NIFTY
Nifty
Historical option data for NIFTY
30 Jan 2026 04:11 PM IST
| NIFTY 03-FEB-2026 25300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.54
Vega: 10.51
Theta: -27.2
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Jan | 25320.65 | 212.9 | -64.4 | 17.88 | 48,77,066 | 32,113 | 81,545 | |||||||||
| 29 Jan | 25418.90 | 274.9 | 27.9 | 16.04 | 23,55,954 | -15,228 | 49,432 | |||||||||
| 28 Jan | 25342.75 | 242.1 | 0.05 | 15.02 | 28,81,604 | 32,342 | 64,660 | |||||||||
| 27 Jan | 25175.40 | 254 | 58.65 | 20.86 | 2,69,246 | 10,222 | 32,318 | |||||||||
| 23 Jan | 25048.65 | 201.7 | -111.8 | 15.7 | 1,35,862 | 8,887 | 22,096 | |||||||||
| 22 Jan | 25289.90 | 326 | 80.15 | 14.83 | 97,472 | 4,879 | 13,209 | |||||||||
| 21 Jan | 25157.50 | 245.6 | -42.2 | 14.04 | 70,221 | 3,798 | 8,330 | |||||||||
| 20 Jan | 25232.50 | 284 | -191.05 | 13.84 | 10,576 | 3,999 | 4,532 | |||||||||
| 19 Jan | 25585.50 | 455.15 | -139.6 | 11.34 | 1,200 | 450 | 533 | |||||||||
| 16 Jan | 25694.35 | 596.2 | 19.7 | 11.07 | 62 | 2 | 83 | |||||||||
| 14 Jan | 25665.60 | 589.25 | -52.25 | 10.98 | 78 | 31 | 81 | |||||||||
| 13 Jan | 25732.30 | 645.45 | -69.55 | 11.42 | 30 | 19 | 50 | |||||||||
| 12 Jan | 25790.25 | 715 | 90 | 10.8 | 143 | 21 | 31 | |||||||||
| 9 Jan | 25683.30 | 625 | -187.55 | 8.68 | 3 | 5 | 10 | |||||||||
| 8 Jan | 25876.85 | 808.15 | -224.3 | 10.87 | 17 | 5 | 5 | |||||||||
| 7 Jan | 26140.75 | 1032.45 | -150.85 | 6.78 | 1 | 0 | 0 | |||||||||
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| 6 Jan | 26178.70 | 1183.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 26250.30 | 1183.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 26328.55 | 1183.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 26146.55 | 1183.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 26129.60 | 1183.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Dec | 25938.85 | 1183.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Dec | 25942.10 | 1183.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Dec | 26042.30 | 1183.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Dec | 26142.10 | 1183.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25300 expiring on 03FEB2026
Delta for 25300 CE is 0.54
Historical price for 25300 CE is as follows
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 212.9, which was -64.4 lower than the previous day. The implied volatity was 17.88, the open interest changed by 32113 which increased total open position to 81545
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 274.9, which was 27.9 higher than the previous day. The implied volatity was 16.04, the open interest changed by -15228 which decreased total open position to 49432
On 28 Jan NIFTY was trading at 25342.75. The strike last trading price was 242.1, which was 0.05 higher than the previous day. The implied volatity was 15.02, the open interest changed by 32342 which increased total open position to 64660
On 27 Jan NIFTY was trading at 25175.40. The strike last trading price was 254, which was 58.65 higher than the previous day. The implied volatity was 20.86, the open interest changed by 10222 which increased total open position to 32318
On 23 Jan NIFTY was trading at 25048.65. The strike last trading price was 201.7, which was -111.8 lower than the previous day. The implied volatity was 15.7, the open interest changed by 8887 which increased total open position to 22096
On 22 Jan NIFTY was trading at 25289.90. The strike last trading price was 326, which was 80.15 higher than the previous day. The implied volatity was 14.83, the open interest changed by 4879 which increased total open position to 13209
On 21 Jan NIFTY was trading at 25157.50. The strike last trading price was 245.6, which was -42.2 lower than the previous day. The implied volatity was 14.04, the open interest changed by 3798 which increased total open position to 8330
On 20 Jan NIFTY was trading at 25232.50. The strike last trading price was 284, which was -191.05 lower than the previous day. The implied volatity was 13.84, the open interest changed by 3999 which increased total open position to 4532
On 19 Jan NIFTY was trading at 25585.50. The strike last trading price was 455.15, which was -139.6 lower than the previous day. The implied volatity was 11.34, the open interest changed by 450 which increased total open position to 533
On 16 Jan NIFTY was trading at 25694.35. The strike last trading price was 596.2, which was 19.7 higher than the previous day. The implied volatity was 11.07, the open interest changed by 2 which increased total open position to 83
On 14 Jan NIFTY was trading at 25665.60. The strike last trading price was 589.25, which was -52.25 lower than the previous day. The implied volatity was 10.98, the open interest changed by 31 which increased total open position to 81
