NIFTY
Nifty
Historical option data for NIFTY
16 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 25150 CE | ||||||||||||||||
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Delta: 0.99
Vega: 0.89
Theta: -7.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Dec | 25860.10 | 750.55 | -184.75 | 9.05 | 42 | 35 | 35 | |||||||||
| 15 Dec | 26027.30 | 935.3 | -12.5 | 14.16 | 2 | 0 | 1 | |||||||||
| 12 Dec | 26046.95 | 947.8 | 130.6 | - | 2 | -1 | 1 | |||||||||
| 11 Dec | 25898.55 | 817.2 | 110.15 | - | 4 | 1 | 2 | |||||||||
| 10 Dec | 25758.00 | 707.05 | -113.95 | 11.17 | 7 | -3 | 1 | |||||||||
| 9 Dec | 25839.65 | 821 | -102.55 | 12.77 | 16 | 4 | 4 | |||||||||
| 8 Dec | 25960.55 | 905.15 | -249.15 | 12.54 | 4 | 0 | 0 | |||||||||
| 5 Dec | 26186.45 | 1151.2 | 126.4 | - | 2 | 0 | 0 | |||||||||
| 4 Dec | 26033.75 | 1022.5 | 76.45 | 12.09 | 2 | 0 | 0 | |||||||||
| 3 Dec | 25986.00 | 946.05 | -100.2 | - | 2 | 0 | 0 | |||||||||
| 2 Dec | 26032.20 | 1046.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 26175.75 | 1046.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 26202.95 | 1046.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 1046.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 1046.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 25884.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 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 25150 expiring on 23DEC2025
Delta for 25150 CE is 0.99
Historical price for 25150 CE is as follows
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 750.55, which was -184.75 lower than the previous day. The implied volatity was 9.05, the open interest changed by 35 which increased total open position to 35
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 935.3, which was -12.5 lower than the previous day. The implied volatity was 14.16, the open interest changed by 0 which decreased total open position to 1
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 947.8, which was 130.6 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 817.2, which was 110.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 707.05, which was -113.95 lower than the previous day. The implied volatity was 11.17, the open interest changed by -3 which decreased total open position to 1
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 821, which was -102.55 lower than the previous day. The implied volatity was 12.77, the open interest changed by 4 which increased total open position to 4
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 905.15, which was -249.15 lower than the previous day. The implied volatity was 12.54, the open interest changed by 0 which decreased total open position to 0
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1151.2, which was 126.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1022.5, which was 76.45 higher than the previous day. The implied volatity was 12.09, 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 946.05, which was -100.2 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 1046.25, 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 1046.25, 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 1046.25, 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 1046.25, 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 1046.25, 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 25150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 2.98
Theta: -2.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 25860.10 | 6.7 | -0.85 | 12.08 | 30,036 | 5,519 | 5,519 |
| 15 Dec | 26027.30 | 8 | 0 | 13.75 | 11,176 | 1,983 | 3,173 |
| 12 Dec | 26046.95 | 8.2 | -3.95 | 12.32 | 5,863 | -459 | 1,190 |
| 11 Dec | 25898.55 | 11.7 | -14.4 | 11.17 | 6,686 | 684 | 1,649 |
| 10 Dec | 25758.00 | 27 | 7.3 | 11.50 | 3,331 | 566 | 965 |
| 9 Dec | 25839.65 | 18.55 | -1.55 | 11.01 | 732 | 247 | 399 |
| 8 Dec | 25960.55 | 21.1 | -118.4 | 11.97 | 522 | 152 | 152 |
| 5 Dec | 26186.45 | 139.5 | 0 | 4.67 | 0 | 0 | 0 |
| 4 Dec | 26033.75 | 139.5 | 0 | 3.97 | 0 | 0 | 0 |
| 3 Dec | 25986.00 | 139.5 | 0 | 3.78 | 0 | 0 | 0 |
| 2 Dec | 26032.20 | 139.5 | 0 | 3.98 | 0 | 0 | 0 |
| 1 Dec | 26175.75 | 139.5 | 0 | 4.36 | 0 | 0 | 0 |
| 28 Nov | 26202.95 | 139.5 | 0 | 4.23 | 0 | 0 | 0 |
| 27 Nov | 26215.55 | 139.5 | 0 | 4.22 | 0 | 0 | 0 |
| 26 Nov | 26205.30 | 139.5 | 0 | 4.12 | 0 | 0 | 0 |
| 25 Nov | 25884.80 | 139.5 | 0 | 3.00 | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 139.5 | 0 | 3.25 | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 139.5 | 0 | 3.49 | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 139.5 | 0 | 3.83 | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 139.5 | 0 | 3.40 | 0 | 0 | 0 |
For Nifty - strike price 25150 expiring on 23DEC2025
Delta for 25150 PE is -0.04
Historical price for 25150 PE is as follows
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 6.7, which was -0.85 lower than the previous day. The implied volatity was 12.08, the open interest changed by 5519 which increased total open position to 5519
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was 13.75, the open interest changed by 1983 which increased total open position to 3173
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 8.2, which was -3.95 lower than the previous day. The implied volatity was 12.32, the open interest changed by -459 which decreased total open position to 1190
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 11.7, which was -14.4 lower than the previous day. The implied volatity was 11.17, the open interest changed by 684 which increased total open position to 1649
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 27, which was 7.3 higher than the previous day. The implied volatity was 11.50, the open interest changed by 566 which increased total open position to 965
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 18.55, which was -1.55 lower than the previous day. The implied volatity was 11.01, the open interest changed by 247 which increased total open position to 399
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 21.1, which was -118.4 lower than the previous day. The implied volatity was 11.97, the open interest changed by 152 which increased total open position to 152
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 139.5, which was 0 lower than the previous day. The implied volatity was 4.67, the open interest changed by 0 which decreased total open position to 0
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 139.5, which was 0 lower than the previous day. The implied volatity was 3.97, 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 139.5, which was 0 lower than the previous day. The implied volatity was 3.78, 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 139.5, 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 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 139.5, which was 0 lower than the previous day. The implied volatity was 4.36, 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 139.5, which was 0 lower than the previous day. The implied volatity was 4.23, 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 139.5, which was 0 lower than the previous day. The implied volatity was 4.22, 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 139.5, which was 0 lower than the previous day. The implied volatity was 4.12, 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 139.5, which was 0 lower than the previous day. The implied volatity was 3.00, 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 139.5, which was 0 lower than the previous day. The implied volatity was 3.25, 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 139.5, which was 0 lower than the previous day. The implied volatity was 3.49, 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 139.5, which was 0 lower than the previous day. The implied volatity was 3.83, 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 139.5, which was 0 lower than the previous day. The implied volatity was 3.40, the open interest changed by 0 which decreased total open position to 0































































































































































































































