NIFTY
Nifty
Historical option data for NIFTY
29 Jan 2026 04:11 PM IST
| NIFTY 03-FEB-2026 25350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 11.58
Theta: -22.51
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jan | 25418.90 | 244.05 | 24.7 | 15.96 | 11,29,311 | -11,008 | 21,553 | |||||||||
| 28 Jan | 25342.75 | 215.45 | -2.65 | 15.08 | 14,46,214 | 24,422 | 32,561 | |||||||||
| 27 Jan | 25175.40 | 229.3 | 54 | 18.65 | 87,760 | 3,719 | 8,139 | |||||||||
| 23 Jan | 25048.65 | 180.25 | -108.45 | 15.61 | 27,009 | 1,700 | 4,420 | |||||||||
| 22 Jan | 25289.90 | 299.45 | 78.6 | 14.9 | 21,122 | 1,217 | 2,720 | |||||||||
| 21 Jan | 25157.50 | 223.5 | -40.25 | 14.06 | 14,452 | 810 | 1,503 | |||||||||
| 20 Jan | 25232.50 | 262 | -165.4 | 13.97 | 2,341 | 619 | 693 | |||||||||
| 19 Jan | 25585.50 | 423.85 | -143.65 | 11.57 | 118 | 56 | 74 | |||||||||
| 16 Jan | 25694.35 | 567.5 | 0.05 | 11.68 | 5 | 1 | 18 | |||||||||
| 14 Jan | 25665.60 | 567.45 | -20.05 | 11.84 | 4 | 17 | 17 | |||||||||
| 13 Jan | 25732.30 | 587.5 | 136.85 | 10.34 | 1 | 1 | 0 | |||||||||
| 12 Jan | 25790.25 | 450.65 | -145.8 | 4.29 | 20 | 5 | 16 | |||||||||
| 9 Jan | 25683.30 | 596.45 | -207.5 | 9.49 | 9 | 10 | 11 | |||||||||
| 8 Jan | 25876.85 | 803.95 | -178.85 | 12.86 | 4 | 1 | 1 | |||||||||
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| 7 Jan | 26140.75 | 979.1 | -164.75 | - | 2 | 0 | 0 | |||||||||
| 6 Jan | 26178.70 | 1143.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 26250.30 | 1143.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 26328.55 | 1143.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 26146.55 | 1143.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 26129.60 | 1143.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Dec | 25938.85 | 1143.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Dec | 25942.10 | 1143.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Dec | 26042.30 | 1143.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Dec | 26142.10 | 1143.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25350 expiring on 03FEB2026
Delta for 25350 CE is 0.59
Historical price for 25350 CE is as follows
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 244.05, which was 24.7 higher than the previous day. The implied volatity was 15.96, the open interest changed by -11008 which decreased total open position to 21553
On 28 Jan NIFTY was trading at 25342.75. The strike last trading price was 215.45, which was -2.65 lower than the previous day. The implied volatity was 15.08, the open interest changed by 24422 which increased total open position to 32561
On 27 Jan NIFTY was trading at 25175.40. The strike last trading price was 229.3, which was 54 higher than the previous day. The implied volatity was 18.65, the open interest changed by 3719 which increased total open position to 8139
On 23 Jan NIFTY was trading at 25048.65. The strike last trading price was 180.25, which was -108.45 lower than the previous day. The implied volatity was 15.61, the open interest changed by 1700 which increased total open position to 4420
On 22 Jan NIFTY was trading at 25289.90. The strike last trading price was 299.45, which was 78.6 higher than the previous day. The implied volatity was 14.9, the open interest changed by 1217 which increased total open position to 2720
On 21 Jan NIFTY was trading at 25157.50. The strike last trading price was 223.5, which was -40.25 lower than the previous day. The implied volatity was 14.06, the open interest changed by 810 which increased total open position to 1503
On 20 Jan NIFTY was trading at 25232.50. The strike last trading price was 262, which was -165.4 lower than the previous day. The implied volatity was 13.97, the open interest changed by 619 which increased total open position to 693
On 19 Jan NIFTY was trading at 25585.50. The strike last trading price was 423.85, which was -143.65 lower than the previous day. The implied volatity was 11.57, the open interest changed by 56 which increased total open position to 74
On 16 Jan NIFTY was trading at 25694.35. The strike last trading price was 567.5, which was 0.05 higher than the previous day. The implied volatity was 11.68, the open interest changed by 1 which increased total open position to 18
