[--[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 27000 CE
Delta: 0.01
Vega: 0.54
Theta: -1.06
Gamma: 0.00
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
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
Delta: -0.96
Vega: 2.28
Theta: 1.26
Gamma: 0.00
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