NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 25750 CE | ||||||||||||||||
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Delta: 0.65
Vega: 12.27
Theta: -13.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 17 Dec | 25818.55 | 186 | -38.05 | 9.14 | 4,40,102 | 7,036 | 10,193 | |||||||||
| 16 Dec | 25860.10 | 220.3 | -142 | 9.23 | 14,072 | 3,157 | 3,157 | |||||||||
| 15 Dec | 26027.30 | 361.7 | -37.15 | 9.71 | 2,992 | 161 | 853 | |||||||||
| 12 Dec | 26046.95 | 397.85 | 90.5 | 7.92 | 1,804 | -250 | 692 | |||||||||
| 11 Dec | 25898.55 | 310 | 74.1 | 9.21 | 11,641 | -146 | 942 | |||||||||
| 10 Dec | 25758.00 | 232.6 | -64.7 | 9.72 | 6,305 | 770 | 1,088 | |||||||||
| 9 Dec | 25839.65 | 296.55 | -95.1 | 9.25 | 1,523 | 236 | 318 | |||||||||
| 8 Dec | 25960.55 | 377 | -173 | 9.62 | 141 | 58 | 82 | |||||||||
| 5 Dec | 26186.45 | 550 | 65.6 | - | 9 | 0 | 24 | |||||||||
| 4 Dec | 26033.75 | 477 | 25.7 | 9.41 | 31 | -5 | 24 | |||||||||
| 3 Dec | 25986.00 | 457.35 | -72.5 | 9.15 | 40 | 11 | 29 | |||||||||
| 2 Dec | 26032.20 | 544.45 | -145.55 | 10.30 | 33 | 18 | 18 | |||||||||
| 1 Dec | 26175.75 | 690 | -10.75 | - | 0 | -4 | 0 | |||||||||
| 28 Nov | 26202.95 | 690 | -10.75 | - | 0 | -4 | 0 | |||||||||
| 27 Nov | 26215.55 | 690 | -10.75 | 8.36 | 1 | -4 | 2 | |||||||||
| 26 Nov | 26205.30 | 700.75 | 160.6 | 9.36 | 10 | 0 | 6 | |||||||||
| 25 Nov | 25884.80 | 540.15 | -192.85 | - | 8 | 6 | 6 | |||||||||
| 24 Nov | 25959.50 | 733 | 99.65 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 733 | 99.65 | 13.45 | 2 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 633.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 633.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25750 expiring on 23DEC2025
Delta for 25750 CE is 0.65
Historical price for 25750 CE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 186, which was -38.05 lower than the previous day. The implied volatity was 9.14, the open interest changed by 7036 which increased total open position to 10193
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 220.3, which was -142 lower than the previous day. The implied volatity was 9.23, the open interest changed by 3157 which increased total open position to 3157
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 361.7, which was -37.15 lower than the previous day. The implied volatity was 9.71, the open interest changed by 161 which increased total open position to 853
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 397.85, which was 90.5 higher than the previous day. The implied volatity was 7.92, the open interest changed by -250 which decreased total open position to 692
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 310, which was 74.1 higher than the previous day. The implied volatity was 9.21, the open interest changed by -146 which decreased total open position to 942
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 232.6, which was -64.7 lower than the previous day. The implied volatity was 9.72, the open interest changed by 770 which increased total open position to 1088
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 296.55, which was -95.1 lower than the previous day. The implied volatity was 9.25, the open interest changed by 236 which increased total open position to 318
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 377, which was -173 lower than the previous day. The implied volatity was 9.62, the open interest changed by 58 which increased total open position to 82
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 550, which was 65.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 477, which was 25.7 higher than the previous day. The implied volatity was 9.41, the open interest changed by -5 which decreased total open position to 24
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 457.35, which was -72.5 lower than the previous day. The implied volatity was 9.15, the open interest changed by 11 which increased total open position to 29
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 544.45, which was -145.55 lower than the previous day. The implied volatity was 10.30, the open interest changed by 18 which increased total open position to 18
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 690, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 690, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 690, which was -10.75 lower than the previous day. The implied volatity was 8.36, the open interest changed by -4 which decreased total open position to 2
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 700.75, which was 160.6 higher than the previous day. The implied volatity was 9.36, the open interest changed by 0 which decreased total open position to 6
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 540.15, which was -192.85 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 733, which was 99.65 higher 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 733, which was 99.65 higher than the previous day. The implied volatity was 13.45, 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 633.35, 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 633.35, 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 25750 PE | |||||||
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Delta: -0.34
Vega: 12.15
Theta: -6.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 25818.55 | 65.15 | -2.55 | 8.59 | 16,02,518 | 23,957 | 36,266 |
| 16 Dec | 25860.10 | 73.25 | 31.4 | 9.51 | 1,29,578 | 12,309 | 12,309 |
| 15 Dec | 26027.30 | 42.85 | 0.65 | 10.01 | 48,284 | 3,271 | 7,858 |
| 12 Dec | 26046.95 | 40.8 | -42.1 | 9.12 | 27,598 | 1,038 | 4,587 |
