[--[65.84.65.76]--]

NIFTY

Nifty
24825.45 -495.20 (-1.96%)
L: 24571.75 H: 25440.9

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Historical option data for NIFTY

01 Feb 2026 11:59 PM IST
NIFTY 24-FEB-2026 25500 CE
Delta: 0.24
Vega: 19.49
Theta: -7.05
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
1 Feb 24825.45 113 -191.4 12.8 1,84,250 60,319 83,611
31 Jan 25320.65 302.2 -63.25 - 94,921 3,669 67,106
25 Jan 25048.65 275.95 -100.25 - 52,658 11,244 41,925
24 Jan 25048.65 275.95 -100.25 - 52,658 11,244 41,925
21 Jan 25157.50 314 -26.65 - 64,686 26,449 26,592
20 Jan 25232.50 338 -172.45 11.33 27,891 12,505 15,001
18 Jan 25694.35 612.3 10.5 - 6,245 753 4,943
17 Jan 25694.35 612.3 10.5 - 6,245 753 4,943
11 Jan 25683.30 675 -132.25 - 2,805 225 2,557
10 Jan 25683.30 675 -132.25 - 0 225 2,557
9 Jan 25876.85 797.4 -197.15 - 1,115 1,971 1,977
8 Jan 25876.85 797.4 -197.15 9.43 1,115 1,971 1,977
7 Jan 26140.75 991 -49.1 6.57 484 1,785 1,786
6 Jan 26178.70 1037.5 -41.35 7.47 395 -76 1,866
5 Jan 26250.30 1070.35 -112.4 - 1,326 1,945 1,945
2 Jan 26328.55 1201 157.4 - 308 -61 2,240
1 Jan 26146.55 1037.1 -9.35 7.06 304 93 2,301
31 Dec 26129.60 1045.55 144.55 7.39 772 -40 2,206
30 Dec 25938.85 912 2.8 8.15 785 271 2,249
29 Dec 25942.10 912 -83.85 8.16 676 86 1,980
26 Dec 26042.30 993.35 -109.45 6.98 677 368 1,891
24 Dec 26142.10 1100.1 -42.55 7.55 274 21 1,521
23 Dec 26177.15 1115.6 -18.2 6.22 590 350 1,501
22 Dec 26172.40 1133 139.5 7.31 150 68 1,162
19 Dec 25966.40 997 103.45 8.29 242 75 1,111
18 Dec 25815.55 897.35 -6.8 8.68 1,017 345 1,052
17 Dec 25818.55 907.95 -40.05 8.68 136 52 712
16 Dec 25860.10 939.15 -132.3 8.68 180 63 669
15 Dec 26027.30 1072.85 -23.3 8.26 84 14 606
12 Dec 26046.95 1096 84.7 7.52 72 19 592
11 Dec 25898.55 1004.25 82.2 8.44 560 133 573
10 Dec 25758.00 915.9 -70.3 9.25 513 180 431
9 Dec 25839.65 986.4 -95.3 8.79 230 63 250
8 Dec 25960.55 1068.4 -200.8 8.74 77 28 188
5 Dec 26186.45 1267.8 98.85 7.06 96 8 159
4 Dec 26033.75 1179.9 37.25 9.18 45 29 151
3 Dec 25986.00 1148.9 -51.1 8.8 106 79 121
2 Dec 26032.20 1200 -127.45 8.12 40 17 26
1 Dec 26175.75 1327.45 -33.8 8.45 11 4 9
28 Nov 26202.95 1341.3 -65.7 7.19 11 4 6
27 Nov 26215.55 1407 228.15 9.23 2 1 1


For Nifty - strike price 25500 expiring on 24FEB2026

Delta for 25500 CE is 0.24

Historical price for 25500 CE is as follows

On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 113, which was -191.4 lower than the previous day. The implied volatity was 12.8, the open interest changed by 60319 which increased total open position to 83611


On 31 Jan NIFTY was trading at 25320.65. The strike last trading price was 302.2, which was -63.25 lower than the previous day. The implied volatity was -, the open interest changed by 3669 which increased total open position to 67106


On 25 Jan NIFTY was trading at 25048.65. The strike last trading price was 275.95, which was -100.25 lower than the previous day. The implied volatity was -, the open interest changed by 11244 which increased total open position to 41925


