NIFTY
Nifty
Historical option data for NIFTY
18 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 27150 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.60
Theta: -1.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 25815.55 | 1.2 | -0.5 | 17.04 | 42,340 | 1,993 | 6,818 | |||||||||
| 17 Dec | 25818.55 | 1.7 | -0.1 | 16.07 | 46,869 | 3,240 | 4,825 | |||||||||
| 16 Dec | 25860.10 | 1.85 | -0.6 | 14.65 | 5,513 | 1,585 | 1,585 | |||||||||
| 15 Dec | 26027.30 | 2.2 | -0.85 | 12.29 | 2,872 | -65 | 442 | |||||||||
| 12 Dec | 26046.95 | 3.35 | 0.5 | 10.65 | 977 | 468 | 507 | |||||||||
| 11 Dec | 25898.55 | 2.75 | -114.6 | 11.14 | 200 | 39 | 39 | |||||||||
| 10 Dec | 25758.00 | 117.35 | 0 | 6.25 | 0 | 0 | 0 | |||||||||
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| 9 Dec | 25839.65 | 117.35 | 0 | 5.59 | 0 | 0 | 0 | |||||||||
| 8 Dec | 25960.55 | 117.35 | 0 | 4.74 | 0 | 0 | 0 | |||||||||
| 5 Dec | 26186.45 | 117.35 | 0 | 3.30 | 0 | 0 | 0 | |||||||||
| 4 Dec | 26033.75 | 117.35 | 0 | 3.81 | 0 | 0 | 0 | |||||||||
| 3 Dec | 25986.00 | 117.35 | 0 | 3.80 | 0 | 0 | 0 | |||||||||
| 2 Dec | 26032.20 | 117.35 | 0 | 3.43 | 0 | 0 | 0 | |||||||||
| 1 Dec | 26175.75 | 117.35 | 0 | 2.88 | 0 | 0 | 0 | |||||||||
| 28 Nov | 26202.95 | 117.35 | 0 | 2.57 | 0 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 117.35 | 0 | 2.44 | 0 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 117.35 | 0 | 2.43 | 0 | 0 | 0 | |||||||||
| 25 Nov | 25884.80 | 117.35 | 0 | 3.45 | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 117.35 | 0 | 3.10 | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 117.35 | 0 | 2.55 | 0 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 117.35 | 0 | 2.10 | 0 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 117.35 | 0 | 2.46 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 27150 expiring on 23DEC2025
Delta for 27150 CE is 0.01
Historical price for 27150 CE is as follows
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 1.2, which was -0.5 lower than the previous day. The implied volatity was 17.04, the open interest changed by 1993 which increased total open position to 6818
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1.7, which was -0.1 lower than the previous day. The implied volatity was 16.07, the open interest changed by 3240 which increased total open position to 4825
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1.85, which was -0.6 lower than the previous day. The implied volatity was 14.65, the open interest changed by 1585 which increased total open position to 1585
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 2.2, which was -0.85 lower than the previous day. The implied volatity was 12.29, the open interest changed by -65 which decreased total open position to 442
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 3.35, which was 0.5 higher than the previous day. The implied volatity was 10.65, the open interest changed by 468 which increased total open position to 507
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 2.75, which was -114.6 lower than the previous day. The implied volatity was 11.14, the open interest changed by 39 which increased total open position to 39
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 117.35, which was 0 lower than the previous day. The implied volatity was 6.25, the open interest changed by 0 which decreased total open position to 0
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 117.35, which was 0 lower than the previous day. The implied volatity was 5.59, the open interest changed by 0 which decreased total open position to 0
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 117.35, which was 0 lower than the previous day. The implied volatity was 4.74, the open interest changed by 0 which decreased total open position to 0
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 117.35, which was 0 lower than the previous day. The implied volatity was 3.30, the open interest changed by 0 which decreased total open position to 0
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 117.35, which was 0 lower than the previous day. The implied volatity was 3.81, 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 117.35, which was 0 lower than the previous day. The implied volatity was 3.80, 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 117.35, which was 0 lower than the previous day. The implied volatity was 3.43, 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 117.35, which was 0 lower than the previous day. The implied volatity was 2.88, 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 117.35, which was 0 lower than the previous day. The implied volatity was 2.57, 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 117.35, which was 0 lower than the previous day. The implied volatity was 2.44, 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 117.35, which was 0 lower than the previous day. The implied volatity was 2.43, 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 117.35, which was 0 lower than the previous day. The implied volatity was 3.45, 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 117.35, which was 0 lower than the previous day. The implied volatity was 3.10, 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 117.35, which was 0 lower than the previous day. The implied volatity was 2.55, 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 117.35, which was 0 lower than the previous day. The implied volatity was 2.10, 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 117.35, which was 0 lower than the previous day. The implied volatity was 2.46, the open interest changed by 0 which decreased total open position to 0
| NIFTY 23DEC2025 27150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 25815.55 | 1279.5 | 208.75 | - | 1 | 0 | 3 |
| 17 Dec | 25818.55 | 1068.3 | 21.3 | - | 0 | 0 | 3 |
| 16 Dec | 25860.10 | 1068.3 | 21.3 | - | 0 | 3 | 3 |
| 15 Dec | 26027.30 | 1068.3 | 21.3 | - | 2 | 1 | 3 |
| 12 Dec | 26046.95 | 1043.95 | -125.65 | 13.54 | 2 | 0 | 2 |
| 11 Dec | 25898.55 | 1165.4 | -150.5 | - | 2 | 1 | 2 |
| 10 Dec | 25758.00 | 1315.9 | 79.05 | 12.62 | 4 | 1 | 1 |
| 9 Dec | 25839.65 | 1231.7 | 134.5 | 14.84 | 4 | -1 | 0 |
| 8 Dec | 25960.55 | 1093.65 | 214.8 | - | 2 | -1 | 1 |
| 5 Dec | 26186.45 | 878.85 | -113.9 | 12.95 | 2 | 1 | 2 |
| 4 Dec | 26033.75 | 991.1 | -82.2 | - | 2 | 1 | 1 |
| 3 Dec | 25986.00 | 1070.5 | -128.45 | 14.02 | 2 | 0 | 0 |
| 2 Dec | 26032.20 | 1198.95 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 26175.75 | 1198.95 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 26202.95 | 1198.95 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 26215.55 | 1198.95 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 26205.30 | 1198.95 | 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 27150 expiring on 23DEC2025
Delta for 27150 PE is -
Historical price for 27150 PE is as follows
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 1279.5, which was 208.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1068.3, which was 21.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1068.3, which was 21.3 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1068.3, which was 21.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1043.95, which was -125.65 lower than the previous day. The implied volatity was 13.54, the open interest changed by 0 which decreased total open position to 2
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1165.4, which was -150.5 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 1315.9, which was 79.05 higher than the previous day. The implied volatity was 12.62, 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 1231.7, which was 134.5 higher than the previous day. The implied volatity was 14.84, 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 1093.65, which was 214.8 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 878.85, which was -113.9 lower than the previous day. The implied volatity was 12.95, 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 991.1, which was -82.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1070.5, which was -128.45 lower than the previous day. The implied volatity was 14.02, 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 1198.95, 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 1198.95, 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 1198.95, 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 1198.95, 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 1198.95, 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































































































































































































































