[--[65.84.65.76]--]

NIFTY

Nifty
26046.95 +148.40 (0.57%)
L: 25938.45 H: 26057.6

Back to Option Chain


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