NIFTY
Nifty
Historical option data for NIFTY
12 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 25400 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 | 665.7 | 132.55 | - | 4,025 | -302 | 1,309 | |||||||||
| 11 Dec | 25898.55 | 532.95 | 115.1 | 9.55 | 12,863 | -258 | 1,611 | |||||||||
| 10 Dec | 25758.00 | 405.7 | -91.9 | 10.29 | 9,520 | 1,222 | 1,869 | |||||||||
| 9 Dec | 25839.65 | 497 | -119.15 | 8.68 | 2,247 | 89 | 647 | |||||||||
| 8 Dec | 25960.55 | 599.4 | -251.45 | 9.88 | 575 | 237 | 558 | |||||||||
| 5 Dec | 26186.45 | 865.75 | 133.15 | 11.09 | 170 | 1 | 321 | |||||||||
| 4 Dec | 26033.75 | 727.05 | 42.4 | 12.52 | 143 | 9 | 320 | |||||||||
| 3 Dec | 25986.00 | 695 | -54.75 | 10.22 | 353 | 308 | 311 | |||||||||
| 2 Dec | 26032.20 | 749.75 | -111.75 | - | 8 | 2 | 3 | |||||||||
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| 1 Dec | 26175.75 | 861.5 | -80.45 | - | 2 | 0 | 1 | |||||||||
| 28 Nov | 26202.95 | 941.95 | -1 | 9.31 | 2 | -1 | 1 | |||||||||
| 27 Nov | 26215.55 | 942.95 | 11.3 | - | 2 | 2 | 2 | |||||||||
| 26 Nov | 26205.30 | 929.15 | 212.8 | - | 2 | 0 | 0 | |||||||||
| 25 Nov | 25884.80 | 716.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 716.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 716.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 716.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 716.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 25910.05 | 716.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 26013.45 | 716.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 25910.05 | 716.35 | 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 25400 expiring on 16DEC2025
Delta for 25400 CE is -
Historical price for 25400 CE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 665.7, which was 132.55 higher than the previous day. The implied volatity was -, the open interest changed by -302 which decreased total open position to 1309
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 532.95, which was 115.1 higher than the previous day. The implied volatity was 9.55, the open interest changed by -258 which decreased total open position to 1611
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 405.7, which was -91.9 lower than the previous day. The implied volatity was 10.29, the open interest changed by 1222 which increased total open position to 1869
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 497, which was -119.15 lower than the previous day. The implied volatity was 8.68, the open interest changed by 89 which increased total open position to 647
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 599.4, which was -251.45 lower than the previous day. The implied volatity was 9.88, the open interest changed by 237 which increased total open position to 558
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 865.75, which was 133.15 higher than the previous day. The implied volatity was 11.09, the open interest changed by 1 which increased total open position to 321
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 727.05, which was 42.4 higher than the previous day. The implied volatity was 12.52, the open interest changed by 9 which increased total open position to 320
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 695, which was -54.75 lower than the previous day. The implied volatity was 10.22, the open interest changed by 308 which increased total open position to 311
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 749.75, which was -111.75 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 861.5, which was -80.45 lower than the previous day. The implied volatity was -, 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 941.95, which was -1 lower than the previous day. The implied volatity was 9.31, 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 942.95, which was 11.3 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 929.15, which was 212.8 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 716.35, 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 716.35, 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 716.35, 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 716.35, 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 716.35, 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 716.35, 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 716.35, 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 716.35, 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 25400 PE | |||||||
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Delta: -0.03
Vega: 1.74
Theta: -2.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 26046.95 | 3.85 | -1.85 | 13.16 | 6,85,738 | -1,248 | 82,719 |
| 11 Dec | 25898.55 | 5.6 | -15.95 | 10.35 | 8,86,331 | 27,446 | 83,967 |
| 10 Dec | 25758.00 | 22.35 | 6.65 | 10.72 | 9,77,333 | -6,558 | 56,521 |
| 9 Dec | 25839.65 | 15.75 | -2.35 | 10.39 | 2,29,805 | 46,698 | 63,079 |
| 8 Dec | 25960.55 | 17.35 | 8.95 | 11.43 | 81,958 | 9,395 | 16,381 |
| 5 Dec | 26186.45 | 7.85 | -7.8 | 10.94 | 43,788 | 942 | 6,986 |
| 4 Dec | 26033.75 | 15.75 | -8 | 10.29 | 21,468 | 348 | 6,044 |
| 3 Dec | 25986.00 | 23 | 0.8 | 10.61 | 15,652 | 2,447 | 5,696 |
| 2 Dec | 26032.20 | 20.4 | 0.25 | 10.80 | 6,395 | 982 | 3,249 |
| 1 Dec | 26175.75 | 20.45 | -2.1 | 11.71 | 4,003 | 795 | 2,267 |
| 28 Nov | 26202.95 | 19.6 | -5.8 | 11.04 | 1,730 | 300 | 1,472 |
| 27 Nov | 26215.55 | 24.65 | -11.45 | 11.54 | 1,612 | 527 | 1,172 |
| 26 Nov | 26205.30 | 34.85 | -37.05 | 12.21 | 979 | 159 | 645 |
| 25 Nov | 25884.80 | 73.45 | 1.7 | 11.34 | 361 | -85 | 486 |
| 24 Nov | 25959.50 | 74.4 | 1 | 12.15 | 333 | 137 | 571 |
| 21 Nov | 26068.15 | 74.85 | 18 | 12.77 | 347 | 97 | 434 |
