NIFTY
Nifty
Historical option data for NIFTY
12 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 25150 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 26046.95 | 913.45 | 133.7 | - | 22 | -2 | 173 | |||||||||
| 11 Dec | 25898.55 | 779.15 | 124.15 | - | 213 | 150 | 175 | |||||||||
| 10 Dec | 25758.00 | 653.75 | -82.2 | 14.66 | 81 | 12 | 25 | |||||||||
| 9 Dec | 25839.65 | 732.25 | -134.5 | - | 53 | 6 | 13 | |||||||||
| 8 Dec | 25960.55 | 866.75 | -228.1 | 17.03 | 5 | -1 | 7 | |||||||||
| 5 Dec | 26186.45 | 1094.85 | 120.85 | - | 6 | 3 | 8 | |||||||||
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| 4 Dec | 26033.75 | 973.9 | 87.6 | 15.95 | 14 | 4 | 5 | |||||||||
| 3 Dec | 25986.00 | 886.3 | -113.7 | - | 2 | 1 | 1 | |||||||||
| 2 Dec | 26032.20 | 1000 | -115.25 | - | 1 | 0 | 0 | |||||||||
| 1 Dec | 26175.75 | 1112.65 | -61.5 | - | 2 | 0 | 0 | |||||||||
| 28 Nov | 26202.95 | 1171.6 | 8.15 | - | 2 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 1163.45 | -2.6 | - | 2 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 1163.5 | 278.1 | - | 2 | 0 | 0 | |||||||||
| 25 Nov | 25884.80 | 885.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 885.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 885.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 885.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 885.4 | 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 25150 expiring on 16DEC2025
Delta for 25150 CE is -
Historical price for 25150 CE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 913.45, which was 133.7 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 173
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 779.15, which was 124.15 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 175
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 653.75, which was -82.2 lower than the previous day. The implied volatity was 14.66, the open interest changed by 12 which increased total open position to 25
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 732.25, which was -134.5 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 13
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 866.75, which was -228.1 lower than the previous day. The implied volatity was 17.03, the open interest changed by -1 which decreased total open position to 7
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1094.85, which was 120.85 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 8
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 973.9, which was 87.6 higher than the previous day. The implied volatity was 15.95, the open interest changed by 4 which increased total open position to 5
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 886.3, which was -113.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1000, which was -115.25 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 1112.65, which was -61.5 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 1171.6, which was 8.15 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 1163.45, which was -2.6 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 1163.5, which was 278.1 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 885.4, 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 885.4, 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 885.4, 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 885.4, 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 885.4, 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 25150 PE | |||||||
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Delta: -0.02
Vega: 1.18
Theta: -2.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 26046.95 | 2.85 | -0.55 | 16.44 | 4,98,537 | 5,921 | 22,909 |
| 11 Dec | 25898.55 | 3.15 | -5.55 | 12.95 | 2,14,365 | 6,717 | 16,988 |
| 10 Dec | 25758.00 | 8.95 | 2.05 | 12.31 | 1,79,024 | 5,032 | 10,271 |
| 9 Dec | 25839.65 | 6.85 | -2.85 | 11.98 | 33,912 | 2,793 | 5,239 |
| 8 Dec | 25960.55 | 9.3 | 3.55 | 13.13 | 12,836 | 1,623 | 2,446 |
| 5 Dec | 26186.45 | 5.1 | -3.4 | 12.57 | 4,026 | 294 | 823 |
| 4 Dec | 26033.75 | 8.05 | -4.15 | 11.53 | 2,491 | 77 | 529 |
| 3 Dec | 25986.00 | 11.9 | 0.8 | 11.69 | 1,692 | 247 | 452 |
| 2 Dec | 26032.20 | 10.25 | -0.15 | 11.68 | 350 | 103 | 205 |
| 1 Dec | 26175.75 | 10.3 | -2.3 | 12.47 | 245 | 59 | 102 |
| 28 Nov | 26202.95 | 11.55 | -4.1 | 11.97 | 115 | 18 | 43 |
| 27 Nov | 26215.55 | 15.9 | -6.4 | 12.60 | 30 | 7 | 25 |
| 26 Nov | 26205.30 | 22.3 | -171.5 | 13.12 | 20 | 18 | 18 |
| 25 Nov | 25884.80 | 193.8 | 0 | 3.27 | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 193.8 | 0 | 3.53 | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 193.8 | 0 | 3.77 | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 193.8 | 0 | 4.14 | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 193.8 | 0 | 3.64 | 0 | 0 | 0 |
