NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 10:22 AM IST
| NIFTY 23-DEC-2025 25900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.48
Vega: 13.42
Theta: -12.68
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 25836.05 | 106.85 | -25.4 | 8.64 | 11,52,152 | 1,19,472 | 1,85,827 | |||||||||
| 16 Dec | 25860.10 | 128.95 | -117.15 | 8.97 | 4,79,360 | 66,355 | 66,355 | |||||||||
| 15 Dec | 26027.30 | 243.05 | -36 | 9.17 | 96,775 | 2,817 | 11,928 | |||||||||
| 12 Dec | 26046.95 | 280.45 | 71.3 | 7.81 | 37,097 | -2,229 | 9,111 | |||||||||
| 11 Dec | 25898.55 | 210.5 | 52.5 | 8.97 | 71,333 | 97 | 11,340 | |||||||||
| 10 Dec | 25758.00 | 156.35 | -50.3 | 9.28 | 45,592 | 6,498 | 11,243 | |||||||||
| 9 Dec | 25839.65 | 206 | -79.6 | 9.18 | 17,995 | 3,237 | 4,745 | |||||||||
| 8 Dec | 25960.55 | 273 | -188.75 | 9.36 | 3,142 | 704 | 1,508 | |||||||||
| 5 Dec | 26186.45 | 459.3 | 83.45 | 8.42 | 1,077 | 284 | 804 | |||||||||
| 4 Dec | 26033.75 | 373.75 | 18.65 | 9.59 | 1,136 | 180 | 520 | |||||||||
| 3 Dec | 25986.00 | 357.35 | -71.25 | 9.36 | 1,603 | 183 | 340 | |||||||||
|
|
||||||||||||||||
| 2 Dec | 26032.20 | 427.6 | -92.7 | 9.87 | 109 | 48 | 157 | |||||||||
| 1 Dec | 26175.75 | 523.85 | -34.15 | 9.55 | 41 | 17 | 109 | |||||||||
| 28 Nov | 26202.95 | 558 | -5.8 | 9.06 | 2 | 0 | 92 | |||||||||
| 27 Nov | 26215.55 | 563.8 | -5.25 | 8.24 | 27 | -3 | 92 | |||||||||
| 26 Nov | 26205.30 | 569.05 | 190.1 | 8.78 | 146 | 1 | 95 | |||||||||
| 25 Nov | 25884.80 | 371.85 | -98.55 | 10.02 | 358 | 68 | 94 | |||||||||
| 24 Nov | 25959.50 | 457.7 | -120.5 | 10.88 | 53 | 10 | 26 | |||||||||
| 21 Nov | 26068.15 | 578.2 | 16.2 | 11.47 | 13 | 1 | 16 | |||||||||
| 20 Nov | 26192.15 | 562 | 16.6 | 6.28 | 4 | 0 | 15 | |||||||||
| 19 Nov | 26052.65 | 545.4 | -2.65 | 9.88 | 25 | 15 | 15 | |||||||||
For Nifty - strike price 25900 expiring on 23DEC2025
Delta for 25900 CE is 0.48
Historical price for 25900 CE is as follows
On 17 Dec NIFTY was trading at 25836.05. The strike last trading price was 106.85, which was -25.4 lower than the previous day. The implied volatity was 8.64, the open interest changed by 119472 which increased total open position to 185827
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 128.95, which was -117.15 lower than the previous day. The implied volatity was 8.97, the open interest changed by 66355 which increased total open position to 66355
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 243.05, which was -36 lower than the previous day. The implied volatity was 9.17, the open interest changed by 2817 which increased total open position to 11928
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 280.45, which was 71.3 higher than the previous day. The implied volatity was 7.81, the open interest changed by -2229 which decreased total open position to 9111
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 210.5, which was 52.5 higher than the previous day. The implied volatity was 8.97, the open interest changed by 97 which increased total open position to 11340
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 156.35, which was -50.3 lower than the previous day. The implied volatity was 9.28, the open interest changed by 6498 which increased total open position to 11243
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 206, which was -79.6 lower than the previous day. The implied volatity was 9.18, the open interest changed by 3237 which increased total open position to 4745
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 273, which was -188.75 lower than the previous day. The implied volatity was 9.36, the open interest changed by 704 which increased total open position to 1508
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 459.3, which was 83.45 higher than the previous day. The implied volatity was 8.42, the open interest changed by 284 which increased total open position to 804
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 373.75, which was 18.65 higher than the previous day. The implied volatity was 9.59, the open interest changed by 180 which increased total open position to 520
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 357.35, which was -71.25 lower than the previous day. The implied volatity was 9.36, the open interest changed by 183 which increased total open position to 340
