NIFTY
Nifty
Historical option data for NIFTY
11 Dec 2025 12:39 AM IST
| NIFTY 16-DEC-2025 25850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Dec | 25758.00 | 101 | -50.3 | - | 21,32,369 | 40,625 | 64,202 | |||||||||
| 10 Dec | 25758.00 | 101 | -50.3 | 9.96 | 21,32,369 | 40,625 | 64,202 | |||||||||
| 9 Dec | 25839.65 | 149.15 | -95.2 | 8.96 | 2,65,265 | 22,131 | 23,577 | |||||||||
| 8 Dec | 25960.55 | 230 | -208.75 | 9.75 | 7,397 | 1,051 | 1,446 | |||||||||
| 5 Dec | 26186.45 | 436.3 | 95.6 | 8.45 | 1,833 | -101 | 395 | |||||||||
| 4 Dec | 26033.75 | 334.4 | 16.15 | 9.68 | 2,659 | 124 | 496 | |||||||||
| 3 Dec | 25986.00 | 322 | -70.1 | 9.60 | 2,236 | 337 | 372 | |||||||||
| 2 Dec | 26032.20 | 388.1 | -101.9 | 9.79 | 30 | 14 | 35 | |||||||||
| 1 Dec | 26175.75 | 490 | -100 | 9.32 | 14 | 2 | 21 | |||||||||
| 28 Nov | 26202.95 | 590 | 36.55 | 12.47 | 3 | -3 | 19 | |||||||||
| 27 Nov | 26215.55 | 553.45 | -2.9 | 9.01 | 4 | -3 | 22 | |||||||||
| 26 Nov | 26205.30 | 560.85 | 209.4 | 9.71 | 144 | -23 | 25 | |||||||||
| 25 Nov | 25884.80 | 345.2 | -123.15 | 10.45 | 88 | 17 | 48 | |||||||||
| 24 Nov | 25959.50 | 425.55 | -221 | 11.14 | 60 | 31 | 31 | |||||||||
|
|
||||||||||||||||
| 21 Nov | 26068.15 | 646.55 | 141.45 | - | 0 | 1 | 0 | |||||||||
| 20 Nov | 26192.15 | 646.55 | 141.45 | 11.29 | 5 | 1 | 10 | |||||||||
| 19 Nov | 26052.65 | 505.1 | 62.3 | 9.41 | 14 | 0 | 9 | |||||||||
| 18 Nov | 25910.05 | 442.8 | -72.2 | 10.83 | 19 | -1 | 9 | |||||||||
| 17 Nov | 26013.45 | 515 | 79.3 | 10.18 | 20 | -12 | 10 | |||||||||
| 14 Nov | 25910.05 | 467.95 | 2.35 | 9.83 | 43 | 9 | 22 | |||||||||
| 13 Nov | 25879.15 | 470.9 | 19.3 | 10.34 | 33 | 12 | 13 | |||||||||
| 12 Nov | 25875.80 | 451.6 | -11.55 | 9.66 | 2 | 1 | 1 | |||||||||
For Nifty - strike price 25850 expiring on 16DEC2025
Delta for 25850 CE is -
Historical price for 25850 CE is as follows
On 11 Dec NIFTY was trading at 25758.00. The strike last trading price was 101, which was -50.3 lower than the previous day. The implied volatity was -, the open interest changed by 40625 which increased total open position to 64202
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 101, which was -50.3 lower than the previous day. The implied volatity was 9.96, the open interest changed by 40625 which increased total open position to 64202
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 149.15, which was -95.2 lower than the previous day. The implied volatity was 8.96, the open interest changed by 22131 which increased total open position to 23577
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 230, which was -208.75 lower than the previous day. The implied volatity was 9.75, the open interest changed by 1051 which increased total open position to 1446
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 436.3, which was 95.6 higher than the previous day. The implied volatity was 8.45, the open interest changed by -101 which decreased total open position to 395
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 334.4, which was 16.15 higher than the previous day. The implied volatity was 9.68, the open interest changed by 124 which increased total open position to 496
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 322, which was -70.1 lower than the previous day. The implied volatity was 9.60, the open interest changed by 337 which increased total open position to 372
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 388.1, which was -101.9 lower than the previous day. The implied volatity was 9.79, the open interest changed by 14 which increased total open position to 35
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 490, which was -100 lower than the previous day. The implied volatity was 9.32, the open interest changed by 2 which increased total open position to 21
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 590, which was 36.55 higher than the previous day. The implied volatity was 12.47, the open interest changed by -3 which decreased total open position to 19
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 553.45, which was -2.9 lower than the previous day. The implied volatity was 9.01, the open interest changed by -3 which decreased total open position to 22
