[--[65.84.65.76]--]

NIFTY

Nifty
25818.55 -41.55 (-0.16%)
L: 25770.35 H: 25929.15

Back to Option Chain


Historical option data for NIFTY

17 Dec 2025 04:10 PM IST
NIFTY 23-DEC-2025 25700 CE
Delta: 0.71
Vega: 11.39
Theta: -13.73
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 221.25 -38.25 9.26 3,91,790 8,973 14,418
16 Dec 25860.10 255 -149.5 9.16 26,048 5,445 5,445
15 Dec 26027.30 401.75 -38.2 9.60 7,250 510 2,289
12 Dec 26046.95 440.4 94.8 7.88 5,189 -43 1,779
11 Dec 25898.55 347 80.85 9.28 18,746 91 1,822
10 Dec 25758.00 261.05 -68.5 9.12 7,815 584 1,731
9 Dec 25839.65 328.15 -103.35 9.17 3,420 546 1,147
8 Dec 25960.55 410 -219.3 9.34 763 195 601
5 Dec 26186.45 630.55 99.65 8.32 500 221 406
4 Dec 26033.75 532.85 31.6 10.41 79 32 185
3 Dec 25986.00 499.25 -64.25 9.37 230 133 153
2 Dec 26032.20 564.15 -116.7 9.23 13 2 20
1 Dec 26175.75 680.85 -47.35 9.29 42 -8 18
28 Nov 26202.95 729 -0.8 9.55 38 -19 26
27 Nov 26215.55 742 2.8 8.97 31 -11 45
26 Nov 26205.30 741.75 233.85 9.33 224 -41 56
25 Nov 25884.80 512.2 -81.8 - 189 79 97
24 Nov 25959.50 594 -170.35 11.16 22 4 18
21 Nov 26068.15 764.35 -9.85 13.32 5 1 14
20 Nov 26192.15 774.2 104.2 8.72 7 -3 13
19 Nov 26052.65 670 6.6 9.00 19 16 16


For Nifty - strike price 25700 expiring on 23DEC2025

Delta for 25700 CE is 0.71

Historical price for 25700 CE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 221.25, which was -38.25 lower than the previous day. The implied volatity was 9.26, the open interest changed by 8973 which increased total open position to 14418


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 255, which was -149.5 lower than the previous day. The implied volatity was 9.16, the open interest changed by 5445 which increased total open position to 5445


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 401.75, which was -38.2 lower than the previous day. The implied volatity was 9.60, the open interest changed by 510 which increased total open position to 2289


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 440.4, which was 94.8 higher than the previous day. The implied volatity was 7.88, the open interest changed by -43 which decreased total open position to 1779


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 347, which was 80.85 higher than the previous day. The implied volatity was 9.28, the open interest changed by 91 which increased total open position to 1822


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 261.05, which was -68.5 lower than the previous day. The implied volatity was 9.12, the open interest changed by 584 which increased total open position to 1731


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 328.15, which was -103.35 lower than the previous day. The implied volatity was 9.17, the open interest changed by 546 which increased total open position to 1147


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 410, which was -219.3 lower than the previous day. The implied volatity was 9.34, the open interest changed by 195 which increased total open position to 601


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 630.55, which was 99.65 higher than the previous day. The implied volatity was 8.32, the open interest changed by 221 which increased total open position to 406


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 532.85, which was 31.6 higher than the previous day. The implied volatity was 10.41, the open interest changed by 32 which increased total open position to 185


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 499.25, which was -64.25 lower than the previous day. The implied volatity was 9.37, the open interest changed by 133 which increased total open position to 153


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 564.15, which was -116.7 lower than the previous day. The implied volatity was 9.23, the open interest changed by 2 which increased total open position to 20


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 680.85, which was -47.35 lower than the previous day. The implied volatity was 9.29, the open interest changed by -8 which decreased total open position to 18


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 729, which was -0.8 lower than the previous day. The implied volatity was 9.55, the open interest changed by -19 which decreased total open position to 26


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 742, which was 2.8 higher than the previous day. The implied volatity was 8.97, the open interest changed by -11 which decreased total open position to 45


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 741.75, which was 233.85 higher than the previous day. The implied volatity was 9.33, the open interest changed by -41 which decreased total open position to 56


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 512.2, which was -81.8 lower than the previous day. The implied volatity was -, the open interest changed by 79 which increased total open position to 97


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 594, which was -170.35 lower than the previous day. The implied volatity was 11.16, the open interest changed by 4 which increased total open position to 18


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 764.35, which was -9.85 lower than the previous day. The implied volatity was 13.32, the open interest changed by 1 which increased total open position to 14


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 774.2, which was 104.2 higher than the previous day. The implied volatity was 8.72, the open interest changed by -3 which decreased total open position to 13


