NIFTY
Nifty
Historical option data for NIFTY
19 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 26900 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.56
Theta: -1.00
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.96
Vega: 2.11
Theta: 2.34
Gamma: 0.00
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| 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































































































































































































































