[--[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 26200 CE
Delta: 0.61
Vega: 30.54
Theta: -8.00
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 26142.10 362 -34.65 8.27 15,967 11,895 11,952
23 Dec 26177.15 397 -3.85 8.33 12,452 2,274 10,701
22 Dec 26172.40 405 98.95 8.65 12,650 6,161 8,414
19 Dec 25966.40 309.55 65.35 8.55 9,694 1,944 7,214
18 Dec 25815.55 244 -16.05 8.48 5,673 5,128 5,277
17 Dec 25818.55 264.95 -29.4 8.84 5,361 873 4,994
16 Dec 25860.10 290.25 -95.55 8.97 3,837 375 4,096
15 Dec 26027.30 380.7 -28.5 8.91 1,966 2,746 3,730
12 Dec 26046.95 412 59.05 8.78 3,034 3,465 3,467
11 Dec 25898.55 351.6 51.25 9.03 2,934 174 3,433
10 Dec 25758.00 299 -49 9.48 2,907 92 3,275
9 Dec 25839.65 347.8 -65.55 9.32 3,694 623 3,184
8 Dec 25960.55 404 -152.2 9.36 2,625 834 2,566
5 Dec 26186.45 556 71.85 8.80 1,336 1,709 1,728
4 Dec 26033.75 492.4 22.45 9.63 1,025 1,599 1,614
3 Dec 25986.00 471.85 -58.5 9.40 1,062 161 1,611
2 Dec 26032.20 538.6 -63.6 9.80 695 100 1,455
1 Dec 26175.75 599.7 -41 9.09 1,357 354 1,380
28 Nov 26202.95 642 -7.15 9.24 692 90 1,055
27 Nov 26215.55 650.6 -0.35 9.00 1,119 252 965
26 Nov 26205.30 655 170.55 9.21 879 212 715
25 Nov 25884.80 473.1 -91.55 - 432 65 497
24 Nov 25959.50 552.65 -79.15 10.29 231 -53 407
21 Nov 26068.15 624.6 -74.9 9.82 321 120 458
20 Nov 26192.15 711.75 102.9 9.66 459 17 338
19 Nov 26052.65 610.35 63.1 9.28 205 4 322
18 Nov 25910.05 541 -58.85 9.76 185 38 317
17 Nov 26013.45 599 28.4 9.26 212 18 281
14 Nov 25910.05 573 11.5 9.54 192 14 263
13 Nov 25879.15 563.95 -4.8 9.58 185 7 249
12 Nov 25875.80 566.6 67.9 9.65 180 32 242
11 Nov 25694.95 509.65 69.65 10.26 137 28 210
10 Nov 25574.35 440 25.65 10.05 57 5 186
7 Nov 25492.30 414.05 -9.3 9.77 288 135 181
6 Nov 25509.70 422.6 -46.65 9.73 75 -19 46
4 Nov 25597.65 469.25 -110.75 9.74 115 21 65
3 Nov 25763.35 580 -17.75 9.81 62 41 43
31 Oct 25722.10 597.75 -52.35 - 1 0 1
30 Oct 25877.85 650.1 -184 9.30 1 0 0


For Nifty - strike price 26200 expiring on 27JAN2026

Delta for 26200 CE is 0.61

Historical price for 26200 CE is as follows

On 24 Dec NIFTY was trading at 26142.10. The strike last trading price was 362, which was -34.65 lower than the previous day. The implied volatity was 8.27, the open interest changed by 11895 which increased total open position to 11952


On 23 Dec NIFTY was trading at 26177.15. The strike last trading price was 397, which was -3.85 lower than the previous day. The implied volatity was 8.33, the open interest changed by 2274 which increased total open position to 10701


On 22 Dec NIFTY was trading at 26172.40. The strike last trading price was 405, which was 98.95 higher than the previous day. The implied volatity was 8.65, the open interest changed by 6161 which increased total open position to 8414


On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 309.55, which was 65.35 higher than the previous day. The implied volatity was 8.55, the open interest changed by 1944 which increased total open position to 7214


On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 244, which was -16.05 lower than the previous day. The implied volatity was 8.48, the open interest changed by 5128 which increased total open position to 5277


On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 264.95, which was -29.4 lower than the previous day. The implied volatity was 8.84, the open interest changed by 873 which increased total open position to 4994


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 290.25, which was -95.55 lower than the previous day. The implied volatity was 8.97, the open interest changed by 375 which increased total open position to 4096


