[--[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 03:40 PM IST
NIFTY 23-DEC-2025 25850 CE
Delta: 0.52
Vega: 13.19
Theta: -13.48
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 125.4 -34.2 8.94 18,32,883 46,672 66,411
16 Dec 25860.10 156.35 -126.3 9.03 1,26,608 19,739 19,739
15 Dec 26027.30 281.5 -33.8 9.41 12,819 569 3,171
12 Dec 26046.95 317.1 77.8 8.28 6,449 -318 2,602
11 Dec 25898.55 237.3 54.85 8.81 25,695 -192 2,920
10 Dec 25758.00 178.75 -56.8 9.22 15,689 2,031 3,112
9 Dec 25839.65 236 -86 9.29 5,327 892 1,081
8 Dec 25960.55 305 -196.2 9.34 355 142 189
5 Dec 26186.45 501.65 90.7 8.33 121 -20 47
4 Dec 26033.75 407 15.7 9.86 120 -3 67
3 Dec 25986.00 390.15 -76.3 9.47 117 63 70
2 Dec 26032.20 469.15 -59.35 10.19 9 0 7
1 Dec 26175.75 528.5 -86.5 7.55 9 7 7
28 Nov 26202.95 615 50.1 9.98 12 0 0
27 Nov 26215.55 564.9 160.8 - 0 2 0
26 Nov 26205.30 564.9 160.8 6.10 4 2 2
25 Nov 25884.80 404.1 -171.55 10.12 2 0 0
24 Nov 25959.50 575.65 0 - 0 0 0
21 Nov 26068.15 575.65 0 - 0 0 0
20 Nov 26192.15 575.65 0 - 0 0 0
19 Nov 26052.65 575.65 0 - 0 0 0


For Nifty - strike price 25850 expiring on 23DEC2025

Delta for 25850 CE is 0.52

Historical price for 25850 CE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 125.4, which was -34.2 lower than the previous day. The implied volatity was 8.94, the open interest changed by 46672 which increased total open position to 66411


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 156.35, which was -126.3 lower than the previous day. The implied volatity was 9.03, the open interest changed by 19739 which increased total open position to 19739


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 281.5, which was -33.8 lower than the previous day. The implied volatity was 9.41, the open interest changed by 569 which increased total open position to 3171


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 317.1, which was 77.8 higher than the previous day. The implied volatity was 8.28, the open interest changed by -318 which decreased total open position to 2602


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 237.3, which was 54.85 higher than the previous day. The implied volatity was 8.81, the open interest changed by -192 which decreased total open position to 2920


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 178.75, which was -56.8 lower than the previous day. The implied volatity was 9.22, the open interest changed by 2031 which increased total open position to 3112


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 236, which was -86 lower than the previous day. The implied volatity was 9.29, the open interest changed by 892 which increased total open position to 1081


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 305, which was -196.2 lower than the previous day. The implied volatity was 9.34, the open interest changed by 142 which increased total open position to 189


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 501.65, which was 90.7 higher than the previous day. The implied volatity was 8.33, the open interest changed by -20 which decreased total open position to 47


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 407, which was 15.7 higher than the previous day. The implied volatity was 9.86, the open interest changed by -3 which decreased total open position to 67


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 390.15, which was -76.3 lower than the previous day. The implied volatity was 9.47, the open interest changed by 63 which increased total open position to 70


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 469.15, which was -59.35 lower than the previous day. The implied volatity was 10.19, the open interest changed by 0 which decreased total open position to 7


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 528.5, which was -86.5 lower than the previous day. The implied volatity was 7.55, the open interest changed by 7 which increased total open position to 7


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 615, which was 50.1 higher than the previous day. The implied volatity was 9.98, 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 564.9, which was 160.8 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 564.9, which was 160.8 higher than the previous day. The implied volatity was 6.10, the open interest changed by 2 which increased total open position to 2


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 404.1, which was -171.55 lower than the previous day. The implied volatity was 10.12, 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 575.65, 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 575.65, 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 575.65, 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 575.65, 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


