NIFTY
Nifty
Historical option data for NIFTY
12 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 25800 CE | ||||||||||||||||
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Delta: 0.95
Vega: 2.93
Theta: -8.95
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.11
Vega: 5.18
Theta: -4.54
Gamma: 0.00
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| 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































































































































































































































