NIFTY
Nifty
Historical option data for NIFTY
04 Feb 2026 09:38 AM IST
| NIFTY 10-FEB-2026 25700 CE | ||||||||||||||||
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Delta: 0.58
Vega: 13.15
Theta: -16.92
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Feb | 25736.55 | 207.45 | -11.7 | 12.23 | 3,94,468 | 39,380 | 79,017 | |||||||||
| 3 Feb | 25727.55 | 228.15 | 199.2 | 13.76 | 3,64,341 | 17,535 | 39,637 | |||||||||
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| 2 Feb | 25088.40 | 30.35 | -3.45 | 13.05 | 1,19,310 | 9,545 | 22,102 | |||||||||
| 1 Feb | 24825.45 | 31.4 | -94.85 | 17.04 | 1,26,383 | 3,793 | 12,557 | |||||||||
| 30 Jan | 25320.65 | 124.5 | -32.85 | 14.08 | 30,420 | 4,114 | 8,764 | |||||||||
| 29 Jan | 25418.90 | 156 | 11.9 | 13.15 | 22,503 | 1,177 | 4,650 | |||||||||
| 28 Jan | 25342.75 | 143.05 | -8 | 13.16 | 17,928 | 1,309 | 3,473 | |||||||||
| 27 Jan | 25175.40 | 157 | 31.1 | 15.38 | 6,110 | 529 | 2,164 | |||||||||
| 23 Jan | 25048.65 | 128.2 | -65.15 | 14.26 | 3,625 | 576 | 1,635 | |||||||||
| 22 Jan | 25289.90 | 200.15 | 48.45 | 13.29 | 4,169 | -91 | 1,059 | |||||||||
| 21 Jan | 25157.50 | 149.7 | -26.1 | 12.95 | 3,437 | 208 | 1,150 | |||||||||
| 20 Jan | 25232.50 | 170.15 | -125.15 | 12.61 | 2,038 | 252 | 942 | |||||||||
| 19 Jan | 25585.50 | 284.75 | -104.65 | 11.18 | 1,129 | 113 | 690 | |||||||||
| 16 Jan | 25694.35 | 387.6 | 1.7 | 10.86 | 703 | 138 | 577 | |||||||||
| 14 Jan | 25665.60 | 386.9 | -42.4 | 10.84 | 763 | 329 | 439 | |||||||||
| 13 Jan | 25732.30 | 420 | -64.95 | 10.71 | 259 | 61 | 110 | |||||||||
| 12 Jan | 25790.25 | 483.45 | 44.65 | 10.61 | 275 | 36 | 49 | |||||||||
| 9 Jan | 25683.30 | 438.45 | -384.7 | 10.29 | 27 | 13 | 13 | |||||||||
| 8 Jan | 25876.85 | 823.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25700 expiring on 10FEB2026
Delta for 25700 CE is 0.58
Historical price for 25700 CE is as follows
On 4 Feb NIFTY was trading at 25736.55. The strike last trading price was 207.45, which was -11.7 lower than the previous day. The implied volatity was 12.23, the open interest changed by 39380 which increased total open position to 79017
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 228.15, which was 199.2 higher than the previous day. The implied volatity was 13.76, the open interest changed by 17535 which increased total open position to 39637
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 30.35, which was -3.45 lower than the previous day. The implied volatity was 13.05, the open interest changed by 9545 which increased total open position to 22102
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 31.4, which was -94.85 lower than the previous day. The implied volatity was 17.04, the open interest changed by 3793 which increased total open position to 12557
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 124.5, which was -32.85 lower than the previous day. The implied volatity was 14.08, the open interest changed by 4114 which increased total open position to 8764
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 156, which was 11.9 higher than the previous day. The implied volatity was 13.15, the open interest changed by 1177 which increased total open position to 4650
On 28 Jan NIFTY was trading at 25342.75. The strike last trading price was 143.05, which was -8 lower than the previous day. The implied volatity was 13.16, the open interest changed by 1309 which increased total open position to 3473
On 27 Jan NIFTY was trading at 25175.40. The strike last trading price was 157, which was 31.1 higher than the previous day. The implied volatity was 15.38, the open interest changed by 529 which increased total open position to 2164
On 23 Jan NIFTY was trading at 25048.65. The strike last trading price was 128.2, which was -65.15 lower than the previous day. The implied volatity was 14.26, the open interest changed by 576 which increased total open position to 1635
On 22 Jan NIFTY was trading at 25289.90. The strike last trading price was 200.15, which was 48.45 higher than the previous day. The implied volatity was 13.29, the open interest changed by -91 which decreased total open position to 1059
