[--[65.84.65.76]--]

NIFTY

Nifty
26046.95 +148.40 (0.57%)
L: 25938.45 H: 26057.6

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Historical option data for NIFTY

12 Dec 2025 04:10 PM IST
NIFTY 16-DEC-2025 25800 CE
Delta: 0.95
Vega: 2.93
Theta: -8.95
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 26046.95 275 94.7 6.18 5,12,105 -16,650 27,094
11 Dec 25898.55 179.55 53.75 8.43 33,35,602 -36,867 43,744
10 Dec 25758.00 122.7 -57.25 9.91 22,55,448 38,273 80,611
9 Dec 25839.65 178 -98.75 8.96 4,70,771 36,530 42,338
8 Dec 25960.55 265.95 -216.4 9.94 27,394 3,582 5,808
5 Dec 26186.45 480.6 100.9 8.55 8,845 80 2,226
4 Dec 26033.75 375 20.35 9.97 12,030 269 2,146
3 Dec 25986.00 358.35 -67.9 9.69 7,513 758 1,877
2 Dec 26032.20 431.1 -98.25 10.17 1,015 394 1,119
1 Dec 26175.75 532.4 -51.9 9.96 1,018 609 725
28 Nov 26202.95 590 3.5 10.19 93 24 116
27 Nov 26215.55 595 -3.05 9.00 82 -1 92
26 Nov 26205.30 598.5 221 9.55 371 -12 93
25 Nov 25884.80 371 -111.15 10.27 196 9 105
24 Nov 25959.50 458.55 -103.4 11.17 193 72 96
21 Nov 26068.15 556.15 -110.05 10.56 54 15 24
20 Nov 26192.15 666.2 111.2 10.57 27 -10 9
19 Nov 26052.65 555 55 10.01 56 -8 19
18 Nov 25910.05 500 -52.8 11.80 39 -9 27
17 Nov 26013.45 558 56.2 10.52 76 -18 36
14 Nov 25910.05 511 16.45 10.21 201 44 54
13 Nov 25879.15 491 -14.5 9.94 28 -1 10
12 Nov 25875.80 504.8 16.8 10.40 42 11 11


For Nifty - strike price 25800 expiring on 16DEC2025

Delta for 25800 CE is 0.95

Historical price for 25800 CE is as follows

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 275, which was 94.7 higher than the previous day. The implied volatity was 6.18, the open interest changed by -16650 which decreased total open position to 27094


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 179.55, which was 53.75 higher than the previous day. The implied volatity was 8.43, the open interest changed by -36867 which decreased total open position to 43744


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 122.7, which was -57.25 lower than the previous day. The implied volatity was 9.91, the open interest changed by 38273 which increased total open position to 80611


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 178, which was -98.75 lower than the previous day. The implied volatity was 8.96, the open interest changed by 36530 which increased total open position to 42338


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 265.95, which was -216.4 lower than the previous day. The implied volatity was 9.94, the open interest changed by 3582 which increased total open position to 5808


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 480.6, which was 100.9 higher than the previous day. The implied volatity was 8.55, the open interest changed by 80 which increased total open position to 2226


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 375, which was 20.35 higher than the previous day. The implied volatity was 9.97, the open interest changed by 269 which increased total open position to 2146


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 358.35, which was -67.9 lower than the previous day. The implied volatity was 9.69, the open interest changed by 758 which increased total open position to 1877


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 431.1, which was -98.25 lower than the previous day. The implied volatity was 10.17, the open interest changed by 394 which increased total open position to 1119


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 532.4, which was -51.9 lower than the previous day. The implied volatity was 9.96, the open interest changed by 609 which increased total open position to 725


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 590, which was 3.5 higher than the previous day. The implied volatity was 10.19, the open interest changed by 24 which increased total open position to 116


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 595, which was -3.05 lower than the previous day. The implied volatity was 9.00, the open interest changed by -1 which decreased total open position to 92


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 598.5, which was 221 higher than the previous day. The implied volatity was 9.55, the open interest changed by -12 which decreased total open position to 93


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 371, which was -111.15 lower than the previous day. The implied volatity was 10.27, the open interest changed by 9 which increased total open position to 105


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 458.55, which was -103.4 lower than the previous day. The implied volatity was 11.17, the open interest changed by 72 which increased total open position to 96


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 556.15, which was -110.05 lower than the previous day. The implied volatity was 10.56, the open interest changed by 15 which increased total open position to 24


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 666.2, which was 111.2 higher than the previous day. The implied volatity was 10.57, the open interest changed by -10 which decreased total open position to 9


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 555, which was 55 higher than the previous day. The implied volatity was 10.01, the open interest changed by -8 which decreased total open position to 19


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 500, which was -52.8 lower than the previous day. The implied volatity was 11.80, the open interest changed by -9 which decreased total open position to 27


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 558, which was 56.2 higher than the previous day. The implied volatity was 10.52, the open interest changed by -18 which decreased total open position to 36


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 511, which was 16.45 higher than the previous day. The implied volatity was 10.21, the open interest changed by 44 which increased total open position to 54


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 491, which was -14.5 lower than the previous day. The implied volatity was 9.94, the open interest changed by -1 which decreased total open position to 10


On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 504.8, which was 16.8 higher than the previous day. The implied volatity was 10.40, the open interest changed by 11 which increased total open position to 11