| 11 Dec | 25898.55 | 81.55 | -71.15 | 9.25 | 29,318 | 1,621 | 3,549 |
| 10 Dec | 25758.00 | 156 | 33.95 | 10.07 | 15,707 | 843 | 1,928 |
| 9 Dec | 25839.65 | 120.25 | 19.35 | 9.99 | 3,990 | 323 | 1,085 |
| 8 Dec | 25960.55 | 105.05 | 59.2 | 10.57 | 1,838 | 52 | 762 |
| 5 Dec | 26186.45 | 44.85 | -36.4 | 9.58 | 1,302 | 442 | 710 |
| 4 Dec | 26033.75 | 80.85 | -21.6 | 9.67 | 623 | -164 | 268 |
| 3 Dec | 25986.00 | 101.7 | 0.65 | 10.18 | 678 | 253 | 432 |
| 2 Dec | 26032.20 | 92 | 10.7 | 10.45 | 226 | 81 | 179 |
| 1 Dec | 26175.75 | 82.5 | 0.4 | 11.16 | 53 | 8 | 98 |
| 28 Nov | 26202.95 | 82.1 | -5 | 10.98 | 85 | 55 | 90 |
| 27 Nov | 26215.55 | 86.7 | -18.85 | 11.23 | 63 | 22 | 35 |
| 26 Nov | 26205.30 | 101.1 | -77.65 | 11.64 | 85 | 1 | 13 |
| 25 Nov | 25884.80 | 175.65 | 22.85 | - | 20 | 5 | 12 |
| 24 Nov | 25959.50 | 152.8 | -170.3 | 10.85 | 10 | 7 | 7 |
| 21 Nov | 26068.15 | 323.1 | 0 | 1.76 | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 323.1 | 0 | 2.05 | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 323.1 | 0 | 1.72 | 0 | 0 | 0 |
For Nifty - strike price 25750 expiring on 23DEC2025
Delta for 25750 PE is -0.34
Historical price for 25750 PE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 65.15, which was -2.55 lower than the previous day. The implied volatity was 8.59, the open interest changed by 23957 which increased total open position to 36266
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 73.25, which was 31.4 higher than the previous day. The implied volatity was 9.51, the open interest changed by 12309 which increased total open position to 12309
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 42.85, which was 0.65 higher than the previous day. The implied volatity was 10.01, the open interest changed by 3271 which increased total open position to 7858
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 40.8, which was -42.1 lower than the previous day. The implied volatity was 9.12, the open interest changed by 1038 which increased total open position to 4587
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 81.55, which was -71.15 lower than the previous day. The implied volatity was 9.25, the open interest changed by 1621 which increased total open position to 3549
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 156, which was 33.95 higher than the previous day. The implied volatity was 10.07, the open interest changed by 843 which increased total open position to 1928
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 120.25, which was 19.35 higher than the previous day. The implied volatity was 9.99, the open interest changed by 323 which increased total open position to 1085
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 105.05, which was 59.2 higher than the previous day. The implied volatity was 10.57, the open interest changed by 52 which increased total open position to 762
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 44.85, which was -36.4 lower than the previous day. The implied volatity was 9.58, the open interest changed by 442 which increased total open position to 710
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 80.85, which was -21.6 lower than the previous day. The implied volatity was 9.67, the open interest changed by -164 which decreased total open position to 268
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 101.7, which was 0.65 higher than the previous day. The implied volatity was 10.18, the open interest changed by 253 which increased total open position to 432
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 92, which was 10.7 higher than the previous day. The implied volatity was 10.45, the open interest changed by 81 which increased total open position to 179
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 82.5, which was 0.4 higher than the previous day. The implied volatity was 11.16, the open interest changed by 8 which increased total open position to 98
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 82.1, which was -5 lower than the previous day. The implied volatity was 10.98, the open interest changed by 55 which increased total open position to 90
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 86.7, which was -18.85 lower than the previous day. The implied volatity was 11.23, the open interest changed by 22 which increased total open position to 35
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 101.1, which was -77.65 lower than the previous day. The implied volatity was 11.64, the open interest changed by 1 which increased total open position to 13
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 175.65, which was 22.85 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 12
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 152.8, which was -170.3 lower than the previous day. The implied volatity was 10.85, the open interest changed by 7 which increased total open position to 7
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 323.1, which was 0 lower than the previous day. The implied volatity was 1.76, 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 323.1, which was 0 lower than the previous day. The implied volatity was 2.05, 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 323.1, which was 0 lower than the previous day. The implied volatity was 1.72, the open interest changed by 0 which decreased total open position to 0































































































































































































































