[--[65.84.65.76]--]

NIFTY

Nifty
25693.7 +50.90 (0.20%)
L: 25491.9 H: 25703.95

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Historical option data for NIFTY

06 Feb 2026 03:36 PM IST
NIFTY 10-FEB-2026 25600 CE
Delta: 0.69
Vega: 9.53
Theta: -14.22
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
6 Feb 25693.70 145.45 -25 7.92 80,87,242 25,258 84,381
5 Feb 25642.80 160.85 -120.4 9.97 17,16,731 42,781 59,123
4 Feb 25776.00 266.8 -11.85 12.28 5,16,817 772 16,342
3 Feb 25727.55 285 243.1 13.63 1,14,051 -628 15,570
2 Feb 25088.40 42.05 -0.55 12.75 1,09,507 4,483 16,198
1 Feb 24825.45 38.7 -121.9 16.59 97,726 4,496 11,715
30 Jan 25320.65 159.5 -40.3 14.11 31,975 1,782 7,219
29 Jan 25418.90 199.1 16 13.33 23,339 1,490 5,437
28 Jan 25342.75 180 -5.55 13.18 15,084 1,887 3,947
27 Jan 25175.40 194.1 41.9 15.58 9,025 475 2,060
23 Jan 25048.65 157.85 -75.7 14.64 3,817 423 1,585
22 Jan 25289.90 242.1 59.45 13.44 4,329 115 1,162
21 Jan 25157.50 184.5 -28.75 13.07 3,049 367 1,047
20 Jan 25232.50 210.45 -142.4 12.83 1,458 209 680
19 Jan 25585.50 338 -105.9 11.17 999 268 471
16 Jan 25694.35 440 -2.05 10.5 395 88 203
14 Jan 25665.60 446 -40.55 10.81 142 59 115
13 Jan 25732.30 482 -75.3 10.61 122 40 56
12 Jan 25790.25 558.1 -338.05 10.92 39 16 16
9 Jan 25683.30 896.15 0 - 0 0 0
8 Jan 25876.85 896.15 0 - 0 0 0


For Nifty - strike price 25600 expiring on 10FEB2026

Delta for 25600 CE is 0.69

Historical price for 25600 CE is as follows

On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 145.45, which was -25 lower than the previous day. The implied volatity was 7.92, the open interest changed by 25258 which increased total open position to 84381


On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 160.85, which was -120.4 lower than the previous day. The implied volatity was 9.97, the open interest changed by 42781 which increased total open position to 59123


On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 266.8, which was -11.85 lower than the previous day. The implied volatity was 12.28, the open interest changed by 772 which increased total open position to 16342


On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 285, which was 243.1 higher than the previous day. The implied volatity was 13.63, the open interest changed by -628 which decreased total open position to 15570


On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 42.05, which was -0.55 lower than the previous day. The implied volatity was 12.75, the open interest changed by 4483 which increased total open position to 16198


On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 38.7, which was -121.9 lower than the previous day. The implied volatity was 16.59, the open interest changed by 4496 which increased total open position to 11715


On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 159.5, which was -40.3 lower than the previous day. The implied volatity was 14.11, the open interest changed by 1782 which increased total open position to 7219


On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 199.1, which was 16 higher than the previous day. The implied volatity was 13.33, the open interest changed by 1490 which increased total open position to 5437


On 28 Jan NIFTY was trading at 25342.75. The strike last trading price was 180, which was -5.55 lower than the previous day. The implied volatity was 13.18, the open interest changed by 1887 which increased total open position to 3947


On 27 Jan NIFTY was trading at 25175.40. The strike last trading price was 194.1, which was 41.9 higher than the previous day. The implied volatity was 15.58, the open interest changed by 475 which increased total open position to 2060


On 23 Jan NIFTY was trading at 25048.65. The strike last trading price was 157.85, which was -75.7 lower than the previous day. The implied volatity was 14.64, the open interest changed by 423 which increased total open position to 1585


