[--[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 25450 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 26046.95 616.35 130.85 - 803 -124 408
11 Dec 25898.55 484.1 112.65 9.23 6,686 124 532
10 Dec 25758.00 366.6 -83.6 10.81 4,052 341 408
9 Dec 25839.65 451.85 -102.95 8.83 191 45 67
8 Dec 25960.55 554.75 -242.25 10.49 15 0 22
5 Dec 26186.45 797 109.15 - 55 15 22
4 Dec 26033.75 687.85 37.15 12.36 3 -1 7
3 Dec 25986.00 651.35 -87.25 10.52 9 7 8
2 Dec 26032.20 738.6 -83.8 11.67 4 0 1
1 Dec 26175.75 822.4 -69.8 - 2 0 1
28 Nov 26202.95 892.2 13.35 9.57 3 0 1
27 Nov 26215.55 876.4 -9.85 - 2 1 1
26 Nov 26205.30 883.8 198.9 - 2 0 0
25 Nov 25884.80 684.9 0 - 0 0 0
24 Nov 25959.50 684.9 0 - 0 0 0
21 Nov 26068.15 684.9 0 - 0 0 0
20 Nov 26192.15 684.9 0 - 0 0 0
19 Nov 26052.65 684.9 0 - 0 0 0
18 Nov 25910.05 684.9 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 25450 expiring on 16DEC2025

Delta for 25450 CE is -

Historical price for 25450 CE is as follows

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 616.35, which was 130.85 higher than the previous day. The implied volatity was -, the open interest changed by -124 which decreased total open position to 408


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 484.1, which was 112.65 higher than the previous day. The implied volatity was 9.23, the open interest changed by 124 which increased total open position to 532


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 366.6, which was -83.6 lower than the previous day. The implied volatity was 10.81, the open interest changed by 341 which increased total open position to 408


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 451.85, which was -102.95 lower than the previous day. The implied volatity was 8.83, the open interest changed by 45 which increased total open position to 67


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 554.75, which was -242.25 lower than the previous day. The implied volatity was 10.49, the open interest changed by 0 which decreased total open position to 22


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 797, which was 109.15 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 22


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 687.85, which was 37.15 higher than the previous day. The implied volatity was 12.36, the open interest changed by -1 which decreased total open position to 7


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 651.35, which was -87.25 lower than the previous day. The implied volatity was 10.52, the open interest changed by 7 which increased total open position to 8


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 738.6, which was -83.8 lower than the previous day. The implied volatity was 11.67, the open interest changed by 0 which decreased total open position to 1


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 822.4, which was -69.8 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 892.2, which was 13.35 higher than the previous day. The implied volatity was 9.57, the open interest changed by 0 which decreased total open position to 1


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 876.4, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 883.8, which was 198.9 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 684.9, 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 684.9, 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 684.9, 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 684.9, 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 684.9, 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 684.9, 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 25450 PE
Delta: -0.03
Vega: 1.89
Theta: -2.71
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 26046.95 4.05 -3.15 12.44 3,60,796 -1,970 31,630
11 Dec 25898.55 6.95 -20.2 9.97 6,51,727 11,967 33,600
10 Dec 25758.00 28.3 8.5 10.56 6,72,216 10,674 21,633
9 Dec 25839.65 20.2 -1.5 10.28 88,042 5,554 10,959
8 Dec 25960.55 23 13.65 11.54 27,006 2,402 5,405
5 Dec 26186.45 9.2 -9.15 10.69 16,695 1,147 3,003
4 Dec 26033.75 18.6 -9.15 10.20 7,931 -76 1,856
3 Dec 25986.00 26.4 -0.35 10.45 6,257 1,258 1,932
2 Dec 26032.20 24.05 0.8 10.70 1,597 289 674
1 Dec 26175.75 22.15 -3.15 11.50 449 45 385
28 Nov 26202.95 23.8 -4.9 11.07 300 138 340
27 Nov 26215.55 28.75 -11.75 11.52 108 33 202
26 Nov 26205.30 39.8 -40.95 12.17 216 4 169
25 Nov 25884.80 85.4 5.45 11.44 81 18 165
24 Nov 25959.50 80.8 -1.15 11.97 41 49 147
21 Nov 26068.15 81.95 22 12.68 139 20 98
20 Nov 26192.15 58.8 -23.3 12.31 30 0 78
19 Nov 26052.65 83.05 -22.15 12.30 38 27 78
18 Nov 25910.05 109.4 18.8 11.89 54 44 51
17 Nov 26013.45 90.05 -30.75 12.00 5 4 7
14 Nov 25910.05 120 -171.5 12.10 4 3 3
13 Nov 25879.15 291.5 0 2.04 0 0 0
12 Nov 25875.80 291.5 0 1.99 0 0 0


