[--[65.84.65.76]--]

NIFTY

Nifty
25740.45 +12.90 (0.05%)
L: 25563.95 H: 25790.15

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Historical option data for NIFTY

04 Feb 2026 09:38 AM IST
NIFTY 10-FEB-2026 25700 CE
Delta: 0.58
Vega: 13.15
Theta: -16.92
Gamma: 0
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
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
Delta: -0.43
Vega: 13.22
Theta: -12.2
Gamma: 0
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