On 22 Jan NIFTY was trading at 25289.90. The strike last trading price was 242.1, which was 59.45 higher than the previous day. The implied volatity was 13.44, the open interest changed by 115 which increased total open position to 1162


On 21 Jan NIFTY was trading at 25157.50. The strike last trading price was 184.5, which was -28.75 lower than the previous day. The implied volatity was 13.07, the open interest changed by 367 which increased total open position to 1047


On 20 Jan NIFTY was trading at 25232.50. The strike last trading price was 210.45, which was -142.4 lower than the previous day. The implied volatity was 12.83, the open interest changed by 209 which increased total open position to 680


On 19 Jan NIFTY was trading at 25585.50. The strike last trading price was 338, which was -105.9 lower than the previous day. The implied volatity was 11.17, the open interest changed by 268 which increased total open position to 471


On 16 Jan NIFTY was trading at 25694.35. The strike last trading price was 440, which was -2.05 lower than the previous day. The implied volatity was 10.5, the open interest changed by 88 which increased total open position to 203


On 14 Jan NIFTY was trading at 25665.60. The strike last trading price was 446, which was -40.55 lower than the previous day. The implied volatity was 10.81, the open interest changed by 59 which increased total open position to 115


On 13 Jan NIFTY was trading at 25732.30. The strike last trading price was 482, which was -75.3 lower than the previous day. The implied volatity was 10.61, the open interest changed by 40 which increased total open position to 56


On 12 Jan NIFTY was trading at 25790.25. The strike last trading price was 558.1, which was -338.05 lower than the previous day. The implied volatity was 10.92, the open interest changed by 16 which increased total open position to 16


On 9 Jan NIFTY was trading at 25683.30. The strike last trading price was 896.15, 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 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 896.15, 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 10FEB2026 25600 PE
Delta: -0.36
Vega: 10.06
Theta: -11.08
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
6 Feb 25693.70 72 -34.25 10.84 83,49,834 94,409 1,68,292
5 Feb 25642.80 109.6 23.5 12.07 30,12,649 10,877 73,883
4 Feb 25776.00 94.4 -27.3 12.91 16,66,884 37,915 63,006
3 Feb 25727.55 126 -421.8 13.88 2,54,412 23,307 25,091
2 Feb 25088.40 543 -299.5 16.31 2,147 278 1,784
1 Feb 24825.45 867.4 488.2 22.74 5,964 -504 1,506
30 Jan 25320.65 378.45 70.85 14.98 4,107 568 2,010
29 Jan 25418.90 309.9 -65.45 14.13 3,020 364 1,442
28 Jan 25342.75 370.8 -110.1 14.77 1,930 283 1,078
27 Jan 25175.40 430.85 -154.75 14.05 786 130 795
23 Jan 25048.65 588.45 197.1 15.5 719 192 665
22 Jan 25289.90 385 -143.1 13.2 511 7 473
21 Jan 25157.50 531.45 57.3 15.52 771 27 466
20 Jan 25232.50 455.95 184.95 13.6 1,076 -167 439
19 Jan 25585.50 276 69 13.16 1,260 354 606
16 Jan 25694.35 204.75 -26.2 12.16 444 117 252
14 Jan 25665.60 231.35 23.55 12.45 230 44 135
13 Jan 25732.30 214.55 24.95 12.36 156 22 91
12 Jan 25790.25 186.95 -41.6 12.31 336 36 69
9 Jan 25683.30 224.85 58.45 12.12 212 20 33
8 Jan 25876.85 165.9 -4.45 11.78 46 13 13


For Nifty - strike price 25600 expiring on 10FEB2026

Delta for 25600 PE is -0.36

Historical price for 25600 PE is as follows

On 6 Feb NIFTY was trading at 25693.70. The strike last trading price was 72, which was -34.25 lower than the previous day. The implied volatity was 10.84, the open interest changed by 94409 which increased total open position to 168292


