NIFTY
Nifty
Historical option data for NIFTY
16 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 25600 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Dec | 25860.10 | 259.6 | -171.35 | - | 51,542 | 2,961 | 2,961 | |||||||||
| 15 Dec | 26027.30 | 427.45 | -37.1 | 18.59 | 28,561 | -1,903 | 3,148 | |||||||||
| 12 Dec | 26046.95 | 467.65 | 123.95 | - | 27,491 | -3,457 | 5,051 | |||||||||
| 11 Dec | 25898.55 | 344 | 93.95 | 8.95 | 2,29,296 | -3,640 | 8,508 | |||||||||
| 10 Dec | 25758.00 | 245 | -77.65 | 10.17 | 1,20,610 | 5,340 | 12,148 | |||||||||
| 9 Dec | 25839.65 | 323.9 | -103.9 | 9.21 | 24,699 | 2,324 | 6,808 | |||||||||
| 8 Dec | 25960.55 | 417.1 | -252.3 | 9.58 | 2,753 | 396 | 4,484 | |||||||||
| 5 Dec | 26186.45 | 663.95 | 113.25 | 8.36 | 2,654 | 410 | 4,088 | |||||||||
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| 4 Dec | 26033.75 | 546.3 | 33.6 | 11.03 | 1,209 | 490 | 3,678 | |||||||||
| 3 Dec | 25986.00 | 516 | -63.45 | 9.82 | 1,721 | 886 | 3,188 | |||||||||
| 2 Dec | 26032.20 | 599.9 | -100.2 | 10.84 | 499 | 362 | 2,302 | |||||||||
| 1 Dec | 26175.75 | 698.6 | -58.65 | 8.05 | 2,118 | 1,923 | 1,940 | |||||||||
| 28 Nov | 26202.95 | 757.25 | 34.25 | 9.91 | 3 | 0 | 17 | |||||||||
| 27 Nov | 26215.55 | 723 | -31 | - | 7 | -2 | 17 | |||||||||
| 26 Nov | 26205.30 | 754 | 152.45 | 7.66 | 28 | 5 | 19 | |||||||||
| 25 Nov | 25884.80 | 601.55 | -23.75 | 14.74 | 11 | -1 | 14 | |||||||||
| 24 Nov | 25959.50 | 625.3 | -90.65 | 12.45 | 48 | 9 | 15 | |||||||||
| 21 Nov | 26068.15 | 720.05 | 115.15 | 11.08 | 14 | 6 | 6 | |||||||||
| 20 Nov | 26192.15 | 604.9 | 9.4 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 604.9 | 9.4 | - | 1 | 0 | 0 | |||||||||
| 18 Nov | 25910.05 | 595.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 26013.45 | 595.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 25910.05 | 595.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 25879.15 | 595.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 25875.80 | 595.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25600 expiring on 16DEC2025
Delta for 25600 CE is -
Historical price for 25600 CE is as follows
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 259.6, which was -171.35 lower than the previous day. The implied volatity was -, the open interest changed by 2961 which increased total open position to 2961
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 427.45, which was -37.1 lower than the previous day. The implied volatity was 18.59, the open interest changed by -1903 which decreased total open position to 3148
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 467.65, which was 123.95 higher than the previous day. The implied volatity was -, the open interest changed by -3457 which decreased total open position to 5051
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 344, which was 93.95 higher than the previous day. The implied volatity was 8.95, the open interest changed by -3640 which decreased total open position to 8508
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 245, which was -77.65 lower than the previous day. The implied volatity was 10.17, the open interest changed by 5340 which increased total open position to 12148
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 323.9, which was -103.9 lower than the previous day. The implied volatity was 9.21, the open interest changed by 2324 which increased total open position to 6808
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 417.1, which was -252.3 lower than the previous day. The implied volatity was 9.58, the open interest changed by 396 which increased total open position to 4484
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 663.95, which was 113.25 higher than the previous day. The implied volatity was 8.36, the open interest changed by 410 which increased total open position to 4088
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 546.3, which was 33.6 higher than the previous day. The implied volatity was 11.03, the open interest changed by 490 which increased total open position to 3678
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 516, which was -63.45 lower than the previous day. The implied volatity was 9.82, the open interest changed by 886 which increased total open position to 3188
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 599.9, which was -100.2 lower than the previous day. The implied volatity was 10.84, the open interest changed by 362 which increased total open position to 2302
