NIFTY
Nifty
Historical option data for NIFTY
16 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 26650 CE | ||||||||||||||||
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Delta: 0.03
Vega: 2.19
Theta: -1.85
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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































































































































































































