On 13 Jan NIFTY was trading at 25732.30. The strike last trading price was 645.45, which was -69.55 lower than the previous day. The implied volatity was 11.42, the open interest changed by 19 which increased total open position to 50
On 12 Jan NIFTY was trading at 25790.25. The strike last trading price was 715, which was 90 higher than the previous day. The implied volatity was 10.8, the open interest changed by 21 which increased total open position to 31
On 9 Jan NIFTY was trading at 25683.30. The strike last trading price was 625, which was -187.55 lower than the previous day. The implied volatity was 8.68, the open interest changed by 5 which increased total open position to 10
On 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 808.15, which was -224.3 lower than the previous day. The implied volatity was 10.87, the open interest changed by 5 which increased total open position to 5
On 7 Jan NIFTY was trading at 26140.75. The strike last trading price was 1032.45, which was -150.85 lower than the previous day. The implied volatity was 6.78, the open interest changed by 0 which decreased total open position to 0
On 6 Jan NIFTY was trading at 26178.70. The strike last trading price was 1183.3, 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 Jan NIFTY was trading at 26250.30. The strike last trading price was 1183.3, 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 Jan NIFTY was trading at 26328.55. The strike last trading price was 1183.3, 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 1 Jan NIFTY was trading at 26146.55. The strike last trading price was 1183.3, 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 31 Dec NIFTY was trading at 26129.60. The strike last trading price was 1183.3, 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 30 Dec NIFTY was trading at 25938.85. The strike last trading price was 1183.3, 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 1183.3, 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 1183.3, 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 1183.3, 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 03FEB2026 25300 PE | |||||||
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Delta: -0.46
Vega: 10.51
Theta: -19.82
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Jan | 25320.65 | 163 | 38.7 | 17.53 | 47,13,899 | 9,245 | 82,814 |
| 29 Jan | 25418.90 | 125.05 | -54.1 | 16.16 | 22,62,265 | 10,916 | 73,569 |
| 28 Jan | 25342.75 | 171.3 | -75.3 | 16.44 | 30,79,061 | 44,373 | 62,653 |
| 27 Jan | 25175.40 | 231.65 | -137.85 | 16.08 | 95,423 | 4,380 | 18,280 |
| 23 Jan | 25048.65 | 365.1 | 140.9 | 16.03 | 1,08,038 | 3,628 | 13,900 |
| 22 Jan | 25289.90 | 208.65 | -118.5 | 14.03 | 79,629 | 4,636 | 10,272 |
| 21 Jan | 25157.50 | 315 | 40.85 | 15.46 | 49,498 | 706 | 5,636 |
| 20 Jan | 25232.50 | 268.6 | 137.75 | 14.19 | 15,997 | 2,465 | 4,930 |
| 19 Jan | 25585.50 | 137.95 | 43.05 | 13.71 | 8,129 | 708 | 2,465 |
| 16 Jan | 25694.35 | 93.1 | -23.15 | 12.49 | 3,780 | 805 | 1,757 |
| 14 Jan | 25665.60 | 119.85 | 15.85 | 13.05 | 1,677 | 177 | 952 |
| 13 Jan | 25732.30 | 104.05 | 8.65 | 12.61 | 1,155 | 124 | 775 |
| 12 Jan | 25790.25 | 93.6 | -23.2 | 12.83 | 1,785 | 316 | 651 |
| 9 Jan | 25683.30 | 115.95 | 36.9 | 12.27 | 592 | -44 | 335 |
| 8 Jan | 25876.85 | 80.7 | 38.6 | 12.06 | 775 | 167 | 379 |
| 7 Jan | 26140.75 | 41.95 | -0.05 | 11.84 | 253 | 94 | 212 |
| 6 Jan | 26178.70 | 42.3 | -1.1 | 11.96 | 125 | 96 | 118 |
| 5 Jan | 26250.30 | 43.55 | -87.65 | 12.44 | 36 | 22 | 22 |
| 2 Jan | 26328.55 | 131.2 | 0 | 3.82 | 0 | 0 | 0 |
| 1 Jan | 26146.55 | 131.2 | 0 | 3.24 | 0 | 0 | 0 |
| 31 Dec | 26129.60 | 131.2 | 0 | 3.2 | 0 | 0 | 0 |
| 30 Dec | 25938.85 | 131.2 | 0 | 2.71 | 0 | 0 | 0 |
| 29 Dec | 25942.10 | 131.2 | 0 | 2.64 | 0 | 0 | 0 |
| 26 Dec | 26042.30 | 131.2 | 0 | 2.85 | 0 | 0 | 0 |
| 24 Dec | 26142.10 | 131.2 | 0 | 3.05 | 0 | 0 | 0 |
For Nifty - strike price 25300 expiring on 03FEB2026
Delta for 25300 PE is -0.46
Historical price for 25300 PE is as follows
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 163, which was 38.7 higher than the previous day. The implied volatity was 17.53, the open interest changed by 9245 which increased total open position to 82814
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 125.05, which was -54.1 lower than the previous day. The implied volatity was 16.16, the open interest changed by 10916 which increased total open position to 73569
On 28 Jan NIFTY was trading at 25342.75. The strike last trading price was 171.3, which was -75.3 lower than the previous day. The implied volatity was 16.44, the open interest changed by 44373 which increased total open position to 62653
On 27 Jan NIFTY was trading at 25175.40. The strike last trading price was 231.65, which was -137.85 lower than the previous day. The implied volatity was 16.08, the open interest changed by 4380 which increased total open position to 18280
