NIFTY
Nifty
Historical option data for NIFTY
18 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 26950 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.79
Theta: -1.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 25815.55 | 1.5 | -0.65 | 15.14 | 64,487 | 220 | 8,658 | |||||||||
| 17 Dec | 25818.55 | 2.2 | -0.1 | 14.40 | 74,290 | 4,090 | 8,438 | |||||||||
| 16 Dec | 25860.10 | 2.25 | -1 | 12.96 | 17,825 | 4,348 | 4,348 | |||||||||
| 15 Dec | 26027.30 | 2.85 | -1.5 | 10.73 | 12,638 | 2,531 | 3,646 | |||||||||
| 12 Dec | 26046.95 | 4.7 | 0.45 | 9.39 | 4,057 | 355 | 1,115 | |||||||||
| 11 Dec | 25898.55 | 4.15 | -2.5 | 10.13 | 2,183 | 223 | 760 | |||||||||
| 10 Dec | 25758.00 | 6.45 | -0.65 | 11.65 | 2,234 | 493 | 537 | |||||||||
| 9 Dec | 25839.65 | 7 | -4 | 10.58 | 167 | 42 | 44 | |||||||||
| 8 Dec | 25960.55 | 11 | -145.65 | 10.20 | 7 | 2 | 2 | |||||||||
| 5 Dec | 26186.45 | 156.65 | 0 | 2.68 | 0 | 0 | 0 | |||||||||
| 4 Dec | 26033.75 | 156.65 | 0 | 3.08 | 0 | 0 | 0 | |||||||||
| 3 Dec | 25986.00 | 156.65 | 0 | 3.09 | 0 | 0 | 0 | |||||||||
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| 2 Dec | 26032.20 | 156.65 | 0 | 2.73 | 0 | 0 | 0 | |||||||||
| 1 Dec | 26175.75 | 156.65 | 0 | 2.31 | 0 | 0 | 0 | |||||||||
| 28 Nov | 26202.95 | 156.65 | 0 | 2.02 | 0 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 156.65 | 0 | 1.90 | 0 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 156.65 | 0 | 1.90 | 0 | 0 | 0 | |||||||||
| 25 Nov | 25884.80 | 156.65 | 0 | 2.84 | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 156.65 | 0 | 2.52 | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 156.65 | 0 | 1.97 | 0 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 156.65 | 0 | 1.62 | 0 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 156.65 | 0 | 1.90 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26950 expiring on 23DEC2025
Delta for 26950 CE is 0.01
Historical price for 26950 CE is as follows
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 1.5, which was -0.65 lower than the previous day. The implied volatity was 15.14, the open interest changed by 220 which increased total open position to 8658
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 2.2, which was -0.1 lower than the previous day. The implied volatity was 14.40, the open interest changed by 4090 which increased total open position to 8438
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 2.25, which was -1 lower than the previous day. The implied volatity was 12.96, the open interest changed by 4348 which increased total open position to 4348
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 2.85, which was -1.5 lower than the previous day. The implied volatity was 10.73, the open interest changed by 2531 which increased total open position to 3646
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 4.7, which was 0.45 higher than the previous day. The implied volatity was 9.39, the open interest changed by 355 which increased total open position to 1115
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 4.15, which was -2.5 lower than the previous day. The implied volatity was 10.13, the open interest changed by 223 which increased total open position to 760
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 6.45, which was -0.65 lower than the previous day. The implied volatity was 11.65, the open interest changed by 493 which increased total open position to 537
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 7, which was -4 lower than the previous day. The implied volatity was 10.58, the open interest changed by 42 which increased total open position to 44
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 11, which was -145.65 lower than the previous day. The implied volatity was 10.20, 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 156.65, which was 0 lower than the previous day. The implied volatity was 2.68, 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 156.65, which was 0 lower than the previous day. The implied volatity was 3.08, 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 156.65, which was 0 lower than the previous day. The implied volatity was 3.09, 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 156.65, 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 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 156.65, which was 0 lower than the previous day. The implied volatity was 2.31, 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 156.65, which was 0 lower than the previous day. The implied volatity was 2.02, 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 156.65, which was 0 lower than the previous day. The implied volatity was 1.90, 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 156.65, which was 0 lower than the previous day. The implied volatity was 1.90, 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 156.65, which was 0 lower than the previous day. The implied volatity was 2.84, 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 156.65, which was 0 lower than the previous day. The implied volatity was 2.52, 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 156.65, which was 0 lower than the previous day. The implied volatity was 1.97, 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 156.65, which was 0 lower than the previous day. The implied volatity was 1.62, 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 156.65, which was 0 lower than the previous day. The implied volatity was 1.90, the open interest changed by 0 which decreased total open position to 0
