NIFTY
Nifty
Historical option data for NIFTY
16 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 25700 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 | 160 | -170.9 | - | 4,72,186 | 4,718 | 4,718 | |||||||||
| 15 Dec | 26027.30 | 329 | -38.65 | 16.72 | 1,54,381 | -1,892 | 5,857 | |||||||||
| 12 Dec | 26046.95 | 369.75 | 112.35 | - | 1,05,103 | -6,826 | 7,749 | |||||||||
| 11 Dec | 25898.55 | 257 | 74.85 | 8.66 | 11,01,654 | -7,693 | 14,575 | |||||||||
| 10 Dec | 25758.00 | 177.65 | -68.45 | 10.00 | 5,72,805 | 14,356 | 22,268 | |||||||||
| 9 Dec | 25839.65 | 244 | -102.05 | 8.91 | 1,03,528 | 5,527 | 7,912 | |||||||||
| 8 Dec | 25960.55 | 337.65 | -235.45 | 9.81 | 7,240 | 1,507 | 2,385 | |||||||||
| 5 Dec | 26186.45 | 571.05 | 109.3 | 8.59 | 2,772 | -108 | 878 | |||||||||
| 4 Dec | 26033.75 | 459 | 32.3 | 10.51 | 1,670 | 359 | 986 | |||||||||
| 3 Dec | 25986.00 | 435 | -65.95 | 9.80 | 1,687 | 154 | 627 | |||||||||
| 2 Dec | 26032.20 | 517.55 | -82.95 | 10.78 | 256 | 132 | 473 | |||||||||
| 1 Dec | 26175.75 | 617.65 | -50.2 | 9.38 | 327 | 289 | 341 | |||||||||
| 28 Nov | 26202.95 | 673.45 | -10.5 | 10.22 | 33 | -2 | 52 | |||||||||
| 27 Nov | 26215.55 | 680.8 | 5.75 | 8.95 | 28 | -5 | 54 | |||||||||
| 26 Nov | 26205.30 | 672.95 | 226.9 | 8.76 | 52 | 4 | 59 | |||||||||
| 25 Nov | 25884.80 | 436.1 | -107 | 10.27 | 75 | 30 | 55 | |||||||||
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| 24 Nov | 25959.50 | 531.8 | -238.2 | 11.41 | 20 | 25 | 25 | |||||||||
| 21 Nov | 26068.15 | 770 | 134.05 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 770 | 134.05 | 11.86 | 1 | 0 | 22 | |||||||||
| 19 Nov | 26052.65 | 635.35 | 91.2 | 10.27 | 28 | -4 | 22 | |||||||||
| 18 Nov | 25910.05 | 541 | -78.2 | 10.80 | 54 | 26 | 26 | |||||||||
| 17 Nov | 26013.45 | 619.2 | 79.15 | 10.05 | 2 | 0 | 0 | |||||||||
| 14 Nov | 25910.05 | 540.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 25879.15 | 540.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 25875.80 | 540.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25700 expiring on 16DEC2025
Delta for 25700 CE is -
Historical price for 25700 CE is as follows
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 160, which was -170.9 lower than the previous day. The implied volatity was -, the open interest changed by 4718 which increased total open position to 4718
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 329, which was -38.65 lower than the previous day. The implied volatity was 16.72, the open interest changed by -1892 which decreased total open position to 5857
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 369.75, which was 112.35 higher than the previous day. The implied volatity was -, the open interest changed by -6826 which decreased total open position to 7749
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 257, which was 74.85 higher than the previous day. The implied volatity was 8.66, the open interest changed by -7693 which decreased total open position to 14575
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 177.65, which was -68.45 lower than the previous day. The implied volatity was 10.00, the open interest changed by 14356 which increased total open position to 22268
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 244, which was -102.05 lower than the previous day. The implied volatity was 8.91, the open interest changed by 5527 which increased total open position to 7912
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 337.65, which was -235.45 lower than the previous day. The implied volatity was 9.81, the open interest changed by 1507 which increased total open position to 2385
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 571.05, which was 109.3 higher than the previous day. The implied volatity was 8.59, the open interest changed by -108 which decreased total open position to 878
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 459, which was 32.3 higher than the previous day. The implied volatity was 10.51, the open interest changed by 359 which increased total open position to 986
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 435, which was -65.95 lower than the previous day. The implied volatity was 9.80, the open interest changed by 154 which increased total open position to 627
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 517.55, which was -82.95 lower than the previous day. The implied volatity was 10.78, the open interest changed by 132 which increased total open position to 473
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 617.65, which was -50.2 lower than the previous day. The implied volatity was 9.38, the open interest changed by 289 which increased total open position to 341
