NIFTY
Nifty
Historical option data for NIFTY
18 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 25100 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 25815.55 | 738.25 | -24 | - | 475 | 60 | 586 | |||||||||
| 17 Dec | 25818.55 | 768.65 | -35.65 | 12.73 | 408 | 69 | 526 | |||||||||
| 16 Dec | 25860.10 | 805 | -168.55 | 12.31 | 176 | 457 | 457 | |||||||||
| 15 Dec | 26027.30 | 972.95 | -36.75 | 11.81 | 279 | 231 | 435 | |||||||||
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| 12 Dec | 26046.95 | 1009.7 | 132.85 | - | 223 | 185 | 204 | |||||||||
| 11 Dec | 25898.55 | 876.8 | 38.8 | - | 92 | 16 | 19 | |||||||||
| 10 Dec | 25758.00 | 838 | -7.25 | 18.87 | 6 | 2 | 3 | |||||||||
| 9 Dec | 25839.65 | 842.1 | -132.6 | 9.59 | 4 | 0 | 1 | |||||||||
| 8 Dec | 25960.55 | 971.6 | -231.9 | 14.12 | 2 | 0 | 1 | |||||||||
| 5 Dec | 26186.45 | 1200.4 | 128.15 | - | 2 | 1 | 1 | |||||||||
| 4 Dec | 26033.75 | 1069.9 | 58.05 | 12.27 | 2 | 0 | 0 | |||||||||
| 3 Dec | 25986.00 | 1010.4 | -74.9 | - | 2 | 0 | 0 | |||||||||
| 2 Dec | 26032.20 | 1085.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 26175.75 | 1085.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 26202.95 | 1085.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 1085.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 1085.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 25884.80 | 0 | 0 | - | 0 | 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 25100 expiring on 23DEC2025
Delta for 25100 CE is -
Historical price for 25100 CE is as follows
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 738.25, which was -24 lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 586
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 768.65, which was -35.65 lower than the previous day. The implied volatity was 12.73, the open interest changed by 69 which increased total open position to 526
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 805, which was -168.55 lower than the previous day. The implied volatity was 12.31, the open interest changed by 457 which increased total open position to 457
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 972.95, which was -36.75 lower than the previous day. The implied volatity was 11.81, the open interest changed by 231 which increased total open position to 435
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1009.7, which was 132.85 higher than the previous day. The implied volatity was -, the open interest changed by 185 which increased total open position to 204
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 876.8, which was 38.8 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 19
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 838, which was -7.25 lower than the previous day. The implied volatity was 18.87, the open interest changed by 2 which increased total open position to 3
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 842.1, which was -132.6 lower than the previous day. The implied volatity was 9.59, the open interest changed by 0 which decreased total open position to 1
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 971.6, which was -231.9 lower than the previous day. The implied volatity was 14.12, the open interest changed by 0 which decreased total open position to 1
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1200.4, which was 128.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1069.9, which was 58.05 higher than the previous day. The implied volatity was 12.27, the open interest changed by 0 which decreased total open position to 0
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1010.4, which was -74.9 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 1085.3, 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 1085.3, 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 1085.3, 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 1085.3, 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 1085.3, 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 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 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 25100 PE | |||||||
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Delta: -0.03
Vega: 1.85
Theta: -2.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 25815.55 | 4 | -0.25 | 13.10 | 2,78,760 | 4,398 | 32,897 |
| 17 Dec | 25818.55 | 3.85 | -1.8 | 12.03 | 2,06,956 | 8,305 | 28,499 |
| 16 Dec | 25860.10 | 6 | -1.1 | 12.49 | 66,784 | 20,194 | 20,194 |
| 15 Dec | 26027.30 | 7.5 | -0.05 | 14.20 | 37,467 | 6,343 | 12,617 |
| 12 Dec | 26046.95 | 7.7 | -2.8 | 12.70 | 21,286 | 2,500 | 6,274 |
| 11 Dec | 25898.55 | 10.95 | -11.65 | 11.51 | 15,485 | 345 | 3,774 |
| 10 Dec | 25758.00 | 23.45 | 6.2 | 11.66 | 11,158 | 1,923 | 3,429 |
| 9 Dec | 25839.65 | 17.4 | -1.1 | 11.37 | 3,952 | 557 | 1,506 |
| 8 Dec | 25960.55 | 17.35 | 6.75 | 11.94 | 2,172 | 390 | 949 |
| 5 Dec | 26186.45 | 9.9 | -6.95 | 11.86 | 1,123 | 133 | 559 |
| 4 Dec | 26033.75 | 17.3 | -4.4 | 11.57 | 421 | 39 | 426 |
| 3 Dec | 25986.00 | 20.75 | -1.1 | 11.53 | 658 | -47 | 387 |
| 2 Dec | 26032.20 | 21.4 | 1.45 | 11.99 | 159 | -151 | 434 |
| 1 Dec | 26175.75 | 20.75 | -3.2 | 12.69 | 535 | 6 | 585 |
| 28 Nov | 26202.95 | 22 | -2.75 | 12.37 | 683 | 382 | 579 |
| 27 Nov | 26215.55 | 24 | -7.95 | 12.53 | 72 | -32 | 197 |
