NIFTY
Nifty
Historical option data for NIFTY
20 Feb 2026 04:11 PM IST
| NIFTY 24-FEB-2026 25600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.49
Vega: 10.67
Theta: -17.18
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 25571.25 | 106.9 | 27 | 10.31 | 80,48,695 | -49,353 | 1,26,018 | |||||||||
| 19 Feb | 25454.35 | 69.15 | -218.7 | 11.03 | 21,03,719 | 1,41,979 | 1,77,031 | |||||||||
| 18 Feb | 25819.35 | 283.3 | 41.7 | 9.36 | 9,78,538 | -5,365 | 35,276 | |||||||||
| 17 Feb | 25725.40 | 236.75 | -11.25 | 9.29 | 4,67,460 | -46,980 | 41,533 | |||||||||
| 16 Feb | 25682.75 | 253.4 | 92.65 | 11.64 | 2,76,479 | -12,137 | 34,621 | |||||||||
| 13 Feb | 25471.10 | 150.95 | -196.65 | 10.26 | 2,06,059 | 35,504 | 47,065 | |||||||||
| 12 Feb | 25807.20 | 340.95 | -117.45 | 8.81 | 10,089 | 3,462 | 11,569 | |||||||||
| 11 Feb | 25953.85 | 460 | 4.3 | 8.03 | 6,050 | 185 | 11,325 | |||||||||
| 10 Feb | 25935.15 | 446 | 28.25 | 7.96 | 7,768 | 3,692 | 11,141 | |||||||||
| 9 Feb | 25867.30 | 413.95 | 104.75 | 8.22 | 16,764 | -71,621 | 12,056 | |||||||||
| 6 Feb | 25693.70 | 308.45 | -15.9 | 8.48 | 74,971 | -42,302 | 16,476 | |||||||||
| 5 Feb | 25642.80 | 312.25 | -103.2 | 9.22 | 29,682 | 11,551 | 13,142 | |||||||||
| 4 Feb | 25776.00 | 405 | -7.2 | 10.08 | 18,409 | -6,637 | 11,541 | |||||||||
| 3 Feb | 25727.55 | 415 | 283.4 | 10.82 | 36,862 | -2,310 | 13,838 | |||||||||
| 2 Feb | 25088.40 | 130.5 | 26.25 | 11.15 | 37,210 | 6,170 | 17,856 | |||||||||
| 1 Feb | 24825.45 | 93 | -165.1 | 12.89 | 66,355 | 17,494 | 18,054 | |||||||||
| 30 Jan | 25320.65 | 257.35 | -56.6 | 11.62 | 36,220 | 16,637 | 17,104 | |||||||||
| 29 Jan | 25418.90 | 313 | 29.55 | 11.6 | 25,456 | 14,011 | 14,430 | |||||||||
| 28 Jan | 25342.75 | 281.25 | -3.7 | 11.33 | 18,187 | 9,833 | 11,869 | |||||||||
| 27 Jan | 25175.40 | 295 | 66.9 | 13.33 | 19,599 | 10,907 | 11,194 | |||||||||
| 23 Jan | 25048.65 | 235.85 | -87 | 12.67 | 10,927 | 10,380 | 10,566 | |||||||||
| 22 Jan | 25289.90 | 337 | 70.75 | 11.9 | 12,429 | 9,044 | 9,161 | |||||||||
| 21 Jan | 25157.50 | 268.75 | -28.95 | 11.63 | 20,459 | 8,334 | 8,389 | |||||||||
| 20 Jan | 25232.50 | 290.75 | -165.15 | 11.27 | 10,726 | 4,684 | 5,108 | |||||||||
|
|
||||||||||||||||
| 19 Jan | 25585.50 | 430.15 | -119.8 | 9.88 | 5,230 | 892 | 2,605 | |||||||||
| 16 Jan | 25694.35 | 548.85 | 12.2 | 9.88 | 3,271 | 419 | 1,705 | |||||||||
| 14 Jan | 25665.60 | 543 | -37.6 | 9.86 | 1,973 | 185 | 1,468 | |||||||||
| 13 Jan | 25732.30 | 570.85 | -75.1 | 9.42 | 1,088 | 694 | 1,305 | |||||||||
| 12 Jan | 25790.25 | 644.9 | 51.05 | 9.5 | 3,348 | 1,269 | 1,269 | |||||||||
| 9 Jan | 25683.30 | 606 | -127.2 | 9.8 | 1,540 | 482 | 730 | |||||||||
| 8 Jan | 25876.85 | 723.8 | -185.25 | 9.48 | 192 | 136 | 136 | |||||||||
| 7 Jan | 26140.75 | 905.75 | -43.9 | 7.05 | 17 | -1 | 58 | |||||||||
| 6 Jan | 26178.70 | 955.95 | -39.05 | 7.94 | 20 | 4 | 59 | |||||||||
| 5 Jan | 26250.30 | 995 | -92.6 | 4.86 | 20 | 55 | 55 | |||||||||
| 2 Jan | 26328.55 | 1087.55 | 127.55 | - | 129 | 56 | 56 | |||||||||
| 1 Jan | 26146.55 | 960 | 0 | 7.78 | 40 | 154 | 154 | |||||||||
| 31 Dec | 26129.60 | 960 | 128.65 | 7.57 | 38 | -12 | 161 | |||||||||
| 30 Dec | 25938.85 | 834.05 | 1.05 | 8.03 | 212 | 51 | 173 | |||||||||
| 29 Dec | 25942.10 | 833 | -71.35 | 8.26 | 10 | 4 | 123 | |||||||||
| 26 Dec | 26042.30 | 904.35 | -119 | 6.93 | 11 | 118 | 118 | |||||||||
| 24 Dec | 26142.10 | 1023.35 | -73.65 | 7.91 | 5 | -3 | 119 | |||||||||
| 23 Dec | 26177.15 | 1097 | 54 | 9.77 | 19 | -2 | 120 | |||||||||
| 22 Dec | 26172.40 | 1043 | 123.1 | 7.22 | 23 | 4 | 122 | |||||||||
| 19 Dec | 25966.40 | 923.15 | 61.15 | 8.53 | 13 | -2 | 121 | |||||||||
| 18 Dec | 25815.55 | 862 | 31 | 9.85 | 4 | -1 | 123 | |||||||||
| 17 Dec | 25818.55 | 831 | -71 | 8.65 | 3 | 0 | 124 | |||||||||
| 16 Dec | 25860.10 | 902 | -78 | 9.82 | 17 | -8 | 123 | |||||||||
| 15 Dec | 26027.30 | 980 | -40 | 7.89 | 8 | -1 | 130 | |||||||||
| 12 Dec | 26046.95 | 1020 | 80.9 | 7.7 | 2 | 0 | 131 | |||||||||
| 11 Dec | 25898.55 | 939.1 | 91 | 8.86 | 61 | 49 | 131 | |||||||||
| 10 Dec | 25758.00 | 848.1 | -390.6 | 9.38 | 85 | 74 | 75 | |||||||||
| 9 Dec | 25839.65 | 1238.7 | 122.8 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 25960.55 | 1238.7 | 122.8 | - | 0 | 0 | 1 | |||||||||
