NIFTY
Nifty
Historical option data for NIFTY
09 Jan 2026 04:10 PM IST
| NIFTY 13-JAN-2026 26000 CE | ||||||||||||||||
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Delta: 0.17
Vega: 6.80
Theta: -9.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 25683.30 | 25 | -35.05 | 10.30 | 55,25,753 | 1,14,567 | 3,31,124 | |||||||||
| 8 Jan | 25876.85 | 52.55 | -146.2 | 7.67 | 31,94,751 | 1,81,991 | 2,16,557 | |||||||||
| 7 Jan | 26140.75 | 199.35 | -47.6 | 5.27 | 8,42,067 | 8,335 | 34,566 | |||||||||
| 6 Jan | 26178.70 | 245 | -58.6 | 6.48 | 1,01,529 | 14,592 | 26,231 | |||||||||
| 5 Jan | 26250.30 | 303.1 | -99.9 | 4.24 | 30,764 | 358 | 11,639 | |||||||||
| 2 Jan | 26328.55 | 425 | 149.15 | 6.87 | 19,065 | -1,745 | 11,281 | |||||||||
| 1 Jan | 26146.55 | 272.95 | -23 | 6.92 | 21,592 | -1,552 | 13,026 | |||||||||
| 31 Dec | 26129.60 | 298.65 | 112.25 | 8.10 | 60,383 | 1,731 | 14,578 | |||||||||
| 30 Dec | 25938.85 | 192.4 | -6.3 | 7.66 | 36,667 | 4,220 | 12,847 | |||||||||
| 29 Dec | 25942.10 | 200.7 | -68.6 | 8.10 | 20,010 | 6,207 | 8,627 | |||||||||
| 26 Dec | 26042.30 | 269 | -96 | 7.28 | 5,081 | 1,309 | 2,420 | |||||||||
| 24 Dec | 26142.10 | 359.75 | -52.95 | 7.75 | 1,434 | 418 | 1,111 | |||||||||
| 23 Dec | 26177.15 | 402.95 | -8.6 | 7.98 | 667 | 171 | 693 | |||||||||
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| 22 Dec | 26172.40 | 410.75 | 106.95 | 8.46 | 706 | -17 | 522 | |||||||||
| 19 Dec | 25966.40 | 308.35 | 70.5 | 8.61 | 837 | 57 | 539 | |||||||||
| 18 Dec | 25815.55 | 236.95 | -20.1 | 8.58 | 991 | 41 | 482 | |||||||||
| 17 Dec | 25818.55 | 261 | -31.25 | 9.07 | 709 | 179 | 441 | |||||||||
| 16 Dec | 25860.10 | 287.15 | -105.3 | 9.15 | 287 | 262 | 262 | |||||||||
| 15 Dec | 26027.30 | 388.35 | -31.35 | 9.03 | 360 | 19 | 168 | |||||||||
| 12 Dec | 26046.95 | 419.65 | 64.95 | 8.59 | 203 | 103 | 149 | |||||||||
| 11 Dec | 25898.55 | 349.6 | -98.6 | 9.06 | 50 | 46 | 46 | |||||||||
| 10 Dec | 25758.00 | 448.2 | 0 | 0.07 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26000 expiring on 13JAN2026
Delta for 26000 CE is 0.17
Historical price for 26000 CE is as follows
On 9 Jan NIFTY was trading at 25683.30. The strike last trading price was 25, which was -35.05 lower than the previous day. The implied volatity was 10.30, the open interest changed by 114567 which increased total open position to 331124
On 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 52.55, which was -146.2 lower than the previous day. The implied volatity was 7.67, the open interest changed by 181991 which increased total open position to 216557
On 7 Jan NIFTY was trading at 26140.75. The strike last trading price was 199.35, which was -47.6 lower than the previous day. The implied volatity was 5.27, the open interest changed by 8335 which increased total open position to 34566
On 6 Jan NIFTY was trading at 26178.70. The strike last trading price was 245, which was -58.6 lower than the previous day. The implied volatity was 6.48, the open interest changed by 14592 which increased total open position to 26231
On 5 Jan NIFTY was trading at 26250.30. The strike last trading price was 303.1, which was -99.9 lower than the previous day. The implied volatity was 4.24, the open interest changed by 358 which increased total open position to 11639
On 2 Jan NIFTY was trading at 26328.55. The strike last trading price was 425, which was 149.15 higher than the previous day. The implied volatity was 6.87, the open interest changed by -1745 which decreased total open position to 11281
On 1 Jan NIFTY was trading at 26146.55. The strike last trading price was 272.95, which was -23 lower than the previous day. The implied volatity was 6.92, the open interest changed by -1552 which decreased total open position to 13026
On 31 Dec NIFTY was trading at 26129.60. The strike last trading price was 298.65, which was 112.25 higher than the previous day. The implied volatity was 8.10, the open interest changed by 1731 which increased total open position to 14578
On 30 Dec NIFTY was trading at 25938.85. The strike last trading price was 192.4, which was -6.3 lower than the previous day. The implied volatity was 7.66, the open interest changed by 4220 which increased total open position to 12847
On 29 Dec NIFTY was trading at 25942.10. The strike last trading price was 200.7, which was -68.6 lower than the previous day. The implied volatity was 8.10, the open interest changed by 6207 which increased total open position to 8627
