NIFTY
Nifty
Historical option data for NIFTY
18 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 26700 CE | ||||||||||||||||
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Delta: 0.01
Vega: 1.10
Theta: -1.48
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.92
Vega: 4.31
Theta: -1.44
Gamma: 0.00
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| 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































































































































































































































