NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 26550 CE | ||||||||||||||||
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Delta: 0.03
Vega: 2.39
Theta: -2.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 25818.55 | 4.55 | -0.25 | 10.99 | 1,73,426 | 7,902 | 19,943 | |||||||||
| 16 Dec | 25860.10 | 4.75 | -7.65 | 9.79 | 66,192 | 12,041 | 12,041 | |||||||||
| 15 Dec | 26027.30 | 12.35 | -6.9 | 8.73 | 27,543 | 2,996 | 6,412 | |||||||||
| 12 Dec | 26046.95 | 19.75 | 4.45 | 7.73 | 16,827 | 1,730 | 3,416 | |||||||||
| 11 Dec | 25898.55 | 14.65 | -2.6 | 8.52 | 9,597 | 679 | 1,686 | |||||||||
| 10 Dec | 25758.00 | 17.95 | -4.35 | 10.07 | 6,576 | -105 | 1,007 | |||||||||
| 9 Dec | 25839.65 | 21.55 | -21.4 | 9.16 | 3,050 | 110 | 1,112 | |||||||||
| 8 Dec | 25960.55 | 39.1 | -55.5 | 9.30 | 2,691 | 696 | 1,002 | |||||||||
| 5 Dec | 26186.45 | 95 | 22.25 | 8.20 | 667 | 120 | 306 | |||||||||
| 4 Dec | 26033.75 | 70.95 | -0.55 | 8.91 | 218 | 54 | 186 | |||||||||
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| 3 Dec | 25986.00 | 72.55 | -29.25 | 9.08 | 437 | -50 | 132 | |||||||||
| 2 Dec | 26032.20 | 102.8 | -47.15 | 9.35 | 588 | 100 | 182 | |||||||||
| 1 Dec | 26175.75 | 139.85 | -31.45 | 8.86 | 73 | 42 | 82 | |||||||||
| 28 Nov | 26202.95 | 177.6 | -8.3 | 9.15 | 72 | 6 | 40 | |||||||||
| 27 Nov | 26215.55 | 184.75 | 39.75 | 8.90 | 49 | 30 | 34 | |||||||||
| 26 Nov | 26205.30 | 145 | -55 | 7.44 | 4 | 4 | 4 | |||||||||
| 25 Nov | 25884.80 | 200 | -10.15 | - | 0 | 1 | 0 | |||||||||
| 24 Nov | 25959.50 | 200 | -10.15 | - | 0 | 1 | 0 | |||||||||
| 21 Nov | 26068.15 | 200 | -10.15 | 10.04 | 5 | 1 | 3 | |||||||||
| 20 Nov | 26192.15 | 210.15 | 29.15 | 8.41 | 1 | 1 | 2 | |||||||||
| 19 Nov | 26052.65 | 181 | -84.6 | 9.09 | 2 | 1 | 1 | |||||||||
For Nifty - strike price 26550 expiring on 23DEC2025
Delta for 26550 CE is 0.03
Historical price for 26550 CE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 4.55, which was -0.25 lower than the previous day. The implied volatity was 10.99, the open interest changed by 7902 which increased total open position to 19943
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 4.75, which was -7.65 lower than the previous day. The implied volatity was 9.79, the open interest changed by 12041 which increased total open position to 12041
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 12.35, which was -6.9 lower than the previous day. The implied volatity was 8.73, the open interest changed by 2996 which increased total open position to 6412
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 19.75, which was 4.45 higher than the previous day. The implied volatity was 7.73, the open interest changed by 1730 which increased total open position to 3416
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 14.65, which was -2.6 lower than the previous day. The implied volatity was 8.52, the open interest changed by 679 which increased total open position to 1686
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 17.95, which was -4.35 lower than the previous day. The implied volatity was 10.07, the open interest changed by -105 which decreased total open position to 1007
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 21.55, which was -21.4 lower than the previous day. The implied volatity was 9.16, the open interest changed by 110 which increased total open position to 1112
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 39.1, which was -55.5 lower than the previous day. The implied volatity was 9.30, the open interest changed by 696 which increased total open position to 1002
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 95, which was 22.25 higher than the previous day. The implied volatity was 8.20, the open interest changed by 120 which increased total open position to 306
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 70.95, which was -0.55 lower than the previous day. The implied volatity was 8.91, the open interest changed by 54 which increased total open position to 186
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 72.55, which was -29.25 lower than the previous day. The implied volatity was 9.08, the open interest changed by -50 which decreased total open position to 132
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 102.8, which was -47.15 lower than the previous day. The implied volatity was 9.35, the open interest changed by 100 which increased total open position to 182
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 139.85, which was -31.45 lower than the previous day. The implied volatity was 8.86, the open interest changed by 42 which increased total open position to 82
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 177.6, which was -8.3 lower than the previous day. The implied volatity was 9.15, the open interest changed by 6 which increased total open position to 40
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 184.75, which was 39.75 higher than the previous day. The implied volatity was 8.90, the open interest changed by 30 which increased total open position to 34
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 145, which was -55 lower than the previous day. The implied volatity was 7.44, the open interest changed by 4 which increased total open position to 4
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 200, which was -10.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 200, which was -10.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 200, which was -10.15 lower than the previous day. The implied volatity was 10.04, the open interest changed by 1 which increased total open position to 3
