NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 09:35 AM IST
| NIFTY 23-DEC-2025 25000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 25925.15 | 964.55 | 53.75 | - | 232 | 38 | 1,284 | |||||||||
| 16 Dec | 25860.10 | 901 | -172 | 10.64 | 1,086 | 1,246 | 1,246 | |||||||||
| 15 Dec | 26027.30 | 1071.05 | -35.85 | 11.03 | 920 | 586 | 860 | |||||||||
|
|
||||||||||||||||
| 12 Dec | 26046.95 | 1108.45 | 129.95 | - | 427 | -181 | 274 | |||||||||
| 11 Dec | 25898.55 | 979.8 | 135.75 | 10.19 | 713 | 136 | 455 | |||||||||
| 10 Dec | 25758.00 | 842 | -94.15 | 9.62 | 70 | 36 | 319 | |||||||||
| 9 Dec | 25839.65 | 932.3 | -138.6 | - | 315 | 277 | 283 | |||||||||
| 8 Dec | 25960.55 | 1067.8 | -230.55 | 15.02 | 2 | 1 | 6 | |||||||||
| 5 Dec | 26186.45 | 1293.25 | 118.95 | - | 7 | 4 | 5 | |||||||||
| 4 Dec | 26033.75 | 1178.2 | 66.25 | 15.11 | 6 | 1 | 1 | |||||||||
| 3 Dec | 25986.00 | 1109.35 | -56 | - | 3 | 0 | 0 | |||||||||
| 2 Dec | 26032.20 | 1165.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 26175.75 | 1165.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 26202.95 | 1165.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 1165.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 1165.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 25884.80 | 1165.35 | 0 | 16.45 | 1 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25000 expiring on 23DEC2025
Delta for 25000 CE is -
Historical price for 25000 CE is as follows
On 17 Dec NIFTY was trading at 25925.15. The strike last trading price was 964.55, which was 53.75 higher than the previous day. The implied volatity was -, the open interest changed by 38 which increased total open position to 1284
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 901, which was -172 lower than the previous day. The implied volatity was 10.64, the open interest changed by 1246 which increased total open position to 1246
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1071.05, which was -35.85 lower than the previous day. The implied volatity was 11.03, the open interest changed by 586 which increased total open position to 860
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1108.45, which was 129.95 higher than the previous day. The implied volatity was -, the open interest changed by -181 which decreased total open position to 274
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 979.8, which was 135.75 higher than the previous day. The implied volatity was 10.19, the open interest changed by 136 which increased total open position to 455
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 842, which was -94.15 lower than the previous day. The implied volatity was 9.62, the open interest changed by 36 which increased total open position to 319
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 932.3, which was -138.6 lower than the previous day. The implied volatity was -, the open interest changed by 277 which increased total open position to 283
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1067.8, which was -230.55 lower than the previous day. The implied volatity was 15.02, the open interest changed by 1 which increased total open position to 6
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1293.25, which was 118.95 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 5
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1178.2, which was 66.25 higher than the previous day. The implied volatity was 15.11, the open interest changed by 1 which increased total open position to 1
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1109.35, which was -56 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1165.35, 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 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1165.35, 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 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1165.35, 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 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1165.35, 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 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 1165.35, 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 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 1165.35, which was 0 lower than the previous day. The implied volatity was 16.45, the open interest changed by 0 which decreased total open position to 0
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 0, 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 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 0, 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 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 0, 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 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 0, 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 23DEC2025 25000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 1.90
Theta: -2.08
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 25925.15 | 4.5 | -0.5 | 14.75 | 93,832 | 17,514 | 85,768 |
| 16 Dec | 25860.10 | 5.15 | -1.15 | 13.43 | 1,56,213 | 68,254 | 68,254 |
| 15 Dec | 26027.30 | 6.25 | -0.4 | 14.93 | 95,626 | 25,706 | 36,047 |
| 12 Dec | 26046.95 | 6.6 | -1.7 | 13.38 | 29,723 | 2,411 | 10,341 |
| 11 Dec | 25898.55 | 8.9 | -8.65 | 12.08 | 27,101 | 1,275 | 7,930 |
| 10 Dec | 25758.00 | 18.45 | 4.65 | 12.11 | 25,364 | 2,957 | 6,655 |
| 9 Dec | 25839.65 | 13.35 | -2 | 11.74 | 9,672 | 820 | 3,698 |
| 8 Dec | 25960.55 | 16.35 | 7.5 | 12.80 | 5,331 | 1,114 | 2,878 |
| 5 Dec | 26186.45 | 9 | -5.3 | 12.47 | 3,196 | 210 | 1,764 |
