[--[65.84.65.76]--]

NIFTY

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

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Historical option data for NIFTY

12 Dec 2025 04:10 PM IST
NIFTY 16-DEC-2025 26600 CE
Delta: 0.02
Vega: 1.39
Theta: -1.78
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 26046.95 2 -0.05 9.36 8,71,959 11,009 74,728
11 Dec 25898.55 1.95 -2.2 10.30 7,21,795 3,140 63,719
10 Dec 25758.00 4.25 -0.05 12.35 4,77,117 11,394 60,579
9 Dec 25839.65 4.3 -7.6 10.35 1,89,499 15,176 49,185
8 Dec 25960.55 11.75 -19.65 10.40 1,35,438 3,818 34,009
5 Dec 26186.45 30.85 3.7 7.64 1,02,556 22,591 30,191
4 Dec 26033.75 26.7 -1.7 9.13 34,979 937 7,600
3 Dec 25986.00 29.15 -18.2 9.24 30,329 3,153 6,663
2 Dec 26032.20 49.25 -33.5 9.52 13,041 1,235 3,510
1 Dec 26175.75 79.5 -23.1 9.19 7,347 767 2,275
28 Nov 26202.95 105.95 -9.15 9.11 3,300 197 1,508
27 Nov 26215.55 115.8 -7.4 8.99 2,167 170 1,311
26 Nov 26205.30 126.75 70.5 9.40 2,375 607 1,141
25 Nov 25884.80 51.35 -45.5 9.51 1,090 159 534
24 Nov 25959.50 89 -43.5 10.37 666 115 375
21 Nov 26068.15 130.2 -51.2 9.93 417 41 260
20 Nov 26192.15 185.1 48.85 10.02 224 -49 219
19 Nov 26052.65 139.3 28.65 9.87 420 149 268
18 Nov 25910.05 107 -37.75 10.13 92 18 119
17 Nov 26013.45 143 -45.85 9.97 169 101 101
14 Nov 25910.05 188.85 0 1.47 0 0 0
13 Nov 25879.15 188.85 0 1.52 0 0 0
12 Nov 25875.80 188.85 0 1.51 0 0 0


For Nifty - strike price 26600 expiring on 16DEC2025

Delta for 26600 CE is 0.02

Historical price for 26600 CE is as follows

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 2, which was -0.05 lower than the previous day. The implied volatity was 9.36, the open interest changed by 11009 which increased total open position to 74728


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1.95, which was -2.2 lower than the previous day. The implied volatity was 10.30, the open interest changed by 3140 which increased total open position to 63719


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 4.25, which was -0.05 lower than the previous day. The implied volatity was 12.35, the open interest changed by 11394 which increased total open position to 60579


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 4.3, which was -7.6 lower than the previous day. The implied volatity was 10.35, the open interest changed by 15176 which increased total open position to 49185


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 11.75, which was -19.65 lower than the previous day. The implied volatity was 10.40, the open interest changed by 3818 which increased total open position to 34009


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 30.85, which was 3.7 higher than the previous day. The implied volatity was 7.64, the open interest changed by 22591 which increased total open position to 30191


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 26.7, which was -1.7 lower than the previous day. The implied volatity was 9.13, the open interest changed by 937 which increased total open position to 7600


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 29.15, which was -18.2 lower than the previous day. The implied volatity was 9.24, the open interest changed by 3153 which increased total open position to 6663


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 49.25, which was -33.5 lower than the previous day. The implied volatity was 9.52, the open interest changed by 1235 which increased total open position to 3510


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 79.5, which was -23.1 lower than the previous day. The implied volatity was 9.19, the open interest changed by 767 which increased total open position to 2275


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 105.95, which was -9.15 lower than the previous day. The implied volatity was 9.11, the open interest changed by 197 which increased total open position to 1508


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 115.8, which was -7.4 lower than the previous day. The implied volatity was 8.99, the open interest changed by 170 which increased total open position to 1311


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 126.75, which was 70.5 higher than the previous day. The implied volatity was 9.40, the open interest changed by 607 which increased total open position to 1141


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 51.35, which was -45.5 lower than the previous day. The implied volatity was 9.51, the open interest changed by 159 which increased total open position to 534


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 89, which was -43.5 lower than the previous day. The implied volatity was 10.37, the open interest changed by 115 which increased total open position to 375


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 130.2, which was -51.2 lower than the previous day. The implied volatity was 9.93, the open interest changed by 41 which increased total open position to 260


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 185.1, which was 48.85 higher than the previous day. The implied volatity was 10.02, the open interest changed by -49 which decreased total open position to 219


