[--[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 26550 CE
Delta: 0.03
Vega: 2.39
Theta: -2.41
Gamma: 0.00
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
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
Delta: -0.99
Vega: 1.10
Theta: 6.33
Gamma: 0.00
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