[--[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 26100 CE
Delta: 0.22
Vega: 9.73
Theta: -8.81
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 36.7 -15.75 8.98 11,64,935 32,899 1,01,082
16 Dec 25860.10 51.25 -74.55 8.81 3,44,961 68,183 68,183
15 Dec 26027.30 125 -27.15 8.99 1,99,371 13,565 27,617
12 Dec 26046.95 153 43.8 7.76 87,686 5,450 14,052
11 Dec 25898.55 111.25 26.15 8.75 52,703 -545 8,602
10 Dec 25758.00 84 -32.6 9.63 37,856 2,555 9,147
9 Dec 25839.65 116.55 -59.45 9.15 13,106 1,626 6,592
8 Dec 25960.55 172.65 -144.2 9.55 12,505 3,269 4,966
5 Dec 26186.45 318 66.95 8.48 4,657 -27 1,697
4 Dec 26033.75 247.85 8 9.32 3,810 598 1,724
3 Dec 25986.00 238.05 -60.35 9.23 2,145 589 1,126
2 Dec 26032.20 307.15 -71.25 10.04 1,069 389 537
1 Dec 26175.75 371.3 -51.45 9.04 368 20 148
28 Nov 26202.95 425.85 -12.4 9.56 108 -71 128
27 Nov 26215.55 436 -8.15 9.19 322 39 199
26 Nov 26205.30 443.45 173.1 9.56 357 -4 160
25 Nov 25884.80 265.65 -90.05 - 291 57 164
24 Nov 25959.50 344.45 -79.7 10.88 167 42 107
21 Nov 26068.15 416.15 -86.55 10.17 242 11 65
20 Nov 26192.15 504.1 104.1 10.02 137 47 54
19 Nov 26052.65 400 -46.1 9.27 13 7 7


For Nifty - strike price 26100 expiring on 23DEC2025

Delta for 26100 CE is 0.22

Historical price for 26100 CE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 36.7, which was -15.75 lower than the previous day. The implied volatity was 8.98, the open interest changed by 32899 which increased total open position to 101082


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 51.25, which was -74.55 lower than the previous day. The implied volatity was 8.81, the open interest changed by 68183 which increased total open position to 68183


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 125, which was -27.15 lower than the previous day. The implied volatity was 8.99, the open interest changed by 13565 which increased total open position to 27617


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 153, which was 43.8 higher than the previous day. The implied volatity was 7.76, the open interest changed by 5450 which increased total open position to 14052


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 111.25, which was 26.15 higher than the previous day. The implied volatity was 8.75, the open interest changed by -545 which decreased total open position to 8602


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 84, which was -32.6 lower than the previous day. The implied volatity was 9.63, the open interest changed by 2555 which increased total open position to 9147


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 116.55, which was -59.45 lower than the previous day. The implied volatity was 9.15, the open interest changed by 1626 which increased total open position to 6592


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 172.65, which was -144.2 lower than the previous day. The implied volatity was 9.55, the open interest changed by 3269 which increased total open position to 4966


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 318, which was 66.95 higher than the previous day. The implied volatity was 8.48, the open interest changed by -27 which decreased total open position to 1697


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 247.85, which was 8 higher than the previous day. The implied volatity was 9.32, the open interest changed by 598 which increased total open position to 1724


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 238.05, which was -60.35 lower than the previous day. The implied volatity was 9.23, the open interest changed by 589 which increased total open position to 1126


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 307.15, which was -71.25 lower than the previous day. The implied volatity was 10.04, the open interest changed by 389 which increased total open position to 537


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 371.3, which was -51.45 lower than the previous day. The implied volatity was 9.04, the open interest changed by 20 which increased total open position to 148


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 425.85, which was -12.4 lower than the previous day. The implied volatity was 9.56, the open interest changed by -71 which decreased total open position to 128


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 436, which was -8.15 lower than the previous day. The implied volatity was 9.19, the open interest changed by 39 which increased total open position to 199


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 443.45, which was 173.1 higher than the previous day. The implied volatity was 9.56, the open interest changed by -4 which decreased total open position to 160


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 265.65, which was -90.05 lower than the previous day. The implied volatity was -, the open interest changed by 57 which increased total open position to 164


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 344.45, which was -79.7 lower than the previous day. The implied volatity was 10.88, the open interest changed by 42 which increased total open position to 107


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 416.15, which was -86.55 lower than the previous day. The implied volatity was 10.17, the open interest changed by 11 which increased total open position to 65


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 504.1, which was 104.1 higher than the previous day. The implied volatity was 10.02, the open interest changed by 47 which increased total open position to 54


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 400, which was -46.1 lower than the previous day. The implied volatity was 9.27, the open interest changed by 7 which increased total open position to 7