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 673.45, which was -10.5 lower than the previous day. The implied volatity was 10.22, the open interest changed by -2 which decreased total open position to 52
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 680.8, which was 5.75 higher than the previous day. The implied volatity was 8.95, the open interest changed by -5 which decreased total open position to 54
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 672.95, which was 226.9 higher than the previous day. The implied volatity was 8.76, the open interest changed by 4 which increased total open position to 59
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 436.1, which was -107 lower than the previous day. The implied volatity was 10.27, the open interest changed by 30 which increased total open position to 55
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 531.8, which was -238.2 lower than the previous day. The implied volatity was 11.41, the open interest changed by 25 which increased total open position to 25
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 770, which was 134.05 higher 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 770, which was 134.05 higher than the previous day. The implied volatity was 11.86, the open interest changed by 0 which decreased total open position to 22
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 635.35, which was 91.2 higher than the previous day. The implied volatity was 10.27, the open interest changed by -4 which decreased total open position to 22
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 541, which was -78.2 lower than the previous day. The implied volatity was 10.80, the open interest changed by 26 which increased total open position to 26
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 619.2, which was 79.15 higher than the previous day. The implied volatity was 10.05, 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 540.05, 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 540.05, 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 540.05, 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 25700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 25860.10 | 0.05 | -4.4 | - | 44,06,878 | 80,264 | 80,264 |
| 15 Dec | 26027.30 | 4.7 | -3.55 | 14.91 | 25,74,665 | 15,730 | 1,50,374 |
| 12 Dec | 26046.95 | 7.65 | -21.1 | 9.33 | 18,40,100 | 7,355 | 1,34,644 |
| 11 Dec | 25898.55 | 27.6 | -58.85 | 8.70 | 31,73,004 | 75,398 | 1,27,289 |
| 10 Dec | 25758.00 | 88.55 | 24.9 | 10.09 | 25,77,271 | 11,058 | 51,891 |
| 9 Dec | 25839.65 | 63.65 | 10.15 | 9.74 | 4,24,754 | 20,449 | 40,833 |
| 8 Dec | 25960.55 | 55 | 35.15 | 10.48 | 1,14,743 | 8,779 | 20,384 |
| 5 Dec | 26186.45 | 19.5 | -23.2 | 9.54 | 57,810 | 4,678 | 11,605 |
| 4 Dec | 26033.75 | 43 | -18.85 | 9.29 | 27,636 | 1,210 | 6,927 |
| 3 Dec | 25986.00 | 59.05 | 3.35 | 9.84 | 18,744 | 1,026 | 5,717 |
| 2 Dec | 26032.20 | 53.75 | 7.85 | 10.23 | 6,901 | 1,270 | 4,691 |
| 1 Dec | 26175.75 | 44.9 | -3.9 | 10.90 | 6,869 | 1,903 | 3,421 |
| 28 Nov | 26202.95 | 45.35 | -8.8 | 10.45 | 1,769 | 270 | 1,518 |
| 27 Nov | 26215.55 | 53 | -16.7 | 10.96 | 2,135 | -88 | 1,248 |
| 26 Nov | 26205.30 | 66.8 | -74.4 | 11.49 | 2,287 | 843 | 1,336 |
| 25 Nov | 25884.80 | 142.8 | 8.9 | 10.95 | 600 | 22 | 493 |
| 24 Nov | 25959.50 | 139.4 | 12.85 | 11.82 | 558 | 222 | 471 |
| 21 Nov | 26068.15 | 127.85 | 30.65 | 12.22 | 367 | 6 | 249 |
| 20 Nov | 26192.15 | 93.55 | -40.45 | 11.84 | 288 | 35 | 243 |
| 19 Nov | 26052.65 | 133.4 | -36.8 | 12.06 | 208 | -3 | 208 |
| 18 Nov | 25910.05 | 171.85 | 30.65 | 11.64 | 177 | 21 | 211 |
| 17 Nov | 26013.45 | 140 | -55.85 | 11.64 | 232 | 72 | 190 |
| 14 Nov | 25910.05 | 184.3 | -9.45 | 11.94 | 101 | -6 | 118 |
| 13 Nov | 25879.15 | 191.35 | 8.4 | 11.75 | 146 | 17 | 124 |
| 12 Nov | 25875.80 | 185 | -210.25 | 11.29 | 164 | 107 | 107 |
For Nifty - strike price 25700 expiring on 16DEC2025
Delta for 25700 PE is -
Historical price for 25700 PE is as follows
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 0.05, which was -4.4 lower than the previous day. The implied volatity was -, the open interest changed by 80264 which increased total open position to 80264
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 4.7, which was -3.55 lower than the previous day. The implied volatity was 14.91, the open interest changed by 15730 which increased total open position to 150374
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 7.65, which was -21.1 lower than the previous day. The implied volatity was 9.33, the open interest changed by 7355 which increased total open position to 134644
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 27.6, which was -58.85 lower than the previous day. The implied volatity was 8.70, the open interest changed by 75398 which increased total open position to 127289
