NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 26750 CE | ||||||||||||||||
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Delta: 0.02
Vega: 1.51
Theta: -1.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 25818.55 | 2.8 | -0.2 | 12.55 | 3,01,846 | -6,802 | 21,001 | |||||||||
| 16 Dec | 25860.10 | 2.95 | -2.1 | 11.30 | 92,315 | 27,803 | 27,803 | |||||||||
| 15 Dec | 26027.30 | 4.5 | -3.2 | 9.33 | 16,129 | 1,234 | 3,582 | |||||||||
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| 12 Dec | 26046.95 | 8 | 1.15 | 8.29 | 9,883 | 1,121 | 2,348 | |||||||||
| 11 Dec | 25898.55 | 6.1 | -3.7 | 8.95 | 4,222 | 333 | 1,227 | |||||||||
| 10 Dec | 25758.00 | 10.25 | -1.05 | 10.80 | 3,360 | 314 | 894 | |||||||||
| 9 Dec | 25839.65 | 10.85 | -10.75 | 9.65 | 1,027 | 114 | 580 | |||||||||
| 8 Dec | 25960.55 | 19.7 | -24.9 | 9.63 | 2,139 | 166 | 466 | |||||||||
| 5 Dec | 26186.45 | 44.35 | 7.8 | 8.00 | 703 | 125 | 300 | |||||||||
| 4 Dec | 26033.75 | 35.05 | -2.95 | 8.84 | 236 | 59 | 175 | |||||||||
| 3 Dec | 25986.00 | 37.2 | -20.3 | 9.03 | 243 | 44 | 116 | |||||||||
| 2 Dec | 26032.20 | 59.2 | -33.85 | 9.43 | 103 | 26 | 72 | |||||||||
| 1 Dec | 26175.75 | 93.05 | -18.05 | 9.43 | 33 | 4 | 46 | |||||||||
| 28 Nov | 26202.95 | 111.1 | 0 | 9.15 | 20 | 10 | 42 | |||||||||
| 27 Nov | 26215.55 | 113.7 | -7.2 | 8.81 | 27 | 16 | 32 | |||||||||
| 26 Nov | 26205.30 | 120 | 59.8 | 9.01 | 50 | 7 | 16 | |||||||||
| 25 Nov | 25884.80 | 58.75 | -58.85 | 9.53 | 4 | 1 | 9 | |||||||||
| 24 Nov | 25959.50 | 117.6 | -87.9 | 11.26 | 9 | 8 | 8 | |||||||||
| 21 Nov | 26068.15 | 205.5 | 0 | 1.46 | 0 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 205.5 | 0 | 1.00 | 0 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 205.5 | 0 | 1.41 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26750 expiring on 23DEC2025
Delta for 26750 CE is 0.02
Historical price for 26750 CE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 2.8, which was -0.2 lower than the previous day. The implied volatity was 12.55, the open interest changed by -6802 which decreased total open position to 21001
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 2.95, which was -2.1 lower than the previous day. The implied volatity was 11.30, the open interest changed by 27803 which increased total open position to 27803
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 4.5, which was -3.2 lower than the previous day. The implied volatity was 9.33, the open interest changed by 1234 which increased total open position to 3582
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 8, which was 1.15 higher than the previous day. The implied volatity was 8.29, the open interest changed by 1121 which increased total open position to 2348
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 6.1, which was -3.7 lower than the previous day. The implied volatity was 8.95, the open interest changed by 333 which increased total open position to 1227
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 10.25, which was -1.05 lower than the previous day. The implied volatity was 10.80, the open interest changed by 314 which increased total open position to 894
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 10.85, which was -10.75 lower than the previous day. The implied volatity was 9.65, the open interest changed by 114 which increased total open position to 580
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 19.7, which was -24.9 lower than the previous day. The implied volatity was 9.63, the open interest changed by 166 which increased total open position to 466
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 44.35, which was 7.8 higher than the previous day. The implied volatity was 8.00, the open interest changed by 125 which increased total open position to 300
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 35.05, which was -2.95 lower than the previous day. The implied volatity was 8.84, the open interest changed by 59 which increased total open position to 175
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 37.2, which was -20.3 lower than the previous day. The implied volatity was 9.03, the open interest changed by 44 which increased total open position to 116
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 59.2, which was -33.85 lower than the previous day. The implied volatity was 9.43, the open interest changed by 26 which increased total open position to 72
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 93.05, which was -18.05 lower than the previous day. The implied volatity was 9.43, the open interest changed by 4 which increased total open position to 46
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 111.1, which was 0 lower than the previous day. The implied volatity was 9.15, the open interest changed by 10 which increased total open position to 42
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 113.7, which was -7.2 lower than the previous day. The implied volatity was 8.81, the open interest changed by 16 which increased total open position to 32
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 120, which was 59.8 higher than the previous day. The implied volatity was 9.01, the open interest changed by 7 which increased total open position to 16
