NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 09:14 AM IST
| NIFTY 23-DEC-2025 26400 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 25902.40 | 9.5 | -19.85 | - | 2,05,043 | -41 | 49,004 | |||||||||
| 16 Dec | 25860.10 | 9.5 | -19.85 | 9.13 | 2,05,043 | 49,045 | 49,045 | |||||||||
| 15 Dec | 26027.30 | 28.85 | -13.35 | 8.60 | 1,13,353 | 13,190 | 22,799 | |||||||||
| 12 Dec | 26046.95 | 43.5 | 12.7 | 7.71 | 55,688 | 1,883 | 9,609 | |||||||||
| 11 Dec | 25898.55 | 30.65 | 1.6 | 8.47 | 33,869 | 586 | 7,726 | |||||||||
| 10 Dec | 25758.00 | 29.3 | -10.85 | 9.67 | 31,716 | 2,496 | 7,140 | |||||||||
| 9 Dec | 25839.65 | 40.4 | -29.7 | 9.15 | 17,870 | 683 | 4,644 | |||||||||
| 8 Dec | 25960.55 | 65.9 | -85.75 | 9.21 | 10,671 | 2,494 | 3,961 | |||||||||
| 5 Dec | 26186.45 | 151.25 | 35.5 | 8.29 | 3,708 | 449 | 1,467 | |||||||||
| 4 Dec | 26033.75 | 116.55 | 5.3 | 9.15 | 2,067 | -22 | 1,018 | |||||||||
| 3 Dec | 25986.00 | 113 | -38.1 | 9.13 | 2,093 | 571 | 1,040 | |||||||||
| 2 Dec | 26032.20 | 157.55 | -57.4 | 9.63 | 408 | 1 | 469 | |||||||||
| 1 Dec | 26175.75 | 209.15 | -31.85 | 9.21 | 685 | 202 | 468 | |||||||||
| 28 Nov | 26202.95 | 244.3 | -11.95 | 9.20 | 149 | 25 | 266 | |||||||||
| 27 Nov | 26215.55 | 255.4 | -8.25 | 9.02 | 498 | 67 | 241 | |||||||||
| 26 Nov | 26205.30 | 273.25 | 128.3 | 9.64 | 267 | 85 | 174 | |||||||||
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| 25 Nov | 25884.80 | 137.95 | -57.2 | 9.54 | 178 | 13 | 89 | |||||||||
| 24 Nov | 25959.50 | 196 | -70.15 | 10.32 | 90 | 26 | 76 | |||||||||
| 21 Nov | 26068.15 | 259.9 | -65.4 | 10.07 | 84 | 19 | 50 | |||||||||
| 20 Nov | 26192.15 | 325.3 | 65.95 | 9.85 | 39 | 3 | 31 | |||||||||
| 19 Nov | 26052.65 | 258.85 | -59.65 | 9.69 | 36 | 28 | 28 | |||||||||
For Nifty - strike price 26400 expiring on 23DEC2025
Delta for 26400 CE is -
Historical price for 26400 CE is as follows
On 17 Dec NIFTY was trading at 25902.40. The strike last trading price was 9.5, which was -19.85 lower than the previous day. The implied volatity was -, the open interest changed by -41 which decreased total open position to 49004
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 9.5, which was -19.85 lower than the previous day. The implied volatity was 9.13, the open interest changed by 49045 which increased total open position to 49045
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 28.85, which was -13.35 lower than the previous day. The implied volatity was 8.60, the open interest changed by 13190 which increased total open position to 22799
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 43.5, which was 12.7 higher than the previous day. The implied volatity was 7.71, the open interest changed by 1883 which increased total open position to 9609
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 30.65, which was 1.6 higher than the previous day. The implied volatity was 8.47, the open interest changed by 586 which increased total open position to 7726
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 29.3, which was -10.85 lower than the previous day. The implied volatity was 9.67, the open interest changed by 2496 which increased total open position to 7140
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 40.4, which was -29.7 lower than the previous day. The implied volatity was 9.15, the open interest changed by 683 which increased total open position to 4644
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 65.9, which was -85.75 lower than the previous day. The implied volatity was 9.21, the open interest changed by 2494 which increased total open position to 3961
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 151.25, which was 35.5 higher than the previous day. The implied volatity was 8.29, the open interest changed by 449 which increased total open position to 1467
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 116.55, which was 5.3 higher than the previous day. The implied volatity was 9.15, the open interest changed by -22 which decreased total open position to 1018
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 113, which was -38.1 lower than the previous day. The implied volatity was 9.13, the open interest changed by 571 which increased total open position to 1040
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 157.55, which was -57.4 lower than the previous day. The implied volatity was 9.63, the open interest changed by 1 which increased total open position to 469
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 209.15, which was -31.85 lower than the previous day. The implied volatity was 9.21, the open interest changed by 202 which increased total open position to 468
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 244.3, which was -11.95 lower than the previous day. The implied volatity was 9.20, the open interest changed by 25 which increased total open position to 266
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 255.4, which was -8.25 lower than the previous day. The implied volatity was 9.02, the open interest changed by 67 which increased total open position to 241
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 273.25, which was 128.3 higher than the previous day. The implied volatity was 9.64, the open interest changed by 85 which increased total open position to 174
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 137.95, which was -57.2 lower than the previous day. The implied volatity was 9.54, the open interest changed by 13 which increased total open position to 89
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 196, which was -70.15 lower than the previous day. The implied volatity was 10.32, the open interest changed by 26 which increased total open position to 76
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 259.9, which was -65.4 lower than the previous day. The implied volatity was 10.07, the open interest changed by 19 which increased total open position to 50
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 325.3, which was 65.95 higher than the previous day. The implied volatity was 9.85, the open interest changed by 3 which increased total open position to 31