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 139.3, which was 28.65 higher than the previous day. The implied volatity was 9.87, the open interest changed by 149 which increased total open position to 268


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 107, which was -37.75 lower than the previous day. The implied volatity was 10.13, the open interest changed by 18 which increased total open position to 119


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 143, which was -45.85 lower than the previous day. The implied volatity was 9.97, the open interest changed by 101 which increased total open position to 101


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 188.85, which was 0 lower than the previous day. The implied volatity was 1.47, 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 188.85, which was 0 lower than the previous day. The implied volatity was 1.52, 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 188.85, which was 0 lower than the previous day. The implied volatity was 1.51, the open interest changed by 0 which decreased total open position to 0


NIFTY 16DEC2025 26600 PE
Delta: -0.94
Vega: 3.30
Theta: 1.74
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 26046.95 536.95 -138.5 12.37 5,203 -658 691
11 Dec 25898.55 677.4 -133.5 13.21 1,367 -556 1,349
10 Dec 25758.00 812.85 93.1 - 1,282 49 1,905
9 Dec 25839.65 719.55 98 12.66 553 27 1,856
8 Dec 25960.55 624.9 250.1 11.46 2,546 -746 1,829
5 Dec 26186.45 374.85 -131.45 8.07 4,031 2,176 2,575
4 Dec 26033.75 510.5 -53.15 7.70 465 129 399
3 Dec 25986.00 554.05 60.15 9.67 623 -113 270
2 Dec 26032.20 481.45 65.95 8.85 218 15 383
1 Dec 26175.75 412.4 37.3 10.66 633 243 368
28 Nov 26202.95 373.8 -13.45 9.28 212 15 125
27 Nov 26215.55 380.1 -33.55 10.01 332 45 110
26 Nov 26205.30 404.7 -534.05 10.55 68 65 65
25 Nov 25884.80 938.75 0 - 0 0 0
24 Nov 25959.50 938.75 0 - 0 0 0
21 Nov 26068.15 938.75 0 - 0 0 0
20 Nov 26192.15 938.75 0 - 0 0 0
19 Nov 26052.65 938.75 0 - 0 0 0
18 Nov 25910.05 0 0 - 0 0 0
17 Nov 26013.45 0 0 - 0 0 0
14 Nov 25910.05 0 0 - 0 0 0
13 Nov 25879.15 0 0 - 0 0 0
12 Nov 25875.80 0 0 - 0 0 0


For Nifty - strike price 26600 expiring on 16DEC2025

Delta for 26600 PE is -0.94

Historical price for 26600 PE is as follows

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 536.95, which was -138.5 lower than the previous day. The implied volatity was 12.37, the open interest changed by -658 which decreased total open position to 691


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 677.4, which was -133.5 lower than the previous day. The implied volatity was 13.21, the open interest changed by -556 which decreased total open position to 1349


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 812.85, which was 93.1 higher than the previous day. The implied volatity was -, the open interest changed by 49 which increased total open position to 1905


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 719.55, which was 98 higher than the previous day. The implied volatity was 12.66, the open interest changed by 27 which increased total open position to 1856


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 624.9, which was 250.1 higher than the previous day. The implied volatity was 11.46, the open interest changed by -746 which decreased total open position to 1829


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 374.85, which was -131.45 lower than the previous day. The implied volatity was 8.07, the open interest changed by 2176 which increased total open position to 2575


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 510.5, which was -53.15 lower than the previous day. The implied volatity was 7.70, the open interest changed by 129 which increased total open position to 399


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 554.05, which was 60.15 higher than the previous day. The implied volatity was 9.67, the open interest changed by -113 which decreased total open position to 270


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 481.45, which was 65.95 higher than the previous day. The implied volatity was 8.85, the open interest changed by 15 which increased total open position to 383


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 412.4, which was 37.3 higher than the previous day. The implied volatity was 10.66, the open interest changed by 243 which increased total open position to 368


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 373.8, which was -13.45 lower than the previous day. The implied volatity was 9.28, the open interest changed by 15 which increased total open position to 125


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 380.1, which was -33.55 lower than the previous day. The implied volatity was 10.01, the open interest changed by 45 which increased total open position to 110


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 404.7, which was -534.05 lower than the previous day. The implied volatity was 10.55, the open interest changed by 65 which increased total open position to 65


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 938.75, 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 938.75, 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 938.75, 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 938.75, 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 938.75, 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 0, 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 0, 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 0, 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 0, 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 0, 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