NIFTY
Nifty
Historical option data for NIFTY
12 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 26150 CE | ||||||||||||||||
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Delta: 0.34
Vega: 10.04
Theta: -10.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 26046.95 | 42.2 | 16.1 | 6.75 | 32,24,152 | 17,859 | 66,837 | |||||||||
| 11 Dec | 25898.55 | 25.5 | 0 | 8.14 | 10,44,943 | -366 | 48,978 | |||||||||
| 10 Dec | 25758.00 | 25.8 | -14.75 | 10.08 | 10,01,509 | 20,638 | 49,344 | |||||||||
| 9 Dec | 25839.65 | 39.95 | -49.15 | 9.10 | 2,09,700 | 10,605 | 28,706 | |||||||||
| 8 Dec | 25960.55 | 81.85 | -128.55 | 9.65 | 1,06,025 | 13,988 | 18,101 | |||||||||
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| 5 Dec | 26186.45 | 210.05 | 55.8 | 8.23 | 45,640 | 835 | 4,113 | |||||||||
| 4 Dec | 26033.75 | 152 | 5.2 | 9.27 | 23,842 | 1,159 | 3,278 | |||||||||
| 3 Dec | 25986.00 | 148.45 | -52.5 | 9.30 | 10,097 | 882 | 2,119 | |||||||||
| 2 Dec | 26032.20 | 208.5 | -72.3 | 10.05 | 3,991 | 821 | 1,237 | |||||||||
| 1 Dec | 26175.75 | 275.05 | -46.9 | 9.28 | 1,508 | 225 | 416 | |||||||||
| 28 Nov | 26202.95 | 325 | -10.6 | 9.56 | 387 | 60 | 191 | |||||||||
| 27 Nov | 26215.55 | 342.65 | -0.8 | 9.47 | 618 | 13 | 131 | |||||||||
| 26 Nov | 26205.30 | 346.4 | 152.7 | 9.66 | 487 | -51 | 118 | |||||||||
| 25 Nov | 25884.80 | 188.9 | -73.4 | 10.18 | 159 | 58 | 169 | |||||||||
| 24 Nov | 25959.50 | 250 | -78.1 | 10.71 | 106 | 5 | 111 | |||||||||
| 21 Nov | 26068.15 | 328.05 | -92.25 | 10.32 | 170 | 64 | 106 | |||||||||
| 20 Nov | 26192.15 | 420.25 | 89.95 | 10.50 | 99 | 26 | 42 | |||||||||
| 19 Nov | 26052.65 | 332.65 | 48 | 10.01 | 61 | 3 | 16 | |||||||||
| 18 Nov | 25910.05 | 282.8 | -55.05 | 10.81 | 17 | 8 | 13 | |||||||||
| 17 Nov | 26013.45 | 337.85 | 5.65 | 10.33 | 10 | 5 | 5 | |||||||||
| 14 Nov | 25910.05 | 332.2 | 0 | 0.03 | 0 | 0 | 0 | |||||||||
| 13 Nov | 25879.15 | 332.2 | 0 | 0.11 | 0 | 0 | 0 | |||||||||
| 12 Nov | 25875.80 | 332.2 | 0 | 0.13 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26150 expiring on 16DEC2025
Delta for 26150 CE is 0.34
Historical price for 26150 CE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 42.2, which was 16.1 higher than the previous day. The implied volatity was 6.75, the open interest changed by 17859 which increased total open position to 66837
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 25.5, which was 0 lower than the previous day. The implied volatity was 8.14, the open interest changed by -366 which decreased total open position to 48978
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 25.8, which was -14.75 lower than the previous day. The implied volatity was 10.08, the open interest changed by 20638 which increased total open position to 49344
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 39.95, which was -49.15 lower than the previous day. The implied volatity was 9.10, the open interest changed by 10605 which increased total open position to 28706
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 81.85, which was -128.55 lower than the previous day. The implied volatity was 9.65, the open interest changed by 13988 which increased total open position to 18101
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 210.05, which was 55.8 higher than the previous day. The implied volatity was 8.23, the open interest changed by 835 which increased total open position to 4113
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 152, which was 5.2 higher than the previous day. The implied volatity was 9.27, the open interest changed by 1159 which increased total open position to 3278
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 148.45, which was -52.5 lower than the previous day. The implied volatity was 9.30, the open interest changed by 882 which increased total open position to 2119
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 208.5, which was -72.3 lower than the previous day. The implied volatity was 10.05, the open interest changed by 821 which increased total open position to 1237
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 275.05, which was -46.9 lower than the previous day. The implied volatity was 9.28, the open interest changed by 225 which increased total open position to 416
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 325, which was -10.6 lower than the previous day. The implied volatity was 9.56, the open interest changed by 60 which increased total open position to 191
