[--[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 25300 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 26046.95 764.65 132.75 - 1,070 -234 754
11 Dec 25898.55 627 119.2 - 3,871 4 988
10 Dec 25758.00 502.95 -88.9 11.83 4,093 351 984
9 Dec 25839.65 592 -113.2 8.32 2,038 185 633
8 Dec 25960.55 698.65 -253.9 11.07 494 347 448
5 Dec 26186.45 953.6 127.65 - 48 15 101
4 Dec 26033.75 821.75 40.95 12.40 65 25 86
3 Dec 25986.00 786.2 -68.7 10.01 106 49 61
2 Dec 26032.20 854.9 -124.6 6.41 14 11 12
1 Dec 26175.75 989.6 -40.4 8.01 14 0 1
28 Nov 26202.95 1027.5 -9.35 - 2 -1 1
27 Nov 26215.55 1036.85 12.65 - 2 2 2
26 Nov 26205.30 1021.7 240.05 - 2 0 0
25 Nov 25884.80 781.65 0 - 0 0 0
24 Nov 25959.50 781.65 0 - 0 0 0
21 Nov 26068.15 781.65 0 - 0 0 0
20 Nov 26192.15 781.65 0 - 0 0 0
19 Nov 26052.65 781.65 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 25300 expiring on 16DEC2025

Delta for 25300 CE is -

Historical price for 25300 CE is as follows

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 764.65, which was 132.75 higher than the previous day. The implied volatity was -, the open interest changed by -234 which decreased total open position to 754


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 627, which was 119.2 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 988


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 502.95, which was -88.9 lower than the previous day. The implied volatity was 11.83, the open interest changed by 351 which increased total open position to 984


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 592, which was -113.2 lower than the previous day. The implied volatity was 8.32, the open interest changed by 185 which increased total open position to 633


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 698.65, which was -253.9 lower than the previous day. The implied volatity was 11.07, the open interest changed by 347 which increased total open position to 448


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 953.6, which was 127.65 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 101


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 821.75, which was 40.95 higher than the previous day. The implied volatity was 12.40, the open interest changed by 25 which increased total open position to 86


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 786.2, which was -68.7 lower than the previous day. The implied volatity was 10.01, the open interest changed by 49 which increased total open position to 61


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 854.9, which was -124.6 lower than the previous day. The implied volatity was 6.41, the open interest changed by 11 which increased total open position to 12


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 989.6, which was -40.4 lower than the previous day. The implied volatity was 8.01, the open interest changed by 0 which decreased total open position to 1


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1027.5, which was -9.35 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1036.85, which was 12.65 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 1021.7, which was 240.05 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 781.65, 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 781.65, 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 781.65, 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 781.65, 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 781.65, 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 25300 PE
Delta: -0.02
Vega: 1.48
Theta: -2.52
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 26046.95 3.4 -0.9 14.50 6,44,772 10,286 67,218
11 Dec 25898.55 4.2 -9.8 11.32 5,98,386 -328 56,932
10 Dec 25758.00 14.65 4.15 11.22 7,15,834 20,736 57,260
9 Dec 25839.65 10.7 -2.8 10.93 1,60,135 19,460 36,524
8 Dec 25960.55 12.65 5.55 11.97 83,335 6,222 17,064
5 Dec 26186.45 6.95 -5.05 11.73 32,463 3,899 10,842
4 Dec 26033.75 11.75 -6.2 10.79 26,519 1,558 6,943
3 Dec 25986.00 17.6 1.35 11.07 17,684 3,175 5,385
2 Dec 26032.20 15.05 -0.55 11.09 3,494 615 2,210
1 Dec 26175.75 15.4 -2 12.04 2,458 438 1,595
28 Nov 26202.95 16 -4.75 11.44 1,130 347 1,157
27 Nov 26215.55 20 -9.65 11.89 815 149 810
26 Nov 26205.30 28.85 -28.2 12.55 1,649 232 661
25 Nov 25884.80 58.05 -2.45 11.49 401 -42 429
24 Nov 25959.50 63.55 1.4 12.50 561 221 471
21 Nov 26068.15 61.75 13.8 12.92 261 -21 250
20 Nov 26192.15 47.95 -17.15 12.89 361 153 271
19 Nov 26052.65 66.75 1.65 12.79 112 52 118
18 Nov 25910.05 65.1 0.1 11.10 43 15 66
17 Nov 26013.45 64.95 -34.1 12.02 25 5 51
14 Nov 25910.05 97.1 -8.9 12.49 84 25 46
13 Nov 25879.15 106 -133.15 12.51 30 21 21
12 Nov 25875.80 239.15 0 2.44 0 0 0


