NIFTY
Nifty
Historical option data for NIFTY
16 Jan 2026 04:11 PM IST
| NIFTY 20-JAN-2026 25750 CE | ||||||||||||||||
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Delta: 0.47
Vega: 10.7
Theta: -14.93
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Jan | 25694.35 | 84 | -10.05 | 8.72 | 52,13,902 | 41,126 | 1,04,736 | |||||||||
| 14 Jan | 25665.60 | 97.65 | -43.35 | 8.82 | 29,51,107 | 35,945 | 63,610 | |||||||||
| 13 Jan | 25732.30 | 133 | -83.9 | 8.75 | 3,17,234 | 19,730 | 27,665 | |||||||||
| 12 Jan | 25790.25 | 215 | 46.75 | 10.12 | 1,23,175 | 3,062 | 7,935 | |||||||||
| 9 Jan | 25683.30 | 182.8 | -105.15 | 9.37 | 26,205 | 4,469 | 4,873 | |||||||||
| 8 Jan | 25876.85 | 276.4 | -205.95 | 8.28 | 882 | 356 | 404 | |||||||||
| 7 Jan | 26140.75 | 479.75 | -49.3 | - | 90 | 31 | 48 | |||||||||
| 6 Jan | 26178.70 | 528.3 | -67.2 | 6.06 | 7 | 0 | 17 | |||||||||
| 5 Jan | 26250.30 | 595.5 | -61.05 | - | 2 | -2 | 17 | |||||||||
| 2 Jan | 26328.55 | 656.55 | 107.35 | - | 6 | -3 | 19 | |||||||||
| 1 Jan | 26146.55 | 549.2 | -23.5 | 7.47 | 1 | -2 | 22 | |||||||||
| 31 Dec | 26129.60 | 572.7 | 142.45 | 8.82 | 32 | -15 | 24 | |||||||||
| 30 Dec | 25938.85 | 427.8 | -3.1 | 7.7 | 115 | 39 | 39 | |||||||||
| 29 Dec | 25942.10 | 430.9 | -158.5 | 8.13 | 1 | 0 | 0 | |||||||||
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| 26 Dec | 26042.30 | 589.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Dec | 26142.10 | 589.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Dec | 26177.15 | 589.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Dec | 26172.40 | 589.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Dec | 25966.40 | 589.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Dec | 25815.55 | 589.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Dec | 25818.55 | 589.4 | - | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25750 expiring on 20JAN2026
Delta for 25750 CE is 0.47
Historical price for 25750 CE is as follows
On 16 Jan NIFTY was trading at 25694.35. The strike last trading price was 84, which was -10.05 lower than the previous day. The implied volatity was 8.72, the open interest changed by 41126 which increased total open position to 104736
On 14 Jan NIFTY was trading at 25665.60. The strike last trading price was 97.65, which was -43.35 lower than the previous day. The implied volatity was 8.82, the open interest changed by 35945 which increased total open position to 63610
On 13 Jan NIFTY was trading at 25732.30. The strike last trading price was 133, which was -83.9 lower than the previous day. The implied volatity was 8.75, the open interest changed by 19730 which increased total open position to 27665
On 12 Jan NIFTY was trading at 25790.25. The strike last trading price was 215, which was 46.75 higher than the previous day. The implied volatity was 10.12, the open interest changed by 3062 which increased total open position to 7935
On 9 Jan NIFTY was trading at 25683.30. The strike last trading price was 182.8, which was -105.15 lower than the previous day. The implied volatity was 9.37, the open interest changed by 4469 which increased total open position to 4873
On 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 276.4, which was -205.95 lower than the previous day. The implied volatity was 8.28, the open interest changed by 356 which increased total open position to 404
On 7 Jan NIFTY was trading at 26140.75. The strike last trading price was 479.75, which was -49.3 lower than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 48
On 6 Jan NIFTY was trading at 26178.70. The strike last trading price was 528.3, which was -67.2 lower than the previous day. The implied volatity was 6.06, the open interest changed by 0 which decreased total open position to 17
On 5 Jan NIFTY was trading at 26250.30. The strike last trading price was 595.5, which was -61.05 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 17
On 2 Jan NIFTY was trading at 26328.55. The strike last trading price was 656.55, which was 107.35 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 19
On 1 Jan NIFTY was trading at 26146.55. The strike last trading price was 549.2, which was -23.5 lower than the previous day. The implied volatity was 7.47, the open interest changed by -2 which decreased total open position to 22
On 31 Dec NIFTY was trading at 26129.60. The strike last trading price was 572.7, which was 142.45 higher than the previous day. The implied volatity was 8.82, the open interest changed by -15 which decreased total open position to 24
On 30 Dec NIFTY was trading at 25938.85. The strike last trading price was 427.8, which was -3.1 lower than the previous day. The implied volatity was 7.7, the open interest changed by 39 which increased total open position to 39
On 29 Dec NIFTY was trading at 25942.10. The strike last trading price was 430.9, which was -158.5 lower than the previous day. The implied volatity was 8.13, 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 589.4, 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 24 Dec NIFTY was trading at 26142.10. The strike last trading price was 589.4, 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 23 Dec NIFTY was trading at 26177.15. The strike last trading price was 589.4, 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 22 Dec NIFTY was trading at 26172.40. The strike last trading price was 589.4, 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 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 589.4, 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 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 589.4, 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 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 589.4, 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 25750 PE | |||||||
