NIFTY
Nifty
Historical option data for NIFTY
12 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 25300 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 | 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 | |||||||||
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| 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 | |||||||
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Delta: -0.02
Vega: 1.48
Theta: -2.52
Gamma: 0.00
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| 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































































































































































































































