NIFTY
Nifty
Historical option data for NIFTY
12 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 26000 CE | ||||||||||||||||
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Delta: 0.64
Vega: 16.89
Theta: -10.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 26046.95 | 212 | 58.3 | 7.82 | 1,28,737 | 1,964 | 19,514 | |||||||||
| 11 Dec | 25898.55 | 155.05 | 38.35 | 8.80 | 1,03,059 | 467 | 17,550 | |||||||||
| 10 Dec | 25758.00 | 115.6 | -42.25 | 9.61 | 57,468 | 8,912 | 17,083 | |||||||||
| 9 Dec | 25839.65 | 156.5 | -71.7 | 9.12 | 25,831 | 2,916 | 8,171 | |||||||||
| 8 Dec | 25960.55 | 217 | -168.2 | 9.34 | 12,880 | 1,386 | 5,255 | |||||||||
| 5 Dec | 26186.45 | 385 | 76.95 | 8.35 | 7,437 | 37 | 3,869 | |||||||||
| 4 Dec | 26033.75 | 304.95 | 12.45 | 9.34 | 5,937 | 1,035 | 3,832 | |||||||||
| 3 Dec | 25986.00 | 295 | -59.3 | 9.33 | 5,611 | 1,973 | 2,797 | |||||||||
| 2 Dec | 26032.20 | 362 | -83.15 | 9.86 | 1,103 | 321 | 824 | |||||||||
| 1 Dec | 26175.75 | 448.95 | -43.1 | 9.75 | 308 | -9 | 503 | |||||||||
| 28 Nov | 26202.95 | 496.05 | -7.65 | 9.63 | 152 | -19 | 512 | |||||||||
| 27 Nov | 26215.55 | 508.95 | -0.95 | 9.31 | 543 | 36 | 531 | |||||||||
| 26 Nov | 26205.30 | 514.9 | 193.55 | 9.68 | 1,479 | -298 | 495 | |||||||||
| 25 Nov | 25884.80 | 311.5 | -95.75 | - | 1,470 | 476 | 793 | |||||||||
| 24 Nov | 25959.50 | 389.9 | -90.9 | 10.57 | 338 | 110 | 317 | |||||||||
| 21 Nov | 26068.15 | 475 | -94 | 10.10 | 299 | 63 | 207 | |||||||||
| 20 Nov | 26192.15 | 573.3 | 102.05 | 10.09 | 125 | -1 | 144 | |||||||||
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| 19 Nov | 26052.65 | 472.6 | -22.85 | 9.64 | 392 | 145 | 145 | |||||||||
For Nifty - strike price 26000 expiring on 23DEC2025
Delta for 26000 CE is 0.64
Historical price for 26000 CE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 212, which was 58.3 higher than the previous day. The implied volatity was 7.82, the open interest changed by 1964 which increased total open position to 19514
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 155.05, which was 38.35 higher than the previous day. The implied volatity was 8.80, the open interest changed by 467 which increased total open position to 17550
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 115.6, which was -42.25 lower than the previous day. The implied volatity was 9.61, the open interest changed by 8912 which increased total open position to 17083
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 156.5, which was -71.7 lower than the previous day. The implied volatity was 9.12, the open interest changed by 2916 which increased total open position to 8171
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 217, which was -168.2 lower than the previous day. The implied volatity was 9.34, the open interest changed by 1386 which increased total open position to 5255
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 385, which was 76.95 higher than the previous day. The implied volatity was 8.35, the open interest changed by 37 which increased total open position to 3869
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 304.95, which was 12.45 higher than the previous day. The implied volatity was 9.34, the open interest changed by 1035 which increased total open position to 3832
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 295, which was -59.3 lower than the previous day. The implied volatity was 9.33, the open interest changed by 1973 which increased total open position to 2797
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 362, which was -83.15 lower than the previous day. The implied volatity was 9.86, the open interest changed by 321 which increased total open position to 824
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 448.95, which was -43.1 lower than the previous day. The implied volatity was 9.75, the open interest changed by -9 which decreased total open position to 503
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 496.05, which was -7.65 lower than the previous day. The implied volatity was 9.63, the open interest changed by -19 which decreased total open position to 512
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 508.95, which was -0.95 lower than the previous day. The implied volatity was 9.31, the open interest changed by 36 which increased total open position to 531
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 514.9, which was 193.55 higher than the previous day. The implied volatity was 9.68, the open interest changed by -298 which decreased total open position to 495
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 311.5, which was -95.75 lower than the previous day. The implied volatity was -, the open interest changed by 476 which increased total open position to 793
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 389.9, which was -90.9 lower than the previous day. The implied volatity was 10.57, the open interest changed by 110 which increased total open position to 317
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 475, which was -94 lower than the previous day. The implied volatity was 10.10, the open interest changed by 63 which increased total open position to 207
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 573.3, which was 102.05 higher than the previous day. The implied volatity was 10.09, the open interest changed by -1 which decreased total open position to 144
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 472.6, which was -22.85 lower than the previous day. The implied volatity was 9.64, the open interest changed by 145 which increased total open position to 145
