[--[65.84.65.76]--]

NIFTY

Nifty
25839.65 -120.90 (-0.47%)
L: 25728 H: 25923.65

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Historical option data for NIFTY

09 Dec 2025 04:10 PM IST
NIFTY 16-DEC-2025 25900 CE
Delta: 0.49
Vega: 14.27
Theta: -12.55
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 25839.65 123 -87.75 8.94 5,85,523 44,081 55,012
8 Dec 25960.55 198.5 -196.75 9.71 68,266 8,305 10,931
5 Dec 26186.45 395 91.8 8.51 12,402 248 2,626
4 Dec 26033.75 302.45 19.55 9.82 17,808 -605 2,378
3 Dec 25986.00 286.05 -73.5 9.44 19,688 2,284 2,983
2 Dec 26032.20 359.95 -93.1 10.20 1,829 68 699
1 Dec 26175.75 449.75 -50.1 9.29 855 491 631
28 Nov 26202.95 506.1 -14.2 9.89 52 6 140
27 Nov 26215.55 522.35 1 9.56 96 -12 134
26 Nov 26205.30 523.15 203.95 9.77 786 -149 146
25 Nov 25884.80 310 -103.5 10.19 565 156 295
24 Nov 25959.50 399.55 -91.55 11.34 222 30 139
21 Nov 26068.15 491.35 -97 10.76 88 21 109
20 Nov 26192.15 588.35 101.55 10.33 121 -28 88
19 Nov 26052.65 488.75 77.05 10.16 309 -32 116
18 Nov 25910.05 408.4 -76.2 10.67 231 77 148
17 Nov 26013.45 487.35 66.85 10.39 208 13 71
14 Nov 25910.05 433.8 -3.5 9.77 140 34 58
13 Nov 25879.15 447.45 -21.45 10.57 89 3 24
12 Nov 25875.80 468.9 29.65 11.24 43 21 21


For Nifty - strike price 25900 expiring on 16DEC2025

Delta for 25900 CE is 0.49

Historical price for 25900 CE is as follows

On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 123, which was -87.75 lower than the previous day. The implied volatity was 8.94, the open interest changed by 44081 which increased total open position to 55012


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 198.5, which was -196.75 lower than the previous day. The implied volatity was 9.71, the open interest changed by 8305 which increased total open position to 10931


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 395, which was 91.8 higher than the previous day. The implied volatity was 8.51, the open interest changed by 248 which increased total open position to 2626


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 302.45, which was 19.55 higher than the previous day. The implied volatity was 9.82, the open interest changed by -605 which decreased total open position to 2378


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 286.05, which was -73.5 lower than the previous day. The implied volatity was 9.44, the open interest changed by 2284 which increased total open position to 2983


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 359.95, which was -93.1 lower than the previous day. The implied volatity was 10.20, the open interest changed by 68 which increased total open position to 699


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 449.75, which was -50.1 lower than the previous day. The implied volatity was 9.29, the open interest changed by 491 which increased total open position to 631


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 506.1, which was -14.2 lower than the previous day. The implied volatity was 9.89, the open interest changed by 6 which increased total open position to 140


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 522.35, which was 1 higher than the previous day. The implied volatity was 9.56, the open interest changed by -12 which decreased total open position to 134


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 523.15, which was 203.95 higher than the previous day. The implied volatity was 9.77, the open interest changed by -149 which decreased total open position to 146


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 310, which was -103.5 lower than the previous day. The implied volatity was 10.19, the open interest changed by 156 which increased total open position to 295


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 399.55, which was -91.55 lower than the previous day. The implied volatity was 11.34, the open interest changed by 30 which increased total open position to 139


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 491.35, which was -97 lower than the previous day. The implied volatity was 10.76, the open interest changed by 21 which increased total open position to 109


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 588.35, which was 101.55 higher than the previous day. The implied volatity was 10.33, the open interest changed by -28 which decreased total open position to 88


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 488.75, which was 77.05 higher than the previous day. The implied volatity was 10.16, the open interest changed by -32 which decreased total open position to 116


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 408.4, which was -76.2 lower than the previous day. The implied volatity was 10.67, the open interest changed by 77 which increased total open position to 148


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 487.35, which was 66.85 higher than the previous day. The implied volatity was 10.39, the open interest changed by 13 which increased total open position to 71


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 433.8, which was -3.5 lower than the previous day. The implied volatity was 9.77, the open interest changed by 34 which increased total open position to 58


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 447.45, which was -21.45 lower than the previous day. The implied volatity was 10.57, the open interest changed by 3 which increased total open position to 24