| 5 Dec | 26186.45 | 1238.7 | 122.8 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 26033.75 | 1238.7 | 122.8 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 25986.00 | 1238.7 | 122.8 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 26032.20 | 1238.7 | 122.8 | - | 0 | 1 | 0 | |||||||||
| 1 Dec | 26175.75 | 1238.7 | 122.8 | 8.32 | 1 | 0 | 0 | |||||||||
| 28 Nov | 26202.95 | 1115.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 1115.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25600 expiring on 24FEB2026
Delta for 25600 CE is 0.49
Historical price for 25600 CE is as follows
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 106.9, which was 27 higher than the previous day. The implied volatity was 10.31, the open interest changed by -49353 which decreased total open position to 126018
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 69.15, which was -218.7 lower than the previous day. The implied volatity was 11.03, the open interest changed by 141979 which increased total open position to 177031
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 283.3, which was 41.7 higher than the previous day. The implied volatity was 9.36, the open interest changed by -5365 which decreased total open position to 35276
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 236.75, which was -11.25 lower than the previous day. The implied volatity was 9.29, the open interest changed by -46980 which decreased total open position to 41533
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 253.4, which was 92.65 higher than the previous day. The implied volatity was 11.64, the open interest changed by -12137 which decreased total open position to 34621
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 150.95, which was -196.65 lower than the previous day. The implied volatity was 10.26, the open interest changed by 35504 which increased total open position to 47065
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 340.95, which was -117.45 lower than the previous day. The implied volatity was 8.81, the open interest changed by 3462 which increased total open position to 11569
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 460, which was 4.3 higher than the previous day. The implied volatity was 8.03, the open interest changed by 185 which increased total open position to 11325
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 446, which was 28.25 higher than the previous day. The implied volatity was 7.96, the open interest changed by 3692 which increased total open position to 11141
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 413.95, which was 104.75 higher than the previous day. The implied volatity was 8.22, the open interest changed by -71621 which decreased total open position to 12056
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 308.45, which was -15.9 lower than the previous day. The implied volatity was 8.48, the open interest changed by -42302 which decreased total open position to 16476
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 312.25, which was -103.2 lower than the previous day. The implied volatity was 9.22, the open interest changed by 11551 which increased total open position to 13142
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 405, which was -7.2 lower than the previous day. The implied volatity was 10.08, the open interest changed by -6637 which decreased total open position to 11541
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 415, which was 283.4 higher than the previous day. The implied volatity was 10.82, the open interest changed by -2310 which decreased total open position to 13838
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 130.5, which was 26.25 higher than the previous day. The implied volatity was 11.15, the open interest changed by 6170 which increased total open position to 17856
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 93, which was -165.1 lower than the previous day. The implied volatity was 12.89, the open interest changed by 17494 which increased total open position to 18054
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 257.35, which was -56.6 lower than the previous day. The implied volatity was 11.62, the open interest changed by 16637 which increased total open position to 17104
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 313, which was 29.55 higher than the previous day. The implied volatity was 11.6, the open interest changed by 14011 which increased total open position to 14430
