NIFTY
Nifty
Historical option data for NIFTY
18 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 25450 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 25815.55 | 395.95 | -26.7 | - | 4,966 | 232 | 486 | |||||||||
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| 17 Dec | 25818.55 | 432.65 | -39.3 | 10.41 | 2,852 | 177 | 254 | |||||||||
| 16 Dec | 25860.10 | 466 | -169.05 | 9.66 | 213 | 77 | 77 | |||||||||
| 15 Dec | 26027.30 | 630.8 | -37.25 | 10.30 | 42 | 10 | 37 | |||||||||
| 12 Dec | 26046.95 | 667.65 | 111.55 | - | 28 | -6 | 27 | |||||||||
| 11 Dec | 25898.55 | 548.75 | 107.45 | 9.01 | 341 | 3 | 33 | |||||||||
| 10 Dec | 25758.00 | 441.3 | -34.75 | 10.02 | 56 | 22 | 30 | |||||||||
| 9 Dec | 25839.65 | 476.05 | -158.05 | - | 8 | 5 | 8 | |||||||||
| 8 Dec | 25960.55 | 634.1 | -204.45 | 11.02 | 3 | 2 | 3 | |||||||||
| 5 Dec | 26186.45 | 838.55 | 105.4 | - | 2 | 0 | 1 | |||||||||
| 4 Dec | 26033.75 | 733.15 | 57.65 | 10.06 | 2 | 0 | 1 | |||||||||
| 3 Dec | 25986.00 | 675.5 | -150.5 | 5.02 | 5 | 1 | 1 | |||||||||
| 2 Dec | 26032.20 | 826 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 26175.75 | 826 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 26202.95 | 826 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 826 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 826 | 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 25450 expiring on 23DEC2025
Delta for 25450 CE is -
Historical price for 25450 CE is as follows
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 395.95, which was -26.7 lower than the previous day. The implied volatity was -, the open interest changed by 232 which increased total open position to 486
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 432.65, which was -39.3 lower than the previous day. The implied volatity was 10.41, the open interest changed by 177 which increased total open position to 254
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 466, which was -169.05 lower than the previous day. The implied volatity was 9.66, the open interest changed by 77 which increased total open position to 77
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 630.8, which was -37.25 lower than the previous day. The implied volatity was 10.30, the open interest changed by 10 which increased total open position to 37
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 667.65, which was 111.55 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 27
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 548.75, which was 107.45 higher than the previous day. The implied volatity was 9.01, the open interest changed by 3 which increased total open position to 33
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 441.3, which was -34.75 lower than the previous day. The implied volatity was 10.02, the open interest changed by 22 which increased total open position to 30
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 476.05, which was -158.05 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 8
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 634.1, which was -204.45 lower than the previous day. The implied volatity was 11.02, the open interest changed by 2 which increased total open position to 3
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 838.55, which was 105.4 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 733.15, which was 57.65 higher than the previous day. The implied volatity was 10.06, the open interest changed by 0 which decreased total open position to 1
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 675.5, which was -150.5 lower than the previous day. The implied volatity was 5.02, the open interest changed by 1 which increased total open position to 1
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 826, 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 826, 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 826, 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 826, 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 826, 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 25450 PE | |||||||
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Delta: -0.09
Vega: 4.79
Theta: -4.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 25815.55 | 12.1 | -1.85 | 9.93 | 3,88,968 | 2,823 | 25,648 |
| 17 Dec | 25818.55 | 12.75 | -4.15 | 9.37 | 3,79,725 | 12,550 | 22,825 |
| 16 Dec | 25860.10 | 19.05 | 4.95 | 10.29 | 46,037 | 10,275 | 10,275 |
| 15 Dec | 26027.30 | 14.2 | -0.85 | 11.29 | 21,668 | 1,909 | 4,706 |
| 12 Dec | 26046.95 | 15.1 | -15.65 | 10.39 | 14,291 | 340 | 2,797 |
| 11 Dec | 25898.55 | 29.9 | -34.2 | 10.02 | 14,402 | 1,094 | 2,457 |
| 10 Dec | 25758.00 | 66.4 | 17.4 | 10.79 | 9,690 | 674 | 1,363 |
| 9 Dec | 25839.65 | 49.2 | 6.45 | 10.42 | 1,748 | 298 | 689 |
| 8 Dec | 25960.55 | 44.15 | 24.6 | 10.93 | 1,138 | 222 | 391 |
| 5 Dec | 26186.45 | 19.05 | -18.05 | 10.28 | 241 | 47 | 169 |
| 4 Dec | 26033.75 | 35.85 | -13.75 | 10.22 | 147 | 30 | 122 |
| 3 Dec | 25986.00 | 48.3 | 3.05 | 10.67 | 197 | 62 | 92 |
| 2 Dec | 26032.20 | 43.6 | -1.6 | 10.87 | 56 | 12 | 30 |
| 1 Dec | 26175.75 | 45.2 | 3.2 | 12.00 | 15 | -4 | 18 |
| 28 Nov | 26202.95 | 40.5 | -14.7 | 11.26 | 31 | -9 | 22 |
| 27 Nov | 26215.55 | 55.2 | -2.3 | 12.30 | 9 | -4 | 31 |
| 26 Nov | 26205.30 | 57.9 | -33 | 12.17 | 35 | 2 | 35 |
