[--[65.84.65.76]--]

NIFTY

Nifty
25966.4 +150.85 (0.58%)
L: 25880.45 H: 25993.35

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Historical option data for NIFTY

19 Dec 2025 04:10 PM IST
NIFTY 23-DEC-2025 26900 CE
Delta: 0.01
Vega: 0.56
Theta: -1.00
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 25966.40 0.9 -0.7 13.49 3,02,938 -1,307 35,061
18 Dec 25815.55 1.55 -0.75 14.61 1,97,237 8,482 36,368
17 Dec 25818.55 2.5 0.15 14.08 1,80,926 6,504 27,886
16 Dec 25860.10 2.2 -1.4 12.41 1,03,734 21,382 21,382
15 Dec 26027.30 3.35 -1.3 10.50 58,487 13,390 19,300
12 Dec 26046.95 4.8 0.3 8.96 17,199 3,348 5,910
11 Dec 25898.55 4.35 -2.9 9.73 9,739 352 2,562
10 Dec 25758.00 7.45 -0.05 11.50 6,675 308 2,210
9 Dec 25839.65 7.45 -5.1 10.27 6,132 -1,150 1,902
8 Dec 25960.55 12.45 -10.7 10.02 7,142 -12 3,052
5 Dec 26186.45 23 1 7.91 5,593 2,312 3,064
4 Dec 26033.75 22 -1.45 9.09 987 201 752
3 Dec 25986.00 25.6 -10.05 9.48 1,381 65 551
2 Dec 26032.20 36.35 -19.4 9.39 489 79 486
1 Dec 26175.75 55.7 -10.6 9.11 566 152 407
28 Nov 26202.95 66.85 -8.95 8.73 111 45 255
27 Nov 26215.55 77.6 -3.75 8.86 161 28 210
26 Nov 26205.30 83.9 44.75 9.09 230 58 182
25 Nov 25884.80 36.4 -34 9.36 165 30 124
24 Nov 25959.50 61.3 -32.35 9.99 162 25 94
21 Nov 26068.15 90.05 -37 9.63 89 22 69
20 Nov 26192.15 127.05 -40.9 9.61 73 47 47
19 Nov 26052.65 167.95 0 1.76 0 0 0


For Nifty - strike price 26900 expiring on 23DEC2025

Delta for 26900 CE is 0.01

Historical price for 26900 CE is as follows

On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 0.9, which was -0.7 lower than the previous day. The implied volatity was 13.49, the open interest changed by -1307 which decreased total open position to 35061


On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 1.55, which was -0.75 lower than the previous day. The implied volatity was 14.61, the open interest changed by 8482 which increased total open position to 36368


On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 2.5, which was 0.15 higher than the previous day. The implied volatity was 14.08, the open interest changed by 6504 which increased total open position to 27886


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 2.2, which was -1.4 lower than the previous day. The implied volatity was 12.41, the open interest changed by 21382 which increased total open position to 21382


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 3.35, which was -1.3 lower than the previous day. The implied volatity was 10.50, the open interest changed by 13390 which increased total open position to 19300


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 4.8, which was 0.3 higher than the previous day. The implied volatity was 8.96, the open interest changed by 3348 which increased total open position to 5910


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 4.35, which was -2.9 lower than the previous day. The implied volatity was 9.73, the open interest changed by 352 which increased total open position to 2562


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 7.45, which was -0.05 lower than the previous day. The implied volatity was 11.50, the open interest changed by 308 which increased total open position to 2210


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 7.45, which was -5.1 lower than the previous day. The implied volatity was 10.27, the open interest changed by -1150 which decreased total open position to 1902


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 12.45, which was -10.7 lower than the previous day. The implied volatity was 10.02, the open interest changed by -12 which decreased total open position to 3052


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 23, which was 1 higher than the previous day. The implied volatity was 7.91, the open interest changed by 2312 which increased total open position to 3064


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 22, which was -1.45 lower than the previous day. The implied volatity was 9.09, the open interest changed by 201 which increased total open position to 752


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 25.6, which was -10.05 lower than the previous day. The implied volatity was 9.48, the open interest changed by 65 which increased total open position to 551


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 36.35, which was -19.4 lower than the previous day. The implied volatity was 9.39, the open interest changed by 79 which increased total open position to 486


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 55.7, which was -10.6 lower than the previous day. The implied volatity was 9.11, the open interest changed by 152 which increased total open position to 407


