NIFTY
Nifty
Historical option data for NIFTY
08 Jan 2026 04:10 PM IST
| NIFTY 13-JAN-2026 26150 CE | ||||||||||||||||
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Delta: 0.16
Vega: 7.23
Theta: -6.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jan | 25876.85 | 19.45 | -81.7 | 7.94 | 21,27,173 | 61,456 | 1,45,733 | |||||||||
| 7 Jan | 26140.75 | 101.9 | -41.4 | 6.16 | 37,76,160 | 60,703 | 84,277 | |||||||||
| 6 Jan | 26178.70 | 140.95 | -55.45 | 6.89 | 2,09,506 | 18,264 | 23,574 | |||||||||
| 5 Jan | 26250.30 | 191.05 | -88.5 | 6.29 | 17,786 | 2,585 | 5,310 | |||||||||
| 2 Jan | 26328.55 | 295.7 | 121.75 | 6.77 | 15,295 | -1,626 | 2,725 | |||||||||
| 1 Jan | 26146.55 | 172.65 | -23.7 | 6.95 | 23,514 | 1,366 | 4,351 | |||||||||
| 31 Dec | 26129.60 | 197.95 | 83.7 | 7.89 | 20,220 | 1,649 | 2,985 | |||||||||
| 30 Dec | 25938.85 | 121.45 | -5.75 | 7.79 | 3,018 | 307 | 1,336 | |||||||||
| 29 Dec | 25942.10 | 126.4 | -56.85 | 7.99 | 2,317 | 264 | 1,029 | |||||||||
| 26 Dec | 26042.30 | 181.65 | -83.55 | 7.31 | 1,282 | 348 | 765 | |||||||||
| 24 Dec | 26142.10 | 261.3 | -47.45 | 7.65 | 454 | 90 | 417 | |||||||||
| 23 Dec | 26177.15 | 306 | -7.05 | 8.52 | 573 | 288 | 327 | |||||||||
| 22 Dec | 26172.40 | 314.95 | 89.45 | 8.63 | 98 | 12 | 39 | |||||||||
| 19 Dec | 25966.40 | 227.45 | 58.95 | 8.59 | 54 | 16 | 27 | |||||||||
| 18 Dec | 25815.55 | 167.35 | -151.7 | 8.46 | 19 | 9 | 11 | |||||||||
| 17 Dec | 25818.55 | 319.05 | 79.45 | - | 0 | 0 | 2 | |||||||||
| 16 Dec | 25860.10 | 319.05 | 79.45 | - | 0 | 2 | 2 | |||||||||
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| 15 Dec | 26027.30 | 319.05 | 79.45 | 9.63 | 1 | 0 | 1 | |||||||||
| 12 Dec | 26046.95 | 239.6 | -139.85 | - | 0 | 1 | 1 | |||||||||
| 11 Dec | 25898.55 | 239.6 | -139.85 | 8.03 | 1 | 0 | 0 | |||||||||
| 10 Dec | 25758.00 | 379.45 | 0 | 0.53 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26150 expiring on 13JAN2026
Delta for 26150 CE is 0.16
Historical price for 26150 CE is as follows
On 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 19.45, which was -81.7 lower than the previous day. The implied volatity was 7.94, the open interest changed by 61456 which increased total open position to 145733
On 7 Jan NIFTY was trading at 26140.75. The strike last trading price was 101.9, which was -41.4 lower than the previous day. The implied volatity was 6.16, the open interest changed by 60703 which increased total open position to 84277
On 6 Jan NIFTY was trading at 26178.70. The strike last trading price was 140.95, which was -55.45 lower than the previous day. The implied volatity was 6.89, the open interest changed by 18264 which increased total open position to 23574
On 5 Jan NIFTY was trading at 26250.30. The strike last trading price was 191.05, which was -88.5 lower than the previous day. The implied volatity was 6.29, the open interest changed by 2585 which increased total open position to 5310
On 2 Jan NIFTY was trading at 26328.55. The strike last trading price was 295.7, which was 121.75 higher than the previous day. The implied volatity was 6.77, the open interest changed by -1626 which decreased total open position to 2725
On 1 Jan NIFTY was trading at 26146.55. The strike last trading price was 172.65, which was -23.7 lower than the previous day. The implied volatity was 6.95, the open interest changed by 1366 which increased total open position to 4351
On 31 Dec NIFTY was trading at 26129.60. The strike last trading price was 197.95, which was 83.7 higher than the previous day. The implied volatity was 7.89, the open interest changed by 1649 which increased total open position to 2985
On 30 Dec NIFTY was trading at 25938.85. The strike last trading price was 121.45, which was -5.75 lower than the previous day. The implied volatity was 7.79, the open interest changed by 307 which increased total open position to 1336
On 29 Dec NIFTY was trading at 25942.10. The strike last trading price was 126.4, which was -56.85 lower than the previous day. The implied volatity was 7.99, the open interest changed by 264 which increased total open position to 1029
