NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 25950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.39
Vega: 12.69
Theta: -12.17
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 25818.55 | 80.35 | -27.25 | 8.93 | 14,94,597 | 39,547 | 69,512 | |||||||||
| 16 Dec | 25860.10 | 105.6 | -106.65 | 8.97 | 2,16,767 | 29,965 | 29,965 | |||||||||
| 15 Dec | 26027.30 | 209.55 | -34.15 | 9.12 | 69,233 | 1,981 | 4,481 | |||||||||
| 12 Dec | 26046.95 | 248 | 68.15 | 8.00 | 22,873 | 66 | 2,500 | |||||||||
| 11 Dec | 25898.55 | 181.6 | 44.95 | 8.88 | 23,532 | -81 | 2,434 | |||||||||
| 10 Dec | 25758.00 | 135.5 | -46.05 | 9.32 | 14,218 | 1,219 | 2,515 | |||||||||
| 9 Dec | 25839.65 | 177.85 | -78.95 | 9.04 | 4,043 | 863 | 1,296 | |||||||||
| 8 Dec | 25960.55 | 246.95 | -177.9 | 9.47 | 1,020 | 368 | 433 | |||||||||
| 5 Dec | 26186.45 | 423.85 | 80 | 8.43 | 240 | -75 | 65 | |||||||||
| 4 Dec | 26033.75 | 341.1 | 15.6 | 9.58 | 491 | -30 | 140 | |||||||||
| 3 Dec | 25986.00 | 325.7 | -67.5 | 9.36 | 603 | 149 | 170 | |||||||||
| 2 Dec | 26032.20 | 399.8 | -93.15 | 10.11 | 30 | 7 | 21 | |||||||||
| 1 Dec | 26175.75 | 492.95 | -45.05 | 9.85 | 19 | 4 | 14 | |||||||||
| 28 Nov | 26202.95 | 538 | 18.55 | 9.90 | 12 | 0 | 10 | |||||||||
| 27 Nov | 26215.55 | 519.45 | -36.2 | 8.04 | 2 | -1 | 10 | |||||||||
|
|
||||||||||||||||
| 26 Nov | 26205.30 | 555.65 | 207.6 | 9.89 | 31 | -12 | 11 | |||||||||
| 25 Nov | 25884.80 | 343 | -191.55 | - | 43 | 23 | 23 | |||||||||
| 24 Nov | 25959.50 | 534.55 | 13.2 | 14.65 | 1 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 521.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 521.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 521.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25950 expiring on 23DEC2025
Delta for 25950 CE is 0.39
Historical price for 25950 CE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 80.35, which was -27.25 lower than the previous day. The implied volatity was 8.93, the open interest changed by 39547 which increased total open position to 69512
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 105.6, which was -106.65 lower than the previous day. The implied volatity was 8.97, the open interest changed by 29965 which increased total open position to 29965
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 209.55, which was -34.15 lower than the previous day. The implied volatity was 9.12, the open interest changed by 1981 which increased total open position to 4481
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 248, which was 68.15 higher than the previous day. The implied volatity was 8.00, the open interest changed by 66 which increased total open position to 2500
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 181.6, which was 44.95 higher than the previous day. The implied volatity was 8.88, the open interest changed by -81 which decreased total open position to 2434
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 135.5, which was -46.05 lower than the previous day. The implied volatity was 9.32, the open interest changed by 1219 which increased total open position to 2515
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 177.85, which was -78.95 lower than the previous day. The implied volatity was 9.04, the open interest changed by 863 which increased total open position to 1296
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 246.95, which was -177.9 lower than the previous day. The implied volatity was 9.47, the open interest changed by 368 which increased total open position to 433
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 423.85, which was 80 higher than the previous day. The implied volatity was 8.43, the open interest changed by -75 which decreased total open position to 65
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 341.1, which was 15.6 higher than the previous day. The implied volatity was 9.58, the open interest changed by -30 which decreased total open position to 140
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 325.7, which was -67.5 lower than the previous day. The implied volatity was 9.36, the open interest changed by 149 which increased total open position to 170
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 399.8, which was -93.15 lower than the previous day. The implied volatity was 10.11, the open interest changed by 7 which increased total open position to 21
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 492.95, which was -45.05 lower than the previous day. The implied volatity was 9.85, the open interest changed by 4 which increased total open position to 14
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 538, which was 18.55 higher than the previous day. The implied volatity was 9.90, the open interest changed by 0 which decreased total open position to 10
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 519.45, which was -36.2 lower than the previous day. The implied volatity was 8.04, the open interest changed by -1 which decreased total open position to 10
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 555.65, which was 207.6 higher than the previous day. The implied volatity was 9.89, the open interest changed by -12 which decreased total open position to 11
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 343, which was -191.55 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 23
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 534.55, which was 13.2 higher than the previous day. The implied volatity was 14.65, 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 521.35, 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 521.35, 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 521.35, 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 25950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 12.63
Theta: -4.48
