[--[65.84.65.76]--]

NIFTY

Nifty
25694.35 +28.75 (0.11%)
L: 25662.4 H: 25873.5

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Historical option data for NIFTY

16 Jan 2026 04:11 PM IST
NIFTY 20-JAN-2026 25300 CE
Delta: 0.98
Vega: 1.48
Theta: -8.25
Gamma: 0
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
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
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