NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 26350 CE | ||||||||||||||||
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Delta: 0.07
Vega: 4.35
Theta: -3.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 25818.55 | 9.55 | -3.3 | 9.69 | 3,74,059 | 35,428 | 56,589 | |||||||||
| 16 Dec | 25860.10 | 12.65 | -25.95 | 9.02 | 1,25,439 | 21,161 | 21,161 | |||||||||
| 15 Dec | 26027.30 | 37.85 | -16.45 | 8.60 | 61,869 | 3,303 | 8,742 | |||||||||
| 12 Dec | 26046.95 | 55.1 | 16.5 | 7.69 | 27,962 | 2,088 | 5,439 | |||||||||
| 11 Dec | 25898.55 | 38.75 | 4.05 | 8.48 | 19,478 | 739 | 3,351 | |||||||||
| 10 Dec | 25758.00 | 34.7 | -13.75 | 9.56 | 13,439 | 1,355 | 2,612 | |||||||||
| 9 Dec | 25839.65 | 48 | -36 | 9.07 | 4,199 | 576 | 1,257 | |||||||||
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| 8 Dec | 25960.55 | 80.8 | -93.2 | 9.37 | 1,946 | 168 | 681 | |||||||||
| 5 Dec | 26186.45 | 174.1 | 39.8 | 8.41 | 844 | 209 | 513 | |||||||||
| 4 Dec | 26033.75 | 132.1 | 3.45 | 9.09 | 265 | 69 | 304 | |||||||||
| 3 Dec | 25986.00 | 130.45 | -41.5 | 9.18 | 455 | 41 | 235 | |||||||||
| 2 Dec | 26032.20 | 182.95 | -57.4 | 9.89 | 263 | 119 | 194 | |||||||||
| 1 Dec | 26175.75 | 240 | -26.8 | 9.49 | 100 | 34 | 75 | |||||||||
| 28 Nov | 26202.95 | 270 | -22.95 | 9.23 | 25 | 6 | 41 | |||||||||
| 27 Nov | 26215.55 | 292.95 | -3.25 | 9.45 | 46 | 13 | 35 | |||||||||
| 26 Nov | 26205.30 | 296.2 | 132.15 | 9.56 | 38 | 9 | 22 | |||||||||
| 25 Nov | 25884.80 | 160.25 | -93 | 9.78 | 11 | 8 | 13 | |||||||||
| 24 Nov | 25959.50 | 253.25 | -62.5 | 11.67 | 6 | 3 | 5 | |||||||||
| 21 Nov | 26068.15 | 315.75 | -22 | 11.16 | 3 | 2 | 2 | |||||||||
| 20 Nov | 26192.15 | 337.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 337.75 | 0 | 0.18 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26350 expiring on 23DEC2025
Delta for 26350 CE is 0.07
Historical price for 26350 CE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 9.55, which was -3.3 lower than the previous day. The implied volatity was 9.69, the open interest changed by 35428 which increased total open position to 56589
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 12.65, which was -25.95 lower than the previous day. The implied volatity was 9.02, the open interest changed by 21161 which increased total open position to 21161
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 37.85, which was -16.45 lower than the previous day. The implied volatity was 8.60, the open interest changed by 3303 which increased total open position to 8742
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 55.1, which was 16.5 higher than the previous day. The implied volatity was 7.69, the open interest changed by 2088 which increased total open position to 5439
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 38.75, which was 4.05 higher than the previous day. The implied volatity was 8.48, the open interest changed by 739 which increased total open position to 3351
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 34.7, which was -13.75 lower than the previous day. The implied volatity was 9.56, the open interest changed by 1355 which increased total open position to 2612
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 48, which was -36 lower than the previous day. The implied volatity was 9.07, the open interest changed by 576 which increased total open position to 1257
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 80.8, which was -93.2 lower than the previous day. The implied volatity was 9.37, the open interest changed by 168 which increased total open position to 681
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 174.1, which was 39.8 higher than the previous day. The implied volatity was 8.41, the open interest changed by 209 which increased total open position to 513
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 132.1, which was 3.45 higher than the previous day. The implied volatity was 9.09, the open interest changed by 69 which increased total open position to 304
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 130.45, which was -41.5 lower than the previous day. The implied volatity was 9.18, the open interest changed by 41 which increased total open position to 235
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 182.95, which was -57.4 lower than the previous day. The implied volatity was 9.89, the open interest changed by 119 which increased total open position to 194
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 240, which was -26.8 lower than the previous day. The implied volatity was 9.49, the open interest changed by 34 which increased total open position to 75
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 270, which was -22.95 lower than the previous day. The implied volatity was 9.23, the open interest changed by 6 which increased total open position to 41
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 292.95, which was -3.25 lower than the previous day. The implied volatity was 9.45, the open interest changed by 13 which increased total open position to 35
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 296.2, which was 132.15 higher than the previous day. The implied volatity was 9.56, the open interest changed by 9 which increased total open position to 22
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 160.25, which was -93 lower than the previous day. The implied volatity was 9.78, the open interest changed by 8 which increased total open position to 13
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 253.25, which was -62.5 lower than the previous day. The implied volatity was 11.67, the open interest changed by 3 which increased total open position to 5
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 315.75, which was -22 lower than the previous day. The implied volatity was 11.16, the open interest changed by 2 which increased total open position to 2
