[--[65.84.65.76]--]

NIFTY

Nifty
26046.95 +148.40 (0.57%)
L: 25938.45 H: 26057.6

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Historical option data for NIFTY

12 Dec 2025 04:10 PM IST
NIFTY 16-DEC-2025 25100 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 26046.95 966.75 138.05 - 326 -123 653
11 Dec 25898.55 828.9 126.8 - 547 51 776
10 Dec 25758.00 701.45 -85.7 14.93 425 87 725
9 Dec 25839.65 781.65 -108.9 - 167 39 638
8 Dec 25960.55 886.25 -222.5 - 618 549 599
5 Dec 26186.45 1108.75 90.75 - 26 26 50
4 Dec 26033.75 1018 48.8 14.23 23 7 24
3 Dec 25986.00 978.35 -114.95 10.08 20 16 17
2 Dec 26032.20 1093.3 -54.9 16.52 2 1 1
1 Dec 26175.75 1148.2 -75.55 - 2 0 0
28 Nov 26202.95 1220.25 18.9 - 2 0 0
27 Nov 26215.55 1201.35 -12.35 - 2 0 0
26 Nov 26205.30 1210.95 288.4 - 2 0 0
25 Nov 25884.80 922.55 0 - 0 0 0
24 Nov 25959.50 922.55 0 - 0 0 0
21 Nov 26068.15 922.55 0 - 0 0 0
20 Nov 26192.15 922.55 0 - 0 0 0
19 Nov 26052.65 922.55 0 - 0 0 0
18 Nov 25910.05 0 0 - 0 0 0
17 Nov 26013.45 0 0 - 0 0 0
14 Nov 25910.05 0 0 - 0 0 0
13 Nov 25879.15 0 0 - 0 0 0
12 Nov 25875.80 0 0 - 0 0 0


For Nifty - strike price 25100 expiring on 16DEC2025

Delta for 25100 CE is -

Historical price for 25100 CE is as follows

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 966.75, which was 138.05 higher than the previous day. The implied volatity was -, the open interest changed by -123 which decreased total open position to 653


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 828.9, which was 126.8 higher than the previous day. The implied volatity was -, the open interest changed by 51 which increased total open position to 776


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 701.45, which was -85.7 lower than the previous day. The implied volatity was 14.93, the open interest changed by 87 which increased total open position to 725


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 781.65, which was -108.9 lower than the previous day. The implied volatity was -, the open interest changed by 39 which increased total open position to 638


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 886.25, which was -222.5 lower than the previous day. The implied volatity was -, the open interest changed by 549 which increased total open position to 599


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1108.75, which was 90.75 higher than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 50


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1018, which was 48.8 higher than the previous day. The implied volatity was 14.23, the open interest changed by 7 which increased total open position to 24


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 978.35, which was -114.95 lower than the previous day. The implied volatity was 10.08, the open interest changed by 16 which increased total open position to 17


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1093.3, which was -54.9 lower than the previous day. The implied volatity was 16.52, the open interest changed by 1 which increased total open position to 1


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1148.2, which was -75.55 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 1220.25, which was 18.9 higher 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 1201.35, which was -12.35 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 1210.95, which was 288.4 higher 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 922.55, 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 922.55, 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 922.55, 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 922.55, 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 922.55, 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 18 Nov NIFTY was trading at 25910.05. 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 17 Nov NIFTY was trading at 26013.45. 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 14 Nov NIFTY was trading at 25910.05. 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 13 Nov NIFTY was trading at 25879.15. 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 12 Nov NIFTY was trading at 25875.80. 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


