NIFTY
Nifty
Historical option data for NIFTY
19 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 27050 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.47
Theta: -0.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 25966.40 | 0.8 | -0.55 | 15.18 | 55,606 | -6 | 8,752 | |||||||||
| 18 Dec | 25815.55 | 1.3 | -0.65 | 16.06 | 53,309 | -1,162 | 8,758 | |||||||||
| 17 Dec | 25818.55 | 2.1 | 0 | 15.41 | 1,03,163 | 6,712 | 9,920 | |||||||||
| 16 Dec | 25860.10 | 2.1 | -0.75 | 13.87 | 14,913 | 3,208 | 3,208 | |||||||||
| 15 Dec | 26027.30 | 2.65 | -0.85 | 11.62 | 5,268 | 688 | 1,447 | |||||||||
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| 12 Dec | 26046.95 | 3.35 | 0 | 9.78 | 2,014 | 341 | 759 | |||||||||
| 11 Dec | 25898.55 | 3.4 | -2.45 | 10.66 | 555 | -23 | 418 | |||||||||
| 10 Dec | 25758.00 | 5.9 | 0.35 | 12.32 | 985 | 199 | 441 | |||||||||
| 9 Dec | 25839.65 | 5.4 | -2.85 | 10.94 | 168 | 6 | 242 | |||||||||
| 8 Dec | 25960.55 | 8.45 | -4.7 | 10.53 | 524 | 111 | 236 | |||||||||
| 5 Dec | 26186.45 | 13.15 | -1.35 | 8.16 | 223 | 60 | 125 | |||||||||
| 4 Dec | 26033.75 | 14.05 | -1.6 | 9.40 | 69 | 9 | 65 | |||||||||
| 3 Dec | 25986.00 | 16.8 | -119.1 | 9.74 | 92 | 56 | 56 | |||||||||
| 2 Dec | 26032.20 | 135.9 | 0 | 3.08 | 0 | 0 | 0 | |||||||||
| 1 Dec | 26175.75 | 135.9 | 0 | 2.53 | 0 | 0 | 0 | |||||||||
| 28 Nov | 26202.95 | 135.9 | 0 | 2.24 | 0 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 135.9 | 0 | 2.12 | 0 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 135.9 | 0 | 2.12 | 0 | 0 | 0 | |||||||||
| 25 Nov | 25884.80 | 135.9 | 0 | 3.14 | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 135.9 | 0 | 2.82 | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 135.9 | 0 | 2.26 | 0 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 135.9 | 0 | 1.82 | 0 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 135.9 | 0 | 2.18 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 27050 expiring on 23DEC2025
Delta for 27050 CE is 0.01
Historical price for 27050 CE is as follows
On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 0.8, which was -0.55 lower than the previous day. The implied volatity was 15.18, the open interest changed by -6 which decreased total open position to 8752
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 1.3, which was -0.65 lower than the previous day. The implied volatity was 16.06, the open interest changed by -1162 which decreased total open position to 8758
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 2.1, which was 0 lower than the previous day. The implied volatity was 15.41, the open interest changed by 6712 which increased total open position to 9920
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 2.1, which was -0.75 lower than the previous day. The implied volatity was 13.87, the open interest changed by 3208 which increased total open position to 3208
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 2.65, which was -0.85 lower than the previous day. The implied volatity was 11.62, the open interest changed by 688 which increased total open position to 1447
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 3.35, which was 0 lower than the previous day. The implied volatity was 9.78, the open interest changed by 341 which increased total open position to 759
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 3.4, which was -2.45 lower than the previous day. The implied volatity was 10.66, the open interest changed by -23 which decreased total open position to 418
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 5.9, which was 0.35 higher than the previous day. The implied volatity was 12.32, the open interest changed by 199 which increased total open position to 441
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 5.4, which was -2.85 lower than the previous day. The implied volatity was 10.94, the open interest changed by 6 which increased total open position to 242
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 8.45, which was -4.7 lower than the previous day. The implied volatity was 10.53, the open interest changed by 111 which increased total open position to 236
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 13.15, which was -1.35 lower than the previous day. The implied volatity was 8.16, the open interest changed by 60 which increased total open position to 125
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 14.05, which was -1.6 lower than the previous day. The implied volatity was 9.40, the open interest changed by 9 which increased total open position to 65
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 16.8, which was -119.1 lower than the previous day. The implied volatity was 9.74, the open interest changed by 56 which increased total open position to 56