On 28 Jan NIFTY was trading at 25342.75. The strike last trading price was 281.25, which was -3.7 lower than the previous day. The implied volatity was 11.33, the open interest changed by 9833 which increased total open position to 11869
On 27 Jan NIFTY was trading at 25175.40. The strike last trading price was 295, which was 66.9 higher than the previous day. The implied volatity was 13.33, the open interest changed by 10907 which increased total open position to 11194
On 23 Jan NIFTY was trading at 25048.65. The strike last trading price was 235.85, which was -87 lower than the previous day. The implied volatity was 12.67, the open interest changed by 10380 which increased total open position to 10566
On 22 Jan NIFTY was trading at 25289.90. The strike last trading price was 337, which was 70.75 higher than the previous day. The implied volatity was 11.9, the open interest changed by 9044 which increased total open position to 9161
On 21 Jan NIFTY was trading at 25157.50. The strike last trading price was 268.75, which was -28.95 lower than the previous day. The implied volatity was 11.63, the open interest changed by 8334 which increased total open position to 8389
On 20 Jan NIFTY was trading at 25232.50. The strike last trading price was 290.75, which was -165.15 lower than the previous day. The implied volatity was 11.27, the open interest changed by 4684 which increased total open position to 5108
On 19 Jan NIFTY was trading at 25585.50. The strike last trading price was 430.15, which was -119.8 lower than the previous day. The implied volatity was 9.88, the open interest changed by 892 which increased total open position to 2605
On 16 Jan NIFTY was trading at 25694.35. The strike last trading price was 548.85, which was 12.2 higher than the previous day. The implied volatity was 9.88, the open interest changed by 419 which increased total open position to 1705
On 14 Jan NIFTY was trading at 25665.60. The strike last trading price was 543, which was -37.6 lower than the previous day. The implied volatity was 9.86, the open interest changed by 185 which increased total open position to 1468
On 13 Jan NIFTY was trading at 25732.30. The strike last trading price was 570.85, which was -75.1 lower than the previous day. The implied volatity was 9.42, the open interest changed by 694 which increased total open position to 1305
On 12 Jan NIFTY was trading at 25790.25. The strike last trading price was 644.9, which was 51.05 higher than the previous day. The implied volatity was 9.5, the open interest changed by 1269 which increased total open position to 1269
On 9 Jan NIFTY was trading at 25683.30. The strike last trading price was 606, which was -127.2 lower than the previous day. The implied volatity was 9.8, the open interest changed by 482 which increased total open position to 730
On 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 723.8, which was -185.25 lower than the previous day. The implied volatity was 9.48, the open interest changed by 136 which increased total open position to 136
On 7 Jan NIFTY was trading at 26140.75. The strike last trading price was 905.75, which was -43.9 lower than the previous day. The implied volatity was 7.05, the open interest changed by -1 which decreased total open position to 58
On 6 Jan NIFTY was trading at 26178.70. The strike last trading price was 955.95, which was -39.05 lower than the previous day. The implied volatity was 7.94, the open interest changed by 4 which increased total open position to 59
On 5 Jan NIFTY was trading at 26250.30. The strike last trading price was 995, which was -92.6 lower than the previous day. The implied volatity was 4.86, the open interest changed by 55 which increased total open position to 55
On 2 Jan NIFTY was trading at 26328.55. The strike last trading price was 1087.55, which was 127.55 higher than the previous day. The implied volatity was -, the open interest changed by 56 which increased total open position to 56
On 1 Jan NIFTY was trading at 26146.55. The strike last trading price was 960, which was 0 lower than the previous day. The implied volatity was 7.78, the open interest changed by 154 which increased total open position to 154
