[--[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 04:00 PM IST
NIFTY 23-DEC-2025 26850 CE
Delta: 0.02
Vega: 1.38
Theta: -1.68
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 2.7 0.2 13.66 1,35,885 6,838 12,814
16 Dec 25860.10 2.45 -1.35 12.06 65,702 5,976 5,976
15 Dec 26027.30 3.45 -1.9 9.99 15,290 2,444 4,610
12 Dec 26046.95 5.35 0.2 8.65 9,334 714 2,166
11 Dec 25898.55 4.5 -3.6 9.38 3,728 498 1,452
10 Dec 25758.00 8.45 0 11.31 3,177 251 954
9 Dec 25839.65 8.3 -6.65 10.04 1,487 349 703
8 Dec 25960.55 14.6 -14.55 9.91 1,297 214 354
5 Dec 26186.45 29.25 -151.6 7.97 594 140 140
4 Dec 26033.75 180.85 0 2.70 0 0 0
3 Dec 25986.00 180.85 0 2.73 0 0 0
2 Dec 26032.20 180.85 0 2.37 0 0 0
1 Dec 26175.75 180.85 0 1.94 0 0 0
28 Nov 26202.95 180.85 0 1.67 0 0 0
27 Nov 26215.55 180.85 0 1.56 0 0 0
26 Nov 26205.30 180.85 0 1.56 0 0 0
25 Nov 25884.80 180.85 0 2.53 0 0 0
24 Nov 25959.50 180.85 0 2.21 0 0 0
21 Nov 26068.15 180.85 0 1.77 0 0 0
20 Nov 26192.15 180.85 0 1.31 0 0 0
19 Nov 26052.65 180.85 0 - 0 0 0


For Nifty - strike price 26850 expiring on 23DEC2025

Delta for 26850 CE is 0.02

Historical price for 26850 CE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 2.7, which was 0.2 higher than the previous day. The implied volatity was 13.66, the open interest changed by 6838 which increased total open position to 12814


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 2.45, which was -1.35 lower than the previous day. The implied volatity was 12.06, the open interest changed by 5976 which increased total open position to 5976


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 3.45, which was -1.9 lower than the previous day. The implied volatity was 9.99, the open interest changed by 2444 which increased total open position to 4610


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 5.35, which was 0.2 higher than the previous day. The implied volatity was 8.65, the open interest changed by 714 which increased total open position to 2166


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 4.5, which was -3.6 lower than the previous day. The implied volatity was 9.38, the open interest changed by 498 which increased total open position to 1452


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 8.45, which was 0 lower than the previous day. The implied volatity was 11.31, the open interest changed by 251 which increased total open position to 954


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 8.3, which was -6.65 lower than the previous day. The implied volatity was 10.04, the open interest changed by 349 which increased total open position to 703


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 14.6, which was -14.55 lower than the previous day. The implied volatity was 9.91, the open interest changed by 214 which increased total open position to 354


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 29.25, which was -151.6 lower than the previous day. The implied volatity was 7.97, the open interest changed by 140 which increased total open position to 140


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 180.85, which was 0 lower than the previous day. The implied volatity was 2.70, 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 180.85, which was 0 lower than the previous day. The implied volatity was 2.73, 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 180.85, which was 0 lower than the previous day. The implied volatity was 2.37, 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 180.85, which was 0 lower than the previous day. The implied volatity was 1.94, 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 180.85, which was 0 lower than the previous day. The implied volatity was 1.67, 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 180.85, 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


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 180.85, 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


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 180.85, which was 0 lower than the previous day. The implied volatity was 2.53, 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 180.85, which was 0 lower than the previous day. The implied volatity was 2.21, 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 180.85, which was 0 lower than the previous day. The implied volatity was 1.77, 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 180.85, which was 0 lower than the previous day. The implied volatity was 1.31, 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 180.85, 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


NIFTY 23DEC2025 26850 PE
Delta: -0.99
Vega: 0.70
Theta: 6.59
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 984.85 29.3 11.99 182 93 96
16 Dec 25860.10 948.8 176.25 9.69 2 3 3
15 Dec 26027.30 772.55 24 9.42 4 1 2
12 Dec 26046.95 753 -121.8 12.34 3 0 1
11 Dec 25898.55 871.5 -146.65 9.27 2 0 1
10 Dec 25758.00 1018.15 75.85 10.61 5 -1 1
9 Dec 25839.65 942.3 132.9 13.75 1 0 2
8 Dec 25960.55 809.4 191.6 7.74 5 2 2
5 Dec 26186.45 617.8 -93.35 11.43 2 0 0
4 Dec 26033.75 708.3 -66.7 7.84 4 0 0
3 Dec 25986.00 772.35 -191.85 11.26 2 0 0
2 Dec 26032.20 964.2 0 - 0 0 0
1 Dec 26175.75 964.2 0 - 0 0 0
28 Nov 26202.95 964.2 0 - 0 0 0
27 Nov 26215.55 964.2 0 - 0 0 0
26 Nov 26205.30 964.2 0 - 0 0 0
25 Nov 25884.80 964.2 0 - 0 0 0
24 Nov 25959.50 964.2 0 - 0 0 0
21 Nov 26068.15 964.2 0 - 0 0 0
20 Nov 26192.15 964.2 0 - 0 0 0
19 Nov 26052.65 0 0 - 0 0 0


For Nifty - strike price 26850 expiring on 23DEC2025

Delta for 26850 PE is -0.99

Historical price for 26850 PE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 984.85, which was 29.3 higher than the previous day. The implied volatity was 11.99, the open interest changed by 93 which increased total open position to 96


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 948.8, which was 176.25 higher than the previous day. The implied volatity was 9.69, the open interest changed by 3 which increased total open position to 3


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 772.55, which was 24 higher than the previous day. The implied volatity was 9.42, the open interest changed by 1 which increased total open position to 2


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 753, which was -121.8 lower than the previous day. The implied volatity was 12.34, the open interest changed by 0 which decreased total open position to 1


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 871.5, which was -146.65 lower than the previous day. The implied volatity was 9.27, the open interest changed by 0 which decreased total open position to 1


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1018.15, which was 75.85 higher than the previous day. The implied volatity was 10.61, the open interest changed by -1 which decreased total open position to 1


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 942.3, which was 132.9 higher than the previous day. The implied volatity was 13.75, the open interest changed by 0 which decreased total open position to 2


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 809.4, which was 191.6 higher than the previous day. The implied volatity was 7.74, the open interest changed by 2 which increased total open position to 2


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 617.8, which was -93.35 lower than the previous day. The implied volatity was 11.43, the open interest changed by 0 which decreased total open position to 0


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 708.3, which was -66.7 lower than the previous day. The implied volatity was 7.84, 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 772.35, which was -191.85 lower than the previous day. The implied volatity was 11.26, 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 964.2, 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 964.2, 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 964.2, 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 964.2, 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 964.2, 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 964.2, 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 964.2, 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 964.2, 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 964.2, 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