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 380.7, which was -28.5 lower than the previous day. The implied volatity was 8.91, the open interest changed by 2746 which increased total open position to 3730


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 412, which was 59.05 higher than the previous day. The implied volatity was 8.78, the open interest changed by 3465 which increased total open position to 3467


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 351.6, which was 51.25 higher than the previous day. The implied volatity was 9.03, the open interest changed by 174 which increased total open position to 3433


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 299, which was -49 lower than the previous day. The implied volatity was 9.48, the open interest changed by 92 which increased total open position to 3275


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 347.8, which was -65.55 lower than the previous day. The implied volatity was 9.32, the open interest changed by 623 which increased total open position to 3184


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 404, which was -152.2 lower than the previous day. The implied volatity was 9.36, the open interest changed by 834 which increased total open position to 2566


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 556, which was 71.85 higher than the previous day. The implied volatity was 8.80, the open interest changed by 1709 which increased total open position to 1728


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 492.4, which was 22.45 higher than the previous day. The implied volatity was 9.63, the open interest changed by 1599 which increased total open position to 1614


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 471.85, which was -58.5 lower than the previous day. The implied volatity was 9.40, the open interest changed by 161 which increased total open position to 1611


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 538.6, which was -63.6 lower than the previous day. The implied volatity was 9.80, the open interest changed by 100 which increased total open position to 1455


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 599.7, which was -41 lower than the previous day. The implied volatity was 9.09, the open interest changed by 354 which increased total open position to 1380


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 642, which was -7.15 lower than the previous day. The implied volatity was 9.24, the open interest changed by 90 which increased total open position to 1055


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 650.6, which was -0.35 lower than the previous day. The implied volatity was 9.00, the open interest changed by 252 which increased total open position to 965


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 655, which was 170.55 higher than the previous day. The implied volatity was 9.21, the open interest changed by 212 which increased total open position to 715


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 473.1, which was -91.55 lower than the previous day. The implied volatity was -, the open interest changed by 65 which increased total open position to 497


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 552.65, which was -79.15 lower than the previous day. The implied volatity was 10.29, the open interest changed by -53 which decreased total open position to 407


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 624.6, which was -74.9 lower than the previous day. The implied volatity was 9.82, the open interest changed by 120 which increased total open position to 458


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 711.75, which was 102.9 higher than the previous day. The implied volatity was 9.66, the open interest changed by 17 which increased total open position to 338


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 610.35, which was 63.1 higher than the previous day. The implied volatity was 9.28, the open interest changed by 4 which increased total open position to 322


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 541, which was -58.85 lower than the previous day. The implied volatity was 9.76, the open interest changed by 38 which increased total open position to 317


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 599, which was 28.4 higher than the previous day. The implied volatity was 9.26, the open interest changed by 18 which increased total open position to 281


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 573, which was 11.5 higher than the previous day. The implied volatity was 9.54, the open interest changed by 14 which increased total open position to 263


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 563.95, which was -4.8 lower than the previous day. The implied volatity was 9.58, the open interest changed by 7 which increased total open position to 249


On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 566.6, which was 67.9 higher than the previous day. The implied volatity was 9.65, the open interest changed by 32 which increased total open position to 242


On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 509.65, which was 69.65 higher than the previous day. The implied volatity was 10.26, the open interest changed by 28 which increased total open position to 210


On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 440, which was 25.65 higher than the previous day. The implied volatity was 10.05, the open interest changed by 5 which increased total open position to 186


On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 414.05, which was -9.3 lower than the previous day. The implied volatity was 9.77, the open interest changed by 135 which increased total open position to 181


On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 422.6, which was -46.65 lower than the previous day. The implied volatity was 9.73, the open interest changed by -19 which decreased total open position to 46


On 4 Nov NIFTY was trading at 25597.65. The strike last trading price was 469.25, which was -110.75 lower than the previous day. The implied volatity was 9.74, the open interest changed by 21 which increased total open position to 65


On 3 Nov NIFTY was trading at 25763.35. The strike last trading price was 580, which was -17.75 lower than the previous day. The implied volatity was 9.81, the open interest changed by 41 which increased total open position to 43


On 31 Oct NIFTY was trading at 25722.10. The strike last trading price was 597.75, which was -52.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 30 Oct NIFTY was trading at 25877.85. The strike last trading price was 650.1, which was -184 lower than the previous day. The implied volatity was 9.30, the open interest changed by 0 which decreased total open position to 0


