NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 25650 CE | ||||||||||||||||
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Delta: 0.76
Vega: 10.31
Theta: -13.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 25818.55 | 258.2 | -39.05 | 9.31 | 58,717 | 2,604 | 3,440 | |||||||||
| 16 Dec | 25860.10 | 294.1 | -153.05 | 9.36 | 2,930 | 836 | 836 | |||||||||
| 15 Dec | 26027.30 | 446.8 | -36.55 | 9.88 | 433 | 100 | 301 | |||||||||
| 12 Dec | 26046.95 | 484.15 | 99.95 | 7.76 | 478 | -94 | 201 | |||||||||
| 11 Dec | 25898.55 | 382.05 | 83.6 | 9.09 | 2,205 | -73 | 295 | |||||||||
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| 10 Dec | 25758.00 | 298.85 | -64 | 10.03 | 1,094 | 319 | 368 | |||||||||
| 9 Dec | 25839.65 | 366.5 | -110.7 | 9.34 | 140 | 40 | 49 | |||||||||
| 8 Dec | 25960.55 | 477.2 | -176.25 | 11.15 | 8 | 6 | 9 | |||||||||
| 5 Dec | 26186.45 | 653.45 | 113.85 | - | 3 | 0 | 3 | |||||||||
| 4 Dec | 26033.75 | 539.6 | 35.35 | 8.34 | 5 | 3 | 3 | |||||||||
| 3 Dec | 25986.00 | 504.25 | -190.1 | 7.12 | 2 | 0 | 0 | |||||||||
| 2 Dec | 26032.20 | 694.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 26175.75 | 694.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 26202.95 | 694.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 694.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 694.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 25884.80 | 694.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 694.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 694.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 694.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 694.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25650 expiring on 23DEC2025
Delta for 25650 CE is 0.76
Historical price for 25650 CE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 258.2, which was -39.05 lower than the previous day. The implied volatity was 9.31, the open interest changed by 2604 which increased total open position to 3440
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 294.1, which was -153.05 lower than the previous day. The implied volatity was 9.36, the open interest changed by 836 which increased total open position to 836
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 446.8, which was -36.55 lower than the previous day. The implied volatity was 9.88, the open interest changed by 100 which increased total open position to 301
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 484.15, which was 99.95 higher than the previous day. The implied volatity was 7.76, the open interest changed by -94 which decreased total open position to 201
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 382.05, which was 83.6 higher than the previous day. The implied volatity was 9.09, the open interest changed by -73 which decreased total open position to 295
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 298.85, which was -64 lower than the previous day. The implied volatity was 10.03, the open interest changed by 319 which increased total open position to 368
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 366.5, which was -110.7 lower than the previous day. The implied volatity was 9.34, the open interest changed by 40 which increased total open position to 49
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 477.2, which was -176.25 lower than the previous day. The implied volatity was 11.15, the open interest changed by 6 which increased total open position to 9
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 653.45, which was 113.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 539.6, which was 35.35 higher than the previous day. The implied volatity was 8.34, the open interest changed by 3 which increased total open position to 3
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 504.25, which was -190.1 lower than the previous day. The implied volatity was 7.12, 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 694.35, 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 694.35, 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 694.35, 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 694.35, 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 694.35, 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 694.35, 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 694.35, 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 694.35, 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 694.35, 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 694.35, 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 25650 PE | |||||||
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Delta: -0.23
Vega: 9.98
Theta: -5.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 25818.55 | 38.3 | -4.75 | 8.75 | 7,60,071 | 13,662 | 25,938 |
| 16 Dec | 25860.10 | 46.95 | 19 | 9.68 | 90,381 | 12,276 | 12,276 |
| 15 Dec | 26027.30 | 28.5 | -0.45 | 10.30 | 42,388 | 1,574 | 6,605 |
| 12 Dec | 26046.95 | 27.85 | -31.95 | 9.44 | 21,162 | 2,478 | 5,031 |
| 11 Dec | 25898.55 | 58.75 | -57.2 | 9.48 | 18,342 | 1,058 | 2,553 |
| 10 Dec | 25758.00 | 118.55 | 26.75 | 10.50 | 11,107 | 471 | 1,495 |
| 9 Dec | 25839.65 | 91.7 | 15.1 | 10.19 | 2,667 | 375 | 1,024 |
| 8 Dec | 25960.55 | 78.55 | 44.05 | 10.61 | 1,630 | 262 | 649 |
| 5 Dec | 26186.45 | 33.55 | -28.35 | 9.79 | 703 | 206 | 387 |