| 20 Nov | 26192.15 | 55.95 | -20.3 | 12.58 | 521 | 178 | 337 |
| 19 Nov | 26052.65 | 73.75 | -23.5 | 12.26 | 257 | 45 | 159 |
| 18 Nov | 25910.05 | 100 | 18.15 | 11.97 | 59 | 29 | 114 |
| 17 Nov | 26013.45 | 79.55 | -34.75 | 11.93 | 134 | 59 | 85 |
| 14 Nov | 25910.05 | 109.65 | -11.65 | 12.13 | 32 | 16 | 26 |
| 13 Nov | 25879.15 | 118.75 | -154.5 | 12.13 | 23 | 10 | 10 |
| 12 Nov | 25875.80 | 273.25 | 0 | 2.14 | 0 | 0 | 0 |
For Nifty - strike price 25400 expiring on 16DEC2025
Delta for 25400 PE is -0.03
Historical price for 25400 PE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 3.85, which was -1.85 lower than the previous day. The implied volatity was 13.16, the open interest changed by -1248 which decreased total open position to 82719
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 5.6, which was -15.95 lower than the previous day. The implied volatity was 10.35, the open interest changed by 27446 which increased total open position to 83967
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 22.35, which was 6.65 higher than the previous day. The implied volatity was 10.72, the open interest changed by -6558 which decreased total open position to 56521
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 15.75, which was -2.35 lower than the previous day. The implied volatity was 10.39, the open interest changed by 46698 which increased total open position to 63079
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 17.35, which was 8.95 higher than the previous day. The implied volatity was 11.43, the open interest changed by 9395 which increased total open position to 16381
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 7.85, which was -7.8 lower than the previous day. The implied volatity was 10.94, the open interest changed by 942 which increased total open position to 6986
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 15.75, which was -8 lower than the previous day. The implied volatity was 10.29, the open interest changed by 348 which increased total open position to 6044
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 23, which was 0.8 higher than the previous day. The implied volatity was 10.61, the open interest changed by 2447 which increased total open position to 5696
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 20.4, which was 0.25 higher than the previous day. The implied volatity was 10.80, the open interest changed by 982 which increased total open position to 3249
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 20.45, which was -2.1 lower than the previous day. The implied volatity was 11.71, the open interest changed by 795 which increased total open position to 2267
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 19.6, which was -5.8 lower than the previous day. The implied volatity was 11.04, the open interest changed by 300 which increased total open position to 1472
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 24.65, which was -11.45 lower than the previous day. The implied volatity was 11.54, the open interest changed by 527 which increased total open position to 1172
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 34.85, which was -37.05 lower than the previous day. The implied volatity was 12.21, the open interest changed by 159 which increased total open position to 645
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 73.45, which was 1.7 higher than the previous day. The implied volatity was 11.34, the open interest changed by -85 which decreased total open position to 486
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 74.4, which was 1 higher than the previous day. The implied volatity was 12.15, the open interest changed by 137 which increased total open position to 571
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 74.85, which was 18 higher than the previous day. The implied volatity was 12.77, the open interest changed by 97 which increased total open position to 434
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 55.95, which was -20.3 lower than the previous day. The implied volatity was 12.58, the open interest changed by 178 which increased total open position to 337
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 73.75, which was -23.5 lower than the previous day. The implied volatity was 12.26, the open interest changed by 45 which increased total open position to 159
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 100, which was 18.15 higher than the previous day. The implied volatity was 11.97, the open interest changed by 29 which increased total open position to 114
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 79.55, which was -34.75 lower than the previous day. The implied volatity was 11.93, the open interest changed by 59 which increased total open position to 85
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 109.65, which was -11.65 lower than the previous day. The implied volatity was 12.13, the open interest changed by 16 which increased total open position to 26
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 118.75, which was -154.5 lower than the previous day. The implied volatity was 12.13, the open interest changed by 10 which increased total open position to 10
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 273.25, which was 0 lower than the previous day. The implied volatity was 2.14, the open interest changed by 0 which decreased total open position to 0































































































































































































































