[--[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 26200 CE
Delta: 0.14
Vega: 7.25
Theta: -6.47
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 20.8 -9.6 9.12 9,32,992 34,936 88,849
16 Dec 25860.10 29.7 -52.7 8.81 2,86,593 53,913 53,913
15 Dec 26027.30 82 -23.4 8.84 1,80,721 10,167 28,770
12 Dec 26046.95 106.6 32.7 7.88 1,20,762 6,125 18,603
11 Dec 25898.55 75.45 15.9 8.62 65,958 -818 12,478
10 Dec 25758.00 59.55 -24.7 9.65 50,977 4,233 13,296
9 Dec 25839.65 83 -51.65 9.06 23,257 2,542 9,063
8 Dec 25960.55 127.65 -126.75 9.35 16,998 3,780 6,521
5 Dec 26186.45 255 55.8 8.43 8,457 819 2,741
4 Dec 26033.75 197 7.35 9.27 3,657 92 1,922
3 Dec 25986.00 189.95 -52.65 9.22 2,860 485 1,830
2 Dec 26032.20 248.35 -71.45 9.80 2,091 859 1,345
1 Dec 26175.75 317 -41.25 9.36 698 204 486
28 Nov 26202.95 363.6 -4.65 9.59 534 -99 282
27 Nov 26215.55 375.55 -3.75 9.34 1,037 143 381
26 Nov 26205.30 384.65 161.9 9.72 706 -59 238
25 Nov 25884.80 215 -85.55 9.74 565 104 297
24 Nov 25959.50 287.35 -78.75 10.61 228 51 193
21 Nov 26068.15 353.6 -80.3 9.96 182 41 142
20 Nov 26192.15 440.15 84.2 9.98 305 87 101
19 Nov 26052.65 359 -41.25 9.75 86 14 14


For Nifty - strike price 26200 expiring on 23DEC2025

Delta for 26200 CE is 0.14

Historical price for 26200 CE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 20.8, which was -9.6 lower than the previous day. The implied volatity was 9.12, the open interest changed by 34936 which increased total open position to 88849


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 29.7, which was -52.7 lower than the previous day. The implied volatity was 8.81, the open interest changed by 53913 which increased total open position to 53913


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 82, which was -23.4 lower than the previous day. The implied volatity was 8.84, the open interest changed by 10167 which increased total open position to 28770


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 106.6, which was 32.7 higher than the previous day. The implied volatity was 7.88, the open interest changed by 6125 which increased total open position to 18603


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 75.45, which was 15.9 higher than the previous day. The implied volatity was 8.62, the open interest changed by -818 which decreased total open position to 12478


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 59.55, which was -24.7 lower than the previous day. The implied volatity was 9.65, the open interest changed by 4233 which increased total open position to 13296


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 83, which was -51.65 lower than the previous day. The implied volatity was 9.06, the open interest changed by 2542 which increased total open position to 9063


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 127.65, which was -126.75 lower than the previous day. The implied volatity was 9.35, the open interest changed by 3780 which increased total open position to 6521


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 255, which was 55.8 higher than the previous day. The implied volatity was 8.43, the open interest changed by 819 which increased total open position to 2741


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 197, which was 7.35 higher than the previous day. The implied volatity was 9.27, the open interest changed by 92 which increased total open position to 1922


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 189.95, which was -52.65 lower than the previous day. The implied volatity was 9.22, the open interest changed by 485 which increased total open position to 1830


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 248.35, which was -71.45 lower than the previous day. The implied volatity was 9.80, the open interest changed by 859 which increased total open position to 1345


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 317, which was -41.25 lower than the previous day. The implied volatity was 9.36, the open interest changed by 204 which increased total open position to 486


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 363.6, which was -4.65 lower than the previous day. The implied volatity was 9.59, the open interest changed by -99 which decreased total open position to 282


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 375.55, which was -3.75 lower than the previous day. The implied volatity was 9.34, the open interest changed by 143 which increased total open position to 381


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 384.65, which was 161.9 higher than the previous day. The implied volatity was 9.72, the open interest changed by -59 which decreased total open position to 238


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 215, which was -85.55 lower than the previous day. The implied volatity was 9.74, the open interest changed by 104 which increased total open position to 297


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 287.35, which was -78.75 lower than the previous day. The implied volatity was 10.61, the open interest changed by 51 which increased total open position to 193


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 353.6, which was -80.3 lower than the previous day. The implied volatity was 9.96, the open interest changed by 41 which increased total open position to 142


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 440.15, which was 84.2 higher than the previous day. The implied volatity was 9.98, the open interest changed by 87 which increased total open position to 101


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 359, which was -41.25 lower than the previous day. The implied volatity was 9.75, the open interest changed by 14 which increased total open position to 14


