NIFTY
Nifty
Historical option data for NIFTY
16 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 27300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Dec | 25860.10 | 0.05 | -0.65 | - | 1,43,842 | 21,114 | 21,114 | |||||||||
| 15 Dec | 26027.30 | 0.6 | -0.25 | 34.58 | 84,900 | -15,787 | 21,308 | |||||||||
| 12 Dec | 26046.95 | 0.8 | -0.05 | 17.14 | 1,65,400 | -7,075 | 37,095 | |||||||||
| 11 Dec | 25898.55 | 0.85 | -0.85 | 17.10 | 1,37,218 | -1,014 | 44,170 | |||||||||
| 10 Dec | 25758.00 | 1.75 | 0.25 | 18.43 | 2,39,309 | 20,560 | 45,184 | |||||||||
| 9 Dec | 25839.65 | 1.45 | -1.35 | 15.77 | 79,618 | 8,759 | 24,624 | |||||||||
| 8 Dec | 25960.55 | 3.05 | 0.6 | 15.19 | 46,692 | 11,666 | 15,865 | |||||||||
| 5 Dec | 26186.45 | 2.1 | -0.9 | 10.04 | 7,409 | 311 | 4,199 | |||||||||
| 4 Dec | 26033.75 | 2.85 | -1.1 | 11.45 | 6,602 | 242 | 3,888 | |||||||||
|
|
||||||||||||||||
| 3 Dec | 25986.00 | 3.9 | -1.15 | 11.62 | 8,718 | 1,254 | 3,646 | |||||||||
| 2 Dec | 26032.20 | 4.9 | -2.45 | 10.94 | 4,598 | 622 | 2,392 | |||||||||
| 1 Dec | 26175.75 | 7.5 | -1.15 | 10.20 | 3,729 | 868 | 1,770 | |||||||||
| 28 Nov | 26202.95 | 8.7 | -2.1 | 9.23 | 1,033 | 190 | 902 | |||||||||
| 27 Nov | 26215.55 | 10.7 | -2.3 | 9.17 | 1,074 | 125 | 712 | |||||||||
| 26 Nov | 26205.30 | 13.35 | 5.35 | 9.42 | 1,045 | 406 | 587 | |||||||||
| 25 Nov | 25884.80 | 7.2 | -5.95 | 10.56 | 191 | 36 | 181 | |||||||||
| 24 Nov | 25959.50 | 16.95 | -4.4 | 11.36 | 248 | 64 | 145 | |||||||||
| 21 Nov | 26068.15 | 22.25 | -7.15 | 10.26 | 72 | 40 | 81 | |||||||||
| 20 Nov | 26192.15 | 29.4 | 8.05 | 9.66 | 75 | 25 | 41 | |||||||||
| 19 Nov | 26052.65 | 21.35 | -45.3 | 9.75 | 28 | 16 | 16 | |||||||||
| 18 Nov | 25910.05 | 66.65 | 0 | 3.79 | 0 | 0 | 0 | |||||||||
| 17 Nov | 26013.45 | 66.65 | 0 | 3.34 | 0 | 0 | 0 | |||||||||
| 14 Nov | 25910.05 | 66.65 | 0 | 3.41 | 0 | 0 | 0 | |||||||||
| 13 Nov | 25879.15 | 66.65 | 0 | 3.42 | 0 | 0 | 0 | |||||||||
| 12 Nov | 25875.80 | 66.65 | 0 | 3.39 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 27300 expiring on 16DEC2025
Delta for 27300 CE is -
Historical price for 27300 CE is as follows
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 0.05, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 21114 which increased total open position to 21114
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 34.58, the open interest changed by -15787 which decreased total open position to 21308
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 17.14, the open interest changed by -7075 which decreased total open position to 37095
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 0.85, which was -0.85 lower than the previous day. The implied volatity was 17.10, the open interest changed by -1014 which decreased total open position to 44170
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1.75, which was 0.25 higher than the previous day. The implied volatity was 18.43, the open interest changed by 20560 which increased total open position to 45184
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1.45, which was -1.35 lower than the previous day. The implied volatity was 15.77, the open interest changed by 8759 which increased total open position to 24624
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 3.05, which was 0.6 higher than the previous day. The implied volatity was 15.19, the open interest changed by 11666 which increased total open position to 15865
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 2.1, which was -0.9 lower than the previous day. The implied volatity was 10.04, the open interest changed by 311 which increased total open position to 4199
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 2.85, which was -1.1 lower than the previous day. The implied volatity was 11.45, the open interest changed by 242 which increased total open position to 3888
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 3.9, which was -1.15 lower than the previous day. The implied volatity was 11.62, the open interest changed by 1254 which increased total open position to 3646
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 4.9, which was -2.45 lower than the previous day. The implied volatity was 10.94, the open interest changed by 622 which increased total open position to 2392
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 7.5, which was -1.15 lower than the previous day. The implied volatity was 10.20, the open interest changed by 868 which increased total open position to 1770
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 8.7, which was -2.1 lower than the previous day. The implied volatity was 9.23, the open interest changed by 190 which increased total open position to 902
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 10.7, which was -2.3 lower than the previous day. The implied volatity was 9.17, the open interest changed by 125 which increased total open position to 712
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 13.35, which was 5.35 higher than the previous day. The implied volatity was 9.42, the open interest changed by 406 which increased total open position to 587
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 7.2, which was -5.95 lower than the previous day. The implied volatity was 10.56, the open interest changed by 36 which increased total open position to 181
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 16.95, which was -4.4 lower than the previous day. The implied volatity was 11.36, the open interest changed by 64 which increased total open position to 145
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 22.25, which was -7.15 lower than the previous day. The implied volatity was 10.26, the open interest changed by 40 which increased total open position to 81
