NIFTY
Nifty
Historical option data for NIFTY
12 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 25450 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 | 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 | |||||||||
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| 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 | |||||||
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Delta: -0.03
Vega: 1.89
Theta: -2.71
Gamma: 0.00
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| 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































































































































































































































