NIFTY
Nifty
Historical option data for NIFTY
15 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 25550 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 1.31
Theta: -20.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 26027.30 | 478 | -38.55 | 20.81 | 2,662 | -180 | 835 | |||||||||
| 12 Dec | 26046.95 | 519.25 | 130.2 | - | 2,337 | -220 | 1,015 | |||||||||
| 11 Dec | 25898.55 | 389.1 | 100.55 | 8.93 | 30,022 | -147 | 1,235 | |||||||||
| 10 Dec | 25758.00 | 283.45 | -79.05 | 10.36 | 12,969 | 944 | 1,382 | |||||||||
| 9 Dec | 25839.65 | 361.1 | -110.1 | 8.60 | 2,071 | 292 | 438 | |||||||||
| 8 Dec | 25960.55 | 466.6 | -248.4 | 10.56 | 387 | 123 | 146 | |||||||||
| 5 Dec | 26186.45 | 719 | 125.7 | 10.28 | 32 | 0 | 23 | |||||||||
| 4 Dec | 26033.75 | 593.15 | 36.3 | 11.47 | 55 | 12 | 23 | |||||||||
| 3 Dec | 25986.00 | 562.7 | -83.15 | 10.22 | 25 | 11 | 11 | |||||||||
| 2 Dec | 26032.20 | 645.85 | -85.65 | 11.15 | 1 | 0 | 0 | |||||||||
| 1 Dec | 26175.75 | 731.5 | -67.35 | - | 2 | -1 | 0 | |||||||||
| 28 Nov | 26202.95 | 800 | 18.25 | 9.61 | 7 | 1 | 1 | |||||||||
| 27 Nov | 26215.55 | 781.75 | 0.9 | - | 2 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 780.85 | 156.4 | - | 1 | 0 | 0 | |||||||||
| 25 Nov | 25884.80 | 624.45 | 0 | - | 0 | 0 | 0 | |||||||||
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| 24 Nov | 25959.50 | 624.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 624.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 624.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 624.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 25910.05 | 624.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 26013.45 | 624.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 25910.05 | 624.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 25879.15 | 624.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 25875.80 | 624.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25550 expiring on 16DEC2025
Delta for 25550 CE is 0.95
Historical price for 25550 CE is as follows
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 478, which was -38.55 lower than the previous day. The implied volatity was 20.81, the open interest changed by -180 which decreased total open position to 835
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 519.25, which was 130.2 higher than the previous day. The implied volatity was -, the open interest changed by -220 which decreased total open position to 1015
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 389.1, which was 100.55 higher than the previous day. The implied volatity was 8.93, the open interest changed by -147 which decreased total open position to 1235
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 283.45, which was -79.05 lower than the previous day. The implied volatity was 10.36, the open interest changed by 944 which increased total open position to 1382
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 361.1, which was -110.1 lower than the previous day. The implied volatity was 8.60, the open interest changed by 292 which increased total open position to 438
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 466.6, which was -248.4 lower than the previous day. The implied volatity was 10.56, the open interest changed by 123 which increased total open position to 146
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 719, which was 125.7 higher than the previous day. The implied volatity was 10.28, the open interest changed by 0 which decreased total open position to 23
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 593.15, which was 36.3 higher than the previous day. The implied volatity was 11.47, the open interest changed by 12 which increased total open position to 23
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 562.7, which was -83.15 lower than the previous day. The implied volatity was 10.22, the open interest changed by 11 which increased total open position to 11
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 645.85, which was -85.65 lower than the previous day. The implied volatity was 11.15, the open interest changed by 0 which decreased total open position to 0
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 731.5, which was -67.35 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 800, which was 18.25 higher than the previous day. The implied volatity was 9.61, the open interest changed by 1 which increased total open position to 1
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 781.75, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 780.85, which was 156.4 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 624.45, 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 624.45, 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 624.45, 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 624.45, 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 624.45, 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 624.45, 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 624.45, 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 624.45, 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 624.45, 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 624.45, 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 25550 PE | |||||||
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Delta: -0.03
Vega: 0.88
Theta: -7.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 26027.30 | 2.7 | -2.4 | 18.38 | 7,27,481 | 194 | 44,448 |
| 12 Dec | 26046.95 | 5.05 | -6.95 | 11.20 | 5,04,150 | 2,507 | 44,254 |
| 11 Dec | 25898.55 | 11.5 | -31.7 | 9.35 | 10,01,101 | 16,437 | 41,747 |
| 10 Dec | 25758.00 | 44.85 | 12.9 | 10.26 | 8,87,022 | 12,886 | 25,310 |
| 9 Dec | 25839.65 | 32.15 | 1.4 | 10.00 | 1,19,651 | 7,124 | 12,424 |
| 8 Dec | 25960.55 | 31 | 19 | 10.91 | 34,439 | 1,369 | 5,300 |
| 5 Dec | 26186.45 | 11.5 | -13.55 | 10.10 | 23,724 | 1,163 | 3,931 |
| 4 Dec | 26033.75 | 24.95 | -13 | 9.75 | 8,400 | 1,367 | 2,768 |
| 3 Dec | 25986.00 | 36.7 | 1.55 | 10.21 | 6,566 | 594 | 1,401 |
| 2 Dec | 26032.20 | 34.2 | 4.6 | 10.58 | 2,729 | 346 | 807 |