On 26 Dec NIFTY was trading at 26042.30. The strike last trading price was 269, which was -96 lower than the previous day. The implied volatity was 7.28, the open interest changed by 1309 which increased total open position to 2420
On 24 Dec NIFTY was trading at 26142.10. The strike last trading price was 359.75, which was -52.95 lower than the previous day. The implied volatity was 7.75, the open interest changed by 418 which increased total open position to 1111
On 23 Dec NIFTY was trading at 26177.15. The strike last trading price was 402.95, which was -8.6 lower than the previous day. The implied volatity was 7.98, the open interest changed by 171 which increased total open position to 693
On 22 Dec NIFTY was trading at 26172.40. The strike last trading price was 410.75, which was 106.95 higher than the previous day. The implied volatity was 8.46, the open interest changed by -17 which decreased total open position to 522
On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 308.35, which was 70.5 higher than the previous day. The implied volatity was 8.61, the open interest changed by 57 which increased total open position to 539
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 236.95, which was -20.1 lower than the previous day. The implied volatity was 8.58, the open interest changed by 41 which increased total open position to 482
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 261, which was -31.25 lower than the previous day. The implied volatity was 9.07, the open interest changed by 179 which increased total open position to 441
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 287.15, which was -105.3 lower than the previous day. The implied volatity was 9.15, the open interest changed by 262 which increased total open position to 262
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 388.35, which was -31.35 lower than the previous day. The implied volatity was 9.03, the open interest changed by 19 which increased total open position to 168
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 419.65, which was 64.95 higher than the previous day. The implied volatity was 8.59, the open interest changed by 103 which increased total open position to 149
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 349.6, which was -98.6 lower than the previous day. The implied volatity was 9.06, the open interest changed by 46 which increased total open position to 46
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 448.2, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0
| NIFTY 13JAN2026 26000 PE | |||||||
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Delta: -0.90
Vega: 4.81
Theta: 1.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 25683.30 | 277.65 | 137.5 | 7.78 | 18,42,149 | -20,225 | 55,338 |
| 8 Jan | 25876.85 | 154.5 | 116.55 | 8.19 | 39,93,885 | -32,979 | 75,563 |
| 7 Jan | 26140.75 | 38.4 | -0.85 | 8.00 | 30,90,768 | 31,907 | 1,08,542 |
| 6 Jan | 26178.70 | 39.2 | -5.75 | 8.28 | 4,47,147 | 30,614 | 76,635 |
| 5 Jan | 26250.30 | 44.75 | 11.15 | 9.70 | 2,24,693 | 4,555 | 46,021 |
| 2 Jan | 26328.55 | 32 | -30.15 | 8.86 | 1,17,603 | 12,121 | 41,466 |
| 1 Jan | 26146.55 | 62.65 | -12.15 | 7.92 | 72,395 | 7,977 | 29,345 |
| 31 Dec | 26129.60 | 72.7 | -71.7 | 8.27 | 90,082 | 9,354 | 21,368 |
| 30 Dec | 25938.85 | 138.75 | -14.8 | 8.45 | 42,527 | 3,287 | 12,014 |
| 29 Dec | 25942.10 | 151.35 | 31.9 | 8.54 | 33,361 | 4,890 | 8,727 |
| 26 Dec | 26042.30 | 120 | 22.7 | 8.48 | 9,700 | 856 | 3,837 |
| 24 Dec | 26142.10 | 96.75 | -7.2 | 8.59 | 7,303 | 155 | 2,981 |
| 23 Dec | 26177.15 | 106.45 | -16.15 | 9.41 | 4,004 | 1,433 | 2,826 |
| 22 Dec | 26172.40 | 122.2 | -68.6 | 9.95 | 2,996 | 884 | 1,393 |
| 19 Dec | 25966.40 | 186.35 | -76.25 | 9.23 | 1,284 | 120 | 509 |
| 18 Dec | 25815.55 | 268.15 | 2.35 | 9.80 | 586 | 94 | 389 |
| 17 Dec | 25818.55 | 264 | 6.5 | 9.67 | 402 | 105 | 295 |
| 16 Dec | 25860.10 | 258 | 59.6 | 9.91 | 438 | 190 | 190 |
| 15 Dec | 26027.30 | 198.5 | 5.3 | 10.17 | 381 | 111 | 190 |
| 12 Dec | 26046.95 | 193 | -267.4 | 10.04 | 144 | 79 | 79 |
| 11 Dec | 25898.55 | 460.4 | 0 | 0.45 | 0 | 0 | 0 |
| 10 Dec | 25758.00 | 460.4 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26000 expiring on 13JAN2026
Delta for 26000 PE is -0.90
Historical price for 26000 PE is as follows
On 9 Jan NIFTY was trading at 25683.30. The strike last trading price was 277.65, which was 137.5 higher than the previous day. The implied volatity was 7.78, the open interest changed by -20225 which decreased total open position to 55338
On 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 154.5, which was 116.55 higher than the previous day. The implied volatity was 8.19, the open interest changed by -32979 which decreased total open position to 75563
