[--[65.84.65.76]--]

NIFTY

Nifty
26142.1 -35.05 (-0.13%)
L: 26123 H: 26236.4

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Historical option data for NIFTY

24 Dec 2025 04:10 PM IST
NIFTY 27-JAN-2026 26000 CE
Delta: 0.72
Vega: 26.82
Theta: -8.32
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 26142.10 495 -37.65 8.35 15,433 1,797 32,616
23 Dec 26177.15 527 -10 8.46 18,257 24,936 30,821
22 Dec 26172.40 537 118.3 8.64 23,200 27,097 32,536
19 Dec 25966.40 424 78.85 8.61 25,882 26,666 27,145
18 Dec 25815.55 346 -17.2 8.60 25,759 22,919 23,377
17 Dec 25818.55 366.65 -37.3 8.92 16,381 20,872 21,135
16 Dec 25860.10 400.75 -106.65 9.19 11,611 1,866 18,445
15 Dec 26027.30 502 -36.65 8.94 10,428 14,599 16,827
12 Dec 26046.95 541.5 72.05 8.86 10,689 2,377 16,358
11 Dec 25898.55 470 66.4 9.34 12,440 667 14,010
10 Dec 25758.00 401.5 -58.15 9.66 10,396 1,352 13,336
9 Dec 25839.65 458.7 -73.45 9.49 12,112 11,702 11,994
8 Dec 25960.55 520 -172.3 9.39 7,011 1,103 10,594
5 Dec 26186.45 693 82 8.80 7,283 1,351 9,491
4 Dec 26033.75 611.35 20.6 9.57 4,237 8,028 8,139
3 Dec 25986.00 591.55 -63.95 9.39 5,381 896 7,700
2 Dec 26032.20 663 -72.05 9.80 2,995 372 6,798
1 Dec 26175.75 735.25 -40.25 9.06 3,377 -119 6,484
28 Nov 26202.95 780 -6.25 9.24 3,553 290 6,631
27 Nov 26215.55 785 -1.25 8.83 5,268 973 6,570
26 Nov 26205.30 795 196.7 9.26 5,644 1,451 5,615
25 Nov 25884.80 585.9 -104.95 - 3,008 329 4,249
24 Nov 25959.50 675.2 -79.9 10.41 2,488 326 3,896
21 Nov 26068.15 750 -78 9.77 2,706 234 3,655
20 Nov 26192.15 836 106 9.33 3,606 852 3,817
19 Nov 26052.65 737 67 9.24 3,269 661 3,580
18 Nov 25910.05 662.3 -60.95 9.82 1,858 425 2,940
17 Nov 26013.45 727.95 46.55 9.29 1,351 -126 2,514
14 Nov 25910.05 689.1 8.9 9.45 3,047 317 2,657
13 Nov 25879.15 682.4 -11.7 9.59 2,238 220 2,341
12 Nov 25875.80 697.45 92.75 9.96 4,217 -1,472 2,110
11 Nov 25694.95 615.8 76.3 10.27 1,756 104 3,631
10 Nov 25574.35 546.8 41.9 10.24 1,124 120 3,529
7 Nov 25492.30 514.95 -6.45 9.89 2,004 324 3,506
6 Nov 25509.70 516.1 -58 9.68 2,237 -87 3,184
4 Nov 25597.65 572.9 -121.2 9.79 4,054 2,510 3,283
3 Nov 25763.35 695.9 6.3 9.87 781 -179 775
31 Oct 25722.10 697.95 -72.6 - 1,175 476 954
30 Oct 25877.85 770 -136.75 9.24 704 298 480


For Nifty - strike price 26000 expiring on 27JAN2026

Delta for 26000 CE is 0.72

Historical price for 26000 CE is as follows

On 24 Dec NIFTY was trading at 26142.10. The strike last trading price was 495, which was -37.65 lower than the previous day. The implied volatity was 8.35, the open interest changed by 1797 which increased total open position to 32616


On 23 Dec NIFTY was trading at 26177.15. The strike last trading price was 527, which was -10 lower than the previous day. The implied volatity was 8.46, the open interest changed by 24936 which increased total open position to 30821


On 22 Dec NIFTY was trading at 26172.40. The strike last trading price was 537, which was 118.3 higher than the previous day. The implied volatity was 8.64, the open interest changed by 27097 which increased total open position to 32536


On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 424, which was 78.85 higher than the previous day. The implied volatity was 8.61, the open interest changed by 26666 which increased total open position to 27145


On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 346, which was -17.2 lower than the previous day. The implied volatity was 8.60, the open interest changed by 22919 which increased total open position to 23377


On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 366.65, which was -37.3 lower than the previous day. The implied volatity was 8.92, the open interest changed by 20872 which increased total open position to 21135