On 14 Jan NIFTY was trading at 25665.60. The strike last trading price was 567.45, which was -20.05 lower than the previous day. The implied volatity was 11.84, the open interest changed by 17 which increased total open position to 17
On 13 Jan NIFTY was trading at 25732.30. The strike last trading price was 587.5, which was 136.85 higher than the previous day. The implied volatity was 10.34, the open interest changed by 1 which increased total open position to 0
On 12 Jan NIFTY was trading at 25790.25. The strike last trading price was 450.65, which was -145.8 lower than the previous day. The implied volatity was 4.29, the open interest changed by 5 which increased total open position to 16
On 9 Jan NIFTY was trading at 25683.30. The strike last trading price was 596.45, which was -207.5 lower than the previous day. The implied volatity was 9.49, the open interest changed by 10 which increased total open position to 11
On 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 803.95, which was -178.85 lower than the previous day. The implied volatity was 12.86, the open interest changed by 1 which increased total open position to 1
On 7 Jan NIFTY was trading at 26140.75. The strike last trading price was 979.1, which was -164.75 lower than the previous day. The implied volatity was -, 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 1143.85, 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 1143.85, 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 1143.85, 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 1143.85, 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 1143.85, 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 1143.85, 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 1143.85, 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 1143.85, 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 1143.85, 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 25350 PE | |||||||
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Delta: -0.41
Vega: 11.58
Theta: -15.6
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jan | 25418.90 | 143 | -57.85 | 15.99 | 7,80,501 | 1,758 | 27,741 |
| 28 Jan | 25342.75 | 193.3 | -76.4 | 16.38 | 11,50,319 | 22,003 | 25,983 |
| 27 Jan | 25175.40 | 252.05 | -150.05 | 13.06 | 16,423 | 2,023 | 3,980 |
| 23 Jan | 25048.65 | 397.75 | 147.95 | 16.17 | 20,397 | 517 | 1,957 |
| 22 Jan | 25289.90 | 231.7 | -118.85 | 14.04 | 17,793 | 543 | 1,440 |
| 21 Jan | 25157.50 | 344.95 | 54.55 | 15.64 | 6,960 | 176 | 897 |
| 20 Jan | 25232.50 | 298.2 | 150.55 | 14.41 | 3,743 | 241 | 721 |
| 19 Jan | 25585.50 | 150.8 | 42.85 | 13.56 | 1,094 | 272 | 480 |
| 16 Jan | 25694.35 | 107.45 | -21.05 | 12.61 | 425 | 37 | 208 |
| 14 Jan | 25665.60 | 130.75 | 14.6 | 12.92 | 241 | 25 | 171 |
| 13 Jan | 25732.30 | 110.2 | 7.35 | 12.29 | 94 | 11 | 146 |
| 12 Jan | 25790.25 | 102.55 | -28.15 | 12.75 | 382 | 64 | 135 |
| 9 Jan | 25683.30 | 129.1 | 44.7 | 12.32 | 206 | 42 | 71 |
| 8 Jan | 25876.85 | 85.95 | 39.7 | 11.83 | 73 | -9 | 29 |
| 7 Jan | 26140.75 | 46.5 | -3.05 | 11.76 | 42 | 19 | 38 |
| 6 Jan | 26178.70 | 49.55 | 0.05 | 12.08 | 19 | 19 | 19 |
| 5 Jan | 26250.30 | 49.5 | -91.95 | 12.48 | 5 | 0 | 0 |
| 2 Jan | 26328.55 | 141.45 | 0 | 3.67 | 0 | 0 | 0 |
| 1 Jan | 26146.55 | 141.45 | 0 | 3.09 | 0 | 0 | 0 |
| 31 Dec | 26129.60 | 141.45 | 0 | 3.05 | 0 | 0 | 0 |
| 30 Dec | 25938.85 | 141.45 | 0 | 2.56 | 0 | 0 | 0 |
| 29 Dec | 25942.10 | 141.45 | 0 | - | 0 | 0 | 0 |
| 26 Dec | 26042.30 | 141.45 | 0 | 2.71 | 0 | 0 | 0 |
| 24 Dec | 26142.10 | 141.45 | 0 | 2.92 | 0 | 0 | 0 |
For Nifty - strike price 25350 expiring on 03FEB2026
Delta for 25350 PE is -0.41
Historical price for 25350 PE is as follows
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 143, which was -57.85 lower than the previous day. The implied volatity was 15.99, the open interest changed by 1758 which increased total open position to 27741
On 28 Jan NIFTY was trading at 25342.75. The strike last trading price was 193.3, which was -76.4 lower than the previous day. The implied volatity was 16.38, the open interest changed by 22003 which increased total open position to 25983
On 27 Jan NIFTY was trading at 25175.40. The strike last trading price was 252.05, which was -150.05 lower than the previous day. The implied volatity was 13.06, the open interest changed by 2023 which increased total open position to 3980