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 427.6, which was -92.7 lower than the previous day. The implied volatity was 9.87, the open interest changed by 48 which increased total open position to 157
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 523.85, which was -34.15 lower than the previous day. The implied volatity was 9.55, the open interest changed by 17 which increased total open position to 109
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 558, which was -5.8 lower than the previous day. The implied volatity was 9.06, the open interest changed by 0 which decreased total open position to 92
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 563.8, which was -5.25 lower than the previous day. The implied volatity was 8.24, the open interest changed by -3 which decreased total open position to 92
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 569.05, which was 190.1 higher than the previous day. The implied volatity was 8.78, the open interest changed by 1 which increased total open position to 95
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 371.85, which was -98.55 lower than the previous day. The implied volatity was 10.02, the open interest changed by 68 which increased total open position to 94
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 457.7, which was -120.5 lower than the previous day. The implied volatity was 10.88, the open interest changed by 10 which increased total open position to 26
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 578.2, which was 16.2 higher than the previous day. The implied volatity was 11.47, the open interest changed by 1 which increased total open position to 16
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 562, which was 16.6 higher than the previous day. The implied volatity was 6.28, the open interest changed by 0 which decreased total open position to 15
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 545.4, which was -2.65 lower than the previous day. The implied volatity was 9.88, the open interest changed by 15 which increased total open position to 15
| NIFTY 23DEC2025 25900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 13.43
Theta: -6.90
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 25836.05 | 142.15 | 17.25 | 9.83 | 13,19,446 | 63,306 | 1,12,067 |
| 16 Dec | 25860.10 | 132 | 57.1 | 9.30 | 5,90,825 | 48,761 | 48,761 |
| 15 Dec | 26027.30 | 76 | 2.85 | 9.55 | 1,82,505 | 9,917 | 25,088 |
| 12 Dec | 26046.95 | 72.1 | -61 | 8.91 | 75,633 | 4,737 | 15,171 |
| 11 Dec | 25898.55 | 131.35 | -93.35 | 8.99 | 59,258 | 3,256 | 10,434 |
| 10 Dec | 25758.00 | 227.6 | 44.9 | 9.93 | 43,683 | 3,086 | 7,178 |
| 9 Dec | 25839.65 | 184 | 34.2 | 10.09 | 19,217 | 1,563 | 4,092 |
| 8 Dec | 25960.55 | 152.1 | 80.5 | 10.25 | 9,626 | 512 | 2,529 |
| 5 Dec | 26186.45 | 70.8 | -48.4 | 9.40 | 4,229 | 618 | 2,017 |
| 4 Dec | 26033.75 | 120.4 | -31.35 | 9.51 | 3,087 | 467 | 1,399 |
| 3 Dec | 25986.00 | 145 | 9.6 | 10.00 | 2,548 | 116 | 932 |
| 2 Dec | 26032.20 | 128.1 | 16.1 | 10.17 | 852 | 10 | 816 |
| 1 Dec | 26175.75 | 110.2 | 0.1 | 10.87 | 720 | 66 | 806 |
| 28 Nov | 26202.95 | 108.85 | -10.7 | 10.61 | 325 | 42 | 740 |
| 27 Nov | 26215.55 | 115.9 | -21.35 | 10.98 | 606 | -85 | 698 |
| 26 Nov | 26205.30 | 130.45 | -109.85 | 11.31 | 1,156 | 626 | 783 |
| 25 Nov | 25884.80 | 239.6 | 17.5 | 10.97 | 479 | -61 | 157 |
| 24 Nov | 25959.50 | 228 | 21.95 | 11.68 | 365 | 70 | 218 |
| 21 Nov | 26068.15 | 206.05 | 45.65 | 12.07 | 210 | -12 | 148 |
| 20 Nov | 26192.15 | 158.5 | -54.8 | 11.70 | 172 | 66 | 160 |
| 19 Nov | 26052.65 | 211.8 | -175.15 | 11.93 | 202 | 94 | 94 |
For Nifty - strike price 25900 expiring on 23DEC2025
Delta for 25900 PE is -0.52
Historical price for 25900 PE is as follows
On 17 Dec NIFTY was trading at 25836.05. The strike last trading price was 142.15, which was 17.25 higher than the previous day. The implied volatity was 9.83, the open interest changed by 63306 which increased total open position to 112067
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 132, which was 57.1 higher than the previous day. The implied volatity was 9.30, the open interest changed by 48761 which increased total open position to 48761