On 31 Dec NIFTY was trading at 26129.60. The strike last trading price was 960, which was 128.65 higher than the previous day. The implied volatity was 7.57, the open interest changed by -12 which decreased total open position to 161
On 30 Dec NIFTY was trading at 25938.85. The strike last trading price was 834.05, which was 1.05 higher than the previous day. The implied volatity was 8.03, the open interest changed by 51 which increased total open position to 173
On 29 Dec NIFTY was trading at 25942.10. The strike last trading price was 833, which was -71.35 lower than the previous day. The implied volatity was 8.26, the open interest changed by 4 which increased total open position to 123
On 26 Dec NIFTY was trading at 26042.30. The strike last trading price was 904.35, which was -119 lower than the previous day. The implied volatity was 6.93, the open interest changed by 118 which increased total open position to 118
On 24 Dec NIFTY was trading at 26142.10. The strike last trading price was 1023.35, which was -73.65 lower than the previous day. The implied volatity was 7.91, the open interest changed by -3 which decreased total open position to 119
On 23 Dec NIFTY was trading at 26177.15. The strike last trading price was 1097, which was 54 higher than the previous day. The implied volatity was 9.77, the open interest changed by -2 which decreased total open position to 120
On 22 Dec NIFTY was trading at 26172.40. The strike last trading price was 1043, which was 123.1 higher than the previous day. The implied volatity was 7.22, the open interest changed by 4 which increased total open position to 122
On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 923.15, which was 61.15 higher than the previous day. The implied volatity was 8.53, the open interest changed by -2 which decreased total open position to 121
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 862, which was 31 higher than the previous day. The implied volatity was 9.85, the open interest changed by -1 which decreased total open position to 123
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 831, which was -71 lower than the previous day. The implied volatity was 8.65, the open interest changed by 0 which decreased total open position to 124
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 902, which was -78 lower than the previous day. The implied volatity was 9.82, the open interest changed by -8 which decreased total open position to 123
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 980, which was -40 lower than the previous day. The implied volatity was 7.89, the open interest changed by -1 which decreased total open position to 130
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1020, which was 80.9 higher than the previous day. The implied volatity was 7.7, the open interest changed by 0 which decreased total open position to 131
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 939.1, which was 91 higher than the previous day. The implied volatity was 8.86, the open interest changed by 49 which increased total open position to 131
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 848.1, which was -390.6 lower than the previous day. The implied volatity was 9.38, the open interest changed by 74 which increased total open position to 75
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1238.7, which was 122.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1238.7, which was 122.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1238.7, which was 122.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1238.7, which was 122.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1238.7, which was 122.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1238.7, which was 122.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1238.7, which was 122.8 higher than the previous day. The implied volatity was 8.32, the open interest changed by 0 which decreased total open position to 0
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1115.9, 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 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1115.9, 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 24FEB2026 25600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 10.68
Theta: -11.61
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 25571.25 | 124.8 | -94.9 | 11.38 | 57,82,959 | 49,391 | 1,08,366 |
| 19 Feb | 25454.35 | 258.45 | 201.5 | 14.47 | 30,26,185 | -43,276 | 61,070 |
