[--[65.84.65.76]--]

NIFTY

Nifty
25815.55 -3.00 (-0.01%)
L: 25726.3 H: 25902.35

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Historical option data for NIFTY

18 Dec 2025 04:10 PM IST
NIFTY 23-DEC-2025 26600 CE
Delta: 0.02
Vega: 1.37
Theta: -1.72
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 25815.55 2.35 -1.35 11.63 7,94,266 27,754 1,00,631
17 Dec 25818.55 4.1 -0.1 11.43 4,23,025 41,611 72,877
16 Dec 25860.10 4.2 -5.4 10.18 1,35,974 31,266 31,266
15 Dec 26027.30 9.25 -5.65 8.81 64,857 9,142 19,844
12 Dec 26046.95 16 3.9 7.90 47,794 2,056 10,702
11 Dec 25898.55 11.55 -2.95 8.59 26,727 2,743 8,646
10 Dec 25758.00 14.75 -3.05 10.13 27,495 483 5,903
9 Dec 25839.65 18 -16.8 9.26 16,312 1,923 5,420
8 Dec 25960.55 32.5 -46.35 9.33 13,322 1,445 3,497
5 Dec 26186.45 80.4 19.4 8.19 8,338 43 2,052
4 Dec 26033.75 60.75 0.85 8.93 2,688 690 2,009
3 Dec 25986.00 60.25 -27.7 8.97 2,596 807 1,319
2 Dec 26032.20 91.8 -40.55 9.46 625 166 512
1 Dec 26175.75 132 -21.7 9.37 261 58 346
28 Nov 26202.95 154.4 -12.1 8.98 273 92 288
27 Nov 26215.55 166.9 -8.45 8.96 227 27 196
26 Nov 26205.30 180 88.95 9.41 491 -29 169
25 Nov 25884.80 89 -53.8 9.66 370 -41 198
24 Nov 25959.50 125.15 -53.65 10.03 168 72 239
21 Nov 26068.15 174.3 -55.55 9.78 230 80 167
20 Nov 26192.15 233.55 54.75 9.83 149 -55 87
19 Nov 26052.65 176.5 -72.95 9.52 199 142 142


For Nifty - strike price 26600 expiring on 23DEC2025

Delta for 26600 CE is 0.02

Historical price for 26600 CE is as follows

On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 2.35, which was -1.35 lower than the previous day. The implied volatity was 11.63, the open interest changed by 27754 which increased total open position to 100631


On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 4.1, which was -0.1 lower than the previous day. The implied volatity was 11.43, the open interest changed by 41611 which increased total open position to 72877


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 4.2, which was -5.4 lower than the previous day. The implied volatity was 10.18, the open interest changed by 31266 which increased total open position to 31266


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 9.25, which was -5.65 lower than the previous day. The implied volatity was 8.81, the open interest changed by 9142 which increased total open position to 19844


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 16, which was 3.9 higher than the previous day. The implied volatity was 7.90, the open interest changed by 2056 which increased total open position to 10702


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 11.55, which was -2.95 lower than the previous day. The implied volatity was 8.59, the open interest changed by 2743 which increased total open position to 8646


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 14.75, which was -3.05 lower than the previous day. The implied volatity was 10.13, the open interest changed by 483 which increased total open position to 5903


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 18, which was -16.8 lower than the previous day. The implied volatity was 9.26, the open interest changed by 1923 which increased total open position to 5420


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 32.5, which was -46.35 lower than the previous day. The implied volatity was 9.33, the open interest changed by 1445 which increased total open position to 3497


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 80.4, which was 19.4 higher than the previous day. The implied volatity was 8.19, the open interest changed by 43 which increased total open position to 2052


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 60.75, which was 0.85 higher than the previous day. The implied volatity was 8.93, the open interest changed by 690 which increased total open position to 2009


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 60.25, which was -27.7 lower than the previous day. The implied volatity was 8.97, the open interest changed by 807 which increased total open position to 1319


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 91.8, which was -40.55 lower than the previous day. The implied volatity was 9.46, the open interest changed by 166 which increased total open position to 512


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 132, which was -21.7 lower than the previous day. The implied volatity was 9.37, the open interest changed by 58 which increased total open position to 346


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 154.4, which was -12.1 lower than the previous day. The implied volatity was 8.98, the open interest changed by 92 which increased total open position to 288


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 166.9, which was -8.45 lower than the previous day. The implied volatity was 8.96, the open interest changed by 27 which increased total open position to 196


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 180, which was 88.95 higher than the previous day. The implied volatity was 9.41, the open interest changed by -29 which decreased total open position to 169


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 89, which was -53.8 lower than the previous day. The implied volatity was 9.66, the open interest changed by -41 which decreased total open position to 198


