NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 27350 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.70
Theta: -1.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 25818.55 | 1.5 | -0.15 | 17.90 | 16,036 | 1,267 | 1,657 | |||||||||
| 16 Dec | 25860.10 | 1.65 | -0.2 | 16.38 | 1,640 | 390 | 390 | |||||||||
| 15 Dec | 26027.30 | 1.55 | -0.75 | 13.58 | 378 | 54 | 177 | |||||||||
| 12 Dec | 26046.95 | 2.75 | 0.2 | 12.06 | 166 | 111 | 123 | |||||||||
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| 11 Dec | 25898.55 | 2.2 | -84.25 | 12.34 | 36 | 12 | 12 | |||||||||
| 10 Dec | 25758.00 | 86.45 | 0 | 7.10 | 0 | 0 | 0 | |||||||||
| 9 Dec | 25839.65 | 86.45 | 0 | 6.42 | 0 | 0 | 0 | |||||||||
| 8 Dec | 25960.55 | 86.45 | 0 | 5.51 | 0 | 0 | 0 | |||||||||
| 5 Dec | 26186.45 | 86.45 | 0 | 4.02 | 0 | 0 | 0 | |||||||||
| 4 Dec | 26033.75 | 86.45 | 0 | 4.54 | 0 | 0 | 0 | |||||||||
| 3 Dec | 25986.00 | 86.45 | 0 | 4.50 | 0 | 0 | 0 | |||||||||
| 2 Dec | 26032.20 | 86.45 | 0 | 4.11 | 0 | 0 | 0 | |||||||||
| 1 Dec | 26175.75 | 86.45 | 0 | 3.56 | 0 | 0 | 0 | |||||||||
| 28 Nov | 26202.95 | 86.45 | 0 | 3.21 | 0 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 86.45 | 0 | 3.07 | 0 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 86.45 | 0 | 3.05 | 0 | 0 | 0 | |||||||||
| 25 Nov | 25884.80 | 86.45 | 0 | 4.04 | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 86.45 | 0 | 3.70 | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 86.45 | 0 | 3.11 | 0 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 86.45 | 0 | 2.67 | 0 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 86.45 | 0 | 3.01 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 27350 expiring on 23DEC2025
Delta for 27350 CE is 0.01
Historical price for 27350 CE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1.5, which was -0.15 lower than the previous day. The implied volatity was 17.90, the open interest changed by 1267 which increased total open position to 1657
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1.65, which was -0.2 lower than the previous day. The implied volatity was 16.38, the open interest changed by 390 which increased total open position to 390
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1.55, which was -0.75 lower than the previous day. The implied volatity was 13.58, the open interest changed by 54 which increased total open position to 177
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 2.75, which was 0.2 higher than the previous day. The implied volatity was 12.06, the open interest changed by 111 which increased total open position to 123
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 2.2, which was -84.25 lower than the previous day. The implied volatity was 12.34, the open interest changed by 12 which increased total open position to 12
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 86.45, which was 0 lower than the previous day. The implied volatity was 7.10, 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 86.45, which was 0 lower than the previous day. The implied volatity was 6.42, 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 86.45, which was 0 lower than the previous day. The implied volatity was 5.51, 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 86.45, which was 0 lower than the previous day. The implied volatity was 4.02, 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 86.45, which was 0 lower than the previous day. The implied volatity was 4.54, 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 86.45, which was 0 lower than the previous day. The implied volatity was 4.50, 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 86.45, which was 0 lower than the previous day. The implied volatity was 4.11, 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 86.45, which was 0 lower than the previous day. The implied volatity was 3.56, 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 86.45, which was 0 lower than the previous day. The implied volatity was 3.21, 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 86.45, which was 0 lower than the previous day. The implied volatity was 3.07, 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 86.45, which was 0 lower than the previous day. The implied volatity was 3.05, 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 86.45, which was 0 lower than the previous day. The implied volatity was 4.04, 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 86.45, which was 0 lower than the previous day. The implied volatity was 3.70, 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 86.45, which was 0 lower than the previous day. The implied volatity was 3.11, 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 86.45, which was 0 lower than the previous day. The implied volatity was 2.67, 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 86.45, which was 0 lower than the previous day. The implied volatity was 3.01, the open interest changed by 0 which decreased total open position to 0
| NIFTY 23DEC2025 27350 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 | 1274 | 34.05 | - | 0 | 0 | 3 |
| 16 Dec | 25860.10 | 1274 | 34.05 | - | 0 | 3 | 3 |
| 15 Dec | 26027.30 | 1274 | 34.05 | 16.47 | 2 | 1 | 3 |
| 12 Dec | 26046.95 | 1236.7 | -140.15 | 15.29 | 2 | 0 | 2 |
| 11 Dec | 25898.55 | 1373.05 | -141.5 | 14.73 | 2 | 1 | 2 |
| 10 Dec | 25758.00 | 1514.55 | 68.95 | 13.87 | 3 | 0 | 1 |
| 9 Dec | 25839.65 | 1445.6 | 153.2 | 19.87 | 1 | 0 | 1 |
| 8 Dec | 25960.55 | 1287.95 | 225.2 | - | 2 | 1 | 1 |
| 5 Dec | 26186.45 | 1057.75 | -130.05 | 13.33 | 2 | -1 | 0 |
| 4 Dec | 26033.75 | 1185.55 | -55.9 | - | 2 | 1 | 1 |
| 3 Dec | 25986.00 | 1235.9 | -131 | 12.60 | 2 | 0 | 0 |
| 2 Dec | 26032.20 | 1366.9 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 26175.75 | 1366.9 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 26202.95 | 1366.9 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 26215.55 | 1366.9 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 26205.30 | 1366.9 | 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 27350 expiring on 23DEC2025
Delta for 27350 PE is -
Historical price for 27350 PE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1274, which was 34.05 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 1274, which was 34.05 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 1274, which was 34.05 higher than the previous day. The implied volatity was 16.47, 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 1236.7, which was -140.15 lower than the previous day. The implied volatity was 15.29, 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 1373.05, which was -141.5 lower than the previous day. The implied volatity was 14.73, 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 1514.55, which was 68.95 higher than the previous day. The implied volatity was 13.87, 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 1445.6, which was 153.2 higher than the previous day. The implied volatity was 19.87, 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 1287.95, which was 225.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1057.75, which was -130.05 lower than the previous day. The implied volatity was 13.33, the open interest changed by -1 which decreased total open position to 0
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1185.55, which was -55.9 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 1235.9, which was -131 lower than the previous day. The implied volatity was 12.60, 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 1366.9, 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 1366.9, 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 1366.9, 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 1366.9, 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 1366.9, 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































































































































































































































