NIFTY
Nifty
Historical option data for NIFTY
20 Feb 2026 04:11 PM IST
| NIFTY 24-FEB-2026 26150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 2.88
Theta: -4.93
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 25571.25 | 7.5 | -4.8 | 12.65 | 7,16,636 | 637 | 37,879 | |||||||||
| 19 Feb | 25454.35 | 10.75 | -17.05 | 14.64 | 5,42,137 | 4,652 | 35,831 | |||||||||
| 18 Feb | 25819.35 | 26.7 | 0.6 | 9.28 | 5,53,968 | -2,130 | 31,309 | |||||||||
| 17 Feb | 25725.40 | 26.35 | -12.85 | 9.86 | 1,03,122 | 7,226 | 15,329 | |||||||||
| 16 Feb | 25682.75 | 40.2 | 8 | 11.34 | 43,353 | 572 | 8,122 | |||||||||
| 13 Feb | 25471.10 | 31.9 | -39.1 | 11.78 | 30,273 | 2,648 | 7,657 | |||||||||
| 12 Feb | 25807.20 | 68.4 | -47 | 9.04 | 19,413 | -50,773 | 5,076 | |||||||||
| 11 Feb | 25953.85 | 114 | -8.7 | 8.42 | 13,191 | -10,590 | 3,949 | |||||||||
| 10 Feb | 25935.15 | 116.3 | -0.8 | 8.62 | 7,194 | 473 | 2,269 | |||||||||
| 9 Feb | 25867.30 | 114 | 33.65 | 9.08 | 3,499 | -36,005 | 1,795 | |||||||||
| 6 Feb | 25693.70 | 83.05 | -9.05 | 9.32 | 6,514 | 13 | 1,580 | |||||||||
| 5 Feb | 25642.80 | 90.45 | -51.95 | 9.8 | 3,991 | 472 | 1,899 | |||||||||
| 4 Feb | 25776.00 | 135 | -12.9 | 10.21 | 2,877 | 869 | 1,264 | |||||||||
| 3 Feb | 25727.55 | 150 | 112.85 | 10.89 | 5,063 | 855 | 1,019 | |||||||||
| 2 Feb | 25088.40 | 36.7 | -1.5 | 11.63 | 4,742 | -1,286 | 809 | |||||||||
| 1 Feb | 24825.45 | 35.5 | -53.7 | 14.03 | 5,333 | -13,596 | 881 | |||||||||
| 30 Jan | 25320.65 | 88.7 | -22.4 | 11.67 | 1,860 | -8,867 | 776 | |||||||||
| 29 Jan | 25418.90 | 110.15 | 10.7 | 11.34 | 1,315 | -11 | 936 | |||||||||
| 28 Jan | 25342.75 | 99.45 | -9.9 | 11.3 | 1,646 | 624 | 948 | |||||||||
| 27 Jan | 25175.40 | 110.6 | 18.9 | 12.75 | 1,210 | 2 | 770 | |||||||||
| 23 Jan | 25048.65 | 93.3 | -38.8 | 12.5 | 1,327 | -890 | 766 | |||||||||
| 22 Jan | 25289.90 | 134 | 28.8 | 11.54 | 884 | -923 | 669 | |||||||||
| 21 Jan | 25157.50 | 104.45 | -15.1 | 11.57 | 1,358 | -673 | 542 | |||||||||
| 20 Jan | 25232.50 | 117.65 | -76.8 | 11.35 | 1,101 | 602 | 679 | |||||||||
| 19 Jan | 25585.50 | 188.55 | -74.25 | 10.26 | 662 | 450 | 505 | |||||||||
| 16 Jan | 25694.35 | 260.05 | 3.5 | 10.06 | 377 | 468 | 511 | |||||||||
| 14 Jan | 25665.60 | 261.5 | -22.05 | 10.1 | 220 | 210 | 415 | |||||||||
| 13 Jan | 25732.30 | 280.15 | -52.15 | 9.82 | 524 | 386 | 406 | |||||||||
| 12 Jan | 25790.25 | 331.5 | 31.6 | 9.9 | 730 | 25 | 349 | |||||||||
| 9 Jan | 25683.30 | 306.2 | -88.95 | 9.94 | 383 | 43 | 316 | |||||||||
| 8 Jan | 25876.85 | 387.05 | -139.55 | 9.73 | 270 | 268 | 268 | |||||||||
| 7 Jan | 26140.75 | 527.05 | -34.85 | 8.87 | 321 | 76 | 224 | |||||||||
| 6 Jan | 26178.70 | 561.5 | -31.3 | 9.04 | 134 | 118 | 146 | |||||||||
| 5 Jan | 26250.30 | 592.8 | -89.95 | 8.29 | 75 | 58 | 87 | |||||||||
| 2 Jan | 26328.55 | 687.95 | 119.15 | 8.49 | 233 | -80 | 111 | |||||||||
| 1 Jan | 26146.55 | 566.2 | -9.05 | 8.73 | 266 | 105 | 188 | |||||||||
| 31 Dec | 26129.60 | 575.85 | 132.1 | 8.85 | 175 | 19 | 83 | |||||||||
| 30 Dec | 25938.85 | 443.75 | -28.5 | 7.99 | 37 | 3 | 64 | |||||||||
| 29 Dec | 25942.10 | 472.25 | -73.05 | 8.82 | 65 | 58 | 58 | |||||||||
| 26 Dec | 26042.30 | 548.15 | -81.75 | 8.69 | 33 | -14 | 52 | |||||||||
| 24 Dec | 26142.10 | 627.5 | -34.6 | 8.81 | 43 | 17 | 62 | |||||||||
| 23 Dec | 26177.15 | 662.1 | 7.1 | 9 | 3 | 1 | 47 | |||||||||
| 22 Dec | 26172.40 | 655 | 106.9 | 8.7 | 39 | 7 | 30 | |||||||||
| 19 Dec | 25966.40 | 550.7 | 73.65 | 8.86 | 6 | 1 | 24 | |||||||||
| 18 Dec | 25815.55 | 477.05 | -8.9 | 8.99 | 10 | -7 | 22 | |||||||||
| 17 Dec | 25818.55 | 485.95 | -104.05 | 8.96 | 10 | -4 | 31 | |||||||||
| 16 Dec | 25860.10 | 590 | -55.7 | - | 0 | 0 | 35 | |||||||||
| 15 Dec | 26027.30 | 590 | -55.7 | 8.29 | 1 | 0 | 35 | |||||||||
| 12 Dec | 26046.95 | 644.1 | 82.6 | 8.64 | 3 | -1 | 35 | |||||||||
| 11 Dec | 25898.55 | 561.5 | 51.45 | 8.77 | 13 | 8 | 35 | |||||||||
| 10 Dec | 25758.00 | 517.95 | -51.65 | 9.62 | 6 | 2 | 27 | |||||||||
| 9 Dec | 25839.65 | 572.9 | -149.05 | 9.43 | 9 | 2 | 25 | |||||||||
| 8 Dec | 25960.55 | 721.95 | -70 | 11.29 | 22 | 10 | 21 | |||||||||
| 5 Dec | 26186.45 | 785.9 | 100.4 | 8.54 | 10 | 8 | 11 | |||||||||
| 4 Dec | 26033.75 | 685.5 | -159.2 | 8.7 | 2 | 0 | 1 | |||||||||
| 3 Dec | 25986.00 | 844.7 | 38.4 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 26032.20 | 844.7 | 38.4 | - | 0 | 1 | 0 | |||||||||
