[--[65.84.65.76]--]

NIFTY

Nifty
25836.85 -23.25 (-0.09%)
L: 25823.95 H: 25929.15

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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