NIFTY
Nifty
Historical option data for NIFTY
09 Jan 2026 04:10 PM IST
| NIFTY 13-JAN-2026 25800 CE | ||||||||||||||||
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Delta: 0.40
Vega: 10.38
Theta: -15.03
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.62
Vega: 10.23
Theta: -5.81
Gamma: 0.00
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| 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































































































































































































