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 342.65, which was -0.8 lower than the previous day. The implied volatity was 9.47, the open interest changed by 13 which increased total open position to 131
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 346.4, which was 152.7 higher than the previous day. The implied volatity was 9.66, the open interest changed by -51 which decreased total open position to 118
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 188.9, which was -73.4 lower than the previous day. The implied volatity was 10.18, the open interest changed by 58 which increased total open position to 169
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 250, which was -78.1 lower than the previous day. The implied volatity was 10.71, the open interest changed by 5 which increased total open position to 111
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 328.05, which was -92.25 lower than the previous day. The implied volatity was 10.32, the open interest changed by 64 which increased total open position to 106
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 420.25, which was 89.95 higher than the previous day. The implied volatity was 10.50, the open interest changed by 26 which increased total open position to 42
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 332.65, which was 48 higher than the previous day. The implied volatity was 10.01, the open interest changed by 3 which increased total open position to 16
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 282.8, which was -55.05 lower than the previous day. The implied volatity was 10.81, the open interest changed by 8 which increased total open position to 13
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 337.85, which was 5.65 higher than the previous day. The implied volatity was 10.33, the open interest changed by 5 which increased total open position to 5
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 332.2, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 332.2, which was 0 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 332.2, which was 0 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0
| NIFTY 16DEC2025 26150 PE | |||||||
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Delta: -0.65
Vega: 10.14
Theta: -4.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 26046.95 | 127.65 | -119.65 | 7.59 | 6,13,455 | 11,360 | 14,682 |
| 11 Dec | 25898.55 | 244.95 | -135.15 | 8.12 | 34,276 | -1,200 | 3,322 |
| 10 Dec | 25758.00 | 386.4 | 78.65 | 9.76 | 33,514 | -109 | 4,522 |
| 9 Dec | 25839.65 | 308.1 | 67.3 | 9.96 | 13,487 | -496 | 4,631 |
| 8 Dec | 25960.55 | 253 | 147.2 | 10.53 | 77,258 | -700 | 5,127 |
| 5 Dec | 26186.45 | 105.6 | -77.35 | 8.52 | 48,406 | 3,935 | 5,827 |
| 4 Dec | 26033.75 | 184.7 | -41.65 | 8.50 | 11,810 | 698 | 1,892 |
| 3 Dec | 25986.00 | 221.55 | 22.6 | 9.36 | 3,991 | 175 | 1,194 |
| 2 Dec | 26032.20 | 188.25 | 28.75 | 9.44 | 3,776 | 312 | 1,019 |
| 1 Dec | 26175.75 | 156.75 | 9.1 | 10.27 | 2,325 | 313 | 707 |
| 28 Nov | 26202.95 | 141.5 | -19.85 | 9.56 | 557 | 74 | 394 |
| 27 Nov | 26215.55 | 157.35 | -26.6 | 10.38 | 790 | 73 | 320 |
| 26 Nov | 26205.30 | 183.2 | -145.05 | 11.08 | 697 | 181 | 247 |
| 25 Nov | 25884.80 | 326.75 | 31.3 | 10.12 | 113 | -11 | 66 |
| 24 Nov | 25959.50 | 286.35 | 10.9 | 10.33 | 50 | 12 | 77 |
| 21 Nov | 26068.15 | 278.6 | 70.05 | 11.85 | 165 | 13 | 65 |
| 20 Nov | 26192.15 | 207.15 | -73.9 | 11.10 | 54 | 22 | 52 |
| 19 Nov | 26052.65 | 281.05 | -58.55 | 11.56 | 34 | 20 | 30 |
| 18 Nov | 25910.05 | 362.4 | 57.4 | 11.61 | 5 | 1 | 10 |
| 17 Nov | 26013.45 | 305 | -86 | 11.60 | 15 | 8 | 9 |
| 14 Nov | 25910.05 | 391 | 38 | 12.69 | 1 | 0 | 1 |
| 13 Nov | 25879.15 | 353 | -281.75 | 10.88 | 2 | 1 | 1 |
| 12 Nov | 25875.80 | 634.75 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26150 expiring on 16DEC2025
Delta for 26150 PE is -0.65
Historical price for 26150 PE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 127.65, which was -119.65 lower than the previous day. The implied volatity was 7.59, the open interest changed by 11360 which increased total open position to 14682
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 244.95, which was -135.15 lower than the previous day. The implied volatity was 8.12, the open interest changed by -1200 which decreased total open position to 3322