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 670, which was 6.6 higher than the previous day. The implied volatity was 9.00, the open interest changed by 16 which increased total open position to 16


NIFTY 23DEC2025 25700 PE
Delta: -0.28
Vega: 11.15
Theta: -6.03
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 50 -3.95 8.64 17,06,140 20,790 61,502
16 Dec 25860.10 58.6 24.65 9.58 2,55,201 40,712 40,712
15 Dec 26027.30 34.3 -0.4 10.08 1,09,092 8,120 22,435
12 Dec 26046.95 33.55 -37.15 9.23 60,177 5,172 14,315
11 Dec 25898.55 70 -63.05 9.41 50,973 2,796 9,143
10 Dec 25758.00 135.55 30.45 10.42 33,074 1,194 6,347
9 Dec 25839.65 106.5 18.8 10.17 18,231 2,608 5,153
8 Dec 25960.55 89.1 49.5 10.47 7,704 824 2,545
5 Dec 26186.45 39 -32.3 9.70 4,552 404 1,721
4 Dec 26033.75 72.05 -19.7 9.82 1,944 94 1,317
3 Dec 25986.00 88.4 4.05 10.16 1,810 471 1,223
2 Dec 26032.20 82.25 12 10.55 417 -43 752
1 Dec 26175.75 72 -0.5 11.22 934 260 795
28 Nov 26202.95 67.25 -12.1 10.67 244 87 535
27 Nov 26215.55 74.55 -19.3 11.09 248 -9 448
26 Nov 26205.30 90.65 -80.1 11.64 466 158 457
25 Nov 25884.80 170.15 11.25 - 328 -8 299
24 Nov 25959.50 169.3 16.45 12.07 234 53 307
21 Nov 26068.15 154.25 37.45 12.39 256 -2 254
20 Nov 26192.15 112.05 -41.7 11.84 242 69 256
19 Nov 26052.65 150.1 -153.4 11.91 210 187 187


For Nifty - strike price 25700 expiring on 23DEC2025

Delta for 25700 PE is -0.28

Historical price for 25700 PE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 50, which was -3.95 lower than the previous day. The implied volatity was 8.64, the open interest changed by 20790 which increased total open position to 61502


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 58.6, which was 24.65 higher than the previous day. The implied volatity was 9.58, the open interest changed by 40712 which increased total open position to 40712


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 34.3, which was -0.4 lower than the previous day. The implied volatity was 10.08, the open interest changed by 8120 which increased total open position to 22435


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 33.55, which was -37.15 lower than the previous day. The implied volatity was 9.23, the open interest changed by 5172 which increased total open position to 14315


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 70, which was -63.05 lower than the previous day. The implied volatity was 9.41, the open interest changed by 2796 which increased total open position to 9143


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 135.55, which was 30.45 higher than the previous day. The implied volatity was 10.42, the open interest changed by 1194 which increased total open position to 6347


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 106.5, which was 18.8 higher than the previous day. The implied volatity was 10.17, the open interest changed by 2608 which increased total open position to 5153


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 89.1, which was 49.5 higher than the previous day. The implied volatity was 10.47, the open interest changed by 824 which increased total open position to 2545


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 39, which was -32.3 lower than the previous day. The implied volatity was 9.70, the open interest changed by 404 which increased total open position to 1721


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 72.05, which was -19.7 lower than the previous day. The implied volatity was 9.82, the open interest changed by 94 which increased total open position to 1317


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 88.4, which was 4.05 higher than the previous day. The implied volatity was 10.16, the open interest changed by 471 which increased total open position to 1223


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 82.25, which was 12 higher than the previous day. The implied volatity was 10.55, the open interest changed by -43 which decreased total open position to 752


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 72, which was -0.5 lower than the previous day. The implied volatity was 11.22, the open interest changed by 260 which increased total open position to 795


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 67.25, which was -12.1 lower than the previous day. The implied volatity was 10.67, the open interest changed by 87 which increased total open position to 535


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 74.55, which was -19.3 lower than the previous day. The implied volatity was 11.09, the open interest changed by -9 which decreased total open position to 448


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 90.65, which was -80.1 lower than the previous day. The implied volatity was 11.64, the open interest changed by 158 which increased total open position to 457


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 170.15, which was 11.25 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 299


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 169.3, which was 16.45 higher than the previous day. The implied volatity was 12.07, the open interest changed by 53 which increased total open position to 307


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 154.25, which was 37.45 higher than the previous day. The implied volatity was 12.39, the open interest changed by -2 which decreased total open position to 254


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 112.05, which was -41.7 lower than the previous day. The implied volatity was 11.84, the open interest changed by 69 which increased total open position to 256


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 150.1, which was -153.4 lower than the previous day. The implied volatity was 11.91, the open interest changed by 187 which increased total open position to 187