[--[65.84.65.76]--]

NIFTY

Nifty
25665.6 -66.70 (-0.26%)
L: 25603.95 H: 25791.75

Back to Option Chain


Historical option data for NIFTY

14 Jan 2026 04:11 PM IST
NIFTY 20-JAN-2026 25700 CE
Delta: 0.51
Vega: 13.12
Theta: -13.25
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
14 Jan 25665.60 120.1 -49.1 8.85 39,62,091 47,843 1,00,385
13 Jan 25732.30 159.05 -89.75 8.64 5,67,423 29,958 52,542
12 Jan 25790.25 247.75 52.75 10.2 3,29,341 12,077 22,584
9 Jan 25683.30 211.7 -113.15 9.45 66,375 9,060 10,507
8 Jan 25876.85 310.45 -216.1 8.16 4,006 785 1,447
7 Jan 26140.75 526.75 -45.05 - 707 298 662
6 Jan 26178.70 572.6 -71.55 3.92 121 94 364
5 Jan 26250.30 644.15 -81.8 - 4 0 270
2 Jan 26328.55 726.3 140 - 30 0 270
1 Jan 26146.55 584 -16.65 6.37 295 229 270
31 Dec 26129.60 600.65 143.65 7.67 63 -4 41
30 Dec 25938.85 457 -9.9 7.08 92 45 45
29 Dec 25942.10 466.9 -151.85 8.01 1 0 0
26 Dec 26042.30 618.75 0 - 0 0 0
24 Dec 26142.10 618.75 0 - 0 0 0
23 Dec 26177.15 618.75 0 - 0 0 0
22 Dec 26172.40 618.75 0 - 0 0 0
19 Dec 25966.40 618.75 0 - 0 0 0
18 Dec 25815.55 618.75 0 - 0 0 0
17 Dec 25818.55 618.75 - - 0 0 0


For Nifty - strike price 25700 expiring on 20JAN2026

Delta for 25700 CE is 0.51

Historical price for 25700 CE is as follows

On 14 Jan NIFTY was trading at 25665.60. The strike last trading price was 120.1, which was -49.1 lower than the previous day. The implied volatity was 8.85, the open interest changed by 47843 which increased total open position to 100385


On 13 Jan NIFTY was trading at 25732.30. The strike last trading price was 159.05, which was -89.75 lower than the previous day. The implied volatity was 8.64, the open interest changed by 29958 which increased total open position to 52542


On 12 Jan NIFTY was trading at 25790.25. The strike last trading price was 247.75, which was 52.75 higher than the previous day. The implied volatity was 10.2, the open interest changed by 12077 which increased total open position to 22584


On 9 Jan NIFTY was trading at 25683.30. The strike last trading price was 211.7, which was -113.15 lower than the previous day. The implied volatity was 9.45, the open interest changed by 9060 which increased total open position to 10507


On 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 310.45, which was -216.1 lower than the previous day. The implied volatity was 8.16, the open interest changed by 785 which increased total open position to 1447


On 7 Jan NIFTY was trading at 26140.75. The strike last trading price was 526.75, which was -45.05 lower than the previous day. The implied volatity was -, the open interest changed by 298 which increased total open position to 662


On 6 Jan NIFTY was trading at 26178.70. The strike last trading price was 572.6, which was -71.55 lower than the previous day. The implied volatity was 3.92, the open interest changed by 94 which increased total open position to 364


On 5 Jan NIFTY was trading at 26250.30. The strike last trading price was 644.15, which was -81.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 270


On 2 Jan NIFTY was trading at 26328.55. The strike last trading price was 726.3, which was 140 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 270


On 1 Jan NIFTY was trading at 26146.55. The strike last trading price was 584, which was -16.65 lower than the previous day. The implied volatity was 6.37, the open interest changed by 229 which increased total open position to 270


On 31 Dec NIFTY was trading at 26129.60. The strike last trading price was 600.65, which was 143.65 higher than the previous day. The implied volatity was 7.67, the open interest changed by -4 which decreased total open position to 41


On 30 Dec NIFTY was trading at 25938.85. The strike last trading price was 457, which was -9.9 lower than the previous day. The implied volatity was 7.08, the open interest changed by 45 which increased total open position to 45


On 29 Dec NIFTY was trading at 25942.10. The strike last trading price was 466.9, which was -151.85 lower than the previous day. The implied volatity was 8.01, 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 618.75, 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 618.75, 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 23 Dec NIFTY was trading at 26177.15. The strike last trading price was 618.75, 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 22 Dec NIFTY was trading at 26172.40. The strike last trading price was 618.75, 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 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 618.75, 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 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 618.75, 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 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 618.75, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


