NIFTY
Nifty
Historical option data for NIFTY
06 Feb 2026 04:11 PM IST
| NIFTY 17-FEB-2026 25600 CE | ||||||||||||||||
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Delta: 0.66
Vega: 16.32
Theta: -10.79
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Feb | 25693.70 | 236 | -15 | 8.37 | 1,17,649 | 8,904 | 14,810 | |||||||||
| 5 Feb | 25642.80 | 245.8 | -106.7 | 9.54 | 33,094 | 4,283 | 5,906 | |||||||||
| 4 Feb | 25776.00 | 345 | -6.85 | 10.94 | 7,323 | 40 | 1,623 | |||||||||
| 3 Feb | 25727.55 | 361.5 | 274.05 | 12.06 | 8,265 | -586 | 1,583 | |||||||||
| 2 Feb | 25088.40 | 88 | 17.4 | 11.77 | 9,628 | 819 | 2,169 | |||||||||
| 1 Feb | 24825.45 | 67.3 | -147.2 | 14.26 | 3,998 | 777 | 1,350 | |||||||||
| 30 Jan | 25320.65 | 211.35 | -49.3 | 12.55 | 1,226 | 93 | 573 | |||||||||
| 29 Jan | 25418.90 | 259 | 23.7 | 12.24 | 1,276 | 56 | 480 | |||||||||
| 28 Jan | 25342.75 | 237.35 | -7.45 | 12.23 | 1,068 | 184 | 424 | |||||||||
| 27 Jan | 25175.40 | 252.3 | 56.45 | 14.47 | 598 | -52 | 240 | |||||||||
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| 23 Jan | 25048.65 | 203 | -89.65 | 13.43 | 492 | 107 | 292 | |||||||||
| 22 Jan | 25289.90 | 295.6 | 68.8 | 12.7 | 653 | 51 | 185 | |||||||||
| 21 Jan | 25157.50 | 230 | -28.05 | 12.32 | 236 | 84 | 134 | |||||||||
| 20 Jan | 25232.50 | 249.6 | -156.85 | 11.85 | 65 | 29 | 50 | |||||||||
| 19 Jan | 25585.50 | 395.4 | -193.55 | 10.82 | 86 | 21 | 21 | |||||||||
| 16 Jan | 25694.35 | 588.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 25665.60 | 588.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25600 expiring on 17FEB2026
Delta for 25600 CE is 0.66
Historical price for 25600 CE is as follows
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 236, which was -15 lower than the previous day. The implied volatity was 8.37, the open interest changed by 8904 which increased total open position to 14810
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 245.8, which was -106.7 lower than the previous day. The implied volatity was 9.54, the open interest changed by 4283 which increased total open position to 5906
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 345, which was -6.85 lower than the previous day. The implied volatity was 10.94, the open interest changed by 40 which increased total open position to 1623
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 361.5, which was 274.05 higher than the previous day. The implied volatity was 12.06, the open interest changed by -586 which decreased total open position to 1583
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 88, which was 17.4 higher than the previous day. The implied volatity was 11.77, the open interest changed by 819 which increased total open position to 2169
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 67.3, which was -147.2 lower than the previous day. The implied volatity was 14.26, the open interest changed by 777 which increased total open position to 1350
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 211.35, which was -49.3 lower than the previous day. The implied volatity was 12.55, the open interest changed by 93 which increased total open position to 573
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 259, which was 23.7 higher than the previous day. The implied volatity was 12.24, the open interest changed by 56 which increased total open position to 480
On 28 Jan NIFTY was trading at 25342.75. The strike last trading price was 237.35, which was -7.45 lower than the previous day. The implied volatity was 12.23, the open interest changed by 184 which increased total open position to 424
On 27 Jan NIFTY was trading at 25175.40. The strike last trading price was 252.3, which was 56.45 higher than the previous day. The implied volatity was 14.47, the open interest changed by -52 which decreased total open position to 240
On 23 Jan NIFTY was trading at 25048.65. The strike last trading price was 203, which was -89.65 lower than the previous day. The implied volatity was 13.43, the open interest changed by 107 which increased total open position to 292
On 22 Jan NIFTY was trading at 25289.90. The strike last trading price was 295.6, which was 68.8 higher than the previous day. The implied volatity was 12.7, the open interest changed by 51 which increased total open position to 185
On 21 Jan NIFTY was trading at 25157.50. The strike last trading price was 230, which was -28.05 lower than the previous day. The implied volatity was 12.32, the open interest changed by 84 which increased total open position to 134
On 20 Jan NIFTY was trading at 25232.50. The strike last trading price was 249.6, which was -156.85 lower than the previous day. The implied volatity was 11.85, the open interest changed by 29 which increased total open position to 50
On 19 Jan NIFTY was trading at 25585.50. The strike last trading price was 395.4, which was -193.55 lower than the previous day. The implied volatity was 10.82, the open interest changed by 21 which increased total open position to 21
On 16 Jan NIFTY was trading at 25694.35. The strike last trading price was 588.95, 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 14 Jan NIFTY was trading at 25665.60. The strike last trading price was 588.95, 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 17FEB2026 25600 PE | |||||||
