NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 26100 CE | ||||||||||||||||
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Delta: 0.22
Vega: 9.73
Theta: -8.81
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.80
Vega: 9.28
Theta: -0.74
Gamma: 0.00
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| 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































































































































































































































