[--[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 25600 CE
Delta: 0.80
Vega: 9.24
Theta: -12.95
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 299.45 -39.25 9.56 92,202 1,584 5,313
16 Dec 25860.10 333.45 -157.7 9.26 7,978 3,729 3,729
15 Dec 26027.30 494.15 -34.95 10.35 3,757 922 2,720
12 Dec 26046.95 532.7 107.95 8.18 3,462 235 1,798
11 Dec 25898.55 426.2 91.65 9.45 5,893 761 1,563
10 Dec 25758.00 329.05 -75.8 9.19 2,560 279 802
9 Dec 25839.65 399.1 -100.5 9.01 1,501 448 523
8 Dec 25960.55 491.95 -222.1 9.61 145 44 75
5 Dec 26186.45 718 116 7.84 58 -6 31
4 Dec 26033.75 602 30.15 9.79 30 5 37
3 Dec 25986.00 578.65 -85.05 9.38 25 1 32
2 Dec 26032.20 665.9 -138.1 10.50 50 31 31
1 Dec 26175.75 803 -45.1 - 0 -2 0
28 Nov 26202.95 803 -45.1 8.53 19 -2 6
27 Nov 26215.55 848.1 23.05 10.34 41 -23 8
26 Nov 26205.30 825.05 243.9 9.11 11 1 31
25 Nov 25884.80 574.2 -88.2 - 35 30 30
24 Nov 25959.50 662.4 -63.65 - 0 2 0
21 Nov 26068.15 662.4 -63.65 - 0 2 0
20 Nov 26192.15 662.4 -63.65 - 0 2 0
19 Nov 26052.65 662.4 -63.65 - 5 2 2


For Nifty - strike price 25600 expiring on 23DEC2025

Delta for 25600 CE is 0.80

Historical price for 25600 CE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 299.45, which was -39.25 lower than the previous day. The implied volatity was 9.56, the open interest changed by 1584 which increased total open position to 5313


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 333.45, which was -157.7 lower than the previous day. The implied volatity was 9.26, the open interest changed by 3729 which increased total open position to 3729


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 494.15, which was -34.95 lower than the previous day. The implied volatity was 10.35, the open interest changed by 922 which increased total open position to 2720


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 532.7, which was 107.95 higher than the previous day. The implied volatity was 8.18, the open interest changed by 235 which increased total open position to 1798


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 426.2, which was 91.65 higher than the previous day. The implied volatity was 9.45, the open interest changed by 761 which increased total open position to 1563


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 329.05, which was -75.8 lower than the previous day. The implied volatity was 9.19, the open interest changed by 279 which increased total open position to 802


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 399.1, which was -100.5 lower than the previous day. The implied volatity was 9.01, the open interest changed by 448 which increased total open position to 523


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 491.95, which was -222.1 lower than the previous day. The implied volatity was 9.61, the open interest changed by 44 which increased total open position to 75


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 718, which was 116 higher than the previous day. The implied volatity was 7.84, the open interest changed by -6 which decreased total open position to 31


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 602, which was 30.15 higher than the previous day. The implied volatity was 9.79, the open interest changed by 5 which increased total open position to 37


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 578.65, which was -85.05 lower than the previous day. The implied volatity was 9.38, the open interest changed by 1 which increased total open position to 32


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 665.9, which was -138.1 lower than the previous day. The implied volatity was 10.50, the open interest changed by 31 which increased total open position to 31


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 803, which was -45.1 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 803, which was -45.1 lower than the previous day. The implied volatity was 8.53, the open interest changed by -2 which decreased total open position to 6


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 848.1, which was 23.05 higher than the previous day. The implied volatity was 10.34, the open interest changed by -23 which decreased total open position to 8


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 825.05, which was 243.9 higher than the previous day. The implied volatity was 9.11, the open interest changed by 1 which increased total open position to 31


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 574.2, which was -88.2 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 30


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 662.4, which was -63.65 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 662.4, which was -63.65 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 662.4, which was -63.65 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 662.4, which was -63.65 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


