NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 25300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 4.19
Theta: -10.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 25818.55 | 574.1 | -41.6 | 11.41 | 2,386 | 61 | 1,028 | |||||||||
| 16 Dec | 25860.10 | 607 | -169.4 | 10.18 | 1,073 | 967 | 967 | |||||||||
| 15 Dec | 26027.30 | 777.35 | -36.05 | 11.35 | 650 | 139 | 795 | |||||||||
| 12 Dec | 26046.95 | 815.45 | 117.3 | - | 3,608 | -2,207 | 656 | |||||||||
| 11 Dec | 25898.55 | 703.4 | 131.65 | 11.51 | 3,582 | 2,796 | 2,863 | |||||||||
| 10 Dec | 25758.00 | 572 | -81.05 | 10.71 | 94 | 26 | 67 | |||||||||
| 9 Dec | 25839.65 | 652.3 | -118 | 9.07 | 26 | 10 | 41 | |||||||||
| 8 Dec | 25960.55 | 770.3 | -216.75 | 11.62 | 3 | 1 | 31 | |||||||||
| 5 Dec | 26186.45 | 987.05 | 131.55 | - | 4 | 1 | 30 | |||||||||
| 4 Dec | 26033.75 | 855.5 | 56.35 | 8.14 | 2 | 0 | 29 | |||||||||
| 3 Dec | 25986.00 | 799.15 | -134.8 | - | 32 | 29 | 29 | |||||||||
| 2 Dec | 26032.20 | 933.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 26175.75 | 933.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 26202.95 | 933.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 933.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 933.95 | 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 25300 expiring on 23DEC2025
Delta for 25300 CE is 0.94
Historical price for 25300 CE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 574.1, which was -41.6 lower than the previous day. The implied volatity was 11.41, the open interest changed by 61 which increased total open position to 1028
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 607, which was -169.4 lower than the previous day. The implied volatity was 10.18, the open interest changed by 967 which increased total open position to 967
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 777.35, which was -36.05 lower than the previous day. The implied volatity was 11.35, the open interest changed by 139 which increased total open position to 795
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 815.45, which was 117.3 higher than the previous day. The implied volatity was -, the open interest changed by -2207 which decreased total open position to 656
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 703.4, which was 131.65 higher than the previous day. The implied volatity was 11.51, the open interest changed by 2796 which increased total open position to 2863
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 572, which was -81.05 lower than the previous day. The implied volatity was 10.71, the open interest changed by 26 which increased total open position to 67
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 652.3, which was -118 lower than the previous day. The implied volatity was 9.07, the open interest changed by 10 which increased total open position to 41
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 770.3, which was -216.75 lower than the previous day. The implied volatity was 11.62, the open interest changed by 1 which increased total open position to 31
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 987.05, which was 131.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 30
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 855.5, which was 56.35 higher than the previous day. The implied volatity was 8.14, the open interest changed by 0 which decreased total open position to 29
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 799.15, which was -134.8 lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 29
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 933.95, 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 933.95, 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 933.95, 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 933.95, 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 933.95, 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 25300 PE | |||||||
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Delta: -0.04
Vega: 3.09
Theta: -2.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 25818.55 | 6.1 | -3.15 | 10.14 | 3,57,113 | 23,531 | 63,992 |
| 16 Dec | 25860.10 | 10.4 | 0.35 | 11.00 | 1,06,942 | 40,461 | 40,461 |
| 15 Dec | 26027.30 | 10.05 | -0.5 | 12.42 | 61,237 | 13,169 | 21,881 |
| 12 Dec | 26046.95 | 10.5 | -8.35 | 11.26 | 41,537 | 421 | 8,712 |
| 11 Dec | 25898.55 | 19.75 | -20.55 | 10.73 | 41,103 | 2,591 | 8,291 |
| 10 Dec | 25758.00 | 42.85 | 12.65 | 11.15 | 25,803 | 1,589 | 5,700 |
| 9 Dec | 25839.65 | 30.05 | 1.3 | 10.67 | 9,869 | 1,304 | 4,111 |
| 8 Dec | 25960.55 | 30 | 15.5 | 11.41 | 4,417 | 1,730 | 2,807 |
| 5 Dec | 26186.45 | 13.95 | -10.95 | 10.92 | 2,104 | 124 | 1,077 |
| 4 Dec | 26033.75 | 24.75 | -9.3 | 10.66 | 1,322 | 439 | 953 |
| 3 Dec | 25986.00 | 33.8 | 1.05 | 11.05 | 633 | 191 | 514 |
| 2 Dec | 26032.20 | 30.5 | 1 | 11.20 | 263 | 73 | 323 |
| 1 Dec | 26175.75 | 29 | -3 | 11.87 | 453 | 119 | 250 |
| 28 Nov | 26202.95 | 30.7 | -4.15 | 11.70 | 130 | 35 | 131 |
| 27 Nov | 26215.55 | 33.65 | -10.7 | 11.92 | 142 | -13 | 96 |