| 18 Nov | 25910.05 | 193.8 | 0 | 3.10 | 0 | 0 | 0 |
| 17 Nov | 26013.45 | 193.8 | 0 | 3.44 | 0 | 0 | 0 |
| 14 Nov | 25910.05 | 193.8 | 0 | 3.06 | 0 | 0 | 0 |
| 13 Nov | 25879.15 | 193.8 | 0 | 2.95 | 0 | 0 | 0 |
| 12 Nov | 25875.80 | 193.8 | 0 | 2.89 | 0 | 0 | 0 |
For Nifty - strike price 25150 expiring on 16DEC2025
Delta for 25150 PE is -0.02
Historical price for 25150 PE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 2.85, which was -0.55 lower than the previous day. The implied volatity was 16.44, the open interest changed by 5921 which increased total open position to 22909
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 3.15, which was -5.55 lower than the previous day. The implied volatity was 12.95, the open interest changed by 6717 which increased total open position to 16988
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 8.95, which was 2.05 higher than the previous day. The implied volatity was 12.31, the open interest changed by 5032 which increased total open position to 10271
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 6.85, which was -2.85 lower than the previous day. The implied volatity was 11.98, the open interest changed by 2793 which increased total open position to 5239
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 9.3, which was 3.55 higher than the previous day. The implied volatity was 13.13, the open interest changed by 1623 which increased total open position to 2446
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 5.1, which was -3.4 lower than the previous day. The implied volatity was 12.57, the open interest changed by 294 which increased total open position to 823
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 8.05, which was -4.15 lower than the previous day. The implied volatity was 11.53, the open interest changed by 77 which increased total open position to 529
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 11.9, which was 0.8 higher than the previous day. The implied volatity was 11.69, the open interest changed by 247 which increased total open position to 452
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 10.25, which was -0.15 lower than the previous day. The implied volatity was 11.68, the open interest changed by 103 which increased total open position to 205
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 10.3, which was -2.3 lower than the previous day. The implied volatity was 12.47, the open interest changed by 59 which increased total open position to 102
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 11.55, which was -4.1 lower than the previous day. The implied volatity was 11.97, the open interest changed by 18 which increased total open position to 43
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 15.9, which was -6.4 lower than the previous day. The implied volatity was 12.60, the open interest changed by 7 which increased total open position to 25
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 22.3, which was -171.5 lower than the previous day. The implied volatity was 13.12, the open interest changed by 18 which increased total open position to 18
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 193.8, which was 0 lower than the previous day. The implied volatity was 3.27, 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 193.8, which was 0 lower than the previous day. The implied volatity was 3.53, 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 193.8, which was 0 lower than the previous day. The implied volatity was 3.77, 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 193.8, which was 0 lower than the previous day. The implied volatity was 4.14, 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 193.8, which was 0 lower than the previous day. The implied volatity was 3.64, 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 193.8, 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 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 193.8, which was 0 lower than the previous day. The implied volatity was 3.44, 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 193.8, which was 0 lower than the previous day. The implied volatity was 3.06, 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 193.8, which was 0 lower than the previous day. The implied volatity was 2.95, 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 193.8, which was 0 lower than the previous day. The implied volatity was 2.89, the open interest changed by 0 which decreased total open position to 0































































































































































































