For Nifty - strike price 25300 expiring on 16DEC2025

Delta for 25300 PE is -0.02

Historical price for 25300 PE is as follows

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 3.4, which was -0.9 lower than the previous day. The implied volatity was 14.50, the open interest changed by 10286 which increased total open position to 67218


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 4.2, which was -9.8 lower than the previous day. The implied volatity was 11.32, the open interest changed by -328 which decreased total open position to 56932


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 14.65, which was 4.15 higher than the previous day. The implied volatity was 11.22, the open interest changed by 20736 which increased total open position to 57260


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 10.7, which was -2.8 lower than the previous day. The implied volatity was 10.93, the open interest changed by 19460 which increased total open position to 36524


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 12.65, which was 5.55 higher than the previous day. The implied volatity was 11.97, the open interest changed by 6222 which increased total open position to 17064


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 6.95, which was -5.05 lower than the previous day. The implied volatity was 11.73, the open interest changed by 3899 which increased total open position to 10842


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 11.75, which was -6.2 lower than the previous day. The implied volatity was 10.79, the open interest changed by 1558 which increased total open position to 6943


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 17.6, which was 1.35 higher than the previous day. The implied volatity was 11.07, the open interest changed by 3175 which increased total open position to 5385


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 15.05, which was -0.55 lower than the previous day. The implied volatity was 11.09, the open interest changed by 615 which increased total open position to 2210


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 15.4, which was -2 lower than the previous day. The implied volatity was 12.04, the open interest changed by 438 which increased total open position to 1595


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 16, which was -4.75 lower than the previous day. The implied volatity was 11.44, the open interest changed by 347 which increased total open position to 1157


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 20, which was -9.65 lower than the previous day. The implied volatity was 11.89, the open interest changed by 149 which increased total open position to 810


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 28.85, which was -28.2 lower than the previous day. The implied volatity was 12.55, the open interest changed by 232 which increased total open position to 661


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 58.05, which was -2.45 lower than the previous day. The implied volatity was 11.49, the open interest changed by -42 which decreased total open position to 429


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 63.55, which was 1.4 higher than the previous day. The implied volatity was 12.50, the open interest changed by 221 which increased total open position to 471


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 61.75, which was 13.8 higher than the previous day. The implied volatity was 12.92, the open interest changed by -21 which decreased total open position to 250


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 47.95, which was -17.15 lower than the previous day. The implied volatity was 12.89, the open interest changed by 153 which increased total open position to 271


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 66.75, which was 1.65 higher than the previous day. The implied volatity was 12.79, the open interest changed by 52 which increased total open position to 118


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 65.1, which was 0.1 higher than the previous day. The implied volatity was 11.10, the open interest changed by 15 which increased total open position to 66


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 64.95, which was -34.1 lower than the previous day. The implied volatity was 12.02, the open interest changed by 5 which increased total open position to 51


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 97.1, which was -8.9 lower than the previous day. The implied volatity was 12.49, the open interest changed by 25 which increased total open position to 46


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 106, which was -133.15 lower than the previous day. The implied volatity was 12.51, the open interest changed by 21 which increased total open position to 21


On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 239.15, which was 0 lower than the previous day. The implied volatity was 2.44, the open interest changed by 0 which decreased total open position to 0