On 5 Feb NIFTY was trading at 25642.80. The strike last trading price was 109.6, which was 23.5 higher than the previous day. The implied volatity was 12.07, the open interest changed by 10877 which increased total open position to 73883


On 4 Feb NIFTY was trading at 25776.00. The strike last trading price was 94.4, which was -27.3 lower than the previous day. The implied volatity was 12.91, the open interest changed by 37915 which increased total open position to 63006


On 3 Feb NIFTY was trading at 25727.55. The strike last trading price was 126, which was -421.8 lower than the previous day. The implied volatity was 13.88, the open interest changed by 23307 which increased total open position to 25091


On 2 Feb NIFTY was trading at 25088.40. The strike last trading price was 543, which was -299.5 lower than the previous day. The implied volatity was 16.31, the open interest changed by 278 which increased total open position to 1784


On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 867.4, which was 488.2 higher than the previous day. The implied volatity was 22.74, the open interest changed by -504 which decreased total open position to 1506


On 30 Jan NIFTY was trading at 25320.65. The strike last trading price was 378.45, which was 70.85 higher than the previous day. The implied volatity was 14.98, the open interest changed by 568 which increased total open position to 2010


On 29 Jan NIFTY was trading at 25418.90. The strike last trading price was 309.9, which was -65.45 lower than the previous day. The implied volatity was 14.13, the open interest changed by 364 which increased total open position to 1442


On 28 Jan NIFTY was trading at 25342.75. The strike last trading price was 370.8, which was -110.1 lower than the previous day. The implied volatity was 14.77, the open interest changed by 283 which increased total open position to 1078


On 27 Jan NIFTY was trading at 25175.40. The strike last trading price was 430.85, which was -154.75 lower than the previous day. The implied volatity was 14.05, the open interest changed by 130 which increased total open position to 795


On 23 Jan NIFTY was trading at 25048.65. The strike last trading price was 588.45, which was 197.1 higher than the previous day. The implied volatity was 15.5, the open interest changed by 192 which increased total open position to 665


On 22 Jan NIFTY was trading at 25289.90. The strike last trading price was 385, which was -143.1 lower than the previous day. The implied volatity was 13.2, the open interest changed by 7 which increased total open position to 473


On 21 Jan NIFTY was trading at 25157.50. The strike last trading price was 531.45, which was 57.3 higher than the previous day. The implied volatity was 15.52, the open interest changed by 27 which increased total open position to 466


On 20 Jan NIFTY was trading at 25232.50. The strike last trading price was 455.95, which was 184.95 higher than the previous day. The implied volatity was 13.6, the open interest changed by -167 which decreased total open position to 439


On 19 Jan NIFTY was trading at 25585.50. The strike last trading price was 276, which was 69 higher than the previous day. The implied volatity was 13.16, the open interest changed by 354 which increased total open position to 606


On 16 Jan NIFTY was trading at 25694.35. The strike last trading price was 204.75, which was -26.2 lower than the previous day. The implied volatity was 12.16, the open interest changed by 117 which increased total open position to 252


On 14 Jan NIFTY was trading at 25665.60. The strike last trading price was 231.35, which was 23.55 higher than the previous day. The implied volatity was 12.45, the open interest changed by 44 which increased total open position to 135


On 13 Jan NIFTY was trading at 25732.30. The strike last trading price was 214.55, which was 24.95 higher than the previous day. The implied volatity was 12.36, the open interest changed by 22 which increased total open position to 91


On 12 Jan NIFTY was trading at 25790.25. The strike last trading price was 186.95, which was -41.6 lower than the previous day. The implied volatity was 12.31, the open interest changed by 36 which increased total open position to 69


On 9 Jan NIFTY was trading at 25683.30. The strike last trading price was 224.85, which was 58.45 higher than the previous day. The implied volatity was 12.12, the open interest changed by 20 which increased total open position to 33


On 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 165.9, which was -4.45 lower than the previous day. The implied volatity was 11.78, the open interest changed by 13 which increased total open position to 13