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 698.6, which was -58.65 lower than the previous day. The implied volatity was 8.05, the open interest changed by 1923 which increased total open position to 1940
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 757.25, which was 34.25 higher than the previous day. The implied volatity was 9.91, the open interest changed by 0 which decreased total open position to 17
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 723, which was -31 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 17
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 754, which was 152.45 higher than the previous day. The implied volatity was 7.66, the open interest changed by 5 which increased total open position to 19
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 601.55, which was -23.75 lower than the previous day. The implied volatity was 14.74, the open interest changed by -1 which decreased total open position to 14
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 625.3, which was -90.65 lower than the previous day. The implied volatity was 12.45, the open interest changed by 9 which increased total open position to 15
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 720.05, which was 115.15 higher than the previous day. The implied volatity was 11.08, the open interest changed by 6 which increased total open position to 6
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 604.9, which was 9.4 higher 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 604.9, which was 9.4 higher 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 595.5, 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 595.5, 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 595.5, 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 595.5, 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 595.5, 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 25600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 25860.10 | 0.05 | -3.05 | - | 16,46,638 | 74,110 | 74,110 |
| 15 Dec | 26027.30 | 3 | -2.75 | 17.04 | 13,18,810 | -10,294 | 1,00,277 |
| 12 Dec | 26046.95 | 5.7 | -10.3 | 10.57 | 11,28,626 | 29,696 | 1,10,571 |
| 11 Dec | 25898.55 | 14.95 | -40 | 9.04 | 19,14,350 | 32,356 | 80,875 |
| 10 Dec | 25758.00 | 56.5 | 16 | 10.16 | 17,68,359 | 12,596 | 48,519 |
| 9 Dec | 25839.65 | 40.4 | 3.3 | 9.88 | 3,15,111 | 13,562 | 35,923 |
| 8 Dec | 25960.55 | 38.35 | 24.05 | 10.86 | 1,14,418 | 7,093 | 22,361 |
| 5 Dec | 26186.45 | 14.2 | -15.75 | 10.00 | 69,326 | 6,194 | 15,268 |
| 4 Dec | 26033.75 | 30.5 | -14.2 | 9.52 | 29,896 | 2,833 | 9,074 |
| 3 Dec | 25986.00 | 42.6 | 1.55 | 10.05 | 18,040 | 2,095 | 6,241 |
| 2 Dec | 26032.20 | 39.65 | 5.5 | 10.45 | 8,136 | 748 | 4,146 |
| 1 Dec | 26175.75 | 33.15 | -3.55 | 11.06 | 6,613 | 1,990 | 3,398 |
| 28 Nov | 26202.95 | 34.25 | -7.35 | 10.62 | 1,571 | 190 | 1,408 |
| 27 Nov | 26215.55 | 41.05 | -15.1 | 11.14 | 1,923 | 178 | 1,218 |
| 26 Nov | 26205.30 | 54.2 | -57.25 | 11.75 | 1,626 | 299 | 1,040 |
| 25 Nov | 25884.80 | 113.85 | 6.9 | - | 358 | 64 | 741 |
| 24 Nov | 25959.50 | 109.8 | 5.05 | 11.72 | 321 | 99 | 677 |
| 21 Nov | 26068.15 | 104.8 | 27.05 | 12.28 | 432 | 7 | 578 |
| 20 Nov | 26192.15 | 76 | -35.5 | 11.92 | 776 | 189 | 571 |
| 19 Nov | 26052.65 | 112.7 | -29.85 | 12.24 | 556 | -45 | 382 |
| 18 Nov | 25910.05 | 146.9 | 31.1 | 11.88 | 117 | -2 | 427 |
| 17 Nov | 26013.45 | 116 | -48.35 | 11.71 | 113 | 20 | 429 |
| 14 Nov | 25910.05 | 158.15 | -5 | 12.09 | 350 | -133 | 409 |
| 13 Nov | 25879.15 | 161 | 9.15 | 11.77 | 405 | 197 | 542 |
| 12 Nov | 25875.80 | 155.5 | -195.75 | 11.33 | 400 | 345 | 345 |
For Nifty - strike price 25600 expiring on 16DEC2025
Delta for 25600 PE is -
Historical price for 25600 PE is as follows
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 0.05, which was -3.05 lower than the previous day. The implied volatity was -, the open interest changed by 74110 which increased total open position to 74110
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 3, which was -2.75 lower than the previous day. The implied volatity was 17.04, the open interest changed by -10294 which decreased total open position to 100277
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 5.7, which was -10.3 lower than the previous day. The implied volatity was 10.57, the open interest changed by 29696 which increased total open position to 110571
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 14.95, which was -40 lower than the previous day. The implied volatity was 9.04, the open interest changed by 32356 which increased total open position to 80875
