NIFTY
Nifty
Historical option data for NIFTY
18 Dec 2025 04:00 PM IST
| NIFTY 23-DEC-2025 26450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 2.00
Theta: -2.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 25815.55 | 3.45 | -2.15 | 10.25 | 2,47,577 | -3,890 | 21,152 | |||||||||
| 17 Dec | 25818.55 | 6.3 | -1.05 | 10.27 | 2,19,991 | 10,734 | 25,042 | |||||||||
| 16 Dec | 25860.10 | 7.2 | -14.85 | 9.27 | 76,423 | 14,308 | 14,308 | |||||||||
| 15 Dec | 26027.30 | 22.2 | -10.35 | 8.67 | 46,281 | 3,473 | 7,071 | |||||||||
| 12 Dec | 26046.95 | 33.85 | 9.25 | 7.71 | 26,429 | 1,635 | 3,598 | |||||||||
| 11 Dec | 25898.55 | 25 | 1 | 8.57 | 9,892 | 457 | 1,963 | |||||||||
| 10 Dec | 25758.00 | 25 | -8 | 9.82 | 9,844 | 456 | 1,506 | |||||||||
| 9 Dec | 25839.65 | 33.25 | -25.6 | 9.17 | 4,168 | 284 | 1,050 | |||||||||
| 8 Dec | 25960.55 | 56.2 | -74 | 9.28 | 1,737 | 446 | 766 | |||||||||
| 5 Dec | 26186.45 | 129.75 | 29.15 | 8.22 | 837 | 108 | 320 | |||||||||
| 4 Dec | 26033.75 | 99.7 | 3.1 | 9.07 | 612 | 66 | 212 | |||||||||
| 3 Dec | 25986.00 | 98.25 | -34.9 | 9.12 | 542 | -107 | 146 | |||||||||
| 2 Dec | 26032.20 | 138 | -51.7 | 9.55 | 438 | 184 | 253 | |||||||||
| 1 Dec | 26175.75 | 194.25 | -26.75 | 9.49 | 120 | 19 | 69 | |||||||||
| 28 Nov | 26202.95 | 225.05 | -7.65 | 9.35 | 59 | -4 | 50 | |||||||||
| 27 Nov | 26215.55 | 239.9 | -1.15 | 9.33 | 71 | 0 | 54 | |||||||||
| 26 Nov | 26205.30 | 245.05 | 115.7 | 9.50 | 100 | 13 | 54 | |||||||||
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| 25 Nov | 25884.80 | 131.95 | -58.05 | 9.89 | 72 | 4 | 41 | |||||||||
| 24 Nov | 25959.50 | 180.9 | -94.5 | 10.41 | 45 | 22 | 37 | |||||||||
| 21 Nov | 26068.15 | 275.4 | -24.55 | 11.28 | 21 | 14 | 15 | |||||||||
| 20 Nov | 26192.15 | 299.95 | -0.15 | 9.83 | 8 | 1 | 1 | |||||||||
| 19 Nov | 26052.65 | 300.1 | 0 | 0.52 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26450 expiring on 23DEC2025
Delta for 26450 CE is 0.03
Historical price for 26450 CE is as follows
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 3.45, which was -2.15 lower than the previous day. The implied volatity was 10.25, the open interest changed by -3890 which decreased total open position to 21152
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 6.3, which was -1.05 lower than the previous day. The implied volatity was 10.27, the open interest changed by 10734 which increased total open position to 25042
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 7.2, which was -14.85 lower than the previous day. The implied volatity was 9.27, the open interest changed by 14308 which increased total open position to 14308
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 22.2, which was -10.35 lower than the previous day. The implied volatity was 8.67, the open interest changed by 3473 which increased total open position to 7071
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 33.85, which was 9.25 higher than the previous day. The implied volatity was 7.71, the open interest changed by 1635 which increased total open position to 3598
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 25, which was 1 higher than the previous day. The implied volatity was 8.57, the open interest changed by 457 which increased total open position to 1963
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 25, which was -8 lower than the previous day. The implied volatity was 9.82, the open interest changed by 456 which increased total open position to 1506
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 33.25, which was -25.6 lower than the previous day. The implied volatity was 9.17, the open interest changed by 284 which increased total open position to 1050
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 56.2, which was -74 lower than the previous day. The implied volatity was 9.28, the open interest changed by 446 which increased total open position to 766
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 129.75, which was 29.15 higher than the previous day. The implied volatity was 8.22, the open interest changed by 108 which increased total open position to 320
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 99.7, which was 3.1 higher than the previous day. The implied volatity was 9.07, the open interest changed by 66 which increased total open position to 212
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 98.25, which was -34.9 lower than the previous day. The implied volatity was 9.12, the open interest changed by -107 which decreased total open position to 146
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 138, which was -51.7 lower than the previous day. The implied volatity was 9.55, the open interest changed by 184 which increased total open position to 253
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 194.25, which was -26.75 lower than the previous day. The implied volatity was 9.49, the open interest changed by 19 which increased total open position to 69
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 225.05, which was -7.65 lower than the previous day. The implied volatity was 9.35, the open interest changed by -4 which decreased total open position to 50
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 239.9, which was -1.15 lower than the previous day. The implied volatity was 9.33, the open interest changed by 0 which decreased total open position to 54
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 245.05, which was 115.7 higher than the previous day. The implied volatity was 9.50, the open interest changed by 13 which increased total open position to 54
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 131.95, which was -58.05 lower than the previous day. The implied volatity was 9.89, the open interest changed by 4 which increased total open position to 41
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 180.9, which was -94.5 lower than the previous day. The implied volatity was 10.41, the open interest changed by 22 which increased total open position to 37
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 275.4, which was -24.55 lower than the previous day. The implied volatity was 11.28, the open interest changed by 14 which increased total open position to 15
