[--[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 27100 CE
Delta: 0.01
Vega: 0.54
Theta: -1.06
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 26046.95 0.95 -0.15 15.03 1,00,256 -4,352 36,006
11 Dec 25898.55 1.05 -1.05 15.24 1,37,619 -1,452 40,358
10 Dec 25758.00 2.1 0.3 16.70 2,58,998 25,704 41,810
9 Dec 25839.65 1.75 -1.75 14.16 58,392 6,266 16,106
8 Dec 25960.55 4.85 1.35 14.18 35,520 5,053 9,840
5 Dec 26186.45 3.4 -1.3 9.01 14,118 2,437 4,787
4 Dec 26033.75 3.65 -1.95 10.17 7,807 338 2,350
3 Dec 25986.00 5.8 -1.9 10.68 8,502 -94 2,012
2 Dec 26032.20 8.5 -4 10.29 5,573 452 2,106
1 Dec 26175.75 12.8 -4.75 9.51 5,401 238 1,654
28 Nov 26202.95 17.8 -4.75 8.97 1,729 92 1,416
27 Nov 26215.55 22.6 -2.8 9.05 2,674 1,012 1,324
26 Nov 26205.30 26.55 12.95 9.29 614 154 312
25 Nov 25884.80 12 -10.1 10.13 297 128 158
24 Nov 25959.50 22.05 -15.15 10.48 70 22 30
21 Nov 26068.15 35.95 -55.75 9.95 24 8 8
20 Nov 26192.15 91.7 0 2.37 0 0 0
19 Nov 26052.65 91.7 0 2.76 0 0 0
18 Nov 25910.05 91.7 0 3.20 0 0 0
17 Nov 26013.45 91.7 0 2.74 0 0 0
14 Nov 25910.05 91.7 0 2.84 0 0 0
13 Nov 25879.15 91.7 0 2.87 0 0 0
12 Nov 25875.80 91.7 0 2.84 0 0 0


For Nifty - strike price 27100 expiring on 16DEC2025

Delta for 27100 CE is 0.01

Historical price for 27100 CE is as follows

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 15.03, the open interest changed by -4352 which decreased total open position to 36006


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1.05, which was -1.05 lower than the previous day. The implied volatity was 15.24, the open interest changed by -1452 which decreased total open position to 40358


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 2.1, which was 0.3 higher than the previous day. The implied volatity was 16.70, the open interest changed by 25704 which increased total open position to 41810


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1.75, which was -1.75 lower than the previous day. The implied volatity was 14.16, the open interest changed by 6266 which increased total open position to 16106


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 4.85, which was 1.35 higher than the previous day. The implied volatity was 14.18, the open interest changed by 5053 which increased total open position to 9840


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 3.4, which was -1.3 lower than the previous day. The implied volatity was 9.01, the open interest changed by 2437 which increased total open position to 4787


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 3.65, which was -1.95 lower than the previous day. The implied volatity was 10.17, the open interest changed by 338 which increased total open position to 2350


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 5.8, which was -1.9 lower than the previous day. The implied volatity was 10.68, the open interest changed by -94 which decreased total open position to 2012


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 8.5, which was -4 lower than the previous day. The implied volatity was 10.29, the open interest changed by 452 which increased total open position to 2106


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 12.8, which was -4.75 lower than the previous day. The implied volatity was 9.51, the open interest changed by 238 which increased total open position to 1654


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 17.8, which was -4.75 lower than the previous day. The implied volatity was 8.97, the open interest changed by 92 which increased total open position to 1416


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 22.6, which was -2.8 lower than the previous day. The implied volatity was 9.05, the open interest changed by 1012 which increased total open position to 1324


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 26.55, which was 12.95 higher than the previous day. The implied volatity was 9.29, the open interest changed by 154 which increased total open position to 312


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 12, which was -10.1 lower than the previous day. The implied volatity was 10.13, the open interest changed by 128 which increased total open position to 158


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 22.05, which was -15.15 lower than the previous day. The implied volatity was 10.48, the open interest changed by 22 which increased total open position to 30


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 35.95, which was -55.75 lower than the previous day. The implied volatity was 9.95, the open interest changed by 8 which increased total open position to 8


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 91.7, which was 0 lower than the previous day. The implied volatity was 2.37, 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 91.7, which was 0 lower than the previous day. The implied volatity was 2.76, 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 91.7, which was 0 lower than the previous day. The implied volatity was 3.20, 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 91.7, which was 0 lower than the previous day. The implied volatity was 2.74, 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 91.7, which was 0 lower than the previous day. The implied volatity was 2.84, 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 91.7, which was 0 lower than the previous day. The implied volatity was 2.87, 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 91.7, which was 0 lower than the previous day. The implied volatity was 2.84, the open interest changed by 0 which decreased total open position to 0


NIFTY 16DEC2025 27100 PE
Delta: -0.95
Vega: 2.66
Theta: -0.18
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 26046.95 1038.9 -181.1 21.87 21 -3 20
11 Dec 25898.55 1220 137 - 0 0 23
10 Dec 25758.00 1220 137 - 0 0 23
9 Dec 25839.65 1220 137 19.39 7 10 23
8 Dec 25960.55 1083 227.25 - 19 6 13
5 Dec 26186.45 855.75 -118.2 12.39 14 5 7
4 Dec 26033.75 973.95 -53.85 - 3 0 2
3 Dec 25986.00 1027.8 60.7 11.60 2 1 2
2 Dec 26032.20 964.15 111.55 13.03 2 0 1
1 Dec 26175.75 852.6 59.1 13.41 2 0 1
28 Nov 26202.95 793.5 10.75 10.37 2 1 1
27 Nov 26215.55 780.1 -50.55 10.72 3 0 0
26 Nov 26205.30 830.65 -508.05 13.28 1 0 0
25 Nov 25884.80 1338.7 0 - 0 0 0
24 Nov 25959.50 1338.7 0 - 0 0 0
21 Nov 26068.15 1338.7 0 - 0 0 0
20 Nov 26192.15 1338.7 0 - 0 0 0
19 Nov 26052.65 1338.7 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 27100 expiring on 16DEC2025

Delta for 27100 PE is -0.95

Historical price for 27100 PE is as follows

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1038.9, which was -181.1 lower than the previous day. The implied volatity was 21.87, the open interest changed by -3 which decreased total open position to 20


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1220, which was 137 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1220, which was 137 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1220, which was 137 higher than the previous day. The implied volatity was 19.39, the open interest changed by 10 which increased total open position to 23


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1083, which was 227.25 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 13


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 855.75, which was -118.2 lower than the previous day. The implied volatity was 12.39, the open interest changed by 5 which increased total open position to 7


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 973.95, which was -53.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1027.8, which was 60.7 higher than the previous day. The implied volatity was 11.60, the open interest changed by 1 which increased total open position to 2


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 964.15, which was 111.55 higher than the previous day. The implied volatity was 13.03, the open interest changed by 0 which decreased total open position to 1


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 852.6, which was 59.1 higher than the previous day. The implied volatity was 13.41, the open interest changed by 0 which decreased total open position to 1


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 793.5, which was 10.75 higher than the previous day. The implied volatity was 10.37, the open interest changed by 1 which increased total open position to 1


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 780.1, which was -50.55 lower than the previous day. The implied volatity was 10.72, 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 830.65, which was -508.05 lower than the previous day. The implied volatity was 13.28, 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 1338.7, 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 1338.7, 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 1338.7, 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 1338.7, 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 1338.7, 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