NIFTY
Nifty
Historical option data for NIFTY
15 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 26200 CE | ||||||||||||||||
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Delta: 0.13
Vega: 2.83
Theta: -16.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 26027.30 | 9.75 | -17.5 | 11.34 | 45,71,083 | 75,204 | 2,07,160 | |||||||||
| 12 Dec | 26046.95 | 28.65 | 9.95 | 6.88 | 39,06,858 | 16,681 | 1,31,956 | |||||||||
| 11 Dec | 25898.55 | 18.2 | -1.7 | 8.25 | 16,13,283 | 1,808 | 1,15,275 | |||||||||
| 10 Dec | 25758.00 | 20.15 | -11.05 | 10.22 | 15,47,009 | 37,674 | 1,13,467 | |||||||||
| 9 Dec | 25839.65 | 30.55 | -42.45 | 9.11 | 3,85,569 | 26,820 | 75,793 | |||||||||
| 8 Dec | 25960.55 | 66.35 | -113.5 | 9.60 | 2,42,696 | 27,358 | 48,973 | |||||||||
| 5 Dec | 26186.45 | 179.95 | 48.75 | 8.18 | 1,34,563 | 7,339 | 21,615 | |||||||||
| 4 Dec | 26033.75 | 129.25 | 3.7 | 8.82 | 64,751 | 2,247 | 14,276 | |||||||||
| 3 Dec | 25986.00 | 126.4 | -50.4 | 9.22 | 44,671 | 3,501 | 12,029 | |||||||||
| 2 Dec | 26032.20 | 180 | -71.1 | 9.83 | 17,371 | 3,937 | 8,528 | |||||||||
| 1 Dec | 26175.75 | 248.95 | -40.6 | 9.44 | 11,151 | 1,645 | 4,591 | |||||||||
| 28 Nov | 26202.95 | 295 | -12.3 | 9.58 | 4,970 | 1,123 | 2,946 | |||||||||
| 27 Nov | 26215.55 | 306.75 | -9.75 | 9.25 | 4,610 | 181 | 1,823 | |||||||||
| 26 Nov | 26205.30 | 323 | 151.1 | 9.94 | 4,678 | -222 | 1,642 | |||||||||
| 25 Nov | 25884.80 | 169.15 | -76.8 | 10.16 | 1,476 | 311 | 1,864 | |||||||||
| 24 Nov | 25959.50 | 230 | -79.55 | 10.81 | 1,114 | 206 | 1,553 | |||||||||
| 21 Nov | 26068.15 | 306 | -79.2 | 10.48 | 2,021 | 1,092 | 1,347 | |||||||||
| 20 Nov | 26192.15 | 393.65 | 91.45 | 10.62 | 691 | 151 | 255 | |||||||||
| 19 Nov | 26052.65 | 302.7 | 49.35 | 9.90 | 246 | 25 | 104 | |||||||||
| 18 Nov | 25910.05 | 244 | -65.35 | 10.24 | 86 | 25 | 79 | |||||||||
| 17 Nov | 26013.45 | 311.85 | 39.2 | 10.29 | 250 | 24 | 54 | |||||||||
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| 14 Nov | 25910.05 | 282.3 | 6.25 | 10.10 | 68 | 0 | 30 | |||||||||
| 13 Nov | 25879.15 | 281.2 | -5.55 | 10.27 | 82 | 20 | 30 | |||||||||
| 12 Nov | 25875.80 | 286.75 | -26.5 | 10.38 | 15 | 10 | 10 | |||||||||
For Nifty - strike price 26200 expiring on 16DEC2025
Delta for 26200 CE is 0.13
Historical price for 26200 CE is as follows
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 9.75, which was -17.5 lower than the previous day. The implied volatity was 11.34, the open interest changed by 75204 which increased total open position to 207160
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 28.65, which was 9.95 higher than the previous day. The implied volatity was 6.88, the open interest changed by 16681 which increased total open position to 131956
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 18.2, which was -1.7 lower than the previous day. The implied volatity was 8.25, the open interest changed by 1808 which increased total open position to 115275
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 20.15, which was -11.05 lower than the previous day. The implied volatity was 10.22, the open interest changed by 37674 which increased total open position to 113467
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 30.55, which was -42.45 lower than the previous day. The implied volatity was 9.11, the open interest changed by 26820 which increased total open position to 75793
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 66.35, which was -113.5 lower than the previous day. The implied volatity was 9.60, the open interest changed by 27358 which increased total open position to 48973
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 179.95, which was 48.75 higher than the previous day. The implied volatity was 8.18, the open interest changed by 7339 which increased total open position to 21615
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 129.25, which was 3.7 higher than the previous day. The implied volatity was 8.82, the open interest changed by 2247 which increased total open position to 14276
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 126.4, which was -50.4 lower than the previous day. The implied volatity was 9.22, the open interest changed by 3501 which increased total open position to 12029
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 180, which was -71.1 lower than the previous day. The implied volatity was 9.83, the open interest changed by 3937 which increased total open position to 8528
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 248.95, which was -40.6 lower than the previous day. The implied volatity was 9.44, the open interest changed by 1645 which increased total open position to 4591