NIFTY 20JAN2026 25700 PE
Delta: -0.48
Vega: 13.12
Theta: -7.96
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
14 Jan 25665.60 131.2 17.8 10.42 50,26,342 17,831 69,479
13 Jan 25732.30 115.2 11.15 10.31 7,46,262 19,972 51,648
12 Jan 25790.25 99 -39.45 10.98 2,99,264 14,213 31,676
9 Jan 25683.30 127.05 57.9 9.26 1,48,650 6,930 17,463
8 Jan 25876.85 75.8 51.2 9.33 56,982 1,909 10,533
7 Jan 26140.75 25.2 -0.3 9.15 25,956 2,542 8,624
6 Jan 26178.70 25.3 -4.5 9.26 9,794 2,043 6,082
5 Jan 26250.30 30.6 5.85 10.33 7,196 1,198 4,039
2 Jan 26328.55 24.25 -12.95 9.9 5,147 847 2,841
1 Jan 26146.55 37.8 -8.8 9 2,824 1,115 1,994
31 Dec 26129.60 47.35 -35.35 9.49 2,059 515 879
30 Dec 25938.85 77.45 -9.8 9.24 1,084 252 364
29 Dec 25942.10 88.65 -222.8 9.47 194 112 112
26 Dec 26042.30 311.45 0 1.93 0 0 0
24 Dec 26142.10 311.45 0 2.1 0 0 0
23 Dec 26177.15 311.45 0 2.18 0 0 0
22 Dec 26172.40 311.45 0 2.15 0 0 0
19 Dec 25966.40 311.45 0 - 0 0 0
18 Dec 25815.55 311.45 0 - 0 0 0
17 Dec 25818.55 311.45 - - 0 0 0


For Nifty - strike price 25700 expiring on 20JAN2026

Delta for 25700 PE is -0.48

Historical price for 25700 PE is as follows

On 14 Jan NIFTY was trading at 25665.60. The strike last trading price was 131.2, which was 17.8 higher than the previous day. The implied volatity was 10.42, the open interest changed by 17831 which increased total open position to 69479


On 13 Jan NIFTY was trading at 25732.30. The strike last trading price was 115.2, which was 11.15 higher than the previous day. The implied volatity was 10.31, the open interest changed by 19972 which increased total open position to 51648


On 12 Jan NIFTY was trading at 25790.25. The strike last trading price was 99, which was -39.45 lower than the previous day. The implied volatity was 10.98, the open interest changed by 14213 which increased total open position to 31676


On 9 Jan NIFTY was trading at 25683.30. The strike last trading price was 127.05, which was 57.9 higher than the previous day. The implied volatity was 9.26, the open interest changed by 6930 which increased total open position to 17463


On 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 75.8, which was 51.2 higher than the previous day. The implied volatity was 9.33, the open interest changed by 1909 which increased total open position to 10533


On 7 Jan NIFTY was trading at 26140.75. The strike last trading price was 25.2, which was -0.3 lower than the previous day. The implied volatity was 9.15, the open interest changed by 2542 which increased total open position to 8624


On 6 Jan NIFTY was trading at 26178.70. The strike last trading price was 25.3, which was -4.5 lower than the previous day. The implied volatity was 9.26, the open interest changed by 2043 which increased total open position to 6082


On 5 Jan NIFTY was trading at 26250.30. The strike last trading price was 30.6, which was 5.85 higher than the previous day. The implied volatity was 10.33, the open interest changed by 1198 which increased total open position to 4039


On 2 Jan NIFTY was trading at 26328.55. The strike last trading price was 24.25, which was -12.95 lower than the previous day. The implied volatity was 9.9, the open interest changed by 847 which increased total open position to 2841


On 1 Jan NIFTY was trading at 26146.55. The strike last trading price was 37.8, which was -8.8 lower than the previous day. The implied volatity was 9, the open interest changed by 1115 which increased total open position to 1994


On 31 Dec NIFTY was trading at 26129.60. The strike last trading price was 47.35, which was -35.35 lower than the previous day. The implied volatity was 9.49, the open interest changed by 515 which increased total open position to 879


On 30 Dec NIFTY was trading at 25938.85. The strike last trading price was 77.45, which was -9.8 lower than the previous day. The implied volatity was 9.24, the open interest changed by 252 which increased total open position to 364


On 29 Dec NIFTY was trading at 25942.10. The strike last trading price was 88.65, which was -222.8 lower than the previous day. The implied volatity was 9.47, the open interest changed by 112 which increased total open position to 112


On 26 Dec NIFTY was trading at 26042.30. The strike last trading price was 311.45, which was 0 lower than the previous day. The implied volatity was 1.93, 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 311.45, which was 0 lower than the previous day. The implied volatity was 2.1, the open interest changed by 0 which decreased total open position to 0


On 23 Dec NIFTY was trading at 26177.15. The strike last trading price was 311.45, which was 0 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0


On 22 Dec NIFTY was trading at 26172.40. The strike last trading price was 311.45, which was 0 lower than the previous day. The implied volatity was 2.15, the open interest changed by 0 which decreased total open position to 0


On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 311.45, 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 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 311.45, 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 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 311.45, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0