[--[65.84.65.76]--]

NIFTY

Nifty
25818.55 -41.55 (-0.16%)
L: 25770.35 H: 25929.15

Back to Option Chain


Historical option data for NIFTY

17 Dec 2025 04:10 PM IST
NIFTY 23-DEC-2025 25400 CE
Delta: 0.91
Vega: 5.40
Theta: -11.08
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 478.35 -36.4 10.61 6,476 305 1,624
16 Dec 25860.10 509.95 -170.9 9.28 685 1,319 1,319
15 Dec 26027.30 679.2 -39.9 10.58 1,309 796 1,070
12 Dec 26046.95 718.2 117.15 - 504 -236 274
11 Dec 25898.55 597.9 113.4 9.08 864 41 510
10 Dec 25758.00 487.3 -74.95 10.50 514 259 469
9 Dec 25839.65 565.9 -119.25 9.14 290 208 210
8 Dec 25960.55 685 -198 11.86 51 1 2
5 Dec 26186.45 883 93.5 - 2 0 1
4 Dec 26033.75 786.5 62.65 10.89 2 1 1
3 Dec 25986.00 723.85 -137 - 6 0 0
2 Dec 26032.20 860.85 0 - 0 0 0
1 Dec 26175.75 860.85 0 - 0 0 0
28 Nov 26202.95 860.85 0 - 0 0 0
27 Nov 26215.55 860.85 0 - 0 0 0
26 Nov 26205.30 860.85 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 25400 expiring on 23DEC2025

Delta for 25400 CE is 0.91

Historical price for 25400 CE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 478.35, which was -36.4 lower than the previous day. The implied volatity was 10.61, the open interest changed by 305 which increased total open position to 1624


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 509.95, which was -170.9 lower than the previous day. The implied volatity was 9.28, the open interest changed by 1319 which increased total open position to 1319


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 679.2, which was -39.9 lower than the previous day. The implied volatity was 10.58, the open interest changed by 796 which increased total open position to 1070


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 718.2, which was 117.15 higher than the previous day. The implied volatity was -, the open interest changed by -236 which decreased total open position to 274


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 597.9, which was 113.4 higher than the previous day. The implied volatity was 9.08, the open interest changed by 41 which increased total open position to 510


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 487.3, which was -74.95 lower than the previous day. The implied volatity was 10.50, the open interest changed by 259 which increased total open position to 469


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 565.9, which was -119.25 lower than the previous day. The implied volatity was 9.14, the open interest changed by 208 which increased total open position to 210


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 685, which was -198 lower than the previous day. The implied volatity was 11.86, the open interest changed by 1 which increased total open position to 2


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 883, which was 93.5 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 786.5, which was 62.65 higher than the previous day. The implied volatity was 10.89, 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 723.85, which was -137 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 860.85, 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 860.85, 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 860.85, 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 860.85, 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 860.85, 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 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 25400 PE
Delta: -0.07
Vega: 4.41
Theta: -3.03
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 9.75 -4 9.58 4,77,998 25,140 58,408
16 Dec 25860.10 15.6 3.25 10.54 1,05,235 33,268 33,268
15 Dec 26027.30 13 -0.25 11.75 53,078 7,696 17,393
12 Dec 26046.95 13 -12.65 10.62 53,182 551 9,697
11 Dec 25898.55 25.95 -28.65 10.25 38,895 4,090 9,146
10 Dec 25758.00 56.75 15.35 10.85 27,647 1,828 5,056
9 Dec 25839.65 41.7 4.8 10.46 8,788 -182 3,228
8 Dec 25960.55 38.8 21.75 11.09 5,038 784 3,410
5 Dec 26186.45 16.9 -15.25 10.45 4,500 1,720 2,626
4 Dec 26033.75 31.15 -12.55 10.32 1,040 357 906
3 Dec 25986.00 41.8 0.95 10.67 781 147 549
2 Dec 26032.20 39.5 4.15 11.03 512 147 402
1 Dec 26175.75 35 -3.5 11.62 397 206 255
28 Nov 26202.95 36.85 -6.6 11.40 39 6 49
27 Nov 26215.55 41.5 -12.25 11.74 150 -20 43
26 Nov 26205.30 52 -45.55 12.22 123 28 63
25 Nov 25884.80 93.15 -109.55 11.32 74 35 35
24 Nov 25959.50 202.7 0 2.44 0 0 0
21 Nov 26068.15 202.7 0 2.73 0 0 0
20 Nov 26192.15 202.7 0 3.09 0 0 0
19 Nov 26052.65 202.7 0 2.66 0 0 0


For Nifty - strike price 25400 expiring on 23DEC2025

Delta for 25400 PE is -0.07

Historical price for 25400 PE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 9.75, which was -4 lower than the previous day. The implied volatity was 9.58, the open interest changed by 25140 which increased total open position to 58408


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 15.6, which was 3.25 higher than the previous day. The implied volatity was 10.54, the open interest changed by 33268 which increased total open position to 33268


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 13, which was -0.25 lower than the previous day. The implied volatity was 11.75, the open interest changed by 7696 which increased total open position to 17393


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 13, which was -12.65 lower than the previous day. The implied volatity was 10.62, the open interest changed by 551 which increased total open position to 9697


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 25.95, which was -28.65 lower than the previous day. The implied volatity was 10.25, the open interest changed by 4090 which increased total open position to 9146


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 56.75, which was 15.35 higher than the previous day. The implied volatity was 10.85, the open interest changed by 1828 which increased total open position to 5056


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 41.7, which was 4.8 higher than the previous day. The implied volatity was 10.46, the open interest changed by -182 which decreased total open position to 3228


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 38.8, which was 21.75 higher than the previous day. The implied volatity was 11.09, the open interest changed by 784 which increased total open position to 3410


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 16.9, which was -15.25 lower than the previous day. The implied volatity was 10.45, the open interest changed by 1720 which increased total open position to 2626


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 31.15, which was -12.55 lower than the previous day. The implied volatity was 10.32, the open interest changed by 357 which increased total open position to 906


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 41.8, which was 0.95 higher than the previous day. The implied volatity was 10.67, the open interest changed by 147 which increased total open position to 549


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 39.5, which was 4.15 higher than the previous day. The implied volatity was 11.03, the open interest changed by 147 which increased total open position to 402


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 35, which was -3.5 lower than the previous day. The implied volatity was 11.62, the open interest changed by 206 which increased total open position to 255


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 36.85, which was -6.6 lower than the previous day. The implied volatity was 11.40, the open interest changed by 6 which increased total open position to 49


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 41.5, which was -12.25 lower than the previous day. The implied volatity was 11.74, the open interest changed by -20 which decreased total open position to 43


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 52, which was -45.55 lower than the previous day. The implied volatity was 12.22, the open interest changed by 28 which increased total open position to 63


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 93.15, which was -109.55 lower than the previous day. The implied volatity was 11.32, the open interest changed by 35 which increased total open position to 35


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 202.7, which was 0 lower than the previous day. The implied volatity was 2.44, 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 202.7, which was 0 lower than the previous day. The implied volatity was 2.73, 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 202.7, which was 0 lower than the previous day. The implied volatity was 3.09, 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 202.7, which was 0 lower than the previous day. The implied volatity was 2.66, the open interest changed by 0 which decreased total open position to 0