NIFTY 27JAN2026 26200 PE
Delta: -0.40
Vega: 30.79
Theta: -1.32
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 26142.10 215 7.65 9.35 32,896 18,478 18,628
23 Dec 26177.15 209.8 -18.25 9.50 19,236 12,873 13,214
22 Dec 26172.40 226.2 -86.1 9.92 14,410 8,588 8,626
19 Dec 25966.40 314.7 -79.5 9.88 4,502 2,897 3,823
18 Dec 25815.55 397.95 4.75 10.17 1,703 2,093 2,942
17 Dec 25818.55 391.9 10.65 10.05 3,988 2,841 2,841
16 Dec 25860.10 387 74 10.35 2,048 2,094 2,826
15 Dec 26027.30 318.2 11.45 10.57 1,915 2,189 2,884
12 Dec 26046.95 304.95 -69.75 10.39 2,362 2,638 2,638
11 Dec 25898.55 375.85 -83.35 10.55 1,361 2,340 2,426
10 Dec 25758.00 464.15 50.1 10.81 1,292 73 2,307
9 Dec 25839.65 412.7 39.05 10.81 1,847 87 2,243
8 Dec 25960.55 384.95 120.85 11.22 2,793 -96 2,157
5 Dec 26186.45 264 -65.95 10.56 3,342 2,245 2,252
4 Dec 26033.75 331.4 -29.8 10.61 832 18 1,572
3 Dec 25986.00 357.85 18.35 10.99 1,000 151 1,553
2 Dec 26032.20 336.25 32.5 11.17 841 -2 1,407
1 Dec 26175.75 303.65 12.05 11.48 1,556 71 1,425
28 Nov 26202.95 288.05 -12.95 11.25 919 98 1,351
27 Nov 26215.55 298.8 -23.05 11.63 1,209 239 1,287
26 Nov 26205.30 317.45 -129.6 11.92 1,183 341 1,039
25 Nov 25884.80 442.4 32.35 - 391 29 694
24 Nov 25959.50 411.5 16.55 11.73 392 -39 665
21 Nov 26068.15 398.2 68.25 12.45 323 24 704
20 Nov 26192.15 320.05 -72.85 11.74 953 271 679
19 Nov 26052.65 393.25 -46.1 12.21 288 12 409
18 Nov 25910.05 440 44 11.75 217 31 397
17 Nov 26013.45 392.25 -57.95 11.79 140 24 364
14 Nov 25910.05 433.5 -19.1 11.79 297 96 340
13 Nov 25879.15 452.8 7.25 11.91 251 67 244
12 Nov 25875.80 447.5 -87.5 11.66 189 12 174
11 Nov 25694.95 535 -39.5 11.92 56 -6 162
10 Nov 25574.35 575.05 -54.25 11.41 61 12 168
7 Nov 25492.30 629.3 -0.35 11.87 13 -3 156
6 Nov 25509.70 629.35 40.8 11.98 70 11 157
4 Nov 25597.65 589.3 66.75 11.85 68 6 146
3 Nov 25763.35 518.15 -1.7 12.20 166 42 139
31 Oct 25722.10 517.2 57.4 - 85 44 97
30 Oct 25877.85 461.3 51.3 12.02 54 47 53


For Nifty - strike price 26200 expiring on 27JAN2026

Delta for 26200 PE is -0.40

Historical price for 26200 PE is as follows

On 24 Dec NIFTY was trading at 26142.10. The strike last trading price was 215, which was 7.65 higher than the previous day. The implied volatity was 9.35, the open interest changed by 18478 which increased total open position to 18628


On 23 Dec NIFTY was trading at 26177.15. The strike last trading price was 209.8, which was -18.25 lower than the previous day. The implied volatity was 9.50, the open interest changed by 12873 which increased total open position to 13214


On 22 Dec NIFTY was trading at 26172.40. The strike last trading price was 226.2, which was -86.1 lower than the previous day. The implied volatity was 9.92, the open interest changed by 8588 which increased total open position to 8626


On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 314.7, which was -79.5 lower than the previous day. The implied volatity was 9.88, the open interest changed by 2897 which increased total open position to 3823


On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 397.95, which was 4.75 higher than the previous day. The implied volatity was 10.17, the open interest changed by 2093 which increased total open position to 2942


On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 391.9, which was 10.65 higher than the previous day. The implied volatity was 10.05, the open interest changed by 2841 which increased total open position to 2841


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 387, which was 74 higher than the previous day. The implied volatity was 10.35, the open interest changed by 2094 which increased total open position to 2826