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 386.4, which was 78.65 higher than the previous day. The implied volatity was 9.76, the open interest changed by -109 which decreased total open position to 4522
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 308.1, which was 67.3 higher than the previous day. The implied volatity was 9.96, the open interest changed by -496 which decreased total open position to 4631
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 253, which was 147.2 higher than the previous day. The implied volatity was 10.53, the open interest changed by -700 which decreased total open position to 5127
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 105.6, which was -77.35 lower than the previous day. The implied volatity was 8.52, the open interest changed by 3935 which increased total open position to 5827
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 184.7, which was -41.65 lower than the previous day. The implied volatity was 8.50, the open interest changed by 698 which increased total open position to 1892
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 221.55, which was 22.6 higher than the previous day. The implied volatity was 9.36, the open interest changed by 175 which increased total open position to 1194
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 188.25, which was 28.75 higher than the previous day. The implied volatity was 9.44, the open interest changed by 312 which increased total open position to 1019
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 156.75, which was 9.1 higher than the previous day. The implied volatity was 10.27, the open interest changed by 313 which increased total open position to 707
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 141.5, which was -19.85 lower than the previous day. The implied volatity was 9.56, the open interest changed by 74 which increased total open position to 394
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 157.35, which was -26.6 lower than the previous day. The implied volatity was 10.38, the open interest changed by 73 which increased total open position to 320
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 183.2, which was -145.05 lower than the previous day. The implied volatity was 11.08, the open interest changed by 181 which increased total open position to 247
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 326.75, which was 31.3 higher than the previous day. The implied volatity was 10.12, the open interest changed by -11 which decreased total open position to 66
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 286.35, which was 10.9 higher than the previous day. The implied volatity was 10.33, the open interest changed by 12 which increased total open position to 77
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 278.6, which was 70.05 higher than the previous day. The implied volatity was 11.85, the open interest changed by 13 which increased total open position to 65
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 207.15, which was -73.9 lower than the previous day. The implied volatity was 11.10, the open interest changed by 22 which increased total open position to 52
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 281.05, which was -58.55 lower than the previous day. The implied volatity was 11.56, the open interest changed by 20 which increased total open position to 30
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 362.4, which was 57.4 higher than the previous day. The implied volatity was 11.61, the open interest changed by 1 which increased total open position to 10
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 305, which was -86 lower than the previous day. The implied volatity was 11.60, the open interest changed by 8 which increased total open position to 9
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 391, which was 38 higher than the previous day. The implied volatity was 12.69, the open interest changed by 0 which decreased total open position to 1
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 353, which was -281.75 lower than the previous day. The implied volatity was 10.88, the open interest changed by 1 which increased total open position to 1
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 634.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