| 18 Feb | 25819.35 | 57.5 | -41.4 | 11.38 | 22,06,011 | 44,409 | 1,09,323 |
| 17 Feb | 25725.40 | 98.35 | -31.25 | 12.12 | 5,79,680 | 23,985 | 69,969 |
| 16 Feb | 25682.75 | 123.4 | -112.7 | 12.17 | 2,14,510 | -15,189 | 45,825 |
| 13 Feb | 25471.10 | 263.35 | 177.7 | 13.02 | 2,01,702 | -6,542 | 48,400 |
| 12 Feb | 25807.20 | 86.95 | 22.05 | 10.58 | 58,057 | -2,048 | 33,596 |
| 11 Feb | 25953.85 | 65.1 | -7.6 | 11.17 | 47,258 | 46 | 35,839 |
| 10 Feb | 25935.15 | 76 | -30.8 | 11.21 | 36,593 | -97,392 | 32,734 |
| 9 Feb | 25867.30 | 108.5 | -68.05 | 12.07 | 48,631 | -1,24,262 | 30,500 |
| 6 Feb | 25693.70 | 179 | -16.3 | 11.79 | 91,043 | 19,712 | 25,469 |
| 5 Feb | 25642.80 | 198.9 | 30.9 | 11.91 | 51,861 | 19,130 | 23,617 |
| 4 Feb | 25776.00 | 174.05 | -24.05 | 12.22 | 29,394 | 319 | 22,604 |
| 3 Feb | 25727.55 | 195 | -390.75 | 12.57 | 47,531 | 8,800 | 23,100 |
| 2 Feb | 25088.40 | 574.4 | -265.95 | 14.64 | 4,763 | 12,798 | 14,301 |
| 1 Feb | 24825.45 | 894 | 465.55 | 19.32 | 9,824 | 14,255 | 14,583 |
| 30 Jan | 25320.65 | 436.05 | 61.95 | 14.36 | 7,683 | 13,607 | 13,953 |
| 29 Jan | 25418.90 | 375.5 | -47.75 | 13.85 | 13,573 | 14,381 | 14,605 |
| 28 Jan | 25342.75 | 418.4 | -74.2 | 14 | 4,287 | 3,107 | 8,696 |
| 27 Jan | 25175.40 | 471 | -144.2 | 13.58 | 4,702 | -15 | 8,587 |
| 23 Jan | 25048.65 | 628.1 | 188.8 | 15.28 | 3,341 | 203 | 8,600 |
| 22 Jan | 25289.90 | 432.4 | -118.45 | 13.37 | 7,217 | 5,453 | 8,403 |
| 21 Jan | 25157.50 | 533.5 | 55.65 | 13.92 | 9,664 | 3,215 | 7,298 |
| 20 Jan | 25232.50 | 468.25 | 164.15 | 12.8 | 11,971 | 6,207 | 6,811 |
| 19 Jan | 25585.50 | 313 | 65.15 | 12.82 | 8,085 | 6,099 | 6,353 |
| 16 Jan | 25694.35 | 245.15 | -21.1 | 12.17 | 4,668 | 5,127 | 5,261 |
| 14 Jan | 25665.60 | 273.95 | 28.8 | 12.57 | 4,356 | 4,619 | 4,709 |
| 13 Jan | 25732.30 | 250 | 26.2 | 12.28 | 3,425 | 4,240 | 4,783 |
| 12 Jan | 25790.25 | 222 | -38 | 12.21 | 6,154 | 104 | 4,825 |
| 9 Jan | 25683.30 | 252.8 | 51.3 | 11.98 | 5,295 | 486 | 4,721 |
| 8 Jan | 25876.85 | 207.5 | 71.65 | 12.11 | 2,995 | 4,167 | 4,235 |
| 7 Jan | 26140.75 | 138.05 | 5.4 | 12 | 2,231 | 3,993 | 4,037 |
| 6 Jan | 26178.70 | 133.2 | 7.5 | 11.99 | 1,515 | 123 | 3,431 |
| 5 Jan | 26250.30 | 126.25 | 16.05 | 12.18 | 1,882 | 281 | 3,307 |
| 2 Jan | 26328.55 | 107.1 | -24.7 | 11.85 | 2,401 | 3,029 | 3,029 |
| 1 Jan | 26146.55 | 132.3 | -5.6 | 11.41 | 2,005 | 323 | 2,766 |
| 31 Dec | 26129.60 | 136.45 | -39.55 | 11.47 | 2,845 | 377 | 2,444 |
| 30 Dec | 25938.85 | 171.55 | -8.7 | 11.35 | 668 | 2,068 | 2,068 |
| 29 Dec | 25942.10 | 180.5 | 27.25 | 11.44 | 797 | 185 | 2,067 |
| 26 Dec | 26042.30 | 150.55 | 16.15 | 11.08 | 483 | 68 | 1,877 |
| 24 Dec | 26142.10 | 135.6 | 5.1 | 11.14 | 1,006 | 128 | 1,792 |
| 23 Dec | 26177.15 | 132.8 | -13.15 | 11.17 | 1,205 | 331 | 1,618 |
| 22 Dec | 26172.40 | 145.5 | -43.1 | 11.53 | 1,066 | 171 | 1,293 |
| 19 Dec | 25966.40 | 186.3 | -47.05 | 11.3 | 573 | 91 | 1,069 |
| 18 Dec | 25815.55 | 235.6 | 4.95 | 11.58 | 419 | -10 | 988 |
| 17 Dec | 25818.55 | 229.75 | 5.9 | 11.43 | 191 | 12 | 997 |
| 16 Dec | 25860.10 | 226.6 | 36.35 | 11.53 | 261 | 125 | 987 |
| 15 Dec | 26027.30 | 190.4 | 1.4 | 11.65 | 260 | 119 | 862 |
| 12 Dec | 26046.95 | 187.4 | -40.35 | 11.66 | 335 | 51 | 743 |
| 11 Dec | 25898.55 | 227.75 | -46.65 | 11.73 | 254 | 84 | 692 |
| 10 Dec | 25758.00 | 276 | 27.5 | 11.82 | 274 | 7 | 607 |
| 9 Dec | 25839.65 | 249.3 | 17.75 | 11.85 | 753 | 136 | 597 |
| 8 Dec | 25960.55 | 235.6 | 65.05 | 12.12 | 202 | 109 | 465 |
| 5 Dec | 26186.45 | 167 | -46.4 | 11.71 | 255 | 104 | 365 |
| 4 Dec | 26033.75 | 213.4 | -16.45 | 11.96 | 16 | 4 | 261 |
| 3 Dec | 25986.00 | 228.3 | 9.5 | 12.12 | 53 | 8 | 257 |
| 2 Dec | 26032.20 | 212.35 | 16.7 | 12.13 | 122 | 57 | 251 |
| 1 Dec | 26175.75 | 199.85 | 10.35 | 12.53 | 94 | 79 | 193 |
| 28 Nov | 26202.95 | 186.5 | -11.4 | 12.19 | 116 | 107 | 112 |
| 27 Nov | 26215.55 | 197.9 | -247.4 | 12.56 | 5 | 4 | 4 |
For Nifty - strike price 25600 expiring on 24FEB2026
Delta for 25600 PE is -0.51
Historical price for 25600 PE is as follows
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 124.8, which was -94.9 lower than the previous day. The implied volatity was 11.38, the open interest changed by 49391 which increased total open position to 108366
