[--[65.84.65.76]--]

NIFTY

Nifty
25818.55 -41.55 (-0.16%)
L: 25770.35 H: 25929.15

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Historical option data for NIFTY

17 Dec 2025 04:10 PM IST
NIFTY 23-DEC-2025 25150 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 710.35 -47.55 - 28 10 45
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
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 -

Historical price for 25150 CE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 710.35, which was -47.55 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 45


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
Delta: -0.03
Vega: 2.17
Theta: -1.89
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 4.25 -2 11.54 91,623 6,714 12,233
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 -0.03

Historical price for 25150 PE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 4.25, which was -2 lower than the previous day. The implied volatity was 11.54, the open interest changed by 6714 which increased total open position to 12233


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