NIFTY 23DEC2025 25850 PE
Delta: -0.48
Vega: 13.19
Theta: -5.91
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 104.8 1.85 8.48 24,47,352 18,224 38,426
16 Dec 25860.10 109.5 47.4 9.37 2,52,929 20,202 20,202
15 Dec 26027.30 63 1.7 9.70 64,276 1,254 8,585
12 Dec 26046.95 60 -54.35 9.00 27,900 3,545 7,331
11 Dec 25898.55 113.3 -84.85 9.11 27,731 1,739 3,786
10 Dec 25758.00 199.35 38.05 9.86 18,901 950 2,047
9 Dec 25839.65 164.2 32.05 10.24 5,868 508 1,097
8 Dec 25960.55 137.65 75.9 10.52 1,653 70 589
5 Dec 26186.45 60.3 -44.7 9.42 1,222 278 519
4 Dec 26033.75 106.6 -25.35 9.60 399 53 241
3 Dec 25986.00 129.75 5.05 10.08 278 -9 188
2 Dec 26032.20 111.35 11.6 10.09 177 101 197
1 Dec 26175.75 99.8 -1.65 10.98 38 19 96
28 Nov 26202.95 100.5 -4.9 10.80 31 5 77
27 Nov 26215.55 105.4 -27.6 11.07 77 39 72
26 Nov 26205.30 133 -91.3 12.00 35 0 33
25 Nov 25884.80 224.95 44.1 11.19 30 11 33
24 Nov 25959.50 208.6 30.05 11.66 21 4 22
21 Nov 26068.15 178.55 33.65 11.62 2 -10 18
20 Nov 26192.15 143.1 -56.65 11.59 20 -1 28
19 Nov 26052.65 199.65 -165.2 12.09 49 29 29


For Nifty - strike price 25850 expiring on 23DEC2025

Delta for 25850 PE is -0.48

Historical price for 25850 PE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 104.8, which was 1.85 higher than the previous day. The implied volatity was 8.48, the open interest changed by 18224 which increased total open position to 38426


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 109.5, which was 47.4 higher than the previous day. The implied volatity was 9.37, the open interest changed by 20202 which increased total open position to 20202


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 63, which was 1.7 higher than the previous day. The implied volatity was 9.70, the open interest changed by 1254 which increased total open position to 8585


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 60, which was -54.35 lower than the previous day. The implied volatity was 9.00, the open interest changed by 3545 which increased total open position to 7331


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 113.3, which was -84.85 lower than the previous day. The implied volatity was 9.11, the open interest changed by 1739 which increased total open position to 3786


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 199.35, which was 38.05 higher than the previous day. The implied volatity was 9.86, the open interest changed by 950 which increased total open position to 2047


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 164.2, which was 32.05 higher than the previous day. The implied volatity was 10.24, the open interest changed by 508 which increased total open position to 1097


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 137.65, which was 75.9 higher than the previous day. The implied volatity was 10.52, the open interest changed by 70 which increased total open position to 589


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 60.3, which was -44.7 lower than the previous day. The implied volatity was 9.42, the open interest changed by 278 which increased total open position to 519


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 106.6, which was -25.35 lower than the previous day. The implied volatity was 9.60, the open interest changed by 53 which increased total open position to 241


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 129.75, which was 5.05 higher than the previous day. The implied volatity was 10.08, the open interest changed by -9 which decreased total open position to 188


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 111.35, which was 11.6 higher than the previous day. The implied volatity was 10.09, the open interest changed by 101 which increased total open position to 197


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 99.8, which was -1.65 lower than the previous day. The implied volatity was 10.98, the open interest changed by 19 which increased total open position to 96


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 100.5, which was -4.9 lower than the previous day. The implied volatity was 10.80, the open interest changed by 5 which increased total open position to 77


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 105.4, which was -27.6 lower than the previous day. The implied volatity was 11.07, the open interest changed by 39 which increased total open position to 72


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 133, which was -91.3 lower than the previous day. The implied volatity was 12.00, the open interest changed by 0 which decreased total open position to 33


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 224.95, which was 44.1 higher than the previous day. The implied volatity was 11.19, the open interest changed by 11 which increased total open position to 33


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 208.6, which was 30.05 higher than the previous day. The implied volatity was 11.66, the open interest changed by 4 which increased total open position to 22


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 178.55, which was 33.65 higher than the previous day. The implied volatity was 11.62, the open interest changed by -10 which decreased total open position to 18


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 143.1, which was -56.65 lower than the previous day. The implied volatity was 11.59, the open interest changed by -1 which decreased total open position to 28


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 199.65, which was -165.2 lower than the previous day. The implied volatity was 12.09, the open interest changed by 29 which increased total open position to 29