[--[65.84.65.76]--]

NIFTY

Nifty
25683.3 -193.55 (-0.75%)
L: 25623 H: 25940.6

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Historical option data for NIFTY

09 Jan 2026 04:10 PM IST
NIFTY 13-JAN-2026 25800 CE
Delta: 0.40
Vega: 10.38
Theta: -15.03
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 25683.30 71.25 -96.25 9.45 52,34,548 1,35,864 1,60,406
8 Jan 25876.85 154.75 -217.15 7.80 3,44,349 18,193 24,542
7 Jan 26140.75 371 -49.4 - 40,172 703 6,349
6 Jan 26178.70 418.5 -59.7 - 5,110 369 5,646
5 Jan 26250.30 474.1 -109.15 - 4,543 1,546 5,277
2 Jan 26328.55 606 165.25 - 2,535 562 3,731
1 Jan 26146.55 436.3 -21.1 6.49 2,684 -515 3,169
31 Dec 26129.60 459.7 142.75 8.40 5,697 206 3,684
30 Dec 25938.85 325 -1.75 7.68 5,194 562 3,478
29 Dec 25942.10 327 -84.75 8.02 2,351 273 2,916
26 Dec 26042.30 412.2 -110.3 7.02 3,471 2,461 2,643
24 Dec 26142.10 517.45 -45.1 7.85 86 17 182
23 Dec 26177.15 559.5 -7.85 8.45 67 -21 165
22 Dec 26172.40 586.35 146.85 9.72 194 -52 186
19 Dec 25966.40 439.85 88.8 8.75 305 32 238
18 Dec 25815.55 352.75 -16.45 8.73 429 67 206
17 Dec 25818.55 371.65 -33.25 9.01 399 121 139
16 Dec 25860.10 400.4 -130.45 9.03 26 18 18
15 Dec 26027.30 530.85 63.15 9.33 12 -2 6
12 Dec 26046.95 467.7 68.55 - 0 -1 8
11 Dec 25898.55 467.7 68.55 8.78 9 4 9
10 Dec 25758.00 396 -156.1 9.50 10 5 5


For Nifty - strike price 25800 expiring on 13JAN2026

Delta for 25800 CE is 0.40

Historical price for 25800 CE is as follows

On 9 Jan NIFTY was trading at 25683.30. The strike last trading price was 71.25, which was -96.25 lower than the previous day. The implied volatity was 9.45, the open interest changed by 135864 which increased total open position to 160406


On 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 154.75, which was -217.15 lower than the previous day. The implied volatity was 7.80, the open interest changed by 18193 which increased total open position to 24542


On 7 Jan NIFTY was trading at 26140.75. The strike last trading price was 371, which was -49.4 lower than the previous day. The implied volatity was -, the open interest changed by 703 which increased total open position to 6349


On 6 Jan NIFTY was trading at 26178.70. The strike last trading price was 418.5, which was -59.7 lower than the previous day. The implied volatity was -, the open interest changed by 369 which increased total open position to 5646


On 5 Jan NIFTY was trading at 26250.30. The strike last trading price was 474.1, which was -109.15 lower than the previous day. The implied volatity was -, the open interest changed by 1546 which increased total open position to 5277


On 2 Jan NIFTY was trading at 26328.55. The strike last trading price was 606, which was 165.25 higher than the previous day. The implied volatity was -, the open interest changed by 562 which increased total open position to 3731


On 1 Jan NIFTY was trading at 26146.55. The strike last trading price was 436.3, which was -21.1 lower than the previous day. The implied volatity was 6.49, the open interest changed by -515 which decreased total open position to 3169


On 31 Dec NIFTY was trading at 26129.60. The strike last trading price was 459.7, which was 142.75 higher than the previous day. The implied volatity was 8.40, the open interest changed by 206 which increased total open position to 3684


On 30 Dec NIFTY was trading at 25938.85. The strike last trading price was 325, which was -1.75 lower than the previous day. The implied volatity was 7.68, the open interest changed by 562 which increased total open position to 3478