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| 1 Dec | 26175.75 | 844.7 | 38.4 | 9.19 | 1 | 0 | 0 | |||||||||
| 28 Nov | 26202.95 | 806.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 806.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26150 expiring on 24FEB2026
Delta for 26150 CE is 0.05
Historical price for 26150 CE is as follows
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 7.5, which was -4.8 lower than the previous day. The implied volatity was 12.65, the open interest changed by 637 which increased total open position to 37879
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 10.75, which was -17.05 lower than the previous day. The implied volatity was 14.64, the open interest changed by 4652 which increased total open position to 35831
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 26.7, which was 0.6 higher than the previous day. The implied volatity was 9.28, the open interest changed by -2130 which decreased total open position to 31309
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 26.35, which was -12.85 lower than the previous day. The implied volatity was 9.86, the open interest changed by 7226 which increased total open position to 15329
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 40.2, which was 8 higher than the previous day. The implied volatity was 11.34, the open interest changed by 572 which increased total open position to 8122
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 31.9, which was -39.1 lower than the previous day. The implied volatity was 11.78, the open interest changed by 2648 which increased total open position to 7657
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 68.4, which was -47 lower than the previous day. The implied volatity was 9.04, the open interest changed by -50773 which decreased total open position to 5076
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 114, which was -8.7 lower than the previous day. The implied volatity was 8.42, the open interest changed by -10590 which decreased total open position to 3949
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 116.3, which was -0.8 lower than the previous day. The implied volatity was 8.62, the open interest changed by 473 which increased total open position to 2269
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 114, which was 33.65 higher than the previous day. The implied volatity was 9.08, the open interest changed by -36005 which decreased total open position to 1795
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 83.05, which was -9.05 lower than the previous day. The implied volatity was 9.32, the open interest changed by 13 which increased total open position to 1580
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 90.45, which was -51.95 lower than the previous day. The implied volatity was 9.8, the open interest changed by 472 which increased total open position to 1899
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 135, which was -12.9 lower than the previous day. The implied volatity was 10.21, the open interest changed by 869 which increased total open position to 1264
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 150, which was 112.85 higher than the previous day. The implied volatity was 10.89, the open interest changed by 855 which increased total open position to 1019
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 36.7, which was -1.5 lower than the previous day. The implied volatity was 11.63, the open interest changed by -1286 which decreased total open position to 809
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 35.5, which was -53.7 lower than the previous day. The implied volatity was 14.03, the open interest changed by -13596 which decreased total open position to 881
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 88.7, which was -22.4 lower than the previous day. The implied volatity was 11.67, the open interest changed by -8867 which decreased total open position to 776
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 110.15, which was 10.7 higher than the previous day. The implied volatity was 11.34, the open interest changed by -11 which decreased total open position to 936
