NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 09:14 AM IST
| NIFTY 23-DEC-2025 25800 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 25902.40 | 186.8 | -135.2 | - | 1,25,952 | -253 | 19,356 | |||||||||
| 16 Dec | 25860.10 | 186.8 | -135.2 | 9.10 | 1,25,952 | 19,609 | 19,609 | |||||||||
| 15 Dec | 26027.30 | 319.15 | -35.9 | 9.53 | 30,833 | 2,021 | 7,200 | |||||||||
| 12 Dec | 26046.95 | 359.25 | 87 | 8.18 | 17,202 | -1,017 | 5,179 | |||||||||
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| 11 Dec | 25898.55 | 275.45 | 67.6 | 9.17 | 53,528 | -663 | 6,196 | |||||||||
| 10 Dec | 25758.00 | 204.3 | -60.65 | 9.21 | 29,553 | 3,619 | 6,859 | |||||||||
| 9 Dec | 25839.65 | 262.4 | -88.75 | 9.14 | 13,317 | 2,255 | 3,240 | |||||||||
| 8 Dec | 25960.55 | 343.1 | -199.55 | 9.60 | 2,040 | 727 | 985 | |||||||||
| 5 Dec | 26186.45 | 549.95 | 102.7 | 8.81 | 310 | -60 | 258 | |||||||||
| 4 Dec | 26033.75 | 446.5 | 26.25 | 9.76 | 313 | 88 | 318 | |||||||||
| 3 Dec | 25986.00 | 424.5 | -74.25 | 9.32 | 401 | 69 | 230 | |||||||||
| 2 Dec | 26032.20 | 509.15 | -115.85 | 10.39 | 151 | 92 | 161 | |||||||||
| 1 Dec | 26175.75 | 625 | -9.7 | 10.83 | 23 | -1 | 69 | |||||||||
| 28 Nov | 26202.95 | 634.7 | -14.85 | 8.89 | 25 | -6 | 70 | |||||||||
| 27 Nov | 26215.55 | 657.35 | 5.2 | 8.96 | 33 | -3 | 76 | |||||||||
| 26 Nov | 26205.30 | 652.15 | 210.95 | 8.95 | 71 | -10 | 79 | |||||||||
| 25 Nov | 25884.80 | 432 | -104.7 | 10.01 | 81 | 62 | 89 | |||||||||
| 24 Nov | 25959.50 | 515.1 | -214.9 | 10.56 | 38 | 27 | 27 | |||||||||
| 21 Nov | 26068.15 | 730 | 125.95 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 730 | 125.95 | 10.50 | 1 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 604.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25800 expiring on 23DEC2025
Delta for 25800 CE is -
Historical price for 25800 CE is as follows
On 17 Dec NIFTY was trading at 25902.40. The strike last trading price was 186.8, which was -135.2 lower than the previous day. The implied volatity was -, the open interest changed by -253 which decreased total open position to 19356
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 186.8, which was -135.2 lower than the previous day. The implied volatity was 9.10, the open interest changed by 19609 which increased total open position to 19609
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 319.15, which was -35.9 lower than the previous day. The implied volatity was 9.53, the open interest changed by 2021 which increased total open position to 7200
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 359.25, which was 87 higher than the previous day. The implied volatity was 8.18, the open interest changed by -1017 which decreased total open position to 5179
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 275.45, which was 67.6 higher than the previous day. The implied volatity was 9.17, the open interest changed by -663 which decreased total open position to 6196
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 204.3, which was -60.65 lower than the previous day. The implied volatity was 9.21, the open interest changed by 3619 which increased total open position to 6859
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 262.4, which was -88.75 lower than the previous day. The implied volatity was 9.14, the open interest changed by 2255 which increased total open position to 3240
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 343.1, which was -199.55 lower than the previous day. The implied volatity was 9.60, the open interest changed by 727 which increased total open position to 985
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 549.95, which was 102.7 higher than the previous day. The implied volatity was 8.81, the open interest changed by -60 which decreased total open position to 258
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 446.5, which was 26.25 higher than the previous day. The implied volatity was 9.76, the open interest changed by 88 which increased total open position to 318
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 424.5, which was -74.25 lower than the previous day. The implied volatity was 9.32, the open interest changed by 69 which increased total open position to 230
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 509.15, which was -115.85 lower than the previous day. The implied volatity was 10.39, the open interest changed by 92 which increased total open position to 161
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 625, which was -9.7 lower than the previous day. The implied volatity was 10.83, the open interest changed by -1 which decreased total open position to 69
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 634.7, which was -14.85 lower than the previous day. The implied volatity was 8.89, the open interest changed by -6 which decreased total open position to 70
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 657.35, which was 5.2 higher than the previous day. The implied volatity was 8.96, the open interest changed by -3 which decreased total open position to 76
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 652.15, which was 210.95 higher than the previous day. The implied volatity was 8.95, the open interest changed by -10 which decreased total open position to 79
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 432, which was -104.7 lower than the previous day. The implied volatity was 10.01, the open interest changed by 62 which increased total open position to 89
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 515.1, which was -214.9 lower than the previous day. The implied volatity was 10.56, the open interest changed by 27 which increased total open position to 27
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 730, which was 125.95 higher 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 730, which was 125.95 higher than the previous day. The implied volatity was 10.50, 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 604.05, 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 25800 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 25902.40 | 89.65 | 38.9 | - | 3,59,547 | -746 | 41,110 |
