NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 27400 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.67
Theta: -1.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 25818.55 | 1.45 | -0.1 | 18.34 | 1,09,386 | 11,861 | 24,309 | |||||||||
| 16 Dec | 25860.10 | 1.6 | -0.2 | 16.81 | 48,660 | 12,448 | 12,448 | |||||||||
| 15 Dec | 26027.30 | 1.9 | -0.2 | 14.39 | 6,309 | 1,290 | 1,815 | |||||||||
| 12 Dec | 26046.95 | 2.35 | 0.1 | 12.17 | 1,217 | 50 | 525 | |||||||||
| 11 Dec | 25898.55 | 2.35 | -1.5 | 12.83 | 1,043 | -35 | 475 | |||||||||
| 10 Dec | 25758.00 | 3.9 | 0.3 | 14.28 | 1,141 | 147 | 510 | |||||||||
| 9 Dec | 25839.65 | 3.2 | -1.8 | 12.69 | 748 | 41 | 363 | |||||||||
| 8 Dec | 25960.55 | 5.15 | 1.05 | 12.33 | 501 | -30 | 322 | |||||||||
| 5 Dec | 26186.45 | 3.75 | -2.25 | 8.85 | 363 | 144 | 352 | |||||||||
| 4 Dec | 26033.75 | 6 | -0.2 | 10.42 | 62 | 9 | 208 | |||||||||
| 3 Dec | 25986.00 | 5.8 | -2.45 | 10.29 | 151 | 27 | 199 | |||||||||
| 2 Dec | 26032.20 | 7.5 | -4.1 | 9.90 | 167 | -13 | 172 | |||||||||
| 1 Dec | 26175.75 | 12.1 | -3.05 | 9.55 | 151 | 63 | 185 | |||||||||
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| 28 Nov | 26202.95 | 13.35 | -3.75 | 8.84 | 78 | 11 | 122 | |||||||||
| 27 Nov | 26215.55 | 17.1 | -1.4 | 8.98 | 92 | 10 | 111 | |||||||||
| 26 Nov | 26205.30 | 19.5 | 7.8 | 9.14 | 161 | 81 | 101 | |||||||||
| 25 Nov | 25884.80 | 11.9 | -17.3 | 10.28 | 30 | 19 | 20 | |||||||||
| 24 Nov | 25959.50 | 19.6 | -60.3 | 10.51 | 2 | 1 | 1 | |||||||||
| 21 Nov | 26068.15 | 79.9 | 0 | 3.25 | 0 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 79.9 | 0 | 2.80 | 0 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 79.9 | 0 | 3.15 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 27400 expiring on 23DEC2025
Delta for 27400 CE is 0.01
Historical price for 27400 CE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1.45, which was -0.1 lower than the previous day. The implied volatity was 18.34, the open interest changed by 11861 which increased total open position to 24309
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1.6, which was -0.2 lower than the previous day. The implied volatity was 16.81, the open interest changed by 12448 which increased total open position to 12448
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1.9, which was -0.2 lower than the previous day. The implied volatity was 14.39, the open interest changed by 1290 which increased total open position to 1815
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 2.35, which was 0.1 higher than the previous day. The implied volatity was 12.17, the open interest changed by 50 which increased total open position to 525
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 2.35, which was -1.5 lower than the previous day. The implied volatity was 12.83, the open interest changed by -35 which decreased total open position to 475
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 3.9, which was 0.3 higher than the previous day. The implied volatity was 14.28, the open interest changed by 147 which increased total open position to 510
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 3.2, which was -1.8 lower than the previous day. The implied volatity was 12.69, the open interest changed by 41 which increased total open position to 363
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 5.15, which was 1.05 higher than the previous day. The implied volatity was 12.33, the open interest changed by -30 which decreased total open position to 322
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 3.75, which was -2.25 lower than the previous day. The implied volatity was 8.85, the open interest changed by 144 which increased total open position to 352
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 6, which was -0.2 lower than the previous day. The implied volatity was 10.42, the open interest changed by 9 which increased total open position to 208
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 5.8, which was -2.45 lower than the previous day. The implied volatity was 10.29, the open interest changed by 27 which increased total open position to 199
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 7.5, which was -4.1 lower than the previous day. The implied volatity was 9.90, the open interest changed by -13 which decreased total open position to 172
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 12.1, which was -3.05 lower than the previous day. The implied volatity was 9.55, the open interest changed by 63 which increased total open position to 185
