NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 26800 CE | ||||||||||||||||
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Delta: 0.02
Vega: 1.47
Theta: -1.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 25818.55 | 2.85 | 0.2 | 13.18 | 3,95,790 | 20,243 | 55,219 | |||||||||
| 16 Dec | 25860.10 | 2.5 | -1.85 | 11.58 | 1,26,329 | 34,976 | 34,976 | |||||||||
| 15 Dec | 26027.30 | 3.75 | -2.45 | 9.59 | 61,726 | 10,948 | 22,036 | |||||||||
| 12 Dec | 26046.95 | 6.65 | 0.85 | 8.50 | 30,724 | 5,107 | 11,088 | |||||||||
| 11 Dec | 25898.55 | 5.65 | -3.1 | 9.29 | 19,351 | -285 | 5,981 | |||||||||
| 10 Dec | 25758.00 | 9.1 | -0.25 | 11.01 | 18,081 | 1,760 | 6,266 | |||||||||
| 9 Dec | 25839.65 | 9.15 | -8.3 | 9.78 | 10,670 | 1,045 | 4,506 | |||||||||
| 8 Dec | 25960.55 | 16.15 | -19.8 | 9.64 | 11,047 | 661 | 3,461 | |||||||||
| 5 Dec | 26186.45 | 36.05 | 5.05 | 7.98 | 6,306 | 1,360 | 2,800 | |||||||||
| 4 Dec | 26033.75 | 31.95 | -0.2 | 9.08 | 2,063 | 456 | 1,440 | |||||||||
| 3 Dec | 25986.00 | 33.65 | -14.1 | 9.24 | 2,093 | -58 | 984 | |||||||||
| 2 Dec | 26032.20 | 48.55 | -26.05 | 9.28 | 1,230 | 319 | 1,042 | |||||||||
| 1 Dec | 26175.75 | 71.85 | -16.95 | 9.05 | 897 | -77 | 723 | |||||||||
| 28 Nov | 26202.95 | 93 | -5.75 | 8.93 | 482 | 178 | 800 | |||||||||
| 27 Nov | 26215.55 | 98.35 | -9.2 | 8.73 | 661 | 185 | 622 | |||||||||
| 26 Nov | 26205.30 | 110 | 57.35 | 9.17 | 473 | 271 | 437 | |||||||||
| 25 Nov | 25884.80 | 48.6 | -37.7 | 9.37 | 312 | 14 | 166 | |||||||||
| 24 Nov | 25959.50 | 83.7 | -33.75 | 10.22 | 178 | 15 | 152 | |||||||||
| 21 Nov | 26068.15 | 114.6 | -37.45 | 9.72 | 152 | 42 | 137 | |||||||||
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| 20 Nov | 26192.15 | 156.6 | -35.65 | 9.64 | 256 | 95 | 95 | |||||||||
| 19 Nov | 26052.65 | 192.25 | 0 | 1.56 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26800 expiring on 23DEC2025
Delta for 26800 CE is 0.02
Historical price for 26800 CE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 2.85, which was 0.2 higher than the previous day. The implied volatity was 13.18, the open interest changed by 20243 which increased total open position to 55219
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 2.5, which was -1.85 lower than the previous day. The implied volatity was 11.58, the open interest changed by 34976 which increased total open position to 34976
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 3.75, which was -2.45 lower than the previous day. The implied volatity was 9.59, the open interest changed by 10948 which increased total open position to 22036
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 6.65, which was 0.85 higher than the previous day. The implied volatity was 8.50, the open interest changed by 5107 which increased total open position to 11088
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 5.65, which was -3.1 lower than the previous day. The implied volatity was 9.29, the open interest changed by -285 which decreased total open position to 5981
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 9.1, which was -0.25 lower than the previous day. The implied volatity was 11.01, the open interest changed by 1760 which increased total open position to 6266
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 9.15, which was -8.3 lower than the previous day. The implied volatity was 9.78, the open interest changed by 1045 which increased total open position to 4506
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 16.15, which was -19.8 lower than the previous day. The implied volatity was 9.64, the open interest changed by 661 which increased total open position to 3461
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 36.05, which was 5.05 higher than the previous day. The implied volatity was 7.98, the open interest changed by 1360 which increased total open position to 2800
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 31.95, which was -0.2 lower than the previous day. The implied volatity was 9.08, the open interest changed by 456 which increased total open position to 1440
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 33.65, which was -14.1 lower than the previous day. The implied volatity was 9.24, the open interest changed by -58 which decreased total open position to 984
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 48.55, which was -26.05 lower than the previous day. The implied volatity was 9.28, the open interest changed by 319 which increased total open position to 1042
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 71.85, which was -16.95 lower than the previous day. The implied volatity was 9.05, the open interest changed by -77 which decreased total open position to 723
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 93, which was -5.75 lower than the previous day. The implied volatity was 8.93, the open interest changed by 178 which increased total open position to 800
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 98.35, which was -9.2 lower than the previous day. The implied volatity was 8.73, the open interest changed by 185 which increased total open position to 622
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 110, which was 57.35 higher than the previous day. The implied volatity was 9.17, the open interest changed by 271 which increased total open position to 437
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 48.6, which was -37.7 lower than the previous day. The implied volatity was 9.37, the open interest changed by 14 which increased total open position to 166
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 83.7, which was -33.75 lower than the previous day. The implied volatity was 10.22, the open interest changed by 15 which increased total open position to 152
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 114.6, which was -37.45 lower than the previous day. The implied volatity was 9.72, the open interest changed by 42 which increased total open position to 137
