[--[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 25550 CE
Delta: 0.84
Vega: 8.09
Theta: -12.38
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 341.45 -40.15 9.70 11,349 427 716
16 Dec 25860.10 375.75 -164.15 9.33 588 289 289
15 Dec 26027.30 537.05 -36.75 10.32 124 25 128
12 Dec 26046.95 578 113.4 7.93 146 -17 103
11 Dec 25898.55 462 92.35 8.71 664 -71 120
10 Dec 25758.00 368.65 -75.65 10.15 408 141 191
9 Dec 25839.65 439.95 -80.1 9.16 71 36 50
8 Dec 25960.55 529.6 -232.95 9.36 35 13 14
5 Dec 26186.45 760.65 115.4 6.86 2 0 1
4 Dec 26033.75 645.25 49.2 10.17 2 1 1
3 Dec 25986.00 596.05 -162.55 7.47 2 0 0
2 Dec 26032.20 758.6 0 - 0 0 0
1 Dec 26175.75 758.6 0 - 0 0 0
28 Nov 26202.95 758.6 0 - 0 0 0
27 Nov 26215.55 758.6 0 - 0 0 0
26 Nov 26205.30 758.6 0 - 0 0 0
25 Nov 25884.80 758.6 0 - 0 0 0
24 Nov 25959.50 758.6 0 - 0 0 0
21 Nov 26068.15 758.6 0 - 0 0 0
20 Nov 26192.15 758.6 0 - 0 0 0
19 Nov 26052.65 758.6 0 - 0 0 0


For Nifty - strike price 25550 expiring on 23DEC2025

Delta for 25550 CE is 0.84

Historical price for 25550 CE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 341.45, which was -40.15 lower than the previous day. The implied volatity was 9.70, the open interest changed by 427 which increased total open position to 716


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 375.75, which was -164.15 lower than the previous day. The implied volatity was 9.33, the open interest changed by 289 which increased total open position to 289


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 537.05, which was -36.75 lower than the previous day. The implied volatity was 10.32, the open interest changed by 25 which increased total open position to 128


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 578, which was 113.4 higher than the previous day. The implied volatity was 7.93, the open interest changed by -17 which decreased total open position to 103


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 462, which was 92.35 higher than the previous day. The implied volatity was 8.71, the open interest changed by -71 which decreased total open position to 120


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 368.65, which was -75.65 lower than the previous day. The implied volatity was 10.15, the open interest changed by 141 which increased total open position to 191


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 439.95, which was -80.1 lower than the previous day. The implied volatity was 9.16, the open interest changed by 36 which increased total open position to 50


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 529.6, which was -232.95 lower than the previous day. The implied volatity was 9.36, the open interest changed by 13 which increased total open position to 14


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 760.65, which was 115.4 higher than the previous day. The implied volatity was 6.86, 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 645.25, which was 49.2 higher than the previous day. The implied volatity was 10.17, 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 596.05, which was -162.55 lower than the previous day. The implied volatity was 7.47, 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 758.6, 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 758.6, 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 758.6, 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 758.6, 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 758.6, 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 758.6, 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 758.6, 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 758.6, 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 758.6, 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 758.6, 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 25550 PE
Delta: -0.14
Vega: 7.47
Theta: -4.58
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 21.9 -4.9 8.99 5,74,912 14,791 28,331
16 Dec 25860.10 30.05 10.65 9.97 79,862 13,540 13,540
15 Dec 26027.30 20.05 -0.15 10.79 30,321 3,464 6,740
12 Dec 26046.95 19.6 -23.05 9.81 17,120 296 3,276
11 Dec 25898.55 41.4 -44.85 9.69 16,979 1,418 2,980
10 Dec 25758.00 88.6 21 10.33 10,472 943 1,562
9 Dec 25839.65 67.15 11.2 10.27 1,715 212 619
8 Dec 25960.55 56.75 31.3 10.59 887 170 407
5 Dec 26186.45 24.95 -22.85 10.00 466 108 237
4 Dec 26033.75 48.65 -16.5 10.13 283 32 129
3 Dec 25986.00 61 6.7 10.37 95 97 97
2 Dec 26032.20 54.3 -7.3 - 0 15 0
1 Dec 26175.75 54.3 -7.3 - 0 15 0
28 Nov 26202.95 54.3 -7.3 11.34 41 15 47
27 Nov 26215.55 61.6 -10.7 11.79 15 2 32
26 Nov 26205.30 72.3 -40.6 12.13 32 8 30
25 Nov 25884.80 112.9 -3 10.62 21 3 22
24 Nov 25959.50 122.45 -127.05 11.85 38 19 19
21 Nov 26068.15 249.5 0 2.28 0 0 0
20 Nov 26192.15 249.5 0 2.65 0 0 0
19 Nov 26052.65 249.5 0 2.22 0 0 0


For Nifty - strike price 25550 expiring on 23DEC2025

Delta for 25550 PE is -0.14

Historical price for 25550 PE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 21.9, which was -4.9 lower than the previous day. The implied volatity was 8.99, the open interest changed by 14791 which increased total open position to 28331


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 30.05, which was 10.65 higher than the previous day. The implied volatity was 9.97, the open interest changed by 13540 which increased total open position to 13540


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 20.05, which was -0.15 lower than the previous day. The implied volatity was 10.79, the open interest changed by 3464 which increased total open position to 6740


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 19.6, which was -23.05 lower than the previous day. The implied volatity was 9.81, the open interest changed by 296 which increased total open position to 3276


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 41.4, which was -44.85 lower than the previous day. The implied volatity was 9.69, the open interest changed by 1418 which increased total open position to 2980


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 88.6, which was 21 higher than the previous day. The implied volatity was 10.33, the open interest changed by 943 which increased total open position to 1562


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 67.15, which was 11.2 higher than the previous day. The implied volatity was 10.27, the open interest changed by 212 which increased total open position to 619


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 56.75, which was 31.3 higher than the previous day. The implied volatity was 10.59, the open interest changed by 170 which increased total open position to 407


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 24.95, which was -22.85 lower than the previous day. The implied volatity was 10.00, the open interest changed by 108 which increased total open position to 237


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 48.65, which was -16.5 lower than the previous day. The implied volatity was 10.13, the open interest changed by 32 which increased total open position to 129


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 61, which was 6.7 higher than the previous day. The implied volatity was 10.37, the open interest changed by 97 which increased total open position to 97


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 54.3, which was -7.3 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 54.3, which was -7.3 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 54.3, which was -7.3 lower than the previous day. The implied volatity was 11.34, the open interest changed by 15 which increased total open position to 47


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 61.6, which was -10.7 lower than the previous day. The implied volatity was 11.79, the open interest changed by 2 which increased total open position to 32


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 72.3, which was -40.6 lower than the previous day. The implied volatity was 12.13, the open interest changed by 8 which increased total open position to 30


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 112.9, which was -3 lower than the previous day. The implied volatity was 10.62, the open interest changed by 3 which increased total open position to 22


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 122.45, which was -127.05 lower than the previous day. The implied volatity was 11.85, the open interest changed by 19 which increased total open position to 19


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 249.5, which was 0 lower than the previous day. The implied volatity was 2.28, 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 249.5, which was 0 lower than the previous day. The implied volatity was 2.65, 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 249.5, which was 0 lower than the previous day. The implied volatity was 2.22, the open interest changed by 0 which decreased total open position to 0