NIFTY 16DEC2025 25800 PE
Delta: -0.11
Vega: 5.18
Theta: -4.54
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 26046.95 12.2 -39.4 8.24 29,61,547 41,412 1,70,811
11 Dec 25898.55 50.2 -80.05 8.48 40,16,868 61,738 1,29,399
10 Dec 25758.00 134.55 37.15 9.60 43,57,814 6,799 67,661
9 Dec 25839.65 98.1 20.55 9.73 6,65,354 33,824 60,862
8 Dec 25960.55 81.55 52.2 10.43 1,62,029 5,874 27,038
5 Dec 26186.45 29.2 -31.8 9.26 88,914 11,809 21,164
4 Dec 26033.75 61.1 -22.7 9.16 37,009 423 9,355
3 Dec 25986.00 81.55 5.9 9.69 30,153 2,807 8,932
2 Dec 26032.20 71.85 10.7 9.99 9,414 1,529 6,125
1 Dec 26175.75 61.65 0.2 10.73 11,005 2,733 4,596
28 Nov 26202.95 58.6 -11.15 10.21 2,698 605 1,863
27 Nov 26215.55 66.7 -21.25 10.70 1,989 212 1,258
26 Nov 26205.30 84 -89.05 11.33 2,458 242 1,046
25 Nov 25884.80 175 15.1 10.81 1,114 60 804
24 Nov 25959.50 166 15.6 11.58 1,114 155 744
21 Nov 26068.15 152.85 39.85 12.09 674 83 589
20 Nov 26192.15 111.65 -48.35 11.63 939 223 506
19 Nov 26052.65 159.9 -42 11.97 527 183 283
18 Nov 25910.05 206.1 37.35 11.63 174 20 100
17 Nov 26013.45 169 -56.4 11.64 157 44 80
14 Nov 25910.05 213.55 -9.8 11.78 227 30 36
13 Nov 25879.15 222.3 -220.3 11.63 14 6 6
12 Nov 25875.80 442.6 0 1.00 0 0 0


For Nifty - strike price 25800 expiring on 16DEC2025

Delta for 25800 PE is -0.11

Historical price for 25800 PE is as follows

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 12.2, which was -39.4 lower than the previous day. The implied volatity was 8.24, the open interest changed by 41412 which increased total open position to 170811


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 50.2, which was -80.05 lower than the previous day. The implied volatity was 8.48, the open interest changed by 61738 which increased total open position to 129399


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 134.55, which was 37.15 higher than the previous day. The implied volatity was 9.60, the open interest changed by 6799 which increased total open position to 67661


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 98.1, which was 20.55 higher than the previous day. The implied volatity was 9.73, the open interest changed by 33824 which increased total open position to 60862


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 81.55, which was 52.2 higher than the previous day. The implied volatity was 10.43, the open interest changed by 5874 which increased total open position to 27038


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 29.2, which was -31.8 lower than the previous day. The implied volatity was 9.26, the open interest changed by 11809 which increased total open position to 21164


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 61.1, which was -22.7 lower than the previous day. The implied volatity was 9.16, the open interest changed by 423 which increased total open position to 9355


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 81.55, which was 5.9 higher than the previous day. The implied volatity was 9.69, the open interest changed by 2807 which increased total open position to 8932


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 71.85, which was 10.7 higher than the previous day. The implied volatity was 9.99, the open interest changed by 1529 which increased total open position to 6125


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 61.65, which was 0.2 higher than the previous day. The implied volatity was 10.73, the open interest changed by 2733 which increased total open position to 4596


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 58.6, which was -11.15 lower than the previous day. The implied volatity was 10.21, the open interest changed by 605 which increased total open position to 1863


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 66.7, which was -21.25 lower than the previous day. The implied volatity was 10.70, the open interest changed by 212 which increased total open position to 1258


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 84, which was -89.05 lower than the previous day. The implied volatity was 11.33, the open interest changed by 242 which increased total open position to 1046


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 175, which was 15.1 higher than the previous day. The implied volatity was 10.81, the open interest changed by 60 which increased total open position to 804


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 166, which was 15.6 higher than the previous day. The implied volatity was 11.58, the open interest changed by 155 which increased total open position to 744


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 152.85, which was 39.85 higher than the previous day. The implied volatity was 12.09, the open interest changed by 83 which increased total open position to 589


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 111.65, which was -48.35 lower than the previous day. The implied volatity was 11.63, the open interest changed by 223 which increased total open position to 506


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 159.9, which was -42 lower than the previous day. The implied volatity was 11.97, the open interest changed by 183 which increased total open position to 283


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 206.1, which was 37.35 higher than the previous day. The implied volatity was 11.63, the open interest changed by 20 which increased total open position to 100


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 169, which was -56.4 lower than the previous day. The implied volatity was 11.64, the open interest changed by 44 which increased total open position to 80


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 213.55, which was -9.8 lower than the previous day. The implied volatity was 11.78, the open interest changed by 30 which increased total open position to 36


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 222.3, which was -220.3 lower than the previous day. The implied volatity was 11.63, the open interest changed by 6 which increased total open position to 6


On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 442.6, which was 0 lower than the previous day. The implied volatity was 1.00, the open interest changed by 0 which decreased total open position to 0