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 125.15, which was -53.65 lower than the previous day. The implied volatity was 10.03, the open interest changed by 72 which increased total open position to 239


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 174.3, which was -55.55 lower than the previous day. The implied volatity was 9.78, the open interest changed by 80 which increased total open position to 167


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 233.55, which was 54.75 higher than the previous day. The implied volatity was 9.83, the open interest changed by -55 which decreased total open position to 87


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 176.5, which was -72.95 lower than the previous day. The implied volatity was 9.52, the open interest changed by 142 which increased total open position to 142


NIFTY 23DEC2025 26600 PE
Delta: -0.91
Vega: 4.73
Theta: -1.67
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 25815.55 766.6 24.65 17.65 597 4 905
17 Dec 25818.55 734.55 41.1 8.10 409 39 901
16 Dec 25860.10 703 164.7 10.85 408 862 862
15 Dec 26027.30 536.75 30.6 8.77 228 30 826
12 Dec 26046.95 506.85 -133.3 8.98 1,270 467 796
11 Dec 25898.55 637.85 -139.45 9.77 200 3 329
10 Dec 25758.00 780 79.8 10.55 117 -3 326
9 Dec 25839.65 700.2 107.45 11.89 18 -2 329
8 Dec 25960.55 604.1 217.55 10.46 89 -1 331
5 Dec 26186.45 383.3 -157.35 8.93 533 296 332
4 Dec 26033.75 540.65 -42.25 10.88 9 -1 36
3 Dec 25986.00 582.9 82.9 11.83 25 -15 37
2 Dec 26032.20 500 65 10.35 38 -12 52
1 Dec 26175.75 435 41.95 11.23 46 5 64
28 Nov 26202.95 393.05 -26.25 9.94 52 3 59
27 Nov 26215.55 414.1 -3.35 11.03 54 -6 56
26 Nov 26205.30 420.25 -127.35 10.83 116 62 62
25 Nov 25884.80 547.6 -236.7 - 0 18 0
24 Nov 25959.50 547.6 -236.7 9.03 21 18 18
21 Nov 26068.15 784.3 0 - 0 0 0
20 Nov 26192.15 784.3 0 - 0 0 0
19 Nov 26052.65 0 0 - 0 0 0


For Nifty - strike price 26600 expiring on 23DEC2025

Delta for 26600 PE is -0.91

Historical price for 26600 PE is as follows

On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 766.6, which was 24.65 higher than the previous day. The implied volatity was 17.65, the open interest changed by 4 which increased total open position to 905


On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 734.55, which was 41.1 higher than the previous day. The implied volatity was 8.10, the open interest changed by 39 which increased total open position to 901


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 703, which was 164.7 higher than the previous day. The implied volatity was 10.85, the open interest changed by 862 which increased total open position to 862


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 536.75, which was 30.6 higher than the previous day. The implied volatity was 8.77, the open interest changed by 30 which increased total open position to 826


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 506.85, which was -133.3 lower than the previous day. The implied volatity was 8.98, the open interest changed by 467 which increased total open position to 796


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 637.85, which was -139.45 lower than the previous day. The implied volatity was 9.77, the open interest changed by 3 which increased total open position to 329


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 780, which was 79.8 higher than the previous day. The implied volatity was 10.55, the open interest changed by -3 which decreased total open position to 326


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 700.2, which was 107.45 higher than the previous day. The implied volatity was 11.89, the open interest changed by -2 which decreased total open position to 329


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 604.1, which was 217.55 higher than the previous day. The implied volatity was 10.46, the open interest changed by -1 which decreased total open position to 331


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 383.3, which was -157.35 lower than the previous day. The implied volatity was 8.93, the open interest changed by 296 which increased total open position to 332


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 540.65, which was -42.25 lower than the previous day. The implied volatity was 10.88, the open interest changed by -1 which decreased total open position to 36


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 582.9, which was 82.9 higher than the previous day. The implied volatity was 11.83, the open interest changed by -15 which decreased total open position to 37


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 500, which was 65 higher than the previous day. The implied volatity was 10.35, the open interest changed by -12 which decreased total open position to 52


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 435, which was 41.95 higher than the previous day. The implied volatity was 11.23, the open interest changed by 5 which increased total open position to 64


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 393.05, which was -26.25 lower than the previous day. The implied volatity was 9.94, the open interest changed by 3 which increased total open position to 59


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 414.1, which was -3.35 lower than the previous day. The implied volatity was 11.03, the open interest changed by -6 which decreased total open position to 56


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 420.25, which was -127.35 lower than the previous day. The implied volatity was 10.83, the open interest changed by 62 which increased total open position to 62


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 547.6, which was -236.7 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 0


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 547.6, which was -236.7 lower than the previous day. The implied volatity was 9.03, the open interest changed by 18 which increased total open position to 18


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 784.3, 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 784.3, 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