| NIFTY 23DEC2025 26950 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 25815.55 | 1114.2 | 242.2 | - | 0 | 0 | 5 |
| 17 Dec | 25818.55 | 1114.2 | 242.2 | 23.27 | 1 | 0 | 5 |
| 16 Dec | 25860.10 | 869.45 | 19.05 | - | 0 | 5 | 5 |
| 15 Dec | 26027.30 | 869.45 | 19.05 | - | 2 | 0 | 5 |
| 12 Dec | 26046.95 | 850.4 | -142.15 | 13.25 | 2 | 0 | 5 |
| 11 Dec | 25898.55 | 992.55 | -133 | 14.48 | 3 | 0 | 5 |
| 10 Dec | 25758.00 | 1125.55 | 79.8 | 13.60 | 7 | -1 | 5 |
| 9 Dec | 25839.65 | 1045.75 | 194.75 | 15.52 | 1 | 1 | 6 |
| 8 Dec | 25960.55 | 851 | 153.25 | - | 2 | 2 | 5 |
| 5 Dec | 26186.45 | 697.75 | -108.6 | 11.38 | 2 | 0 | 3 |
| 4 Dec | 26033.75 | 806.35 | -91.4 | 8.49 | 2 | 0 | 3 |
| 3 Dec | 25986.00 | 897.75 | 277.75 | 14.02 | 3 | 3 | 3 |
| 2 Dec | 26032.20 | 620 | -419.45 | - | 0 | 1 | 0 |
| 1 Dec | 26175.75 | 620 | -419.45 | - | 0 | 1 | 0 |
| 28 Nov | 26202.95 | 620 | -419.45 | 8.79 | 2 | 1 | 1 |
| 27 Nov | 26215.55 | 1039.45 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 26205.30 | 1039.45 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 25884.80 | 1039.45 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 1039.45 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 1039.45 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 1039.45 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26950 expiring on 23DEC2025
Delta for 26950 PE is -
Historical price for 26950 PE is as follows
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 1114.2, which was 242.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1114.2, which was 242.2 higher than the previous day. The implied volatity was 23.27, the open interest changed by 0 which decreased total open position to 5
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 869.45, which was 19.05 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 869.45, which was 19.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 850.4, which was -142.15 lower than the previous day. The implied volatity was 13.25, the open interest changed by 0 which decreased total open position to 5
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 992.55, which was -133 lower than the previous day. The implied volatity was 14.48, the open interest changed by 0 which decreased total open position to 5
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1125.55, which was 79.8 higher than the previous day. The implied volatity was 13.60, the open interest changed by -1 which decreased total open position to 5
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1045.75, which was 194.75 higher than the previous day. The implied volatity was 15.52, the open interest changed by 1 which increased total open position to 6
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 851, which was 153.25 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 5
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 697.75, which was -108.6 lower than the previous day. The implied volatity was 11.38, the open interest changed by 0 which decreased total open position to 3
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 806.35, which was -91.4 lower than the previous day. The implied volatity was 8.49, the open interest changed by 0 which decreased total open position to 3
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 897.75, which was 277.75 higher than the previous day. The implied volatity was 14.02, the open interest changed by 3 which increased total open position to 3
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 620, which was -419.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 620, which was -419.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 620, which was -419.45 lower than the previous day. The implied volatity was 8.79, the open interest changed by 1 which increased total open position to 1
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1039.45, 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 1039.45, 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 1039.45, 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 1039.45, 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 1039.45, 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 1039.45, 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































































































































































































