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 258.85, which was -59.65 lower than the previous day. The implied volatity was 9.69, the open interest changed by 28 which increased total open position to 28
| NIFTY 23DEC2025 26400 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 25902.40 | 512.7 | 156.4 | - | 5,769 | -9 | 1,907 |
| 16 Dec | 25860.10 | 512.7 | 156.4 | 10.25 | 5,769 | 1,916 | 1,916 |
| 15 Dec | 26027.30 | 358 | 22.6 | 8.87 | 4,928 | 625 | 2,324 |
| 12 Dec | 26046.95 | 333.95 | -121.5 | 8.71 | 2,991 | 880 | 1,699 |
| 11 Dec | 25898.55 | 457.35 | -141.3 | 9.16 | 1,150 | 190 | 819 |
| 10 Dec | 25758.00 | 605.5 | 90.15 | 10.99 | 441 | 29 | 629 |
| 9 Dec | 25839.65 | 515 | 91.45 | 10.40 | 186 | 8 | 600 |
| 8 Dec | 25960.55 | 441.35 | 184.7 | 10.31 | 950 | -10 | 592 |
| 5 Dec | 26186.45 | 260 | -99.45 | 9.14 | 1,286 | 285 | 602 |
| 4 Dec | 26033.75 | 359.3 | -51.3 | 9.01 | 216 | 85 | 317 |
| 3 Dec | 25986.00 | 403.85 | 40.15 | 10.05 | 175 | -14 | 232 |
| 2 Dec | 26032.20 | 357.75 | 56.8 | 10.02 | 180 | -72 | 246 |
| 1 Dec | 26175.75 | 296.55 | 14.05 | 10.41 | 321 | 45 | 318 |
| 28 Nov | 26202.95 | 282.5 | -17.4 | 10.05 | 111 | 57 | 273 |
| 27 Nov | 26215.55 | 291.3 | -27.65 | 10.57 | 404 | 142 | 216 |
| 26 Nov | 26205.30 | 320.3 | -160.75 | 11.23 | 134 | 21 | 74 |
| 25 Nov | 25884.80 | 481.05 | 38.05 | - | 29 | -2 | 53 |
| 24 Nov | 25959.50 | 443 | 22.45 | 10.42 | 27 | 10 | 55 |
| 21 Nov | 26068.15 | 420.35 | -234.15 | 11.81 | 79 | 45 | 45 |
| 20 Nov | 26192.15 | 654.5 | 0 | 0.11 | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 654.5 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26400 expiring on 23DEC2025
Delta for 26400 PE is -
Historical price for 26400 PE is as follows
On 17 Dec NIFTY was trading at 25902.40. The strike last trading price was 512.7, which was 156.4 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 1907
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 512.7, which was 156.4 higher than the previous day. The implied volatity was 10.25, the open interest changed by 1916 which increased total open position to 1916
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 358, which was 22.6 higher than the previous day. The implied volatity was 8.87, the open interest changed by 625 which increased total open position to 2324
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 333.95, which was -121.5 lower than the previous day. The implied volatity was 8.71, the open interest changed by 880 which increased total open position to 1699
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 457.35, which was -141.3 lower than the previous day. The implied volatity was 9.16, the open interest changed by 190 which increased total open position to 819
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 605.5, which was 90.15 higher than the previous day. The implied volatity was 10.99, the open interest changed by 29 which increased total open position to 629
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 515, which was 91.45 higher than the previous day. The implied volatity was 10.40, the open interest changed by 8 which increased total open position to 600
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 441.35, which was 184.7 higher than the previous day. The implied volatity was 10.31, the open interest changed by -10 which decreased total open position to 592
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 260, which was -99.45 lower than the previous day. The implied volatity was 9.14, the open interest changed by 285 which increased total open position to 602
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 359.3, which was -51.3 lower than the previous day. The implied volatity was 9.01, the open interest changed by 85 which increased total open position to 317
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 403.85, which was 40.15 higher than the previous day. The implied volatity was 10.05, the open interest changed by -14 which decreased total open position to 232
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 357.75, which was 56.8 higher than the previous day. The implied volatity was 10.02, the open interest changed by -72 which decreased total open position to 246
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 296.55, which was 14.05 higher than the previous day. The implied volatity was 10.41, the open interest changed by 45 which increased total open position to 318
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 282.5, which was -17.4 lower than the previous day. The implied volatity was 10.05, the open interest changed by 57 which increased total open position to 273
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 291.3, which was -27.65 lower than the previous day. The implied volatity was 10.57, the open interest changed by 142 which increased total open position to 216
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 320.3, which was -160.75 lower than the previous day. The implied volatity was 11.23, the open interest changed by 21 which increased total open position to 74
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 481.05, which was 38.05 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 53
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 443, which was 22.45 higher than the previous day. The implied volatity was 10.42, the open interest changed by 10 which increased total open position to 55
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 420.35, which was -234.15 lower than the previous day. The implied volatity was 11.81, the open interest changed by 45 which increased total open position to 45
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 654.5, which was 0 lower than the previous day. The implied volatity was 0.11, 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 654.5, 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































































































































































































































