[--[65.84.65.76]--]

NIFTY

Nifty
25857.95 -2.15 (-0.01%)
L: 25857.6 H: 25904.15

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Historical option data for NIFTY

17 Dec 2025 09:15 AM IST
NIFTY 23-DEC-2025 25000 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25857.80 895.45 -15.35 - 11 18 1,264
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 25857.80. The strike last trading price was 895.45, which was -15.35 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 1264


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: -0.03
Vega: 2.11
Theta: -2.19
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25857.80 4.95 -0.05 14.14 9,970 -9 68,245
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 -0.03

Historical price for 25000 PE is as follows

On 17 Dec NIFTY was trading at 25857.80. The strike last trading price was 4.95, which was -0.05 lower than the previous day. The implied volatity was 14.14, the open interest changed by -9 which decreased total open position to 68245


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