[--[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 26500 CE
Delta: 0.04
Vega: 2.79
Theta: -2.76
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 5.5 -0.35 10.69 5,26,558 35,709 1,06,424
16 Dec 25860.10 5.75 -10.65 9.50 2,19,734 70,715 70,715
15 Dec 26027.30 16.35 -8.65 8.65 1,61,390 20,354 48,390
12 Dec 26046.95 26 6.25 7.72 1,07,808 14,880 28,036
11 Dec 25898.55 19.3 -0.9 8.55 47,288 2,705 13,156
10 Dec 25758.00 21 -6.25 9.92 40,396 3,072 10,451
9 Dec 25839.65 26.7 -24.2 9.14 25,484 -41 7,379
8 Dec 25960.55 45 -67.75 9.14 27,296 2,072 7,420
5 Dec 26186.45 111.5 26.65 8.22 23,922 1,896 5,348
4 Dec 26033.75 83.2 0.5 8.93 6,529 447 3,452
3 Dec 25986.00 84.65 -32.35 9.10 5,251 1,196 3,005
2 Dec 26032.20 119.75 -48.95 9.46 2,735 605 1,809
1 Dec 26175.75 163.95 -31.2 9.09 972 155 1,204
28 Nov 26202.95 199.95 -10.35 9.23 526 44 1,049
27 Nov 26215.55 209 -9.45 9.01 1,638 64 1,005
26 Nov 26205.30 220 106.15 9.40 1,260 61 941
25 Nov 25884.80 105.05 -66.5 9.33 1,141 212 880
24 Nov 25959.50 156.65 -58.9 10.12 639 165 668
21 Nov 26068.15 211.05 -62.7 9.81 823 205 503
20 Nov 26192.15 281 66.35 9.97 468 80 298
19 Nov 26052.65 217 -65.45 9.66 414 218 218


For Nifty - strike price 26500 expiring on 23DEC2025

Delta for 26500 CE is 0.04

Historical price for 26500 CE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 5.5, which was -0.35 lower than the previous day. The implied volatity was 10.69, the open interest changed by 35709 which increased total open position to 106424


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 5.75, which was -10.65 lower than the previous day. The implied volatity was 9.50, the open interest changed by 70715 which increased total open position to 70715


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 16.35, which was -8.65 lower than the previous day. The implied volatity was 8.65, the open interest changed by 20354 which increased total open position to 48390


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 26, which was 6.25 higher than the previous day. The implied volatity was 7.72, the open interest changed by 14880 which increased total open position to 28036


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 19.3, which was -0.9 lower than the previous day. The implied volatity was 8.55, the open interest changed by 2705 which increased total open position to 13156


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 21, which was -6.25 lower than the previous day. The implied volatity was 9.92, the open interest changed by 3072 which increased total open position to 10451


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 26.7, which was -24.2 lower than the previous day. The implied volatity was 9.14, the open interest changed by -41 which decreased total open position to 7379


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 45, which was -67.75 lower than the previous day. The implied volatity was 9.14, the open interest changed by 2072 which increased total open position to 7420


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 111.5, which was 26.65 higher than the previous day. The implied volatity was 8.22, the open interest changed by 1896 which increased total open position to 5348


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 83.2, which was 0.5 higher than the previous day. The implied volatity was 8.93, the open interest changed by 447 which increased total open position to 3452


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 84.65, which was -32.35 lower than the previous day. The implied volatity was 9.10, the open interest changed by 1196 which increased total open position to 3005


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 119.75, which was -48.95 lower than the previous day. The implied volatity was 9.46, the open interest changed by 605 which increased total open position to 1809


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 163.95, which was -31.2 lower than the previous day. The implied volatity was 9.09, the open interest changed by 155 which increased total open position to 1204


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 199.95, which was -10.35 lower than the previous day. The implied volatity was 9.23, the open interest changed by 44 which increased total open position to 1049


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 209, which was -9.45 lower than the previous day. The implied volatity was 9.01, the open interest changed by 64 which increased total open position to 1005


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 220, which was 106.15 higher than the previous day. The implied volatity was 9.40, the open interest changed by 61 which increased total open position to 941


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 105.05, which was -66.5 lower than the previous day. The implied volatity was 9.33, the open interest changed by 212 which increased total open position to 880


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 156.65, which was -58.9 lower than the previous day. The implied volatity was 10.12, the open interest changed by 165 which increased total open position to 668


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 211.05, which was -62.7 lower than the previous day. The implied volatity was 9.81, the open interest changed by 205 which increased total open position to 503


