[--[65.84.65.76]--]

NIFTY

Nifty
25320.65 -98.25 (-0.39%)
L: 25213.65 H: 25370.7

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Historical option data for NIFTY

30 Jan 2026 04:11 PM IST
NIFTY 03-FEB-2026 25300 CE
Delta: 0.54
Vega: 10.51
Theta: -27.2
Gamma: 0
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
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
Delta: -0.46
Vega: 10.51
Theta: -19.82
Gamma: 0
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