[--[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 25500 CE
Delta: 0.87
Vega: 7.05
Theta: -11.87
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 385.7 -37.75 9.93 40,633 1,056 4,387
16 Dec 25860.10 420.3 -165.65 9.49 8,594 3,331 3,331
15 Dec 26027.30 582.2 -37.8 9.91 2,975 506 2,533
12 Dec 26046.95 625.95 114 8.10 2,640 -8 2,027
11 Dec 25898.55 516.35 109.75 10.13 4,877 963 2,035
10 Dec 25758.00 405.4 -76.6 10.17 1,934 399 1,072
9 Dec 25839.65 478.25 -103.4 8.99 1,134 312 673
8 Dec 25960.55 568.85 -238.85 9.21 141 67 361
5 Dec 26186.45 811.2 112.4 8.33 425 282 294
4 Dec 26033.75 698.8 54.8 10.74 26 11 12
3 Dec 25986.00 644 -147.9 7.76 3 1 1
2 Dec 26032.20 791.9 0 - 0 0 0
1 Dec 26175.75 791.9 0 - 0 0 0
28 Nov 26202.95 791.9 0 - 0 0 0
27 Nov 26215.55 791.9 0 - 0 0 0
26 Nov 26205.30 791.9 0 - 0 0 0
25 Nov 25884.80 791.9 0 - 0 0 0
24 Nov 25959.50 791.9 0 - 0 0 0
21 Nov 26068.15 791.9 0 - 0 0 0
20 Nov 26192.15 791.9 0 - 0 0 0
19 Nov 26052.65 791.9 0 - 0 0 0


For Nifty - strike price 25500 expiring on 23DEC2025

Delta for 25500 CE is 0.87

Historical price for 25500 CE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 385.7, which was -37.75 lower than the previous day. The implied volatity was 9.93, the open interest changed by 1056 which increased total open position to 4387


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 420.3, which was -165.65 lower than the previous day. The implied volatity was 9.49, the open interest changed by 3331 which increased total open position to 3331


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 582.2, which was -37.8 lower than the previous day. The implied volatity was 9.91, the open interest changed by 506 which increased total open position to 2533


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 625.95, which was 114 higher than the previous day. The implied volatity was 8.10, the open interest changed by -8 which decreased total open position to 2027


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 516.35, which was 109.75 higher than the previous day. The implied volatity was 10.13, the open interest changed by 963 which increased total open position to 2035


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 405.4, which was -76.6 lower than the previous day. The implied volatity was 10.17, the open interest changed by 399 which increased total open position to 1072


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 478.25, which was -103.4 lower than the previous day. The implied volatity was 8.99, the open interest changed by 312 which increased total open position to 673


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 568.85, which was -238.85 lower than the previous day. The implied volatity was 9.21, the open interest changed by 67 which increased total open position to 361


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 811.2, which was 112.4 higher than the previous day. The implied volatity was 8.33, the open interest changed by 282 which increased total open position to 294


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 698.8, which was 54.8 higher than the previous day. The implied volatity was 10.74, the open interest changed by 11 which increased total open position to 12


