[--[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 26700 CE
Delta: 0.01
Vega: 1.10
Theta: -1.48
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 25815.55 1.9 -1.1 12.54 6,46,272 -92 72,168
17 Dec 25818.55 3.25 0.05 12.23 5,30,832 29,250 72,260
16 Dec 25860.10 3.2 -2.8 10.87 1,33,796 43,010 43,010
15 Dec 26027.30 5.6 -3.45 9.12 71,706 17,368 27,235
12 Dec 26046.95 9.45 1.4 8.05 36,862 3,341 9,867
11 Dec 25898.55 7.9 -3 8.87 24,318 1,687 6,526
10 Dec 25758.00 11.2 -1.6 10.51 23,024 1,368 4,839
9 Dec 25839.65 12.6 -12.45 9.48 11,074 193 3,471
8 Dec 25960.55 23.5 -30.05 9.54 10,271 1,533 3,278
5 Dec 26186.45 54.8 11.25 8.07 3,840 814 1,745
4 Dec 26033.75 44.4 -0.4 9.01 1,590 52 931
3 Dec 25986.00 45.15 -20.1 9.10 1,425 180 879
2 Dec 26032.20 67.75 -32.4 9.37 1,378 6 699
1 Dec 26175.75 98.6 -19.5 9.09 474 146 693
28 Nov 26202.95 121.6 -7.7 8.98 473 167 547
27 Nov 26215.55 132.25 -7.15 8.95 447 79 380
26 Nov 26205.30 141 71.5 9.24 468 68 301
25 Nov 25884.80 65.35 -50.05 9.44 346 -4 233
24 Nov 25959.50 100.9 -44.35 10.05 466 129 237
21 Nov 26068.15 141.25 -49.4 9.71 110 1 108
20 Nov 26192.15 185 -34.45 9.48 190 107 107
19 Nov 26052.65 219.45 0 1.26 0 0 0


For Nifty - strike price 26700 expiring on 23DEC2025

Delta for 26700 CE is 0.01

Historical price for 26700 CE is as follows

On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 1.9, which was -1.1 lower than the previous day. The implied volatity was 12.54, the open interest changed by -92 which decreased total open position to 72168


On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 3.25, which was 0.05 higher than the previous day. The implied volatity was 12.23, the open interest changed by 29250 which increased total open position to 72260


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 3.2, which was -2.8 lower than the previous day. The implied volatity was 10.87, the open interest changed by 43010 which increased total open position to 43010


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 5.6, which was -3.45 lower than the previous day. The implied volatity was 9.12, the open interest changed by 17368 which increased total open position to 27235


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 9.45, which was 1.4 higher than the previous day. The implied volatity was 8.05, the open interest changed by 3341 which increased total open position to 9867


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 7.9, which was -3 lower than the previous day. The implied volatity was 8.87, the open interest changed by 1687 which increased total open position to 6526


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 11.2, which was -1.6 lower than the previous day. The implied volatity was 10.51, the open interest changed by 1368 which increased total open position to 4839


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 12.6, which was -12.45 lower than the previous day. The implied volatity was 9.48, the open interest changed by 193 which increased total open position to 3471


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 23.5, which was -30.05 lower than the previous day. The implied volatity was 9.54, the open interest changed by 1533 which increased total open position to 3278


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 54.8, which was 11.25 higher than the previous day. The implied volatity was 8.07, the open interest changed by 814 which increased total open position to 1745


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 44.4, which was -0.4 lower than the previous day. The implied volatity was 9.01, the open interest changed by 52 which increased total open position to 931


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 45.15, which was -20.1 lower than the previous day. The implied volatity was 9.10, the open interest changed by 180 which increased total open position to 879


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 67.75, which was -32.4 lower than the previous day. The implied volatity was 9.37, the open interest changed by 6 which increased total open position to 699


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 98.6, which was -19.5 lower than the previous day. The implied volatity was 9.09, the open interest changed by 146 which increased total open position to 693


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 121.6, which was -7.7 lower than the previous day. The implied volatity was 8.98, the open interest changed by 167 which increased total open position to 547