| NIFTY 23DEC2025 26000 PE | |||||||
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Delta: -0.37
Vega: 17.12
Theta: -4.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 26046.95 | 103.25 | -74.15 | 8.78 | 1,26,408 | 12,338 | 21,334 |
| 11 Dec | 25898.55 | 175.85 | -107.85 | 8.84 | 41,612 | 1,111 | 8,996 |
| 10 Dec | 25758.00 | 287.25 | 53.5 | 9.93 | 28,984 | 2,471 | 7,885 |
| 9 Dec | 25839.65 | 231.9 | 41.4 | 9.95 | 18,620 | 550 | 5,414 |
| 8 Dec | 25960.55 | 192.4 | 99.5 | 10.13 | 20,316 | -1,340 | 4,864 |
| 5 Dec | 26186.45 | 92.05 | -60.8 | 9.18 | 12,210 | 3,282 | 6,204 |
| 4 Dec | 26033.75 | 153 | -34.45 | 9.35 | 5,853 | 521 | 2,922 |
| 3 Dec | 25986.00 | 181.4 | 11.5 | 9.90 | 5,300 | 1,158 | 2,401 |
| 2 Dec | 26032.20 | 163.4 | 21 | 10.21 | 2,248 | 68 | 1,243 |
| 1 Dec | 26175.75 | 141 | 6.15 | 10.83 | 1,519 | 94 | 1,175 |
| 28 Nov | 26202.95 | 131.6 | -10.55 | 10.40 | 1,042 | -56 | 1,081 |
| 27 Nov | 26215.55 | 141.3 | -22.6 | 10.88 | 1,565 | 283 | 1,137 |
| 26 Nov | 26205.30 | 159 | -124 | 11.28 | 1,596 | 372 | 854 |
| 25 Nov | 25884.80 | 282 | 20.6 | - | 1,701 | -240 | 482 |
| 24 Nov | 25959.50 | 270.2 | 31.6 | 11.73 | 859 | -5 | 722 |
| 21 Nov | 26068.15 | 241 | 55.8 | 12.01 | 1,384 | 221 | 727 |
| 20 Nov | 26192.15 | 181.35 | -65.15 | 11.43 | 656 | 301 | 506 |
| 19 Nov | 26052.65 | 243.9 | -189.85 | 11.80 | 648 | 205 | 205 |
For Nifty - strike price 26000 expiring on 23DEC2025
Delta for 26000 PE is -0.37
Historical price for 26000 PE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 103.25, which was -74.15 lower than the previous day. The implied volatity was 8.78, the open interest changed by 12338 which increased total open position to 21334
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 175.85, which was -107.85 lower than the previous day. The implied volatity was 8.84, the open interest changed by 1111 which increased total open position to 8996
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 287.25, which was 53.5 higher than the previous day. The implied volatity was 9.93, the open interest changed by 2471 which increased total open position to 7885
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 231.9, which was 41.4 higher than the previous day. The implied volatity was 9.95, the open interest changed by 550 which increased total open position to 5414
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 192.4, which was 99.5 higher than the previous day. The implied volatity was 10.13, the open interest changed by -1340 which decreased total open position to 4864
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 92.05, which was -60.8 lower than the previous day. The implied volatity was 9.18, the open interest changed by 3282 which increased total open position to 6204
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 153, which was -34.45 lower than the previous day. The implied volatity was 9.35, the open interest changed by 521 which increased total open position to 2922
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 181.4, which was 11.5 higher than the previous day. The implied volatity was 9.90, the open interest changed by 1158 which increased total open position to 2401
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 163.4, which was 21 higher than the previous day. The implied volatity was 10.21, the open interest changed by 68 which increased total open position to 1243
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 141, which was 6.15 higher than the previous day. The implied volatity was 10.83, the open interest changed by 94 which increased total open position to 1175
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 131.6, which was -10.55 lower than the previous day. The implied volatity was 10.40, the open interest changed by -56 which decreased total open position to 1081
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 141.3, which was -22.6 lower than the previous day. The implied volatity was 10.88, the open interest changed by 283 which increased total open position to 1137
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 159, which was -124 lower than the previous day. The implied volatity was 11.28, the open interest changed by 372 which increased total open position to 854
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 282, which was 20.6 higher than the previous day. The implied volatity was -, the open interest changed by -240 which decreased total open position to 482
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 270.2, which was 31.6 higher than the previous day. The implied volatity was 11.73, the open interest changed by -5 which decreased total open position to 722
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 241, which was 55.8 higher than the previous day. The implied volatity was 12.01, the open interest changed by 221 which increased total open position to 727
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 181.35, which was -65.15 lower than the previous day. The implied volatity was 11.43, the open interest changed by 301 which increased total open position to 506
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 243.9, which was -189.85 lower than the previous day. The implied volatity was 11.80, the open interest changed by 205 which increased total open position to 205































































































































































































































