NIFTY
Nifty
Historical option data for NIFTY
16 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 26300 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Dec | 25860.10 | 0.05 | -3.2 | - | 20,11,450 | 1,05,582 | 1,05,582 | |||||||||
| 15 Dec | 26027.30 | 3 | -8.05 | 11.92 | 28,37,314 | 29,337 | 1,54,040 | |||||||||
| 12 Dec | 26046.95 | 12.4 | 3.15 | 7.17 | 22,66,284 | 20,640 | 1,24,703 | |||||||||
| 11 Dec | 25898.55 | 8.95 | -3.45 | 8.48 | 12,50,776 | 6,393 | 1,04,063 | |||||||||
| 10 Dec | 25758.00 | 12.7 | -5.35 | 10.61 | 12,01,377 | 30,990 | 97,670 | |||||||||
| 9 Dec | 25839.65 | 18.4 | -28.7 | 9.34 | 3,72,633 | 24,587 | 66,680 | |||||||||
| 8 Dec | 25960.55 | 43 | -83.5 | 9.67 | 1,97,723 | 19,384 | 42,093 | |||||||||
| 5 Dec | 26186.45 | 126.5 | 34.5 | 8.02 | 1,19,190 | 8,553 | 22,709 | |||||||||
| 4 Dec | 26033.75 | 90.3 | -0.1 | 9.05 | 53,987 | 411 | 14,156 | |||||||||
| 3 Dec | 25986.00 | 91 | -43.75 | 9.19 | 35,879 | 4,522 | 13,745 | |||||||||
| 2 Dec | 26032.20 | 138.25 | -59.75 | 9.87 | 18,262 | 3,909 | 9,223 | |||||||||
| 1 Dec | 26175.75 | 195.25 | -35.1 | 9.60 | 13,946 | 2,460 | 5,314 | |||||||||
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| 28 Nov | 26202.95 | 238 | -10.35 | 9.50 | 5,372 | 1,050 | 2,854 | |||||||||
| 27 Nov | 26215.55 | 249.05 | -8.35 | 9.22 | 4,897 | 656 | 1,804 | |||||||||
| 26 Nov | 26205.30 | 264 | 130.2 | 9.81 | 2,419 | 436 | 1,148 | |||||||||
| 25 Nov | 25884.80 | 122.9 | -78.6 | 9.65 | 678 | 140 | 712 | |||||||||
| 24 Nov | 25959.50 | 185.85 | -69.85 | 10.68 | 838 | 176 | 572 | |||||||||
| 21 Nov | 26068.15 | 249.55 | -78.6 | 10.20 | 591 | 144 | 396 | |||||||||
| 20 Nov | 26192.15 | 332 | 79.3 | 10.34 | 1,156 | -108 | 252 | |||||||||
| 19 Nov | 26052.65 | 256.95 | 47.25 | 10.01 | 835 | 335 | 360 | |||||||||
| 18 Nov | 25910.05 | 206 | -49 | 10.38 | 43 | 18 | 25 | |||||||||
| 17 Nov | 26013.45 | 255 | -22.7 | 9.99 | 28 | 7 | 7 | |||||||||
| 14 Nov | 25910.05 | 277.7 | 0 | 0.54 | 0 | 0 | 0 | |||||||||
| 13 Nov | 25879.15 | 277.7 | 0 | 0.58 | 0 | 0 | 0 | |||||||||
| 12 Nov | 25875.80 | 277.7 | 0 | 0.59 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26300 expiring on 16DEC2025
Delta for 26300 CE is -
Historical price for 26300 CE is as follows
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 0.05, which was -3.2 lower than the previous day. The implied volatity was -, the open interest changed by 105582 which increased total open position to 105582
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 3, which was -8.05 lower than the previous day. The implied volatity was 11.92, the open interest changed by 29337 which increased total open position to 154040
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 12.4, which was 3.15 higher than the previous day. The implied volatity was 7.17, the open interest changed by 20640 which increased total open position to 124703
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 8.95, which was -3.45 lower than the previous day. The implied volatity was 8.48, the open interest changed by 6393 which increased total open position to 104063
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 12.7, which was -5.35 lower than the previous day. The implied volatity was 10.61, the open interest changed by 30990 which increased total open position to 97670
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 18.4, which was -28.7 lower than the previous day. The implied volatity was 9.34, the open interest changed by 24587 which increased total open position to 66680
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 43, which was -83.5 lower than the previous day. The implied volatity was 9.67, the open interest changed by 19384 which increased total open position to 42093
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 126.5, which was 34.5 higher than the previous day. The implied volatity was 8.02, the open interest changed by 8553 which increased total open position to 22709
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 90.3, which was -0.1 lower than the previous day. The implied volatity was 9.05, the open interest changed by 411 which increased total open position to 14156
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 91, which was -43.75 lower than the previous day. The implied volatity was 9.19, the open interest changed by 4522 which increased total open position to 13745
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 138.25, which was -59.75 lower than the previous day. The implied volatity was 9.87, the open interest changed by 3909 which increased total open position to 9223
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 195.25, which was -35.1 lower than the previous day. The implied volatity was 9.60, the open interest changed by 2460 which increased total open position to 5314