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 88.55, which was 24.9 higher than the previous day. The implied volatity was 10.09, the open interest changed by 11058 which increased total open position to 51891
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 63.65, which was 10.15 higher than the previous day. The implied volatity was 9.74, the open interest changed by 20449 which increased total open position to 40833
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 55, which was 35.15 higher than the previous day. The implied volatity was 10.48, the open interest changed by 8779 which increased total open position to 20384
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 19.5, which was -23.2 lower than the previous day. The implied volatity was 9.54, the open interest changed by 4678 which increased total open position to 11605
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 43, which was -18.85 lower than the previous day. The implied volatity was 9.29, the open interest changed by 1210 which increased total open position to 6927
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 59.05, which was 3.35 higher than the previous day. The implied volatity was 9.84, the open interest changed by 1026 which increased total open position to 5717
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 53.75, which was 7.85 higher than the previous day. The implied volatity was 10.23, the open interest changed by 1270 which increased total open position to 4691
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 44.9, which was -3.9 lower than the previous day. The implied volatity was 10.90, the open interest changed by 1903 which increased total open position to 3421
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 45.35, which was -8.8 lower than the previous day. The implied volatity was 10.45, the open interest changed by 270 which increased total open position to 1518
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 53, which was -16.7 lower than the previous day. The implied volatity was 10.96, the open interest changed by -88 which decreased total open position to 1248
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 66.8, which was -74.4 lower than the previous day. The implied volatity was 11.49, the open interest changed by 843 which increased total open position to 1336
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 142.8, which was 8.9 higher than the previous day. The implied volatity was 10.95, the open interest changed by 22 which increased total open position to 493
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 139.4, which was 12.85 higher than the previous day. The implied volatity was 11.82, the open interest changed by 222 which increased total open position to 471
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 127.85, which was 30.65 higher than the previous day. The implied volatity was 12.22, the open interest changed by 6 which increased total open position to 249
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 93.55, which was -40.45 lower than the previous day. The implied volatity was 11.84, the open interest changed by 35 which increased total open position to 243
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 133.4, which was -36.8 lower than the previous day. The implied volatity was 12.06, the open interest changed by -3 which decreased total open position to 208
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 171.85, which was 30.65 higher than the previous day. The implied volatity was 11.64, the open interest changed by 21 which increased total open position to 211
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 140, which was -55.85 lower than the previous day. The implied volatity was 11.64, the open interest changed by 72 which increased total open position to 190
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 184.3, which was -9.45 lower than the previous day. The implied volatity was 11.94, the open interest changed by -6 which decreased total open position to 118
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 191.35, which was 8.4 higher than the previous day. The implied volatity was 11.75, the open interest changed by 17 which increased total open position to 124
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 185, which was -210.25 lower than the previous day. The implied volatity was 11.29, the open interest changed by 107 which increased total open position to 107































































































































































































