On 21 Jan NIFTY was trading at 25157.50. The strike last trading price was 149.7, which was -26.1 lower than the previous day. The implied volatity was 12.95, the open interest changed by 208 which increased total open position to 1150
On 20 Jan NIFTY was trading at 25232.50. The strike last trading price was 170.15, which was -125.15 lower than the previous day. The implied volatity was 12.61, the open interest changed by 252 which increased total open position to 942
On 19 Jan NIFTY was trading at 25585.50. The strike last trading price was 284.75, which was -104.65 lower than the previous day. The implied volatity was 11.18, the open interest changed by 113 which increased total open position to 690
On 16 Jan NIFTY was trading at 25694.35. The strike last trading price was 387.6, which was 1.7 higher than the previous day. The implied volatity was 10.86, the open interest changed by 138 which increased total open position to 577
On 14 Jan NIFTY was trading at 25665.60. The strike last trading price was 386.9, which was -42.4 lower than the previous day. The implied volatity was 10.84, the open interest changed by 329 which increased total open position to 439
On 13 Jan NIFTY was trading at 25732.30. The strike last trading price was 420, which was -64.95 lower than the previous day. The implied volatity was 10.71, the open interest changed by 61 which increased total open position to 110
On 12 Jan NIFTY was trading at 25790.25. The strike last trading price was 483.45, which was 44.65 higher than the previous day. The implied volatity was 10.61, the open interest changed by 36 which increased total open position to 49
On 9 Jan NIFTY was trading at 25683.30. The strike last trading price was 438.45, which was -384.7 lower than the previous day. The implied volatity was 10.29, the open interest changed by 13 which increased total open position to 13
On 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 823.15, 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 10FEB2026 25700 PE | |||||||
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Delta: -0.43
Vega: 13.22
Theta: -12.2
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Feb | 25736.55 | 155.85 | -6.15 | 14.43 | 3,95,385 | 86,923 | 1,34,246 |
| 3 Feb | 25727.55 | 157.7 | -475.6 | 13.25 | 3,79,392 | 45,151 | 47,323 |
| 2 Feb | 25088.40 | 634.85 | -285.75 | 17.48 | 2,835 | 382 | 2,172 |
| 1 Feb | 24825.45 | 967.1 | 520.65 | 24.46 | 7,287 | -740 | 1,790 |
| 30 Jan | 25320.65 | 445.45 | 79.9 | 15.09 | 3,366 | -252 | 2,530 |
| 29 Jan | 25418.90 | 368.2 | -69.65 | 13.9 | 3,395 | 1,717 | 2,782 |
| 28 Jan | 25342.75 | 435 | -85.2 | 14.89 | 1,004 | 79 | 1,065 |
| 27 Jan | 25175.40 | 489.4 | -166.1 | 13.52 | 901 | 225 | 986 |
| 23 Jan | 25048.65 | 655 | 191.05 | 15.25 | 569 | 169 | 761 |
| 22 Jan | 25289.90 | 438.8 | -153.5 | 12.9 | 413 | -43 | 592 |
| 21 Jan | 25157.50 | 598.5 | 73.15 | 15.62 | 351 | 9 | 635 |
| 20 Jan | 25232.50 | 523.65 | 204.8 | 13.79 | 541 | 80 | 626 |
| 19 Jan | 25585.50 | 328.4 | 80.7 | 13.36 | 701 | 54 | 546 |
| 16 Jan | 25694.35 | 246.7 | -27.05 | 12.26 | 827 | 105 | 492 |
| 14 Jan | 25665.60 | 276.8 | 27.75 | 12.62 | 680 | 277 | 387 |
| 13 Jan | 25732.30 | 250.2 | 30.35 | 12.26 | 213 | 6 | 110 |
| 12 Jan | 25790.25 | 214.2 | -48 | 12.04 | 288 | 35 | 104 |
| 9 Jan | 25683.30 | 263.5 | 66.65 | 12.12 | 141 | 55 | 69 |
| 8 Jan | 25876.85 | 198 | 1.25 | 11.8 | 29 | 14 | 14 |
For Nifty - strike price 25700 expiring on 10FEB2026
Delta for 25700 PE is -0.43
Historical price for 25700 PE is as follows
On 4 Feb NIFTY was trading at 25736.55. The strike last trading price was 155.85, which was -6.15 lower than the previous day. The implied volatity was 14.43, the open interest changed by 86923 which increased total open position to 134246
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 157.7, which was -475.6 lower than the previous day. The implied volatity was 13.25, the open interest changed by 45151 which increased total open position to 47323