| 1 Dec | 26175.75 | 30.05 | -2.05 | 11.32 | 509 | 143 | 461 |
| 28 Nov | 26202.95 | 30.7 | -6.85 | 10.80 | 432 | 117 | 318 |
| 27 Nov | 26215.55 | 36.05 | -13.75 | 11.22 | 259 | 68 | 201 |
| 26 Nov | 26205.30 | 48.8 | -51 | 11.89 | 257 | 31 | 133 |
| 25 Nov | 25884.80 | 102.45 | 3.5 | 11.10 | 125 | 20 | 102 |
| 24 Nov | 25959.50 | 102.3 | 6.7 | 11.96 | 42 | 18 | 82 |
| 21 Nov | 26068.15 | 96.6 | 22.85 | 12.41 | 45 | 11 | 64 |
| 20 Nov | 26192.15 | 72.3 | -29 | 12.20 | 416 | -310 | 53 |
| 19 Nov | 26052.65 | 100.4 | -26.65 | 12.17 | 428 | 332 | 363 |
| 18 Nov | 25910.05 | 132.65 | 25.35 | 11.83 | 25 | 14 | 31 |
| 17 Nov | 26013.45 | 107.3 | -223.2 | 11.83 | 26 | 17 | 17 |
| 14 Nov | 25910.05 | 330.5 | 0 | 1.84 | 0 | 0 | 0 |
| 13 Nov | 25879.15 | 330.5 | 0 | 1.83 | 0 | 0 | 0 |
| 12 Nov | 25875.80 | 330.5 | 0 | 1.79 | 0 | 0 | 0 |
For Nifty - strike price 25550 expiring on 16DEC2025
Delta for 25550 PE is -0.03
Historical price for 25550 PE is as follows
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 2.7, which was -2.4 lower than the previous day. The implied volatity was 18.38, the open interest changed by 194 which increased total open position to 44448
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 5.05, which was -6.95 lower than the previous day. The implied volatity was 11.20, the open interest changed by 2507 which increased total open position to 44254
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 11.5, which was -31.7 lower than the previous day. The implied volatity was 9.35, the open interest changed by 16437 which increased total open position to 41747
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 44.85, which was 12.9 higher than the previous day. The implied volatity was 10.26, the open interest changed by 12886 which increased total open position to 25310
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 32.15, which was 1.4 higher than the previous day. The implied volatity was 10.00, the open interest changed by 7124 which increased total open position to 12424
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 31, which was 19 higher than the previous day. The implied volatity was 10.91, the open interest changed by 1369 which increased total open position to 5300
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 11.5, which was -13.55 lower than the previous day. The implied volatity was 10.10, the open interest changed by 1163 which increased total open position to 3931
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 24.95, which was -13 lower than the previous day. The implied volatity was 9.75, the open interest changed by 1367 which increased total open position to 2768
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 36.7, which was 1.55 higher than the previous day. The implied volatity was 10.21, the open interest changed by 594 which increased total open position to 1401
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 34.2, which was 4.6 higher than the previous day. The implied volatity was 10.58, the open interest changed by 346 which increased total open position to 807
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 30.05, which was -2.05 lower than the previous day. The implied volatity was 11.32, the open interest changed by 143 which increased total open position to 461
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 30.7, which was -6.85 lower than the previous day. The implied volatity was 10.80, the open interest changed by 117 which increased total open position to 318
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 36.05, which was -13.75 lower than the previous day. The implied volatity was 11.22, the open interest changed by 68 which increased total open position to 201
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 48.8, which was -51 lower than the previous day. The implied volatity was 11.89, the open interest changed by 31 which increased total open position to 133
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 102.45, which was 3.5 higher than the previous day. The implied volatity was 11.10, the open interest changed by 20 which increased total open position to 102
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 102.3, which was 6.7 higher than the previous day. The implied volatity was 11.96, the open interest changed by 18 which increased total open position to 82
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 96.6, which was 22.85 higher than the previous day. The implied volatity was 12.41, the open interest changed by 11 which increased total open position to 64
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 72.3, which was -29 lower than the previous day. The implied volatity was 12.20, the open interest changed by -310 which decreased total open position to 53
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 100.4, which was -26.65 lower than the previous day. The implied volatity was 12.17, the open interest changed by 332 which increased total open position to 363
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 132.65, which was 25.35 higher than the previous day. The implied volatity was 11.83, the open interest changed by 14 which increased total open position to 31
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 107.3, which was -223.2 lower than the previous day. The implied volatity was 11.83, the open interest changed by 17 which increased total open position to 17
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 330.5, which was 0 lower than the previous day. The implied volatity was 1.84, 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 330.5, which was 0 lower than the previous day. The implied volatity was 1.83, 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 330.5, which was 0 lower than the previous day. The implied volatity was 1.79, the open interest changed by 0 which decreased total open position to 0































































































































































































