| 4 Dec | 26033.75 | 63.25 | -18.45 | 9.92 | 254 | 34 | 181 |
| 3 Dec | 25986.00 | 78.9 | 3.8 | 10.28 | 137 | 67 | 147 |
| 2 Dec | 26032.20 | 69.15 | 1.9 | 10.40 | 103 | 48 | 80 |
| 1 Dec | 26175.75 | 67.25 | 0.4 | 11.48 | 26 | -1 | 32 |
| 28 Nov | 26202.95 | 65.15 | -11.15 | 11.06 | 18 | -1 | 33 |
| 27 Nov | 26215.55 | 76.3 | -10.7 | 11.69 | 9 | 4 | 34 |
| 26 Nov | 26205.30 | 86.55 | -69.65 | 11.94 | 15 | -1 | 30 |
| 25 Nov | 25884.80 | 160 | 37.6 | - | 37 | 28 | 31 |
| 24 Nov | 25959.50 | 122.4 | -162.3 | 10.70 | 5 | 3 | 3 |
| 21 Nov | 26068.15 | 284.7 | 0 | 1.97 | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 284.7 | 0 | 2.35 | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 284.7 | 0 | 1.92 | 0 | 0 | 0 |
For Nifty - strike price 25650 expiring on 23DEC2025
Delta for 25650 PE is -0.23
Historical price for 25650 PE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 38.3, which was -4.75 lower than the previous day. The implied volatity was 8.75, the open interest changed by 13662 which increased total open position to 25938
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 46.95, which was 19 higher than the previous day. The implied volatity was 9.68, the open interest changed by 12276 which increased total open position to 12276
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 28.5, which was -0.45 lower than the previous day. The implied volatity was 10.30, the open interest changed by 1574 which increased total open position to 6605
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 27.85, which was -31.95 lower than the previous day. The implied volatity was 9.44, the open interest changed by 2478 which increased total open position to 5031
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 58.75, which was -57.2 lower than the previous day. The implied volatity was 9.48, the open interest changed by 1058 which increased total open position to 2553
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 118.55, which was 26.75 higher than the previous day. The implied volatity was 10.50, the open interest changed by 471 which increased total open position to 1495
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 91.7, which was 15.1 higher than the previous day. The implied volatity was 10.19, the open interest changed by 375 which increased total open position to 1024
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 78.55, which was 44.05 higher than the previous day. The implied volatity was 10.61, the open interest changed by 262 which increased total open position to 649
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 33.55, which was -28.35 lower than the previous day. The implied volatity was 9.79, the open interest changed by 206 which increased total open position to 387
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 63.25, which was -18.45 lower than the previous day. The implied volatity was 9.92, the open interest changed by 34 which increased total open position to 181
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 78.9, which was 3.8 higher than the previous day. The implied volatity was 10.28, the open interest changed by 67 which increased total open position to 147
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 69.15, which was 1.9 higher than the previous day. The implied volatity was 10.40, the open interest changed by 48 which increased total open position to 80
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 67.25, which was 0.4 higher than the previous day. The implied volatity was 11.48, the open interest changed by -1 which decreased total open position to 32
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 65.15, which was -11.15 lower than the previous day. The implied volatity was 11.06, the open interest changed by -1 which decreased total open position to 33
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 76.3, which was -10.7 lower than the previous day. The implied volatity was 11.69, the open interest changed by 4 which increased total open position to 34
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 86.55, which was -69.65 lower than the previous day. The implied volatity was 11.94, the open interest changed by -1 which decreased total open position to 30
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 160, which was 37.6 higher than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 31
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 122.4, which was -162.3 lower than the previous day. The implied volatity was 10.70, the open interest changed by 3 which increased total open position to 3
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 284.7, which was 0 lower than the previous day. The implied volatity was 1.97, 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 284.7, which was 0 lower than the previous day. The implied volatity was 2.35, 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 284.7, which was 0 lower than the previous day. The implied volatity was 1.92, the open interest changed by 0 which decreased total open position to 0































































































































































































































