NIFTY

Nifty

26186.45 +152.70 (0.59%)

L: 25985.35 H: 26202.6

Back to Option Chain

Historical option data for NIFTY
05 Dec 2025 04:10 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

NIFTY 16-DEC-2025 26100 CE
Delta: 0.67 Vega: 16.54 Theta: -10.99 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	26186.45	244 ₹ 18,300	64.85 4863.75	8.36	1,07,226 80,41,950	399 29,925	12,135 9,10,125
4 Dec	26033.75	177.45 ₹ 13,308.75	7.95 596.25	9.36	72,296 54,22,200	3,084 2,31,300	11,736 8,80,200
3 Dec	25986.00	169.45 ₹ 12,708.75	-58.7 -4402.50	9.21	36,333 27,24,975	3,290 2,46,750	8,652 6,48,900
2 Dec	26032.20	233.15 ₹ 17,486.25	-77.55 -5816.25	10.04	14,115 10,58,625	3,581 2,68,575	5,362 4,02,150
1 Dec	26175.75	306.45 ₹ 22,983.75	-47.85 -3588.75	9.28	3,665 2,74,875	536 40,200	1,781 1,33,575
28 Nov	26202.95	362.55 ₹ 27,191.25	-7.3 -547.50	9.84	1,557 1,16,775	603 45,225	1,245 93,375
27 Nov	26215.55	375 ₹ 28,125	-3.05 -228.75	9.46	1,258 94,350	12 900	642 48,150
26 Nov	26205.30	383.8 ₹ 28,785	169.85 12738.75	9.90	2,040 1,53,000	-80 -6,000	630 47,250
25 Nov	25884.80	206 ₹ 15,450	-89.35 -6701.25	10.01	698 52,350	77 5,775	710 53,250
24 Nov	25959.50	280 ₹ 21,000	-84.35 -6326.25	10.95	909 68,175	239 17,925	633 47,475
21 Nov	26068.15	358.1 ₹ 26,857.5	-87.3 -6547.50	10.41	863 64,725	243 18,225	394 29,550
20 Nov	26192.15	446.35 ₹ 33,476.25	86.1 6457.50	10.29	494 37,050	-3 -225	151 11,325
19 Nov	26052.65	362.05 ₹ 27,153.75	58.45 4383.75	10.08	454 34,050	50 3,750	154 11,550
18 Nov	25910.05	298.35 ₹ 22,376.25	-62.65 -4698.75	10.57	170 12,750	58 4,350	104 7,800
17 Nov	26013.45	363 ₹ 27,225	43.85 3288.75	10.26	168 12,600	15 1,125	46 3,450

14 Nov	25910.05	337.2 ₹ 25,290	9.95 746.25	10.31	55 4,125	5 375	31 2,325
13 Nov	25879.15	327.35 ₹ 24,551.25	-7 -525.00	10.24	53 3,975	24 1,800	26 1,950
12 Nov	25875.80	334.35 ₹ 25,076.25	-17.6 -1320.00	10.39	8 600	2 150	2 150

For Nifty - strike price 26100 expiring on 16DEC2025

Delta for 26100 CE is 0.67

Historical price for 26100 CE is as follows

On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 244, which was 64.85 higher than the previous day. The implied volatity was 8.36, the open interest changed by 399 which increased total open position to 12135

On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 177.45, which was 7.95 higher than the previous day. The implied volatity was 9.36, the open interest changed by 3084 which increased total open position to 11736

On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 169.45, which was -58.7 lower than the previous day. The implied volatity was 9.21, the open interest changed by 3290 which increased total open position to 8652

On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 233.15, which was -77.55 lower than the previous day. The implied volatity was 10.04, the open interest changed by 3581 which increased total open position to 5362

On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 306.45, which was -47.85 lower than the previous day. The implied volatity was 9.28, the open interest changed by 536 which increased total open position to 1781

On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 362.55, which was -7.3 lower than the previous day. The implied volatity was 9.84, the open interest changed by 603 which increased total open position to 1245

On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 375, which was -3.05 lower than the previous day. The implied volatity was 9.46, the open interest changed by 12 which increased total open position to 642

On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 383.8, which was 169.85 higher than the previous day. The implied volatity was 9.90, the open interest changed by -80 which decreased total open position to 630

On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 206, which was -89.35 lower than the previous day. The implied volatity was 10.01, the open interest changed by 77 which increased total open position to 710

On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 280, which was -84.35 lower than the previous day. The implied volatity was 10.95, the open interest changed by 239 which increased total open position to 633

On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 358.1, which was -87.3 lower than the previous day. The implied volatity was 10.41, the open interest changed by 243 which increased total open position to 394

On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 446.35, which was 86.1 higher than the previous day. The implied volatity was 10.29, the open interest changed by -3 which decreased total open position to 151

On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 362.05, which was 58.45 higher than the previous day. The implied volatity was 10.08, the open interest changed by 50 which increased total open position to 154

On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 298.35, which was -62.65 lower than the previous day. The implied volatity was 10.57, the open interest changed by 58 which increased total open position to 104

On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 363, which was 43.85 higher than the previous day. The implied volatity was 10.26, the open interest changed by 15 which increased total open position to 46

On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 337.2, which was 9.95 higher than the previous day. The implied volatity was 10.31, the open interest changed by 5 which increased total open position to 31

On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 327.35, which was -7 lower than the previous day. The implied volatity was 10.24, the open interest changed by 24 which increased total open position to 26

