[--[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 26250 CE
Delta: 0.11
Vega: 6.14
Theta: -5.50
Gamma: 0.00
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
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
Delta: -0.92
Vega: 4.92
Theta: 3.27
Gamma: 0.00
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