the previous day. The implied volatity was 32.76, the open interest changed by 10092 which increased total open position to 12057


On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 3.8, which was -1.2 lower than the previous day. The implied volatity was 32.03, the open interest changed by 1250 which increased total open position to 1965


On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 5, which was 0.6 higher than the previous day. The implied volatity was 26.87, the open interest changed by 24 which increased total open position to 715


On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 4, which was -2 lower than the previous day. The implied volatity was 24.77, the open interest changed by 121 which increased total open position to 691


On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 6.75, which was -1.05 lower than the previous day. The implied volatity was 26.41, the open interest changed by 69 which increased total open position to 570


On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 7.85, which was -7.05 lower than the previous day. The implied volatity was 25.89, the open interest changed by 74 which increased total open position to 501


On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 13.55, which was 11.85 higher than the previous day. The implied volatity was 21.91, the open interest changed by 427 which increased total open position to 427