NIFTY
Nifty
Historical option data for NIFTY
12 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 26450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 2.57
Theta: -2.89
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 26046.95 | 4 | 0.35 | 8.01 | 6,40,829 | 10,582 | 41,186 | |||||||||
|
|
||||||||||||||||
| 11 Dec | 25898.55 | 3.35 | -3.35 | 9.09 | 3,52,143 | 4,771 | 30,604 | |||||||||
| 10 Dec | 25758.00 | 6.9 | -1.3 | 11.39 | 3,55,767 | 7,762 | 25,833 | |||||||||
| 9 Dec | 25839.65 | 8.1 | -15.15 | 9.64 | 99,065 | 8,905 | 18,071 | |||||||||
| 8 Dec | 25960.55 | 21.15 | -47 | 9.81 | 65,959 | 5,739 | 9,166 | |||||||||
| 5 Dec | 26186.45 | 67.05 | 15.5 | 7.81 | 35,164 | 1,286 | 3,427 | |||||||||
| 4 Dec | 26033.75 | 50.7 | -0.8 | 9.12 | 18,030 | 319 | 2,141 | |||||||||
| 3 Dec | 25986.00 | 52.75 | -28.7 | 9.18 | 11,348 | 1,194 | 1,822 | |||||||||
| 2 Dec | 26032.20 | 86.95 | -46.55 | 9.75 | 2,512 | 337 | 628 | |||||||||
| 1 Dec | 26175.75 | 128.05 | -29.7 | 9.26 | 771 | 178 | 291 | |||||||||
| 28 Nov | 26202.95 | 161.85 | -13.5 | 9.22 | 319 | 5 | 113 | |||||||||
| 27 Nov | 26215.55 | 174.8 | -9.05 | 9.12 | 292 | 33 | 108 | |||||||||
| 26 Nov | 26205.30 | 184.05 | 95.55 | 9.44 | 174 | 35 | 75 | |||||||||
| 25 Nov | 25884.80 | 80 | -52.55 | 9.51 | 96 | 8 | 40 | |||||||||
| 24 Nov | 25959.50 | 130.15 | -63.25 | 10.47 | 8 | 4 | 32 | |||||||||
| 21 Nov | 26068.15 | 192.2 | -62.8 | 10.39 | 52 | 20 | 28 | |||||||||
| 20 Nov | 26192.15 | 255 | 64.55 | 10.31 | 6 | -1 | 8 | |||||||||
| 19 Nov | 26052.65 | 190.45 | 21.45 | 9.88 | 18 | 2 | 9 | |||||||||
| 18 Nov | 25910.05 | 169 | -16.5 | 10.95 | 17 | 3 | 7 | |||||||||
| 17 Nov | 26013.45 | 185.5 | -44.55 | 9.70 | 6 | 4 | 4 | |||||||||
| 14 Nov | 25910.05 | 230.05 | 0 | 0.99 | 0 | 0 | 0 | |||||||||
| 13 Nov | 25879.15 | 230.05 | 0 | 1.05 | 0 | 0 | 0 | |||||||||
| 12 Nov | 25875.80 | 230.05 | 0 | 1.05 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26450 expiring on 16DEC2025
Delta for 26450 CE is 0.04
Historical price for 26450 CE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 4, which was 0.35 higher than the previous day. The implied volatity was 8.01, the open interest changed by 10582 which increased total open position to 41186
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 3.35, which was -3.35 lower than the previous day. The implied volatity was 9.09, the open interest changed by 4771 which increased total open position to 30604
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 6.9, which was -1.3 lower than the previous day. The implied volatity was 11.39, the open interest changed by 7762 which increased total open position to 25833
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 8.1, which was -15.15 lower than the previous day. The implied volatity was 9.64, the open interest changed by 8905 which increased total open position to 18071
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 21.15, which was -47 lower than the previous day. The implied volatity was 9.81, the open interest changed by 5739 which increased total open position to 9166
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 67.05, which was 15.5 higher than the previous day. The implied volatity was 7.81, the open interest changed by 1286 which increased total open position to 3427
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 50.7, which was -0.8 lower than the previous day. The implied volatity was 9.12, the open interest changed by 319 which increased total open position to 2141
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 52.75, which was -28.7 lower than the previous day. The implied volatity was 9.18, the open interest changed by 1194 which increased total open position to 1822
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 86.95, which was -46.55 lower than the previous day. The implied volatity was 9.75, the open interest changed by 337 which increased total open position to 628
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 128.05, which was -29.7 lower than the previous day. The implied volatity was 9.26, the open interest changed by 178 which increased total open position to 291
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 161.85, which was -13.5 lower than the previous day. The implied volatity was 9.22, the open interest changed by 5 which increased total open position to 113
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 174.8, which was -9.05 lower than the previous day. The implied volatity was 9.12, the open interest changed by 33 which increased total open position to 108
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 184.05, which was 95.55 higher than the previous day. The implied volatity was 9.44, the open interest changed by 35 which increased total open position to 75
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 80, which was -52.55 lower than the previous day. The implied volatity was 9.51, the open interest changed by 8 which increased total open position to 40
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 130.15, which was -63.25 lower than the previous day. The implied volatity was 10.47, the open interest changed by 4 which increased total open position to 32
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 192.2, which was -62.8 lower than the previous day. The implied volatity was 10.39, the open interest changed by 20 which increased total open position to 28
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 255, which was 64.55 higher than the previous day. The implied volatity was 10.31, the open interest changed by -1 which decreased total open position to 8
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 190.45, which was 21.45 higher than the previous day. The implied volatity was 9.88, the open interest changed by 2 which increased total open position to 9
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 169, which was -16.5 lower than the previous day. The implied volatity was 10.95, the open interest changed by 3 which increased total open position to 7
