NIFTY
Nifty
Historical option data for NIFTY
16 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 26150 CE | ||||||||||||||||
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Delta: 0.22
Vega: 10.59
Theta: -8.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Dec | 25860.10 | 39.6 | -63.55 | 8.84 | 1,21,096 | 20,495 | 20,495 | |||||||||
| 15 Dec | 26027.30 | 103.45 | -23.6 | 9.01 | 68,759 | 3,847 | 8,330 | |||||||||
| 12 Dec | 26046.95 | 128.4 | 37.9 | 7.88 | 33,193 | 572 | 4,483 | |||||||||
| 11 Dec | 25898.55 | 91.8 | 19.85 | 8.66 | 24,654 | 183 | 3,911 | |||||||||
| 10 Dec | 25758.00 | 71.45 | -29.4 | 9.66 | 19,923 | 1,620 | 3,728 | |||||||||
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| 9 Dec | 25839.65 | 99.8 | -56.65 | 9.17 | 4,153 | 509 | 2,108 | |||||||||
| 8 Dec | 25960.55 | 150 | -135.5 | 9.49 | 3,885 | 1,200 | 1,599 | |||||||||
| 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 0.22
Historical price for 26150 CE is as follows
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 39.6, which was -63.55 lower than the previous day. The implied volatity was 8.84, the open interest changed by 20495 which increased total open position to 20495
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 103.45, which was -23.6 lower than the previous day. The implied volatity was 9.01, the open interest changed by 3847 which increased total open position to 8330
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 128.4, which was 37.9 higher than the previous day. The implied volatity was 7.88, the open interest changed by 572 which increased total open position to 4483
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 91.8, which was 19.85 higher than the previous day. The implied volatity was 8.66, the open interest changed by 183 which increased total open position to 3911
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 71.45, which was -29.4 lower than the previous day. The implied volatity was 9.66, the open interest changed by 1620 which increased total open position to 3728
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 99.8, which was -56.65 lower than the previous day. The implied volatity was 9.17, the open interest changed by 509 which increased total open position to 2108
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 150, which was -135.5 lower than the previous day. The implied volatity was 9.49, the open interest changed by 1200 which increased total open position to 1599
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 | |||||||
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Delta: -0.77
Vega: 10.85
Theta: -1.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 25860.10 | 291.4 | 110.65 | 9.21 | 10,413 | 1,721 | 1,721 |
| 15 Dec | 26027.30 | 181.95 | 11.85 | 9.10 | 12,595 | 436 | 2,072 |
| 12 Dec | 26046.95 | 168.65 | -96.05 | 8.53 | 7,990 | 784 | 1,636 |
| 11 Dec | 25898.55 | 267 | -119.25 | 9.13 | 966 | 20 | 852 |
| 10 Dec | 25758.00 | 390.1 | 68.7 | 9.89 | 857 | -10 | 832 |
| 9 Dec | 25839.65 | 319.45 | 51.65 | 9.75 | 333 | 8 | 842 |
| 8 Dec | 25960.55 | 276.7 | 133.7 | 10.39 | 2,424 | -141 | 834 |
| 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 -0.77
Historical price for 26150 PE is as follows
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 291.4, which was 110.65 higher than the previous day. The implied volatity was 9.21, the open interest changed by 1721 which increased total open position to 1721
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 181.95, which was 11.85 higher than the previous day. The implied volatity was 9.10, the open interest changed by 436 which increased total open position to 2072
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 168.65, which was -96.05 lower than the previous day. The implied volatity was 8.53, the open interest changed by 784 which increased total open position to 1636
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 267, which was -119.25 lower than the previous day. The implied volatity was 9.13, the open interest changed by 20 which increased total open position to 852
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 390.1, which was 68.7 higher than the previous day. The implied volatity was 9.89, the open interest changed by -10 which decreased total open position to 832
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 319.45, which was 51.65 higher than the previous day. The implied volatity was 9.75, the open interest changed by 8 which increased total open position to 842
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 276.7, which was 133.7 higher than the previous day. The implied volatity was 10.39, the open interest changed by -141 which decreased total open position to 834
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































































































































































































