NIFTY 23DEC2025 26200 PE
Delta: -0.89
Vega: 6.39
Theta: 1.94
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 350.1 28.5 8.30 59,557 -1,327 9,663
16 Dec 25860.10 332 122.05 9.30 33,709 10,990 10,990
15 Dec 26027.30 214.85 16.3 9.25 26,769 2,192 8,377
12 Dec 26046.95 196.1 -102.25 8.52 24,522 3,072 6,185
11 Dec 25898.55 298.25 -126.9 8.82 7,649 -982 3,113
10 Dec 25758.00 430 71.6 10.02 4,130 121 4,095
9 Dec 25839.65 367 68.3 10.53 3,403 95 3,974
8 Dec 25960.55 304.05 143.85 10.26 10,031 1,346 3,879
5 Dec 26186.45 159.2 -82.1 9.05 6,182 1,345 2,533
4 Dec 26033.75 240.75 -40.45 8.98 1,372 88 1,188
3 Dec 25986.00 279.35 27.2 9.95 1,318 263 1,100
2 Dec 26032.20 245.75 32.55 10.02 1,612 -2 837
1 Dec 26175.75 208.75 10.9 10.71 1,761 365 839
28 Nov 26202.95 193 -17.05 10.09 435 34 474
27 Nov 26215.55 202.85 -28.2 10.59 1,121 274 440
26 Nov 26205.30 226.45 -154.85 11.12 783 21 166
25 Nov 25884.80 379.3 42.25 10.64 265 14 145
24 Nov 25959.50 356.35 36.85 11.34 128 -11 131
21 Nov 26068.15 320 66.8 11.83 363 52 142
20 Nov 26192.15 248.6 -75.95 11.24 215 73 90
19 Nov 26052.65 328.55 -208.85 11.81 34 17 17


For Nifty - strike price 26200 expiring on 23DEC2025

Delta for 26200 PE is -0.89

Historical price for 26200 PE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 350.1, which was 28.5 higher than the previous day. The implied volatity was 8.30, the open interest changed by -1327 which decreased total open position to 9663


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 332, which was 122.05 higher than the previous day. The implied volatity was 9.30, the open interest changed by 10990 which increased total open position to 10990


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 214.85, which was 16.3 higher than the previous day. The implied volatity was 9.25, the open interest changed by 2192 which increased total open position to 8377


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 196.1, which was -102.25 lower than the previous day. The implied volatity was 8.52, the open interest changed by 3072 which increased total open position to 6185


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 298.25, which was -126.9 lower than the previous day. The implied volatity was 8.82, the open interest changed by -982 which decreased total open position to 3113


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 430, which was 71.6 higher than the previous day. The implied volatity was 10.02, the open interest changed by 121 which increased total open position to 4095


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 367, which was 68.3 higher than the previous day. The implied volatity was 10.53, the open interest changed by 95 which increased total open position to 3974


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 304.05, which was 143.85 higher than the previous day. The implied volatity was 10.26, the open interest changed by 1346 which increased total open position to 3879


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 159.2, which was -82.1 lower than the previous day. The implied volatity was 9.05, the open interest changed by 1345 which increased total open position to 2533


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 240.75, which was -40.45 lower than the previous day. The implied volatity was 8.98, the open interest changed by 88 which increased total open position to 1188


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 279.35, which was 27.2 higher than the previous day. The implied volatity was 9.95, the open interest changed by 263 which increased total open position to 1100


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 245.75, which was 32.55 higher than the previous day. The implied volatity was 10.02, the open interest changed by -2 which decreased total open position to 837


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 208.75, which was 10.9 higher than the previous day. The implied volatity was 10.71, the open interest changed by 365 which increased total open position to 839


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 193, which was -17.05 lower than the previous day. The implied volatity was 10.09, the open interest changed by 34 which increased total open position to 474


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 202.85, which was -28.2 lower than the previous day. The implied volatity was 10.59, the open interest changed by 274 which increased total open position to 440


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 226.45, which was -154.85 lower than the previous day. The implied volatity was 11.12, the open interest changed by 21 which increased total open position to 166


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 379.3, which was 42.25 higher than the previous day. The implied volatity was 10.64, the open interest changed by 14 which increased total open position to 145


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 356.35, which was 36.85 higher than the previous day. The implied volatity was 11.34, the open interest changed by -11 which decreased total open position to 131


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 320, which was 66.8 higher than the previous day. The implied volatity was 11.83, the open interest changed by 52 which increased total open position to 142


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 248.6, which was -75.95 lower than the previous day. The implied volatity was 11.24, the open interest changed by 73 which increased total open position to 90


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 328.55, which was -208.85 lower than the previous day. The implied volatity was 11.81, the open interest changed by 17 which increased total open position to 17