| 16 Dec | 25860.10 | 89.65 | 38.9 | 9.43 | 3,59,547 | 41,856 | 41,856 |
| 15 Dec | 26027.30 | 51.8 | 1.15 | 9.83 | 1,29,856 | 10,602 | 31,558 |
| 12 Dec | 26046.95 | 49.6 | -47.9 | 9.03 | 70,146 | 8,799 | 20,956 |
| 11 Dec | 25898.55 | 97.2 | -76.65 | 9.22 | 73,804 | 3,629 | 12,157 |
| 10 Dec | 25758.00 | 178.1 | 37.9 | 10.04 | 47,408 | 3,820 | 8,528 |
| 9 Dec | 25839.65 | 142.9 | 27.95 | 10.20 | 20,166 | 1,259 | 4,708 |
| 8 Dec | 25960.55 | 115.25 | 61.7 | 10.27 | 8,661 | 1,407 | 3,449 |
| 5 Dec | 26186.45 | 52.75 | -39.75 | 9.54 | 4,644 | 501 | 2,042 |
| 4 Dec | 26033.75 | 93.2 | -25.45 | 9.64 | 2,288 | 331 | 1,541 |
| 3 Dec | 25986.00 | 115.3 | 9.65 | 10.14 | 1,458 | 392 | 1,210 |
| 2 Dec | 26032.20 | 104.6 | 15.45 | 10.44 | 1,276 | 290 | 818 |
| 1 Dec | 26175.75 | 87.55 | -0.3 | 10.85 | 772 | -53 | 528 |
| 28 Nov | 26202.95 | 87.5 | -9.7 | 10.72 | 422 | 51 | 581 |
| 27 Nov | 26215.55 | 94.55 | -17.95 | 11.10 | 427 | 151 | 530 |
| 26 Nov | 26205.30 | 110.1 | -91.65 | 11.53 | 601 | 209 | 379 |
| 25 Nov | 25884.80 | 201.55 | 15.25 | 11.04 | 487 | -123 | 170 |
| 24 Nov | 25959.50 | 194.3 | 17.55 | 11.79 | 254 | 94 | 293 |
| 21 Nov | 26068.15 | 178.5 | 44.6 | 12.22 | 287 | 74 | 199 |
| 20 Nov | 26192.15 | 132.5 | -47.15 | 11.68 | 167 | 64 | 125 |
| 19 Nov | 26052.65 | 184.6 | -158.95 | 12.12 | 77 | 61 | 61 |
For Nifty - strike price 25800 expiring on 23DEC2025
Delta for 25800 PE is -
Historical price for 25800 PE is as follows
On 17 Dec NIFTY was trading at 25902.40. The strike last trading price was 89.65, which was 38.9 higher than the previous day. The implied volatity was -, the open interest changed by -746 which decreased total open position to 41110
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 89.65, which was 38.9 higher than the previous day. The implied volatity was 9.43, the open interest changed by 41856 which increased total open position to 41856
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 51.8, which was 1.15 higher than the previous day. The implied volatity was 9.83, the open interest changed by 10602 which increased total open position to 31558
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 49.6, which was -47.9 lower than the previous day. The implied volatity was 9.03, the open interest changed by 8799 which increased total open position to 20956
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 97.2, which was -76.65 lower than the previous day. The implied volatity was 9.22, the open interest changed by 3629 which increased total open position to 12157
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 178.1, which was 37.9 higher than the previous day. The implied volatity was 10.04, the open interest changed by 3820 which increased total open position to 8528
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 142.9, which was 27.95 higher than the previous day. The implied volatity was 10.20, the open interest changed by 1259 which increased total open position to 4708
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 115.25, which was 61.7 higher than the previous day. The implied volatity was 10.27, the open interest changed by 1407 which increased total open position to 3449
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 52.75, which was -39.75 lower than the previous day. The implied volatity was 9.54, the open interest changed by 501 which increased total open position to 2042
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 93.2, which was -25.45 lower than the previous day. The implied volatity was 9.64, the open interest changed by 331 which increased total open position to 1541
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 115.3, which was 9.65 higher than the previous day. The implied volatity was 10.14, the open interest changed by 392 which increased total open position to 1210
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 104.6, which was 15.45 higher than the previous day. The implied volatity was 10.44, the open interest changed by 290 which increased total open position to 818
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 87.55, which was -0.3 lower than the previous day. The implied volatity was 10.85, the open interest changed by -53 which decreased total open position to 528
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 87.5, which was -9.7 lower than the previous day. The implied volatity was 10.72, the open interest changed by 51 which increased total open position to 581
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 94.55, which was -17.95 lower than the previous day. The implied volatity was 11.10, the open interest changed by 151 which increased total open position to 530
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 110.1, which was -91.65 lower than the previous day. The implied volatity was 11.53, the open interest changed by 209 which increased total open position to 379
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 201.55, which was 15.25 higher than the previous day. The implied volatity was 11.04, the open interest changed by -123 which decreased total open position to 170
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 194.3, which was 17.55 higher than the previous day. The implied volatity was 11.79, the open interest changed by 94 which increased total open position to 293
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 178.5, which was 44.6 higher than the previous day. The implied volatity was 12.22, the open interest changed by 74 which increased total open position to 199
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 132.5, which was -47.15 lower than the previous day. The implied volatity was 11.68, the open interest changed by 64 which increased total open position to 125
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 184.6, which was -158.95 lower than the previous day. The implied volatity was 12.12, the open interest changed by 61 which increased total open position to 61































































































































































































