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 281, which was 66.35 higher than the previous day. The implied volatity was 9.97, the open interest changed by 80 which increased total open position to 298


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 217, which was -65.45 lower than the previous day. The implied volatity was 9.66, the open interest changed by 218 which increased total open position to 218


NIFTY 23DEC2025 26500 PE
Delta: -1.00
Vega: 0.06
Theta: 7.21
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 634.45 36.95 5.78 6,527 159 3,171
16 Dec 25860.10 607.95 164.75 10.65 4,892 3,012 3,012
15 Dec 26027.30 444.65 28.15 8.93 4,392 20 2,159
12 Dec 26046.95 415 -126 8.83 3,212 1,012 2,139
11 Dec 25898.55 534.45 -150.7 8.13 1,525 714 1,127
10 Dec 25758.00 685.2 85.25 10.13 388 6 413
9 Dec 25839.65 595.65 87.8 10.26 292 -26 407
8 Dec 25960.55 525.25 209 10.75 791 -29 433
5 Dec 26186.45 313 -114.65 8.80 777 187 462
4 Dec 26033.75 425.6 -52.5 8.77 281 68 275
3 Dec 25986.00 471.85 34.55 9.96 242 -42 207
2 Dec 26032.20 422.4 63.6 10.01 115 -21 249
1 Dec 26175.75 350.5 17.8 10.31 384 28 270
28 Nov 26202.95 328.35 -18.4 9.75 150 48 242
27 Nov 26215.55 339 -26.25 10.39 505 126 194
26 Nov 26205.30 360 -208.3 10.77 150 13 68
25 Nov 25884.80 573 39.7 10.63 69 -23 55
24 Nov 25959.50 568.5 93.45 12.66 249 -53 78
21 Nov 26068.15 473.75 -244.1 11.69 330 131 131
20 Nov 26192.15 717.85 0 - 0 0 0
19 Nov 26052.65 717.85 0 - 0 0 0


For Nifty - strike price 26500 expiring on 23DEC2025

Delta for 26500 PE is -1.00

Historical price for 26500 PE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 634.45, which was 36.95 higher than the previous day. The implied volatity was 5.78, the open interest changed by 159 which increased total open position to 3171


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 607.95, which was 164.75 higher than the previous day. The implied volatity was 10.65, the open interest changed by 3012 which increased total open position to 3012


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 444.65, which was 28.15 higher than the previous day. The implied volatity was 8.93, the open interest changed by 20 which increased total open position to 2159


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 415, which was -126 lower than the previous day. The implied volatity was 8.83, the open interest changed by 1012 which increased total open position to 2139


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 534.45, which was -150.7 lower than the previous day. The implied volatity was 8.13, the open interest changed by 714 which increased total open position to 1127


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 685.2, which was 85.25 higher than the previous day. The implied volatity was 10.13, the open interest changed by 6 which increased total open position to 413


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 595.65, which was 87.8 higher than the previous day. The implied volatity was 10.26, the open interest changed by -26 which decreased total open position to 407


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 525.25, which was 209 higher than the previous day. The implied volatity was 10.75, the open interest changed by -29 which decreased total open position to 433


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 313, which was -114.65 lower than the previous day. The implied volatity was 8.80, the open interest changed by 187 which increased total open position to 462


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 425.6, which was -52.5 lower than the previous day. The implied volatity was 8.77, the open interest changed by 68 which increased total open position to 275


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 471.85, which was 34.55 higher than the previous day. The implied volatity was 9.96, the open interest changed by -42 which decreased total open position to 207


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 422.4, which was 63.6 higher than the previous day. The implied volatity was 10.01, the open interest changed by -21 which decreased total open position to 249


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 350.5, which was 17.8 higher than the previous day. The implied volatity was 10.31, the open interest changed by 28 which increased total open position to 270


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 328.35, which was -18.4 lower than the previous day. The implied volatity was 9.75, the open interest changed by 48 which increased total open position to 242


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 339, which was -26.25 lower than the previous day. The implied volatity was 10.39, the open interest changed by 126 which increased total open position to 194


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 360, which was -208.3 lower than the previous day. The implied volatity was 10.77, the open interest changed by 13 which increased total open position to 68


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 573, which was 39.7 higher than the previous day. The implied volatity was 10.63, the open interest changed by -23 which decreased total open position to 55


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 568.5, which was 93.45 higher than the previous day. The implied volatity was 12.66, the open interest changed by -53 which decreased total open position to 78


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 473.75, which was -244.1 lower than the previous day. The implied volatity was 11.69, the open interest changed by 131 which increased total open position to 131


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 717.85, 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 717.85, 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