| 4 Dec | 26033.75 | 14 | -4.25 | 11.92 | 962 | 100 | 1,554 |
| 3 Dec | 25986.00 | 17.5 | -0.65 | 11.96 | 1,792 | 193 | 1,454 |
| 2 Dec | 26032.20 | 17.7 | 0.05 | 12.33 | 822 | 8 | 1,261 |
| 1 Dec | 26175.75 | 17.4 | -2.6 | 13.03 | 1,484 | 98 | 1,253 |
| 28 Nov | 26202.95 | 19.35 | -1.55 | 12.79 | 1,667 | 676 | 1,155 |
| 27 Nov | 26215.55 | 20.2 | -6.5 | 12.81 | 408 | -3 | 479 |
| 26 Nov | 26205.30 | 26.85 | -18.25 | 13.31 | 657 | 254 | 482 |
| 25 Nov | 25884.80 | 45.85 | -2.85 | - | 393 | 71 | 228 |
| 24 Nov | 25959.50 | 48.5 | -1.55 | 12.97 | 255 | 54 | 157 |
| 21 Nov | 26068.15 | 50.85 | 10.8 | 13.55 | 190 | 37 | 103 |
| 20 Nov | 26192.15 | 40 | -10.6 | 13.47 | 74 | 26 | 66 |
| 19 Nov | 26052.65 | 45.6 | -63.85 | 12.78 | 44 | 40 | 40 |
For Nifty - strike price 25000 expiring on 23DEC2025
Delta for 25000 PE is -0.02
Historical price for 25000 PE is as follows
On 17 Dec NIFTY was trading at 25925.15. The strike last trading price was 4.5, which was -0.5 lower than the previous day. The implied volatity was 14.75, the open interest changed by 17514 which increased total open position to 85768
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 5.15, which was -1.15 lower than the previous day. The implied volatity was 13.43, the open interest changed by 68254 which increased total open position to 68254
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 6.25, which was -0.4 lower than the previous day. The implied volatity was 14.93, the open interest changed by 25706 which increased total open position to 36047
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 6.6, which was -1.7 lower than the previous day. The implied volatity was 13.38, the open interest changed by 2411 which increased total open position to 10341
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 8.9, which was -8.65 lower than the previous day. The implied volatity was 12.08, the open interest changed by 1275 which increased total open position to 7930
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 18.45, which was 4.65 higher than the previous day. The implied volatity was 12.11, the open interest changed by 2957 which increased total open position to 6655
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 13.35, which was -2 lower than the previous day. The implied volatity was 11.74, the open interest changed by 820 which increased total open position to 3698
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 16.35, which was 7.5 higher than the previous day. The implied volatity was 12.80, the open interest changed by 1114 which increased total open position to 2878
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 9, which was -5.3 lower than the previous day. The implied volatity was 12.47, the open interest changed by 210 which increased total open position to 1764
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 14, which was -4.25 lower than the previous day. The implied volatity was 11.92, the open interest changed by 100 which increased total open position to 1554
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 17.5, which was -0.65 lower than the previous day. The implied volatity was 11.96, the open interest changed by 193 which increased total open position to 1454
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 17.7, which was 0.05 higher than the previous day. The implied volatity was 12.33, the open interest changed by 8 which increased total open position to 1261
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 17.4, which was -2.6 lower than the previous day. The implied volatity was 13.03, the open interest changed by 98 which increased total open position to 1253
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 19.35, which was -1.55 lower than the previous day. The implied volatity was 12.79, the open interest changed by 676 which increased total open position to 1155
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 20.2, which was -6.5 lower than the previous day. The implied volatity was 12.81, the open interest changed by -3 which decreased total open position to 479
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 26.85, which was -18.25 lower than the previous day. The implied volatity was 13.31, the open interest changed by 254 which increased total open position to 482
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 45.85, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by 71 which increased total open position to 228
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 48.5, which was -1.55 lower than the previous day. The implied volatity was 12.97, the open interest changed by 54 which increased total open position to 157
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 50.85, which was 10.8 higher than the previous day. The implied volatity was 13.55, the open interest changed by 37 which increased total open position to 103
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 40, which was -10.6 lower than the previous day. The implied volatity was 13.47, the open interest changed by 26 which increased total open position to 66
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 45.6, which was -63.85 lower than the previous day. The implied volatity was 12.78, the open interest changed by 40 which increased total open position to 40































































































































































































































