[--[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 26050 CE
Delta: 0.27
Vega: 10.91
Theta: -10.01
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 48.2 -19.7 8.94 8,39,191 20,009 48,074
16 Dec 25860.10 66.3 -85.45 8.85 1,98,412 28,065 28,065
15 Dec 26027.30 153.9 -26.4 9.26 88,033 6,001 10,048
12 Dec 26046.95 181.2 51.2 7.79 36,776 1,274 4,047
11 Dec 25898.55 132.55 32.1 8.81 20,063 224 2,773
10 Dec 25758.00 98.95 -38.35 9.63 13,157 844 2,549
9 Dec 25839.65 136.9 -66.85 9.20 3,041 724 1,705
8 Dec 25960.55 191.8 -159.55 9.35 2,707 796 981
5 Dec 26186.45 351.1 71.5 8.44 1,105 -306 185
4 Dec 26033.75 281 13.75 9.57 901 28 491
3 Dec 25986.00 267.05 -60.15 9.34 750 365 463
2 Dec 26032.20 332.15 -73.4 9.88 160 74 98
1 Dec 26175.75 410.15 -64.85 9.28 34 24 24
28 Nov 26202.95 475 -3.85 - 0 -4 0
27 Nov 26215.55 475 -3.85 9.38 17 -4 24
26 Nov 26205.30 478.85 186.7 9.63 41 -9 28
25 Nov 25884.80 282.75 -80.9 - 58 12 37
24 Nov 25959.50 367 -90.5 10.74 21 -8 25
21 Nov 26068.15 442.8 -43.5 10.06 47 31 33
20 Nov 26192.15 486.3 48.75 8.03 6 0 2
19 Nov 26052.65 437.55 -32.75 9.51 13 2 2


For Nifty - strike price 26050 expiring on 23DEC2025

Delta for 26050 CE is 0.27

Historical price for 26050 CE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 48.2, which was -19.7 lower than the previous day. The implied volatity was 8.94, the open interest changed by 20009 which increased total open position to 48074


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 66.3, which was -85.45 lower than the previous day. The implied volatity was 8.85, the open interest changed by 28065 which increased total open position to 28065


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 153.9, which was -26.4 lower than the previous day. The implied volatity was 9.26, the open interest changed by 6001 which increased total open position to 10048


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 181.2, which was 51.2 higher than the previous day. The implied volatity was 7.79, the open interest changed by 1274 which increased total open position to 4047


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 132.55, which was 32.1 higher than the previous day. The implied volatity was 8.81, the open interest changed by 224 which increased total open position to 2773


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 98.95, which was -38.35 lower than the previous day. The implied volatity was 9.63, the open interest changed by 844 which increased total open position to 2549


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 136.9, which was -66.85 lower than the previous day. The implied volatity was 9.20, the open interest changed by 724 which increased total open position to 1705


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 191.8, which was -159.55 lower than the previous day. The implied volatity was 9.35, the open interest changed by 796 which increased total open position to 981


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 351.1, which was 71.5 higher than the previous day. The implied volatity was 8.44, the open interest changed by -306 which decreased total open position to 185


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 281, which was 13.75 higher than the previous day. The implied volatity was 9.57, the open interest changed by 28 which increased total open position to 491


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 267.05, which was -60.15 lower than the previous day. The implied volatity was 9.34, the open interest changed by 365 which increased total open position to 463


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 332.15, which was -73.4 lower than the previous day. The implied volatity was 9.88, the open interest changed by 74 which increased total open position to 98


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 410.15, which was -64.85 lower than the previous day. The implied volatity was 9.28, the open interest changed by 24 which increased total open position to 24


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 475, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 475, which was -3.85 lower than the previous day. The implied volatity was 9.38, the open interest changed by -4 which decreased total open position to 24


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 478.85, which was 186.7 higher than the previous day. The implied volatity was 9.63, the open interest changed by -9 which decreased total open position to 28


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 282.75, which was -80.9 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 37


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 367, which was -90.5 lower than the previous day. The implied volatity was 10.74, the open interest changed by -8 which decreased total open position to 25


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 442.8, which was -43.5 lower than the previous day. The implied volatity was 10.06, the open interest changed by 31 which increased total open position to 33


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 486.3, which was 48.75 higher than the previous day. The implied volatity was 8.03, the open interest changed by 0 which decreased total open position to 2


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 437.55, which was -32.75 lower than the previous day. The implied volatity was 9.51, the open interest changed by 2 which increased total open position to 2