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 400.75, which was -106.65 lower than the previous day. The implied volatity was 9.19, the open interest changed by 1866 which increased total open position to 18445


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 502, which was -36.65 lower than the previous day. The implied volatity was 8.94, the open interest changed by 14599 which increased total open position to 16827


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 541.5, which was 72.05 higher than the previous day. The implied volatity was 8.86, the open interest changed by 2377 which increased total open position to 16358


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 470, which was 66.4 higher than the previous day. The implied volatity was 9.34, the open interest changed by 667 which increased total open position to 14010


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 401.5, which was -58.15 lower than the previous day. The implied volatity was 9.66, the open interest changed by 1352 which increased total open position to 13336


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 458.7, which was -73.45 lower than the previous day. The implied volatity was 9.49, the open interest changed by 11702 which increased total open position to 11994


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 520, which was -172.3 lower than the previous day. The implied volatity was 9.39, the open interest changed by 1103 which increased total open position to 10594


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 693, which was 82 higher than the previous day. The implied volatity was 8.80, the open interest changed by 1351 which increased total open position to 9491


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 611.35, which was 20.6 higher than the previous day. The implied volatity was 9.57, the open interest changed by 8028 which increased total open position to 8139


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 591.55, which was -63.95 lower than the previous day. The implied volatity was 9.39, the open interest changed by 896 which increased total open position to 7700


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 663, which was -72.05 lower than the previous day. The implied volatity was 9.80, the open interest changed by 372 which increased total open position to 6798


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 735.25, which was -40.25 lower than the previous day. The implied volatity was 9.06, the open interest changed by -119 which decreased total open position to 6484


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 780, which was -6.25 lower than the previous day. The implied volatity was 9.24, the open interest changed by 290 which increased total open position to 6631


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 785, which was -1.25 lower than the previous day. The implied volatity was 8.83, the open interest changed by 973 which increased total open position to 6570


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 795, which was 196.7 higher than the previous day. The implied volatity was 9.26, the open interest changed by 1451 which increased total open position to 5615


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 585.9, which was -104.95 lower than the previous day. The implied volatity was -, the open interest changed by 329 which increased total open position to 4249


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 675.2, which was -79.9 lower than the previous day. The implied volatity was 10.41, the open interest changed by 326 which increased total open position to 3896


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 750, which was -78 lower than the previous day. The implied volatity was 9.77, the open interest changed by 234 which increased total open position to 3655


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 836, which was 106 higher than the previous day. The implied volatity was 9.33, the open interest changed by 852 which increased total open position to 3817


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 737, which was 67 higher than the previous day. The implied volatity was 9.24, the open interest changed by 661 which increased total open position to 3580


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 662.3, which was -60.95 lower than the previous day. The implied volatity was 9.82, the open interest changed by 425 which increased total open position to 2940


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 727.95, which was 46.55 higher than the previous day. The implied volatity was 9.29, the open interest changed by -126 which decreased total open position to 2514


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 689.1, which was 8.9 higher than the previous day. The implied volatity was 9.45, the open interest changed by 317 which increased total open position to 2657


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 682.4, which was -11.7 lower than the previous day. The implied volatity was 9.59, the open interest changed by 220 which increased total open position to 2341


On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 697.45, which was 92.75 higher than the previous day. The implied volatity was 9.96, the open interest changed by -1472 which decreased total open position to 2110


On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 615.8, which was 76.3 higher than the previous day. The implied volatity was 10.27, the open interest changed by 104 which increased total open position to 3631


On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 546.8, which was 41.9 higher than the previous day. The implied volatity was 10.24, the open interest changed by 120 which increased total open position to 3529


On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 514.95, which was -6.45 lower than the previous day. The implied volatity was 9.89, the open interest changed by 324 which increased total open position to 3506


On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 516.1, which was -58 lower than the previous day. The implied volatity was 9.68, the open interest changed by -87 which decreased total open position to 3184


On 4 Nov NIFTY was trading at 25597.65. The strike last trading price was 572.9, which was -121.2 lower than the previous day. The implied volatity was 9.79, the open interest changed by 2510 which increased total open position to 3283


On 3 Nov NIFTY was trading at 25763.35. The strike last trading price was 695.9, which was 6.3 higher than the previous day. The implied volatity was 9.87, the open interest changed by -179 which decreased total open position to 775


On 31 Oct NIFTY was trading at 25722.10. The strike last trading price was 697.95, which was -72.6 lower than the previous day. The implied volatity was -, the open interest changed by 476 which increased total open position to 954


On 30 Oct NIFTY was trading at 25877.85. The strike last trading price was 770, which was -136.75 lower than the previous day. The implied volatity was 9.24, the open interest changed by 298 which increased total open position to 480


