NIFTY
Nifty
Historical option data for NIFTY
19 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 27950 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.21
Theta: -0.67
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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































































































































































































