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 58.75, which was -58.85 lower than the previous day. The implied volatity was 9.53, the open interest changed by 1 which increased total open position to 9
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 117.6, which was -87.9 lower than the previous day. The implied volatity was 11.26, the open interest changed by 8 which increased total open position to 8
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 205.5, which was 0 lower than the previous day. The implied volatity was 1.46, 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 205.5, which was 0 lower than the previous day. The implied volatity was 1.00, 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 205.5, which was 0 lower than the previous day. The implied volatity was 1.41, the open interest changed by 0 which decreased total open position to 0
| NIFTY 23DEC2025 26750 PE | |||||||
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Delta: -0.99
Vega: 0.48
Theta: 6.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 25818.55 | 884.55 | 29.8 | 10.18 | 240 | 93 | 244 |
| 16 Dec | 25860.10 | 854.75 | 186.55 | 13.38 | 134 | 151 | 151 |
| 15 Dec | 26027.30 | 668.2 | 6.65 | - | 5 | 3 | 30 |
| 12 Dec | 26046.95 | 661.55 | -132.35 | 12.04 | 3 | 0 | 27 |
| 11 Dec | 25898.55 | 793.9 | -131.15 | 12.32 | 3 | 0 | 27 |
| 10 Dec | 25758.00 | 925.05 | 140.25 | 11.30 | 5 | -1 | 27 |
| 9 Dec | 25839.65 | 784.8 | 186.8 | - | 20 | 11 | 28 |
| 8 Dec | 25960.55 | 598 | 67.3 | - | 12 | -3 | 17 |
| 5 Dec | 26186.45 | 530.7 | -92.05 | 10.87 | 33 | 20 | 20 |
| 4 Dec | 26033.75 | 620.25 | -66 | 8.11 | 2 | 0 | 0 |
| 3 Dec | 25986.00 | 683.9 | -205.55 | 10.73 | 2 | 0 | 0 |
| 2 Dec | 26032.20 | 889.45 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 26175.75 | 889.45 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 26202.95 | 889.45 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 26215.55 | 889.45 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 26205.30 | 889.45 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 25884.80 | 889.45 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 889.45 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 889.45 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 889.45 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26750 expiring on 23DEC2025
Delta for 26750 PE is -0.99
Historical price for 26750 PE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 884.55, which was 29.8 higher than the previous day. The implied volatity was 10.18, the open interest changed by 93 which increased total open position to 244
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 854.75, which was 186.55 higher than the previous day. The implied volatity was 13.38, the open interest changed by 151 which increased total open position to 151
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 668.2, which was 6.65 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 30
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 661.55, which was -132.35 lower than the previous day. The implied volatity was 12.04, the open interest changed by 0 which decreased total open position to 27
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 793.9, which was -131.15 lower than the previous day. The implied volatity was 12.32, the open interest changed by 0 which decreased total open position to 27
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 925.05, which was 140.25 higher than the previous day. The implied volatity was 11.30, 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 784.8, which was 186.8 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 28
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 598, which was 67.3 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 17
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 530.7, which was -92.05 lower than the previous day. The implied volatity was 10.87, the open interest changed by 20 which increased total open position to 20
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 620.25, which was -66 lower than the previous day. The implied volatity was 8.11, the open interest changed by 0 which decreased total open position to 0
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 683.9, which was -205.55 lower than the previous day. The implied volatity was 10.73, 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 889.45, 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 889.45, 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 889.45, 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 889.45, 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 889.45, 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 889.45, 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 889.45, 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 889.45, 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 889.45, 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































































































































































































































