NIFTY
Nifty
Historical option data for NIFTY
12 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 26700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.98
Theta: -1.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 26046.95 | 1.4 | -0.1 | 10.35 | 5,63,544 | 275 | 69,468 | |||||||||
| 11 Dec | 25898.55 | 1.5 | -1.9 | 11.17 | 7,22,656 | -8,528 | 69,193 | |||||||||
| 10 Dec | 25758.00 | 3.45 | 0.2 | 13.16 | 6,44,080 | 40,933 | 77,721 | |||||||||
| 9 Dec | 25839.65 | 3.1 | -5.35 | 10.94 | 1,87,426 | 11,580 | 36,788 | |||||||||
| 8 Dec | 25960.55 | 8.55 | -9.7 | 10.94 | 1,13,617 | 10,288 | 25,208 | |||||||||
| 5 Dec | 26186.45 | 17.6 | 0 | 7.64 | 73,950 | 7,797 | 14,920 | |||||||||
| 4 Dec | 26033.75 | 16.7 | -2.45 | 9.14 | 32,300 | 796 | 7,123 | |||||||||
| 3 Dec | 25986.00 | 19.3 | -12.8 | 9.32 | 26,584 | 2,535 | 6,327 | |||||||||
| 2 Dec | 26032.20 | 33.9 | -23.7 | 9.54 | 11,267 | 786 | 3,792 | |||||||||
| 1 Dec | 26175.75 | 56.85 | -15.85 | 9.33 | 9,514 | 98 | 3,006 | |||||||||
| 28 Nov | 26202.95 | 75 | -10.65 | 8.91 | 3,885 | 1,262 | 2,908 | |||||||||
| 27 Nov | 26215.55 | 86.2 | -7.1 | 8.96 | 3,766 | 717 | 1,646 | |||||||||
| 26 Nov | 26205.30 | 96.9 | 54 | 9.38 | 1,543 | 410 | 929 | |||||||||
| 25 Nov | 25884.80 | 37.05 | -35.7 | 9.49 | 1,231 | -266 | 519 | |||||||||
| 24 Nov | 25959.50 | 68.65 | -36.3 | 10.37 | 816 | 246 | 785 | |||||||||
| 21 Nov | 26068.15 | 102 | -40.9 | 9.88 | 410 | 120 | 539 | |||||||||
| 20 Nov | 26192.15 | 149 | 42.6 | 9.96 | 489 | 152 | 419 | |||||||||
| 19 Nov | 26052.65 | 110.2 | 24.2 | 9.82 | 356 | 40 | 267 | |||||||||
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| 18 Nov | 25910.05 | 83.65 | -26.1 | 10.06 | 388 | 181 | 227 | |||||||||
| 17 Nov | 26013.45 | 110.45 | -54.45 | 9.76 | 55 | 46 | 46 | |||||||||
| 14 Nov | 25910.05 | 164.9 | 0 | 1.78 | 0 | 0 | 0 | |||||||||
| 13 Nov | 25879.15 | 164.9 | 0 | 1.73 | 0 | 0 | 0 | |||||||||
| 12 Nov | 25875.80 | 164.9 | 0 | 1.72 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26700 expiring on 16DEC2025
Delta for 26700 CE is 0.01
Historical price for 26700 CE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1.4, which was -0.1 lower than the previous day. The implied volatity was 10.35, the open interest changed by 275 which increased total open position to 69468
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1.5, which was -1.9 lower than the previous day. The implied volatity was 11.17, the open interest changed by -8528 which decreased total open position to 69193
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 3.45, which was 0.2 higher than the previous day. The implied volatity was 13.16, the open interest changed by 40933 which increased total open position to 77721
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 3.1, which was -5.35 lower than the previous day. The implied volatity was 10.94, the open interest changed by 11580 which increased total open position to 36788
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 8.55, which was -9.7 lower than the previous day. The implied volatity was 10.94, the open interest changed by 10288 which increased total open position to 25208
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 17.6, which was 0 lower than the previous day. The implied volatity was 7.64, the open interest changed by 7797 which increased total open position to 14920
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 16.7, which was -2.45 lower than the previous day. The implied volatity was 9.14, the open interest changed by 796 which increased total open position to 7123
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 19.3, which was -12.8 lower than the previous day. The implied volatity was 9.32, the open interest changed by 2535 which increased total open position to 6327
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 33.9, which was -23.7 lower than the previous day. The implied volatity was 9.54, the open interest changed by 786 which increased total open position to 3792
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 56.85, which was -15.85 lower than the previous day. The implied volatity was 9.33, the open interest changed by 98 which increased total open position to 3006
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 75, which was -10.65 lower than the previous day. The implied volatity was 8.91, the open interest changed by 1262 which increased total open position to 2908
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 86.2, which was -7.1 lower than the previous day. The implied volatity was 8.96, the open interest changed by 717 which increased total open position to 1646
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 96.9, which was 54 higher than the previous day. The implied volatity was 9.38, the open interest changed by 410 which increased total open position to 929
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 37.05, which was -35.7 lower than the previous day. The implied volatity was 9.49, the open interest changed by -266 which decreased total open position to 519
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 68.65, which was -36.3 lower than the previous day. The implied volatity was 10.37, the open interest changed by 246 which increased total open position to 785
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 102, which was -40.9 lower than the previous day. The implied volatity was 9.88, the open interest changed by 120 which increased total open position to 539
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 149, which was 42.6 higher than the previous day. The implied volatity was 9.96, the open interest changed by 152 which increased total open position to 419
