NIFTY
Nifty
Historical option data for NIFTY
16 Jan 2026 04:11 PM IST
| NIFTY 20-JAN-2026 25300 CE | ||||||||||||||||
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Delta: 0.98
Vega: 1.48
Theta: -8.25
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Jan | 25694.35 | 428.35 | 20.25 | 8.02 | 12,622 | -382 | 1,710 | |||||||||
| 14 Jan | 25665.60 | 413.1 | -65.6 | 6.6 | 19,906 | 977 | 2,092 | |||||||||
| 13 Jan | 25732.30 | 469.1 | -102.55 | 7 | 4,696 | 364 | 1,115 | |||||||||
| 12 Jan | 25790.25 | 574.45 | 74.55 | 10.74 | 6,517 | 461 | 751 | |||||||||
| 9 Jan | 25683.30 | 525 | -138.9 | 11.3 | 629 | 248 | 290 | |||||||||
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| 8 Jan | 25876.85 | 653.85 | -226.15 | 6.97 | 43 | 18 | 42 | |||||||||
| 7 Jan | 26140.75 | 880 | -72.5 | - | 3 | 1 | 24 | |||||||||
| 6 Jan | 26178.70 | 952.5 | -62.95 | - | 1 | 1 | 23 | |||||||||
| 5 Jan | 26250.30 | 1015.45 | -104.55 | - | 8 | 10 | 22 | |||||||||
| 2 Jan | 26328.55 | 1120 | 151.95 | - | 15 | 10 | 12 | |||||||||
| 1 Jan | 26146.55 | 968.05 | -6.35 | - | 1 | 1 | 2 | |||||||||
| 31 Dec | 26129.60 | 970 | 86.5 | - | 3 | 1 | 1 | |||||||||
| 30 Dec | 25938.85 | 883.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Dec | 25942.10 | 883.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Dec | 26042.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Dec | 26142.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Dec | 26177.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Dec | 26172.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Dec | 25966.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Dec | 25815.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25300 expiring on 20JAN2026
Delta for 25300 CE is 0.98
Historical price for 25300 CE is as follows
On 16 Jan NIFTY was trading at 25694.35. The strike last trading price was 428.35, which was 20.25 higher than the previous day. The implied volatity was 8.02, the open interest changed by -382 which decreased total open position to 1710
On 14 Jan NIFTY was trading at 25665.60. The strike last trading price was 413.1, which was -65.6 lower than the previous day. The implied volatity was 6.6, the open interest changed by 977 which increased total open position to 2092
On 13 Jan NIFTY was trading at 25732.30. The strike last trading price was 469.1, which was -102.55 lower than the previous day. The implied volatity was 7, the open interest changed by 364 which increased total open position to 1115
On 12 Jan NIFTY was trading at 25790.25. The strike last trading price was 574.45, which was 74.55 higher than the previous day. The implied volatity was 10.74, the open interest changed by 461 which increased total open position to 751
On 9 Jan NIFTY was trading at 25683.30. The strike last trading price was 525, which was -138.9 lower than the previous day. The implied volatity was 11.3, the open interest changed by 248 which increased total open position to 290
On 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 653.85, which was -226.15 lower than the previous day. The implied volatity was 6.97, the open interest changed by 18 which increased total open position to 42
On 7 Jan NIFTY was trading at 26140.75. The strike last trading price was 880, which was -72.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 24
On 6 Jan NIFTY was trading at 26178.70. The strike last trading price was 952.5, which was -62.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 23
On 5 Jan NIFTY was trading at 26250.30. The strike last trading price was 1015.45, which was -104.55 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 22
On 2 Jan NIFTY was trading at 26328.55. The strike last trading price was 1120, which was 151.95 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 12
On 1 Jan NIFTY was trading at 26146.55. The strike last trading price was 968.05, which was -6.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 31 Dec NIFTY was trading at 26129.60. The strike last trading price was 970, which was 86.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 30 Dec NIFTY was trading at 25938.85. The strike last trading price was 883.5, 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 29 Dec NIFTY was trading at 25942.10. The strike last trading price was 883.5, 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 26 Dec NIFTY was trading at 26042.30. 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 24 Dec NIFTY was trading at 26142.10. 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 23 Dec NIFTY was trading at 26177.15. 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 22 Dec NIFTY was trading at 26172.40. 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
On 19 Dec NIFTY was trading at 25966.40. 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
On 18 Dec NIFTY was trading at 25815.55. 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
| NIFTY 20JAN2026 25300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 3.61
Theta: -4.45
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Jan | 25694.35 | 9.15 | -14.6 | 10.95 | 18,79,073 | 32,270 | 89,214 |
| 14 Jan | 25665.60 | 23.5 | -0.95 | 11.13 | 8,65,660 | 25,421 | 56,944 |
| 13 Jan | 25732.30 | 25.6 | -5.5 | 11.55 | 2,33,130 | 11,680 | 31,523 |
| 12 Jan | 25790.25 | 29.2 | -9.2 | 12.78 | 1,61,913 | 10,192 | 19,843 |
| 9 Jan | 25683.30 | 35.8 | 16.75 | 10.46 | 55,288 | 3,998 | 9,651 |
| 8 Jan | 25876.85 | 21.05 | 13.65 | 10.59 | 26,930 | 2,096 | 5,653 |
| 7 Jan | 26140.75 | 7.2 | -1.3 | 10.65 | 7,760 | 753 | 3,557 |