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 66.85, which was -8.95 lower than the previous day. The implied volatity was 8.73, the open interest changed by 45 which increased total open position to 255


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 77.6, which was -3.75 lower than the previous day. The implied volatity was 8.86, the open interest changed by 28 which increased total open position to 210


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 83.9, which was 44.75 higher than the previous day. The implied volatity was 9.09, the open interest changed by 58 which increased total open position to 182


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 36.4, which was -34 lower than the previous day. The implied volatity was 9.36, the open interest changed by 30 which increased total open position to 124


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 61.3, which was -32.35 lower than the previous day. The implied volatity was 9.99, the open interest changed by 25 which increased total open position to 94


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 90.05, which was -37 lower than the previous day. The implied volatity was 9.63, the open interest changed by 22 which increased total open position to 69


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 127.05, which was -40.9 lower than the previous day. The implied volatity was 9.61, the open interest changed by 47 which increased total open position to 47


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 167.95, which was 0 lower than the previous day. The implied volatity was 1.76, the open interest changed by 0 which decreased total open position to 0


NIFTY 23DEC2025 26900 PE
Delta: -0.96
Vega: 2.11
Theta: 2.34
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 25966.40 916.55 -151.6 18.09 109 -19 180
18 Dec 25815.55 1068.15 20.8 22.70 25 0 199
17 Dec 25818.55 1047.15 50.85 18.69 161 -1 199
16 Dec 25860.10 998.05 168.95 11.14 72 200 200
15 Dec 26027.30 829.95 34.6 10.23 80 45 186
12 Dec 26046.95 796.75 -148.35 12.11 155 136 141
11 Dec 25898.55 945.1 -120.55 14.24 4 2 5
10 Dec 25758.00 1065.65 145.15 10.12 5 1 3
9 Dec 25839.65 920.5 66.8 - 3 1 2
8 Dec 25960.55 850.9 184.2 - 2 0 1
5 Dec 26186.45 666.7 -89.65 11.78 2 1 1
4 Dec 26033.75 754.5 -69.7 7.79 2 0 0
3 Dec 25986.00 821.55 -179.45 11.73 2 0 0
2 Dec 26032.20 1001 0 - 0 0 0
1 Dec 26175.75 1001 0 - 0 0 0
28 Nov 26202.95 1001 0 - 0 0 0
27 Nov 26215.55 1001 0 - 0 0 0
26 Nov 26205.30 1001 0 - 0 0 0
25 Nov 25884.80 1001 0 - 0 0 0
24 Nov 25959.50 1001 0 - 0 0 0
21 Nov 26068.15 1001 0 - 0 0 0
20 Nov 26192.15 1001 0 - 0 0 0
19 Nov 26052.65 0 0 - 0 0 0


For Nifty - strike price 26900 expiring on 23DEC2025

Delta for 26900 PE is -0.96

Historical price for 26900 PE is as follows

On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 916.55, which was -151.6 lower than the previous day. The implied volatity was 18.09, the open interest changed by -19 which decreased total open position to 180


On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 1068.15, which was 20.8 higher than the previous day. The implied volatity was 22.70, the open interest changed by 0 which decreased total open position to 199


On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1047.15, which was 50.85 higher than the previous day. The implied volatity was 18.69, the open interest changed by -1 which decreased total open position to 199


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 998.05, which was 168.95 higher than the previous day. The implied volatity was 11.14, the open interest changed by 200 which increased total open position to 200


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 829.95, which was 34.6 higher than the previous day. The implied volatity was 10.23, the open interest changed by 45 which increased total open position to 186


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 796.75, which was -148.35 lower than the previous day. The implied volatity was 12.11, the open interest changed by 136 which increased total open position to 141


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 945.1, which was -120.55 lower than the previous day. The implied volatity was 14.24, the open interest changed by 2 which increased total open position to 5


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1065.65, which was 145.15 higher than the previous day. The implied volatity was 10.12, the open interest changed by 1 which increased total open position to 3


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 920.5, which was 66.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 850.9, which was 184.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 666.7, which was -89.65 lower than the previous day. The implied volatity was 11.78, the open interest changed by 1 which increased total open position to 1


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 754.5, which was -69.7 lower than the previous day. The implied volatity was 7.79, 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 821.55, which was -179.45 lower than the previous day. The implied volatity was 11.73, 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 1001, 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 1001, 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 1001, 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 1001, 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 1001, 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 1001, 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 1001, 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 1001, 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 1001, 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