[--[65.84.65.76]--]

NIFTY

Nifty
26186.45 +152.70 (0.59%)
L: 25985.35 H: 26202.6

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Historical option data for NIFTY

05 Dec 2025 04:10 PM IST
NIFTY 23-DEC-2025 26150 CE
Delta: 0.63
Vega: 21.96
Theta: -9.66
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 26186.45 288 63.1 8.57 1,378 -8 399
4 Dec 26033.75 222.2 5.45 9.32 632 40 407
3 Dec 25986.00 214.9 -57.4 9.30 489 263 367
2 Dec 26032.20 278 -71.4 9.98 217 67 104
1 Dec 26175.75 341.35 -52.35 9.12 69 6 37
28 Nov 26202.95 397.8 -8.75 9.73 39 -15 31
27 Nov 26215.55 411.15 -3.5 9.50 77 23 46
26 Nov 26205.30 418 172.4 9.82 33 0 23
25 Nov 25884.80 242.1 -92.8 9.94 31 4 23
24 Nov 25959.50 334.9 -104 11.41 16 10 19
21 Nov 26068.15 438.9 16.1 11.84 21 9 9
20 Nov 26192.15 422.8 0 - 0 0 0
19 Nov 26052.65 422.8 0 - 0 0 0


For Nifty - strike price 26150 expiring on 23DEC2025

Delta for 26150 CE is 0.63

Historical price for 26150 CE is as follows

On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 288, which was 63.1 higher than the previous day. The implied volatity was 8.57, the open interest changed by -8 which decreased total open position to 399


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 222.2, which was 5.45 higher than the previous day. The implied volatity was 9.32, the open interest changed by 40 which increased total open position to 407


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 214.9, which was -57.4 lower than the previous day. The implied volatity was 9.30, the open interest changed by 263 which increased total open position to 367


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 278, which was -71.4 lower than the previous day. The implied volatity was 9.98, the open interest changed by 67 which increased total open position to 104


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 341.35, which was -52.35 lower than the previous day. The implied volatity was 9.12, the open interest changed by 6 which increased total open position to 37


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 397.8, which was -8.75 lower than the previous day. The implied volatity was 9.73, the open interest changed by -15 which decreased total open position to 31


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 411.15, which was -3.5 lower than the previous day. The implied volatity was 9.50, the open interest changed by 23 which increased total open position to 46


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 418, which was 172.4 higher than the previous day. The implied volatity was 9.82, the open interest changed by 0 which decreased total open position to 23


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 242.1, which was -92.8 lower than the previous day. The implied volatity was 9.94, the open interest changed by 4 which increased total open position to 23


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 334.9, which was -104 lower than the previous day. The implied volatity was 11.41, the open interest changed by 10 which increased total open position to 19


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 438.9, which was 16.1 higher than the previous day. The implied volatity was 11.84, the open interest changed by 9 which increased total open position to 9


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 422.8, 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 422.8, 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 26150 PE
Delta: -0.38
Vega: 22.08
Theta: -2.81
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 26186.45 139.25 -78.4 9.06 2,868 730 975
4 Dec 26033.75 218 -42.6 9.27 404 58 245
3 Dec 25986.00 254.85 20.1 10.04 180 82 187
2 Dec 26032.20 224.3 30.95 10.12 172 -9 105
1 Dec 26175.75 190.5 9.7 10.66 151 -12 114
28 Nov 26202.95 180.65 -14.8 10.35 60 33 126
27 Nov 26215.55 187 -37 10.71 131 45 93
26 Nov 26205.30 224 -121.15 11.76 49 16 48
25 Nov 25884.80 345.05 19.65 10.42 35 26 32
24 Nov 25959.50 321.4 -188.8 11.08 10 6 6
21 Nov 26068.15 510.2 0 0.50 0 0 0
20 Nov 26192.15 510.2 0 0.90 0 0 0
19 Nov 26052.65 510.2 0 0.49 0 0 0


For Nifty - strike price 26150 expiring on 23DEC2025

Delta for 26150 PE is -0.38

Historical price for 26150 PE is as follows

On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 139.25, which was -78.4 lower than the previous day. The implied volatity was 9.06, the open interest changed by 730 which increased total open position to 975


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 218, which was -42.6 lower than the previous day. The implied volatity was 9.27, the open interest changed by 58 which increased total open position to 245


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 254.85, which was 20.1 higher than the previous day. The implied volatity was 10.04, the open interest changed by 82 which increased total open position to 187


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 224.3, which was 30.95 higher than the previous day. The implied volatity was 10.12, the open interest changed by -9 which decreased total open position to 105


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 190.5, which was 9.7 higher than the previous day. The implied volatity was 10.66, the open interest changed by -12 which decreased total open position to 114


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 180.65, which was -14.8 lower than the previous day. The implied volatity was 10.35, the open interest changed by 33 which increased total open position to 126


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 187, which was -37 lower than the previous day. The implied volatity was 10.71, the open interest changed by 45 which increased total open position to 93


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 224, which was -121.15 lower than the previous day. The implied volatity was 11.76, the open interest changed by 16 which increased total open position to 48


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 345.05, which was 19.65 higher than the previous day. The implied volatity was 10.42, the open interest changed by 26 which increased total open position to 32


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 321.4, which was -188.8 lower than the previous day. The implied volatity was 11.08, 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 510.2, which was 0 lower than the previous day. The implied volatity was 0.50, 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 510.2, which was 0 lower than the previous day. The implied volatity was 0.90, 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 510.2, which was 0 lower than the previous day. The implied volatity was 0.49, the open interest changed by 0 which decreased total open position to 0