NIFTY
Nifty
Historical option data for NIFTY
14 Jan 2026 04:11 PM IST
| NIFTY 20-JAN-2026 25700 CE | ||||||||||||||||
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Delta: 0.51
Vega: 13.12
Theta: -13.25
Gamma: 0
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.48
Vega: 13.12
Theta: -7.96
Gamma: 0
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| 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































































































































































































