On 24 Jan NIFTY was trading at 25048.65. The strike last trading price was 275.95, which was -100.25 lower than the previous day. The implied volatity was -, the open interest changed by 11244 which increased total open position to 41925


On 21 Jan NIFTY was trading at 25157.50. The strike last trading price was 314, which was -26.65 lower than the previous day. The implied volatity was -, the open interest changed by 26449 which increased total open position to 26592


On 20 Jan NIFTY was trading at 25232.50. The strike last trading price was 338, which was -172.45 lower than the previous day. The implied volatity was 11.33, the open interest changed by 12505 which increased total open position to 15001


On 18 Jan NIFTY was trading at 25694.35. The strike last trading price was 612.3, which was 10.5 higher than the previous day. The implied volatity was -, the open interest changed by 753 which increased total open position to 4943


On 17 Jan NIFTY was trading at 25694.35. The strike last trading price was 612.3, which was 10.5 higher than the previous day. The implied volatity was -, the open interest changed by 753 which increased total open position to 4943


On 11 Jan NIFTY was trading at 25683.30. The strike last trading price was 675, which was -132.25 lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 2557


On 10 Jan NIFTY was trading at 25683.30. The strike last trading price was 675, which was -132.25 lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 2557


On 9 Jan NIFTY was trading at 25876.85. The strike last trading price was 797.4, which was -197.15 lower than the previous day. The implied volatity was -, the open interest changed by 1971 which increased total open position to 1977


On 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 797.4, which was -197.15 lower than the previous day. The implied volatity was 9.43, the open interest changed by 1971 which increased total open position to 1977


On 7 Jan NIFTY was trading at 26140.75. The strike last trading price was 991, which was -49.1 lower than the previous day. The implied volatity was 6.57, the open interest changed by 1785 which increased total open position to 1786


On 6 Jan NIFTY was trading at 26178.70. The strike last trading price was 1037.5, which was -41.35 lower than the previous day. The implied volatity was 7.47, the open interest changed by -76 which decreased total open position to 1866


On 5 Jan NIFTY was trading at 26250.30. The strike last trading price was 1070.35, which was -112.4 lower than the previous day. The implied volatity was -, the open interest changed by 1945 which increased total open position to 1945


On 2 Jan NIFTY was trading at 26328.55. The strike last trading price was 1201, which was 157.4 higher than the previous day. The implied volatity was -, the open interest changed by -61 which decreased total open position to 2240


On 1 Jan NIFTY was trading at 26146.55. The strike last trading price was 1037.1, which was -9.35 lower than the previous day. The implied volatity was 7.06, the open interest changed by 93 which increased total open position to 2301


On 31 Dec NIFTY was trading at 26129.60. The strike last trading price was 1045.55, which was 144.55 higher than the previous day. The implied volatity was 7.39, the open interest changed by -40 which decreased total open position to 2206


On 30 Dec NIFTY was trading at 25938.85. The strike last trading price was 912, which was 2.8 higher than the previous day. The implied volatity was 8.15, the open interest changed by 271 which increased total open position to 2249


On 29 Dec NIFTY was trading at 25942.10. The strike last trading price was 912, which was -83.85 lower than the previous day. The implied volatity was 8.16, the open interest changed by 86 which increased total open position to 1980


On 26 Dec NIFTY was trading at 26042.30. The strike last trading price was 993.35, which was -109.45 lower than the previous day. The implied volatity was 6.98, the open interest changed by 368 which increased total open position to 1891


On 24 Dec NIFTY was trading at 26142.10. The strike last trading price was 1100.1, which was -42.55 lower than the previous day. The implied volatity was 7.55, the open interest changed by 21 which increased total open position to 1521


On 23 Dec NIFTY was trading at 26177.15. The strike last trading price was 1115.6, which was -18.2 lower than the previous day. The implied volatity was 6.22, the open interest changed by 350 which increased total open position to 1501


On 22 Dec NIFTY was trading at 26172.40. The strike last trading price was 1133, which was 139.5 higher than the previous day. The implied volatity was 7.31, the open interest changed by 68 which increased total open position to 1162


On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 997, which was 103.45 higher than the previous day. The implied volatity was 8.29, the open interest changed by 75 which increased total open position to 1111