NIFTY 23DEC2025 26100 PE
Delta: -0.80
Vega: 9.28
Theta: -0.74
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 266.2 21.8 8.37 2,12,335 2,575 17,702
16 Dec 25860.10 254.5 100.65 9.21 1,09,067 15,127 15,127
15 Dec 26027.30 155.55 10.3 9.21 85,977 5,396 15,235
12 Dec 26046.95 143.1 -89.1 8.63 58,370 6,768 9,839
11 Dec 25898.55 230.55 -120.45 8.72 8,621 -181 3,071
10 Dec 25758.00 353.65 61.65 9.88 5,360 -542 3,252
9 Dec 25839.65 290.6 49.15 9.93 3,829 -152 3,794
8 Dec 25960.55 248 124.4 10.36 13,511 762 3,946
5 Dec 26186.45 120.9 -73.15 9.05 6,195 1,770 3,184
4 Dec 26033.75 196 -35.1 9.36 2,088 299 1,414
3 Dec 25986.00 229.5 20.25 10.02 1,305 484 1,115
2 Dec 26032.20 202.65 29.75 10.16 1,360 -57 631
1 Dec 26175.75 173.45 10.1 10.75 577 6 688
28 Nov 26202.95 159.1 -10.55 10.22 517 142 682
27 Nov 26215.55 168.45 -26.95 10.68 613 283 540
26 Nov 26205.30 193.45 -137.85 11.31 597 16 257
25 Nov 25884.80 329.5 28.9 - 324 99 241
24 Nov 25959.50 315.85 39.05 11.73 370 -8 142
21 Nov 26068.15 277 61.35 11.87 556 -8 150
20 Nov 26192.15 214.05 -69.3 11.35 309 110 158
19 Nov 26052.65 283.2 -200.65 11.77 90 48 48


For Nifty - strike price 26100 expiring on 23DEC2025

Delta for 26100 PE is -0.80

Historical price for 26100 PE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 266.2, which was 21.8 higher than the previous day. The implied volatity was 8.37, the open interest changed by 2575 which increased total open position to 17702


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 254.5, which was 100.65 higher than the previous day. The implied volatity was 9.21, the open interest changed by 15127 which increased total open position to 15127


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 155.55, which was 10.3 higher than the previous day. The implied volatity was 9.21, the open interest changed by 5396 which increased total open position to 15235


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 143.1, which was -89.1 lower than the previous day. The implied volatity was 8.63, the open interest changed by 6768 which increased total open position to 9839


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 230.55, which was -120.45 lower than the previous day. The implied volatity was 8.72, the open interest changed by -181 which decreased total open position to 3071


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 353.65, which was 61.65 higher than the previous day. The implied volatity was 9.88, the open interest changed by -542 which decreased total open position to 3252


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 290.6, which was 49.15 higher than the previous day. The implied volatity was 9.93, the open interest changed by -152 which decreased total open position to 3794


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 248, which was 124.4 higher than the previous day. The implied volatity was 10.36, the open interest changed by 762 which increased total open position to 3946


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 120.9, which was -73.15 lower than the previous day. The implied volatity was 9.05, the open interest changed by 1770 which increased total open position to 3184


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 196, which was -35.1 lower than the previous day. The implied volatity was 9.36, the open interest changed by 299 which increased total open position to 1414


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 229.5, which was 20.25 higher than the previous day. The implied volatity was 10.02, the open interest changed by 484 which increased total open position to 1115


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 202.65, which was 29.75 higher than the previous day. The implied volatity was 10.16, the open interest changed by -57 which decreased total open position to 631


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 173.45, which was 10.1 higher than the previous day. The implied volatity was 10.75, the open interest changed by 6 which increased total open position to 688


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 159.1, which was -10.55 lower than the previous day. The implied volatity was 10.22, the open interest changed by 142 which increased total open position to 682


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 168.45, which was -26.95 lower than the previous day. The implied volatity was 10.68, the open interest changed by 283 which increased total open position to 540


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 193.45, which was -137.85 lower than the previous day. The implied volatity was 11.31, the open interest changed by 16 which increased total open position to 257


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 329.5, which was 28.9 higher than the previous day. The implied volatity was -, the open interest changed by 99 which increased total open position to 241


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 315.85, which was 39.05 higher than the previous day. The implied volatity was 11.73, the open interest changed by -8 which decreased total open position to 142


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 277, which was 61.35 higher than the previous day. The implied volatity was 11.87, the open interest changed by -8 which decreased total open position to 150


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 214.05, which was -69.3 lower than the previous day. The implied volatity was 11.35, the open interest changed by 110 which increased total open position to 158


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 283.2, which was -200.65 lower than the previous day. The implied volatity was 11.77, the open interest changed by 48 which increased total open position to 48