[--[65.84.65.76]--]

NIFTY

Nifty
26027.3 -19.65 (-0.08%)
L: 25904.75 H: 26047.15

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Historical option data for NIFTY

15 Dec 2025 04:10 PM IST
NIFTY 16-DEC-2025 25550 CE
Delta: 0.95
Vega: 1.31
Theta: -20.26
Gamma: 0.00
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
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
Delta: -0.03
Vega: 0.88
Theta: -7.85
Gamma: 0.00
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