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 644, which was -147.9 lower than the previous day. The implied volatity was 7.76, 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 791.9, 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 791.9, 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 791.9, 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 791.9, 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 791.9, 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 791.9, 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 791.9, 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 791.9, 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 791.9, 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 791.9, 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 25500 PE
Delta: -0.11
Vega: 6.33
Theta: -4.04
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 16.7 -4.8 9.18 9,04,705 23,309 86,359
16 Dec 25860.10 23.8 7.4 10.10 2,21,469 63,050 63,050
15 Dec 26027.30 16.45 -0.7 10.97 1,37,247 14,035 40,223
12 Dec 26046.95 16.8 -19.15 10.04 89,784 15,777 26,188
11 Dec 25898.55 35.3 -39.45 9.87 58,978 3,935 10,411
10 Dec 25758.00 77.85 20.5 10.76 35,459 1,932 6,476
9 Dec 25839.65 57.5 7.95 10.34 14,689 745 4,544
8 Dec 25960.55 51 28.35 10.83 9,323 1,349 3,799
5 Dec 26186.45 22.45 -19.3 10.22 5,865 614 2,450
4 Dec 26033.75 42.6 -13.2 10.24 3,205 134 1,836
3 Dec 25986.00 54.6 2.55 10.57 2,906 235 1,702
2 Dec 26032.20 50.35 5.05 10.84 1,331 318 1,467
1 Dec 26175.75 46.1 -1.1 11.58 1,447 509 1,149
28 Nov 26202.95 44.9 -5.85 11.15 590 89 640
27 Nov 26215.55 50 -14.3 11.49 636 271 551
26 Nov 26205.30 61.25 -55.6 11.93 549 82 280
25 Nov 25884.80 114.8 3.25 11.27 363 74 198
24 Nov 25959.50 117 5.95 12.14 384 57 124
21 Nov 26068.15 113.3 -119.85 12.70 211 67 67
20 Nov 26192.15 233.15 0 2.80 0 0 0
19 Nov 26052.65 233.15 0 2.37 0 0 0


For Nifty - strike price 25500 expiring on 23DEC2025

Delta for 25500 PE is -0.11

Historical price for 25500 PE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 16.7, which was -4.8 lower than the previous day. The implied volatity was 9.18, the open interest changed by 23309 which increased total open position to 86359


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 23.8, which was 7.4 higher than the previous day. The implied volatity was 10.10, the open interest changed by 63050 which increased total open position to 63050


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 16.45, which was -0.7 lower than the previous day. The implied volatity was 10.97, the open interest changed by 14035 which increased total open position to 40223


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 16.8, which was -19.15 lower than the previous day. The implied volatity was 10.04, the open interest changed by 15777 which increased total open position to 26188


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 35.3, which was -39.45 lower than the previous day. The implied volatity was 9.87, the open interest changed by 3935 which increased total open position to 10411


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 77.85, which was 20.5 higher than the previous day. The implied volatity was 10.76, the open interest changed by 1932 which increased total open position to 6476


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 57.5, which was 7.95 higher than the previous day. The implied volatity was 10.34, the open interest changed by 745 which increased total open position to 4544


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 51, which was 28.35 higher than the previous day. The implied volatity was 10.83, the open interest changed by 1349 which increased total open position to 3799


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 22.45, which was -19.3 lower than the previous day. The implied volatity was 10.22, the open interest changed by 614 which increased total open position to 2450


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 42.6, which was -13.2 lower than the previous day. The implied volatity was 10.24, the open interest changed by 134 which increased total open position to 1836


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 54.6, which was 2.55 higher than the previous day. The implied volatity was 10.57, the open interest changed by 235 which increased total open position to 1702


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 50.35, which was 5.05 higher than the previous day. The implied volatity was 10.84, the open interest changed by 318 which increased total open position to 1467


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 46.1, which was -1.1 lower than the previous day. The implied volatity was 11.58, the open interest changed by 509 which increased total open position to 1149


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 44.9, which was -5.85 lower than the previous day. The implied volatity was 11.15, the open interest changed by 89 which increased total open position to 640


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 50, which was -14.3 lower than the previous day. The implied volatity was 11.49, the open interest changed by 271 which increased total open position to 551


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 61.25, which was -55.6 lower than the previous day. The implied volatity was 11.93, the open interest changed by 82 which increased total open position to 280


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 114.8, which was 3.25 higher than the previous day. The implied volatity was 11.27, the open interest changed by 74 which increased total open position to 198


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 117, which was 5.95 higher than the previous day. The implied volatity was 12.14, the open interest changed by 57 which increased total open position to 124


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 113.3, which was -119.85 lower than the previous day. The implied volatity was 12.70, the open interest changed by 67 which increased total open position to 67


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 233.15, which was 0 lower than the previous day. The implied volatity was 2.80, 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 233.15, which was 0 lower than the previous day. The implied volatity was 2.37, the open interest changed by 0 which decreased total open position to 0