[--[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 26800 CE
Delta: 0.02
Vega: 1.47
Theta: -1.75
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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