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 76, which was 2.85 higher than the previous day. The implied volatity was 9.55, the open interest changed by 9917 which increased total open position to 25088
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 72.1, which was -61 lower than the previous day. The implied volatity was 8.91, the open interest changed by 4737 which increased total open position to 15171
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 131.35, which was -93.35 lower than the previous day. The implied volatity was 8.99, the open interest changed by 3256 which increased total open position to 10434
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 227.6, which was 44.9 higher than the previous day. The implied volatity was 9.93, the open interest changed by 3086 which increased total open position to 7178
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 184, which was 34.2 higher than the previous day. The implied volatity was 10.09, the open interest changed by 1563 which increased total open position to 4092
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 152.1, which was 80.5 higher than the previous day. The implied volatity was 10.25, the open interest changed by 512 which increased total open position to 2529
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 70.8, which was -48.4 lower than the previous day. The implied volatity was 9.40, the open interest changed by 618 which increased total open position to 2017
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 120.4, which was -31.35 lower than the previous day. The implied volatity was 9.51, the open interest changed by 467 which increased total open position to 1399
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 145, which was 9.6 higher than the previous day. The implied volatity was 10.00, the open interest changed by 116 which increased total open position to 932
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 128.1, which was 16.1 higher than the previous day. The implied volatity was 10.17, the open interest changed by 10 which increased total open position to 816
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 110.2, which was 0.1 higher than the previous day. The implied volatity was 10.87, the open interest changed by 66 which increased total open position to 806
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 108.85, which was -10.7 lower than the previous day. The implied volatity was 10.61, the open interest changed by 42 which increased total open position to 740
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 115.9, which was -21.35 lower than the previous day. The implied volatity was 10.98, the open interest changed by -85 which decreased total open position to 698
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 130.45, which was -109.85 lower than the previous day. The implied volatity was 11.31, the open interest changed by 626 which increased total open position to 783
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 239.6, which was 17.5 higher than the previous day. The implied volatity was 10.97, the open interest changed by -61 which decreased total open position to 157
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 228, which was 21.95 higher than the previous day. The implied volatity was 11.68, the open interest changed by 70 which increased total open position to 218
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 206.05, which was 45.65 higher than the previous day. The implied volatity was 12.07, the open interest changed by -12 which decreased total open position to 148
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 158.5, which was -54.8 lower than the previous day. The implied volatity was 11.70, the open interest changed by 66 which increased total open position to 160
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 211.8, which was -175.15 lower than the previous day. The implied volatity was 11.93, the open interest changed by 94 which increased total open position to 94































































































































































































































