NIFTY
Nifty
Historical option data for NIFTY
18 Dec 2025 04:00 PM IST
| NIFTY 23-DEC-2025 25350 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 18 Dec | 25815.55 | 492.55 | -23.9 | - | 2,472 | 245 | 388 | |||||||||
| 17 Dec | 25818.55 | 525.5 | -41.05 | 10.85 | 782 | 97 | 143 | |||||||||
| 16 Dec | 25860.10 | 560 | -178.45 | 10.20 | 85 | 46 | 46 | |||||||||
| 15 Dec | 26027.30 | 738.45 | -7.55 | 13.28 | 3 | -1 | 8 | |||||||||
| 12 Dec | 26046.95 | 746 | 117.9 | - | 2 | 0 | 9 | |||||||||
| 11 Dec | 25898.55 | 628.1 | 110.5 | 5.19 | 17 | -2 | 9 | |||||||||
| 10 Dec | 25758.00 | 517.6 | -82.65 | 9.62 | 13 | 10 | 11 | |||||||||
| 9 Dec | 25839.65 | 600.25 | -134.05 | 7.94 | 2 | 1 | 1 | |||||||||
| 8 Dec | 25960.55 | 733.3 | -197 | 12.23 | 2 | -1 | 0 | |||||||||
| 5 Dec | 26186.45 | 930.3 | 94.5 | - | 2 | 0 | 1 | |||||||||
| 4 Dec | 26033.75 | 833.55 | 67.2 | 11.16 | 2 | 1 | 1 | |||||||||
| 3 Dec | 25986.00 | 766.35 | -130.15 | - | 2 | 0 | 0 | |||||||||
| 2 Dec | 26032.20 | 896.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 26175.75 | 896.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 26202.95 | 896.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 896.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 896.5 | 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 25350 expiring on 23DEC2025
Delta for 25350 CE is -
Historical price for 25350 CE is as follows
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 492.55, which was -23.9 lower than the previous day. The implied volatity was -, the open interest changed by 245 which increased total open position to 388
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 525.5, which was -41.05 lower than the previous day. The implied volatity was 10.85, the open interest changed by 97 which increased total open position to 143
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 560, which was -178.45 lower than the previous day. The implied volatity was 10.20, the open interest changed by 46 which increased total open position to 46
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 738.45, which was -7.55 lower than the previous day. The implied volatity was 13.28, the open interest changed by -1 which decreased total open position to 8
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 746, which was 117.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 628.1, which was 110.5 higher than the previous day. The implied volatity was 5.19, the open interest changed by -2 which decreased total open position to 9
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 517.6, which was -82.65 lower than the previous day. The implied volatity was 9.62, the open interest changed by 10 which increased total open position to 11
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 600.25, which was -134.05 lower than the previous day. The implied volatity was 7.94, the open interest changed by 1 which increased total open position to 1
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 733.3, which was -197 lower than the previous day. The implied volatity was 12.23, the open interest changed by -1 which decreased total open position to 0
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 930.3, which was 94.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 833.55, which was 67.2 higher than the previous day. The implied volatity was 11.16, the open interest changed by 1 which increased total open position to 1
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 766.35, which was -130.15 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 896.5, 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 896.5, 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 896.5, 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 896.5, 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 896.5, 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 25350 PE | |||||||
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Delta: -0.06
Vega: 3.43
Theta: -3.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 25815.55 | 7.75 | -0.65 | 10.63 | 3,13,906 | -14,155 | 26,763 |
| 17 Dec | 25818.55 | 7.45 | -4 | 9.79 | 2,60,799 | 29,400 | 40,918 |
| 16 Dec | 25860.10 | 12.6 | 1.65 | 10.75 | 41,102 | 11,518 | 11,518 |
| 15 Dec | 26027.30 | 11.3 | -0.4 | 12.06 | 16,442 | 1,785 | 3,571 |
| 12 Dec | 26046.95 | 11.8 | -10.05 | 10.96 | 14,392 | -10 | 1,786 |
| 11 Dec | 25898.55 | 22.4 | -24.95 | 10.46 | 11,956 | 731 | 1,796 |
| 10 Dec | 25758.00 | 48.95 | -139.65 | 10.74 | 6,157 | 1,065 | 1,065 |
| 9 Dec | 25839.65 | 188.6 | 0 | 2.91 | 0 | 0 | 0 |
