[--[65.84.65.76]--]

NIFTY

Nifty
25860.1 -167.20 (-0.64%)
L: 25834.35 H: 25980.75

Back to Option Chain


Historical option data for NIFTY

16 Dec 2025 04:10 PM IST
NIFTY 23-DEC-2025 25200 CE
Delta: 0.98
Vega: 1.49
Theta: -7.77
Gamma: 0.00
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
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
Delta: -0.04
Vega: 3.39
Theta: -2.52
Gamma: 0.00
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