| 6 Jan | 26178.70 | 8.65 | -3.25 | 10.97 | 3,517 | 883 | 2,804 |
| 5 Jan | 26250.30 | 11.5 | 0.5 | 11.89 | 3,019 | 621 | 1,921 |
| 2 Jan | 26328.55 | 11.6 | -1 | 11.75 | 1,887 | 116 | 1,300 |
| 1 Jan | 26146.55 | 12.25 | -4.1 | 10.08 | 1,148 | 512 | 1,184 |
| 31 Dec | 26129.60 | 16 | -9.9 | 10.41 | 854 | 358 | 672 |
| 30 Dec | 25938.85 | 24.4 | -5.25 | 9.82 | 457 | 176 | 314 |
| 29 Dec | 25942.10 | 30.1 | -148.4 | 10.04 | 187 | 138 | 138 |
| 26 Dec | 26042.30 | 178.5 | 0 | 3.21 | 0 | 0 | 0 |
| 24 Dec | 26142.10 | 178.5 | 0 | 3.42 | 0 | 0 | 0 |
| 23 Dec | 26177.15 | 178.5 | 0 | 3.51 | 0 | 0 | 0 |
| 22 Dec | 26172.40 | 178.5 | 0 | 3.46 | 0 | 0 | 0 |
| 19 Dec | 25966.40 | 178.5 | 0 | 2.74 | 0 | 0 | 0 |
| 18 Dec | 25815.55 | 178.5 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25300 expiring on 20JAN2026
Delta for 25300 PE is -0.07
Historical price for 25300 PE is as follows
On 16 Jan NIFTY was trading at 25694.35. The strike last trading price was 9.15, which was -14.6 lower than the previous day. The implied volatity was 10.95, the open interest changed by 32270 which increased total open position to 89214
On 14 Jan NIFTY was trading at 25665.60. The strike last trading price was 23.5, which was -0.95 lower than the previous day. The implied volatity was 11.13, the open interest changed by 25421 which increased total open position to 56944
On 13 Jan NIFTY was trading at 25732.30. The strike last trading price was 25.6, which was -5.5 lower than the previous day. The implied volatity was 11.55, the open interest changed by 11680 which increased total open position to 31523
On 12 Jan NIFTY was trading at 25790.25. The strike last trading price was 29.2, which was -9.2 lower than the previous day. The implied volatity was 12.78, the open interest changed by 10192 which increased total open position to 19843
On 9 Jan NIFTY was trading at 25683.30. The strike last trading price was 35.8, which was 16.75 higher than the previous day. The implied volatity was 10.46, the open interest changed by 3998 which increased total open position to 9651
On 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 21.05, which was 13.65 higher than the previous day. The implied volatity was 10.59, the open interest changed by 2096 which increased total open position to 5653
On 7 Jan NIFTY was trading at 26140.75. The strike last trading price was 7.2, which was -1.3 lower than the previous day. The implied volatity was 10.65, the open interest changed by 753 which increased total open position to 3557
On 6 Jan NIFTY was trading at 26178.70. The strike last trading price was 8.65, which was -3.25 lower than the previous day. The implied volatity was 10.97, the open interest changed by 883 which increased total open position to 2804
On 5 Jan NIFTY was trading at 26250.30. The strike last trading price was 11.5, which was 0.5 higher than the previous day. The implied volatity was 11.89, the open interest changed by 621 which increased total open position to 1921
On 2 Jan NIFTY was trading at 26328.55. The strike last trading price was 11.6, which was -1 lower than the previous day. The implied volatity was 11.75, the open interest changed by 116 which increased total open position to 1300
On 1 Jan NIFTY was trading at 26146.55. The strike last trading price was 12.25, which was -4.1 lower than the previous day. The implied volatity was 10.08, the open interest changed by 512 which increased total open position to 1184
On 31 Dec NIFTY was trading at 26129.60. The strike last trading price was 16, which was -9.9 lower than the previous day. The implied volatity was 10.41, the open interest changed by 358 which increased total open position to 672
On 30 Dec NIFTY was trading at 25938.85. The strike last trading price was 24.4, which was -5.25 lower than the previous day. The implied volatity was 9.82, the open interest changed by 176 which increased total open position to 314
On 29 Dec NIFTY was trading at 25942.10. The strike last trading price was 30.1, which was -148.4 lower than the previous day. The implied volatity was 10.04, the open interest changed by 138 which increased total open position to 138
On 26 Dec NIFTY was trading at 26042.30. The strike last trading price was 178.5, which was 0 lower than the previous day. The implied volatity was 3.21, the open interest changed by 0 which decreased total open position to 0
On 24 Dec NIFTY was trading at 26142.10. The strike last trading price was 178.5, which was 0 lower than the previous day. The implied volatity was 3.42, the open interest changed by 0 which decreased total open position to 0
On 23 Dec NIFTY was trading at 26177.15. The strike last trading price was 178.5, which was 0 lower than the previous day. The implied volatity was 3.51, the open interest changed by 0 which decreased total open position to 0
On 22 Dec NIFTY was trading at 26172.40. The strike last trading price was 178.5, which was 0 lower than the previous day. The implied volatity was 3.46, the open interest changed by 0 which decreased total open position to 0
On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 178.5, which was 0 lower than the previous day. The implied volatity was 2.74, the open interest changed by 0 which decreased total open position to 0
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 178.5, 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































































































































































































