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Delta: -0.38
Vega: 16.99
Theta: -6.29
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Feb | 25693.70 | 140 | -21.6 | 11.67 | 1,15,973 | 10,982 | 16,906 |
| 5 Feb | 25642.80 | 164.8 | 25.25 | 11.98 | 42,342 | 1,405 | 5,924 |
| 4 Feb | 25776.00 | 146.65 | -25 | 12.66 | 18,939 | 2,327 | 4,519 |
| 3 Feb | 25727.55 | 170 | -400.4 | 13.11 | 8,836 | 1,866 | 2,192 |
| 2 Feb | 25088.40 | 568.05 | -275.75 | 15.57 | 224 | 27 | 326 |
| 1 Feb | 24825.45 | 900.2 | 486.45 | 21.49 | 960 | -16 | 299 |
| 30 Jan | 25320.65 | 407 | 63.95 | 14.23 | 578 | -34 | 315 |
| 29 Jan | 25418.90 | 343.9 | -55.25 | 13.73 | 413 | 126 | 349 |
| 28 Jan | 25342.75 | 401.5 | -87.95 | 14.43 | 241 | 82 | 223 |
| 27 Jan | 25175.40 | 454.6 | -151.4 | 13.83 | 279 | 10 | 141 |
| 23 Jan | 25048.65 | 609.35 | 187.6 | 15.36 | 324 | 10 | 131 |
| 22 Jan | 25289.90 | 406.85 | -119.85 | 13.14 | 349 | 71 | 121 |
| 21 Jan | 25157.50 | 532.4 | 58.55 | 14.53 | 57 | 24 | 50 |
| 20 Jan | 25232.50 | 497.1 | 207.1 | 14.35 | 60 | 20 | 26 |
| 19 Jan | 25585.50 | 290 | 61.1 | 12.72 | 22 | -1 | 6 |
| 16 Jan | 25694.35 | 228.9 | -80.15 | 12.23 | 12 | 7 | 7 |
| 14 Jan | 25665.60 | 309.05 | 0 | 0.99 | 0 | 0 | 0 |
For Nifty - strike price 25600 expiring on 17FEB2026
Delta for 25600 PE is -0.38
Historical price for 25600 PE is as follows
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 140, which was -21.6 lower than the previous day. The implied volatity was 11.67, the open interest changed by 10982 which increased total open position to 16906
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 164.8, which was 25.25 higher than the previous day. The implied volatity was 11.98, the open interest changed by 1405 which increased total open position to 5924
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 146.65, which was -25 lower than the previous day. The implied volatity was 12.66, the open interest changed by 2327 which increased total open position to 4519
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 170, which was -400.4 lower than the previous day. The implied volatity was 13.11, the open interest changed by 1866 which increased total open position to 2192
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 568.05, which was -275.75 lower than the previous day. The implied volatity was 15.57, the open interest changed by 27 which increased total open position to 326
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 900.2, which was 486.45 higher than the previous day. The implied volatity was 21.49, the open interest changed by -16 which decreased total open position to 299
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 407, which was 63.95 higher than the previous day. The implied volatity was 14.23, the open interest changed by -34 which decreased total open position to 315
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 343.9, which was -55.25 lower than the previous day. The implied volatity was 13.73, the open interest changed by 126 which increased total open position to 349
On 28 Jan NIFTY was trading at 25342.75. The strike last trading price was 401.5, which was -87.95 lower than the previous day. The implied volatity was 14.43, the open interest changed by 82 which increased total open position to 223
On 27 Jan NIFTY was trading at 25175.40. The strike last trading price was 454.6, which was -151.4 lower than the previous day. The implied volatity was 13.83, the open interest changed by 10 which increased total open position to 141
On 23 Jan NIFTY was trading at 25048.65. The strike last trading price was 609.35, which was 187.6 higher than the previous day. The implied volatity was 15.36, the open interest changed by 10 which increased total open position to 131
On 22 Jan NIFTY was trading at 25289.90. The strike last trading price was 406.85, which was -119.85 lower than the previous day. The implied volatity was 13.14, the open interest changed by 71 which increased total open position to 121
On 21 Jan NIFTY was trading at 25157.50. The strike last trading price was 532.4, which was 58.55 higher than the previous day. The implied volatity was 14.53, the open interest changed by 24 which increased total open position to 50
On 20 Jan NIFTY was trading at 25232.50. The strike last trading price was 497.1, which was 207.1 higher than the previous day. The implied volatity was 14.35, the open interest changed by 20 which increased total open position to 26
On 19 Jan NIFTY was trading at 25585.50. The strike last trading price was 290, which was 61.1 higher than the previous day. The implied volatity was 12.72, the open interest changed by -1 which decreased total open position to 6
On 16 Jan NIFTY was trading at 25694.35. The strike last trading price was 228.9, which was -80.15 lower than the previous day. The implied volatity was 12.23, the open interest changed by 7 which increased total open position to 7
On 14 Jan NIFTY was trading at 25665.60. The strike last trading price was 309.05, which was 0 lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0
