NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 25250 CE | ||||||||||||||||
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Delta: 0.94
Vega: 4.14
Theta: -10.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 25818.55 | 624.7 | -33.3 | 12.37 | 95 | 51 | 109 | |||||||||
| 16 Dec | 25860.10 | 655.75 | -173.3 | 10.51 | 70 | 58 | 58 | |||||||||
| 15 Dec | 26027.30 | 824.15 | -35.2 | 10.70 | 49 | 33 | 50 | |||||||||
| 12 Dec | 26046.95 | 853.25 | 108.25 | - | 20 | 10 | 17 | |||||||||
| 11 Dec | 25898.55 | 745 | 135 | 11.01 | 10 | 5 | 7 | |||||||||
| 10 Dec | 25758.00 | 610 | -95.2 | 10.22 | 9 | 2 | 2 | |||||||||
| 9 Dec | 25839.65 | 702.45 | -123.2 | 9.38 | 4 | 0 | 0 | |||||||||
| 8 Dec | 25960.55 | 825.45 | -230.15 | 12.74 | 2 | 0 | 0 | |||||||||
| 5 Dec | 26186.45 | 1052.4 | 124.4 | - | 2 | 0 | 0 | |||||||||
| 4 Dec | 26033.75 | 924.8 | 72.7 | 12.37 | 2 | 0 | 0 | |||||||||
| 3 Dec | 25986.00 | 852.1 | -117.95 | - | 2 | 0 | 0 | |||||||||
| 2 Dec | 26032.20 | 970.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 26175.75 | 970.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 26202.95 | 970.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 970.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 970.05 | 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 | |||||||||
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| 19 Nov | 26052.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25250 expiring on 23DEC2025
Delta for 25250 CE is 0.94
Historical price for 25250 CE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 624.7, which was -33.3 lower than the previous day. The implied volatity was 12.37, the open interest changed by 51 which increased total open position to 109
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 655.75, which was -173.3 lower than the previous day. The implied volatity was 10.51, the open interest changed by 58 which increased total open position to 58
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 824.15, which was -35.2 lower than the previous day. The implied volatity was 10.70, the open interest changed by 33 which increased total open position to 50
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 853.25, which was 108.25 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 17
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 745, which was 135 higher than the previous day. The implied volatity was 11.01, the open interest changed by 5 which increased total open position to 7
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 610, which was -95.2 lower than the previous day. The implied volatity was 10.22, the open interest changed by 2 which increased total open position to 2
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 702.45, which was -123.2 lower than the previous day. The implied volatity was 9.38, the open interest changed by 0 which decreased total open position to 0
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 825.45, which was -230.15 lower than the previous day. The implied volatity was 12.74, 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 1052.4, which was 124.4 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 924.8, which was 72.7 higher than the previous day. The implied volatity was 12.37, 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 852.1, which was -117.95 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 970.05, 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 970.05, 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 970.05, 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 970.05, 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 970.05, 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 25250 PE | |||||||
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Delta: -0.04
Vega: 2.69
Theta: -2.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 25818.55 | 5.2 | -2.8 | 10.54 | 1,42,982 | 7,067 | 16,843 |
| 16 Dec | 25860.10 | 8.7 | -0.35 | 11.31 | 38,156 | 9,776 | 9,776 |
| 15 Dec | 26027.30 | 9.1 | -0.3 | 12.79 | 12,433 | 1,306 | 2,525 |
| 12 Dec | 26046.95 | 9.8 | -6.25 | 11.65 | 6,911 | 68 | 1,219 |
| 11 Dec | 25898.55 | 16.45 | -18.4 | 10.85 | 8,570 | -38 | 1,151 |
| 10 Dec | 25758.00 | 35.25 | -127.5 | 10.92 | 4,080 | 1,189 | 1,189 |
| 9 Dec | 25839.65 | 162.75 | 0 | 3.39 | 0 | 0 | 0 |
| 8 Dec | 25960.55 | 162.75 | 0 | 3.73 | 0 | 0 | 0 |
| 5 Dec | 26186.45 | 162.75 | 0 | 4.28 | 0 | 0 | 0 |
| 4 Dec | 26033.75 | 162.75 | 0 | 3.58 | 0 | 0 | 0 |
| 3 Dec | 25986.00 | 162.75 | 0 | 3.40 | 0 | 0 | 0 |
| 2 Dec | 26032.20 | 162.75 | 0 | 3.61 | 0 | 0 | 0 |
| 1 Dec | 26175.75 | 162.75 | 0 | 4.00 | 0 | 0 | 0 |
| 28 Nov | 26202.95 | 162.75 | 0 | 3.89 | 0 | 0 | 0 |
| 27 Nov | 26215.55 | 162.75 | 0 | 3.89 | 0 | 0 | 0 |
| 26 Nov | 26205.30 | 162.75 | 0 | 3.79 | 0 | 0 | 0 |
| 25 Nov | 25884.80 | 162.75 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 162.75 | 0 | 2.92 | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 162.75 | 0 | 3.19 | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 162.75 | 0 | 3.54 | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 162.75 | 0 | 3.11 | 0 | 0 | 0 |
For Nifty - strike price 25250 expiring on 23DEC2025
Delta for 25250 PE is -0.04
Historical price for 25250 PE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 5.2, which was -2.8 lower than the previous day. The implied volatity was 10.54, the open interest changed by 7067 which increased total open position to 16843
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 8.7, which was -0.35 lower than the previous day. The implied volatity was 11.31, the open interest changed by 9776 which increased total open position to 9776
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 9.1, which was -0.3 lower than the previous day. The implied volatity was 12.79, the open interest changed by 1306 which increased total open position to 2525
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 9.8, which was -6.25 lower than the previous day. The implied volatity was 11.65, the open interest changed by 68 which increased total open position to 1219
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 16.45, which was -18.4 lower than the previous day. The implied volatity was 10.85, the open interest changed by -38 which decreased total open position to 1151
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 35.25, which was -127.5 lower than the previous day. The implied volatity was 10.92, the open interest changed by 1189 which increased total open position to 1189
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 162.75, which was 0 lower than the previous day. The implied volatity was 3.39, the open interest changed by 0 which decreased total open position to 0
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 162.75, which was 0 lower than the previous day. The implied volatity was 3.73, 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 162.75, which was 0 lower than the previous day. The implied volatity was 4.28, 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 162.75, which was 0 lower than the previous day. The implied volatity was 3.58, 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 162.75, 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
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 162.75, which was 0 lower than the previous day. The implied volatity was 3.61, 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 162.75, which was 0 lower than the previous day. The implied volatity was 4.00, 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 162.75, which was 0 lower than the previous day. The implied volatity was 3.89, 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 162.75, which was 0 lower than the previous day. The implied volatity was 3.89, 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 162.75, which was 0 lower than the previous day. The implied volatity was 3.79, 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 162.75, 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 162.75, which was 0 lower than the previous day. The implied volatity was 2.92, 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 162.75, which was 0 lower than the previous day. The implied volatity was 3.19, 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 162.75, which was 0 lower than the previous day. The implied volatity was 3.54, 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 162.75, which was 0 lower than the previous day. The implied volatity was 3.11, the open interest changed by 0 which decreased total open position to 0































































































































































































