On 28 Jan NIFTY was trading at 25342.75. The strike last trading price was 99.45, which was -9.9 lower than the previous day. The implied volatity was 11.3, the open interest changed by 624 which increased total open position to 948
On 27 Jan NIFTY was trading at 25175.40. The strike last trading price was 110.6, which was 18.9 higher than the previous day. The implied volatity was 12.75, the open interest changed by 2 which increased total open position to 770
On 23 Jan NIFTY was trading at 25048.65. The strike last trading price was 93.3, which was -38.8 lower than the previous day. The implied volatity was 12.5, the open interest changed by -890 which decreased total open position to 766
On 22 Jan NIFTY was trading at 25289.90. The strike last trading price was 134, which was 28.8 higher than the previous day. The implied volatity was 11.54, the open interest changed by -923 which decreased total open position to 669
On 21 Jan NIFTY was trading at 25157.50. The strike last trading price was 104.45, which was -15.1 lower than the previous day. The implied volatity was 11.57, the open interest changed by -673 which decreased total open position to 542
On 20 Jan NIFTY was trading at 25232.50. The strike last trading price was 117.65, which was -76.8 lower than the previous day. The implied volatity was 11.35, the open interest changed by 602 which increased total open position to 679
On 19 Jan NIFTY was trading at 25585.50. The strike last trading price was 188.55, which was -74.25 lower than the previous day. The implied volatity was 10.26, the open interest changed by 450 which increased total open position to 505
On 16 Jan NIFTY was trading at 25694.35. The strike last trading price was 260.05, which was 3.5 higher than the previous day. The implied volatity was 10.06, the open interest changed by 468 which increased total open position to 511
On 14 Jan NIFTY was trading at 25665.60. The strike last trading price was 261.5, which was -22.05 lower than the previous day. The implied volatity was 10.1, the open interest changed by 210 which increased total open position to 415
On 13 Jan NIFTY was trading at 25732.30. The strike last trading price was 280.15, which was -52.15 lower than the previous day. The implied volatity was 9.82, the open interest changed by 386 which increased total open position to 406
On 12 Jan NIFTY was trading at 25790.25. The strike last trading price was 331.5, which was 31.6 higher than the previous day. The implied volatity was 9.9, the open interest changed by 25 which increased total open position to 349
On 9 Jan NIFTY was trading at 25683.30. The strike last trading price was 306.2, which was -88.95 lower than the previous day. The implied volatity was 9.94, the open interest changed by 43 which increased total open position to 316
On 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 387.05, which was -139.55 lower than the previous day. The implied volatity was 9.73, the open interest changed by 268 which increased total open position to 268
On 7 Jan NIFTY was trading at 26140.75. The strike last trading price was 527.05, which was -34.85 lower than the previous day. The implied volatity was 8.87, the open interest changed by 76 which increased total open position to 224
On 6 Jan NIFTY was trading at 26178.70. The strike last trading price was 561.5, which was -31.3 lower than the previous day. The implied volatity was 9.04, the open interest changed by 118 which increased total open position to 146
On 5 Jan NIFTY was trading at 26250.30. The strike last trading price was 592.8, which was -89.95 lower than the previous day. The implied volatity was 8.29, the open interest changed by 58 which increased total open position to 87
On 2 Jan NIFTY was trading at 26328.55. The strike last trading price was 687.95, which was 119.15 higher than the previous day. The implied volatity was 8.49, the open interest changed by -80 which decreased total open position to 111
On 1 Jan NIFTY was trading at 26146.55. The strike last trading price was 566.2, which was -9.05 lower than the previous day. The implied volatity was 8.73, the open interest changed by 105 which increased total open position to 188
On 31 Dec NIFTY was trading at 26129.60. The strike last trading price was 575.85, which was 132.1 higher than the previous day. The implied volatity was 8.85, the open interest changed by 19 which increased total open position to 83