NIFTY 23DEC2025 26050 PE
Delta: -0.74
Vega: 10.66
Theta: -2.17
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 228 16.05 8.44 1,49,873 1,754 6,690
16 Dec 25860.10 219.75 89.85 9.27 51,931 4,936 4,936
15 Dec 26027.30 132 8.3 9.26 56,645 2,993 7,139
12 Dec 26046.95 122.6 -82 8.64 29,448 2,824 4,146
11 Dec 25898.55 202.95 -113.65 8.83 3,533 211 1,322
10 Dec 25758.00 320.95 60.85 9.99 3,909 63 1,111
9 Dec 25839.65 258 43.1 9.82 918 12 1,048
8 Dec 25960.55 224.55 116.45 10.50 5,346 205 1,036
5 Dec 26186.45 106.95 -65.85 9.17 2,540 490 831
4 Dec 26033.75 175 -35.1 9.41 935 56 341
3 Dec 25986.00 208.35 20.1 10.12 385 185 285
2 Dec 26032.20 182.35 23.7 10.18 214 -8 100
1 Dec 26175.75 150.9 0.35 10.67 94 2 108
28 Nov 26202.95 150.55 -19.65 10.54 50 38 106
27 Nov 26215.55 170.1 -9.85 11.41 53 32 68
26 Nov 26205.30 175 -126.7 11.27 35 4 36
25 Nov 25884.80 305.6 43.75 - 36 11 32
24 Nov 25959.50 281.75 52.75 11.36 70 18 21
21 Nov 26068.15 229 36.9 10.94 17 0 3
20 Nov 26192.15 192.1 -62.6 11.19 4 1 3
19 Nov 26052.65 254.7 -203.65 11.51 5 2 2


For Nifty - strike price 26050 expiring on 23DEC2025

Delta for 26050 PE is -0.74

Historical price for 26050 PE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 228, which was 16.05 higher than the previous day. The implied volatity was 8.44, the open interest changed by 1754 which increased total open position to 6690


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 219.75, which was 89.85 higher than the previous day. The implied volatity was 9.27, the open interest changed by 4936 which increased total open position to 4936


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 132, which was 8.3 higher than the previous day. The implied volatity was 9.26, the open interest changed by 2993 which increased total open position to 7139


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 122.6, which was -82 lower than the previous day. The implied volatity was 8.64, the open interest changed by 2824 which increased total open position to 4146


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 202.95, which was -113.65 lower than the previous day. The implied volatity was 8.83, the open interest changed by 211 which increased total open position to 1322


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 320.95, which was 60.85 higher than the previous day. The implied volatity was 9.99, the open interest changed by 63 which increased total open position to 1111


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 258, which was 43.1 higher than the previous day. The implied volatity was 9.82, the open interest changed by 12 which increased total open position to 1048


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 224.55, which was 116.45 higher than the previous day. The implied volatity was 10.50, the open interest changed by 205 which increased total open position to 1036


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 106.95, which was -65.85 lower than the previous day. The implied volatity was 9.17, the open interest changed by 490 which increased total open position to 831


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 175, which was -35.1 lower than the previous day. The implied volatity was 9.41, the open interest changed by 56 which increased total open position to 341


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 208.35, which was 20.1 higher than the previous day. The implied volatity was 10.12, the open interest changed by 185 which increased total open position to 285


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 182.35, which was 23.7 higher than the previous day. The implied volatity was 10.18, the open interest changed by -8 which decreased total open position to 100


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 150.9, which was 0.35 higher than the previous day. The implied volatity was 10.67, the open interest changed by 2 which increased total open position to 108


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 150.55, which was -19.65 lower than the previous day. The implied volatity was 10.54, the open interest changed by 38 which increased total open position to 106


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 170.1, which was -9.85 lower than the previous day. The implied volatity was 11.41, the open interest changed by 32 which increased total open position to 68


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 175, which was -126.7 lower than the previous day. The implied volatity was 11.27, the open interest changed by 4 which increased total open position to 36


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 305.6, which was 43.75 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 32


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 281.75, which was 52.75 higher than the previous day. The implied volatity was 11.36, the open interest changed by 18 which increased total open position to 21


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 229, which was 36.9 higher than the previous day. The implied volatity was 10.94, the open interest changed by 0 which decreased total open position to 3


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 192.1, which was -62.6 lower than the previous day. The implied volatity was 11.19, the open interest changed by 1 which increased total open position to 3


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 254.7, which was -203.65 lower than the previous day. The implied volatity was 11.51, the open interest changed by 2 which increased total open position to 2