[--[65.84.65.76]--]

NIFTY

Nifty
25860.1 -167.20 (-0.64%)
L: 25834.35 H: 25980.75

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Historical option data for NIFTY

16 Dec 2025 04:10 PM IST
NIFTY 23-DEC-2025 26650 CE
Delta: 0.03
Vega: 2.19
Theta: -1.85
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 25860.10 3.8 -3.6 10.59 53,089 10,287 10,287
15 Dec 26027.30 7.1 -4.35 8.94 24,683 4,354 6,826
12 Dec 26046.95 11.7 1.8 7.88 12,586 296 2,472
11 Dec 25898.55 9.1 -3.65 8.62 7,041 1,129 2,176
10 Dec 25758.00 12.4 -2.85 10.24 4,504 593 1,047
9 Dec 25839.65 15.65 -13.4 9.45 1,963 14 454
8 Dec 25960.55 26.35 -39.1 9.30 2,813 261 440
5 Dec 26186.45 66.25 14.4 8.10 936 75 179
4 Dec 26033.75 51.55 -0.5 8.94 200 8 104
3 Dec 25986.00 52.15 -22.3 9.03 211 30 96
2 Dec 26032.20 76.65 -37.95 9.29 64 20 66
1 Dec 26175.75 112 -24.85 9.17 50 11 46
28 Nov 26202.95 137 -11.9 8.97 19 7 35
27 Nov 26215.55 146.1 -7.5 8.85 25 21 28
26 Nov 26205.30 153.6 77.05 9.09 2 0 7
25 Nov 25884.80 73.6 -60.95 9.40 5 7 7
24 Nov 25959.50 134.55 -99.55 10.90 8 0 0
21 Nov 26068.15 234.1 0 1.15 0 0 0
20 Nov 26192.15 234.1 0 0.69 0 0 0
19 Nov 26052.65 234.1 0 1.10 0 0 0


For Nifty - strike price 26650 expiring on 23DEC2025

Delta for 26650 CE is 0.03

Historical price for 26650 CE is as follows

On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 3.8, which was -3.6 lower than the previous day. The implied volatity was 10.59, the open interest changed by 10287 which increased total open position to 10287


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 7.1, which was -4.35 lower than the previous day. The implied volatity was 8.94, the open interest changed by 4354 which increased total open position to 6826


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 11.7, which was 1.8 higher than the previous day. The implied volatity was 7.88, the open interest changed by 296 which increased total open position to 2472


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 9.1, which was -3.65 lower than the previous day. The implied volatity was 8.62, the open interest changed by 1129 which increased total open position to 2176


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 12.4, which was -2.85 lower than the previous day. The implied volatity was 10.24, the open interest changed by 593 which increased total open position to 1047


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 15.65, which was -13.4 lower than the previous day. The implied volatity was 9.45, the open interest changed by 14 which increased total open position to 454


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 26.35, which was -39.1 lower than the previous day. The implied volatity was 9.30, the open interest changed by 261 which increased total open position to 440


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 66.25, which was 14.4 higher than the previous day. The implied volatity was 8.10, the open interest changed by 75 which increased total open position to 179


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 51.55, which was -0.5 lower than the previous day. The implied volatity was 8.94, the open interest changed by 8 which increased total open position to 104


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 52.15, which was -22.3 lower than the previous day. The implied volatity was 9.03, the open interest changed by 30 which increased total open position to 96


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 76.65, which was -37.95 lower than the previous day. The implied volatity was 9.29, the open interest changed by 20 which increased total open position to 66


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 112, which was -24.85 lower than the previous day. The implied volatity was 9.17, the open interest changed by 11 which increased total open position to 46


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 137, which was -11.9 lower than the previous day. The implied volatity was 8.97, the open interest changed by 7 which increased total open position to 35


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 146.1, which was -7.5 lower than the previous day. The implied volatity was 8.85, the open interest changed by 21 which increased total open position to 28


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 153.6, which was 77.05 higher than the previous day. The implied volatity was 9.09, the open interest changed by 0 which decreased total open position to 7


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 73.6, which was -60.95 lower than the previous day. The implied volatity was 9.40, the open interest changed by 7 which increased total open position to 7


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 134.55, which was -99.55 lower than the previous day. The implied volatity was 10.90, 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 234.1, which was 0 lower than the previous day. The implied volatity was 1.15, 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 234.1, which was 0 lower than the previous day. The implied volatity was 0.69, 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 234.1, which was 0 lower than the previous day. The implied volatity was 1.10, the open interest changed by 0 which decreased total open position to 0


NIFTY 23DEC2025 26650 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 25860.10 744.6 110.5 - 33 22 22
15 Dec 26027.30 634.1 80.1 15.69 10 2 8
12 Dec 26046.95 554 -134.85 9.90 6 4 6
11 Dec 25898.55 688.85 -135.85 10.49 7 0 2
10 Dec 25758.00 824.7 72.85 10.35 7 0 2
9 Dec 25839.65 751.85 115.5 12.60 2 -3 2
8 Dec 25960.55 636.35 214 9.67 2 -1 5
5 Dec 26186.45 422.35 -111.7 8.91 12 4 6
4 Dec 26033.75 531.85 -70.5 7.98 2 2 2
3 Dec 25986.00 599.3 -219.3 10.68 4 0 0
2 Dec 26032.20 818.6 0 - 0 0 0
1 Dec 26175.75 818.6 0 - 0 0 0
28 Nov 26202.95 818.6 0 - 0 0 0
27 Nov 26215.55 818.6 0 - 0 0 0
26 Nov 26205.30 818.6 0 - 0 0 0
25 Nov 25884.80 818.6 0 - 0 0 0
24 Nov 25959.50 818.6 0 - 0 0 0
21 Nov 26068.15 818.6 0 - 0 0 0
20 Nov 26192.15 818.6 0 - 0 0 0
19 Nov 26052.65 0 0 - 0 0 0


For Nifty - strike price 26650 expiring on 23DEC2025

Delta for 26650 PE is -

Historical price for 26650 PE is as follows

On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 744.6, which was 110.5 higher than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 22


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 634.1, which was 80.1 higher than the previous day. The implied volatity was 15.69, the open interest changed by 2 which increased total open position to 8


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 554, which was -134.85 lower than the previous day. The implied volatity was 9.90, the open interest changed by 4 which increased total open position to 6


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 688.85, which was -135.85 lower than the previous day. The implied volatity was 10.49, the open interest changed by 0 which decreased total open position to 2


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 824.7, which was 72.85 higher than the previous day. The implied volatity was 10.35, the open interest changed by 0 which decreased total open position to 2


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 751.85, which was 115.5 higher than the previous day. The implied volatity was 12.60, the open interest changed by -3 which decreased total open position to 2


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 636.35, which was 214 higher than the previous day. The implied volatity was 9.67, the open interest changed by -1 which decreased total open position to 5


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 422.35, which was -111.7 lower than the previous day. The implied volatity was 8.91, the open interest changed by 4 which increased total open position to 6


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 531.85, which was -70.5 lower than the previous day. The implied volatity was 7.98, the open interest changed by 2 which increased total open position to 2


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 599.3, which was -219.3 lower than the previous day. The implied volatity was 10.68, the open interest changed by 0 which decreased total open position to 0


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 818.6, 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 818.6, 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 818.6, 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 818.6, 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 818.6, 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 818.6, 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 818.6, 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 818.6, 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 818.6, 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