NIFTY
Nifty
Historical option data for NIFTY
16 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 25200 CE | ||||||||||||||||
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Delta: 0.98
Vega: 1.49
Theta: -7.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Dec | 25860.10 | 701.65 | -172.95 | 9.34 | 239 | 727 | 727 | |||||||||
| 15 Dec | 26027.30 | 874.35 | -37.35 | 11.41 | 539 | 381 | 664 | |||||||||
| 12 Dec | 26046.95 | 912.7 | 130.55 | - | 2,238 | 137 | 283 | |||||||||
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| 11 Dec | 25898.55 | 783.55 | 128.05 | 9.37 | 167 | 108 | 146 | |||||||||
| 10 Dec | 25758.00 | 661 | -92.65 | 10.89 | 18 | 8 | 38 | |||||||||
| 9 Dec | 25839.65 | 753.65 | -119.95 | 10.02 | 27 | 24 | 30 | |||||||||
| 8 Dec | 25960.55 | 871.25 | -204.1 | 12.91 | 2 | 0 | 6 | |||||||||
| 5 Dec | 26186.45 | 1075.35 | 99 | - | 7 | 6 | 6 | |||||||||
| 4 Dec | 26033.75 | 972.55 | 67.85 | 11.60 | 2 | 0 | 0 | |||||||||
| 3 Dec | 25986.00 | 904.7 | -103.15 | - | 2 | 0 | 0 | |||||||||
| 2 Dec | 26032.20 | 1007.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 26175.75 | 1007.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 26202.95 | 1007.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 1007.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 1007.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 25884.80 | 1007.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 1007.85 | 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 25200 expiring on 23DEC2025
Delta for 25200 CE is 0.98
Historical price for 25200 CE is as follows
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 701.65, which was -172.95 lower than the previous day. The implied volatity was 9.34, the open interest changed by 727 which increased total open position to 727
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 874.35, which was -37.35 lower than the previous day. The implied volatity was 11.41, the open interest changed by 381 which increased total open position to 664
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 912.7, which was 130.55 higher than the previous day. The implied volatity was -, the open interest changed by 137 which increased total open position to 283
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 783.55, which was 128.05 higher than the previous day. The implied volatity was 9.37, the open interest changed by 108 which increased total open position to 146
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 661, which was -92.65 lower than the previous day. The implied volatity was 10.89, the open interest changed by 8 which increased total open position to 38
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 753.65, which was -119.95 lower than the previous day. The implied volatity was 10.02, the open interest changed by 24 which increased total open position to 30
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 871.25, which was -204.1 lower than the previous day. The implied volatity was 12.91, the open interest changed by 0 which decreased total open position to 6
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1075.35, which was 99 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 972.55, which was 67.85 higher than the previous day. The implied volatity was 11.60, 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 904.7, which was -103.15 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 1007.85, 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 1007.85, 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 1007.85, 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 1007.85, 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 1007.85, 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 1007.85, 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 1007.85, 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 25200 PE | |||||||
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Delta: -0.04
Vega: 3.39
Theta: -2.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 25860.10 | 7.8 | -0.35 | 11.74 | 79,978 | 26,482 | 26,482 |
| 15 Dec | 26027.30 | 8.35 | -0.25 | 13.21 | 48,300 | 9,015 | 16,796 |
| 12 Dec | 26046.95 | 9.1 | -4.6 | 12.02 | 34,338 | -357 | 7,781 |
| 11 Dec | 25898.55 | 13.45 | -16 | 10.91 | 29,166 | 2,362 | 8,138 |
| 10 Dec | 25758.00 | 31.4 | 8.7 | 11.36 | 20,929 | 2,080 | 5,776 |
| 9 Dec | 25839.65 | 23.2 | 0.25 | 11.06 | 9,229 | 1,635 | 3,696 |
| 8 Dec | 25960.55 | 23.25 | 11.3 | 11.72 | 3,989 | 783 | 2,061 |
| 5 Dec | 26186.45 | 11.95 | -8.8 | 11.43 | 3,261 | 230 | 1,278 |
| 4 Dec | 26033.75 | 21.55 | -5.5 | 11.23 | 1,003 | -38 | 1,048 |
| 3 Dec | 25986.00 | 27 | 0.05 | 11.34 | 1,804 | 583 | 1,086 |
| 2 Dec | 26032.20 | 24.75 | 1 | 11.51 | 413 | 167 | 503 |
| 1 Dec | 26175.75 | 23.95 | -3.3 | 12.26 | 413 | 95 | 336 |
| 28 Nov | 26202.95 | 25.45 | -4.45 | 11.98 | 379 | 86 | 241 |