On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 897.35, which was -6.8 lower than the previous day. The implied volatity was 8.68, the open interest changed by 345 which increased total open position to 1052


On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 907.95, which was -40.05 lower than the previous day. The implied volatity was 8.68, the open interest changed by 52 which increased total open position to 712


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 939.15, which was -132.3 lower than the previous day. The implied volatity was 8.68, the open interest changed by 63 which increased total open position to 669


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1072.85, which was -23.3 lower than the previous day. The implied volatity was 8.26, the open interest changed by 14 which increased total open position to 606


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1096, which was 84.7 higher than the previous day. The implied volatity was 7.52, the open interest changed by 19 which increased total open position to 592


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1004.25, which was 82.2 higher than the previous day. The implied volatity was 8.44, the open interest changed by 133 which increased total open position to 573


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 915.9, which was -70.3 lower than the previous day. The implied volatity was 9.25, the open interest changed by 180 which increased total open position to 431


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 986.4, which was -95.3 lower than the previous day. The implied volatity was 8.79, the open interest changed by 63 which increased total open position to 250


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1068.4, which was -200.8 lower than the previous day. The implied volatity was 8.74, the open interest changed by 28 which increased total open position to 188


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1267.8, which was 98.85 higher than the previous day. The implied volatity was 7.06, the open interest changed by 8 which increased total open position to 159


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1179.9, which was 37.25 higher than the previous day. The implied volatity was 9.18, the open interest changed by 29 which increased total open position to 151


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1148.9, which was -51.1 lower than the previous day. The implied volatity was 8.8, the open interest changed by 79 which increased total open position to 121


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1200, which was -127.45 lower than the previous day. The implied volatity was 8.12, the open interest changed by 17 which increased total open position to 26


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1327.45, which was -33.8 lower than the previous day. The implied volatity was 8.45, the open interest changed by 4 which increased total open position to 9


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1341.3, which was -65.7 lower than the previous day. The implied volatity was 7.19, the open interest changed by 4 which increased total open position to 6


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1407, which was 228.15 higher than the previous day. The implied volatity was 9.23, the open interest changed by 1 which increased total open position to 1


NIFTY 24FEB2026 25500 PE
Delta: -0.67
Vega: 22.46
Theta: -4.68
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
1 Feb 24825.45 825.35 445.05 19.38 65,416 -274 51,887
31 Jan 25320.65 378.5 52.65 - 44,735 1,780 53,284
25 Jan 25048.65 555 166.9 - 39,006 1,606 44,417
24 Jan 25048.65 555 166.9 - 39,006 1,606 44,417
21 Jan 25157.50 487 56.3 - 50,668 23,043 33,674
20 Jan 25232.50 411.75 146.7 12.7 37,200 26,560 27,644
18 Jan 25694.35 211.05 -22.3 - 16,990 16 23,309
17 Jan 25694.35 211.05 -22.3 - 16,990 16 23,309
11 Jan 25683.30 223.25 45.9 - 15,274 -464 21,924
10 Jan 25683.30 223.25 45.9 - 0 -464 21,924
9 Jan 25876.85 181 62.65 - 17,112 22,391 22,391
8 Jan 25876.85 181 62.65 12.17 17,112 22,391 22,391
7 Jan 26140.75 118.8 1.3 12.06 6,560 21,039 21,844
6 Jan 26178.70 118.1 7.15 12.19 7,855 1,267 21,453
5 Jan 26250.30 110.75 13.05 12.31 10,104 19,553 20,174
2 Jan 26328.55 95.75 -20.95 12.07 8,854 704 19,475
1 Jan 26146.55 115.4 -6.85 11.52 7,098 1,332 18,780
31 Dec 26129.60 121.5 -33.45 11.67 12,961 17,090 17,444
30 Dec 25938.85 150.05 -9.55 11.44 3,764 14,007 14,296
29 Dec 25942.10 160 24.15 11.58 7,625 13,874 14,012
26 Dec 26042.30 136.35 17 11.33 4,705 700 12,195
24 Dec 26142.10 119.7 1.95 11.26 4,321 1,276 11,451
23 Dec 26177.15 117.15 -12.2 11.3 6,778 2,663 10,166
22 Dec 26172.40 129.5 -39.6 11.67 4,048 643 7,506
19 Dec 25966.40 165 -43.5 11.39 1,974 204 6,878
18 Dec 25815.55 208.15 2.35 11.61 2,698 87 6,742
17 Dec 25818.55 203.9 2.4 11.49 1,672 -135 6,659
16 Dec 25860.10 203.15 31.3 11.64 1,713 350 6,802
15 Dec 26027.30 169.7 -1.4 11.74 2,576 1,155 6,479
12 Dec 26046.95 168 -37.8 11.76 1,727 333 5,323
11 Dec 25898.55 205.4 -42.55 11.84 1,832 654 4,996
10 Dec 25758.00 249.45 24.45 11.92 1,958 156 4,352
9 Dec 25839.65 223.1 13.35 11.9 1,933 132 4,203
8 Dec 25960.55 215.3 61.1 12.27 2,292 413 4,092
5 Dec 26186.45 155.85 -33.75 11.99 2,122 656 3,676
4 Dec 26033.75 189.75 -16.75 11.98 1,033 154 3,024
3 Dec 25986.00 206.7 9.9 12.21 1,371 448 2,880
2 Dec 26032.20 192.4 10.55 12.23 1,131 266 2,447
1 Dec 26175.75 180.75 4 12.61 1,624 665 2,182
28 Nov 26202.95 177.45 -5.3 12.53 1,065 548 1,533
27 Nov 26215.55 179.75 -21.45 12.65 1,136 498 989