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 238, which was -10.35 lower than the previous day. The implied volatity was 9.50, the open interest changed by 1050 which increased total open position to 2854
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 249.05, which was -8.35 lower than the previous day. The implied volatity was 9.22, the open interest changed by 656 which increased total open position to 1804
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 264, which was 130.2 higher than the previous day. The implied volatity was 9.81, the open interest changed by 436 which increased total open position to 1148
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 122.9, which was -78.6 lower than the previous day. The implied volatity was 9.65, the open interest changed by 140 which increased total open position to 712
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 185.85, which was -69.85 lower than the previous day. The implied volatity was 10.68, the open interest changed by 176 which increased total open position to 572
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 249.55, which was -78.6 lower than the previous day. The implied volatity was 10.20, the open interest changed by 144 which increased total open position to 396
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 332, which was 79.3 higher than the previous day. The implied volatity was 10.34, the open interest changed by -108 which decreased total open position to 252
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 256.95, which was 47.25 higher than the previous day. The implied volatity was 10.01, the open interest changed by 335 which increased total open position to 360
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 206, which was -49 lower than the previous day. The implied volatity was 10.38, the open interest changed by 18 which increased total open position to 25
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 255, which was -22.7 lower than the previous day. The implied volatity was 9.99, the open interest changed by 7 which increased total open position to 7
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 277.7, which was 0 lower than the previous day. The implied volatity was 0.54, 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 277.7, which was 0 lower than the previous day. The implied volatity was 0.58, 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 277.7, which was 0 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0
| NIFTY 16DEC2025 26300 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 25860.10 | 440.65 | 164.25 | - | 27,676 | 1,976 | 1,976 |
| 15 Dec | 26027.30 | 278 | 26.8 | 9.64 | 86,922 | -1,311 | 4,771 |
| 12 Dec | 26046.95 | 247.1 | -133.35 | 8.29 | 1,20,162 | -575 | 6,082 |
| 11 Dec | 25898.55 | 378.7 | -138.6 | 8.55 | 33,648 | -6,623 | 6,657 |
| 10 Dec | 25758.00 | 525.25 | 90.75 | 10.34 | 29,050 | 810 | 13,280 |
| 9 Dec | 25839.65 | 435.4 | 85.3 | 10.47 | 20,867 | 2,226 | 12,470 |
| 8 Dec | 25960.55 | 365.3 | 193.3 | 10.93 | 49,731 | 3,569 | 10,244 |
| 5 Dec | 26186.45 | 172 | -99.5 | 8.33 | 32,882 | 3,708 | 6,675 |
| 4 Dec | 26033.75 | 267.25 | -53.55 | 7.87 | 5,994 | -721 | 2,967 |
| 3 Dec | 25986.00 | 314.95 | 35.9 | 9.33 | 4,684 | 243 | 3,688 |
| 2 Dec | 26032.20 | 271 | 48.7 | 9.40 | 6,297 | 38 | 3,445 |
| 1 Dec | 26175.75 | 220.8 | 14.4 | 10.25 | 11,404 | 1,044 | 3,407 |
| 28 Nov | 26202.95 | 204.25 | -17.3 | 9.52 | 4,819 | 1,342 | 2,363 |
| 27 Nov | 26215.55 | 215 | -31.3 | 10.16 | 3,786 | 626 | 1,021 |
| 26 Nov | 26205.30 | 240 | -182.05 | 10.75 | 863 | 34 | 395 |
| 25 Nov | 25884.80 | 425 | 49.65 | 10.26 | 183 | -36 | 361 |
| 24 Nov | 25959.50 | 395.5 | 51.8 | 11.18 | 455 | 46 | 397 |
| 21 Nov | 26068.15 | 350.7 | 85.55 | 11.81 | 297 | 106 | 351 |
| 20 Nov | 26192.15 | 258.9 | -92.1 | 10.68 | 332 | 215 | 245 |
| 19 Nov | 26052.65 | 351 | -378.35 | 11.42 | 35 | 30 | 30 |
| 18 Nov | 25910.05 | 729.35 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 26013.45 | 729.35 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 25910.05 | 729.35 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 25879.15 | 729.35 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 25875.80 | 729.35 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26300 expiring on 16DEC2025
Delta for 26300 PE is -
Historical price for 26300 PE is as follows
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 440.65, which was 164.25 higher than the previous day. The implied volatity was -, the open interest changed by 1976 which increased total open position to 1976