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 560.85, which was 209.4 higher than the previous day. The implied volatity was 9.71, the open interest changed by -23 which decreased total open position to 25
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 345.2, which was -123.15 lower than the previous day. The implied volatity was 10.45, the open interest changed by 17 which increased total open position to 48
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 425.55, which was -221 lower than the previous day. The implied volatity was 11.14, the open interest changed by 31 which increased total open position to 31
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 646.55, which was 141.45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 646.55, which was 141.45 higher than the previous day. The implied volatity was 11.29, the open interest changed by 1 which increased total open position to 10
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 505.1, which was 62.3 higher than the previous day. The implied volatity was 9.41, the open interest changed by 0 which decreased total open position to 9
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 442.8, which was -72.2 lower than the previous day. The implied volatity was 10.83, the open interest changed by -1 which decreased total open position to 9
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 515, which was 79.3 higher than the previous day. The implied volatity was 10.18, the open interest changed by -12 which decreased total open position to 10
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 467.95, which was 2.35 higher than the previous day. The implied volatity was 9.83, the open interest changed by 9 which increased total open position to 22
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 470.9, which was 19.3 higher than the previous day. The implied volatity was 10.34, the open interest changed by 12 which increased total open position to 13
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 451.6, which was -11.55 lower than the previous day. The implied volatity was 9.66, the open interest changed by 1 which increased total open position to 1
| NIFTY 16DEC2025 25850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Dec | 25758.00 | 161.85 | 43.4 | - | 27,79,038 | 1,171 | 23,283 |
| 10 Dec | 25758.00 | 161.85 | 43.4 | 10.29 | 27,79,038 | 1,171 | 23,283 |
| 9 Dec | 25839.65 | 118.75 | 26.45 | 9.68 | 3,14,018 | 15,135 | 22,112 |
| 8 Dec | 25960.55 | 97 | 61.95 | 10.32 | 67,386 | 2,401 | 6,977 |
| 5 Dec | 26186.45 | 33.75 | -38.65 | 9.04 | 29,430 | 1,667 | 4,576 |
| 4 Dec | 26033.75 | 72.7 | -25.65 | 8.95 | 15,595 | 1,261 | 2,909 |
| 3 Dec | 25986.00 | 94.8 | 5.2 | 9.59 | 9,141 | 1,076 | 1,648 |
| 2 Dec | 26032.20 | 86.1 | 15.1 | 10.07 | 1,775 | 260 | 572 |
| 1 Dec | 26175.75 | 69.65 | -2.2 | 10.69 | 786 | 104 | 312 |
| 28 Nov | 26202.95 | 68 | -9.9 | 10.18 | 290 | 56 | 208 |
| 27 Nov | 26215.55 | 79.4 | -18.3 | 10.85 | 246 | 8 | 152 |
| 26 Nov | 26205.30 | 94.55 | -98.15 | 11.29 | 373 | 76 | 144 |
| 25 Nov | 25884.80 | 195.95 | 22.8 | 10.86 | 104 | 2 | 68 |
| 24 Nov | 25959.50 | 173.95 | 7.85 | 11.16 | 52 | -5 | 66 |
| 21 Nov | 26068.15 | 169.1 | 45.6 | 12.12 | 29 | 18 | 71 |
| 20 Nov | 26192.15 | 123.5 | -53.8 | 11.61 | 29 | 10 | 53 |
| 19 Nov | 26052.65 | 177.3 | -41.4 | 12.04 | 55 | 34 | 43 |
| 18 Nov | 25910.05 | 218.7 | 32.2 | 11.40 | 36 | -6 | 9 |
| 17 Nov | 26013.45 | 186.5 | -55.65 | 11.69 | 86 | 2 | 15 |
| 14 Nov | 25910.05 | 223.55 | -0.8 | 11.49 | 32 | 1 | 13 |
| 13 Nov | 25879.15 | 224.35 | -5.8 | 11.05 | 32 | 11 | 12 |
| 12 Nov | 25875.80 | 233 | -234.45 | 11.12 | 7 | 1 | 1 |
For Nifty - strike price 25850 expiring on 16DEC2025
Delta for 25850 PE is -
Historical price for 25850 PE is as follows
On 11 Dec NIFTY was trading at 25758.00. The strike last trading price was 161.85, which was 43.4 higher than the previous day. The implied volatity was -, the open interest changed by 1171 which increased total open position to 23283
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 161.85, which was 43.4 higher than the previous day. The implied volatity was 10.29, the open interest changed by 1171 which increased total open position to 23283
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 118.75, which was 26.45 higher than the previous day. The implied volatity was 9.68, the open interest changed by 15135 which increased total open position to 22112