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 295, which was -12.3 lower than the previous day. The implied volatity was 9.58, the open interest changed by 1123 which increased total open position to 2946
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 306.75, which was -9.75 lower than the previous day. The implied volatity was 9.25, the open interest changed by 181 which increased total open position to 1823
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 323, which was 151.1 higher than the previous day. The implied volatity was 9.94, the open interest changed by -222 which decreased total open position to 1642
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 169.15, which was -76.8 lower than the previous day. The implied volatity was 10.16, the open interest changed by 311 which increased total open position to 1864
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 230, which was -79.55 lower than the previous day. The implied volatity was 10.81, the open interest changed by 206 which increased total open position to 1553
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 306, which was -79.2 lower than the previous day. The implied volatity was 10.48, the open interest changed by 1092 which increased total open position to 1347
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 393.65, which was 91.45 higher than the previous day. The implied volatity was 10.62, the open interest changed by 151 which increased total open position to 255
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 302.7, which was 49.35 higher than the previous day. The implied volatity was 9.90, the open interest changed by 25 which increased total open position to 104
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 244, which was -65.35 lower than the previous day. The implied volatity was 10.24, the open interest changed by 25 which increased total open position to 79
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 311.85, which was 39.2 higher than the previous day. The implied volatity was 10.29, the open interest changed by 24 which increased total open position to 54
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 282.3, which was 6.25 higher than the previous day. The implied volatity was 10.10, the open interest changed by 0 which decreased total open position to 30
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 281.2, which was -5.55 lower than the previous day. The implied volatity was 10.27, the open interest changed by 20 which increased total open position to 30
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 286.75, which was -26.5 lower than the previous day. The implied volatity was 10.38, the open interest changed by 10 which increased total open position to 10
| NIFTY 16DEC2025 26200 PE | |||||||
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Delta: -0.89
Vega: 2.55
Theta: -7.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 26027.30 | 184.7 | 17.6 | 10.52 | 5,00,993 | -5,446 | 11,958 |
| 12 Dec | 26046.95 | 164 | -125.8 | 7.78 | 6,59,760 | 7,894 | 17,404 |
| 11 Dec | 25898.55 | 288 | -135.4 | 8.28 | 62,281 | -3,784 | 9,510 |
| 10 Dec | 25758.00 | 432 | 84.4 | 9.99 | 75,481 | -2,368 | 13,294 |
| 9 Dec | 25839.65 | 348.4 | 74.9 | 10.06 | 39,756 | -4,118 | 15,662 |
| 8 Dec | 25960.55 | 283.6 | 158.75 | 10.29 | 1,44,594 | 2,802 | 19,780 |
| 5 Dec | 26186.45 | 125.2 | -85.55 | 8.46 | 1,11,260 | 12,364 | 16,978 |
| 4 Dec | 26033.75 | 212.2 | -42.4 | 8.44 | 23,814 | -431 | 4,614 |
| 3 Dec | 25986.00 | 249.45 | 25.85 | 9.29 | 11,795 | 108 | 5,045 |
| 2 Dec | 26032.20 | 216.35 | 38.6 | 9.55 | 11,693 | 416 | 4,937 |
| 1 Dec | 26175.75 | 175.85 | 11.4 | 10.35 | 14,009 | 1,662 | 4,521 |
| 28 Nov | 26202.95 | 160.05 | -20.35 | 9.52 | 7,068 | 1,635 | 2,859 |
| 27 Nov | 26215.55 | 175.3 | -28.7 | 10.31 | 4,736 | 517 | 1,224 |
| 26 Nov | 26205.30 | 195.25 | -171.35 | 10.74 | 2,144 | 274 | 707 |
| 25 Nov | 25884.80 | 372.05 | 57.3 | 10.75 | 615 | 129 | 433 |
| 24 Nov | 25959.50 | 323.6 | 29.05 | 10.73 | 337 | 32 | 304 |
| 21 Nov | 26068.15 | 296.2 | 67.9 | 11.66 | 644 | 59 | 272 |
| 20 Nov | 26192.15 | 223.15 | -82 | 10.96 | 438 | 117 | 213 |
| 19 Nov | 26052.65 | 302.15 | -59.7 | 11.47 | 91 | 65 | 96 |
| 18 Nov | 25910.05 | 361.85 | -303.65 | 10.64 | 37 | 31 | 31 |
| 17 Nov | 26013.45 | 665.5 | 0 | 0.08 | 0 | 0 | 0 |
| 14 Nov | 25910.05 | 665.5 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 25879.15 | 665.5 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 25875.80 | 665.5 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26200 expiring on 16DEC2025
Delta for 26200 PE is -0.89
Historical price for 26200 PE is as follows
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 184.7, which was 17.6 higher than the previous day. The implied volatity was 10.52, the open interest changed by -5446 which decreased total open position to 11958
