[--[65.84.65.76]--]

NIFTY

Nifty
25868.75 +110.75 (0.43%)
L: 25693.25 H: 25922.8

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Historical option data for NIFTY

11 Dec 2025 02:51 PM IST
NIFTY 16-DEC-2025 25250 CE
Delta: 0.98
Vega: 1.61
Theta: -8.50
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
11 Dec 25871.50 659 103.35 10.93 694 148 288
10 Dec 25758.00 552.1 -92.5 12.59 1,045 114 140
9 Dec 25839.65 642 -128.4 8.97 35 9 26
8 Dec 25960.55 770.4 -215.5 15.98 52 11 17
5 Dec 26186.45 985.9 103.05 - 6 4 6
4 Dec 26033.75 879.15 46.55 14.02 5 1 2
3 Dec 25986.00 834.35 -56.1 10.91 3 1 1
2 Dec 26032.20 890.45 -122.55 - 2 0 0
1 Dec 26175.75 1010.7 -66.7 - 2 0 0
28 Nov 26202.95 1074.95 19.95 - 2 0 0
27 Nov 26215.55 1055 -16.15 - 2 0 0
26 Nov 26205.30 1068.65 253.2 - 2 0 0
25 Nov 25884.80 815.45 0 - 0 0 0
24 Nov 25959.50 815.45 0 - 0 0 0
21 Nov 26068.15 815.45 0 - 0 0 0
20 Nov 26192.15 815.45 0 - 0 0 0
19 Nov 26052.65 815.45 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 25250 expiring on 16DEC2025

Delta for 25250 CE is 0.98

Historical price for 25250 CE is as follows

On 11 Dec NIFTY was trading at 25871.50. The strike last trading price was 659, which was 103.35 higher than the previous day. The implied volatity was 10.93, the open interest changed by 148 which increased total open position to 288


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 552.1, which was -92.5 lower than the previous day. The implied volatity was 12.59, the open interest changed by 114 which increased total open position to 140


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 642, which was -128.4 lower than the previous day. The implied volatity was 8.97, the open interest changed by 9 which increased total open position to 26


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 770.4, which was -215.5 lower than the previous day. The implied volatity was 15.98, the open interest changed by 11 which increased total open position to 17


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 985.9, which was 103.05 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 6


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 879.15, which was 46.55 higher than the previous day. The implied volatity was 14.02, the open interest changed by 1 which increased total open position to 2


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 834.35, which was -56.1 lower than the previous day. The implied volatity was 10.91, 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 890.45, which was -122.55 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 1010.7, which was -66.7 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 1074.95, which was 19.95 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 1055, which was -16.15 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 1068.65, which was 253.2 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 815.45, 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 815.45, 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 815.45, 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 815.45, 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 815.45, 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 25250 PE
Delta: -0.03
Vega: 1.99
Theta: -2.09
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
11 Dec 25871.50 3.9 -7.95 11.56 3,02,126 4,848 22,079
10 Dec 25758.00 12.2 3.2 11.55 3,76,333 9,609 17,231
9 Dec 25839.65 9.2 -2.85 11.29 45,204 4,389 7,622
8 Dec 25960.55 14.6 7.85 13.06 20,069 -1,367 3,233
5 Dec 26186.45 6.55 -4.35 12.11 9,279 1,999 4,600
4 Dec 26033.75 10.75 -4.85 11.13 6,288 2,010 2,601
3 Dec 25986.00 15.6 1.75 11.31 3,126 312 591
2 Dec 26032.20 13.25 -0.05 11.29 470 190 279
1 Dec 26175.75 12.7 -210.55 11.96 159 89 89
28 Nov 26202.95 223.25 0 4.37 0 0 0
27 Nov 26215.55 223.25 0 4.34 0 0 0
26 Nov 26205.30 223.25 0 4.20 0 0 0
25 Nov 25884.80 223.25 0 - 0 0 0
24 Nov 25959.50 223.25 0 3.16 0 0 0
21 Nov 26068.15 223.25 0 3.43 0 0 0
20 Nov 26192.15 223.25 0 3.81 0 0 0
19 Nov 26052.65 223.25 0 3.31 0 0 0
18 Nov 25910.05 223.25 0 2.77 0 0 0
17 Nov 26013.45 223.25 0 3.13 0 0 0
14 Nov 25910.05 223.25 0 2.75 0 0 0
13 Nov 25879.15 223.25 0 2.64 0 0 0
12 Nov 25875.80 223.25 0 2.59 0 0 0


For Nifty - strike price 25250 expiring on 16DEC2025

Delta for 25250 PE is -0.03

Historical price for 25250 PE is as follows

On 11 Dec NIFTY was trading at 25871.50. The strike last trading price was 3.9, which was -7.95 lower than the previous day. The implied volatity was 11.56, the open interest changed by 4848 which increased total open position to 22079


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 12.2, which was 3.2 higher than the previous day. The implied volatity was 11.55, the open interest changed by 9609 which increased total open position to 17231


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 9.2, which was -2.85 lower than the previous day. The implied volatity was 11.29, the open interest changed by 4389 which increased total open position to 7622


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 14.6, which was 7.85 higher than the previous day. The implied volatity was 13.06, the open interest changed by -1367 which decreased total open position to 3233


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 6.55, which was -4.35 lower than the previous day. The implied volatity was 12.11, the open interest changed by 1999 which increased total open position to 4600


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 10.75, which was -4.85 lower than the previous day. The implied volatity was 11.13, the open interest changed by 2010 which increased total open position to 2601


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 15.6, which was 1.75 higher than the previous day. The implied volatity was 11.31, the open interest changed by 312 which increased total open position to 591


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 13.25, which was -0.05 lower than the previous day. The implied volatity was 11.29, the open interest changed by 190 which increased total open position to 279


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 12.7, which was -210.55 lower than the previous day. The implied volatity was 11.96, the open interest changed by 89 which increased total open position to 89


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 223.25, which was 0 lower than the previous day. The implied volatity was 4.37, 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 223.25, which was 0 lower than the previous day. The implied volatity was 4.34, 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 223.25, which was 0 lower than the previous day. The implied volatity was 4.20, 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 223.25, 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 223.25, which was 0 lower than the previous day. The implied volatity was 3.16, 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 223.25, which was 0 lower than the previous day. The implied volatity was 3.43, 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 223.25, 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 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 223.25, which was 0 lower than the previous day. The implied volatity was 3.31, 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 223.25, which was 0 lower than the previous day. The implied volatity was 2.77, 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 223.25, which was 0 lower than the previous day. The implied volatity was 3.13, 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 223.25, which was 0 lower than the previous day. The implied volatity was 2.75, 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 223.25, which was 0 lower than the previous day. The implied volatity was 2.64, 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 223.25, which was 0 lower than the previous day. The implied volatity was 2.59, the open interest changed by 0 which decreased total open position to 0