[--[65.84.65.76]--]

NIFTY

Nifty
25818.55 -41.55 (-0.16%)
L: 25770.35 H: 25929.15

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Historical option data for NIFTY

17 Dec 2025 04:10 PM IST
NIFTY 23-DEC-2025 27400 CE
Delta: 0.01
Vega: 0.67
Theta: -1.08
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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