[--[65.84.65.76]--]

NIFTY

Nifty
25818.55 -41.55 (-0.16%)
L: 25770.35 H: 25929.15

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Historical option data for NIFTY

17 Dec 2025 04:10 PM IST
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 0.05 15.80 1,56,187 8,915 22,481
16 Dec 25860.10 1.85 -0.75 14.15 52,817 13,566 13,566
15 Dec 26027.30 2.65 -0.55 12.12 22,085 1,266 7,650
12 Dec 26046.95 3 -0.3 10.05 11,731 1,510 6,384
11 Dec 25898.55 3.4 -2.05 11.03 7,343 -2 4,874
10 Dec 25758.00 5.25 0.15 12.50 9,173 3,705 4,876
9 Dec 25839.65 5 -2.7 11.20 2,338 137 1,171
8 Dec 25960.55 8.55 -1.9 10.97 1,733 -72 1,034
5 Dec 26186.45 10.65 -1.7 8.24 1,465 538 1,106
4 Dec 26033.75 11.75 -1.6 9.44 380 40 568
3 Dec 25986.00 14.2 -4.1 9.78 549 -80 528
2 Dec 26032.20 19 -8.7 9.50 619 218 608
1 Dec 26175.75 27.05 -9.75 9.02 771 120 390
28 Nov 26202.95 37.2 -5.6 8.80 417 -139 270
27 Nov 26215.55 43 -2.6 8.83 615 272 409
26 Nov 26205.30 47.1 22.75 9.00 159 79 137
25 Nov 25884.80 23.7 -17.45 9.78 74 26 58
24 Nov 25959.50 37.35 -20.75 10.04 80 11 32
21 Nov 26068.15 56.1 -21.7 9.65 22 7 21
20 Nov 26192.15 78.45 22.45 9.44 26 10 14
19 Nov 26052.65 56 -70.35 9.33 10 4 4


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 78.75 24.08 10 0 27
16 Dec 25860.10 1177.45 152.65 - 4 27 27
15 Dec 26027.30 1025.2 23.2 8.96 18 16 27
12 Dec 26046.95 1002 -141.3 14.46 4 4 11
11 Dec 25898.55 1143.3 -121.9 16.28 8 6 7
10 Dec 25758.00 1265.2 78.35 11.82 8 1 1
9 Dec 25839.65 1182.5 135.45 15.56 2 -1 0
8 Dec 25960.55 1043.75 184.7 - 2 0 1
5 Dec 26186.45 859.05 -85.8 13.63 3 1 1
4 Dec 26033.75 943.15 -69.85 6.41 2 0 0
3 Dec 25986.00 1010.1 -148.15 12.85 2 0 0
2 Dec 26032.20 1158.25 0 - 0 0 0
1 Dec 26175.75 1158.25 0 - 0 0 0
28 Nov 26202.95 1158.25 0 - 0 0 0
27 Nov 26215.55 1158.25 0 - 0 0 0
26 Nov 26205.30 1158.25 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 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