NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 27200 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.84
Theta: -1.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 25818.55 | 1.75 | -0.05 | 16.66 | 1,58,941 | 18,073 | 42,736 | |||||||||
| 16 Dec | 25860.10 | 1.85 | -0.55 | 15.16 | 91,235 | 24,663 | 24,663 | |||||||||
| 15 Dec | 26027.30 | 2.4 | -0.5 | 12.94 | 30,470 | 4,456 | 9,711 | |||||||||
| 12 Dec | 26046.95 | 2.7 | -0.1 | 10.74 | 9,158 | 1,973 | 5,255 | |||||||||
| 11 Dec | 25898.55 | 2.85 | -1.85 | 11.59 | 5,424 | 411 | 3,282 | |||||||||
| 10 Dec | 25758.00 | 4.75 | 0.05 | 13.11 | 6,739 | 1,598 | 2,871 | |||||||||
| 9 Dec | 25839.65 | 4.5 | -1.8 | 11.79 | 3,056 | -238 | 1,273 | |||||||||
| 8 Dec | 25960.55 | 6.55 | -0.9 | 11.26 | 1,912 | 546 | 1,511 | |||||||||
| 5 Dec | 26186.45 | 6.85 | -2.4 | 8.28 | 1,082 | 336 | 965 | |||||||||
| 4 Dec | 26033.75 | 9.25 | -0.9 | 9.76 | 357 | 117 | 629 | |||||||||
| 3 Dec | 25986.00 | 10.65 | -3.3 | 9.96 | 408 | -36 | 512 | |||||||||
| 2 Dec | 26032.20 | 15.35 | -4.65 | 9.83 | 411 | -36 | 548 | |||||||||
| 1 Dec | 26175.75 | 21.15 | -5.45 | 9.20 | 699 | 259 | 584 | |||||||||
| 28 Nov | 26202.95 | 27.6 | -2.95 | 8.88 | 280 | -46 | 325 | |||||||||
| 27 Nov | 26215.55 | 31.7 | -1.95 | 8.85 | 320 | 81 | 371 | |||||||||
| 26 Nov | 26205.30 | 35 | 15.7 | 9.01 | 458 | 225 | 290 | |||||||||
| 25 Nov | 25884.80 | 17.8 | -12.1 | 9.83 | 101 | 9 | 65 | |||||||||
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| 24 Nov | 25959.50 | 28.15 | -17.55 | 10.02 | 113 | 39 | 56 | |||||||||
| 21 Nov | 26068.15 | 43.45 | -15.85 | 9.65 | 58 | 6 | 17 | |||||||||
| 20 Nov | 26192.15 | 60.95 | -47.95 | 9.40 | 17 | 11 | 11 | |||||||||
| 19 Nov | 26052.65 | 108.9 | 0 | 2.60 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 27200 expiring on 23DEC2025
Delta for 27200 CE is 0.01
Historical price for 27200 CE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1.75, which was -0.05 lower than the previous day. The implied volatity was 16.66, the open interest changed by 18073 which increased total open position to 42736
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1.85, which was -0.55 lower than the previous day. The implied volatity was 15.16, the open interest changed by 24663 which increased total open position to 24663
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 2.4, which was -0.5 lower than the previous day. The implied volatity was 12.94, the open interest changed by 4456 which increased total open position to 9711
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 2.7, which was -0.1 lower than the previous day. The implied volatity was 10.74, the open interest changed by 1973 which increased total open position to 5255
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 2.85, which was -1.85 lower than the previous day. The implied volatity was 11.59, the open interest changed by 411 which increased total open position to 3282
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 4.75, which was 0.05 higher than the previous day. The implied volatity was 13.11, the open interest changed by 1598 which increased total open position to 2871
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 4.5, which was -1.8 lower than the previous day. The implied volatity was 11.79, the open interest changed by -238 which decreased total open position to 1273
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 6.55, which was -0.9 lower than the previous day. The implied volatity was 11.26, the open interest changed by 546 which increased total open position to 1511
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 6.85, which was -2.4 lower than the previous day. The implied volatity was 8.28, the open interest changed by 336 which increased total open position to 965
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 9.25, which was -0.9 lower than the previous day. The implied volatity was 9.76, the open interest changed by 117 which increased total open position to 629
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 10.65, which was -3.3 lower than the previous day. The implied volatity was 9.96, the open interest changed by -36 which decreased total open position to 512
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 15.35, which was -4.65 lower than the previous day. The implied volatity was 9.83, the open interest changed by -36 which decreased total open position to 548
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 21.15, which was -5.45 lower than the previous day. The implied volatity was 9.20, the open interest changed by 259 which increased total open position to 584
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 27.6, which was -2.95 lower than the previous day. The implied volatity was 8.88, the open interest changed by -46 which decreased total open position to 325
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 31.7, which was -1.95 lower than the previous day. The implied volatity was 8.85, the open interest changed by 81 which increased total open position to 371
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 35, which was 15.7 higher than the previous day. The implied volatity was 9.01, the open interest changed by 225 which increased total open position to 290