On 7 Jan NIFTY was trading at 26140.75. The strike last trading price was 38.4, which was -0.85 lower than the previous day. The implied volatity was 8.00, the open interest changed by 31907 which increased total open position to 108542
On 6 Jan NIFTY was trading at 26178.70. The strike last trading price was 39.2, which was -5.75 lower than the previous day. The implied volatity was 8.28, the open interest changed by 30614 which increased total open position to 76635
On 5 Jan NIFTY was trading at 26250.30. The strike last trading price was 44.75, which was 11.15 higher than the previous day. The implied volatity was 9.70, the open interest changed by 4555 which increased total open position to 46021
On 2 Jan NIFTY was trading at 26328.55. The strike last trading price was 32, which was -30.15 lower than the previous day. The implied volatity was 8.86, the open interest changed by 12121 which increased total open position to 41466
On 1 Jan NIFTY was trading at 26146.55. The strike last trading price was 62.65, which was -12.15 lower than the previous day. The implied volatity was 7.92, the open interest changed by 7977 which increased total open position to 29345
On 31 Dec NIFTY was trading at 26129.60. The strike last trading price was 72.7, which was -71.7 lower than the previous day. The implied volatity was 8.27, the open interest changed by 9354 which increased total open position to 21368
On 30 Dec NIFTY was trading at 25938.85. The strike last trading price was 138.75, which was -14.8 lower than the previous day. The implied volatity was 8.45, the open interest changed by 3287 which increased total open position to 12014
On 29 Dec NIFTY was trading at 25942.10. The strike last trading price was 151.35, which was 31.9 higher than the previous day. The implied volatity was 8.54, the open interest changed by 4890 which increased total open position to 8727
On 26 Dec NIFTY was trading at 26042.30. The strike last trading price was 120, which was 22.7 higher than the previous day. The implied volatity was 8.48, the open interest changed by 856 which increased total open position to 3837
On 24 Dec NIFTY was trading at 26142.10. The strike last trading price was 96.75, which was -7.2 lower than the previous day. The implied volatity was 8.59, the open interest changed by 155 which increased total open position to 2981
On 23 Dec NIFTY was trading at 26177.15. The strike last trading price was 106.45, which was -16.15 lower than the previous day. The implied volatity was 9.41, the open interest changed by 1433 which increased total open position to 2826
On 22 Dec NIFTY was trading at 26172.40. The strike last trading price was 122.2, which was -68.6 lower than the previous day. The implied volatity was 9.95, the open interest changed by 884 which increased total open position to 1393
On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 186.35, which was -76.25 lower than the previous day. The implied volatity was 9.23, the open interest changed by 120 which increased total open position to 509
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 268.15, which was 2.35 higher than the previous day. The implied volatity was 9.80, the open interest changed by 94 which increased total open position to 389
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 264, which was 6.5 higher than the previous day. The implied volatity was 9.67, the open interest changed by 105 which increased total open position to 295
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 258, which was 59.6 higher than the previous day. The implied volatity was 9.91, the open interest changed by 190 which increased total open position to 190
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 198.5, which was 5.3 higher than the previous day. The implied volatity was 10.17, the open interest changed by 111 which increased total open position to 190
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 193, which was -267.4 lower than the previous day. The implied volatity was 10.04, the open interest changed by 79 which increased total open position to 79
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 460.4, which was 0 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 460.4, 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































































































































































































































