NIFTY
Nifty
Historical option data for NIFTY
19 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 27000 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.54
Theta: -1.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 25966.40 | 0.95 | -0.5 | 14.85 | 7,17,734 | -14,222 | 1,32,985 | |||||||||
| 18 Dec | 25815.55 | 1.45 | -0.75 | 15.66 | 5,72,037 | -19,015 | 1,47,207 | |||||||||
| 17 Dec | 25818.55 | 2.25 | 0 | 15.00 | 5,29,506 | 58,698 | 1,66,222 | |||||||||
| 16 Dec | 25860.10 | 2.1 | -1.05 | 13.36 | 2,39,403 | 1,07,524 | 1,07,524 | |||||||||
| 15 Dec | 26027.30 | 2.9 | -1.05 | 11.29 | 1,32,628 | 19,212 | 51,743 | |||||||||
| 12 Dec | 26046.95 | 4.3 | 0.55 | 9.71 | 67,623 | 20,417 | 32,531 | |||||||||
| 11 Dec | 25898.55 | 3.75 | -2.35 | 10.39 | 30,211 | 3,552 | 12,114 | |||||||||
| 10 Dec | 25758.00 | 6.35 | 0.1 | 12.04 | 17,165 | 1,756 | 8,562 | |||||||||
| 9 Dec | 25839.65 | 5.8 | -4.5 | 10.66 | 14,866 | 1,284 | 6,806 | |||||||||
| 8 Dec | 25960.55 | 9.95 | -6.35 | 10.43 | 12,382 | 1,015 | 5,522 | |||||||||
| 5 Dec | 26186.45 | 16.85 | 0.25 | 8.19 | 9,629 | 580 | 4,507 | |||||||||
| 4 Dec | 26033.75 | 16 | -2.65 | 9.31 | 3,885 | 471 | 3,927 | |||||||||
| 3 Dec | 25986.00 | 19.3 | -7.6 | 9.64 | 4,215 | 540 | 3,456 | |||||||||
| 2 Dec | 26032.20 | 27.3 | -13.65 | 9.52 | 3,963 | 994 | 2,916 | |||||||||
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| 1 Dec | 26175.75 | 41.25 | -10.5 | 9.24 | 4,303 | -254 | 1,922 | |||||||||
| 28 Nov | 26202.95 | 52.5 | -4 | 8.90 | 3,764 | 923 | 2,176 | |||||||||
| 27 Nov | 26215.55 | 56.2 | -5.15 | 8.73 | 3,060 | 323 | 1,253 | |||||||||
| 26 Nov | 26205.30 | 62.35 | 30.45 | 8.99 | 1,620 | 359 | 930 | |||||||||
| 25 Nov | 25884.80 | 29.65 | -21.3 | 9.60 | 846 | 114 | 571 | |||||||||
| 24 Nov | 25959.50 | 48.35 | -25 | 10.02 | 880 | 43 | 457 | |||||||||
| 21 Nov | 26068.15 | 72.2 | -25.1 | 9.68 | 1,072 | 95 | 414 | |||||||||
| 20 Nov | 26192.15 | 102.4 | 29.05 | 9.60 | 444 | 104 | 319 | |||||||||
| 19 Nov | 26052.65 | 74.8 | -71.2 | 9.48 | 444 | 215 | 215 | |||||||||
For Nifty - strike price 27000 expiring on 23DEC2025
Delta for 27000 CE is 0.01
Historical price for 27000 CE is as follows
On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 0.95, which was -0.5 lower than the previous day. The implied volatity was 14.85, the open interest changed by -14222 which decreased total open position to 132985
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 1.45, which was -0.75 lower than the previous day. The implied volatity was 15.66, the open interest changed by -19015 which decreased total open position to 147207
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 2.25, which was 0 lower than the previous day. The implied volatity was 15.00, the open interest changed by 58698 which increased total open position to 166222
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 2.1, which was -1.05 lower than the previous day. The implied volatity was 13.36, the open interest changed by 107524 which increased total open position to 107524
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 2.9, which was -1.05 lower than the previous day. The implied volatity was 11.29, the open interest changed by 19212 which increased total open position to 51743
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 4.3, which was 0.55 higher than the previous day. The implied volatity was 9.71, the open interest changed by 20417 which increased total open position to 32531
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 3.75, which was -2.35 lower than the previous day. The implied volatity was 10.39, the open interest changed by 3552 which increased total open position to 12114
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 6.35, which was 0.1 higher than the previous day. The implied volatity was 12.04, the open interest changed by 1756 which increased total open position to 8562
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 5.8, which was -4.5 lower than the previous day. The implied volatity was 10.66, the open interest changed by 1284 which increased total open position to 6806
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 9.95, which was -6.35 lower than the previous day. The implied volatity was 10.43, the open interest changed by 1015 which increased total open position to 5522
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 16.85, which was 0.25 higher than the previous day. The implied volatity was 8.19, the open interest changed by 580 which increased total open position to 4507
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 16, which was -2.65 lower than the previous day. The implied volatity was 9.31, the open interest changed by 471 which increased total open position to 3927
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 19.3, which was -7.6 lower than the previous day. The implied volatity was 9.64, the open interest changed by 540 which increased total open position to 3456
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 27.3, which was -13.65 lower than the previous day. The implied volatity was 9.52, the open interest changed by 994 which increased total open position to 2916
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 41.25, which was -10.5 lower than the previous day. The implied volatity was 9.24, the open interest changed by -254 which decreased total open position to 1922
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 52.5, which was -4 lower than the previous day. The implied volatity was 8.90, the open interest changed by 923 which increased total open position to 2176
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 56.2, which was -5.15 lower than the previous day. The implied volatity was 8.73, the open interest changed by 323 which increased total open position to 1253
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 62.35, which was 30.45 higher than the previous day. The implied volatity was 8.99, the open interest changed by 359 which increased total open position to 930
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 29.65, which was -21.3 lower than the previous day. The implied volatity was 9.60, the open interest changed by 114 which increased total open position to 571
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 48.35, which was -25 lower than the previous day. The implied volatity was 10.02, the open interest changed by 43 which increased total open position to 457