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 185.5, which was -44.55 lower than the previous day. The implied volatity was 9.70, the open interest changed by 4 which increased total open position to 4
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 230.05, which was 0 lower than the previous day. The implied volatity was 0.99, 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 230.05, which was 0 lower than the previous day. The implied volatity was 1.05, 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 230.05, which was 0 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0
| NIFTY 16DEC2025 26450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 4.34
Theta: 1.12
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 26046.95 | 389.35 | -135.05 | 10.13 | 2,696 | 158 | 295 |
| 11 Dec | 25898.55 | 527.8 | -131.9 | 10.89 | 845 | -154 | 137 |
| 10 Dec | 25758.00 | 659.55 | 84.45 | - | 923 | 181 | 291 |
| 9 Dec | 25839.65 | 574 | 102.55 | 11.23 | 320 | -50 | 110 |
| 8 Dec | 25960.55 | 488.25 | 225.75 | 10.99 | 1,139 | -242 | 160 |
| 5 Dec | 26186.45 | 263 | -118.25 | 8.22 | 1,667 | 351 | 402 |
| 4 Dec | 26033.75 | 384.7 | -47.6 | 7.50 | 165 | 16 | 51 |
| 3 Dec | 25986.00 | 427 | 51.6 | 9.42 | 95 | -4 | 35 |
| 2 Dec | 26032.20 | 368.85 | 61.8 | 9.21 | 160 | -9 | 39 |
| 1 Dec | 26175.75 | 307.95 | 21.85 | 10.39 | 141 | -12 | 48 |
| 28 Nov | 26202.95 | 280.15 | -11.1 | 9.35 | 77 | 4 | 60 |
| 27 Nov | 26215.55 | 288.6 | -39.4 | 10.01 | 79 | 55 | 56 |
| 26 Nov | 26205.30 | 328 | -502.8 | 11.17 | 5 | 1 | 1 |
| 25 Nov | 25884.80 | 830.8 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 830.8 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 830.8 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 830.8 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 830.8 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 25910.05 | 830.8 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 26013.45 | 830.8 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 25910.05 | 830.8 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 25879.15 | 830.8 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 25875.80 | 830.8 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26450 expiring on 16DEC2025
Delta for 26450 PE is -0.91
Historical price for 26450 PE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 389.35, which was -135.05 lower than the previous day. The implied volatity was 10.13, the open interest changed by 158 which increased total open position to 295
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 527.8, which was -131.9 lower than the previous day. The implied volatity was 10.89, the open interest changed by -154 which decreased total open position to 137
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 659.55, which was 84.45 higher than the previous day. The implied volatity was -, the open interest changed by 181 which increased total open position to 291
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 574, which was 102.55 higher than the previous day. The implied volatity was 11.23, the open interest changed by -50 which decreased total open position to 110
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 488.25, which was 225.75 higher than the previous day. The implied volatity was 10.99, the open interest changed by -242 which decreased total open position to 160
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 263, which was -118.25 lower than the previous day. The implied volatity was 8.22, the open interest changed by 351 which increased total open position to 402
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 384.7, which was -47.6 lower than the previous day. The implied volatity was 7.50, the open interest changed by 16 which increased total open position to 51
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 427, which was 51.6 higher than the previous day. The implied volatity was 9.42, the open interest changed by -4 which decreased total open position to 35
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 368.85, which was 61.8 higher than the previous day. The implied volatity was 9.21, the open interest changed by -9 which decreased total open position to 39
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 307.95, which was 21.85 higher than the previous day. The implied volatity was 10.39, the open interest changed by -12 which decreased total open position to 48
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 280.15, which was -11.1 lower than the previous day. The implied volatity was 9.35, the open interest changed by 4 which increased total open position to 60
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 288.6, which was -39.4 lower than the previous day. The implied volatity was 10.01, the open interest changed by 55 which increased total open position to 56
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 328, which was -502.8 lower than the previous day. The implied volatity was 11.17, the open interest changed by 1 which increased total open position to 1
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 830.8, 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 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 830.8, 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 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 830.8, 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 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 830.8, 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 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 830.8, 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 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 830.8, 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 830.8, 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 830.8, 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 830.8, 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 830.8, 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































































































































































































