On 23 Jan NIFTY was trading at 25048.65. The strike last trading price was 397.75, which was 147.95 higher than the previous day. The implied volatity was 16.17, the open interest changed by 517 which increased total open position to 1957
On 22 Jan NIFTY was trading at 25289.90. The strike last trading price was 231.7, which was -118.85 lower than the previous day. The implied volatity was 14.04, the open interest changed by 543 which increased total open position to 1440
On 21 Jan NIFTY was trading at 25157.50. The strike last trading price was 344.95, which was 54.55 higher than the previous day. The implied volatity was 15.64, the open interest changed by 176 which increased total open position to 897
On 20 Jan NIFTY was trading at 25232.50. The strike last trading price was 298.2, which was 150.55 higher than the previous day. The implied volatity was 14.41, the open interest changed by 241 which increased total open position to 721
On 19 Jan NIFTY was trading at 25585.50. The strike last trading price was 150.8, which was 42.85 higher than the previous day. The implied volatity was 13.56, the open interest changed by 272 which increased total open position to 480
On 16 Jan NIFTY was trading at 25694.35. The strike last trading price was 107.45, which was -21.05 lower than the previous day. The implied volatity was 12.61, the open interest changed by 37 which increased total open position to 208
On 14 Jan NIFTY was trading at 25665.60. The strike last trading price was 130.75, which was 14.6 higher than the previous day. The implied volatity was 12.92, the open interest changed by 25 which increased total open position to 171
On 13 Jan NIFTY was trading at 25732.30. The strike last trading price was 110.2, which was 7.35 higher than the previous day. The implied volatity was 12.29, the open interest changed by 11 which increased total open position to 146
On 12 Jan NIFTY was trading at 25790.25. The strike last trading price was 102.55, which was -28.15 lower than the previous day. The implied volatity was 12.75, the open interest changed by 64 which increased total open position to 135
On 9 Jan NIFTY was trading at 25683.30. The strike last trading price was 129.1, which was 44.7 higher than the previous day. The implied volatity was 12.32, the open interest changed by 42 which increased total open position to 71
On 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 85.95, which was 39.7 higher than the previous day. The implied volatity was 11.83, the open interest changed by -9 which decreased total open position to 29
On 7 Jan NIFTY was trading at 26140.75. The strike last trading price was 46.5, which was -3.05 lower than the previous day. The implied volatity was 11.76, the open interest changed by 19 which increased total open position to 38
On 6 Jan NIFTY was trading at 26178.70. The strike last trading price was 49.55, which was 0.05 higher than the previous day. The implied volatity was 12.08, the open interest changed by 19 which increased total open position to 19
On 5 Jan NIFTY was trading at 26250.30. The strike last trading price was 49.5, which was -91.95 lower than the previous day. The implied volatity was 12.48, 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 141.45, which was 0 lower than the previous day. The implied volatity was 3.67, 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 141.45, which was 0 lower than the previous day. The implied volatity was 3.09, 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 141.45, 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
On 30 Dec NIFTY was trading at 25938.85. The strike last trading price was 141.45, which was 0 lower than the previous day. The implied volatity was 2.56, 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 141.45, 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 141.45, 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 24 Dec NIFTY was trading at 26142.10. The strike last trading price was 141.45, which was 0 lower than the previous day. The implied volatity was 2.92, the open interest changed by 0 which decreased total open position to 0






























































































































































































































