[--[65.84.65.76]--]

NIFTY

Nifty
26027.3 -19.65 (-0.08%)
L: 25904.75 H: 26047.15

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Historical option data for NIFTY

15 Dec 2025 04:10 PM IST
NIFTY 16-DEC-2025 26200 CE
Delta: 0.13
Vega: 2.83
Theta: -16.98
Gamma: 0.00
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
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
Delta: -0.89
Vega: 2.55
Theta: -7.00
Gamma: 0.00
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