For Nifty - strike price 25500 expiring on 24FEB2026

Delta for 25500 PE is -0.67

Historical price for 25500 PE is as follows

On 1 Feb NIFTY was trading at 24825.45. The strike last trading price was 825.35, which was 445.05 higher than the previous day. The implied volatity was 19.38, the open interest changed by -274 which decreased total open position to 51887


On 31 Jan NIFTY was trading at 25320.65. The strike last trading price was 378.5, which was 52.65 higher than the previous day. The implied volatity was -, the open interest changed by 1780 which increased total open position to 53284


On 25 Jan NIFTY was trading at 25048.65. The strike last trading price was 555, which was 166.9 higher than the previous day. The implied volatity was -, the open interest changed by 1606 which increased total open position to 44417


On 24 Jan NIFTY was trading at 25048.65. The strike last trading price was 555, which was 166.9 higher than the previous day. The implied volatity was -, the open interest changed by 1606 which increased total open position to 44417


On 21 Jan NIFTY was trading at 25157.50. The strike last trading price was 487, which was 56.3 higher than the previous day. The implied volatity was -, the open interest changed by 23043 which increased total open position to 33674


On 20 Jan NIFTY was trading at 25232.50. The strike last trading price was 411.75, which was 146.7 higher than the previous day. The implied volatity was 12.7, the open interest changed by 26560 which increased total open position to 27644


On 18 Jan NIFTY was trading at 25694.35. The strike last trading price was 211.05, which was -22.3 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 23309


On 17 Jan NIFTY was trading at 25694.35. The strike last trading price was 211.05, which was -22.3 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 23309


On 11 Jan NIFTY was trading at 25683.30. The strike last trading price was 223.25, which was 45.9 higher than the previous day. The implied volatity was -, the open interest changed by -464 which decreased total open position to 21924


On 10 Jan NIFTY was trading at 25683.30. The strike last trading price was 223.25, which was 45.9 higher than the previous day. The implied volatity was -, the open interest changed by -464 which decreased total open position to 21924


On 9 Jan NIFTY was trading at 25876.85. The strike last trading price was 181, which was 62.65 higher than the previous day. The implied volatity was -, the open interest changed by 22391 which increased total open position to 22391


On 8 Jan NIFTY was trading at 25876.85. The strike last trading price was 181, which was 62.65 higher than the previous day. The implied volatity was 12.17, the open interest changed by 22391 which increased total open position to 22391


On 7 Jan NIFTY was trading at 26140.75. The strike last trading price was 118.8, which was 1.3 higher than the previous day. The implied volatity was 12.06, the open interest changed by 21039 which increased total open position to 21844


On 6 Jan NIFTY was trading at 26178.70. The strike last trading price was 118.1, which was 7.15 higher than the previous day. The implied volatity was 12.19, the open interest changed by 1267 which increased total open position to 21453


On 5 Jan NIFTY was trading at 26250.30. The strike last trading price was 110.75, which was 13.05 higher than the previous day. The implied volatity was 12.31, the open interest changed by 19553 which increased total open position to 20174