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 135.9, 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 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 135.9, which was 0 lower than the previous day. The implied volatity was 2.53, 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 135.9, which was 0 lower than the previous day. The implied volatity was 2.24, 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 135.9, which was 0 lower than the previous day. The implied volatity was 2.12, 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 135.9, which was 0 lower than the previous day. The implied volatity was 2.12, 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 135.9, which was 0 lower than the previous day. The implied volatity was 3.14, 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 135.9, which was 0 lower than the previous day. The implied volatity was 2.82, 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 135.9, which was 0 lower than the previous day. The implied volatity was 2.26, 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 135.9, which was 0 lower than the previous day. The implied volatity was 1.82, 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 135.9, which was 0 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
| NIFTY 23DEC2025 27050 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 25966.40 | 1217.05 | 234.05 | - | 0 | -1 | 3 |
| 18 Dec | 25815.55 | 1217.05 | 234.05 | 25.40 | 1 | 0 | 4 |
| 17 Dec | 25818.55 | 981.3 | 23.3 | - | 0 | 0 | 4 |
| 16 Dec | 25860.10 | 981.3 | 23.3 | - | 0 | 4 | 4 |
| 15 Dec | 26027.30 | 981.3 | 23.3 | 14.42 | 2 | -2 | 4 |
| 12 Dec | 26046.95 | 958 | -110.9 | 14.77 | 12 | 4 | 6 |
| 11 Dec | 25898.55 | 1064.55 | -149.25 | - | 2 | 1 | 2 |
| 10 Dec | 25758.00 | 1213.8 | 75.85 | 11.03 | 6 | -1 | 1 |
| 9 Dec | 25839.65 | 1133.85 | 135.9 | 15.21 | 4 | 0 | 2 |
| 8 Dec | 25960.55 | 993.9 | 187.4 | - | 2 | 0 | 2 |
| 5 Dec | 26186.45 | 806.5 | -90.45 | 13.11 | 2 | 1 | 2 |
| 4 Dec | 26033.75 | 895.3 | -77.7 | 7.07 | 2 | 0 | 1 |
| 3 Dec | 25986.00 | 973 | 162.25 | 13.28 | 2 | 1 | 1 |
| 2 Dec | 26032.20 | 860 | -258.05 | 9.45 | 2 | 0 | 0 |
| 1 Dec | 26175.75 | 1118.05 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 26202.95 | 1118.05 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 26215.55 | 1118.05 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 26205.30 | 1118.05 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 25884.80 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 27050 expiring on 23DEC2025
Delta for 27050 PE is -
Historical price for 27050 PE is as follows
On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 1217.05, which was 234.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 3
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 1217.05, which was 234.05 higher than the previous day. The implied volatity was 25.40, the open interest changed by 0 which decreased total open position to 4
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 981.3, which was 23.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 981.3, which was 23.3 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 981.3, which was 23.3 higher than the previous day. The implied volatity was 14.42, the open interest changed by -2 which decreased total open position to 4
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 958, which was -110.9 lower than the previous day. The implied volatity was 14.77, the open interest changed by 4 which increased total open position to 6
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1064.55, which was -149.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1213.8, which was 75.85 higher than the previous day. The implied volatity was 11.03, the open interest changed by -1 which decreased total open position to 1
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1133.85, which was 135.9 higher than the previous day. The implied volatity was 15.21, the open interest changed by 0 which decreased total open position to 2
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 993.9, which was 187.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 806.5, which was -90.45 lower than the previous day. The implied volatity was 13.11, the open interest changed by 1 which increased total open position to 2
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 895.3, which was -77.7 lower than the previous day. The implied volatity was 7.07, the open interest changed by 0 which decreased total open position to 1
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 973, which was 162.25 higher than the previous day. The implied volatity was 13.28, the open interest changed by 1 which increased total open position to 1
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 860, which was -258.05 lower than the previous day. The implied volatity was 9.45, 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 1118.05, 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 1118.05, 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 1118.05, 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 1118.05, 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 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
On 24 Nov NIFTY was trading at 25959.50. 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
On 21 Nov NIFTY was trading at 26068.15. 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
On 20 Nov NIFTY was trading at 26192.15. 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
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































































































































































































































