[--[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 26450 CE
Delta: 0.05
Vega: 3.15
Theta: -3.02
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
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
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 0.05

Historical price for 26450 CE is as follows

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
Delta: -0.97
Vega: 2.31
Theta: 5.22
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
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 -0.97

Historical price for 26450 PE is as follows

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