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 29.4, which was 8.05 higher than the previous day. The implied volatity was 9.66, the open interest changed by 25 which increased total open position to 41
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 21.35, which was -45.3 lower than the previous day. The implied volatity was 9.75, the open interest changed by 16 which increased total open position to 16
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 66.65, which was 0 lower than the previous day. The implied volatity was 3.79, 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 66.65, which was 0 lower than the previous day. The implied volatity was 3.34, 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 66.65, which was 0 lower than the previous day. The implied volatity was 3.41, 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 66.65, which was 0 lower than the previous day. The implied volatity was 3.42, 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 66.65, which was 0 lower than the previous day. The implied volatity was 3.39, the open interest changed by 0 which decreased total open position to 0
| NIFTY 16DEC2025 27300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 25860.10 | 1400 | 114.15 | - | 3 | 4 | 4 |
| 15 Dec | 26027.30 | 1285.85 | 51.85 | 49.78 | 5 | -2 | 6 |
| 12 Dec | 26046.95 | 1235.85 | -200.25 | 23.88 | 4 | -1 | 8 |
| 11 Dec | 25898.55 | 1436.1 | -72.35 | 37.44 | 3 | 0 | 9 |
| 10 Dec | 25758.00 | 1501.65 | 94.3 | - | 4 | 1 | 9 |
| 9 Dec | 25839.65 | 1409.25 | 115.5 | 16.98 | 8 | 4 | 8 |
| 8 Dec | 25960.55 | 1292.6 | 223.3 | - | 2 | -1 | 4 |
| 5 Dec | 26186.45 | 1069.3 | -104.55 | 16.54 | 2 | 0 | 5 |
| 4 Dec | 26033.75 | 1171.05 | -58.05 | - | 5 | 3 | 5 |
| 3 Dec | 25986.00 | 1220.7 | 50.7 | 11.12 | 3 | 0 | 2 |
| 2 Dec | 26032.20 | 1170 | 244.5 | 15.96 | 3 | 1 | 2 |
| 1 Dec | 26175.75 | 925.5 | -66.1 | - | 1 | 0 | 1 |
| 28 Nov | 26202.95 | 991.6 | 4.3 | 12.18 | 3 | 1 | 1 |
| 27 Nov | 26215.55 | 983.15 | -23.85 | 13.02 | 2 | 0 | 0 |
| 26 Nov | 26205.30 | 1004.95 | -507.55 | 13.63 | 2 | 0 | 0 |
| 25 Nov | 25884.80 | 1512.5 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 1512.5 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 1512.5 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 1512.5 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 1512.5 | 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 27300 expiring on 16DEC2025
Delta for 27300 PE is -
Historical price for 27300 PE is as follows
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1400, which was 114.15 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1285.85, which was 51.85 higher than the previous day. The implied volatity was 49.78, the open interest changed by -2 which decreased total open position to 6
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1235.85, which was -200.25 lower than the previous day. The implied volatity was 23.88, the open interest changed by -1 which decreased total open position to 8
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1436.1, which was -72.35 lower than the previous day. The implied volatity was 37.44, the open interest changed by 0 which decreased total open position to 9
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1501.65, which was 94.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 9
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1409.25, which was 115.5 higher than the previous day. The implied volatity was 16.98, the open interest changed by 4 which increased total open position to 8
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1292.6, which was 223.3 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 4
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1069.3, which was -104.55 lower than the previous day. The implied volatity was 16.54, the open interest changed by 0 which decreased total open position to 5
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1171.05, which was -58.05 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 5
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1220.7, which was 50.7 higher than the previous day. The implied volatity was 11.12, the open interest changed by 0 which decreased total open position to 2
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1170, which was 244.5 higher than the previous day. The implied volatity was 15.96, the open interest changed by 1 which increased total open position to 2
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 925.5, which was -66.1 lower than the previous day. The implied volatity was -, 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 991.6, which was 4.3 higher than the previous day. The implied volatity was 12.18, 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 983.15, which was -23.85 lower than the previous day. The implied volatity was 13.02, 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 1004.95, which was -507.55 lower than the previous day. The implied volatity was 13.63, 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 1512.5, 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 1512.5, 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 1512.5, 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 1512.5, 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 1512.5, 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































































































































































































