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 25818.55 | 159.55 | 8.95 | 8.45 | 7,97,165 | -745 | 15,130 |
| 16 Dec | 25860.10 | 158 | 67.3 | 9.27 | 2,12,826 | 15,875 | 15,875 |
| 15 Dec | 26027.30 | 91.35 | 4.2 | 9.42 | 1,01,109 | 5,483 | 13,343 |
| 12 Dec | 26046.95 | 85 | -69.4 | 8.75 | 36,117 | 5,734 | 7,860 |
| 11 Dec | 25898.55 | 153.15 | -99.3 | 8.95 | 13,013 | 1,018 | 2,126 |
| 10 Dec | 25758.00 | 261.85 | 53.8 | 10.25 | 9,154 | 215 | 1,108 |
| 9 Dec | 25839.65 | 209.35 | 38.55 | 10.13 | 3,390 | -63 | 893 |
| 8 Dec | 25960.55 | 175.75 | 92.85 | 10.42 | 3,316 | 277 | 956 |
| 5 Dec | 26186.45 | 84.1 | -52.15 | 9.47 | 1,099 | 274 | 679 |
| 4 Dec | 26033.75 | 138 | -30.95 | 9.52 | 797 | 70 | 405 |
| 3 Dec | 25986.00 | 162.95 | 8.05 | 9.97 | 967 | 144 | 335 |
| 2 Dec | 26032.20 | 148.3 | 19.95 | 10.33 | 415 | -11 | 191 |
| 1 Dec | 26175.75 | 123.2 | -1.05 | 10.83 | 255 | 92 | 202 |
| 28 Nov | 26202.95 | 123 | -15.5 | 10.65 | 42 | 19 | 110 |
| 27 Nov | 26215.55 | 138.5 | -12.25 | 11.38 | 69 | 37 | 91 |
| 26 Nov | 26205.30 | 144 | -120.2 | 11.28 | 80 | 16 | 54 |
| 25 Nov | 25884.80 | 266.75 | 27.1 | - | 256 | 32 | 38 |
| 24 Nov | 25959.50 | 242.85 | 22.85 | 11.58 | 5 | 6 | 6 |
| 21 Nov | 26068.15 | 220 | -189.95 | - | 0 | 1 | 0 |
| 20 Nov | 26192.15 | 220 | -189.95 | - | 0 | 1 | 0 |
| 19 Nov | 26052.65 | 220 | -189.95 | 11.61 | 22 | 1 | 1 |
For Nifty - strike price 25950 expiring on 23DEC2025
Delta for 25950 PE is -0.62
Historical price for 25950 PE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 159.55, which was 8.95 higher than the previous day. The implied volatity was 8.45, the open interest changed by -745 which decreased total open position to 15130
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 158, which was 67.3 higher than the previous day. The implied volatity was 9.27, the open interest changed by 15875 which increased total open position to 15875
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 91.35, which was 4.2 higher than the previous day. The implied volatity was 9.42, the open interest changed by 5483 which increased total open position to 13343
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 85, which was -69.4 lower than the previous day. The implied volatity was 8.75, the open interest changed by 5734 which increased total open position to 7860
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 153.15, which was -99.3 lower than the previous day. The implied volatity was 8.95, the open interest changed by 1018 which increased total open position to 2126
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 261.85, which was 53.8 higher than the previous day. The implied volatity was 10.25, the open interest changed by 215 which increased total open position to 1108
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 209.35, which was 38.55 higher than the previous day. The implied volatity was 10.13, the open interest changed by -63 which decreased total open position to 893
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 175.75, which was 92.85 higher than the previous day. The implied volatity was 10.42, the open interest changed by 277 which increased total open position to 956
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 84.1, which was -52.15 lower than the previous day. The implied volatity was 9.47, the open interest changed by 274 which increased total open position to 679
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 138, which was -30.95 lower than the previous day. The implied volatity was 9.52, the open interest changed by 70 which increased total open position to 405
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 162.95, which was 8.05 higher than the previous day. The implied volatity was 9.97, the open interest changed by 144 which increased total open position to 335
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 148.3, which was 19.95 higher than the previous day. The implied volatity was 10.33, the open interest changed by -11 which decreased total open position to 191
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 123.2, which was -1.05 lower than the previous day. The implied volatity was 10.83, the open interest changed by 92 which increased total open position to 202
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 123, which was -15.5 lower than the previous day. The implied volatity was 10.65, the open interest changed by 19 which increased total open position to 110
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 138.5, which was -12.25 lower than the previous day. The implied volatity was 11.38, the open interest changed by 37 which increased total open position to 91
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 144, which was -120.2 lower than the previous day. The implied volatity was 11.28, the open interest changed by 16 which increased total open position to 54
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 266.75, which was 27.1 higher than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 38
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 242.85, which was 22.85 higher than the previous day. The implied volatity was 11.58, the open interest changed by 6 which increased total open position to 6
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 220, which was -189.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 220, which was -189.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 220, which was -189.95 lower than the previous day. The implied volatity was 11.61, the open interest changed by 1 which increased total open position to 1































































































































































































































