NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 25700 CE | ||||||||||||||||
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Delta: 0.71
Vega: 11.39
Theta: -13.73
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.28
Vega: 11.15
Theta: -6.03
Gamma: 0.00
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| 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































































































































































































































