NIFTY
Nifty
Historical option data for NIFTY
12 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 26900 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.67
Theta: -1.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 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 | |||||||
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Delta: -0.95
Vega: 2.60
Theta: 1.34
Gamma: 0.00
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| 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































































































































































































































