NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 26250 CE | ||||||||||||||||
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Delta: 0.11
Vega: 6.14
Theta: -5.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 25818.55 | 15.85 | -6.65 | 9.28 | 5,34,565 | 21,910 | 42,623 | |||||||||
| 16 Dec | 25860.10 | 22.2 | -42.7 | 8.83 | 1,27,511 | 20,713 | 20,713 | |||||||||
| 15 Dec | 26027.30 | 64.5 | -21.05 | 8.75 | 69,593 | 3,191 | 7,864 | |||||||||
| 12 Dec | 26046.95 | 86.45 | 26.1 | 7.73 | 37,835 | -1,240 | 4,673 | |||||||||
| 11 Dec | 25898.55 | 61.05 | 11.05 | 8.56 | 29,871 | 2,824 | 5,913 | |||||||||
| 10 Dec | 25758.00 | 50 | -20.6 | 9.69 | 16,404 | 1,696 | 3,089 | |||||||||
| 9 Dec | 25839.65 | 69.55 | -45.05 | 9.10 | 4,773 | 123 | 1,393 | |||||||||
| 8 Dec | 25960.55 | 111.35 | -114.9 | 9.41 | 3,234 | 625 | 1,270 | |||||||||
| 5 Dec | 26186.45 | 225.6 | 50.4 | 8.38 | 1,589 | 144 | 645 | |||||||||
| 4 Dec | 26033.75 | 173.5 | 4.15 | 9.21 | 1,281 | 133 | 501 | |||||||||
| 3 Dec | 25986.00 | 169.15 | -53.4 | 9.24 | 533 | 225 | 368 | |||||||||
| 2 Dec | 26032.20 | 228.95 | -67 | 9.99 | 115 | 26 | 143 | |||||||||
| 1 Dec | 26175.75 | 288.15 | -42.25 | 9.34 | 150 | 48 | 117 | |||||||||
| 28 Nov | 26202.95 | 330 | -12.05 | 9.43 | 105 | -6 | 69 | |||||||||
| 27 Nov | 26215.55 | 346.05 | -5.95 | 9.36 | 150 | 10 | 75 | |||||||||
| 26 Nov | 26205.30 | 349.9 | 147.95 | 9.53 | 38 | -5 | 65 | |||||||||
| 25 Nov | 25884.80 | 193.1 | -102.6 | 9.67 | 24 | 7 | 70 | |||||||||
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| 24 Nov | 25959.50 | 295.55 | -40.3 | 11.67 | 76 | 25 | 63 | |||||||||
| 21 Nov | 26068.15 | 334.1 | -83.9 | 10.15 | 24 | 15 | 38 | |||||||||
| 20 Nov | 26192.15 | 418 | 39.4 | 10.22 | 25 | 23 | 23 | |||||||||
| 19 Nov | 26052.65 | 378.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26250 expiring on 23DEC2025
Delta for 26250 CE is 0.11
Historical price for 26250 CE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 15.85, which was -6.65 lower than the previous day. The implied volatity was 9.28, the open interest changed by 21910 which increased total open position to 42623
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 22.2, which was -42.7 lower than the previous day. The implied volatity was 8.83, the open interest changed by 20713 which increased total open position to 20713
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 64.5, which was -21.05 lower than the previous day. The implied volatity was 8.75, the open interest changed by 3191 which increased total open position to 7864
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 86.45, which was 26.1 higher than the previous day. The implied volatity was 7.73, the open interest changed by -1240 which decreased total open position to 4673
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 61.05, which was 11.05 higher than the previous day. The implied volatity was 8.56, the open interest changed by 2824 which increased total open position to 5913
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 50, which was -20.6 lower than the previous day. The implied volatity was 9.69, the open interest changed by 1696 which increased total open position to 3089
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 69.55, which was -45.05 lower than the previous day. The implied volatity was 9.10, the open interest changed by 123 which increased total open position to 1393
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 111.35, which was -114.9 lower than the previous day. The implied volatity was 9.41, the open interest changed by 625 which increased total open position to 1270
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 225.6, which was 50.4 higher than the previous day. The implied volatity was 8.38, the open interest changed by 144 which increased total open position to 645
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 173.5, which was 4.15 higher than the previous day. The implied volatity was 9.21, the open interest changed by 133 which increased total open position to 501
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 169.15, which was -53.4 lower than the previous day. The implied volatity was 9.24, the open interest changed by 225 which increased total open position to 368
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 228.95, which was -67 lower than the previous day. The implied volatity was 9.99, the open interest changed by 26 which increased total open position to 143
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 288.15, which was -42.25 lower than the previous day. The implied volatity was 9.34, the open interest changed by 48 which increased total open position to 117
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 330, which was -12.05 lower than the previous day. The implied volatity was 9.43, the open interest changed by -6 which decreased total open position to 69
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 346.05, which was -5.95 lower than the previous day. The implied volatity was 9.36, the open interest changed by 10 which increased total open position to 75
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 349.9, which was 147.95 higher than the previous day. The implied volatity was 9.53, the open interest changed by -5 which decreased total open position to 65
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 193.1, which was -102.6 lower than the previous day. The implied volatity was 9.67, the open interest changed by 7 which increased total open position to 70
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 295.55, which was -40.3 lower than the previous day. The implied volatity was 11.67, the open interest changed by 25 which increased total open position to 63
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 334.1, which was -83.9 lower than the previous day. The implied volatity was 10.15, the open interest changed by 15 which increased total open position to 38
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 418, which was 39.4 higher than the previous day. The implied volatity was 10.22, the open interest changed by 23 which increased total open position to 23