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 299.95, which was -0.15 lower than the previous day. The implied volatity was 9.83, the open interest changed by 1 which increased total open position to 1
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 300.1, which was 0 lower than the previous day. The implied volatity was 0.52, the open interest changed by 0 which decreased total open position to 0
| NIFTY 23DEC2025 26450 PE | |||||||
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Delta: -0.90
Vega: 5.34
Theta: -1.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 25815.55 | 617.75 | 19.95 | 15.17 | 770 | -20 | 217 |
| 17 Dec | 25818.55 | 588.2 | 35.65 | 9.32 | 835 | 119 | 237 |
| 16 Dec | 25860.10 | 559.05 | 158.3 | 10.32 | 217 | 118 | 118 |
| 15 Dec | 26027.30 | 399.5 | 23.8 | 8.60 | 184 | 42 | 87 |
| 12 Dec | 26046.95 | 373.8 | -128.4 | 8.78 | 132 | -6 | 45 |
| 11 Dec | 25898.55 | 502.2 | -147.2 | 9.40 | 18 | 10 | 51 |
| 10 Dec | 25758.00 | 649.4 | 69.95 | 11.07 | 30 | 10 | 41 |
| 9 Dec | 25839.65 | 579.45 | 101.7 | 12.11 | 20 | -5 | 31 |
| 8 Dec | 25960.55 | 485 | 194.15 | 10.58 | 114 | -47 | 36 |
| 5 Dec | 26186.45 | 290.15 | -106.5 | 9.18 | 168 | 71 | 83 |
| 4 Dec | 26033.75 | 396.65 | -36.1 | 8.91 | 19 | 1 | 12 |
| 3 Dec | 25986.00 | 432.75 | 111.6 | 9.80 | 32 | 11 | 11 |
| 2 Dec | 26032.20 | 321.15 | 32.95 | - | 0 | 6 | 0 |
| 1 Dec | 26175.75 | 321.15 | 32.95 | 10.29 | 8 | 6 | 37 |
| 28 Nov | 26202.95 | 288.2 | -61.35 | 9.29 | 31 | 31 | 31 |
| 27 Nov | 26215.55 | 349.55 | -336.2 | - | 0 | 1 | 0 |
| 26 Nov | 26205.30 | 349.55 | -336.2 | 11.35 | 2 | 1 | 1 |
| 25 Nov | 25884.80 | 685.75 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 685.75 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 685.75 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 685.75 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 685.75 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26450 expiring on 23DEC2025
Delta for 26450 PE is -0.90
Historical price for 26450 PE is as follows
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 617.75, which was 19.95 higher than the previous day. The implied volatity was 15.17, the open interest changed by -20 which decreased total open position to 217
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 588.2, which was 35.65 higher than the previous day. The implied volatity was 9.32, the open interest changed by 119 which increased total open position to 237
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 559.05, which was 158.3 higher than the previous day. The implied volatity was 10.32, the open interest changed by 118 which increased total open position to 118
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 399.5, which was 23.8 higher than the previous day. The implied volatity was 8.60, the open interest changed by 42 which increased total open position to 87
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 373.8, which was -128.4 lower than the previous day. The implied volatity was 8.78, the open interest changed by -6 which decreased total open position to 45
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 502.2, which was -147.2 lower than the previous day. The implied volatity was 9.40, the open interest changed by 10 which increased total open position to 51
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 649.4, which was 69.95 higher than the previous day. The implied volatity was 11.07, the open interest changed by 10 which increased total open position to 41
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 579.45, which was 101.7 higher than the previous day. The implied volatity was 12.11, the open interest changed by -5 which decreased total open position to 31
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 485, which was 194.15 higher than the previous day. The implied volatity was 10.58, the open interest changed by -47 which decreased total open position to 36
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 290.15, which was -106.5 lower than the previous day. The implied volatity was 9.18, the open interest changed by 71 which increased total open position to 83
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 396.65, which was -36.1 lower than the previous day. The implied volatity was 8.91, the open interest changed by 1 which increased total open position to 12
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 432.75, which was 111.6 higher than the previous day. The implied volatity was 9.80, the open interest changed by 11 which increased total open position to 11
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 321.15, which was 32.95 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 321.15, which was 32.95 higher than the previous day. The implied volatity was 10.29, the open interest changed by 6 which increased total open position to 37
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 288.2, which was -61.35 lower than the previous day. The implied volatity was 9.29, the open interest changed by 31 which increased total open position to 31
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 349.55, which was -336.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 349.55, which was -336.2 lower than the previous day. The implied volatity was 11.35, the open interest changed by 1 which increased total open position to 1
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 685.75, 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 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 685.75, 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 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 685.75, 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 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 685.75, 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 685.75, 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































































































































































































































