[--[65.84.65.76]--]

NIFTY

Nifty
25418.9 +76.15 (0.30%)
L: 25159.8 H: 25458.15

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Historical option data for NIFTY

29 Jan 2026 04:11 PM IST
NIFTY 03-FEB-2026 25350 CE
Delta: 0.59
Vega: 11.58
Theta: -22.51
Gamma: 0
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
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
Delta: -0.41
Vega: 11.58
Theta: -15.6
Gamma: 0
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