NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 09:10 AM IST
| NIFTY 23-DEC-2025 25850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 25902.40 | 156.35 | -126.3 | - | 1,26,608 | -80 | 19,659 | |||||||||
| 16 Dec | 25860.10 | 156.35 | -126.3 | 9.03 | 1,26,608 | 19,739 | 19,739 | |||||||||
| 15 Dec | 26027.30 | 281.5 | -33.8 | 9.41 | 12,819 | 569 | 3,171 | |||||||||
| 12 Dec | 26046.95 | 317.1 | 77.8 | 8.28 | 6,449 | -318 | 2,602 | |||||||||
| 11 Dec | 25898.55 | 237.3 | 54.85 | 8.81 | 25,695 | -192 | 2,920 | |||||||||
| 10 Dec | 25758.00 | 178.75 | -56.8 | 9.22 | 15,689 | 2,031 | 3,112 | |||||||||
| 9 Dec | 25839.65 | 236 | -86 | 9.29 | 5,327 | 892 | 1,081 | |||||||||
| 8 Dec | 25960.55 | 305 | -196.2 | 9.34 | 355 | 142 | 189 | |||||||||
| 5 Dec | 26186.45 | 501.65 | 90.7 | 8.33 | 121 | -20 | 47 | |||||||||
| 4 Dec | 26033.75 | 407 | 15.7 | 9.86 | 120 | -3 | 67 | |||||||||
| 3 Dec | 25986.00 | 390.15 | -76.3 | 9.47 | 117 | 63 | 70 | |||||||||
| 2 Dec | 26032.20 | 469.15 | -59.35 | 10.19 | 9 | 0 | 7 | |||||||||
| 1 Dec | 26175.75 | 528.5 | -86.5 | 7.55 | 9 | 7 | 7 | |||||||||
| 28 Nov | 26202.95 | 615 | 50.1 | 9.98 | 12 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 564.9 | 160.8 | - | 0 | 2 | 0 | |||||||||
| 26 Nov | 26205.30 | 564.9 | 160.8 | 6.10 | 4 | 2 | 2 | |||||||||
| 25 Nov | 25884.80 | 404.1 | -171.55 | 10.12 | 2 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 575.65 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 21 Nov | 26068.15 | 575.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 575.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 575.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25850 expiring on 23DEC2025
Delta for 25850 CE is -
Historical price for 25850 CE is as follows
On 17 Dec NIFTY was trading at 25902.40. The strike last trading price was 156.35, which was -126.3 lower than the previous day. The implied volatity was -, the open interest changed by -80 which decreased total open position to 19659
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 156.35, which was -126.3 lower than the previous day. The implied volatity was 9.03, the open interest changed by 19739 which increased total open position to 19739
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 281.5, which was -33.8 lower than the previous day. The implied volatity was 9.41, the open interest changed by 569 which increased total open position to 3171
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 317.1, which was 77.8 higher than the previous day. The implied volatity was 8.28, the open interest changed by -318 which decreased total open position to 2602
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 237.3, which was 54.85 higher than the previous day. The implied volatity was 8.81, the open interest changed by -192 which decreased total open position to 2920
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 178.75, which was -56.8 lower than the previous day. The implied volatity was 9.22, the open interest changed by 2031 which increased total open position to 3112
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 236, which was -86 lower than the previous day. The implied volatity was 9.29, the open interest changed by 892 which increased total open position to 1081
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 305, which was -196.2 lower than the previous day. The implied volatity was 9.34, the open interest changed by 142 which increased total open position to 189
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 501.65, which was 90.7 higher than the previous day. The implied volatity was 8.33, the open interest changed by -20 which decreased total open position to 47
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 407, which was 15.7 higher than the previous day. The implied volatity was 9.86, the open interest changed by -3 which decreased total open position to 67
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 390.15, which was -76.3 lower than the previous day. The implied volatity was 9.47, the open interest changed by 63 which increased total open position to 70
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 469.15, which was -59.35 lower than the previous day. The implied volatity was 10.19, the open interest changed by 0 which decreased total open position to 7
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 528.5, which was -86.5 lower than the previous day. The implied volatity was 7.55, the open interest changed by 7 which increased total open position to 7
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 615, which was 50.1 higher than the previous day. The implied volatity was 9.98, the open interest changed by 0 which decreased total open position to 0
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 564.9, which was 160.8 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 564.9, which was 160.8 higher than the previous day. The implied volatity was 6.10, the open interest changed by 2 which increased total open position to 2
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 404.1, which was -171.55 lower than the previous day. The implied volatity was 10.12, the open interest changed by 0 which decreased total open position to 0
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 575.65, 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 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 575.65, 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 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 575.65, 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 575.65, 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 25850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 25902.40 | 109.5 | 47.4 | - | 2,52,929 | 515 | 20,717 |
| 16 Dec | 25860.10 | 109.5 | 47.4 | 9.37 | 2,52,929 | 20,202 | 20,202 |
| 15 Dec | 26027.30 | 63 | 1.7 | 9.70 | 64,276 | 1,254 | 8,585 |
