NIFTY
Nifty
Historical option data for NIFTY
10 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 26000 CE | ||||||||||||||||
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Delta: 0.26
Vega: 10.73
Theta: -10.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Dec | 25758.00 | 52.05 | -30.75 | 10.05 | 33,37,059 | 73,787 | 1,78,878 | |||||||||
| 9 Dec | 25839.65 | 81.5 | -71.65 | 8.98 | 7,04,124 | 50,122 | 1,05,091 | |||||||||
| 8 Dec | 25960.55 | 140.55 | -176 | 9.45 | 2,22,049 | 32,577 | 54,969 | |||||||||
| 5 Dec | 26186.45 | 314.25 | 78.15 | 8.34 | 90,793 | 252 | 22,392 | |||||||||
| 4 Dec | 26033.75 | 235.95 | 13.85 | 9.59 | 79,434 | 4,415 | 22,140 | |||||||||
| 3 Dec | 25986.00 | 223.35 | -65.55 | 9.31 | 63,579 | 12,602 | 17,725 | |||||||||
| 2 Dec | 26032.20 | 295.7 | -82.85 | 10.25 | 13,757 | 3,233 | 5,123 | |||||||||
| 1 Dec | 26175.75 | 378.3 | -48.7 | 9.83 | 3,248 | 558 | 1,890 | |||||||||
| 28 Nov | 26202.95 | 432 | -7.65 | 9.89 | 1,152 | -45 | 1,332 | |||||||||
| 27 Nov | 26215.55 | 441.7 | -1.8 | 9.29 | 1,247 | -14 | 1,377 | |||||||||
| 26 Nov | 26205.30 | 453.5 | 190.9 | 9.98 | 3,107 | -234 | 1,391 | |||||||||
| 25 Nov | 25884.80 | 260.1 | -90.65 | 10.31 | 3,319 | 666 | 1,625 | |||||||||
| 24 Nov | 25959.50 | 330 | -92.4 | 10.86 | 1,193 | 275 | 959 | |||||||||
| 21 Nov | 26068.15 | 416.65 | -97.85 | 10.36 | 758 | 61 | 684 | |||||||||
| 20 Nov | 26192.15 | 525.1 | 107 | 10.79 | 752 | -80 | 623 | |||||||||
| 19 Nov | 26052.65 | 423 | 69.85 | 10.13 | 1,400 | 218 | 703 | |||||||||
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| 18 Nov | 25910.05 | 346.05 | -74.7 | 10.45 | 874 | 224 | 485 | |||||||||
| 17 Nov | 26013.45 | 421.95 | 43.6 | 10.30 | 762 | 86 | 261 | |||||||||
| 14 Nov | 25910.05 | 389.5 | 12.8 | 10.26 | 434 | 92 | 175 | |||||||||
| 13 Nov | 25879.15 | 367.5 | -29.05 | 9.82 | 474 | 19 | 83 | |||||||||
| 12 Nov | 25875.80 | 390.7 | -3.25 | 10.53 | 113 | 64 | 64 | |||||||||
For Nifty - strike price 26000 expiring on 16DEC2025
Delta for 26000 CE is 0.26
Historical price for 26000 CE is as follows
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 52.05, which was -30.75 lower than the previous day. The implied volatity was 10.05, the open interest changed by 73787 which increased total open position to 178878
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 81.5, which was -71.65 lower than the previous day. The implied volatity was 8.98, the open interest changed by 50122 which increased total open position to 105091
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 140.55, which was -176 lower than the previous day. The implied volatity was 9.45, the open interest changed by 32577 which increased total open position to 54969
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 314.25, which was 78.15 higher than the previous day. The implied volatity was 8.34, the open interest changed by 252 which increased total open position to 22392
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 235.95, which was 13.85 higher than the previous day. The implied volatity was 9.59, the open interest changed by 4415 which increased total open position to 22140
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 223.35, which was -65.55 lower than the previous day. The implied volatity was 9.31, the open interest changed by 12602 which increased total open position to 17725
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 295.7, which was -82.85 lower than the previous day. The implied volatity was 10.25, the open interest changed by 3233 which increased total open position to 5123
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 378.3, which was -48.7 lower than the previous day. The implied volatity was 9.83, the open interest changed by 558 which increased total open position to 1890
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 432, which was -7.65 lower than the previous day. The implied volatity was 9.89, the open interest changed by -45 which decreased total open position to 1332
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 441.7, which was -1.8 lower than the previous day. The implied volatity was 9.29, the open interest changed by -14 which decreased total open position to 1377
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 453.5, which was 190.9 higher than the previous day. The implied volatity was 9.98, the open interest changed by -234 which decreased total open position to 1391