NIFTY 23DEC2025 25600 PE
Delta: -0.18
Vega: 8.71
Theta: -5.13
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 28.9 -5.2 8.84 9,86,185 15,141 48,499
16 Dec 25860.10 37.6 14.8 9.82 1,71,588 33,358 33,358
15 Dec 26027.30 23.05 -1.25 10.43 83,340 10,767 23,194
12 Dec 26046.95 23.5 -26.75 9.64 63,022 -464 12,427
11 Dec 25898.55 50.15 -50.2 9.65 52,930 6,137 12,891
10 Dec 25758.00 103.45 25 10.58 29,246 2,674 6,754
9 Dec 25839.65 77.5 11.45 10.16 10,824 1,090 4,080
8 Dec 25960.55 68.95 39.45 10.73 6,166 1,402 2,990
5 Dec 26186.45 29.25 -25.05 9.91 3,882 921 1,588
4 Dec 26033.75 53.65 -17.85 9.90 2,885 187 667
3 Dec 25986.00 70 3.3 10.38 601 129 480
2 Dec 26032.20 63.3 6.55 10.61 293 43 351
1 Dec 26175.75 55.45 -3.15 11.25 639 -196 308
28 Nov 26202.95 56.8 -6.2 11.03 224 -2 504
27 Nov 26215.55 61.1 -16.45 11.29 655 315 506
26 Nov 26205.30 77.55 -65.25 11.95 387 -72 191
25 Nov 25884.80 144.55 10.85 - 345 76 263
24 Nov 25959.50 135.4 6.35 11.91 271 16 187
21 Nov 26068.15 128.55 29.1 12.38 183 17 171
20 Nov 26192.15 95.95 -36.95 12.05 249 17 154
19 Nov 26052.65 131.75 -134.95 12.18 169 137 137


For Nifty - strike price 25600 expiring on 23DEC2025

Delta for 25600 PE is -0.18

Historical price for 25600 PE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 28.9, which was -5.2 lower than the previous day. The implied volatity was 8.84, the open interest changed by 15141 which increased total open position to 48499


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 37.6, which was 14.8 higher than the previous day. The implied volatity was 9.82, the open interest changed by 33358 which increased total open position to 33358


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 23.05, which was -1.25 lower than the previous day. The implied volatity was 10.43, the open interest changed by 10767 which increased total open position to 23194


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 23.5, which was -26.75 lower than the previous day. The implied volatity was 9.64, the open interest changed by -464 which decreased total open position to 12427


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 50.15, which was -50.2 lower than the previous day. The implied volatity was 9.65, the open interest changed by 6137 which increased total open position to 12891


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 103.45, which was 25 higher than the previous day. The implied volatity was 10.58, the open interest changed by 2674 which increased total open position to 6754


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 77.5, which was 11.45 higher than the previous day. The implied volatity was 10.16, the open interest changed by 1090 which increased total open position to 4080


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 68.95, which was 39.45 higher than the previous day. The implied volatity was 10.73, the open interest changed by 1402 which increased total open position to 2990


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 29.25, which was -25.05 lower than the previous day. The implied volatity was 9.91, the open interest changed by 921 which increased total open position to 1588


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 53.65, which was -17.85 lower than the previous day. The implied volatity was 9.90, the open interest changed by 187 which increased total open position to 667


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 70, which was 3.3 higher than the previous day. The implied volatity was 10.38, the open interest changed by 129 which increased total open position to 480


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 63.3, which was 6.55 higher than the previous day. The implied volatity was 10.61, the open interest changed by 43 which increased total open position to 351


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 55.45, which was -3.15 lower than the previous day. The implied volatity was 11.25, the open interest changed by -196 which decreased total open position to 308


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 56.8, which was -6.2 lower than the previous day. The implied volatity was 11.03, the open interest changed by -2 which decreased total open position to 504


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 61.1, which was -16.45 lower than the previous day. The implied volatity was 11.29, the open interest changed by 315 which increased total open position to 506


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 77.55, which was -65.25 lower than the previous day. The implied volatity was 11.95, the open interest changed by -72 which decreased total open position to 191


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 144.55, which was 10.85 higher than the previous day. The implied volatity was -, the open interest changed by 76 which increased total open position to 263


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 135.4, which was 6.35 higher than the previous day. The implied volatity was 11.91, the open interest changed by 16 which increased total open position to 187


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 128.55, which was 29.1 higher than the previous day. The implied volatity was 12.38, the open interest changed by 17 which increased total open position to 171


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 95.95, which was -36.95 lower than the previous day. The implied volatity was 12.05, the open interest changed by 17 which increased total open position to 154


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 131.75, which was -134.95 lower than the previous day. The implied volatity was 12.18, the open interest changed by 137 which increased total open position to 137