NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 26500 CE | ||||||||||||||||
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Delta: 0.04
Vega: 2.79
Theta: -2.76
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -1.00
Vega: 0.06
Theta: 7.21
Gamma: 0.00
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| 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































































































































































































































