[--[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 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