| 27 Nov | 26215.55 | 26.65 | -10.55 | 12.04 | 146 | 58 | 155 |
| 26 Nov | 26205.30 | 36.45 | -27.7 | 12.69 | 177 | -10 | 97 |
| 25 Nov | 25884.80 | 65.7 | 0.7 | 11.79 | 95 | 47 | 107 |
| 24 Nov | 25959.50 | 70.05 | 2.35 | 12.67 | 63 | 28 | 60 |
| 21 Nov | 26068.15 | 68.3 | 17.15 | 13.07 | 36 | 9 | 32 |
| 20 Nov | 26192.15 | 50 | -100.8 | 12.74 | 27 | 23 | 23 |
| 19 Nov | 26052.65 | 150.8 | 0 | 3.25 | 0 | 0 | 0 |
For Nifty - strike price 25200 expiring on 23DEC2025
Delta for 25200 PE is -0.04
Historical price for 25200 PE is as follows
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 7.8, which was -0.35 lower than the previous day. The implied volatity was 11.74, the open interest changed by 26482 which increased total open position to 26482
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 8.35, which was -0.25 lower than the previous day. The implied volatity was 13.21, the open interest changed by 9015 which increased total open position to 16796
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 9.1, which was -4.6 lower than the previous day. The implied volatity was 12.02, the open interest changed by -357 which decreased total open position to 7781
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 13.45, which was -16 lower than the previous day. The implied volatity was 10.91, the open interest changed by 2362 which increased total open position to 8138
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 31.4, which was 8.7 higher than the previous day. The implied volatity was 11.36, the open interest changed by 2080 which increased total open position to 5776
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 23.2, which was 0.25 higher than the previous day. The implied volatity was 11.06, the open interest changed by 1635 which increased total open position to 3696
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 23.25, which was 11.3 higher than the previous day. The implied volatity was 11.72, the open interest changed by 783 which increased total open position to 2061
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 11.95, which was -8.8 lower than the previous day. The implied volatity was 11.43, the open interest changed by 230 which increased total open position to 1278
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 21.55, which was -5.5 lower than the previous day. The implied volatity was 11.23, the open interest changed by -38 which decreased total open position to 1048
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 27, which was 0.05 higher than the previous day. The implied volatity was 11.34, the open interest changed by 583 which increased total open position to 1086
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 24.75, which was 1 higher than the previous day. The implied volatity was 11.51, the open interest changed by 167 which increased total open position to 503
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 23.95, which was -3.3 lower than the previous day. The implied volatity was 12.26, the open interest changed by 95 which increased total open position to 336
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 25.45, which was -4.45 lower than the previous day. The implied volatity was 11.98, the open interest changed by 86 which increased total open position to 241
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 26.65, which was -10.55 lower than the previous day. The implied volatity was 12.04, the open interest changed by 58 which increased total open position to 155
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 36.45, which was -27.7 lower than the previous day. The implied volatity was 12.69, the open interest changed by -10 which decreased total open position to 97
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 65.7, which was 0.7 higher than the previous day. The implied volatity was 11.79, the open interest changed by 47 which increased total open position to 107
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 70.05, which was 2.35 higher than the previous day. The implied volatity was 12.67, the open interest changed by 28 which increased total open position to 60
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 68.3, which was 17.15 higher than the previous day. The implied volatity was 13.07, the open interest changed by 9 which increased total open position to 32
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 50, which was -100.8 lower than the previous day. The implied volatity was 12.74, the open interest changed by 23 which increased total open position to 23
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 150.8, 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































































































































































































































