[--[65.84.65.76]--]

NIFTY

Nifty
25818.55 -41.55 (-0.16%)
L: 25770.35 H: 25929.15

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Historical option data for NIFTY

17 Dec 2025 04:10 PM IST
NIFTY 23-DEC-2025 26750 CE
Delta: 0.02
Vega: 1.51
Theta: -1.71
Gamma: 0.00
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
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
Delta: -0.99
Vega: 0.48
Theta: 6.87
Gamma: 0.00
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