NIFTY
Nifty
Historical option data for NIFTY
18 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 27250 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.50
Theta: -0.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 25815.55 | 1 | -0.6 | 17.76 | 36,988 | 2,644 | 6,510 | |||||||||
| 17 Dec | 25818.55 | 1.75 | 0.05 | 17.19 | 29,553 | 2,155 | 3,866 | |||||||||
| 16 Dec | 25860.10 | 1.65 | -0.55 | 15.42 | 5,482 | 1,711 | 1,711 | |||||||||
| 15 Dec | 26027.30 | 1.8 | -0.75 | 12.91 | 1,498 | 241 | 412 | |||||||||
| 12 Dec | 26046.95 | 3.05 | -97.9 | 11.39 | 325 | 171 | 171 | |||||||||
| 11 Dec | 25898.55 | 100.95 | 0 | 6.27 | 0 | 0 | 0 | |||||||||
| 10 Dec | 25758.00 | 100.95 | 0 | 6.67 | 0 | 0 | 0 | |||||||||
| 9 Dec | 25839.65 | 100.95 | 0 | 6.01 | 0 | 0 | 0 | |||||||||
| 8 Dec | 25960.55 | 100.95 | 0 | 5.13 | 0 | 0 | 0 | |||||||||
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| 5 Dec | 26186.45 | 100.95 | 0 | 3.67 | 0 | 0 | 0 | |||||||||
| 4 Dec | 26033.75 | 100.95 | 0 | 4.16 | 0 | 0 | 0 | |||||||||
| 3 Dec | 25986.00 | 100.95 | 0 | 4.15 | 0 | 0 | 0 | |||||||||
| 2 Dec | 26032.20 | 100.95 | 0 | 3.77 | 0 | 0 | 0 | |||||||||
| 1 Dec | 26175.75 | 100.95 | 0 | 3.25 | 0 | 0 | 0 | |||||||||
| 28 Nov | 26202.95 | 100.95 | 0 | 2.89 | 0 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 100.95 | 0 | 2.76 | 0 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 100.95 | 0 | 2.74 | 0 | 0 | 0 | |||||||||
| 25 Nov | 25884.80 | 100.95 | 0 | 3.74 | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 100.95 | 0 | 3.41 | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 100.95 | 0 | 2.83 | 0 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 100.95 | 0 | 2.39 | 0 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 100.95 | 0 | 2.74 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 27250 expiring on 23DEC2025
Delta for 27250 CE is 0.01
Historical price for 27250 CE is as follows
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 1, which was -0.6 lower than the previous day. The implied volatity was 17.76, the open interest changed by 2644 which increased total open position to 6510
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1.75, which was 0.05 higher than the previous day. The implied volatity was 17.19, the open interest changed by 2155 which increased total open position to 3866
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1.65, which was -0.55 lower than the previous day. The implied volatity was 15.42, the open interest changed by 1711 which increased total open position to 1711
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1.8, which was -0.75 lower than the previous day. The implied volatity was 12.91, the open interest changed by 241 which increased total open position to 412
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 3.05, which was -97.9 lower than the previous day. The implied volatity was 11.39, the open interest changed by 171 which increased total open position to 171
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 100.95, which was 0 lower than the previous day. The implied volatity was 6.27, the open interest changed by 0 which decreased total open position to 0
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 100.95, which was 0 lower than the previous day. The implied volatity was 6.67, 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 100.95, which was 0 lower than the previous day. The implied volatity was 6.01, 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 100.95, which was 0 lower than the previous day. The implied volatity was 5.13, 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 100.95, which was 0 lower than the previous day. The implied volatity was 3.67, 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 100.95, which was 0 lower than the previous day. The implied volatity was 4.16, 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 100.95, which was 0 lower than the previous day. The implied volatity was 4.15, 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 100.95, which was 0 lower than the previous day. The implied volatity was 3.77, 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 100.95, which was 0 lower than the previous day. The implied volatity was 3.25, 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 100.95, which was 0 lower than the previous day. The implied volatity was 2.89, 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 100.95, which was 0 lower than the previous day. The implied volatity was 2.76, 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 100.95, which was 0 lower than the previous day. The implied volatity was 2.74, 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 100.95, which was 0 lower than the previous day. The implied volatity was 3.74, 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 100.95, which was 0 lower than the previous day. The implied volatity was 3.41, 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 100.95, which was 0 lower than the previous day. The implied volatity was 2.83, 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 100.95, which was 0 lower than the previous day. The implied volatity was 2.39, 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 100.95, which was 0 lower than the previous day. The implied volatity was 2.74, the open interest changed by 0 which decreased total open position to 0
| NIFTY 23DEC2025 27250 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 | 1175.05 | 15.65 | - | 0 | 0 | 1 |
| 17 Dec | 25818.55 | 1175.05 | 15.65 | - | 0 | 0 | 1 |
| 16 Dec | 25860.10 | 1175.05 | 15.65 | - | 0 | 1 | 1 |
| 15 Dec | 26027.30 | 1175.05 | 15.65 | 15.03 | 2 | 0 | 1 |
| 12 Dec | 26046.95 | 1159.4 | -117.15 | 18.18 | 2 | 0 | 1 |
| 11 Dec | 25898.55 | 1278.6 | -145.4 | 15.25 | 2 | -1 | 1 |
| 10 Dec | 25758.00 | 1424 | 134 | 16.08 | 6 | 1 | 2 |
| 9 Dec | 25839.65 | 1290 | 94.95 | - | 1 | 0 | 1 |
| 8 Dec | 25960.55 | 1191.2 | 211.95 | - | 2 | -1 | 1 |
| 5 Dec | 26186.45 | 979.25 | -110.45 | 14.02 | 2 | 1 | 2 |
| 4 Dec | 26033.75 | 1087.95 | -51.8 | - | 2 | 1 | 1 |
| 3 Dec | 25986.00 | 1135.1 | -146.85 | 11.63 | 2 | 0 | 0 |
| 2 Dec | 26032.20 | 1281.95 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 26175.75 | 1281.95 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 26202.95 | 1281.95 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 26215.55 | 1281.95 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 26205.30 | 1281.95 | 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 27250 expiring on 23DEC2025
Delta for 27250 PE is -
Historical price for 27250 PE is as follows
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 1175.05, which was 15.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1175.05, which was 15.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1175.05, which was 15.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1175.05, which was 15.65 higher than the previous day. The implied volatity was 15.03, the open interest changed by 0 which decreased total open position to 1
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1159.4, which was -117.15 lower than the previous day. The implied volatity was 18.18, the open interest changed by 0 which decreased total open position to 1
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1278.6, which was -145.4 lower than the previous day. The implied volatity was 15.25, the open interest changed by -1 which decreased total open position to 1
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1424, which was 134 higher than the previous day. The implied volatity was 16.08, the open interest changed by 1 which increased total open position to 2
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1290, which was 94.95 higher than the previous day. The implied volatity was -, 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 1191.2, which was 211.95 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 979.25, which was -110.45 lower than the previous day. The implied volatity was 14.02, 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 1087.95, which was -51.8 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 1135.1, which was -146.85 lower than the previous day. The implied volatity was 11.63, 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 1281.95, 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 1281.95, 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 1281.95, 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 1281.95, 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 1281.95, 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































































































































































































