| 25 Nov | 25884.80 | 90.9 | -9.35 | 10.69 | 23 | 3 | 33 |
| 24 Nov | 25959.50 | 104.6 | 5.3 | 12.08 | 25 | 19 | 30 |
| 21 Nov | 26068.15 | 102 | 15.05 | 12.64 | 8 | 0 | 11 |
| 20 Nov | 26192.15 | 86.95 | -13.5 | 12.90 | 6 | -4 | 11 |
| 19 Nov | 26052.65 | 100.45 | -117.1 | 12.23 | 33 | 15 | 15 |
For Nifty - strike price 25450 expiring on 23DEC2025
Delta for 25450 PE is -0.09
Historical price for 25450 PE is as follows
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 12.1, which was -1.85 lower than the previous day. The implied volatity was 9.93, the open interest changed by 2823 which increased total open position to 25648
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 12.75, which was -4.15 lower than the previous day. The implied volatity was 9.37, the open interest changed by 12550 which increased total open position to 22825
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 19.05, which was 4.95 higher than the previous day. The implied volatity was 10.29, the open interest changed by 10275 which increased total open position to 10275
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 14.2, which was -0.85 lower than the previous day. The implied volatity was 11.29, the open interest changed by 1909 which increased total open position to 4706
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 15.1, which was -15.65 lower than the previous day. The implied volatity was 10.39, the open interest changed by 340 which increased total open position to 2797
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 29.9, which was -34.2 lower than the previous day. The implied volatity was 10.02, the open interest changed by 1094 which increased total open position to 2457
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 66.4, which was 17.4 higher than the previous day. The implied volatity was 10.79, the open interest changed by 674 which increased total open position to 1363
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 49.2, which was 6.45 higher than the previous day. The implied volatity was 10.42, the open interest changed by 298 which increased total open position to 689
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 44.15, which was 24.6 higher than the previous day. The implied volatity was 10.93, the open interest changed by 222 which increased total open position to 391
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 19.05, which was -18.05 lower than the previous day. The implied volatity was 10.28, the open interest changed by 47 which increased total open position to 169
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 35.85, which was -13.75 lower than the previous day. The implied volatity was 10.22, the open interest changed by 30 which increased total open position to 122
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 48.3, which was 3.05 higher than the previous day. The implied volatity was 10.67, the open interest changed by 62 which increased total open position to 92
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 43.6, which was -1.6 lower than the previous day. The implied volatity was 10.87, the open interest changed by 12 which increased total open position to 30
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 45.2, which was 3.2 higher than the previous day. The implied volatity was 12.00, the open interest changed by -4 which decreased total open position to 18
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 40.5, which was -14.7 lower than the previous day. The implied volatity was 11.26, the open interest changed by -9 which decreased total open position to 22
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 55.2, which was -2.3 lower than the previous day. The implied volatity was 12.30, the open interest changed by -4 which decreased total open position to 31
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 57.9, which was -33 lower than the previous day. The implied volatity was 12.17, the open interest changed by 2 which increased total open position to 35
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 90.9, which was -9.35 lower than the previous day. The implied volatity was 10.69, the open interest changed by 3 which increased total open position to 33
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 104.6, which was 5.3 higher than the previous day. The implied volatity was 12.08, the open interest changed by 19 which increased total open position to 30
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 102, which was 15.05 higher than the previous day. The implied volatity was 12.64, the open interest changed by 0 which decreased total open position to 11
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 86.95, which was -13.5 lower than the previous day. The implied volatity was 12.90, the open interest changed by -4 which decreased total open position to 11
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 100.45, which was -117.1 lower than the previous day. The implied volatity was 12.23, the open interest changed by 15 which increased total open position to 15































































































































































































