On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 334.35, which was -17.6 lower than the previous day. The implied volatity was 10.39, the open interest changed by 2 which increased total open position to 2

NIFTY 16DEC2025 26100 PE
Delta: -0.34 Vega: 16.60 Theta: -4.00 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	26186.45	87.5 ₹ 6,562.5	-71.85 -5388.75	8.54	1,28,627 96,47,025	10,429 7,82,175	17,629 13,22,175
4 Dec	26033.75	157 ₹ 11,775	-42.9 -3217.50	8.42	45,662 34,24,650	1,608 1,20,600	7,200 5,40,000
3 Dec	25986.00	194.2 ₹ 14,565	20.15 1511.25	9.35	23,100 17,32,500	-21 -1,575	5,592 4,19,400
2 Dec	26032.20	169.1 ₹ 12,682.5	30.65 2298.75	9.66	17,832 13,37,400	2,300 1,72,500	5,613 4,20,975
1 Dec	26175.75	138.4 ₹ 10,380	9.8 735.00	10.48	6,139 4,60,425	1,025 76,875	3,313 2,48,475
28 Nov	26202.95	129 ₹ 9,675	-13.8 -1035.00	9.81	3,552 2,66,400	948 71,100	2,288 1,71,600
27 Nov	26215.55	142.8 ₹ 10,710	-24.4 -1830.00	10.53	3,007 2,25,525	451 33,825	1,340 1,00,500
26 Nov	26205.30	161.5 ₹ 12,112.5	-144.05 -10803.75	10.95	2,399 1,79,925	264 19,800	889 66,675
25 Nov	25884.80	307.6 ₹ 23,070	33.95 2546.25	10.50	365 27,375	-10 -750	625 46,875
24 Nov	25959.50	286 ₹ 21,450	34.4 2580.00	11.33	1,024 76,800	206 15,450	635 47,625
21 Nov	26068.15	247.65 ₹ 18,573.75	53.95 4046.25	11.53	916 68,700	212 15,900	429 32,175
20 Nov	26192.15	189.4 ₹ 14,205	-72.9 -5467.50	11.14	491 36,825	44 3,300	217 16,275
19 Nov	26052.65	263.3 ₹ 19,747.5	-53.45 -4008.75	11.72	161 12,075	80 6,000	173 12,975
18 Nov	25910.05	325.2 ₹ 24,390	53.2 3990.00	11.22	199 14,925	22 1,650	93 6,975
17 Nov	26013.45	275.85 ₹ 20,688.75	-71.75 -5381.25	11.38	135 10,125	31 2,325	71 5,325
14 Nov	25910.05	346 ₹ 25,950	-14.6 -1095.00	12.03	62 4,650	38 2,850	40 3,000
13 Nov	25879.15	360.6 ₹ 27,045	-244.2 -18315.00	11.92	4 300	2 150	2 150
12 Nov	25875.80	604.8 ₹ 45,360	0 0.00	0.06	0 0	0 0	0 0

For Nifty - strike price 26100 expiring on 16DEC2025

Delta for 26100 PE is -0.34

Historical price for 26100 PE is as follows

On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 87.5, which was -71.85 lower than the previous day. The implied volatity was 8.54, the open interest changed by 10429 which increased total open position to 17629

On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 157, which was -42.9 lower than the previous day. The implied volatity was 8.42, the open interest changed by 1608 which increased total open position to 7200

On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 194.2, which was 20.15 higher than the previous day. The implied volatity was 9.35, the open interest changed by -21 which decreased total open position to 5592

On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 169.1, which was 30.65 higher than the previous day. The implied volatity was 9.66, the open interest changed by 2300 which increased total open position to 5613

On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 138.4, which was 9.8 higher than the previous day. The implied volatity was 10.48, the open interest changed by 1025 which increased total open position to 3313

On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 129, which was -13.8 lower than the previous day. The implied volatity was 9.81, the open interest changed by 948 which increased total open position to 2288

On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 142.8, which was -24.4 lower than the previous day. The implied volatity was 10.53, the open interest changed by 451 which increased total open position to 1340

On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 161.5, which was -144.05 lower than the previous day. The implied volatity was 10.95, the open interest changed by 264 which increased total open position to 889

On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 307.6, which was 33.95 higher than the previous day. The implied volatity was 10.50, the open interest changed by -10 which decreased total open position to 625

On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 286, which was 34.4 higher than the previous day. The implied volatity was 11.33, the open interest changed by 206 which increased total open position to 635

On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 247.65, which was 53.95 higher than the previous day. The implied volatity was 11.53, the open interest changed by 212 which increased total open position to 429

On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 189.4, which was -72.9 lower than the previous day. The implied volatity was 11.14, the open interest changed by 44 which increased total open position to 217

On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 263.3, which was -53.45 lower than the previous day. The implied volatity was 11.72, the open interest changed by 80 which increased total open position to 173

On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 325.2, which was 53.2 higher than the previous day. The implied volatity was 11.22, the open interest changed by 22 which increased total open position to 93

On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 275.85, which was -71.75 lower than the previous day. The implied volatity was 11.38, the open interest changed by 31 which increased total open position to 71

On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 346, which was -14.6 lower than the previous day. The implied volatity was 12.03, the open interest changed by 38 which increased total open position to 40

On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 360.6, which was -244.2 lower than the previous day. The implied volatity was 11.92, the open interest changed by 2 which increased total open position to 2

On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 604.8, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0

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