| 8 Dec | 25960.55 | 188.6 | 0 | 3.27 | 0 | 0 | 0 |
| 5 Dec | 26186.45 | 188.6 | 0 | 3.88 | 0 | 0 | 0 |
| 4 Dec | 26033.75 | 188.6 | 0 | 3.19 | 0 | 0 | 0 |
| 3 Dec | 25986.00 | 188.6 | 0 | 3.02 | 0 | 0 | 0 |
| 2 Dec | 26032.20 | 188.6 | 0 | 3.24 | 0 | 0 | 0 |
| 1 Dec | 26175.75 | 188.6 | 0 | 3.64 | 0 | 0 | 0 |
| 28 Nov | 26202.95 | 188.6 | 0 | 3.56 | 0 | 0 | 0 |
| 27 Nov | 26215.55 | 188.6 | 0 | 3.56 | 0 | 0 | 0 |
| 26 Nov | 26205.30 | 188.6 | 0 | 3.47 | 0 | 0 | 0 |
| 25 Nov | 25884.80 | 188.6 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 188.6 | 0 | 2.60 | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 188.6 | 0 | 2.88 | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 188.6 | 0 | 3.24 | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 188.6 | 0 | 2.81 | 0 | 0 | 0 |
For Nifty - strike price 25350 expiring on 23DEC2025
Delta for 25350 PE is -0.06
Historical price for 25350 PE is as follows
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 7.75, which was -0.65 lower than the previous day. The implied volatity was 10.63, the open interest changed by -14155 which decreased total open position to 26763
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 7.45, which was -4 lower than the previous day. The implied volatity was 9.79, the open interest changed by 29400 which increased total open position to 40918
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 12.6, which was 1.65 higher than the previous day. The implied volatity was 10.75, the open interest changed by 11518 which increased total open position to 11518
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 11.3, which was -0.4 lower than the previous day. The implied volatity was 12.06, the open interest changed by 1785 which increased total open position to 3571
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 11.8, which was -10.05 lower than the previous day. The implied volatity was 10.96, the open interest changed by -10 which decreased total open position to 1786
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 22.4, which was -24.95 lower than the previous day. The implied volatity was 10.46, the open interest changed by 731 which increased total open position to 1796
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 48.95, which was -139.65 lower than the previous day. The implied volatity was 10.74, the open interest changed by 1065 which increased total open position to 1065
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 188.6, which was 0 lower than the previous day. The implied volatity was 2.91, 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 188.6, which was 0 lower than the previous day. The implied volatity was 3.27, 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 188.6, which was 0 lower than the previous day. The implied volatity was 3.88, 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 188.6, 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 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 188.6, which was 0 lower than the previous day. The implied volatity was 3.02, 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 188.6, which was 0 lower than the previous day. The implied volatity was 3.24, 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 188.6, which was 0 lower than the previous day. The implied volatity was 3.64, 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 188.6, which was 0 lower than the previous day. The implied volatity was 3.56, 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 188.6, which was 0 lower than the previous day. The implied volatity was 3.56, 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 188.6, which was 0 lower than the previous day. The implied volatity was 3.47, 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 188.6, 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 188.6, which was 0 lower than the previous day. The implied volatity was 2.60, 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 188.6, which was 0 lower than the previous day. The implied volatity was 2.88, 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 188.6, which was 0 lower than the previous day. The implied volatity was 3.24, 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 188.6, which was 0 lower than the previous day. The implied volatity was 2.81, the open interest changed by 0 which decreased total open position to 0































































































































































































