| 26 Nov | 26205.30 | 30.4 | -24.6 | 12.91 | 218 | 112 | 229 |
| 25 Nov | 25884.80 | 55.75 | -1.75 | 12.08 | 185 | 101 | 117 |
| 24 Nov | 25959.50 | 57.2 | -0.75 | 12.74 | 21 | 9 | 16 |
| 21 Nov | 26068.15 | 58.1 | -70.8 | 13.25 | 8 | 7 | 7 |
| 20 Nov | 26192.15 | 128.9 | 0 | 3.98 | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 128.9 | 0 | 3.55 | 0 | 0 | 0 |
For Nifty - strike price 25100 expiring on 23DEC2025
Delta for 25100 PE is -0.03
Historical price for 25100 PE is as follows
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 4, which was -0.25 lower than the previous day. The implied volatity was 13.10, the open interest changed by 4398 which increased total open position to 32897
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 3.85, which was -1.8 lower than the previous day. The implied volatity was 12.03, the open interest changed by 8305 which increased total open position to 28499
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 6, which was -1.1 lower than the previous day. The implied volatity was 12.49, the open interest changed by 20194 which increased total open position to 20194
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 7.5, which was -0.05 lower than the previous day. The implied volatity was 14.20, the open interest changed by 6343 which increased total open position to 12617
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 7.7, which was -2.8 lower than the previous day. The implied volatity was 12.70, the open interest changed by 2500 which increased total open position to 6274
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 10.95, which was -11.65 lower than the previous day. The implied volatity was 11.51, the open interest changed by 345 which increased total open position to 3774
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 23.45, which was 6.2 higher than the previous day. The implied volatity was 11.66, the open interest changed by 1923 which increased total open position to 3429
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 17.4, which was -1.1 lower than the previous day. The implied volatity was 11.37, the open interest changed by 557 which increased total open position to 1506
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 17.35, which was 6.75 higher than the previous day. The implied volatity was 11.94, the open interest changed by 390 which increased total open position to 949
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 9.9, which was -6.95 lower than the previous day. The implied volatity was 11.86, the open interest changed by 133 which increased total open position to 559
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 17.3, which was -4.4 lower than the previous day. The implied volatity was 11.57, the open interest changed by 39 which increased total open position to 426
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 20.75, which was -1.1 lower than the previous day. The implied volatity was 11.53, the open interest changed by -47 which decreased total open position to 387
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 21.4, which was 1.45 higher than the previous day. The implied volatity was 11.99, the open interest changed by -151 which decreased total open position to 434
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 20.75, which was -3.2 lower than the previous day. The implied volatity was 12.69, the open interest changed by 6 which increased total open position to 585
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 22, which was -2.75 lower than the previous day. The implied volatity was 12.37, the open interest changed by 382 which increased total open position to 579
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 24, which was -7.95 lower than the previous day. The implied volatity was 12.53, the open interest changed by -32 which decreased total open position to 197
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 30.4, which was -24.6 lower than the previous day. The implied volatity was 12.91, the open interest changed by 112 which increased total open position to 229
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 55.75, which was -1.75 lower than the previous day. The implied volatity was 12.08, the open interest changed by 101 which increased total open position to 117
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 57.2, which was -0.75 lower than the previous day. The implied volatity was 12.74, the open interest changed by 9 which increased total open position to 16
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 58.1, which was -70.8 lower than the previous day. The implied volatity was 13.25, the open interest changed by 7 which increased total open position to 7
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 128.9, which was 0 lower than the previous day. The implied volatity was 3.98, 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 128.9, which was 0 lower than the previous day. The implied volatity was 3.55, the open interest changed by 0 which decreased total open position to 0































































































































































































