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 260.1, which was -90.65 lower than the previous day. The implied volatity was 10.31, the open interest changed by 666 which increased total open position to 1625
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 330, which was -92.4 lower than the previous day. The implied volatity was 10.86, the open interest changed by 275 which increased total open position to 959
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 416.65, which was -97.85 lower than the previous day. The implied volatity was 10.36, the open interest changed by 61 which increased total open position to 684
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 525.1, which was 107 higher than the previous day. The implied volatity was 10.79, the open interest changed by -80 which decreased total open position to 623
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 423, which was 69.85 higher than the previous day. The implied volatity was 10.13, the open interest changed by 218 which increased total open position to 703
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 346.05, which was -74.7 lower than the previous day. The implied volatity was 10.45, the open interest changed by 224 which increased total open position to 485
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 421.95, which was 43.6 higher than the previous day. The implied volatity was 10.30, the open interest changed by 86 which increased total open position to 261
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 389.5, which was 12.8 higher than the previous day. The implied volatity was 10.26, the open interest changed by 92 which increased total open position to 175
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 367.5, which was -29.05 lower than the previous day. The implied volatity was 9.82, the open interest changed by 19 which increased total open position to 83
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 390.7, which was -3.25 lower than the previous day. The implied volatity was 10.53, the open interest changed by 64 which increased total open position to 64
| NIFTY 16DEC2025 26000 PE | |||||||
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Delta: -0.71
Vega: 11.30
Theta: -5.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Dec | 25758.00 | 263.2 | 64 | 10.72 | 10,84,807 | 2,561 | 58,113 |
| 9 Dec | 25839.65 | 200.7 | 48.75 | 9.77 | 3,00,075 | 4,187 | 55,552 |
| 8 Dec | 25960.55 | 158.75 | 97 | 10.08 | 2,93,795 | 11,498 | 51,365 |
| 5 Dec | 26186.45 | 61.65 | -55.7 | 8.80 | 1,47,420 | 13,314 | 39,867 |
| 4 Dec | 26033.75 | 116.4 | -36.45 | 8.65 | 87,310 | 6,137 | 26,553 |
| 3 Dec | 25986.00 | 149.05 | 13.75 | 9.48 | 66,168 | 10,537 | 20,416 |
| 2 Dec | 26032.20 | 128.95 | 21.95 | 9.73 | 26,729 | 2,632 | 9,879 |
| 1 Dec | 26175.75 | 105.5 | 1.8 | 10.51 | 14,179 | 3,080 | 7,247 |
| 28 Nov | 26202.95 | 100.55 | -14.05 | 9.95 | 5,039 | 455 | 4,167 |
| 27 Nov | 26215.55 | 111.75 | -24.1 | 10.55 | 8,987 | 469 | 3,712 |
| 26 Nov | 26205.30 | 132 | -125.25 | 11.12 | 6,359 | 1,378 | 3,243 |
| 25 Nov | 25884.80 | 255.5 | 24.75 | 10.53 | 2,964 | 175 | 1,865 |
| 24 Nov | 25959.50 | 241.2 | 26.6 | 11.43 | 2,539 | 227 | 1,690 |
| 21 Nov | 26068.15 | 213.6 | 51.5 | 11.79 | 2,688 | -75 | 1,463 |
| 20 Nov | 26192.15 | 157.2 | -66.9 | 11.21 | 1,543 | 368 | 1,538 |
| 19 Nov | 26052.65 | 221 | -56.8 | 11.67 | 1,625 | 506 | 1,170 |
| 18 Nov | 25910.05 | 283.55 | 48.3 | 11.45 | 1,397 | 133 | 664 |
| 17 Nov | 26013.45 | 234.9 | -64.5 | 11.43 | 764 | 125 | 531 |
| 14 Nov | 25910.05 | 290 | -9.15 | 11.68 | 355 | 16 | 406 |
| 13 Nov | 25879.15 | 297.9 | 5.65 | 11.43 | 662 | 50 | 390 |
| 12 Nov | 25875.80 | 288.6 | -258.75 | 10.89 | 696 | 340 | 340 |
For Nifty - strike price 26000 expiring on 16DEC2025
Delta for 26000 PE is -0.71
Historical price for 26000 PE is as follows
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 263.2, which was 64 higher than the previous day. The implied volatity was 10.72, the open interest changed by 2561 which increased total open position to 58113
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 200.7, which was 48.75 higher than the previous day. The implied volatity was 9.77, the open interest changed by 4187 which increased total open position to 55552
