NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 25400 CE | ||||||||||||||||
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Delta: 0.91
Vega: 5.40
Theta: -11.08
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.07
Vega: 4.41
Theta: -3.03
Gamma: 0.00
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| 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































































































































































































































