NIFTY

Nifty

25818.55 -41.55 (-0.16%)

L: 25770.35 H: 25929.15

Back to Option Chain

Historical option data for NIFTY
17 Dec 2025 04:10 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

NIFTY 23-DEC-2025 27100 CE
Delta: 0.01 Vega: 0.96 Theta: -1.34 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	25818.55	1.95 ₹ 146.25	0.05 3.75	15.80	1,56,187 1,17,14,025	8,915 6,68,625	22,481 16,86,075
16 Dec	25860.10	1.85 ₹ 138.75	-0.75 -56.25	14.15	52,817 39,61,275	13,566 10,17,450	13,566 10,17,450
15 Dec	26027.30	2.65 ₹ 198.75	-0.55 -41.25	12.12	22,085 16,56,375	1,266 94,950	7,650 5,73,750

12 Dec	26046.95	3 ₹ 225	-0.3 -22.50	10.05	11,731 8,79,825	1,510 1,13,250	6,384 4,78,800
11 Dec	25898.55	3.4 ₹ 255	-2.05 -153.75	11.03	7,343 5,50,725	-2 -150	4,874 3,65,550
10 Dec	25758.00	5.25 ₹ 393.75	0.15 11.25	12.50	9,173 6,87,975	3,705 2,77,875	4,876 3,65,700
9 Dec	25839.65	5 ₹ 375	-2.7 -202.50	11.20	2,338 1,75,350	137 10,275	1,171 87,825
8 Dec	25960.55	8.55 ₹ 641.25	-1.9 -142.50	10.97	1,733 1,29,975	-72 -5,400	1,034 77,550
5 Dec	26186.45	10.65 ₹ 798.75	-1.7 -127.50	8.24	1,465 1,09,875	538 40,350	1,106 82,950
4 Dec	26033.75	11.75 ₹ 881.25	-1.6 -120.00	9.44	380 28,500	40 3,000	568 42,600
3 Dec	25986.00	14.2 ₹ 1,065	-4.1 -307.50	9.78	549 41,175	-80 -6,000	528 39,600
2 Dec	26032.20	19 ₹ 1,425	-8.7 -652.50	9.50	619 46,425	218 16,350	608 45,600
1 Dec	26175.75	27.05 ₹ 2,028.75	-9.75 -731.25	9.02	771 57,825	120 9,000	390 29,250
28 Nov	26202.95	37.2 ₹ 2,790	-5.6 -420.00	8.80	417 31,275	-139 -10,425	270 20,250
27 Nov	26215.55	43 ₹ 3,225	-2.6 -195.00	8.83	615 46,125	272 20,400	409 30,675
26 Nov	26205.30	47.1 ₹ 3,532.5	22.75 1706.25	9.00	159 11,925	79 5,925	137 10,275
25 Nov	25884.80	23.7 ₹ 1,777.5	-17.45 -1308.75	9.78	74 5,550	26 1,950	58 4,350
24 Nov	25959.50	37.35 ₹ 2,801.25	-20.75 -1556.25	10.04	80 6,000	11 825	32 2,400
21 Nov	26068.15	56.1 ₹ 4,207.5	-21.7 -1627.50	9.65	22 1,650	7 525	21 1,575
20 Nov	26192.15	78.45 ₹ 5,883.75	22.45 1683.75	9.44	26 1,950	10 750	14 1,050
19 Nov	26052.65	56 ₹ 4,200	-70.35 -5276.25	9.33	10 750	4 300	4 300

For Nifty - strike price 27100 expiring on 23DEC2025

Delta for 27100 CE is 0.01

Historical price for 27100 CE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1.95, which was 0.05 higher than the previous day. The implied volatity was 15.80, the open interest changed by 8915 which increased total open position to 22481

On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1.85, which was -0.75 lower than the previous day. The implied volatity was 14.15, the open interest changed by 13566 which increased total open position to 13566

On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 2.65, which was -0.55 lower than the previous day. The implied volatity was 12.12, the open interest changed by 1266 which increased total open position to 7650

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 3, which was -0.3 lower than the previous day. The implied volatity was 10.05, the open interest changed by 1510 which increased total open position to 6384

On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 3.4, which was -2.05 lower than the previous day. The implied volatity was 11.03, the open interest changed by -2 which decreased total open position to 4874

On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 5.25, which was 0.15 higher than the previous day. The implied volatity was 12.50, the open interest changed by 3705 which increased total open position to 4876

On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 5, which was -2.7 lower than the previous day. The implied volatity was 11.20, the open interest changed by 137 which increased total open position to 1171

On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 8.55, which was -1.9 lower than the previous day. The implied volatity was 10.97, the open interest changed by -72 which decreased total open position to 1034

On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 10.65, which was -1.7 lower than the previous day. The implied volatity was 8.24, the open interest changed by 538 which increased total open position to 1106

On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 11.75, which was -1.6 lower than the previous day. The implied volatity was 9.44, the open interest changed by 40 which increased total open position to 568

On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 14.2, which was -4.1 lower than the previous day. The implied volatity was 9.78, the open interest changed by -80 which decreased total open position to 528