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 278, which was 26.8 higher than the previous day. The implied volatity was 9.64, the open interest changed by -1311 which decreased total open position to 4771
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 247.1, which was -133.35 lower than the previous day. The implied volatity was 8.29, the open interest changed by -575 which decreased total open position to 6082
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 378.7, which was -138.6 lower than the previous day. The implied volatity was 8.55, the open interest changed by -6623 which decreased total open position to 6657
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 525.25, which was 90.75 higher than the previous day. The implied volatity was 10.34, the open interest changed by 810 which increased total open position to 13280
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 435.4, which was 85.3 higher than the previous day. The implied volatity was 10.47, the open interest changed by 2226 which increased total open position to 12470
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 365.3, which was 193.3 higher than the previous day. The implied volatity was 10.93, the open interest changed by 3569 which increased total open position to 10244
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 172, which was -99.5 lower than the previous day. The implied volatity was 8.33, the open interest changed by 3708 which increased total open position to 6675
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 267.25, which was -53.55 lower than the previous day. The implied volatity was 7.87, the open interest changed by -721 which decreased total open position to 2967
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 314.95, which was 35.9 higher than the previous day. The implied volatity was 9.33, the open interest changed by 243 which increased total open position to 3688
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 271, which was 48.7 higher than the previous day. The implied volatity was 9.40, the open interest changed by 38 which increased total open position to 3445
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 220.8, which was 14.4 higher than the previous day. The implied volatity was 10.25, the open interest changed by 1044 which increased total open position to 3407
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 204.25, which was -17.3 lower than the previous day. The implied volatity was 9.52, the open interest changed by 1342 which increased total open position to 2363
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 215, which was -31.3 lower than the previous day. The implied volatity was 10.16, the open interest changed by 626 which increased total open position to 1021
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 240, which was -182.05 lower than the previous day. The implied volatity was 10.75, the open interest changed by 34 which increased total open position to 395
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 425, which was 49.65 higher than the previous day. The implied volatity was 10.26, the open interest changed by -36 which decreased total open position to 361
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 395.5, which was 51.8 higher than the previous day. The implied volatity was 11.18, the open interest changed by 46 which increased total open position to 397
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 350.7, which was 85.55 higher than the previous day. The implied volatity was 11.81, the open interest changed by 106 which increased total open position to 351
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 258.9, which was -92.1 lower than the previous day. The implied volatity was 10.68, the open interest changed by 215 which increased total open position to 245
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 351, which was -378.35 lower than the previous day. The implied volatity was 11.42, the open interest changed by 30 which increased total open position to 30
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 729.35, 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 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 729.35, 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 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 729.35, 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 729.35, 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 729.35, 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































































































































































































