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 258.45, which was 201.5 higher than the previous day. The implied volatity was 14.47, the open interest changed by -43276 which decreased total open position to 61070
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 57.5, which was -41.4 lower than the previous day. The implied volatity was 11.38, the open interest changed by 44409 which increased total open position to 109323
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 98.35, which was -31.25 lower than the previous day. The implied volatity was 12.12, the open interest changed by 23985 which increased total open position to 69969
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 123.4, which was -112.7 lower than the previous day. The implied volatity was 12.17, the open interest changed by -15189 which decreased total open position to 45825
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 263.35, which was 177.7 higher than the previous day. The implied volatity was 13.02, the open interest changed by -6542 which decreased total open position to 48400
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 86.95, which was 22.05 higher than the previous day. The implied volatity was 10.58, the open interest changed by -2048 which decreased total open position to 33596
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 65.1, which was -7.6 lower than the previous day. The implied volatity was 11.17, the open interest changed by 46 which increased total open position to 35839
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 76, which was -30.8 lower than the previous day. The implied volatity was 11.21, the open interest changed by -97392 which decreased total open position to 32734
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 108.5, which was -68.05 lower than the previous day. The implied volatity was 12.07, the open interest changed by -124262 which decreased total open position to 30500
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 179, which was -16.3 lower than the previous day. The implied volatity was 11.79, the open interest changed by 19712 which increased total open position to 25469
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 198.9, which was 30.9 higher than the previous day. The implied volatity was 11.91, the open interest changed by 19130 which increased total open position to 23617
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 174.05, which was -24.05 lower than the previous day. The implied volatity was 12.22, the open interest changed by 319 which increased total open position to 22604
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 195, which was -390.75 lower than the previous day. The implied volatity was 12.57, the open interest changed by 8800 which increased total open position to 23100
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 574.4, which was -265.95 lower than the previous day. The implied volatity was 14.64, the open interest changed by 12798 which increased total open position to 14301
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 894, which was 465.55 higher than the previous day. The implied volatity was 19.32, the open interest changed by 14255 which increased total open position to 14583
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 436.05, which was 61.95 higher than the previous day. The implied volatity was 14.36, the open interest changed by 13607 which increased total open position to 13953
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 375.5, which was -47.75 lower than the previous day. The implied volatity was 13.85, the open interest changed by 14381 which increased total open position to 14605
On 28 Jan NIFTY was trading at 25342.75. The strike last trading price was 418.4, which was -74.2 lower than the previous day. The implied volatity was 14, the open interest changed by 3107 which increased total open position to 8696
On 27 Jan NIFTY was trading at 25175.40. The strike last trading price was 471, which was -144.2 lower than the previous day. The implied volatity was 13.58, the open interest changed by -15 which decreased total open position to 8587
On 23 Jan NIFTY was trading at 25048.65. The strike last trading price was 628.1, which was 188.8 higher than the previous day. The implied volatity was 15.28, the open interest changed by 203 which increased total open position to 8600