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 378.6, 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 26250 PE | |||||||
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Delta: -0.92
Vega: 4.92
Theta: 3.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 25818.55 | 394.6 | 30.4 | 8.18 | 7,080 | 47 | 1,261 |
| 16 Dec | 25860.10 | 374.6 | 131.5 | 9.34 | 2,478 | 1,214 | 1,214 |
| 15 Dec | 26027.30 | 245 | 16.65 | 9.02 | 3,481 | -61 | 1,230 |
| 12 Dec | 26046.95 | 227 | -107.05 | 8.34 | 2,247 | 877 | 1,291 |
| 11 Dec | 25898.55 | 333.4 | -130.8 | 8.76 | 432 | 42 | 414 |
| 10 Dec | 25758.00 | 466.6 | 71.35 | 9.82 | 421 | 22 | 372 |
| 9 Dec | 25839.65 | 391.8 | 70.9 | 9.90 | 152 | -38 | 350 |
| 8 Dec | 25960.55 | 340.65 | 158.05 | 10.51 | 1,100 | -117 | 388 |
| 5 Dec | 26186.45 | 181.2 | -85.4 | 9.06 | 1,099 | 391 | 505 |
| 4 Dec | 26033.75 | 268.2 | -42.5 | 9.12 | 215 | 22 | 114 |
| 3 Dec | 25986.00 | 310.65 | 38.25 | 10.08 | 112 | -10 | 92 |
| 2 Dec | 26032.20 | 266.05 | 34.25 | 9.79 | 51 | -4 | 102 |
| 1 Dec | 26175.75 | 230 | 8.45 | 10.69 | 213 | 2 | 106 |
| 28 Nov | 26202.95 | 221.5 | -8.85 | 10.38 | 57 | 27 | 104 |
| 27 Nov | 26215.55 | 227.4 | -26.85 | 10.74 | 155 | 49 | 77 |
| 26 Nov | 26205.30 | 252 | -117.25 | 11.29 | 23 | 6 | 28 |
| 25 Nov | 25884.80 | 369.25 | 10.85 | 9.22 | 5 | 2 | 22 |
| 24 Nov | 25959.50 | 368 | 23 | 10.88 | 32 | 14 | 20 |
| 21 Nov | 26068.15 | 345 | 70.7 | 11.88 | 22 | -2 | 6 |
| 20 Nov | 26192.15 | 272.4 | -293.05 | 11.34 | 13 | 8 | 8 |
| 19 Nov | 26052.65 | 565.45 | 0 | 0.16 | 0 | 0 | 0 |
For Nifty - strike price 26250 expiring on 23DEC2025
Delta for 26250 PE is -0.92
Historical price for 26250 PE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 394.6, which was 30.4 higher than the previous day. The implied volatity was 8.18, the open interest changed by 47 which increased total open position to 1261
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 374.6, which was 131.5 higher than the previous day. The implied volatity was 9.34, the open interest changed by 1214 which increased total open position to 1214
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 245, which was 16.65 higher than the previous day. The implied volatity was 9.02, the open interest changed by -61 which decreased total open position to 1230
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 227, which was -107.05 lower than the previous day. The implied volatity was 8.34, the open interest changed by 877 which increased total open position to 1291
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 333.4, which was -130.8 lower than the previous day. The implied volatity was 8.76, the open interest changed by 42 which increased total open position to 414
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 466.6, which was 71.35 higher than the previous day. The implied volatity was 9.82, the open interest changed by 22 which increased total open position to 372
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 391.8, which was 70.9 higher than the previous day. The implied volatity was 9.90, the open interest changed by -38 which decreased total open position to 350
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 340.65, which was 158.05 higher than the previous day. The implied volatity was 10.51, the open interest changed by -117 which decreased total open position to 388
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 181.2, which was -85.4 lower than the previous day. The implied volatity was 9.06, the open interest changed by 391 which increased total open position to 505
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 268.2, which was -42.5 lower than the previous day. The implied volatity was 9.12, the open interest changed by 22 which increased total open position to 114
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 310.65, which was 38.25 higher than the previous day. The implied volatity was 10.08, the open interest changed by -10 which decreased total open position to 92
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 266.05, which was 34.25 higher than the previous day. The implied volatity was 9.79, the open interest changed by -4 which decreased total open position to 102
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 230, which was 8.45 higher than the previous day. The implied volatity was 10.69, the open interest changed by 2 which increased total open position to 106
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 221.5, which was -8.85 lower than the previous day. The implied volatity was 10.38, the open interest changed by 27 which increased total open position to 104
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 227.4, which was -26.85 lower than the previous day. The implied volatity was 10.74, the open interest changed by 49 which increased total open position to 77
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 252, which was -117.25 lower than the previous day. The implied volatity was 11.29, the open interest changed by 6 which increased total open position to 28
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 369.25, which was 10.85 higher than the previous day. The implied volatity was 9.22, the open interest changed by 2 which increased total open position to 22
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 368, which was 23 higher than the previous day. The implied volatity was 10.88, the open interest changed by 14 which increased total open position to 20
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 345, which was 70.7 higher than the previous day. The implied volatity was 11.88, the open interest changed by -2 which decreased total open position to 6
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 272.4, which was -293.05 lower than the previous day. The implied volatity was 11.34, the open interest changed by 8 which increased total open position to 8
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 565.45, which was 0 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0































































































































































































































