NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 25550 CE | ||||||||||||||||
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Delta: 0.84
Vega: 8.09
Theta: -12.38
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.14
Vega: 7.47
Theta: -4.58
Gamma: 0.00
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| 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































































































































































































































