NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:00 PM IST
| NIFTY 23-DEC-2025 26850 CE | ||||||||||||||||
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Delta: 0.02
Vega: 1.38
Theta: -1.68
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.99
Vega: 0.70
Theta: 6.59
Gamma: 0.00
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| 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































































































































































































