On 26 Dec NIFTY was trading at 26042.30. The strike last trading price was 181.65, which was -83.55 lower than the previous day. The implied volatity was 7.31, the open interest changed by 348 which increased total open position to 765
On 24 Dec NIFTY was trading at 26142.10. The strike last trading price was 261.3, which was -47.45 lower than the previous day. The implied volatity was 7.65, the open interest changed by 90 which increased total open position to 417
On 23 Dec NIFTY was trading at 26177.15. The strike last trading price was 306, which was -7.05 lower than the previous day. The implied volatity was 8.52, the open interest changed by 288 which increased total open position to 327
On 22 Dec NIFTY was trading at 26172.40. The strike last trading price was 314.95, which was 89.45 higher than the previous day. The implied volatity was 8.63, the open interest changed by 12 which increased total open position to 39
On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 227.45, which was 58.95 higher than the previous day. The implied volatity was 8.59, the open interest changed by 16 which increased total open position to 27
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 167.35, which was -151.7 lower than the previous day. The implied volatity was 8.46, the open interest changed by 9 which increased total open position to 11
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 319.05, which was 79.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 319.05, which was 79.45 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 319.05, which was 79.45 higher than the previous day. The implied volatity was 9.63, the open interest changed by 0 which decreased total open position to 1
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 239.6, which was -139.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 239.6, which was -139.85 lower than the previous day. The implied volatity was 8.03, 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 379.45, which was 0 lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0
| NIFTY 13JAN2026 26150 PE | |||||||
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Delta: -0.82
Vega: 7.92
Theta: -1.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jan | 25876.85 | 271.6 | 182.05 | 8.75 | 11,48,608 | -47,793 | 18,959 |
| 7 Jan | 26140.75 | 90.75 | 6.4 | 8.08 | 43,69,078 | 35,285 | 66,752 |
| 6 Jan | 26178.70 | 84.65 | 1.3 | 8.18 | 3,80,370 | 20,176 | 31,467 |
| 5 Jan | 26250.30 | 84 | 23.7 | 9.54 | 98,196 | 3,247 | 11,291 |
| 2 Jan | 26328.55 | 55.25 | -54.85 | 8.35 | 39,494 | 3,188 | 8,044 |
| 1 Jan | 26146.55 | 111.2 | -12.85 | 7.74 | 29,792 | 2,080 | 4,856 |
| 31 Dec | 26129.60 | 121.75 | -95.85 | 8.17 | 14,072 | 2,230 | 2,776 |
| 30 Dec | 25938.85 | 217.2 | -13 | 8.60 | 791 | -34 | 546 |
| 29 Dec | 25942.10 | 229.2 | 47.4 | 8.57 | 1,062 | -11 | 580 |
| 26 Dec | 26042.30 | 176.4 | 30.45 | 8.19 | 1,584 | 10 | 591 |
| 24 Dec | 26142.10 | 146 | -5.2 | 8.47 | 1,448 | 327 | 581 |
| 23 Dec | 26177.15 | 153.75 | -19.3 | 9.10 | 379 | 118 | 254 |
| 22 Dec | 26172.40 | 175 | -170.35 | 9.80 | 284 | 135 | 136 |
| 19 Dec | 25966.40 | 345.35 | -195.45 | - | 0 | 1 | 1 |
| 18 Dec | 25815.55 | 345.35 | -195.45 | 9.64 | 1 | 0 | 0 |
| 17 Dec | 25818.55 | 540.8 | 0 | - | 0 | 0 | 0 |
| 16 Dec | 25860.10 | 540.8 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 26027.30 | 540.8 | 0 | 0.26 | 0 | 0 | 0 |
| 12 Dec | 26046.95 | 540.8 | 0 | 0.42 | 0 | 0 | 0 |
| 11 Dec | 25898.55 | 540.8 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 25758.00 | 540.8 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26150 expiring on 13JAN2026
Delta for 26150 PE is -0.82
Historical price for 26150 PE is as follows
On 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 271.6, which was 182.05 higher than the previous day. The implied volatity was 8.75, the open interest changed by -47793 which decreased total open position to 18959