On 22 Jan NIFTY was trading at 25289.90. The strike last trading price was 432.4, which was -118.45 lower than the previous day. The implied volatity was 13.37, the open interest changed by 5453 which increased total open position to 8403
On 21 Jan NIFTY was trading at 25157.50. The strike last trading price was 533.5, which was 55.65 higher than the previous day. The implied volatity was 13.92, the open interest changed by 3215 which increased total open position to 7298
On 20 Jan NIFTY was trading at 25232.50. The strike last trading price was 468.25, which was 164.15 higher than the previous day. The implied volatity was 12.8, the open interest changed by 6207 which increased total open position to 6811
On 19 Jan NIFTY was trading at 25585.50. The strike last trading price was 313, which was 65.15 higher than the previous day. The implied volatity was 12.82, the open interest changed by 6099 which increased total open position to 6353
On 16 Jan NIFTY was trading at 25694.35. The strike last trading price was 245.15, which was -21.1 lower than the previous day. The implied volatity was 12.17, the open interest changed by 5127 which increased total open position to 5261
On 14 Jan NIFTY was trading at 25665.60. The strike last trading price was 273.95, which was 28.8 higher than the previous day. The implied volatity was 12.57, the open interest changed by 4619 which increased total open position to 4709
On 13 Jan NIFTY was trading at 25732.30. The strike last trading price was 250, which was 26.2 higher than the previous day. The implied volatity was 12.28, the open interest changed by 4240 which increased total open position to 4783
On 12 Jan NIFTY was trading at 25790.25. The strike last trading price was 222, which was -38 lower than the previous day. The implied volatity was 12.21, the open interest changed by 104 which increased total open position to 4825
On 9 Jan NIFTY was trading at 25683.30. The strike last trading price was 252.8, which was 51.3 higher than the previous day. The implied volatity was 11.98, the open interest changed by 486 which increased total open position to 4721
On 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 207.5, which was 71.65 higher than the previous day. The implied volatity was 12.11, the open interest changed by 4167 which increased total open position to 4235
On 7 Jan NIFTY was trading at 26140.75. The strike last trading price was 138.05, which was 5.4 higher than the previous day. The implied volatity was 12, the open interest changed by 3993 which increased total open position to 4037
On 6 Jan NIFTY was trading at 26178.70. The strike last trading price was 133.2, which was 7.5 higher than the previous day. The implied volatity was 11.99, the open interest changed by 123 which increased total open position to 3431
On 5 Jan NIFTY was trading at 26250.30. The strike last trading price was 126.25, which was 16.05 higher than the previous day. The implied volatity was 12.18, the open interest changed by 281 which increased total open position to 3307
On 2 Jan NIFTY was trading at 26328.55. The strike last trading price was 107.1, which was -24.7 lower than the previous day. The implied volatity was 11.85, the open interest changed by 3029 which increased total open position to 3029
On 1 Jan NIFTY was trading at 26146.55. The strike last trading price was 132.3, which was -5.6 lower than the previous day. The implied volatity was 11.41, the open interest changed by 323 which increased total open position to 2766
On 31 Dec NIFTY was trading at 26129.60. The strike last trading price was 136.45, which was -39.55 lower than the previous day. The implied volatity was 11.47, the open interest changed by 377 which increased total open position to 2444
On 30 Dec NIFTY was trading at 25938.85. The strike last trading price was 171.55, which was -8.7 lower than the previous day. The implied volatity was 11.35, the open interest changed by 2068 which increased total open position to 2068
On 29 Dec NIFTY was trading at 25942.10. The strike last trading price was 180.5, which was 27.25 higher than the previous day. The implied volatity was 11.44, the open interest changed by 185 which increased total open position to 2067
On 26 Dec NIFTY was trading at 26042.30. The strike last trading price was 150.55, which was 16.15 higher than the previous day. The implied volatity was 11.08, the open interest changed by 68 which increased total open position to 1877