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 17.8, which was -12.1 lower than the previous day. The implied volatity was 9.83, the open interest changed by 9 which increased total open position to 65
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 28.15, which was -17.55 lower than the previous day. The implied volatity was 10.02, the open interest changed by 39 which increased total open position to 56
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 43.45, which was -15.85 lower than the previous day. The implied volatity was 9.65, the open interest changed by 6 which increased total open position to 17
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 60.95, which was -47.95 lower than the previous day. The implied volatity was 9.40, the open interest changed by 11 which increased total open position to 11
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 108.9, which was 0 lower than the previous day. The implied volatity was 2.60, the open interest changed by 0 which decreased total open position to 0
| NIFTY 23DEC2025 27200 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 25818.55 | 1300.4 | 3.3 | - | 1 | 0 | 212 |
| 16 Dec | 25860.10 | 1297.1 | 172 | 14.52 | 208 | 212 | 212 |
| 15 Dec | 26027.30 | 1126.7 | 35.7 | 14.21 | 21 | 12 | 18 |
| 12 Dec | 26046.95 | 1091 | -130.95 | 13.39 | 8 | 3 | 6 |
| 11 Dec | 25898.55 | 1218.7 | -144.95 | 11.40 | 2 | 2 | 3 |
| 10 Dec | 25758.00 | 1363.65 | 71.05 | 14.62 | 5 | 0 | 1 |
| 9 Dec | 25839.65 | 1292.6 | 151.2 | 17.13 | 1 | 0 | 1 |
| 8 Dec | 25960.55 | 1139.05 | 190.45 | - | 2 | 0 | 1 |
| 5 Dec | 26186.45 | 948.6 | -93.2 | 14.23 | 3 | -1 | 1 |
| 4 Dec | 26033.75 | 1043.2 | -89.45 | 7.40 | 3 | -1 | 2 |
| 3 Dec | 25986.00 | 1132.65 | 328.25 | 15.61 | 2 | 3 | 3 |
| 2 Dec | 26032.20 | 804.4 | 139.35 | - | 0 | 3 | 0 |
| 1 Dec | 26175.75 | 804.4 | 139.35 | - | 0 | 3 | 0 |
| 28 Nov | 26202.95 | 804.4 | 139.35 | - | 0 | 3 | 0 |
| 27 Nov | 26215.55 | 804.4 | 139.35 | 7.59 | 43 | 3 | 3 |
| 26 Nov | 26205.30 | 665.05 | -575.15 | - | 1 | 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 27200 expiring on 23DEC2025
Delta for 27200 PE is -
Historical price for 27200 PE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1300.4, which was 3.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 212
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1297.1, which was 172 higher than the previous day. The implied volatity was 14.52, the open interest changed by 212 which increased total open position to 212
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1126.7, which was 35.7 higher than the previous day. The implied volatity was 14.21, the open interest changed by 12 which increased total open position to 18
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1091, which was -130.95 lower than the previous day. The implied volatity was 13.39, the open interest changed by 3 which increased total open position to 6
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1218.7, which was -144.95 lower than the previous day. The implied volatity was 11.40, the open interest changed by 2 which increased total open position to 3
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1363.65, which was 71.05 higher than the previous day. The implied volatity was 14.62, the open interest changed by 0 which decreased total open position to 1
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1292.6, which was 151.2 higher than the previous day. The implied volatity was 17.13, the open interest changed by 0 which decreased total open position to 1
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1139.05, which was 190.45 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 948.6, which was -93.2 lower than the previous day. The implied volatity was 14.23, the open interest changed by -1 which decreased total open position to 1
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1043.2, which was -89.45 lower than the previous day. The implied volatity was 7.40, the open interest changed by -1 which decreased total open position to 2
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1132.65, which was 328.25 higher than the previous day. The implied volatity was 15.61, the open interest changed by 3 which increased total open position to 3
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 804.4, which was 139.35 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 804.4, which was 139.35 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 804.4, which was 139.35 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 804.4, which was 139.35 higher than the previous day. The implied volatity was 7.59, the open interest changed by 3 which increased total open position to 3
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 665.05, which was -575.15 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































































































































































































