On 30 Dec NIFTY was trading at 25938.85. The strike last trading price was 443.75, which was -28.5 lower than the previous day. The implied volatity was 7.99, the open interest changed by 3 which increased total open position to 64
On 29 Dec NIFTY was trading at 25942.10. The strike last trading price was 472.25, which was -73.05 lower than the previous day. The implied volatity was 8.82, the open interest changed by 58 which increased total open position to 58
On 26 Dec NIFTY was trading at 26042.30. The strike last trading price was 548.15, which was -81.75 lower than the previous day. The implied volatity was 8.69, the open interest changed by -14 which decreased total open position to 52
On 24 Dec NIFTY was trading at 26142.10. The strike last trading price was 627.5, which was -34.6 lower than the previous day. The implied volatity was 8.81, the open interest changed by 17 which increased total open position to 62
On 23 Dec NIFTY was trading at 26177.15. The strike last trading price was 662.1, which was 7.1 higher than the previous day. The implied volatity was 9, the open interest changed by 1 which increased total open position to 47
On 22 Dec NIFTY was trading at 26172.40. The strike last trading price was 655, which was 106.9 higher than the previous day. The implied volatity was 8.7, the open interest changed by 7 which increased total open position to 30
On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 550.7, which was 73.65 higher than the previous day. The implied volatity was 8.86, the open interest changed by 1 which increased total open position to 24
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 477.05, which was -8.9 lower than the previous day. The implied volatity was 8.99, the open interest changed by -7 which decreased total open position to 22
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 485.95, which was -104.05 lower than the previous day. The implied volatity was 8.96, the open interest changed by -4 which decreased total open position to 31
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 590, which was -55.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 590, which was -55.7 lower than the previous day. The implied volatity was 8.29, the open interest changed by 0 which decreased total open position to 35
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 644.1, which was 82.6 higher than the previous day. The implied volatity was 8.64, the open interest changed by -1 which decreased total open position to 35
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 561.5, which was 51.45 higher than the previous day. The implied volatity was 8.77, the open interest changed by 8 which increased total open position to 35
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 517.95, which was -51.65 lower than the previous day. The implied volatity was 9.62, the open interest changed by 2 which increased total open position to 27
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 572.9, which was -149.05 lower than the previous day. The implied volatity was 9.43, the open interest changed by 2 which increased total open position to 25
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 721.95, which was -70 lower than the previous day. The implied volatity was 11.29, the open interest changed by 10 which increased total open position to 21
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 785.9, which was 100.4 higher than the previous day. The implied volatity was 8.54, the open interest changed by 8 which increased total open position to 11
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 685.5, which was -159.2 lower than the previous day. The implied volatity was 8.7, the open interest changed by 0 which decreased total open position to 1
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 844.7, which was 38.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 844.7, which was 38.4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 844.7, which was 38.4 higher than the previous day. The implied volatity was 9.19, the open interest changed by 0 which decreased total open position to 0
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 806.3, 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
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 806.3, 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