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 318.2, which was 11.45 higher than the previous day. The implied volatity was 10.57, the open interest changed by 2189 which increased total open position to 2884


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 304.95, which was -69.75 lower than the previous day. The implied volatity was 10.39, the open interest changed by 2638 which increased total open position to 2638


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 375.85, which was -83.35 lower than the previous day. The implied volatity was 10.55, the open interest changed by 2340 which increased total open position to 2426


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 464.15, which was 50.1 higher than the previous day. The implied volatity was 10.81, the open interest changed by 73 which increased total open position to 2307


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 412.7, which was 39.05 higher than the previous day. The implied volatity was 10.81, the open interest changed by 87 which increased total open position to 2243


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 384.95, which was 120.85 higher than the previous day. The implied volatity was 11.22, the open interest changed by -96 which decreased total open position to 2157


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 264, which was -65.95 lower than the previous day. The implied volatity was 10.56, the open interest changed by 2245 which increased total open position to 2252


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 331.4, which was -29.8 lower than the previous day. The implied volatity was 10.61, the open interest changed by 18 which increased total open position to 1572


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 357.85, which was 18.35 higher than the previous day. The implied volatity was 10.99, the open interest changed by 151 which increased total open position to 1553


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 336.25, which was 32.5 higher than the previous day. The implied volatity was 11.17, the open interest changed by -2 which decreased total open position to 1407


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 303.65, which was 12.05 higher than the previous day. The implied volatity was 11.48, the open interest changed by 71 which increased total open position to 1425


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 288.05, which was -12.95 lower than the previous day. The implied volatity was 11.25, the open interest changed by 98 which increased total open position to 1351


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 298.8, which was -23.05 lower than the previous day. The implied volatity was 11.63, the open interest changed by 239 which increased total open position to 1287


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 317.45, which was -129.6 lower than the previous day. The implied volatity was 11.92, the open interest changed by 341 which increased total open position to 1039


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 442.4, which was 32.35 higher than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 694


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 411.5, which was 16.55 higher than the previous day. The implied volatity was 11.73, the open interest changed by -39 which decreased total open position to 665


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 398.2, which was 68.25 higher than the previous day. The implied volatity was 12.45, the open interest changed by 24 which increased total open position to 704


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 320.05, which was -72.85 lower than the previous day. The implied volatity was 11.74, the open interest changed by 271 which increased total open position to 679


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 393.25, which was -46.1 lower than the previous day. The implied volatity was 12.21, the open interest changed by 12 which increased total open position to 409


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 440, which was 44 higher than the previous day. The implied volatity was 11.75, the open interest changed by 31 which increased total open position to 397


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 392.25, which was -57.95 lower than the previous day. The implied volatity was 11.79, the open interest changed by 24 which increased total open position to 364


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 433.5, which was -19.1 lower than the previous day. The implied volatity was 11.79, the open interest changed by 96 which increased total open position to 340


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 452.8, which was 7.25 higher than the previous day. The implied volatity was 11.91, the open interest changed by 67 which increased total open position to 244


On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 447.5, which was -87.5 lower than the previous day. The implied volatity was 11.66, the open interest changed by 12 which increased total open position to 174


On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 535, which was -39.5 lower than the previous day. The implied volatity was 11.92, the open interest changed by -6 which decreased total open position to 162


On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 575.05, which was -54.25 lower than the previous day. The implied volatity was 11.41, the open interest changed by 12 which increased total open position to 168


On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 629.3, which was -0.35 lower than the previous day. The implied volatity was 11.87, the open interest changed by -3 which decreased total open position to 156


On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 629.35, which was 40.8 higher than the previous day. The implied volatity was 11.98, the open interest changed by 11 which increased total open position to 157


On 4 Nov NIFTY was trading at 25597.65. The strike last trading price was 589.3, which was 66.75 higher than the previous day. The implied volatity was 11.85, the open interest changed by 6 which increased total open position to 146


On 3 Nov NIFTY was trading at 25763.35. The strike last trading price was 518.15, which was -1.7 lower than the previous day. The implied volatity was 12.20, the open interest changed by 42 which increased total open position to 139


On 31 Oct NIFTY was trading at 25722.10. The strike last trading price was 517.2, which was 57.4 higher than the previous day. The implied volatity was -, the open interest changed by 44 which increased total open position to 97


On 30 Oct NIFTY was trading at 25877.85. The strike last trading price was 461.3, which was 51.3 higher than the previous day. The implied volatity was 12.02, the open interest changed by 47 which increased total open position to 53