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 72.2, which was -25.1 lower than the previous day. The implied volatity was 9.68, the open interest changed by 95 which increased total open position to 414
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 102.4, which was 29.05 higher than the previous day. The implied volatity was 9.60, the open interest changed by 104 which increased total open position to 319
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 74.8, which was -71.2 lower than the previous day. The implied volatity was 9.48, the open interest changed by 215 which increased total open position to 215
| NIFTY 23DEC2025 27000 PE | |||||||
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Delta: -0.96
Vega: 2.28
Theta: 1.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 25966.40 | 1017.65 | -145.25 | 20.51 | 230 | -56 | 541 |
| 18 Dec | 25815.55 | 1164.8 | 22.1 | 24.00 | 205 | -10 | 597 |
| 17 Dec | 25818.55 | 1134.15 | 37.35 | 11.93 | 271 | 52 | 607 |
| 16 Dec | 25860.10 | 1100 | 174.4 | 14.55 | 299 | 555 | 555 |
| 15 Dec | 26027.30 | 929.4 | 41.1 | 11.91 | 367 | 274 | 430 |
| 12 Dec | 26046.95 | 894 | -133 | 11.91 | 191 | 134 | 156 |
| 11 Dec | 25898.55 | 1027 | -138 | 12.32 | 8 | 1 | 22 |
| 10 Dec | 25758.00 | 1165 | 85 | 11.16 | 7 | 3 | 21 |
| 9 Dec | 25839.65 | 1080 | 99.5 | 14.17 | 6 | 2 | 18 |
| 8 Dec | 25960.55 | 980.5 | 259.5 | 12.83 | 18 | 2 | 16 |
| 5 Dec | 26186.45 | 721 | -131.05 | 9.94 | 27 | 6 | 14 |
| 4 Dec | 26033.75 | 855 | -135 | 5.71 | 6 | 1 | 8 |
| 3 Dec | 25986.00 | 990 | 299.1 | 17.10 | 1 | 7 | 7 |
| 2 Dec | 26032.20 | 690.85 | -6.95 | - | 0 | 1 | 0 |
| 1 Dec | 26175.75 | 690.85 | -6.95 | - | 0 | 1 | 0 |
| 28 Nov | 26202.95 | 690.85 | -6.95 | 10.40 | 32 | 1 | 6 |
| 27 Nov | 26215.55 | 697.8 | -501.2 | 11.39 | 49 | 5 | 5 |
| 26 Nov | 26205.30 | 1199 | 619 | - | 0 | 3 | 0 |
| 25 Nov | 25884.80 | 1199 | 619 | - | 0 | 3 | 0 |
| 24 Nov | 25959.50 | 1199 | 619 | - | 0 | 3 | 0 |
| 21 Nov | 26068.15 | 1199 | 619 | 25.61 | 1 | 3 | 3 |
| 20 Nov | 26192.15 | 580 | -498.45 | 5.21 | 3 | 0 | 0 |
| 19 Nov | 26052.65 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 27000 expiring on 23DEC2025
Delta for 27000 PE is -0.96
Historical price for 27000 PE is as follows
On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 1017.65, which was -145.25 lower than the previous day. The implied volatity was 20.51, the open interest changed by -56 which decreased total open position to 541
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 1164.8, which was 22.1 higher than the previous day. The implied volatity was 24.00, the open interest changed by -10 which decreased total open position to 597
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1134.15, which was 37.35 higher than the previous day. The implied volatity was 11.93, the open interest changed by 52 which increased total open position to 607
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1100, which was 174.4 higher than the previous day. The implied volatity was 14.55, the open interest changed by 555 which increased total open position to 555
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 929.4, which was 41.1 higher than the previous day. The implied volatity was 11.91, the open interest changed by 274 which increased total open position to 430
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 894, which was -133 lower than the previous day. The implied volatity was 11.91, the open interest changed by 134 which increased total open position to 156
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1027, which was -138 lower than the previous day. The implied volatity was 12.32, the open interest changed by 1 which increased total open position to 22
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1165, which was 85 higher than the previous day. The implied volatity was 11.16, the open interest changed by 3 which increased total open position to 21
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1080, which was 99.5 higher than the previous day. The implied volatity was 14.17, the open interest changed by 2 which increased total open position to 18
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 980.5, which was 259.5 higher than the previous day. The implied volatity was 12.83, the open interest changed by 2 which increased total open position to 16
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 721, which was -131.05 lower than the previous day. The implied volatity was 9.94, the open interest changed by 6 which increased total open position to 14
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 855, which was -135 lower than the previous day. The implied volatity was 5.71, the open interest changed by 1 which increased total open position to 8
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 990, which was 299.1 higher than the previous day. The implied volatity was 17.10, the open interest changed by 7 which increased total open position to 7
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 690.85, which was -6.95 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 690.85, which was -6.95 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 690.85, which was -6.95 lower than the previous day. The implied volatity was 10.40, the open interest changed by 1 which increased total open position to 6
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 697.8, which was -501.2 lower than the previous day. The implied volatity was 11.39, the open interest changed by 5 which increased total open position to 5
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 1199, which was 619 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 1199, which was 619 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 1199, which was 619 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 1199, which was 619 higher than the previous day. The implied volatity was 25.61, the open interest changed by 3 which increased total open position to 3
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 580, which was -498.45 lower than the previous day. The implied volatity was 5.21, 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































































































































































































