On 24 Dec NIFTY was trading at 26142.10. The strike last trading price was 135.6, which was 5.1 higher than the previous day. The implied volatity was 11.14, the open interest changed by 128 which increased total open position to 1792
On 23 Dec NIFTY was trading at 26177.15. The strike last trading price was 132.8, which was -13.15 lower than the previous day. The implied volatity was 11.17, the open interest changed by 331 which increased total open position to 1618
On 22 Dec NIFTY was trading at 26172.40. The strike last trading price was 145.5, which was -43.1 lower than the previous day. The implied volatity was 11.53, the open interest changed by 171 which increased total open position to 1293
On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 186.3, which was -47.05 lower than the previous day. The implied volatity was 11.3, the open interest changed by 91 which increased total open position to 1069
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 235.6, which was 4.95 higher than the previous day. The implied volatity was 11.58, the open interest changed by -10 which decreased total open position to 988
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 229.75, which was 5.9 higher than the previous day. The implied volatity was 11.43, the open interest changed by 12 which increased total open position to 997
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 226.6, which was 36.35 higher than the previous day. The implied volatity was 11.53, the open interest changed by 125 which increased total open position to 987
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 190.4, which was 1.4 higher than the previous day. The implied volatity was 11.65, the open interest changed by 119 which increased total open position to 862
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 187.4, which was -40.35 lower than the previous day. The implied volatity was 11.66, the open interest changed by 51 which increased total open position to 743
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 227.75, which was -46.65 lower than the previous day. The implied volatity was 11.73, the open interest changed by 84 which increased total open position to 692
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 276, which was 27.5 higher than the previous day. The implied volatity was 11.82, the open interest changed by 7 which increased total open position to 607
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 249.3, which was 17.75 higher than the previous day. The implied volatity was 11.85, the open interest changed by 136 which increased total open position to 597
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 235.6, which was 65.05 higher than the previous day. The implied volatity was 12.12, the open interest changed by 109 which increased total open position to 465
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 167, which was -46.4 lower than the previous day. The implied volatity was 11.71, the open interest changed by 104 which increased total open position to 365
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 213.4, which was -16.45 lower than the previous day. The implied volatity was 11.96, the open interest changed by 4 which increased total open position to 261
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 228.3, which was 9.5 higher than the previous day. The implied volatity was 12.12, the open interest changed by 8 which increased total open position to 257
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 212.35, which was 16.7 higher than the previous day. The implied volatity was 12.13, the open interest changed by 57 which increased total open position to 251
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 199.85, which was 10.35 higher than the previous day. The implied volatity was 12.53, the open interest changed by 79 which increased total open position to 193
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 186.5, which was -11.4 lower than the previous day. The implied volatity was 12.19, the open interest changed by 107 which increased total open position to 112
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 197.9, which was -247.4 lower than the previous day. The implied volatity was 12.56, the open interest changed by 4 which increased total open position to 4
