[--[65.84.65.76]--]

NIFTY

Nifty
25752.2 +24.65 (0.10%)
L: 25563.95 H: 25801.8

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Historical option data for NIFTY

04 Feb 2026 11:07 AM IST
NIFTY 10-FEB-2026 25750 CE
Delta: 0.55
Vega: 13.25
Theta: -15.78
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
4 Feb 25755.40 174.15 -20.2 11.12 9,78,059 65,381 83,329
3 Feb 25727.55 198.95 174.75 13.56 1,95,146 12,377 17,948
2 Feb 25088.40 24.95 -4.65 13.08 42,432 1,220 5,571
1 Feb 24825.45 26.85 -86.05 17.04 35,559 2,236 4,351
30 Jan 25320.65 115 -24.75 14.37 10,472 641 2,115
29 Jan 25418.90 138.2 9.6 13.13 7,680 345 1,474
28 Jan 25342.75 125.4 -13.4 13.06 5,530 638 1,129
27 Jan 25175.40 142.1 27.95 15.43 1,419 193 491
23 Jan 25048.65 117 -62.75 14.35 648 63 298
22 Jan 25289.90 182 45.25 13.27 728 -2 235
21 Jan 25157.50 132.5 -27.45 12.81 616 15 237
20 Jan 25232.50 134.15 -140.95 11.66 162 56 222
19 Jan 25585.50 259.8 -95.95 11.11 133 62 166
16 Jan 25694.35 355 -1.9 10.71 181 35 104
14 Jan 25665.60 358.75 -56.25 10.84 101 33 69
13 Jan 25732.30 415 -2 11.51 24 1 36
12 Jan 25790.25 417 -371.4 9.25 43 35 35
9 Jan 25683.30 788.4 0 - 0 0 0
8 Jan 25876.85 788.4 0 - 0 0 0


For Nifty - strike price 25750 expiring on 10FEB2026

Delta for 25750 CE is 0.55

Historical price for 25750 CE is as follows

On 4 Feb NIFTY was trading at 25755.40. The strike last trading price was 174.15, which was -20.2 lower than the previous day. The implied volatity was 11.12, the open interest changed by 65381 which increased total open position to 83329


On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 198.95, which was 174.75 higher than the previous day. The implied volatity was 13.56, the open interest changed by 12377 which increased total open position to 17948


On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 24.95, which was -4.65 lower than the previous day. The implied volatity was 13.08, the open interest changed by 1220 which increased total open position to 5571


On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 26.85, which was -86.05 lower than the previous day. The implied volatity was 17.04, the open interest changed by 2236 which increased total open position to 4351


On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 115, which was -24.75 lower than the previous day. The implied volatity was 14.37, the open interest changed by 641 which increased total open position to 2115


On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 138.2, which was 9.6 higher than the previous day. The implied volatity was 13.13, the open interest changed by 345 which increased total open position to 1474


On 28 Jan NIFTY was trading at 25342.75. The strike last trading price was 125.4, which was -13.4 lower than the previous day. The implied volatity was 13.06, the open interest changed by 638 which increased total open position to 1129


On 27 Jan NIFTY was trading at 25175.40. The strike last trading price was 142.1, which was 27.95 higher than the previous day. The implied volatity was 15.43, the open interest changed by 193 which increased total open position to 491


On 23 Jan NIFTY was trading at 25048.65. The strike last trading price was 117, which was -62.75 lower than the previous day. The implied volatity was 14.35, the open interest changed by 63 which increased total open position to 298


On 22 Jan NIFTY was trading at 25289.90. The strike last trading price was 182, which was 45.25 higher than the previous day. The implied volatity was 13.27, the open interest changed by -2 which decreased total open position to 235


On 21 Jan NIFTY was trading at 25157.50. The strike last trading price was 132.5, which was -27.45 lower than the previous day. The implied volatity was 12.81, the open interest changed by 15 which increased total open position to 237


On 20 Jan NIFTY was trading at 25232.50. The strike last trading price was 134.15, which was -140.95 lower than the previous day. The implied volatity was 11.66, the open interest changed by 56 which increased total open position to 222


On 19 Jan NIFTY was trading at 25585.50. The strike last trading price was 259.8, which was -95.95 lower than the previous day. The implied volatity was 11.11, the open interest changed by 62 which increased total open position to 166


On 16 Jan NIFTY was trading at 25694.35. The strike last trading price was 355, which was -1.9 lower than the previous day. The implied volatity was 10.71, the open interest changed by 35 which increased total open position to 104


On 14 Jan NIFTY was trading at 25665.60. The strike last trading price was 358.75, which was -56.25 lower than the previous day. The implied volatity was 10.84, the open interest changed by 33 which increased total open position to 69


On 13 Jan NIFTY was trading at 25732.30. The strike last trading price was 415, which was -2 lower than the previous day. The implied volatity was 11.51, the open interest changed by 1 which increased total open position to 36


On 12 Jan NIFTY was trading at 25790.25. The strike last trading price was 417, which was -371.4 lower than the previous day. The implied volatity was 9.25, the open interest changed by 35 which increased total open position to 35


