NIFTY
Nifty
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































































































































































































