| NIFTY 24FEB2026 26150 PE | |||||||
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Delta: -0.92
Vega: 4.15
Theta: -1.13
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 25571.25 | 571.15 | -134.9 | 14.86 | 2,380 | -261 | 844 |
| 19 Feb | 25454.35 | 748.15 | 401.15 | 21.67 | 6,815 | 283 | 1,113 |
| 18 Feb | 25819.35 | 350.05 | -80.5 | 11.55 | 4,107 | 82 | 841 |
| 17 Feb | 25725.40 | 432.1 | -35.05 | 12.44 | 785 | -529 | 628 |
| 16 Feb | 25682.75 | 463.2 | -191.1 | 12.65 | 280 | -773 | 728 |
| 13 Feb | 25471.10 | 692.2 | 330.7 | 16.15 | 322 | -58 | 825 |
| 12 Feb | 25807.20 | 362.25 | 91.95 | 10.68 | 1,407 | -273 | 889 |
| 11 Feb | 25953.85 | 271.2 | -17.2 | 10.69 | 3,432 | -1,050 | 1,164 |
| 10 Feb | 25935.15 | 297.5 | -57.5 | 11.06 | 953 | 0 | 791 |
| 9 Feb | 25867.30 | 358.3 | -137.65 | 12.31 | 254 | -53 | 638 |
| 6 Feb | 25693.70 | 497.85 | -16.7 | 12.75 | 120 | 282 | 629 |
| 5 Feb | 25642.80 | 520.3 | 78.05 | 12.66 | 114 | -97 | 638 |
| 4 Feb | 25776.00 | 453.9 | -26 | 12.42 | 159 | 104 | 617 |
| 3 Feb | 25727.55 | 482.9 | -552 | 12.91 | 1,170 | 617 | 635 |
| 2 Feb | 25088.40 | 1025 | -210 | 16.78 | 34 | 312 | 328 |
| 1 Feb | 24825.45 | 1235 | 398.9 | 11.2 | 38 | 321 | 336 |
| 30 Jan | 25320.65 | 836.1 | 119.75 | 16.2 | 11 | 329 | 344 |
| 29 Jan | 25418.90 | 718.85 | -63.15 | 14.06 | 107 | -88 | 343 |
| 28 Jan | 25342.75 | 782 | -67.5 | 14.6 | 58 | 6 | 365 |
| 27 Jan | 25175.40 | 828.95 | -206.25 | 12.99 | 195 | 80 | 359 |
| 23 Jan | 25048.65 | 1030.65 | 268.8 | 16.21 | 43 | 287 | 306 |
| 22 Jan | 25289.90 | 766.35 | -191.45 | 12.97 | 67 | 99 | 301 |
| 21 Jan | 25157.50 | 957.8 | 108.25 | 16.2 | 44 | 288 | 307 |
| 20 Jan | 25232.50 | 874.8 | 281.45 | 14.59 | 173 | 105 | 324 |
| 19 Jan | 25585.50 | 611 | 113.65 | 13.02 | 172 | 30 | 283 |
| 16 Jan | 25694.35 | 498.65 | -30.45 | 12.13 | 208 | 172 | 253 |
| 14 Jan | 25665.60 | 533.05 | 38.9 | 12.54 | 156 | 12 | 241 |
| 13 Jan | 25732.30 | 494.15 | 37.7 | 12.16 | 55 | 228 | 228 |
| 12 Jan | 25790.25 | 459.85 | -48.85 | 12.43 | 62 | 163 | 226 |
| 9 Jan | 25683.30 | 506.65 | 94.8 | 12.19 | 184 | 160 | 239 |
| 8 Jan | 25876.85 | 417.35 | 122.8 | 11.99 | 224 | 202 | 285 |
| 7 Jan | 26140.75 | 295.95 | 10.9 | 11.8 | 334 | 46 | 312 |
| 6 Jan | 26178.70 | 287.5 | 18.4 | 11.83 | 465 | -15 | 265 |
| 5 Jan | 26250.30 | 270.25 | 38.55 | 11.99 | 289 | 231 | 279 |
| 2 Jan | 26328.55 | 230.25 | -50.9 | 11.53 | 563 | -43 | 296 |
| 1 Jan | 26146.55 | 281.75 | -6.35 | 11.15 | 412 | 106 | 340 |
| 31 Dec | 26129.60 | 291.65 | -62.3 | 11.34 | 250 | 232 | 232 |
| 30 Dec | 25938.85 | 351.8 | -8.95 | 11.2 | 37 | -10 | 136 |
| 29 Dec | 25942.10 | 358.15 | 42.45 | 11.15 | 43 | 148 | 148 |
| 26 Dec | 26042.30 | 317.25 | 39.55 | 11.01 | 68 | -14 | 137 |
| 24 Dec | 26142.10 | 278.2 | 12.9 | 10.85 | 109 | 15 | 151 |
| 23 Dec | 26177.15 | 266.7 | -20.8 | 10.75 | 154 | 41 | 123 |
| 22 Dec | 26172.40 | 286.9 | -74.65 | 11.19 | 148 | 50 | 81 |
| 19 Dec | 25966.40 | 361.55 | -48.05 | 11.14 | 2 | 0 | 31 |
| 18 Dec | 25815.55 | 409.6 | -5.35 | 10.85 | 5 | -1 | 31 |
| 17 Dec | 25818.55 | 414.95 | 60.4 | 11.01 | 3 | 0 | 32 |
| 16 Dec | 25860.10 | 354.55 | 7.35 | - | 0 | 0 | 32 |
| 15 Dec | 26027.30 | 354.55 | 7.35 | 11.41 | 2 | 0 | 31 |
| 12 Dec | 26046.95 | 351.9 | -54.7 | 11.53 | 3 | -1 | 31 |
| 11 Dec | 25898.55 | 406.95 | -67.4 | 11.46 | 2 | -1 | 33 |
| 10 Dec | 25758.00 | 474.35 | 28.15 | 11.49 | 2 | 1 | 35 |
| 9 Dec | 25839.65 | 446.2 | 40.95 | 11.81 | 4 | 1 | 36 |
| 8 Dec | 25960.55 | 405.25 | 85.2 | 11.74 | 16 | 7 | 35 |
| 5 Dec | 26186.45 | 320.05 | -53 | 11.77 | 32 | 16 | 30 |
| 4 Dec | 26033.75 | 373.05 | -43.95 | 11.67 | 8 | 2 | 9 |
| 3 Dec | 25986.00 | 417 | 64.8 | 12.34 | 7 | 4 | 5 |
| 2 Dec | 26032.20 | 352.2 | -325.25 | - | 0 | 1 | 0 |
| 1 Dec | 26175.75 | 352.2 | -325.25 | 12.43 | 1 | 0 | 0 |
| 28 Nov | 26202.95 | 677.45 | 0 | 1.27 | 0 | 0 | 0 |
| 27 Nov | 26215.55 | 677.45 | 0 | 1.3 | 0 | 0 | 0 |
For Nifty - strike price 26150 expiring on 24FEB2026
Delta for 26150 PE is -0.92
Historical price for 26150 PE is as follows
On 20 Feb NIFTY was trading at 25571.25. The strike last trading price was 571.15, which was -134.9 lower than the previous day. The implied volatity was 14.86, the open interest changed by -261 which decreased total open position to 844
