NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 25900 CE | ||||||||||||||||
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Delta: 0.49
Vega: 14.27
Theta: -12.55
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.51
Vega: 14.27
Theta: -6.24
Gamma: 0.00
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| 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































































































































































































































