NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 25500 CE | ||||||||||||||||
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Delta: 0.87
Vega: 7.05
Theta: -11.87
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.11
Vega: 6.33
Theta: -4.04
Gamma: 0.00
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| 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































































































































































































































