[--[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 25650 CE
Delta: 0.76
Vega: 10.31
Theta: -13.30
Gamma: 0.00
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
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
Delta: -0.23
Vega: 9.98
Theta: -5.66
Gamma: 0.00
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