NIFTY 27JAN2026 26000 PE
Delta: -0.30
Vega: 27.81
Theta: -1.67
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 26142.10 147.2 2.5 9.47 47,171 8,193 54,615
23 Dec 26177.15 147.45 -17.55 9.72 38,788 45,300 46,700
22 Dec 26172.40 163.55 -65.65 10.18 38,705 38,798 39,301
19 Dec 25966.40 225 -72 9.80 30,557 29,169 29,554
18 Dec 25815.55 301 2.9 10.26 23,138 21,617 21,914
17 Dec 25818.55 294.65 5.3 10.10 15,938 1,739 20,636
16 Dec 25860.10 293.5 56.5 10.42 15,184 769 18,929
15 Dec 26027.30 235.4 1.85 10.56 13,524 587 18,186
12 Dec 26046.95 231 -61.75 10.59 14,812 17,942 17,942
11 Dec 25898.55 294.2 -70.25 10.77 13,666 1,339 15,002
10 Dec 25758.00 366.4 39.65 10.93 11,401 707 13,654
9 Dec 25839.65 325.8 30.25 10.98 14,187 12,864 13,018
8 Dec 25960.55 299.65 99.05 11.25 13,752 25 12,273
5 Dec 26186.45 199 -58.5 10.66 14,230 12,230 12,267
4 Dec 26033.75 259.3 -25.65 10.85 6,490 218 9,521
3 Dec 25986.00 281.5 14.8 11.11 6,282 763 9,427
2 Dec 26032.20 261.2 20.9 11.21 6,394 297 8,705
1 Dec 26175.75 238 7.5 11.64 7,879 458 8,433
28 Nov 26202.95 227.4 -9.45 11.40 4,716 511 7,978
27 Nov 26215.55 235.05 -22.6 11.69 7,158 557 7,482
26 Nov 26205.30 254.2 -108.7 12.04 9,005 1,873 6,943
25 Nov 25884.80 360 20.75 - 4,934 119 5,072
24 Nov 25959.50 347 23.35 12.15 4,254 882 4,953
21 Nov 26068.15 324.1 57.95 12.49 4,881 280 4,197
20 Nov 26192.15 262.3 -56.8 11.97 5,220 647 4,700
19 Nov 26052.65 315.9 -41.95 12.15 5,563 351 4,057
18 Nov 25910.05 361.5 39.85 11.86 2,413 248 3,782
17 Nov 26013.45 320 -52.65 11.89 2,429 259 3,517
14 Nov 25910.05 368.15 -8.15 12.13 3,115 429 3,257
13 Nov 25879.15 371 8.85 11.92 4,186 831 2,829
12 Nov 25875.80 367 -67.8 11.71 4,792 -1,191 1,981
11 Nov 25694.95 428.05 -49.75 11.59 1,721 180 3,177
10 Nov 25574.35 479.3 -66.8 11.47 970 27 2,980
7 Nov 25492.30 537.4 8.25 12.05 1,517 -160 2,933
6 Nov 25509.70 530 32.2 11.99 2,165 -453 3,122
4 Nov 25597.65 505.95 69.75 12.10 4,018 2,699 3,576
3 Nov 25763.35 433.55 -4.15 12.23 867 -89 877
31 Oct 25722.10 436.75 43.1 - 1,156 224 966
30 Oct 25877.85 388.35 53.05 12.13 902 385 743


For Nifty - strike price 26000 expiring on 27JAN2026

Delta for 26000 PE is -0.30

Historical price for 26000 PE is as follows

On 24 Dec NIFTY was trading at 26142.10. The strike last trading price was 147.2, which was 2.5 higher than the previous day. The implied volatity was 9.47, the open interest changed by 8193 which increased total open position to 54615


On 23 Dec NIFTY was trading at 26177.15. The strike last trading price was 147.45, which was -17.55 lower than the previous day. The implied volatity was 9.72, the open interest changed by 45300 which increased total open position to 46700


On 22 Dec NIFTY was trading at 26172.40. The strike last trading price was 163.55, which was -65.65 lower than the previous day. The implied volatity was 10.18, the open interest changed by 38798 which increased total open position to 39301


On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 225, which was -72 lower than the previous day. The implied volatity was 9.80, the open interest changed by 29169 which increased total open position to 29554


On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 301, which was 2.9 higher than the previous day. The implied volatity was 10.26, the open interest changed by 21617 which increased total open position to 21914


On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 294.65, which was 5.3 higher than the previous day. The implied volatity was 10.10, the open interest changed by 1739 which increased total open position to 20636


