[--[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 25800 CE
Delta: 0.59
Vega: 12.89
Theta: -13.75
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 153.2 -36.95 8.97 19,72,828 42,201 61,810
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
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 0.59

Historical price for 25800 CE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 153.2, which was -36.95 lower than the previous day. The implied volatity was 8.97, the open interest changed by 42201 which increased total open position to 61810


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
Delta: -0.41
Vega: 12.85
Theta: -6.19
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 82.9 -1.2 8.50 38,42,242 41,476 83,332
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 -0.41

Historical price for 25800 PE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 82.9, which was -1.2 lower than the previous day. The implied volatity was 8.50, the open interest changed by 41476 which increased total open position to 83332


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