[--[65.84.65.76]--]

NIFTY

Nifty
25966.4 +150.85 (0.58%)
L: 25880.45 H: 25993.35

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Historical option data for NIFTY

19 Dec 2025 04:10 PM IST
NIFTY 23-DEC-2025 27950 CE
Delta: 0.00
Vega: 0.21
Theta: -0.67
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 25966.40 0.5 -0.3 24.67 33,307 -2,498 23,668
18 Dec 25815.55 0.7 -0.4 24.30 62,476 4,772 26,166
17 Dec 25818.55 1 -0.3 22.87 60,082 12,664 21,394
16 Dec 25860.10 1.5 0.4 21.76 18,675 8,730 8,730
15 Dec 26027.30 1.05 -0.55 18.06 1,438 507 978
12 Dec 26046.95 1.8 0.3 15.94 264 -11 471
11 Dec 25898.55 1.65 -0.4 16.21 536 71 482
10 Dec 25758.00 2.75 0.55 17.69 304 79 411
9 Dec 25839.65 2.15 -0.7 15.77 403 186 332
8 Dec 25960.55 3.5 1.05 15.52 84 40 146
5 Dec 26186.45 2.45 -0.65 11.75 46 9 106
4 Dec 26033.75 3.1 -1.2 12.81 54 -8 97
3 Dec 25986.00 4.45 0.6 13.28 59 28 105
2 Dec 26032.20 4 -1.15 12.27 39 3 77
1 Dec 26175.75 5.35 1.05 11.69 91 38 74
28 Nov 26202.95 4.3 -3.2 10.31 49 8 36
27 Nov 26215.55 7.5 2.55 10.88 23 12 28
26 Nov 26205.30 4.95 0.15 10.07 9 3 16
25 Nov 25884.80 4.05 -4.55 11.45 18 6 13
24 Nov 25959.50 9.5 -21.65 12.25 18 7 7


For Nifty - strike price 27950 expiring on 23DEC2025

Delta for 27950 CE is 0.00

Historical price for 27950 CE is as follows

On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 0.5, which was -0.3 lower than the previous day. The implied volatity was 24.67, the open interest changed by -2498 which decreased total open position to 23668


On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 0.7, which was -0.4 lower than the previous day. The implied volatity was 24.30, the open interest changed by 4772 which increased total open position to 26166


On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1, which was -0.3 lower than the previous day. The implied volatity was 22.87, the open interest changed by 12664 which increased total open position to 21394


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1.5, which was 0.4 higher than the previous day. The implied volatity was 21.76, the open interest changed by 8730 which increased total open position to 8730


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1.05, which was -0.55 lower than the previous day. The implied volatity was 18.06, the open interest changed by 507 which increased total open position to 978


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1.8, which was 0.3 higher than the previous day. The implied volatity was 15.94, the open interest changed by -11 which decreased total open position to 471


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1.65, which was -0.4 lower than the previous day. The implied volatity was 16.21, the open interest changed by 71 which increased total open position to 482


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 2.75, which was 0.55 higher than the previous day. The implied volatity was 17.69, the open interest changed by 79 which increased total open position to 411


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 2.15, which was -0.7 lower than the previous day. The implied volatity was 15.77, the open interest changed by 186 which increased total open position to 332


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 3.5, which was 1.05 higher than the previous day. The implied volatity was 15.52, the open interest changed by 40 which increased total open position to 146


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 2.45, which was -0.65 lower than the previous day. The implied volatity was 11.75, the open interest changed by 9 which increased total open position to 106


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 3.1, which was -1.2 lower than the previous day. The implied volatity was 12.81, the open interest changed by -8 which decreased total open position to 97


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 4.45, which was 0.6 higher than the previous day. The implied volatity was 13.28, the open interest changed by 28 which increased total open position to 105


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 4, which was -1.15 lower than the previous day. The implied volatity was 12.27, the open interest changed by 3 which increased total open position to 77


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 5.35, which was 1.05 higher than the previous day. The implied volatity was 11.69, the open interest changed by 38 which increased total open position to 74


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 4.3, which was -3.2 lower than the previous day. The implied volatity was 10.31, the open interest changed by 8 which increased total open position to 36


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 7.5, which was 2.55 higher than the previous day. The implied volatity was 10.88, the open interest changed by 12 which increased total open position to 28


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 4.95, which was 0.15 higher than the previous day. The implied volatity was 10.07, the open interest changed by 3 which increased total open position to 16


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 4.05, which was -4.55 lower than the previous day. The implied volatity was 11.45, the open interest changed by 6 which increased total open position to 13


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 9.5, which was -21.65 lower than the previous day. The implied volatity was 12.25, the open interest changed by 7 which increased total open position to 7


NIFTY 23DEC2025 27950 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 25966.40 2100 73.35 - 0 0 4
18 Dec 25815.55 2100 73.35 - 0 1 4
17 Dec 25818.55 2100 73.35 34.04 1 1 3
16 Dec 25860.10 2031.3 154.8 - 2 2 2
15 Dec 26027.30 1870.6 24.6 - 2 1 2
12 Dec 26046.95 1840.55 -264.4 22.11 2 0 1
11 Dec 25898.55 2098.25 76.8 - 0 0 1
10 Dec 25758.00 2098.25 76.8 - 3 0 1
9 Dec 25839.65 2021.45 100.3 21.99 1 0 1
8 Dec 25960.55 1914.4 259.6 19.01 2 -1 1
5 Dec 26186.45 1650.6 -146.6 17.81 2 1 2
4 Dec 26033.75 1788.95 -39.3 11.38 2 1 1
3 Dec 25986.00 1814.7 -93.4 - 6 0 0
2 Dec 26032.20 1908.1 0 - 0 0 0
1 Dec 26175.75 1908.1 0 - 0 0 0
28 Nov 26202.95 1908.1 0 - 0 0 0
27 Nov 26215.55 1908.1 0 - 0 0 0
26 Nov 26205.30 1908.1 0 - 0 0 0
25 Nov 25884.80 0 0 - 0 0 0
24 Nov 25959.50 0 0 - 0 0 0


For Nifty - strike price 27950 expiring on 23DEC2025

Delta for 27950 PE is -

Historical price for 27950 PE is as follows

On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 2100, which was 73.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 2100, which was 73.35 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4


On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 2100, which was 73.35 higher than the previous day. The implied volatity was 34.04, the open interest changed by 1 which increased total open position to 3


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 2031.3, which was 154.8 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1870.6, which was 24.6 higher than the previous day. The implied volatity was -, 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 1840.55, which was -264.4 lower than the previous day. The implied volatity was 22.11, 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 2098.25, which was 76.8 higher than the previous day. The implied volatity was -, 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 2098.25, which was 76.8 higher than the previous day. The implied volatity was -, 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 2021.45, which was 100.3 higher than the previous day. The implied volatity was 21.99, 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 1914.4, which was 259.6 higher than the previous day. The implied volatity was 19.01, 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 1650.6, which was -146.6 lower than the previous day. The implied volatity was 17.81, 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 1788.95, which was -39.3 lower than the previous day. The implied volatity was 11.38, 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 1814.7, which was -93.4 lower than the previous day. The implied volatity was -, 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 1908.1, 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 1908.1, 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 1908.1, 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 1908.1, 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 1908.1, 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