On 29 Dec NIFTY was trading at 25942.10. The strike last trading price was 327, which was -84.75 lower than the previous day. The implied volatity was 8.02, the open interest changed by 273 which increased total open position to 2916


On 26 Dec NIFTY was trading at 26042.30. The strike last trading price was 412.2, which was -110.3 lower than the previous day. The implied volatity was 7.02, the open interest changed by 2461 which increased total open position to 2643


On 24 Dec NIFTY was trading at 26142.10. The strike last trading price was 517.45, which was -45.1 lower than the previous day. The implied volatity was 7.85, the open interest changed by 17 which increased total open position to 182


On 23 Dec NIFTY was trading at 26177.15. The strike last trading price was 559.5, which was -7.85 lower than the previous day. The implied volatity was 8.45, the open interest changed by -21 which decreased total open position to 165


On 22 Dec NIFTY was trading at 26172.40. The strike last trading price was 586.35, which was 146.85 higher than the previous day. The implied volatity was 9.72, the open interest changed by -52 which decreased total open position to 186


On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 439.85, which was 88.8 higher than the previous day. The implied volatity was 8.75, the open interest changed by 32 which increased total open position to 238


On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 352.75, which was -16.45 lower than the previous day. The implied volatity was 8.73, the open interest changed by 67 which increased total open position to 206


On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 371.65, which was -33.25 lower than the previous day. The implied volatity was 9.01, the open interest changed by 121 which increased total open position to 139


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 400.4, which was -130.45 lower than the previous day. The implied volatity was 9.03, the open interest changed by 18 which increased total open position to 18


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 530.85, which was 63.15 higher than the previous day. The implied volatity was 9.33, the open interest changed by -2 which decreased total open position to 6


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 467.7, which was 68.55 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 8


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 467.7, which was 68.55 higher than the previous day. The implied volatity was 8.78, the open interest changed by 4 which increased total open position to 9


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 396, which was -156.1 lower than the previous day. The implied volatity was 9.50, the open interest changed by 5 which increased total open position to 5


NIFTY 13JAN2026 25800 PE
Delta: -0.62
Vega: 10.23
Theta: -5.81
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 25683.30 124 73.7 8.00 82,13,609 -46,863 62,836
8 Jan 25876.85 57 46.15 8.33 21,33,632 21,147 1,09,699
7 Jan 26140.75 10.9 -2 8.43 9,62,967 31,796 88,552
6 Jan 26178.70 13.2 -6.5 8.79 2,24,273 29,007 56,756
5 Jan 26250.30 19.4 2.95 10.28 1,11,538 1,178 27,749
2 Jan 26328.55 16.55 -11.3 9.74 75,963 2,493 26,571
1 Jan 26146.55 27.95 -8.35 8.36 51,160 10,158 24,078
31 Dec 26129.60 36.05 -38.1 8.86 42,356 5,069 13,920
30 Dec 25938.85 70.15 -11.85 8.53 16,370 2,678 8,851
29 Dec 25942.10 82.7 19.55 8.79 12,666 1,155 6,173
26 Dec 26042.30 64.15 9.25 8.61 8,980 3,433 5,018
24 Dec 26142.10 53.9 -7.35 8.85 2,847 856 1,585
23 Dec 26177.15 61.5 -14 9.56 904 166 729
22 Dec 26172.40 74 -47.05 9.96 840 142 563
19 Dec 25966.40 120 -59.5 9.43 1,344 128 421
18 Dec 25815.55 181 -0.65 9.85 523 124 293
17 Dec 25818.55 179.65 5.7 9.77 318 127 169
16 Dec 25860.10 173 41.1 9.85 113 42 42
15 Dec 26027.30 131 -2.25 10.15 52 14 31
12 Dec 26046.95 133.25 -51.6 10.27 40 11 17
11 Dec 25898.55 184 -181.4 10.41 8 6 6
10 Dec 25758.00 365.4 0 0.58 0 0 0


