NIFTY
Nifty
Historical option data for NIFTY
04 Feb 2026 11:07 AM IST
| NIFTY 10-FEB-2026 25750 CE | ||||||||||||||||
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Delta: 0.55
Vega: 13.25
Theta: -15.78
Gamma: 0
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.45
Vega: 13.28
Theta: -11.17
Gamma: 0
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| 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






























































































































































































