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 97, which was 61.95 higher than the previous day. The implied volatity was 10.32, the open interest changed by 2401 which increased total open position to 6977
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 33.75, which was -38.65 lower than the previous day. The implied volatity was 9.04, the open interest changed by 1667 which increased total open position to 4576
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 72.7, which was -25.65 lower than the previous day. The implied volatity was 8.95, the open interest changed by 1261 which increased total open position to 2909
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 94.8, which was 5.2 higher than the previous day. The implied volatity was 9.59, the open interest changed by 1076 which increased total open position to 1648
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 86.1, which was 15.1 higher than the previous day. The implied volatity was 10.07, the open interest changed by 260 which increased total open position to 572
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 69.65, which was -2.2 lower than the previous day. The implied volatity was 10.69, the open interest changed by 104 which increased total open position to 312
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 68, which was -9.9 lower than the previous day. The implied volatity was 10.18, the open interest changed by 56 which increased total open position to 208
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 79.4, which was -18.3 lower than the previous day. The implied volatity was 10.85, the open interest changed by 8 which increased total open position to 152
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 94.55, which was -98.15 lower than the previous day. The implied volatity was 11.29, the open interest changed by 76 which increased total open position to 144
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 195.95, which was 22.8 higher than the previous day. The implied volatity was 10.86, the open interest changed by 2 which increased total open position to 68
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 173.95, which was 7.85 higher than the previous day. The implied volatity was 11.16, the open interest changed by -5 which decreased total open position to 66
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 169.1, which was 45.6 higher than the previous day. The implied volatity was 12.12, the open interest changed by 18 which increased total open position to 71
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 123.5, which was -53.8 lower than the previous day. The implied volatity was 11.61, the open interest changed by 10 which increased total open position to 53
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 177.3, which was -41.4 lower than the previous day. The implied volatity was 12.04, the open interest changed by 34 which increased total open position to 43
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 218.7, which was 32.2 higher than the previous day. The implied volatity was 11.40, the open interest changed by -6 which decreased total open position to 9
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 186.5, which was -55.65 lower than the previous day. The implied volatity was 11.69, the open interest changed by 2 which increased total open position to 15
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 223.55, which was -0.8 lower than the previous day. The implied volatity was 11.49, the open interest changed by 1 which increased total open position to 13
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 224.35, which was -5.8 lower than the previous day. The implied volatity was 11.05, the open interest changed by 11 which increased total open position to 12
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 233, which was -234.45 lower than the previous day. The implied volatity was 11.12, the open interest changed by 1 which increased total open position to 1































































































































































































