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 13.35, which was -3.75 lower than the previous day. The implied volatity was 8.84, the open interest changed by 11 which increased total open position to 122
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 17.1, which was -1.4 lower than the previous day. The implied volatity was 8.98, the open interest changed by 10 which increased total open position to 111
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 19.5, which was 7.8 higher than the previous day. The implied volatity was 9.14, the open interest changed by 81 which increased total open position to 101
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 11.9, which was -17.3 lower than the previous day. The implied volatity was 10.28, the open interest changed by 19 which increased total open position to 20
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 19.6, which was -60.3 lower than the previous day. The implied volatity was 10.51, the open interest changed by 1 which increased total open position to 1
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 79.9, 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 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 79.9, which was 0 lower than the previous day. The implied volatity was 2.80, 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 79.9, which was 0 lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0
| NIFTY 23DEC2025 27400 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 | 1325.2 | 34.6 | - | 0 | 0 | 4 |
| 16 Dec | 25860.10 | 1325.2 | 34.6 | - | 0 | 4 | 4 |
| 15 Dec | 26027.30 | 1325.2 | 34.6 | 13.07 | 4 | 1 | 2 |
| 12 Dec | 26046.95 | 1287.85 | -135.25 | 16.66 | 4 | 0 | 1 |
| 11 Dec | 25898.55 | 1418.3 | -144 | 13.12 | 2 | 0 | 1 |
| 10 Dec | 25758.00 | 1562.3 | 84.25 | 12.76 | 6 | 0 | 1 |
| 9 Dec | 25839.65 | 1478.05 | 139.35 | 16.88 | 1 | 0 | 1 |
| 8 Dec | 25960.55 | 1339.9 | 233.95 | - | 3 | 1 | 1 |
| 5 Dec | 26186.45 | 1103.15 | -143.95 | 13.29 | 2 | 0 | 0 |
| 4 Dec | 26033.75 | 1240.65 | -43.55 | 5.55 | 2 | 0 | 0 |
| 3 Dec | 25986.00 | 1274.5 | -135.5 | 10.83 | 2 | 0 | 0 |
| 2 Dec | 26032.20 | 1410 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 26175.75 | 1410 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 26202.95 | 1410 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 26215.55 | 1410 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 26205.30 | 1410 | 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 27400 expiring on 23DEC2025
Delta for 27400 PE is -
Historical price for 27400 PE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1325.2, which was 34.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1325.2, which was 34.6 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1325.2, which was 34.6 higher than the previous day. The implied volatity was 13.07, the open interest changed by 1 which increased total open position to 2
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1287.85, which was -135.25 lower than the previous day. The implied volatity was 16.66, 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 1418.3, which was -144 lower than the previous day. The implied volatity was 13.12, the open interest changed by 0 which decreased total open position to 1
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1562.3, which was 84.25 higher than the previous day. The implied volatity was 12.76, 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 1478.05, which was 139.35 higher than the previous day. The implied volatity was 16.88, 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 1339.9, which was 233.95 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 1103.15, which was -143.95 lower than the previous day. The implied volatity was 13.29, 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 1240.65, which was -43.55 lower than the previous day. The implied volatity was 5.55, 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 1274.5, which was -135.5 lower than the previous day. The implied volatity was 10.83, 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 1410, 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 1410, 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 1410, 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 1410, 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 1410, 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































































































































































































































