NIFTY
Nifty
Historical option data for NIFTY
18 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 26600 CE | ||||||||||||||||
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Delta: 0.02
Vega: 1.37
Theta: -1.72
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.91
Vega: 4.73
Theta: -1.67
Gamma: 0.00
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| 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































































































































































































