On 19 Feb NIFTY was trading at 25454.35. The strike last trading price was 748.15, which was 401.15 higher than the previous day. The implied volatity was 21.67, the open interest changed by 283 which increased total open position to 1113
On 18 Feb NIFTY was trading at 25819.35. The strike last trading price was 350.05, which was -80.5 lower than the previous day. The implied volatity was 11.55, the open interest changed by 82 which increased total open position to 841
On 17 Feb NIFTY was trading at 25725.40. The strike last trading price was 432.1, which was -35.05 lower than the previous day. The implied volatity was 12.44, the open interest changed by -529 which decreased total open position to 628
On 16 Feb NIFTY was trading at 25682.75. The strike last trading price was 463.2, which was -191.1 lower than the previous day. The implied volatity was 12.65, the open interest changed by -773 which decreased total open position to 728
On 13 Feb NIFTY was trading at 25471.10. The strike last trading price was 692.2, which was 330.7 higher than the previous day. The implied volatity was 16.15, the open interest changed by -58 which decreased total open position to 825
On 12 Feb NIFTY was trading at 25807.20. The strike last trading price was 362.25, which was 91.95 higher than the previous day. The implied volatity was 10.68, the open interest changed by -273 which decreased total open position to 889
On 11 Feb NIFTY was trading at 25953.85. The strike last trading price was 271.2, which was -17.2 lower than the previous day. The implied volatity was 10.69, the open interest changed by -1050 which decreased total open position to 1164
On 10 Feb NIFTY was trading at 25935.15. The strike last trading price was 297.5, which was -57.5 lower than the previous day. The implied volatity was 11.06, the open interest changed by 0 which decreased total open position to 791
On 9 Feb NIFTY was trading at 25867.30. The strike last trading price was 358.3, which was -137.65 lower than the previous day. The implied volatity was 12.31, the open interest changed by -53 which decreased total open position to 638
On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 497.85, which was -16.7 lower than the previous day. The implied volatity was 12.75, the open interest changed by 282 which increased total open position to 629
On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 520.3, which was 78.05 higher than the previous day. The implied volatity was 12.66, the open interest changed by -97 which decreased total open position to 638
On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 453.9, which was -26 lower than the previous day. The implied volatity was 12.42, the open interest changed by 104 which increased total open position to 617
On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 482.9, which was -552 lower than the previous day. The implied volatity was 12.91, the open interest changed by 617 which increased total open position to 635
On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 1025, which was -210 lower than the previous day. The implied volatity was 16.78, the open interest changed by 312 which increased total open position to 328
On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 1235, which was 398.9 higher than the previous day. The implied volatity was 11.2, the open interest changed by 321 which increased total open position to 336
On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 836.1, which was 119.75 higher than the previous day. The implied volatity was 16.2, the open interest changed by 329 which increased total open position to 344
On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 718.85, which was -63.15 lower than the previous day. The implied volatity was 14.06, the open interest changed by -88 which decreased total open position to 343
On 28 Jan NIFTY was trading at 25342.75. The strike last trading price was 782, which was -67.5 lower than the previous day. The implied volatity was 14.6, the open interest changed by 6 which increased total open position to 365
On 27 Jan NIFTY was trading at 25175.40. The strike last trading price was 828.95, which was -206.25 lower than the previous day. The implied volatity was 12.99, the open interest changed by 80 which increased total open position to 359