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Delta: -0.53
Vega: 10.71
Theta: -9.31
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Jan | 25694.35 | 115 | -44.15 | 9.76 | 59,72,070 | 18,616 | 48,604 |
| 14 Jan | 25665.60 | 158 | 22.8 | 10.49 | 23,86,526 | 5,043 | 29,988 |
| 13 Jan | 25732.30 | 138.1 | 16.85 | 10.31 | 3,37,915 | 15,970 | 24,945 |
| 12 Jan | 25790.25 | 115.9 | -45.1 | 10.85 | 77,497 | 4,860 | 8,975 |
| 9 Jan | 25683.30 | 148.6 | 65.75 | 9.21 | 55,774 | 970 | 4,115 |
| 8 Jan | 25876.85 | 89.1 | 59.75 | 9.23 | 26,612 | 1,015 | 3,145 |
| 7 Jan | 26140.75 | 30.9 | -0.15 | 9.08 | 9,814 | 1,088 | 2,130 |
| 6 Jan | 26178.70 | 30.2 | -5.95 | 9.14 | 2,469 | 220 | 1,042 |
| 5 Jan | 26250.30 | 35.95 | 7.3 | 10.24 | 1,234 | 555 | 822 |
| 2 Jan | 26328.55 | 28.5 | -14.75 | 9.82 | 714 | -47 | 267 |
| 1 Jan | 26146.55 | 42.95 | -10.1 | 8.82 | 383 | 66 | 314 |
| 31 Dec | 26129.60 | 53 | -40.75 | 9.3 | 889 | 103 | 248 |
| 30 Dec | 25938.85 | 88.9 | -12.4 | 9.2 | 281 | 24 | 145 |
| 29 Dec | 25942.10 | 101.9 | -44.3 | 9.47 | 301 | 121 | 121 |
| 26 Dec | 26042.30 | 146.2 | -185.6 | 12.25 | 1 | 0 | 0 |
| 24 Dec | 26142.10 | 331.8 | 0 | - | 0 | 0 | 0 |
| 23 Dec | 26177.15 | 331.8 | 0 | 2.02 | 0 | 0 | 0 |
| 22 Dec | 26172.40 | 331.8 | 0 | 2 | 0 | 0 | 0 |
| 19 Dec | 25966.40 | 331.8 | 0 | 1.43 | 0 | 0 | 0 |
| 18 Dec | 25815.55 | 331.8 | 0 | 0.98 | 0 | 0 | 0 |
| 17 Dec | 25818.55 | 331.8 | - | - | 0 | 0 | 0 |
For Nifty - strike price 25750 expiring on 20JAN2026
Delta for 25750 PE is -0.53
Historical price for 25750 PE is as follows
On 16 Jan NIFTY was trading at 25694.35. The strike last trading price was 115, which was -44.15 lower than the previous day. The implied volatity was 9.76, the open interest changed by 18616 which increased total open position to 48604
On 14 Jan NIFTY was trading at 25665.60. The strike last trading price was 158, which was 22.8 higher than the previous day. The implied volatity was 10.49, the open interest changed by 5043 which increased total open position to 29988
On 13 Jan NIFTY was trading at 25732.30. The strike last trading price was 138.1, which was 16.85 higher than the previous day. The implied volatity was 10.31, the open interest changed by 15970 which increased total open position to 24945
On 12 Jan NIFTY was trading at 25790.25. The strike last trading price was 115.9, which was -45.1 lower than the previous day. The implied volatity was 10.85, the open interest changed by 4860 which increased total open position to 8975
On 9 Jan NIFTY was trading at 25683.30. The strike last trading price was 148.6, which was 65.75 higher than the previous day. The implied volatity was 9.21, the open interest changed by 970 which increased total open position to 4115
On 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 89.1, which was 59.75 higher than the previous day. The implied volatity was 9.23, the open interest changed by 1015 which increased total open position to 3145
On 7 Jan NIFTY was trading at 26140.75. The strike last trading price was 30.9, which was -0.15 lower than the previous day. The implied volatity was 9.08, the open interest changed by 1088 which increased total open position to 2130
On 6 Jan NIFTY was trading at 26178.70. The strike last trading price was 30.2, which was -5.95 lower than the previous day. The implied volatity was 9.14, the open interest changed by 220 which increased total open position to 1042
On 5 Jan NIFTY was trading at 26250.30. The strike last trading price was 35.95, which was 7.3 higher than the previous day. The implied volatity was 10.24, the open interest changed by 555 which increased total open position to 822
On 2 Jan NIFTY was trading at 26328.55. The strike last trading price was 28.5, which was -14.75 lower than the previous day. The implied volatity was 9.82, the open interest changed by -47 which decreased total open position to 267
On 1 Jan NIFTY was trading at 26146.55. The strike last trading price was 42.95, which was -10.1 lower than the previous day. The implied volatity was 8.82, the open interest changed by 66 which increased total open position to 314
On 31 Dec NIFTY was trading at 26129.60. The strike last trading price was 53, which was -40.75 lower than the previous day. The implied volatity was 9.3, the open interest changed by 103 which increased total open position to 248
On 30 Dec NIFTY was trading at 25938.85. The strike last trading price was 88.9, which was -12.4 lower than the previous day. The implied volatity was 9.2, the open interest changed by 24 which increased total open position to 145
On 29 Dec NIFTY was trading at 25942.10. The strike last trading price was 101.9, which was -44.3 lower than the previous day. The implied volatity was 9.47, the open interest changed by 121 which increased total open position to 121
On 26 Dec NIFTY was trading at 26042.30. The strike last trading price was 146.2, which was -185.6 lower than the previous day. The implied volatity was 12.25, 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 331.8, 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 331.8, which was 0 lower than the previous day. The implied volatity was 2.02, 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 331.8, which was 0 lower than the previous day. The implied volatity was 2, 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 331.8, which was 0 lower than the previous day. The implied volatity was 1.43, 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 331.8, which was 0 lower than the previous day. The implied volatity was 0.98, 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 331.8, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