On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 19, which was -8.7 lower than the previous day. The implied volatity was 9.50, the open interest changed by 218 which increased total open position to 608

On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 27.05, which was -9.75 lower than the previous day. The implied volatity was 9.02, the open interest changed by 120 which increased total open position to 390

On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 37.2, which was -5.6 lower than the previous day. The implied volatity was 8.80, the open interest changed by -139 which decreased total open position to 270

On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 43, which was -2.6 lower than the previous day. The implied volatity was 8.83, the open interest changed by 272 which increased total open position to 409

On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 47.1, which was 22.75 higher than the previous day. The implied volatity was 9.00, the open interest changed by 79 which increased total open position to 137

On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 23.7, which was -17.45 lower than the previous day. The implied volatity was 9.78, the open interest changed by 26 which increased total open position to 58

On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 37.35, which was -20.75 lower than the previous day. The implied volatity was 10.04, the open interest changed by 11 which increased total open position to 32

On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 56.1, which was -21.7 lower than the previous day. The implied volatity was 9.65, the open interest changed by 7 which increased total open position to 21

On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 78.45, which was 22.45 higher than the previous day. The implied volatity was 9.44, the open interest changed by 10 which increased total open position to 14

On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 56, which was -70.35 lower than the previous day. The implied volatity was 9.33, the open interest changed by 4 which increased total open position to 4

NIFTY 23DEC2025 27100 PE
Delta: -0.93 Vega: 4.32 Theta: -1.73 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	25818.55	1256.2 ₹ 94,215	78.75 5906.25	24.08	10 750	0 0	27 2,025
16 Dec	25860.10	1177.45 ₹ 88,308.75	152.65 11448.75	-	4 300	27 2,025	27 2,025
15 Dec	26027.30	1025.2 ₹ 76,890	23.2 1740.00	8.96	18 1,350	16 1,200	27 2,025
12 Dec	26046.95	1002 ₹ 75,150	-141.3 -10597.50	14.46	4 300	4 300	11 825
11 Dec	25898.55	1143.3 ₹ 85,747.5	-121.9 -9142.50	16.28	8 600	6 450	7 525
10 Dec	25758.00	1265.2 ₹ 94,890	78.35 5876.25	11.82	8 600	1 75	1 75
9 Dec	25839.65	1182.5 ₹ 88,687.5	135.45 10158.75	15.56	2 150	-1 -75	0 0
8 Dec	25960.55	1043.75 ₹ 78,281.25	184.7 13852.50	-	2 150	0 0	1 75
5 Dec	26186.45	859.05 ₹ 64,428.75	-85.8 -6435.00	13.63	3 225	1 75	1 75
4 Dec	26033.75	943.15 ₹ 70,736.25	-69.85 -5238.75	6.41	2 150	0 0	0 0
3 Dec	25986.00	1010.1 ₹ 75,757.5	-148.15 -11111.25	12.85	2 150	0 0	0 0
2 Dec	26032.20	1158.25 ₹ 86,868.75	0 0.00	-	0 0	0 0	0 0
1 Dec	26175.75	1158.25 ₹ 86,868.75	0 0.00	-	0 0	0 0	0 0
28 Nov	26202.95	1158.25 ₹ 86,868.75	0 0.00	-	0 0	0 0	0 0
27 Nov	26215.55	1158.25 ₹ 86,868.75	0 0.00	-	0 0	0 0	0 0
26 Nov	26205.30	1158.25 ₹ 86,868.75	0 0.00	-	0 0	0 0	0 0
25 Nov	25884.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
24 Nov	25959.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
21 Nov	26068.15	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
20 Nov	26192.15	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
19 Nov	26052.65	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Nifty - strike price 27100 expiring on 23DEC2025

Delta for 27100 PE is -0.93

Historical price for 27100 PE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1256.2, which was 78.75 higher than the previous day. The implied volatity was 24.08, the open interest changed by 0 which decreased total open position to 27

On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1177.45, which was 152.65 higher than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 27

On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1025.2, which was 23.2 higher than the previous day. The implied volatity was 8.96, the open interest changed by 16 which increased total open position to 27

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1002, which was -141.3 lower than the previous day. The implied volatity was 14.46, the open interest changed by 4 which increased total open position to 11

On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1143.3, which was -121.9 lower than the previous day. The implied volatity was 16.28, the open interest changed by 6 which increased total open position to 7

On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1265.2, which was 78.35 higher than the previous day. The implied volatity was 11.82, the open interest changed by 1 which increased total open position to 1

On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1182.5, which was 135.45 higher than the previous day. The implied volatity was 15.56, the open interest changed by -1 which decreased total open position to 0

On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1043.75, which was 184.7 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 859.05, which was -85.8 lower than the previous day. The implied volatity was 13.63, 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 943.15, which was -69.85 lower than the previous day. The implied volatity was 6.41, 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 1010.1, which was -148.15 lower than the previous day. The implied volatity was 12.85, 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 1158.25, 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 1158.25, 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 1158.25, 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 1158.25, 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 1158.25, 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

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