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 634.85, which was -285.75 lower than the previous day. The implied volatity was 17.48, the open interest changed by 382 which increased total open position to 2172
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 967.1, which was 520.65 higher than the previous day. The implied volatity was 24.46, the open interest changed by -740 which decreased total open position to 1790
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 445.45, which was 79.9 higher than the previous day. The implied volatity was 15.09, the open interest changed by -252 which decreased total open position to 2530
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 368.2, which was -69.65 lower than the previous day. The implied volatity was 13.9, the open interest changed by 1717 which increased total open position to 2782
On 28 Jan NIFTY was trading at 25342.75. The strike last trading price was 435, which was -85.2 lower than the previous day. The implied volatity was 14.89, the open interest changed by 79 which increased total open position to 1065
On 27 Jan NIFTY was trading at 25175.40. The strike last trading price was 489.4, which was -166.1 lower than the previous day. The implied volatity was 13.52, the open interest changed by 225 which increased total open position to 986
On 23 Jan NIFTY was trading at 25048.65. The strike last trading price was 655, which was 191.05 higher than the previous day. The implied volatity was 15.25, the open interest changed by 169 which increased total open position to 761
On 22 Jan NIFTY was trading at 25289.90. The strike last trading price was 438.8, which was -153.5 lower than the previous day. The implied volatity was 12.9, the open interest changed by -43 which decreased total open position to 592
On 21 Jan NIFTY was trading at 25157.50. The strike last trading price was 598.5, which was 73.15 higher than the previous day. The implied volatity was 15.62, the open interest changed by 9 which increased total open position to 635
On 20 Jan NIFTY was trading at 25232.50. The strike last trading price was 523.65, which was 204.8 higher than the previous day. The implied volatity was 13.79, the open interest changed by 80 which increased total open position to 626
On 19 Jan NIFTY was trading at 25585.50. The strike last trading price was 328.4, which was 80.7 higher than the previous day. The implied volatity was 13.36, the open interest changed by 54 which increased total open position to 546
On 16 Jan NIFTY was trading at 25694.35. The strike last trading price was 246.7, which was -27.05 lower than the previous day. The implied volatity was 12.26, the open interest changed by 105 which increased total open position to 492
On 14 Jan NIFTY was trading at 25665.60. The strike last trading price was 276.8, which was 27.75 higher than the previous day. The implied volatity was 12.62, the open interest changed by 277 which increased total open position to 387
On 13 Jan NIFTY was trading at 25732.30. The strike last trading price was 250.2, which was 30.35 higher than the previous day. The implied volatity was 12.26, the open interest changed by 6 which increased total open position to 110
On 12 Jan NIFTY was trading at 25790.25. The strike last trading price was 214.2, which was -48 lower than the previous day. The implied volatity was 12.04, the open interest changed by 35 which increased total open position to 104
On 9 Jan NIFTY was trading at 25683.30. The strike last trading price was 263.5, which was 66.65 higher than the previous day. The implied volatity was 12.12, the open interest changed by 55 which increased total open position to 69
On 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 198, which was 1.25 higher than the previous day. The implied volatity was 11.8, the open interest changed by 14 which increased total open position to 14






























































































































































































































