[--[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 26000 CE
Delta: 0.17
Vega: 6.80
Theta: -9.94
Gamma: 0.00
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
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
Delta: -0.90
Vega: 4.81
Theta: 1.72
Gamma: 0.00
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