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 132.25, which was -7.15 lower than the previous day. The implied volatity was 8.95, the open interest changed by 79 which increased total open position to 380


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 141, which was 71.5 higher than the previous day. The implied volatity was 9.24, the open interest changed by 68 which increased total open position to 301


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 65.35, which was -50.05 lower than the previous day. The implied volatity was 9.44, the open interest changed by -4 which decreased total open position to 233


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 100.9, which was -44.35 lower than the previous day. The implied volatity was 10.05, the open interest changed by 129 which increased total open position to 237


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 141.25, which was -49.4 lower than the previous day. The implied volatity was 9.71, the open interest changed by 1 which increased total open position to 108


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 185, which was -34.45 lower than the previous day. The implied volatity was 9.48, the open interest changed by 107 which increased total open position to 107


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 219.45, which was 0 lower than the previous day. The implied volatity was 1.26, the open interest changed by 0 which decreased total open position to 0


NIFTY 23DEC2025 26700 PE
Delta: -0.92
Vega: 4.31
Theta: -1.44
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 25815.55 865.05 20.85 19.05 346 31 388
17 Dec 25818.55 832.75 38.6 - 508 71 357
16 Dec 25860.10 799.4 165.65 10.07 355 286 286
15 Dec 26027.30 636 36.15 9.91 76 -4 141
12 Dec 26046.95 600 -130.4 10.07 311 94 145
11 Dec 25898.55 731.7 -131.3 10.03 33 24 51
10 Dec 25758.00 863 59.8 - 30 -1 27
9 Dec 25839.65 803.2 148.6 13.33 2 -2 28
8 Dec 25960.55 654.6 197.55 - 32 26 30
5 Dec 26186.45 456.5 -123.45 8.88 8 3 4
4 Dec 26033.75 577.55 -63.85 8.20 2 1 1
3 Dec 25986.00 639.1 -214.6 10.49 2 0 0
2 Dec 26032.20 853.7 0 - 0 0 0
1 Dec 26175.75 853.7 0 - 0 0 0
28 Nov 26202.95 853.7 0 - 0 0 0
27 Nov 26215.55 853.7 0 - 0 0 0
26 Nov 26205.30 853.7 0 - 0 0 0
25 Nov 25884.80 853.7 0 - 0 0 0
24 Nov 25959.50 853.7 0 - 0 0 0
21 Nov 26068.15 853.7 0 - 0 0 0
20 Nov 26192.15 853.7 0 - 0 0 0
19 Nov 26052.65 0 0 - 0 0 0


For Nifty - strike price 26700 expiring on 23DEC2025

Delta for 26700 PE is -0.92

Historical price for 26700 PE is as follows

On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 865.05, which was 20.85 higher than the previous day. The implied volatity was 19.05, the open interest changed by 31 which increased total open position to 388


On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 832.75, which was 38.6 higher than the previous day. The implied volatity was -, the open interest changed by 71 which increased total open position to 357


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 799.4, which was 165.65 higher than the previous day. The implied volatity was 10.07, the open interest changed by 286 which increased total open position to 286


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 636, which was 36.15 higher than the previous day. The implied volatity was 9.91, the open interest changed by -4 which decreased total open position to 141


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 600, which was -130.4 lower than the previous day. The implied volatity was 10.07, the open interest changed by 94 which increased total open position to 145


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 731.7, which was -131.3 lower than the previous day. The implied volatity was 10.03, the open interest changed by 24 which increased total open position to 51


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 863, which was 59.8 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 27


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 803.2, which was 148.6 higher than the previous day. The implied volatity was 13.33, the open interest changed by -2 which decreased total open position to 28


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 654.6, which was 197.55 higher than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 30


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 456.5, which was -123.45 lower than the previous day. The implied volatity was 8.88, the open interest changed by 3 which increased total open position to 4


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 577.55, which was -63.85 lower than the previous day. The implied volatity was 8.20, the open interest changed by 1 which increased total open position to 1


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 639.1, which was -214.6 lower than the previous day. The implied volatity was 10.49, 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 853.7, 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 853.7, 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 853.7, 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 853.7, 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 853.7, 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 853.7, 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 853.7, 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 853.7, 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 853.7, 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