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 158.75, which was 97 higher than the previous day. The implied volatity was 10.08, the open interest changed by 11498 which increased total open position to 51365
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 61.65, which was -55.7 lower than the previous day. The implied volatity was 8.80, the open interest changed by 13314 which increased total open position to 39867
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 116.4, which was -36.45 lower than the previous day. The implied volatity was 8.65, the open interest changed by 6137 which increased total open position to 26553
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 149.05, which was 13.75 higher than the previous day. The implied volatity was 9.48, the open interest changed by 10537 which increased total open position to 20416
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 128.95, which was 21.95 higher than the previous day. The implied volatity was 9.73, the open interest changed by 2632 which increased total open position to 9879
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 105.5, which was 1.8 higher than the previous day. The implied volatity was 10.51, the open interest changed by 3080 which increased total open position to 7247
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 100.55, which was -14.05 lower than the previous day. The implied volatity was 9.95, the open interest changed by 455 which increased total open position to 4167
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 111.75, which was -24.1 lower than the previous day. The implied volatity was 10.55, the open interest changed by 469 which increased total open position to 3712
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 132, which was -125.25 lower than the previous day. The implied volatity was 11.12, the open interest changed by 1378 which increased total open position to 3243
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 255.5, which was 24.75 higher than the previous day. The implied volatity was 10.53, the open interest changed by 175 which increased total open position to 1865
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 241.2, which was 26.6 higher than the previous day. The implied volatity was 11.43, the open interest changed by 227 which increased total open position to 1690
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 213.6, which was 51.5 higher than the previous day. The implied volatity was 11.79, the open interest changed by -75 which decreased total open position to 1463
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 157.2, which was -66.9 lower than the previous day. The implied volatity was 11.21, the open interest changed by 368 which increased total open position to 1538
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 221, which was -56.8 lower than the previous day. The implied volatity was 11.67, the open interest changed by 506 which increased total open position to 1170
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 283.55, which was 48.3 higher than the previous day. The implied volatity was 11.45, the open interest changed by 133 which increased total open position to 664
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 234.9, which was -64.5 lower than the previous day. The implied volatity was 11.43, the open interest changed by 125 which increased total open position to 531
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 290, which was -9.15 lower than the previous day. The implied volatity was 11.68, the open interest changed by 16 which increased total open position to 406
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 297.9, which was 5.65 higher than the previous day. The implied volatity was 11.43, the open interest changed by 50 which increased total open position to 390
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 288.6, which was -258.75 lower than the previous day. The implied volatity was 10.89, the open interest changed by 340 which increased total open position to 340































































































































































































