For Nifty - strike price 25450 expiring on 16DEC2025

Delta for 25450 PE is -0.03

Historical price for 25450 PE is as follows

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 4.05, which was -3.15 lower than the previous day. The implied volatity was 12.44, the open interest changed by -1970 which decreased total open position to 31630


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 6.95, which was -20.2 lower than the previous day. The implied volatity was 9.97, the open interest changed by 11967 which increased total open position to 33600


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 28.3, which was 8.5 higher than the previous day. The implied volatity was 10.56, the open interest changed by 10674 which increased total open position to 21633


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 20.2, which was -1.5 lower than the previous day. The implied volatity was 10.28, the open interest changed by 5554 which increased total open position to 10959


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 23, which was 13.65 higher than the previous day. The implied volatity was 11.54, the open interest changed by 2402 which increased total open position to 5405


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 9.2, which was -9.15 lower than the previous day. The implied volatity was 10.69, the open interest changed by 1147 which increased total open position to 3003


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 18.6, which was -9.15 lower than the previous day. The implied volatity was 10.20, the open interest changed by -76 which decreased total open position to 1856


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 26.4, which was -0.35 lower than the previous day. The implied volatity was 10.45, the open interest changed by 1258 which increased total open position to 1932


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 24.05, which was 0.8 higher than the previous day. The implied volatity was 10.70, the open interest changed by 289 which increased total open position to 674


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 22.15, which was -3.15 lower than the previous day. The implied volatity was 11.50, the open interest changed by 45 which increased total open position to 385


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 23.8, which was -4.9 lower than the previous day. The implied volatity was 11.07, the open interest changed by 138 which increased total open position to 340


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 28.75, which was -11.75 lower than the previous day. The implied volatity was 11.52, the open interest changed by 33 which increased total open position to 202


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 39.8, which was -40.95 lower than the previous day. The implied volatity was 12.17, the open interest changed by 4 which increased total open position to 169


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 85.4, which was 5.45 higher than the previous day. The implied volatity was 11.44, the open interest changed by 18 which increased total open position to 165


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 80.8, which was -1.15 lower than the previous day. The implied volatity was 11.97, the open interest changed by 49 which increased total open position to 147


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 81.95, which was 22 higher than the previous day. The implied volatity was 12.68, the open interest changed by 20 which increased total open position to 98


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 58.8, which was -23.3 lower than the previous day. The implied volatity was 12.31, the open interest changed by 0 which decreased total open position to 78


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 83.05, which was -22.15 lower than the previous day. The implied volatity was 12.30, the open interest changed by 27 which increased total open position to 78


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 109.4, which was 18.8 higher than the previous day. The implied volatity was 11.89, the open interest changed by 44 which increased total open position to 51


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 90.05, which was -30.75 lower than the previous day. The implied volatity was 12.00, the open interest changed by 4 which increased total open position to 7


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 120, which was -171.5 lower than the previous day. The implied volatity was 12.10, the open interest changed by 3 which increased total open position to 3


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 291.5, which was 0 lower than the previous day. The implied volatity was 2.04, 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 291.5, which was 0 lower than the previous day. The implied volatity was 1.99, the open interest changed by 0 which decreased total open position to 0