[--[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 26700 CE
Delta: 0.01
Vega: 0.98
Theta: -1.37
Gamma: 0.00
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
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
Delta: -0.94
Vega: 3.21
Theta: 1.06
Gamma: 0.00
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