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 56.5, which was 16 higher than the previous day. The implied volatity was 10.16, the open interest changed by 12596 which increased total open position to 48519
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 40.4, which was 3.3 higher than the previous day. The implied volatity was 9.88, the open interest changed by 13562 which increased total open position to 35923
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 38.35, which was 24.05 higher than the previous day. The implied volatity was 10.86, the open interest changed by 7093 which increased total open position to 22361
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 14.2, which was -15.75 lower than the previous day. The implied volatity was 10.00, the open interest changed by 6194 which increased total open position to 15268
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 30.5, which was -14.2 lower than the previous day. The implied volatity was 9.52, the open interest changed by 2833 which increased total open position to 9074
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 42.6, which was 1.55 higher than the previous day. The implied volatity was 10.05, the open interest changed by 2095 which increased total open position to 6241
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 39.65, which was 5.5 higher than the previous day. The implied volatity was 10.45, the open interest changed by 748 which increased total open position to 4146
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 33.15, which was -3.55 lower than the previous day. The implied volatity was 11.06, the open interest changed by 1990 which increased total open position to 3398
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 34.25, which was -7.35 lower than the previous day. The implied volatity was 10.62, the open interest changed by 190 which increased total open position to 1408
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 41.05, which was -15.1 lower than the previous day. The implied volatity was 11.14, the open interest changed by 178 which increased total open position to 1218
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 54.2, which was -57.25 lower than the previous day. The implied volatity was 11.75, the open interest changed by 299 which increased total open position to 1040
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 113.85, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by 64 which increased total open position to 741
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 109.8, which was 5.05 higher than the previous day. The implied volatity was 11.72, the open interest changed by 99 which increased total open position to 677
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 104.8, which was 27.05 higher than the previous day. The implied volatity was 12.28, the open interest changed by 7 which increased total open position to 578
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 76, which was -35.5 lower than the previous day. The implied volatity was 11.92, the open interest changed by 189 which increased total open position to 571
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 112.7, which was -29.85 lower than the previous day. The implied volatity was 12.24, the open interest changed by -45 which decreased total open position to 382
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 146.9, which was 31.1 higher than the previous day. The implied volatity was 11.88, the open interest changed by -2 which decreased total open position to 427
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 116, which was -48.35 lower than the previous day. The implied volatity was 11.71, the open interest changed by 20 which increased total open position to 429
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 158.15, which was -5 lower than the previous day. The implied volatity was 12.09, the open interest changed by -133 which decreased total open position to 409
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 161, which was 9.15 higher than the previous day. The implied volatity was 11.77, the open interest changed by 197 which increased total open position to 542
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 155.5, which was -195.75 lower than the previous day. The implied volatity was 11.33, the open interest changed by 345 which increased total open position to 345































































































































































































