| 26 Nov | 26205.30 | 43.95 | -33.55 | 12.48 | 204 | 8 | 109 |
| 25 Nov | 25884.80 | 78.65 | -4.15 | - | 124 | 61 | 101 |
| 24 Nov | 25959.50 | 81.9 | 1.6 | 12.41 | 48 | 3 | 40 |
| 21 Nov | 26068.15 | 80.9 | 12.1 | 12.93 | 69 | 37 | 37 |
| 20 Nov | 26192.15 | 68.8 | -107.55 | 13.16 | 1 | 0 | 0 |
| 19 Nov | 26052.65 | 176.35 | 0 | 2.95 | 0 | 0 | 0 |
For Nifty - strike price 25300 expiring on 23DEC2025
Delta for 25300 PE is -0.04
Historical price for 25300 PE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 6.1, which was -3.15 lower than the previous day. The implied volatity was 10.14, the open interest changed by 23531 which increased total open position to 63992
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 10.4, which was 0.35 higher than the previous day. The implied volatity was 11.00, the open interest changed by 40461 which increased total open position to 40461
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 10.05, which was -0.5 lower than the previous day. The implied volatity was 12.42, the open interest changed by 13169 which increased total open position to 21881
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 10.5, which was -8.35 lower than the previous day. The implied volatity was 11.26, the open interest changed by 421 which increased total open position to 8712
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 19.75, which was -20.55 lower than the previous day. The implied volatity was 10.73, the open interest changed by 2591 which increased total open position to 8291
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 42.85, which was 12.65 higher than the previous day. The implied volatity was 11.15, the open interest changed by 1589 which increased total open position to 5700
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 30.05, which was 1.3 higher than the previous day. The implied volatity was 10.67, the open interest changed by 1304 which increased total open position to 4111
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 30, which was 15.5 higher than the previous day. The implied volatity was 11.41, the open interest changed by 1730 which increased total open position to 2807
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 13.95, which was -10.95 lower than the previous day. The implied volatity was 10.92, the open interest changed by 124 which increased total open position to 1077
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 24.75, which was -9.3 lower than the previous day. The implied volatity was 10.66, the open interest changed by 439 which increased total open position to 953
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 33.8, which was 1.05 higher than the previous day. The implied volatity was 11.05, the open interest changed by 191 which increased total open position to 514
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 30.5, which was 1 higher than the previous day. The implied volatity was 11.20, the open interest changed by 73 which increased total open position to 323
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 29, which was -3 lower than the previous day. The implied volatity was 11.87, the open interest changed by 119 which increased total open position to 250
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 30.7, which was -4.15 lower than the previous day. The implied volatity was 11.70, the open interest changed by 35 which increased total open position to 131
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 33.65, which was -10.7 lower than the previous day. The implied volatity was 11.92, the open interest changed by -13 which decreased total open position to 96
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 43.95, which was -33.55 lower than the previous day. The implied volatity was 12.48, the open interest changed by 8 which increased total open position to 109
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 78.65, which was -4.15 lower than the previous day. The implied volatity was -, the open interest changed by 61 which increased total open position to 101
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 81.9, which was 1.6 higher than the previous day. The implied volatity was 12.41, the open interest changed by 3 which increased total open position to 40
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 80.9, which was 12.1 higher than the previous day. The implied volatity was 12.93, the open interest changed by 37 which increased total open position to 37
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 68.8, which was -107.55 lower than the previous day. The implied volatity was 13.16, 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 176.35, which was 0 lower than the previous day. The implied volatity was 2.95, the open interest changed by 0 which decreased total open position to 0































































































































































































