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 337.75, 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 337.75, which was 0 lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0
| NIFTY 23DEC2025 26350 PE | |||||||
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Delta: -0.96
Vega: 2.57
Theta: 5.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 25818.55 | 488.6 | 31.8 | 8.00 | 1,619 | -168 | 482 |
| 16 Dec | 25860.10 | 466 | 148.45 | 9.98 | 802 | 650 | 650 |
| 15 Dec | 26027.30 | 317.3 | 18.15 | 8.85 | 973 | -27 | 846 |
| 12 Dec | 26046.95 | 294.35 | -118.9 | 8.52 | 869 | 438 | 873 |
| 11 Dec | 25898.55 | 416 | -133.35 | 9.13 | 695 | 338 | 435 |
| 10 Dec | 25758.00 | 552 | 85.6 | 10.02 | 86 | 4 | 97 |
| 9 Dec | 25839.65 | 467.05 | 79.65 | 9.88 | 233 | -17 | 93 |
| 8 Dec | 25960.55 | 411.2 | 181.95 | 10.59 | 387 | -159 | 110 |
| 5 Dec | 26186.45 | 229 | -101.25 | 8.99 | 597 | 207 | 269 |
| 4 Dec | 26033.75 | 328.5 | -41.9 | 9.11 | 93 | 13 | 62 |
| 3 Dec | 25986.00 | 370.3 | 35.8 | 10.02 | 55 | -5 | 49 |
| 2 Dec | 26032.20 | 334 | 44 | 10.29 | 25 | -3 | 54 |
| 1 Dec | 26175.75 | 290 | 32.35 | 11.17 | 39 | 5 | 57 |
| 28 Nov | 26202.95 | 254 | -1.5 | 9.91 | 39 | 21 | 52 |
| 27 Nov | 26215.55 | 255.5 | -34.95 | 10.15 | 51 | 27 | 31 |
| 26 Nov | 26205.30 | 291.3 | -332.7 | 11.06 | 7 | 4 | 4 |
| 25 Nov | 25884.80 | 624 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 624 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 624 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 624 | 0 | 0.28 | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 624 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26350 expiring on 23DEC2025
Delta for 26350 PE is -0.96
Historical price for 26350 PE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 488.6, which was 31.8 higher than the previous day. The implied volatity was 8.00, the open interest changed by -168 which decreased total open position to 482
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 466, which was 148.45 higher than the previous day. The implied volatity was 9.98, the open interest changed by 650 which increased total open position to 650
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 317.3, which was 18.15 higher than the previous day. The implied volatity was 8.85, the open interest changed by -27 which decreased total open position to 846
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 294.35, which was -118.9 lower than the previous day. The implied volatity was 8.52, the open interest changed by 438 which increased total open position to 873
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 416, which was -133.35 lower than the previous day. The implied volatity was 9.13, the open interest changed by 338 which increased total open position to 435
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 552, which was 85.6 higher than the previous day. The implied volatity was 10.02, the open interest changed by 4 which increased total open position to 97
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 467.05, which was 79.65 higher than the previous day. The implied volatity was 9.88, the open interest changed by -17 which decreased total open position to 93
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 411.2, which was 181.95 higher than the previous day. The implied volatity was 10.59, the open interest changed by -159 which decreased total open position to 110
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 229, which was -101.25 lower than the previous day. The implied volatity was 8.99, the open interest changed by 207 which increased total open position to 269
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 328.5, which was -41.9 lower than the previous day. The implied volatity was 9.11, the open interest changed by 13 which increased total open position to 62
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 370.3, which was 35.8 higher than the previous day. The implied volatity was 10.02, the open interest changed by -5 which decreased total open position to 49
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 334, which was 44 higher than the previous day. The implied volatity was 10.29, the open interest changed by -3 which decreased total open position to 54
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 290, which was 32.35 higher than the previous day. The implied volatity was 11.17, the open interest changed by 5 which increased total open position to 57
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 254, which was -1.5 lower than the previous day. The implied volatity was 9.91, the open interest changed by 21 which increased total open position to 52
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 255.5, which was -34.95 lower than the previous day. The implied volatity was 10.15, the open interest changed by 27 which increased total open position to 31
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 291.3, which was -332.7 lower than the previous day. The implied volatity was 11.06, the open interest changed by 4 which increased total open position to 4
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 624, 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 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 624, 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 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 624, 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 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 624, which was 0 lower than the previous day. The implied volatity was 0.28, 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 624, 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































































































































































































