On 9 Jan NIFTY was trading at 25683.30. The strike last trading price was 788.4, 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 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 788.4, 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 25750 PE
Delta: -0.45
Vega: 13.28
Theta: -11.17
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
4 Feb 25755.40 155.95 -29.35 13.42 9,07,320 62,957 77,162
3 Feb 25727.55 180.25 -500.25 13.13 1,71,279 13,737 14,205
2 Feb 25088.40 678.45 -277.1 17.77 497 65 468
1 Feb 24825.45 1013.85 520.15 25 988 -118 403
30 Jan 25320.65 485.75 90.9 15.21 522 -74 521
29 Jan 25418.90 398.05 -72.05 13.78 625 245 595
28 Jan 25342.75 466.5 -65.3 14.81 552 273 350
27 Jan 25175.40 528.75 -146.4 13.72 70 17 77
23 Jan 25048.65 675.15 205.1 14.32 64 14 60
22 Jan 25289.90 476.7 -173.3 13.17 45 11 46
21 Jan 25157.50 650 75 16.47 36 -5 35
20 Jan 25232.50 575 250.95 14.61 19 6 40
19 Jan 25585.50 343.4 82.9 12.9 10 3 34
16 Jan 25694.35 260.5 -25.5 11.92 51 1 31
14 Jan 25665.60 285 14.1 12.11 48 23 30
13 Jan 25732.30 269.85 58.85 12.21 41 6 7
12 Jan 25790.25 211 -0.7 - 0 0 1
9 Jan 25683.30 211 -0.7 - 0 1 1
8 Jan 25876.85 211 -0.7 11.65 1 0 0


For Nifty - strike price 25750 expiring on 10FEB2026

Delta for 25750 PE is -0.45

Historical price for 25750 PE is as follows

On 4 Feb NIFTY was trading at 25755.40. The strike last trading price was 155.95, which was -29.35 lower than the previous day. The implied volatity was 13.42, the open interest changed by 62957 which increased total open position to 77162


On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 180.25, which was -500.25 lower than the previous day. The implied volatity was 13.13, the open interest changed by 13737 which increased total open position to 14205


On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 678.45, which was -277.1 lower than the previous day. The implied volatity was 17.77, the open interest changed by 65 which increased total open position to 468


On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 1013.85, which was 520.15 higher than the previous day. The implied volatity was 25, the open interest changed by -118 which decreased total open position to 403


On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 485.75, which was 90.9 higher than the previous day. The implied volatity was 15.21, the open interest changed by -74 which decreased total open position to 521


On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 398.05, which was -72.05 lower than the previous day. The implied volatity was 13.78, the open interest changed by 245 which increased total open position to 595


On 28 Jan NIFTY was trading at 25342.75. The strike last trading price was 466.5, which was -65.3 lower than the previous day. The implied volatity was 14.81, the open interest changed by 273 which increased total open position to 350


On 27 Jan NIFTY was trading at 25175.40. The strike last trading price was 528.75, which was -146.4 lower than the previous day. The implied volatity was 13.72, the open interest changed by 17 which increased total open position to 77


On 23 Jan NIFTY was trading at 25048.65. The strike last trading price was 675.15, which was 205.1 higher than the previous day. The implied volatity was 14.32, the open interest changed by 14 which increased total open position to 60


On 22 Jan NIFTY was trading at 25289.90. The strike last trading price was 476.7, which was -173.3 lower than the previous day. The implied volatity was 13.17, the open interest changed by 11 which increased total open position to 46


On 21 Jan NIFTY was trading at 25157.50. The strike last trading price was 650, which was 75 higher than the previous day. The implied volatity was 16.47, the open interest changed by -5 which decreased total open position to 35


On 20 Jan NIFTY was trading at 25232.50. The strike last trading price was 575, which was 250.95 higher than the previous day. The implied volatity was 14.61, the open interest changed by 6 which increased total open position to 40


On 19 Jan NIFTY was trading at 25585.50. The strike last trading price was 343.4, which was 82.9 higher than the previous day. The implied volatity was 12.9, the open interest changed by 3 which increased total open position to 34


On 16 Jan NIFTY was trading at 25694.35. The strike last trading price was 260.5, which was -25.5 lower than the previous day. The implied volatity was 11.92, the open interest changed by 1 which increased total open position to 31


On 14 Jan NIFTY was trading at 25665.60. The strike last trading price was 285, which was 14.1 higher than the previous day. The implied volatity was 12.11, the open interest changed by 23 which increased total open position to 30


On 13 Jan NIFTY was trading at 25732.30. The strike last trading price was 269.85, which was 58.85 higher than the previous day. The implied volatity was 12.21, the open interest changed by 6 which increased total open position to 7


On 12 Jan NIFTY was trading at 25790.25. The strike last trading price was 211, which was -0.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 9 Jan NIFTY was trading at 25683.30. The strike last trading price was 211, which was -0.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 211, which was -0.7 lower than the previous day. The implied volatity was 11.65, the open interest changed by 0 which decreased total open position to 0