On 7 Jan NIFTY was trading at 26140.75. The strike last trading price was 90.75, which was 6.4 higher than the previous day. The implied volatity was 8.08, the open interest changed by 35285 which increased total open position to 66752
On 6 Jan NIFTY was trading at 26178.70. The strike last trading price was 84.65, which was 1.3 higher than the previous day. The implied volatity was 8.18, the open interest changed by 20176 which increased total open position to 31467
On 5 Jan NIFTY was trading at 26250.30. The strike last trading price was 84, which was 23.7 higher than the previous day. The implied volatity was 9.54, the open interest changed by 3247 which increased total open position to 11291
On 2 Jan NIFTY was trading at 26328.55. The strike last trading price was 55.25, which was -54.85 lower than the previous day. The implied volatity was 8.35, the open interest changed by 3188 which increased total open position to 8044
On 1 Jan NIFTY was trading at 26146.55. The strike last trading price was 111.2, which was -12.85 lower than the previous day. The implied volatity was 7.74, the open interest changed by 2080 which increased total open position to 4856
On 31 Dec NIFTY was trading at 26129.60. The strike last trading price was 121.75, which was -95.85 lower than the previous day. The implied volatity was 8.17, the open interest changed by 2230 which increased total open position to 2776
On 30 Dec NIFTY was trading at 25938.85. The strike last trading price was 217.2, which was -13 lower than the previous day. The implied volatity was 8.60, the open interest changed by -34 which decreased total open position to 546
On 29 Dec NIFTY was trading at 25942.10. The strike last trading price was 229.2, which was 47.4 higher than the previous day. The implied volatity was 8.57, the open interest changed by -11 which decreased total open position to 580
On 26 Dec NIFTY was trading at 26042.30. The strike last trading price was 176.4, which was 30.45 higher than the previous day. The implied volatity was 8.19, the open interest changed by 10 which increased total open position to 591
On 24 Dec NIFTY was trading at 26142.10. The strike last trading price was 146, which was -5.2 lower than the previous day. The implied volatity was 8.47, the open interest changed by 327 which increased total open position to 581
On 23 Dec NIFTY was trading at 26177.15. The strike last trading price was 153.75, which was -19.3 lower than the previous day. The implied volatity was 9.10, the open interest changed by 118 which increased total open position to 254
On 22 Dec NIFTY was trading at 26172.40. The strike last trading price was 175, which was -170.35 lower than the previous day. The implied volatity was 9.80, the open interest changed by 135 which increased total open position to 136
On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 345.35, which was -195.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 345.35, which was -195.45 lower than the previous day. The implied volatity was 9.64, the open interest changed by 0 which decreased total open position to 0
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 540.8, 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 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 540.8, 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 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 540.8, which was 0 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 540.8, which was 0 lower than the previous day. The implied volatity was 0.42, the open interest changed by 0 which decreased total open position to 0
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 540.8, 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 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 540.8, 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































































































































































































