For Nifty - strike price 25800 expiring on 13JAN2026

Delta for 25800 PE is -0.62

Historical price for 25800 PE is as follows

On 9 Jan NIFTY was trading at 25683.30. The strike last trading price was 124, which was 73.7 higher than the previous day. The implied volatity was 8.00, the open interest changed by -46863 which decreased total open position to 62836


On 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 57, which was 46.15 higher than the previous day. The implied volatity was 8.33, the open interest changed by 21147 which increased total open position to 109699


On 7 Jan NIFTY was trading at 26140.75. The strike last trading price was 10.9, which was -2 lower than the previous day. The implied volatity was 8.43, the open interest changed by 31796 which increased total open position to 88552


On 6 Jan NIFTY was trading at 26178.70. The strike last trading price was 13.2, which was -6.5 lower than the previous day. The implied volatity was 8.79, the open interest changed by 29007 which increased total open position to 56756


On 5 Jan NIFTY was trading at 26250.30. The strike last trading price was 19.4, which was 2.95 higher than the previous day. The implied volatity was 10.28, the open interest changed by 1178 which increased total open position to 27749


On 2 Jan NIFTY was trading at 26328.55. The strike last trading price was 16.55, which was -11.3 lower than the previous day. The implied volatity was 9.74, the open interest changed by 2493 which increased total open position to 26571


On 1 Jan NIFTY was trading at 26146.55. The strike last trading price was 27.95, which was -8.35 lower than the previous day. The implied volatity was 8.36, the open interest changed by 10158 which increased total open position to 24078


On 31 Dec NIFTY was trading at 26129.60. The strike last trading price was 36.05, which was -38.1 lower than the previous day. The implied volatity was 8.86, the open interest changed by 5069 which increased total open position to 13920


On 30 Dec NIFTY was trading at 25938.85. The strike last trading price was 70.15, which was -11.85 lower than the previous day. The implied volatity was 8.53, the open interest changed by 2678 which increased total open position to 8851


On 29 Dec NIFTY was trading at 25942.10. The strike last trading price was 82.7, which was 19.55 higher than the previous day. The implied volatity was 8.79, the open interest changed by 1155 which increased total open position to 6173


On 26 Dec NIFTY was trading at 26042.30. The strike last trading price was 64.15, which was 9.25 higher than the previous day. The implied volatity was 8.61, the open interest changed by 3433 which increased total open position to 5018


On 24 Dec NIFTY was trading at 26142.10. The strike last trading price was 53.9, which was -7.35 lower than the previous day. The implied volatity was 8.85, the open interest changed by 856 which increased total open position to 1585


On 23 Dec NIFTY was trading at 26177.15. The strike last trading price was 61.5, which was -14 lower than the previous day. The implied volatity was 9.56, the open interest changed by 166 which increased total open position to 729


On 22 Dec NIFTY was trading at 26172.40. The strike last trading price was 74, which was -47.05 lower than the previous day. The implied volatity was 9.96, the open interest changed by 142 which increased total open position to 563


On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 120, which was -59.5 lower than the previous day. The implied volatity was 9.43, the open interest changed by 128 which increased total open position to 421


On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 181, which was -0.65 lower than the previous day. The implied volatity was 9.85, the open interest changed by 124 which increased total open position to 293


On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 179.65, which was 5.7 higher than the previous day. The implied volatity was 9.77, the open interest changed by 127 which increased total open position to 169


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 173, which was 41.1 higher than the previous day. The implied volatity was 9.85, the open interest changed by 42 which increased total open position to 42


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 131, which was -2.25 lower than the previous day. The implied volatity was 10.15, the open interest changed by 14 which increased total open position to 31


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 133.25, which was -51.6 lower than the previous day. The implied volatity was 10.27, the open interest changed by 11 which increased total open position to 17


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 184, which was -181.4 lower than the previous day. The implied volatity was 10.41, the open interest changed by 6 which increased total open position to 6


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 365.4, which was 0 lower than the previous day. The implied volatity was 0.58, the open interest changed by 0 which decreased total open position to 0