NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 26050 CE | ||||||||||||||||
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Delta: 0.27
Vega: 10.91
Theta: -10.01
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.74
Vega: 10.66
Theta: -2.17
Gamma: 0.00
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| 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































































































































































































