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 293.5, which was 56.5 higher than the previous day. The implied volatity was 10.42, the open interest changed by 769 which increased total open position to 18929


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 235.4, which was 1.85 higher than the previous day. The implied volatity was 10.56, the open interest changed by 587 which increased total open position to 18186


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 231, which was -61.75 lower than the previous day. The implied volatity was 10.59, the open interest changed by 17942 which increased total open position to 17942


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 294.2, which was -70.25 lower than the previous day. The implied volatity was 10.77, the open interest changed by 1339 which increased total open position to 15002


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 366.4, which was 39.65 higher than the previous day. The implied volatity was 10.93, the open interest changed by 707 which increased total open position to 13654


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 325.8, which was 30.25 higher than the previous day. The implied volatity was 10.98, the open interest changed by 12864 which increased total open position to 13018


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 299.65, which was 99.05 higher than the previous day. The implied volatity was 11.25, the open interest changed by 25 which increased total open position to 12273


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 199, which was -58.5 lower than the previous day. The implied volatity was 10.66, the open interest changed by 12230 which increased total open position to 12267


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 259.3, which was -25.65 lower than the previous day. The implied volatity was 10.85, the open interest changed by 218 which increased total open position to 9521


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 281.5, which was 14.8 higher than the previous day. The implied volatity was 11.11, the open interest changed by 763 which increased total open position to 9427


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 261.2, which was 20.9 higher than the previous day. The implied volatity was 11.21, the open interest changed by 297 which increased total open position to 8705


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 238, which was 7.5 higher than the previous day. The implied volatity was 11.64, the open interest changed by 458 which increased total open position to 8433


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 227.4, which was -9.45 lower than the previous day. The implied volatity was 11.40, the open interest changed by 511 which increased total open position to 7978


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 235.05, which was -22.6 lower than the previous day. The implied volatity was 11.69, the open interest changed by 557 which increased total open position to 7482


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 254.2, which was -108.7 lower than the previous day. The implied volatity was 12.04, the open interest changed by 1873 which increased total open position to 6943


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 360, which was 20.75 higher than the previous day. The implied volatity was -, the open interest changed by 119 which increased total open position to 5072


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 347, which was 23.35 higher than the previous day. The implied volatity was 12.15, the open interest changed by 882 which increased total open position to 4953


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 324.1, which was 57.95 higher than the previous day. The implied volatity was 12.49, the open interest changed by 280 which increased total open position to 4197


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 262.3, which was -56.8 lower than the previous day. The implied volatity was 11.97, the open interest changed by 647 which increased total open position to 4700


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 315.9, which was -41.95 lower than the previous day. The implied volatity was 12.15, the open interest changed by 351 which increased total open position to 4057


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 361.5, which was 39.85 higher than the previous day. The implied volatity was 11.86, the open interest changed by 248 which increased total open position to 3782


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 320, which was -52.65 lower than the previous day. The implied volatity was 11.89, the open interest changed by 259 which increased total open position to 3517


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 368.15, which was -8.15 lower than the previous day. The implied volatity was 12.13, the open interest changed by 429 which increased total open position to 3257


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 371, which was 8.85 higher than the previous day. The implied volatity was 11.92, the open interest changed by 831 which increased total open position to 2829


On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 367, which was -67.8 lower than the previous day. The implied volatity was 11.71, the open interest changed by -1191 which decreased total open position to 1981


On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 428.05, which was -49.75 lower than the previous day. The implied volatity was 11.59, the open interest changed by 180 which increased total open position to 3177


On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 479.3, which was -66.8 lower than the previous day. The implied volatity was 11.47, the open interest changed by 27 which increased total open position to 2980


On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 537.4, which was 8.25 higher than the previous day. The implied volatity was 12.05, the open interest changed by -160 which decreased total open position to 2933


On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 530, which was 32.2 higher than the previous day. The implied volatity was 11.99, the open interest changed by -453 which decreased total open position to 3122


On 4 Nov NIFTY was trading at 25597.65. The strike last trading price was 505.95, which was 69.75 higher than the previous day. The implied volatity was 12.10, the open interest changed by 2699 which increased total open position to 3576


On 3 Nov NIFTY was trading at 25763.35. The strike last trading price was 433.55, which was -4.15 lower than the previous day. The implied volatity was 12.23, the open interest changed by -89 which decreased total open position to 877


On 31 Oct NIFTY was trading at 25722.10. The strike last trading price was 436.75, which was 43.1 higher than the previous day. The implied volatity was -, the open interest changed by 224 which increased total open position to 966


On 30 Oct NIFTY was trading at 25877.85. The strike last trading price was 388.35, which was 53.05 higher than the previous day. The implied volatity was 12.13, the open interest changed by 385 which increased total open position to 743