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 164, which was -125.8 lower than the previous day. The implied volatity was 7.78, the open interest changed by 7894 which increased total open position to 17404
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 288, which was -135.4 lower than the previous day. The implied volatity was 8.28, the open interest changed by -3784 which decreased total open position to 9510
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 432, which was 84.4 higher than the previous day. The implied volatity was 9.99, the open interest changed by -2368 which decreased total open position to 13294
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 348.4, which was 74.9 higher than the previous day. The implied volatity was 10.06, the open interest changed by -4118 which decreased total open position to 15662
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 283.6, which was 158.75 higher than the previous day. The implied volatity was 10.29, the open interest changed by 2802 which increased total open position to 19780
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 125.2, which was -85.55 lower than the previous day. The implied volatity was 8.46, the open interest changed by 12364 which increased total open position to 16978
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 212.2, which was -42.4 lower than the previous day. The implied volatity was 8.44, the open interest changed by -431 which decreased total open position to 4614
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 249.45, which was 25.85 higher than the previous day. The implied volatity was 9.29, the open interest changed by 108 which increased total open position to 5045
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 216.35, which was 38.6 higher than the previous day. The implied volatity was 9.55, the open interest changed by 416 which increased total open position to 4937
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 175.85, which was 11.4 higher than the previous day. The implied volatity was 10.35, the open interest changed by 1662 which increased total open position to 4521
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 160.05, which was -20.35 lower than the previous day. The implied volatity was 9.52, the open interest changed by 1635 which increased total open position to 2859
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 175.3, which was -28.7 lower than the previous day. The implied volatity was 10.31, the open interest changed by 517 which increased total open position to 1224
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 195.25, which was -171.35 lower than the previous day. The implied volatity was 10.74, the open interest changed by 274 which increased total open position to 707
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 372.05, which was 57.3 higher than the previous day. The implied volatity was 10.75, the open interest changed by 129 which increased total open position to 433
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 323.6, which was 29.05 higher than the previous day. The implied volatity was 10.73, the open interest changed by 32 which increased total open position to 304
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 296.2, which was 67.9 higher than the previous day. The implied volatity was 11.66, the open interest changed by 59 which increased total open position to 272
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 223.15, which was -82 lower than the previous day. The implied volatity was 10.96, the open interest changed by 117 which increased total open position to 213
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 302.15, which was -59.7 lower than the previous day. The implied volatity was 11.47, the open interest changed by 65 which increased total open position to 96
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 361.85, which was -303.65 lower than the previous day. The implied volatity was 10.64, the open interest changed by 31 which increased total open position to 31
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 665.5, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 665.5, 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
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 665.5, 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
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 665.5, 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































































































































































































































