NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 25600 CE | ||||||||||||||||
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Delta: 0.80
Vega: 9.24
Theta: -12.95
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.18
Vega: 8.71
Theta: -5.13
Gamma: 0.00
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| 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































































































































































































































