[--[65.84.65.76]--]

NIFTY

Nifty
26027.3 -19.65 (-0.08%)
L: 25904.75 H: 26047.15

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Historical option data for NIFTY

15 Dec 2025 04:10 PM IST
NIFTY 16-DEC-2025 25200 CE
Delta: 0.97
Vega: 0.98
Theta: -23.04
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 26027.30 828.3 -33.35 33.34 971 -597 549
12 Dec 26046.95 866.3 135.4 - 371 -90 1,146
11 Dec 25898.55 734.3 128.45 13.33 1,281 37 1,236
10 Dec 25758.00 602 -82.45 13.45 981 101 1,199
9 Dec 25839.65 687 -124.4 - 1,113 197 1,098
8 Dec 25960.55 797.55 -250.7 12.11 781 662 901
5 Dec 26186.45 1048.25 128.25 - 47 39 239
4 Dec 26033.75 920 50.35 13.36 54 10 200
3 Dec 25986.00 881 -73.7 10.82 139 90 190
2 Dec 26032.20 954.7 -120.65 7.38 25 16 100
1 Dec 26175.75 1075.35 -48.9 - 2 -2 84
28 Nov 26202.95 1124.25 -21.25 - 2 -1 86
27 Nov 26215.55 1145.5 27.15 - 121 87 87
26 Nov 26205.30 1115.8 265.75 - 2 0 0
25 Nov 25884.80 850.05 0 - 0 0 0
24 Nov 25959.50 850.05 0 - 0 0 0
21 Nov 26068.15 850.05 0 - 0 0 0
20 Nov 26192.15 850.05 0 - 0 0 0
19 Nov 26052.65 850.05 0 - 0 0 0
18 Nov 25910.05 850.05 0 - 0 0 0
17 Nov 26013.45 850.05 0 - 0 0 0
14 Nov 25910.05 850.05 0 - 0 0 0
13 Nov 25879.15 850.05 0 - 0 0 0
12 Nov 25875.80 0 0 - 0 0 0


For Nifty - strike price 25200 expiring on 16DEC2025

Delta for 25200 CE is 0.97

Historical price for 25200 CE is as follows

On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 828.3, which was -33.35 lower than the previous day. The implied volatity was 33.34, the open interest changed by -597 which decreased total open position to 549


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 866.3, which was 135.4 higher than the previous day. The implied volatity was -, the open interest changed by -90 which decreased total open position to 1146


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 734.3, which was 128.45 higher than the previous day. The implied volatity was 13.33, the open interest changed by 37 which increased total open position to 1236


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 602, which was -82.45 lower than the previous day. The implied volatity was 13.45, the open interest changed by 101 which increased total open position to 1199


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 687, which was -124.4 lower than the previous day. The implied volatity was -, the open interest changed by 197 which increased total open position to 1098


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 797.55, which was -250.7 lower than the previous day. The implied volatity was 12.11, the open interest changed by 662 which increased total open position to 901


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1048.25, which was 128.25 higher than the previous day. The implied volatity was -, the open interest changed by 39 which increased total open position to 239


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 920, which was 50.35 higher than the previous day. The implied volatity was 13.36, the open interest changed by 10 which increased total open position to 200


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 881, which was -73.7 lower than the previous day. The implied volatity was 10.82, the open interest changed by 90 which increased total open position to 190


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 954.7, which was -120.65 lower than the previous day. The implied volatity was 7.38, the open interest changed by 16 which increased total open position to 100


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1075.35, which was -48.9 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 84


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1124.25, which was -21.25 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 86


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1145.5, which was 27.15 higher than the previous day. The implied volatity was -, the open interest changed by 87 which increased total open position to 87