On 2 Jan NIFTY was trading at 26328.55. The strike last trading price was 95.75, which was -20.95 lower than the previous day. The implied volatity was 12.07, the open interest changed by 704 which increased total open position to 19475


On 1 Jan NIFTY was trading at 26146.55. The strike last trading price was 115.4, which was -6.85 lower than the previous day. The implied volatity was 11.52, the open interest changed by 1332 which increased total open position to 18780


On 31 Dec NIFTY was trading at 26129.60. The strike last trading price was 121.5, which was -33.45 lower than the previous day. The implied volatity was 11.67, the open interest changed by 17090 which increased total open position to 17444


On 30 Dec NIFTY was trading at 25938.85. The strike last trading price was 150.05, which was -9.55 lower than the previous day. The implied volatity was 11.44, the open interest changed by 14007 which increased total open position to 14296


On 29 Dec NIFTY was trading at 25942.10. The strike last trading price was 160, which was 24.15 higher than the previous day. The implied volatity was 11.58, the open interest changed by 13874 which increased total open position to 14012


On 26 Dec NIFTY was trading at 26042.30. The strike last trading price was 136.35, which was 17 higher than the previous day. The implied volatity was 11.33, the open interest changed by 700 which increased total open position to 12195


On 24 Dec NIFTY was trading at 26142.10. The strike last trading price was 119.7, which was 1.95 higher than the previous day. The implied volatity was 11.26, the open interest changed by 1276 which increased total open position to 11451


On 23 Dec NIFTY was trading at 26177.15. The strike last trading price was 117.15, which was -12.2 lower than the previous day. The implied volatity was 11.3, the open interest changed by 2663 which increased total open position to 10166


On 22 Dec NIFTY was trading at 26172.40. The strike last trading price was 129.5, which was -39.6 lower than the previous day. The implied volatity was 11.67, the open interest changed by 643 which increased total open position to 7506


On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 165, which was -43.5 lower than the previous day. The implied volatity was 11.39, the open interest changed by 204 which increased total open position to 6878


On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 208.15, which was 2.35 higher than the previous day. The implied volatity was 11.61, the open interest changed by 87 which increased total open position to 6742


On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 203.9, which was 2.4 higher than the previous day. The implied volatity was 11.49, the open interest changed by -135 which decreased total open position to 6659


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 203.15, which was 31.3 higher than the previous day. The implied volatity was 11.64, the open interest changed by 350 which increased total open position to 6802


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 169.7, which was -1.4 lower than the previous day. The implied volatity was 11.74, the open interest changed by 1155 which increased total open position to 6479


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 168, which was -37.8 lower than the previous day. The implied volatity was 11.76, the open interest changed by 333 which increased total open position to 5323


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 205.4, which was -42.55 lower than the previous day. The implied volatity was 11.84, the open interest changed by 654 which increased total open position to 4996


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 249.45, which was 24.45 higher than the previous day. The implied volatity was 11.92, the open interest changed by 156 which increased total open position to 4352


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 223.1, which was 13.35 higher than the previous day. The implied volatity was 11.9, the open interest changed by 132 which increased total open position to 4203


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 215.3, which was 61.1 higher than the previous day. The implied volatity was 12.27, the open interest changed by 413 which increased total open position to 4092


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 155.85, which was -33.75 lower than the previous day. The implied volatity was 11.99, the open interest changed by 656 which increased total open position to 3676


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 189.75, which was -16.75 lower than the previous day. The implied volatity was 11.98, the open interest changed by 154 which increased total open position to 3024


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 206.7, which was 9.9 higher than the previous day. The implied volatity was 12.21, the open interest changed by 448 which increased total open position to 2880


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 192.4, which was 10.55 higher than the previous day. The implied volatity was 12.23, the open interest changed by 266 which increased total open position to 2447


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 180.75, which was 4 higher than the previous day. The implied volatity was 12.61, the open interest changed by 665 which increased total open position to 2182


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 177.45, which was -5.3 lower than the previous day. The implied volatity was 12.53, the open interest changed by 548 which increased total open position to 1533


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 179.75, which was -21.45 lower than the previous day. The implied volatity was 12.65, the open interest changed by 498 which increased total open position to 989