NIFTY
Nifty
Historical option data for NIFTY
12 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 26600 CE | ||||||||||||||||
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Delta: 0.02
Vega: 1.39
Theta: -1.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 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 | |||||||
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Delta: -0.94
Vega: 3.30
Theta: 1.74
Gamma: 0.00
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| 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































































































































































































