On 23 Jan NIFTY was trading at 25048.65. The strike last trading price was 1030.65, which was 268.8 higher than the previous day. The implied volatity was 16.21, the open interest changed by 287 which increased total open position to 306
On 22 Jan NIFTY was trading at 25289.90. The strike last trading price was 766.35, which was -191.45 lower than the previous day. The implied volatity was 12.97, the open interest changed by 99 which increased total open position to 301
On 21 Jan NIFTY was trading at 25157.50. The strike last trading price was 957.8, which was 108.25 higher than the previous day. The implied volatity was 16.2, the open interest changed by 288 which increased total open position to 307
On 20 Jan NIFTY was trading at 25232.50. The strike last trading price was 874.8, which was 281.45 higher than the previous day. The implied volatity was 14.59, the open interest changed by 105 which increased total open position to 324
On 19 Jan NIFTY was trading at 25585.50. The strike last trading price was 611, which was 113.65 higher than the previous day. The implied volatity was 13.02, the open interest changed by 30 which increased total open position to 283
On 16 Jan NIFTY was trading at 25694.35. The strike last trading price was 498.65, which was -30.45 lower than the previous day. The implied volatity was 12.13, the open interest changed by 172 which increased total open position to 253
On 14 Jan NIFTY was trading at 25665.60. The strike last trading price was 533.05, which was 38.9 higher than the previous day. The implied volatity was 12.54, the open interest changed by 12 which increased total open position to 241
On 13 Jan NIFTY was trading at 25732.30. The strike last trading price was 494.15, which was 37.7 higher than the previous day. The implied volatity was 12.16, the open interest changed by 228 which increased total open position to 228
On 12 Jan NIFTY was trading at 25790.25. The strike last trading price was 459.85, which was -48.85 lower than the previous day. The implied volatity was 12.43, the open interest changed by 163 which increased total open position to 226
On 9 Jan NIFTY was trading at 25683.30. The strike last trading price was 506.65, which was 94.8 higher than the previous day. The implied volatity was 12.19, the open interest changed by 160 which increased total open position to 239
On 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 417.35, which was 122.8 higher than the previous day. The implied volatity was 11.99, the open interest changed by 202 which increased total open position to 285
On 7 Jan NIFTY was trading at 26140.75. The strike last trading price was 295.95, which was 10.9 higher than the previous day. The implied volatity was 11.8, the open interest changed by 46 which increased total open position to 312
On 6 Jan NIFTY was trading at 26178.70. The strike last trading price was 287.5, which was 18.4 higher than the previous day. The implied volatity was 11.83, the open interest changed by -15 which decreased total open position to 265
On 5 Jan NIFTY was trading at 26250.30. The strike last trading price was 270.25, which was 38.55 higher than the previous day. The implied volatity was 11.99, the open interest changed by 231 which increased total open position to 279
On 2 Jan NIFTY was trading at 26328.55. The strike last trading price was 230.25, which was -50.9 lower than the previous day. The implied volatity was 11.53, the open interest changed by -43 which decreased total open position to 296
On 1 Jan NIFTY was trading at 26146.55. The strike last trading price was 281.75, which was -6.35 lower than the previous day. The implied volatity was 11.15, the open interest changed by 106 which increased total open position to 340
On 31 Dec NIFTY was trading at 26129.60. The strike last trading price was 291.65, which was -62.3 lower than the previous day. The implied volatity was 11.34, the open interest changed by 232 which increased total open position to 232
On 30 Dec NIFTY was trading at 25938.85. The strike last trading price was 351.8, which was -8.95 lower than the previous day. The implied volatity was 11.2, the open interest changed by -10 which decreased total open position to 136
On 29 Dec NIFTY was trading at 25942.10. The strike last trading price was 358.15, which was 42.45 higher than the previous day. The implied volatity was 11.15, the open interest changed by 148 which increased total open position to 148
