[--[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 26900 CE
Delta: 0.01
Vega: 0.67
Theta: -1.12
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 26046.95 1.05 -0.2 12.57 3,35,453 4,904 45,402
11 Dec 25898.55 1.25 -1.3 13.28 3,04,859 817 40,498
10 Dec 25758.00 2.4 0.2 14.77 3,23,724 13,558 39,681
9 Dec 25839.65 2.1 -2.7 12.44 1,03,204 2,841 26,123
8 Dec 25960.55 5.2 -1.45 12.19 84,015 15,079 23,282
5 Dec 26186.45 6.75 -1.45 8.13 27,624 3,621 8,203
4 Dec 26033.75 8.2 -1.35 9.68 14,677 1,909 4,582
3 Dec 25986.00 10.15 -4.75 9.95 12,390 1,393 2,673
2 Dec 26032.20 15 -11.45 9.61 6,322 20 1,280
1 Dec 26175.75 25.55 -98.45 9.22 2,743 1,260 1,260
28 Nov 26202.95 124 0 2.38 0 0 0
27 Nov 26215.55 124 0 2.23 0 0 0
26 Nov 26205.30 124 0 2.21 0 0 0
25 Nov 25884.80 124 0 3.27 0 0 0
24 Nov 25959.50 124 0 2.85 0 0 0
21 Nov 26068.15 124 0 2.23 0 0 0
20 Nov 26192.15 124 0 1.82 0 0 0
19 Nov 26052.65 124 0 2.14 0 0 0
18 Nov 25910.05 124 0 2.59 0 0 0
17 Nov 26013.45 124 0 2.14 0 0 0
14 Nov 25910.05 124 0 2.27 0 0 0
13 Nov 25879.15 124 0 2.30 0 0 0
12 Nov 25875.80 124 0 2.29 0 0 0


For Nifty - strike price 26900 expiring on 16DEC2025

Delta for 26900 CE is 0.01

Historical price for 26900 CE is as follows

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1.05, which was -0.2 lower than the previous day. The implied volatity was 12.57, the open interest changed by 4904 which increased total open position to 45402


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1.25, which was -1.3 lower than the previous day. The implied volatity was 13.28, the open interest changed by 817 which increased total open position to 40498


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 2.4, which was 0.2 higher than the previous day. The implied volatity was 14.77, the open interest changed by 13558 which increased total open position to 39681


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 2.1, which was -2.7 lower than the previous day. The implied volatity was 12.44, the open interest changed by 2841 which increased total open position to 26123


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 5.2, which was -1.45 lower than the previous day. The implied volatity was 12.19, the open interest changed by 15079 which increased total open position to 23282


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 6.75, which was -1.45 lower than the previous day. The implied volatity was 8.13, the open interest changed by 3621 which increased total open position to 8203


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 8.2, which was -1.35 lower than the previous day. The implied volatity was 9.68, the open interest changed by 1909 which increased total open position to 4582


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 10.15, which was -4.75 lower than the previous day. The implied volatity was 9.95, the open interest changed by 1393 which increased total open position to 2673


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 15, which was -11.45 lower than the previous day. The implied volatity was 9.61, the open interest changed by 20 which increased total open position to 1280


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 25.55, which was -98.45 lower than the previous day. The implied volatity was 9.22, the open interest changed by 1260 which increased total open position to 1260


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 124, which was 0 lower than the previous day. The implied volatity was 2.38, the open interest changed by 0 which decreased total open position to 0


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 124, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 124, which was 0 lower than the previous day. The implied volatity was 2.21, the open interest changed by 0 which decreased total open position to 0


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 124, which was 0 lower than the previous day. The implied volatity was 3.27, 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 124, which was 0 lower than the previous day. The implied volatity was 2.85, 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 124, which was 0 lower than the previous day. The implied volatity was 2.23, 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 124, which was 0 lower than the previous day. The implied volatity was 1.82, 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 124, which was 0 lower than the previous day. The implied volatity was 2.14, 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 124, which was 0 lower than the previous day. The implied volatity was 2.59, 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 124, which was 0 lower than the previous day. The implied volatity was 2.14, 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 124, which was 0 lower than the previous day. The implied volatity was 2.27, 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 124, which was 0 lower than the previous day. The implied volatity was 2.30, 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 124, which was 0 lower than the previous day. The implied volatity was 2.29, the open interest changed by 0 which decreased total open position to 0


NIFTY 16DEC2025 26900 PE
Delta: -0.95
Vega: 2.60
Theta: 1.34
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 26046.95 836.6 -138.1 17.57 191 -60 60
11 Dec 25898.55 975 -136.8 16.87 73 4 120
10 Dec 25758.00 1111.8 93.3 - 82 3 116
9 Dec 25839.65 1016.6 107.8 15.74 177 7 113
8 Dec 25960.55 911.45 259.5 11.27 129 34 106
5 Dec 26186.45 652 -156.5 9.47 130 68 72
4 Dec 26033.75 808.5 -51.55 10.79 10 2 4
3 Dec 25986.00 860.05 79.15 13.96 2 -2 2
2 Dec 26032.20 780.9 126.1 12.52 1 0 4
1 Dec 26175.75 654.8 40.25 11.22 9 3 4
28 Nov 26202.95 614.55 -27.4 9.90 3 0 1
27 Nov 26215.55 641.95 -9.1 12.30 4 1 1
26 Nov 26205.30 651.05 -521.1 12.01 2 0 0
25 Nov 25884.80 1172.15 0 - 0 0 0
24 Nov 25959.50 1172.15 0 - 0 0 0
21 Nov 26068.15 1172.15 0 - 0 0 0
20 Nov 26192.15 1172.15 0 - 0 0 0
19 Nov 26052.65 1172.15 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 26900 expiring on 16DEC2025

Delta for 26900 PE is -0.95

Historical price for 26900 PE is as follows

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 836.6, which was -138.1 lower than the previous day. The implied volatity was 17.57, the open interest changed by -60 which decreased total open position to 60


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 975, which was -136.8 lower than the previous day. The implied volatity was 16.87, the open interest changed by 4 which increased total open position to 120


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1111.8, which was 93.3 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 116


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1016.6, which was 107.8 higher than the previous day. The implied volatity was 15.74, the open interest changed by 7 which increased total open position to 113


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 911.45, which was 259.5 higher than the previous day. The implied volatity was 11.27, the open interest changed by 34 which increased total open position to 106


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 652, which was -156.5 lower than the previous day. The implied volatity was 9.47, the open interest changed by 68 which increased total open position to 72


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 808.5, which was -51.55 lower than the previous day. The implied volatity was 10.79, the open interest changed by 2 which increased total open position to 4


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 860.05, which was 79.15 higher than the previous day. The implied volatity was 13.96, the open interest changed by -2 which decreased total open position to 2


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 780.9, which was 126.1 higher than the previous day. The implied volatity was 12.52, the open interest changed by 0 which decreased total open position to 4


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 654.8, which was 40.25 higher than the previous day. The implied volatity was 11.22, the open interest changed by 3 which increased total open position to 4


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 614.55, which was -27.4 lower than the previous day. The implied volatity was 9.90, the open interest changed by 0 which decreased total open position to 1


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 641.95, which was -9.1 lower than the previous day. The implied volatity was 12.30, the open interest changed by 1 which increased total open position to 1


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 651.05, which was -521.1 lower than the previous day. The implied volatity was 12.01, the open interest changed by 0 which decreased total open position to 0


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 1172.15, 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 1172.15, 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 1172.15, 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 1172.15, 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 1172.15, 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