On 23 Jan NIFTY was trading at 25048.65. The strike last trading price was 365.1, which was 140.9 higher than the previous day. The implied volatity was 16.03, the open interest changed by 3628 which increased total open position to 13900
On 22 Jan NIFTY was trading at 25289.90. The strike last trading price was 208.65, which was -118.5 lower than the previous day. The implied volatity was 14.03, the open interest changed by 4636 which increased total open position to 10272
On 21 Jan NIFTY was trading at 25157.50. The strike last trading price was 315, which was 40.85 higher than the previous day. The implied volatity was 15.46, the open interest changed by 706 which increased total open position to 5636
On 20 Jan NIFTY was trading at 25232.50. The strike last trading price was 268.6, which was 137.75 higher than the previous day. The implied volatity was 14.19, the open interest changed by 2465 which increased total open position to 4930
On 19 Jan NIFTY was trading at 25585.50. The strike last trading price was 137.95, which was 43.05 higher than the previous day. The implied volatity was 13.71, the open interest changed by 708 which increased total open position to 2465
On 16 Jan NIFTY was trading at 25694.35. The strike last trading price was 93.1, which was -23.15 lower than the previous day. The implied volatity was 12.49, the open interest changed by 805 which increased total open position to 1757
On 14 Jan NIFTY was trading at 25665.60. The strike last trading price was 119.85, which was 15.85 higher than the previous day. The implied volatity was 13.05, the open interest changed by 177 which increased total open position to 952
On 13 Jan NIFTY was trading at 25732.30. The strike last trading price was 104.05, which was 8.65 higher than the previous day. The implied volatity was 12.61, the open interest changed by 124 which increased total open position to 775
On 12 Jan NIFTY was trading at 25790.25. The strike last trading price was 93.6, which was -23.2 lower than the previous day. The implied volatity was 12.83, the open interest changed by 316 which increased total open position to 651
On 9 Jan NIFTY was trading at 25683.30. The strike last trading price was 115.95, which was 36.9 higher than the previous day. The implied volatity was 12.27, the open interest changed by -44 which decreased total open position to 335
On 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 80.7, which was 38.6 higher than the previous day. The implied volatity was 12.06, the open interest changed by 167 which increased total open position to 379
On 7 Jan NIFTY was trading at 26140.75. The strike last trading price was 41.95, which was -0.05 lower than the previous day. The implied volatity was 11.84, the open interest changed by 94 which increased total open position to 212
On 6 Jan NIFTY was trading at 26178.70. The strike last trading price was 42.3, which was -1.1 lower than the previous day. The implied volatity was 11.96, the open interest changed by 96 which increased total open position to 118
On 5 Jan NIFTY was trading at 26250.30. The strike last trading price was 43.55, which was -87.65 lower than the previous day. The implied volatity was 12.44, the open interest changed by 22 which increased total open position to 22
On 2 Jan NIFTY was trading at 26328.55. The strike last trading price was 131.2, which was 0 lower than the previous day. The implied volatity was 3.82, the open interest changed by 0 which decreased total open position to 0
On 1 Jan NIFTY was trading at 26146.55. The strike last trading price was 131.2, which was 0 lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0
On 31 Dec NIFTY was trading at 26129.60. The strike last trading price was 131.2, which was 0 lower than the previous day. The implied volatity was 3.2, the open interest changed by 0 which decreased total open position to 0
On 30 Dec NIFTY was trading at 25938.85. The strike last trading price was 131.2, which was 0 lower than the previous day. The implied volatity was 2.71, 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 131.2, which was 0 lower than the previous day. The implied volatity was 2.64, 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 131.2, which was 0 lower than the previous day. The implied volatity was 2.85, 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 131.2, which was 0 lower than the previous day. The implied volatity was 3.05, the open interest changed by 0 which decreased total open position to 0






























































































































































































