On 26 Dec NIFTY was trading at 26042.30. The strike last trading price was 317.25, which was 39.55 higher than the previous day. The implied volatity was 11.01, the open interest changed by -14 which decreased total open position to 137
On 24 Dec NIFTY was trading at 26142.10. The strike last trading price was 278.2, which was 12.9 higher than the previous day. The implied volatity was 10.85, the open interest changed by 15 which increased total open position to 151
On 23 Dec NIFTY was trading at 26177.15. The strike last trading price was 266.7, which was -20.8 lower than the previous day. The implied volatity was 10.75, the open interest changed by 41 which increased total open position to 123
On 22 Dec NIFTY was trading at 26172.40. The strike last trading price was 286.9, which was -74.65 lower than the previous day. The implied volatity was 11.19, the open interest changed by 50 which increased total open position to 81
On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 361.55, which was -48.05 lower than the previous day. The implied volatity was 11.14, the open interest changed by 0 which decreased total open position to 31
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 409.6, which was -5.35 lower than the previous day. The implied volatity was 10.85, the open interest changed by -1 which decreased total open position to 31
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 414.95, which was 60.4 higher than the previous day. The implied volatity was 11.01, the open interest changed by 0 which decreased total open position to 32
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 354.55, which was 7.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 354.55, which was 7.35 higher than the previous day. The implied volatity was 11.41, the open interest changed by 0 which decreased total open position to 31
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 351.9, which was -54.7 lower than the previous day. The implied volatity was 11.53, the open interest changed by -1 which decreased total open position to 31
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 406.95, which was -67.4 lower than the previous day. The implied volatity was 11.46, the open interest changed by -1 which decreased total open position to 33
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 474.35, which was 28.15 higher than the previous day. The implied volatity was 11.49, the open interest changed by 1 which increased total open position to 35
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 446.2, which was 40.95 higher than the previous day. The implied volatity was 11.81, the open interest changed by 1 which increased total open position to 36
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 405.25, which was 85.2 higher than the previous day. The implied volatity was 11.74, the open interest changed by 7 which increased total open position to 35
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 320.05, which was -53 lower than the previous day. The implied volatity was 11.77, the open interest changed by 16 which increased total open position to 30
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 373.05, which was -43.95 lower than the previous day. The implied volatity was 11.67, the open interest changed by 2 which increased total open position to 9
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 417, which was 64.8 higher than the previous day. The implied volatity was 12.34, the open interest changed by 4 which increased total open position to 5
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 352.2, which was -325.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 352.2, which was -325.25 lower than the previous day. The implied volatity was 12.43, the open interest changed by 0 which decreased total open position to 0
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 677.45, which was 0 lower than the previous day. The implied volatity was 1.27, the open interest changed by 0 which decreased total open position to 0
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 677.45, which was 0 lower than the previous day. The implied volatity was 1.3, the open interest changed by 0 which decreased total open position to 0