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 1115.8, which was 265.75 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 850.05, 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 850.05, 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 850.05, 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 850.05, 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 850.05, 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 850.05, 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 850.05, 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 850.05, 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 850.05, 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 25200 PE
Delta: -0.01
Vega: 0.44
Theta: -6.02
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 26027.30 1.65 -1.3 27.52 10,89,534 -23,026 63,688
12 Dec 26046.95 3.05 -0.55 15.83 9,77,548 38,598 86,714
11 Dec 25898.55 3.4 -6.65 12.38 5,07,329 8,871 48,116
10 Dec 25758.00 10.5 2.75 11.95 3,96,768 7,801 39,245
9 Dec 25839.65 7.7 -3.25 11.58 1,41,659 9,254 31,444
8 Dec 25960.55 10.65 4.45 12.85 78,618 12,987 22,190
5 Dec 26186.45 6 -3.45 12.44 30,160 4,090 9,203
4 Dec 26033.75 9.5 -4.55 11.38 23,608 502 5,113
3 Dec 25986.00 13.1 0.65 11.41 13,448 2,532 4,611
2 Dec 26032.20 11.8 -0.6 11.51 3,121 292 2,079
1 Dec 26175.75 11.75 -2.1 12.32 2,877 689 1,787
28 Nov 26202.95 12.4 -4.05 11.71 1,138 212 1,098
27 Nov 26215.55 16.15 -7.65 12.21 1,022 263 886
26 Nov 26205.30 22.7 -21.9 12.73 1,239 239 623
25 Nov 25884.80 45.95 -1.65 11.66 354 125 384
24 Nov 25959.50 53.05 1.5 12.79 240 55 259
21 Nov 26068.15 51 11.6 13.10 462 48 204
20 Nov 26192.15 37.8 -15.85 12.92 237 11 156
19 Nov 26052.65 53 -15.95 12.78 162 84 145
18 Nov 25910.05 73.25 16.4 12.53 37 25 61
17 Nov 26013.45 56.8 -29.2 12.39 46 30 36
14 Nov 25910.05 86 -122.15 12.86 8 6 6
13 Nov 25879.15 208.15 0 2.79 0 0 0
12 Nov 25875.80 208.15 0 2.74 0 0 0


For Nifty - strike price 25200 expiring on 16DEC2025

Delta for 25200 PE is -0.01

Historical price for 25200 PE is as follows

On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1.65, which was -1.3 lower than the previous day. The implied volatity was 27.52, the open interest changed by -23026 which decreased total open position to 63688


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 3.05, which was -0.55 lower than the previous day. The implied volatity was 15.83, the open interest changed by 38598 which increased total open position to 86714


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 3.4, which was -6.65 lower than the previous day. The implied volatity was 12.38, the open interest changed by 8871 which increased total open position to 48116


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 10.5, which was 2.75 higher than the previous day. The implied volatity was 11.95, the open interest changed by 7801 which increased total open position to 39245


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 7.7, which was -3.25 lower than the previous day. The implied volatity was 11.58, the open interest changed by 9254 which increased total open position to 31444


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 10.65, which was 4.45 higher than the previous day. The implied volatity was 12.85, the open interest changed by 12987 which increased total open position to 22190


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 6, which was -3.45 lower than the previous day. The implied volatity was 12.44, the open interest changed by 4090 which increased total open position to 9203


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 9.5, which was -4.55 lower than the previous day. The implied volatity was 11.38, the open interest changed by 502 which increased total open position to 5113


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 13.1, which was 0.65 higher than the previous day. The implied volatity was 11.41, the open interest changed by 2532 which increased total open position to 4611


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 11.8, which was -0.6 lower than the previous day. The implied volatity was 11.51, the open interest changed by 292 which increased total open position to 2079


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 11.75, which was -2.1 lower than the previous day. The implied volatity was 12.32, the open interest changed by 689 which increased total open position to 1787


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 12.4, which was -4.05 lower than the previous day. The implied volatity was 11.71, the open interest changed by 212 which increased total open position to 1098


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 16.15, which was -7.65 lower than the previous day. The implied volatity was 12.21, the open interest changed by 263 which increased total open position to 886


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 22.7, which was -21.9 lower than the previous day. The implied volatity was 12.73, the open interest changed by 239 which increased total open position to 623


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 45.95, which was -1.65 lower than the previous day. The implied volatity was 11.66, the open interest changed by 125 which increased total open position to 384


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 53.05, which was 1.5 higher than the previous day. The implied volatity was 12.79, the open interest changed by 55 which increased total open position to 259


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 51, which was 11.6 higher than the previous day. The implied volatity was 13.10, the open interest changed by 48 which increased total open position to 204


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 37.8, which was -15.85 lower than the previous day. The implied volatity was 12.92, the open interest changed by 11 which increased total open position to 156


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 53, which was -15.95 lower than the previous day. The implied volatity was 12.78, the open interest changed by 84 which increased total open position to 145


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 73.25, which was 16.4 higher than the previous day. The implied volatity was 12.53, the open interest changed by 25 which increased total open position to 61


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 56.8, which was -29.2 lower than the previous day. The implied volatity was 12.39, the open interest changed by 30 which increased total open position to 36


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 86, which was -122.15 lower than the previous day. The implied volatity was 12.86, the open interest changed by 6 which increased total open position to 6


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 208.15, which was 0 lower than the previous day. The implied volatity was 2.79, 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 208.15, which was 0 lower than the previous day. The implied volatity was 2.74, the open interest changed by 0 which decreased total open position to 0