NIFTY 16DEC2025 25100 PE
Delta: -0.02
Vega: 1.12
Theta: -2.30
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 26046.95 2.8 -0.35 17.17 5,31,440 8,738 43,591
11 Dec 25898.55 2.95 -4.65 13.58 3,53,907 7,800 34,853
10 Dec 25758.00 7.65 1.6 12.67 2,93,503 10,025 27,053
9 Dec 25839.65 6.15 -2.7 12.41 86,996 7,886 17,028
8 Dec 25960.55 9 3.55 13.70 36,129 5,748 9,142
5 Dec 26186.45 4.9 -2.85 12.97 14,897 671 3,394
4 Dec 26033.75 7.3 -3.35 11.83 7,782 512 2,723
3 Dec 25986.00 10.05 0.2 11.82 8,220 922 2,211
2 Dec 26032.20 9.65 -0.7 12.02 1,445 311 1,289
1 Dec 26175.75 9.6 -1.85 12.76 1,257 196 978
28 Nov 26202.95 10.3 -4.45 12.13 1,136 528 782
27 Nov 26215.55 13.6 -6.3 12.62 385 69 254
26 Nov 26205.30 19.75 -17.2 13.20 429 118 185
25 Nov 25884.80 36.9 -4.2 11.90 177 40 67
24 Nov 25959.50 42.6 -138.6 12.97 66 27 27
21 Nov 26068.15 181.2 0 3.94 0 0 0
20 Nov 26192.15 181.2 0 4.31 0 0 0
19 Nov 26052.65 181.2 0 3.81 0 0 0
18 Nov 25910.05 181.2 0 3.26 0 0 0
17 Nov 26013.45 181.2 0 3.60 0 0 0
14 Nov 25910.05 181.2 0 3.21 0 0 0
13 Nov 25879.15 181.2 0 3.10 0 0 0
12 Nov 25875.80 181.2 0 3.04 0 0 0


For Nifty - strike price 25100 expiring on 16DEC2025

Delta for 25100 PE is -0.02

Historical price for 25100 PE is as follows

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 2.8, which was -0.35 lower than the previous day. The implied volatity was 17.17, the open interest changed by 8738 which increased total open position to 43591


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 2.95, which was -4.65 lower than the previous day. The implied volatity was 13.58, the open interest changed by 7800 which increased total open position to 34853


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 7.65, which was 1.6 higher than the previous day. The implied volatity was 12.67, the open interest changed by 10025 which increased total open position to 27053


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 6.15, which was -2.7 lower than the previous day. The implied volatity was 12.41, the open interest changed by 7886 which increased total open position to 17028


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 9, which was 3.55 higher than the previous day. The implied volatity was 13.70, the open interest changed by 5748 which increased total open position to 9142


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 4.9, which was -2.85 lower than the previous day. The implied volatity was 12.97, the open interest changed by 671 which increased total open position to 3394


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 7.3, which was -3.35 lower than the previous day. The implied volatity was 11.83, the open interest changed by 512 which increased total open position to 2723


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 10.05, which was 0.2 higher than the previous day. The implied volatity was 11.82, the open interest changed by 922 which increased total open position to 2211


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 9.65, which was -0.7 lower than the previous day. The implied volatity was 12.02, the open interest changed by 311 which increased total open position to 1289


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 9.6, which was -1.85 lower than the previous day. The implied volatity was 12.76, the open interest changed by 196 which increased total open position to 978


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 10.3, which was -4.45 lower than the previous day. The implied volatity was 12.13, the open interest changed by 528 which increased total open position to 782


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 13.6, which was -6.3 lower than the previous day. The implied volatity was 12.62, the open interest changed by 69 which increased total open position to 254


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 19.75, which was -17.2 lower than the previous day. The implied volatity was 13.20, the open interest changed by 118 which increased total open position to 185


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 36.9, which was -4.2 lower than the previous day. The implied volatity was 11.90, the open interest changed by 40 which increased total open position to 67


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 42.6, which was -138.6 lower than the previous day. The implied volatity was 12.97, the open interest changed by 27 which increased total open position to 27


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 181.2, which was 0 lower than the previous day. The implied volatity was 3.94, 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 181.2, which was 0 lower than the previous day. The implied volatity was 4.31, 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 181.2, which was 0 lower than the previous day. The implied volatity was 3.81, the open interest changed by 0 which decreased total open position to 0


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 181.2, which was 0 lower than the previous day. The implied volatity was 3.26, the open interest changed by 0 which decreased total open position to 0


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 181.2, which was 0 lower than the previous day. The implied volatity was 3.60, the open interest changed by 0 which decreased total open position to 0


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 181.2, which was 0 lower than the previous day. The implied volatity was 3.21, the open interest changed by 0 which decreased total open position to 0


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 181.2, which was 0 lower than the previous day. The implied volatity was 3.10, the open interest changed by 0 which decreased total open position to 0


On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 181.2, which was 0 lower than the previous day. The implied volatity was 3.04, the open interest changed by 0 which decreased total open position to 0