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 110.2, which was 24.2 higher than the previous day. The implied volatity was 9.82, the open interest changed by 40 which increased total open position to 267
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 83.65, which was -26.1 lower than the previous day. The implied volatity was 10.06, the open interest changed by 181 which increased total open position to 227
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 110.45, which was -54.45 lower than the previous day. The implied volatity was 9.76, the open interest changed by 46 which increased total open position to 46
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 164.9, which was 0 lower than the previous day. The implied volatity was 1.78, 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 164.9, which was 0 lower than the previous day. The implied volatity was 1.73, 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 164.9, which was 0 lower than the previous day. The implied volatity was 1.72, the open interest changed by 0 which decreased total open position to 0
| NIFTY 16DEC2025 26700 PE | |||||||
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Delta: -0.94
Vega: 3.21
Theta: 1.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 26046.95 | 637.75 | -137.85 | 14.50 | 649 | -41 | 488 |
| 11 Dec | 25898.55 | 778 | -124.9 | 14.99 | 426 | -36 | 529 |
| 10 Dec | 25758.00 | 911.95 | 92.15 | - | 369 | 71 | 565 |
| 9 Dec | 25839.65 | 824.1 | 109.25 | 15.06 | 675 | -189 | 494 |
| 8 Dec | 25960.55 | 723.7 | 260.8 | 12.65 | 1,104 | 86 | 683 |
| 5 Dec | 26186.45 | 462.15 | -131.75 | 8.29 | 1,461 | 174 | 597 |
| 4 Dec | 26033.75 | 599.85 | -44.6 | 6.90 | 83 | -12 | 423 |
| 3 Dec | 25986.00 | 641 | 52.55 | 9.53 | 240 | -48 | 435 |
| 2 Dec | 26032.20 | 563.25 | 81.5 | 8.45 | 158 | -62 | 483 |
| 1 Dec | 26175.75 | 478.7 | 39.15 | 10.23 | 732 | 463 | 545 |
| 28 Nov | 26202.95 | 441.6 | -11.8 | 9.06 | 83 | 41 | 82 |
| 27 Nov | 26215.55 | 449 | -27.1 | 10.05 | 150 | 37 | 41 |
| 26 Nov | 26205.30 | 476.1 | -538.15 | 10.74 | 8 | 4 | 4 |
| 25 Nov | 25884.80 | 1014.25 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 1014.25 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 1014.25 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 1014.25 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 1014.25 | 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 26700 expiring on 16DEC2025
Delta for 26700 PE is -0.94
Historical price for 26700 PE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 637.75, which was -137.85 lower than the previous day. The implied volatity was 14.50, the open interest changed by -41 which decreased total open position to 488
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 778, which was -124.9 lower than the previous day. The implied volatity was 14.99, the open interest changed by -36 which decreased total open position to 529
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 911.95, which was 92.15 higher than the previous day. The implied volatity was -, the open interest changed by 71 which increased total open position to 565
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 824.1, which was 109.25 higher than the previous day. The implied volatity was 15.06, the open interest changed by -189 which decreased total open position to 494
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 723.7, which was 260.8 higher than the previous day. The implied volatity was 12.65, the open interest changed by 86 which increased total open position to 683
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 462.15, which was -131.75 lower than the previous day. The implied volatity was 8.29, the open interest changed by 174 which increased total open position to 597
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 599.85, which was -44.6 lower than the previous day. The implied volatity was 6.90, the open interest changed by -12 which decreased total open position to 423
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 641, which was 52.55 higher than the previous day. The implied volatity was 9.53, the open interest changed by -48 which decreased total open position to 435
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 563.25, which was 81.5 higher than the previous day. The implied volatity was 8.45, the open interest changed by -62 which decreased total open position to 483
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 478.7, which was 39.15 higher than the previous day. The implied volatity was 10.23, the open interest changed by 463 which increased total open position to 545
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 441.6, which was -11.8 lower than the previous day. The implied volatity was 9.06, the open interest changed by 41 which increased total open position to 82
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 449, which was -27.1 lower than the previous day. The implied volatity was 10.05, the open interest changed by 37 which increased total open position to 41
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 476.1, which was -538.15 lower than the previous day. The implied volatity was 10.74, the open interest changed by 4 which increased total open position to 4
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 1014.25, 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 1014.25, 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 1014.25, 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 1014.25, 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 1014.25, 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































































































































































































