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 156.6, which was -35.65 lower than the previous day. The implied volatity was 9.64, the open interest changed by 95 which increased total open position to 95
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 192.25, which was 0 lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0
| NIFTY 23DEC2025 26800 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 25818.55 | 930.2 | 36.9 | - | 264 | 51 | 391 |
| 16 Dec | 25860.10 | 899 | 170.85 | 10.96 | 91 | 340 | 340 |
| 15 Dec | 26027.30 | 730.35 | 32.7 | 9.28 | 358 | 51 | 315 |
| 12 Dec | 26046.95 | 697.95 | -133.95 | 11.06 | 501 | -77 | 264 |
| 11 Dec | 25898.55 | 829.25 | -134.15 | 10.69 | 104 | 5 | 341 |
| 10 Dec | 25758.00 | 965.05 | 79.15 | 8.84 | 34 | 2 | 336 |
| 9 Dec | 25839.65 | 885.9 | 117.95 | 12.76 | 10 | 2 | 334 |
| 8 Dec | 25960.55 | 782.15 | 245.5 | 10.74 | 57 | 25 | 332 |
| 5 Dec | 26186.45 | 538 | -152.45 | 8.99 | 341 | 286 | 307 |
| 4 Dec | 26033.75 | 690.45 | -44.85 | 9.79 | 5 | 0 | 21 |
| 3 Dec | 25986.00 | 735.3 | 53.3 | 11.58 | 10 | -5 | 21 |
| 2 Dec | 26032.20 | 682 | 131.35 | 11.91 | 59 | 7 | 26 |
| 1 Dec | 26175.75 | 550.65 | 20.6 | 9.86 | 10 | 0 | 19 |
| 28 Nov | 26202.95 | 528.2 | -24.1 | 9.94 | 23 | -8 | 19 |
| 27 Nov | 26215.55 | 545.85 | -165.9 | 11.17 | 53 | 27 | 27 |
| 26 Nov | 26205.30 | 712.5 | 157.3 | - | 0 | 27 | 0 |
| 25 Nov | 25884.80 | 712.5 | 157.3 | - | 0 | 27 | 0 |
| 24 Nov | 25959.50 | 712.5 | 157.3 | 9.62 | 12 | 27 | 27 |
| 21 Nov | 26068.15 | 555.2 | -370.7 | - | 0 | 25 | 0 |
| 20 Nov | 26192.15 | 555.2 | -370.7 | 10.87 | 27 | 25 | 25 |
| 19 Nov | 26052.65 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26800 expiring on 23DEC2025
Delta for 26800 PE is -
Historical price for 26800 PE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 930.2, which was 36.9 higher than the previous day. The implied volatity was -, the open interest changed by 51 which increased total open position to 391
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 899, which was 170.85 higher than the previous day. The implied volatity was 10.96, the open interest changed by 340 which increased total open position to 340
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 730.35, which was 32.7 higher than the previous day. The implied volatity was 9.28, the open interest changed by 51 which increased total open position to 315
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 697.95, which was -133.95 lower than the previous day. The implied volatity was 11.06, the open interest changed by -77 which decreased total open position to 264
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 829.25, which was -134.15 lower than the previous day. The implied volatity was 10.69, the open interest changed by 5 which increased total open position to 341
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 965.05, which was 79.15 higher than the previous day. The implied volatity was 8.84, the open interest changed by 2 which increased total open position to 336
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 885.9, which was 117.95 higher than the previous day. The implied volatity was 12.76, the open interest changed by 2 which increased total open position to 334
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 782.15, which was 245.5 higher than the previous day. The implied volatity was 10.74, the open interest changed by 25 which increased total open position to 332
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 538, which was -152.45 lower than the previous day. The implied volatity was 8.99, the open interest changed by 286 which increased total open position to 307
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 690.45, which was -44.85 lower than the previous day. The implied volatity was 9.79, the open interest changed by 0 which decreased total open position to 21
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 735.3, which was 53.3 higher than the previous day. The implied volatity was 11.58, the open interest changed by -5 which decreased total open position to 21
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 682, which was 131.35 higher than the previous day. The implied volatity was 11.91, the open interest changed by 7 which increased total open position to 26
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 550.65, which was 20.6 higher than the previous day. The implied volatity was 9.86, the open interest changed by 0 which decreased total open position to 19
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 528.2, which was -24.1 lower than the previous day. The implied volatity was 9.94, the open interest changed by -8 which decreased total open position to 19
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 545.85, which was -165.9 lower than the previous day. The implied volatity was 11.17, the open interest changed by 27 which increased total open position to 27
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 712.5, which was 157.3 higher than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 0
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 712.5, which was 157.3 higher than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 0
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 712.5, which was 157.3 higher than the previous day. The implied volatity was 9.62, the open interest changed by 27 which increased total open position to 27
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 555.2, which was -370.7 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 555.2, which was -370.7 lower than the previous day. The implied volatity was 10.87, the open interest changed by 25 which increased total open position to 25
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































































































































































































































