NIFTY
Nifty
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






























































































































































































