On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 468.9, which was 29.65 higher than the previous day. The implied volatity was 11.24, the open interest changed by 21 which increased total open position to 21


NIFTY 16DEC2025 25900 PE
Delta: -0.51
Vega: 14.27
Theta: -6.24
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 25839.65 143 32.6 9.68 5,05,946 16,024 37,149
8 Dec 25960.55 115.9 73.3 10.29 1,83,537 5,575 21,125
5 Dec 26186.45 41.7 -43.75 8.97 73,620 6,469 15,550
4 Dec 26033.75 86.5 -27.7 9.00 48,595 1,418 9,081
3 Dec 25986.00 111 11.85 9.56 36,118 3,944 7,663
2 Dec 26032.20 99.1 17.15 9.97 9,754 1,059 3,719
1 Dec 26175.75 82.8 2.55 10.78 6,060 1,364 2,660
28 Nov 26202.95 75.05 -14.55 9.96 1,827 189 1,296
27 Nov 26215.55 87.5 -22.25 10.66 2,377 123 1,107
26 Nov 26205.30 105.6 -107.95 11.22 2,095 445 984
25 Nov 25884.80 211 15.45 10.61 1,128 277 539
24 Nov 25959.50 202 23 11.49 531 -68 262
21 Nov 26068.15 181.5 45.5 11.98 542 110 330
20 Nov 26192.15 133 -56.25 11.43 313 56 220
19 Nov 26052.65 188.8 -46.7 11.84 455 66 164
18 Nov 25910.05 246.85 46.85 11.69 406 59 98
17 Nov 26013.45 201.9 -57.55 11.60 74 4 39
14 Nov 25910.05 256.05 0.1 11.97 39 3 35
13 Nov 25879.15 258.65 16 11.55 255 13 32
12 Nov 25875.80 250 -243.25 11.03 26 19 19


For Nifty - strike price 25900 expiring on 16DEC2025

Delta for 25900 PE is -0.51

Historical price for 25900 PE is as follows

On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 143, which was 32.6 higher than the previous day. The implied volatity was 9.68, the open interest changed by 16024 which increased total open position to 37149


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 115.9, which was 73.3 higher than the previous day. The implied volatity was 10.29, the open interest changed by 5575 which increased total open position to 21125


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 41.7, which was -43.75 lower than the previous day. The implied volatity was 8.97, the open interest changed by 6469 which increased total open position to 15550


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 86.5, which was -27.7 lower than the previous day. The implied volatity was 9.00, the open interest changed by 1418 which increased total open position to 9081


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 111, which was 11.85 higher than the previous day. The implied volatity was 9.56, the open interest changed by 3944 which increased total open position to 7663


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 99.1, which was 17.15 higher than the previous day. The implied volatity was 9.97, the open interest changed by 1059 which increased total open position to 3719


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 82.8, which was 2.55 higher than the previous day. The implied volatity was 10.78, the open interest changed by 1364 which increased total open position to 2660


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 75.05, which was -14.55 lower than the previous day. The implied volatity was 9.96, the open interest changed by 189 which increased total open position to 1296


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 87.5, which was -22.25 lower than the previous day. The implied volatity was 10.66, the open interest changed by 123 which increased total open position to 1107


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 105.6, which was -107.95 lower than the previous day. The implied volatity was 11.22, the open interest changed by 445 which increased total open position to 984


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 211, which was 15.45 higher than the previous day. The implied volatity was 10.61, the open interest changed by 277 which increased total open position to 539


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 202, which was 23 higher than the previous day. The implied volatity was 11.49, the open interest changed by -68 which decreased total open position to 262


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 181.5, which was 45.5 higher than the previous day. The implied volatity was 11.98, the open interest changed by 110 which increased total open position to 330


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 133, which was -56.25 lower than the previous day. The implied volatity was 11.43, the open interest changed by 56 which increased total open position to 220


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 188.8, which was -46.7 lower than the previous day. The implied volatity was 11.84, the open interest changed by 66 which increased total open position to 164


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 246.85, which was 46.85 higher than the previous day. The implied volatity was 11.69, the open interest changed by 59 which increased total open position to 98


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 201.9, which was -57.55 lower than the previous day. The implied volatity was 11.60, the open interest changed by 4 which increased total open position to 39


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 256.05, which was 0.1 higher than the previous day. The implied volatity was 11.97, the open interest changed by 3 which increased total open position to 35


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 258.65, which was 16 higher than the previous day. The implied volatity was 11.55, the open interest changed by 13 which increased total open position to 32


On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 250, which was -243.25 lower than the previous day. The implied volatity was 11.03, the open interest changed by 19 which increased total open position to 19