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 210.15, which was 29.15 higher than the previous day. The implied volatity was 8.41, the open interest changed by 1 which increased total open position to 2
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 181, which was -84.6 lower than the previous day. The implied volatity was 9.09, the open interest changed by 1 which increased total open position to 1
| NIFTY 23DEC2025 26550 PE | |||||||
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Delta: -0.99
Vega: 1.10
Theta: 6.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 25818.55 | 685.7 | 37.15 | 9.13 | 299 | 171 | 195 |
| 16 Dec | 25860.10 | 652.75 | 169.95 | 9.87 | 25 | 24 | 24 |
| 15 Dec | 26027.30 | 484.15 | 27 | 7.88 | 23 | 14 | 23 |
| 12 Dec | 26046.95 | 458.1 | -132.4 | 8.93 | 33 | -1 | 9 |
| 11 Dec | 25898.55 | 584.9 | -100.9 | 8.79 | 25 | 3 | 10 |
| 10 Dec | 25758.00 | 685.8 | 28.1 | - | 5 | -3 | 7 |
| 9 Dec | 25839.65 | 657.7 | 90.65 | 11.89 | 3 | -2 | 10 |
| 8 Dec | 25960.55 | 567.05 | 216.65 | 10.88 | 30 | -19 | 12 |
| 5 Dec | 26186.45 | 352.65 | -140.95 | 9.12 | 45 | 22 | 31 |
| 4 Dec | 26033.75 | 493.6 | -30.45 | 10.37 | 13 | 8 | 9 |
| 3 Dec | 25986.00 | 524 | -226.7 | 10.73 | 3 | 1 | 1 |
| 2 Dec | 26032.20 | 750.7 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 26175.75 | 750.7 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 26202.95 | 750.7 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 26215.55 | 750.7 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 26205.30 | 750.7 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 25884.80 | 750.7 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 750.7 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 750.7 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 750.7 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26550 expiring on 23DEC2025
Delta for 26550 PE is -0.99
Historical price for 26550 PE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 685.7, which was 37.15 higher than the previous day. The implied volatity was 9.13, the open interest changed by 171 which increased total open position to 195
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 652.75, which was 169.95 higher than the previous day. The implied volatity was 9.87, the open interest changed by 24 which increased total open position to 24
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 484.15, which was 27 higher than the previous day. The implied volatity was 7.88, the open interest changed by 14 which increased total open position to 23
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 458.1, which was -132.4 lower than the previous day. The implied volatity was 8.93, the open interest changed by -1 which decreased total open position to 9
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 584.9, which was -100.9 lower than the previous day. The implied volatity was 8.79, the open interest changed by 3 which increased total open position to 10
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 685.8, which was 28.1 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 7
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 657.7, which was 90.65 higher than the previous day. The implied volatity was 11.89, the open interest changed by -2 which decreased total open position to 10
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 567.05, which was 216.65 higher than the previous day. The implied volatity was 10.88, the open interest changed by -19 which decreased total open position to 12
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 352.65, which was -140.95 lower than the previous day. The implied volatity was 9.12, the open interest changed by 22 which increased total open position to 31
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 493.6, which was -30.45 lower than the previous day. The implied volatity was 10.37, the open interest changed by 8 which increased total open position to 9
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 524, which was -226.7 lower than the previous day. The implied volatity was 10.73, the open interest changed by 1 which increased total open position to 1
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 750.7, 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 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 750.7, 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 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 750.7, 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 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 750.7, 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 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 750.7, 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 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 750.7, 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 750.7, 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 750.7, 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 750.7, 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 0, 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































































































































































































































