[--[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 25400 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.03
Vega: 1.74
Theta: -2.67
Gamma: 0.00
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