| 12 Dec | 26046.95 | 60 | -54.35 | 9.00 | 27,900 | 3,545 | 7,331 |
| 11 Dec | 25898.55 | 113.3 | -84.85 | 9.11 | 27,731 | 1,739 | 3,786 |
| 10 Dec | 25758.00 | 199.35 | 38.05 | 9.86 | 18,901 | 950 | 2,047 |
| 9 Dec | 25839.65 | 164.2 | 32.05 | 10.24 | 5,868 | 508 | 1,097 |
| 8 Dec | 25960.55 | 137.65 | 75.9 | 10.52 | 1,653 | 70 | 589 |
| 5 Dec | 26186.45 | 60.3 | -44.7 | 9.42 | 1,222 | 278 | 519 |
| 4 Dec | 26033.75 | 106.6 | -25.35 | 9.60 | 399 | 53 | 241 |
| 3 Dec | 25986.00 | 129.75 | 5.05 | 10.08 | 278 | -9 | 188 |
| 2 Dec | 26032.20 | 111.35 | 11.6 | 10.09 | 177 | 101 | 197 |
| 1 Dec | 26175.75 | 99.8 | -1.65 | 10.98 | 38 | 19 | 96 |
| 28 Nov | 26202.95 | 100.5 | -4.9 | 10.80 | 31 | 5 | 77 |
| 27 Nov | 26215.55 | 105.4 | -27.6 | 11.07 | 77 | 39 | 72 |
| 26 Nov | 26205.30 | 133 | -91.3 | 12.00 | 35 | 0 | 33 |
| 25 Nov | 25884.80 | 224.95 | 44.1 | 11.19 | 30 | 11 | 33 |
| 24 Nov | 25959.50 | 208.6 | 30.05 | 11.66 | 21 | 4 | 22 |
| 21 Nov | 26068.15 | 178.55 | 33.65 | 11.62 | 2 | -10 | 18 |
| 20 Nov | 26192.15 | 143.1 | -56.65 | 11.59 | 20 | -1 | 28 |
| 19 Nov | 26052.65 | 199.65 | -165.2 | 12.09 | 49 | 29 | 29 |
For Nifty - strike price 25850 expiring on 23DEC2025
Delta for 25850 PE is -
Historical price for 25850 PE is as follows
On 17 Dec NIFTY was trading at 25902.40. The strike last trading price was 109.5, which was 47.4 higher than the previous day. The implied volatity was -, the open interest changed by 515 which increased total open position to 20717
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 109.5, which was 47.4 higher than the previous day. The implied volatity was 9.37, the open interest changed by 20202 which increased total open position to 20202
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 63, which was 1.7 higher than the previous day. The implied volatity was 9.70, the open interest changed by 1254 which increased total open position to 8585
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 60, which was -54.35 lower than the previous day. The implied volatity was 9.00, the open interest changed by 3545 which increased total open position to 7331
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 113.3, which was -84.85 lower than the previous day. The implied volatity was 9.11, the open interest changed by 1739 which increased total open position to 3786
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 199.35, which was 38.05 higher than the previous day. The implied volatity was 9.86, the open interest changed by 950 which increased total open position to 2047
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 164.2, which was 32.05 higher than the previous day. The implied volatity was 10.24, the open interest changed by 508 which increased total open position to 1097
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 137.65, which was 75.9 higher than the previous day. The implied volatity was 10.52, the open interest changed by 70 which increased total open position to 589
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 60.3, which was -44.7 lower than the previous day. The implied volatity was 9.42, the open interest changed by 278 which increased total open position to 519
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 106.6, which was -25.35 lower than the previous day. The implied volatity was 9.60, the open interest changed by 53 which increased total open position to 241
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 129.75, which was 5.05 higher than the previous day. The implied volatity was 10.08, the open interest changed by -9 which decreased total open position to 188
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 111.35, which was 11.6 higher than the previous day. The implied volatity was 10.09, the open interest changed by 101 which increased total open position to 197
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 99.8, which was -1.65 lower than the previous day. The implied volatity was 10.98, the open interest changed by 19 which increased total open position to 96
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 100.5, which was -4.9 lower than the previous day. The implied volatity was 10.80, the open interest changed by 5 which increased total open position to 77
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 105.4, which was -27.6 lower than the previous day. The implied volatity was 11.07, the open interest changed by 39 which increased total open position to 72
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 133, which was -91.3 lower than the previous day. The implied volatity was 12.00, the open interest changed by 0 which decreased total open position to 33
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 224.95, which was 44.1 higher than the previous day. The implied volatity was 11.19, the open interest changed by 11 which increased total open position to 33
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 208.6, which was 30.05 higher than the previous day. The implied volatity was 11.66, the open interest changed by 4 which increased total open position to 22
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 178.55, which was 33.65 higher than the previous day. The implied volatity was 11.62, the open interest changed by -10 which decreased total open position to 18
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 143.1, which was -56.65 lower than the previous day. The implied volatity was 11.59, the open interest changed by -1 which decreased total open position to 28
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 199.65, which was -165.2 lower than the previous day. The implied volatity was 12.09, the open interest changed by 29 which increased total open position to 29































































































































































































































