[--[65.84.65.76]--]

NIFTY

Nifty
25694.35 +28.75 (0.11%)
L: 25662.4 H: 25873.5

Back to Option Chain


Historical option data for NIFTY

16 Jan 2026 04:11 PM IST
NIFTY 20-JAN-2026 25750 CE
Delta: 0.47
Vega: 10.7
Theta: -14.93
Gamma: 0
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
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
Delta: -0.53
Vega: 10.71
Theta: -9.31
Gamma: 0
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