[--[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 25300 CE
Delta: 0.94
Vega: 4.19
Theta: -10.44
Gamma: 0.00
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
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
Delta: -0.04
Vega: 3.09
Theta: -2.30
Gamma: 0.00
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