NIFTY
Nifty
Historical option data for NIFTY
16 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 27450 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Dec | 25860.10 | 0.05 | -0.6 | - | 41,819 | 2,561 | 2,561 | |||||||||
| 15 Dec | 26027.30 | 0.6 | -0.25 | 38.05 | 29,862 | -4,091 | 2,403 | |||||||||
| 12 Dec | 26046.95 | 0.8 | 0 | 18.99 | 17,394 | 209 | 6,494 | |||||||||
| 11 Dec | 25898.55 | 0.75 | -0.75 | 18.46 | 28,765 | 1,215 | 6,285 | |||||||||
| 10 Dec | 25758.00 | 1.5 | 0.1 | 19.80 | 44,927 | 1,703 | 5,070 | |||||||||
| 9 Dec | 25839.65 | 1.3 | -1 | 16.97 | 10,353 | 66 | 3,367 | |||||||||
| 8 Dec | 25960.55 | 2.5 | 0.95 | 16.20 | 8,821 | 2,975 | 3,301 | |||||||||
| 5 Dec | 26186.45 | 1.6 | -0.65 | 10.87 | 492 | -160 | 326 | |||||||||
| 4 Dec | 26033.75 | 2.1 | -0.9 | 12.04 | 735 | 166 | 486 | |||||||||
| 3 Dec | 25986.00 | 2.95 | -1 | 12.31 | 505 | -16 | 320 | |||||||||
| 2 Dec | 26032.20 | 4.45 | -1.2 | 11.92 | 457 | 40 | 336 | |||||||||
| 1 Dec | 26175.75 | 6 | -0.4 | 10.98 | 229 | 46 | 296 | |||||||||
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| 28 Nov | 26202.95 | 6.4 | -0.2 | 9.82 | 6 | 0 | 250 | |||||||||
| 27 Nov | 26215.55 | 6.6 | -1.65 | 9.44 | 96 | 26 | 250 | |||||||||
| 26 Nov | 26205.30 | 8.6 | 1.95 | 9.71 | 264 | 21 | 224 | |||||||||
| 25 Nov | 25884.80 | 5.55 | -4.45 | 11.08 | 233 | 2 | 203 | |||||||||
| 24 Nov | 25959.50 | 10.1 | -4.25 | 11.28 | 64 | -7 | 201 | |||||||||
| 21 Nov | 26068.15 | 14.5 | -4.8 | 10.34 | 89 | 8 | 208 | |||||||||
| 20 Nov | 26192.15 | 19.05 | 3.75 | 9.74 | 103 | 2 | 200 | |||||||||
| 19 Nov | 26052.65 | 15 | 2.4 | 10.01 | 89 | 13 | 198 | |||||||||
| 18 Nov | 25910.05 | 11.6 | -5.65 | 10.33 | 196 | 79 | 185 | |||||||||
| 17 Nov | 26013.45 | 17.65 | -4 | 10.15 | 50 | 9 | 106 | |||||||||
| 14 Nov | 25910.05 | 22 | -1 | 10.65 | 37 | 22 | 97 | |||||||||
| 13 Nov | 25879.15 | 22.95 | 1.95 | 10.73 | 121 | 66 | 75 | |||||||||
| 12 Nov | 25875.80 | 20 | -31.9 | 10.30 | 21 | 9 | 9 | |||||||||
For Nifty - strike price 27450 expiring on 16DEC2025
Delta for 27450 CE is -
Historical price for 27450 CE is as follows
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 0.05, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 2561 which increased total open position to 2561
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 38.05, the open interest changed by -4091 which decreased total open position to 2403
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 18.99, the open interest changed by 209 which increased total open position to 6494
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 0.75, which was -0.75 lower than the previous day. The implied volatity was 18.46, the open interest changed by 1215 which increased total open position to 6285
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1.5, which was 0.1 higher than the previous day. The implied volatity was 19.80, the open interest changed by 1703 which increased total open position to 5070
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1.3, which was -1 lower than the previous day. The implied volatity was 16.97, the open interest changed by 66 which increased total open position to 3367
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 2.5, which was 0.95 higher than the previous day. The implied volatity was 16.20, the open interest changed by 2975 which increased total open position to 3301
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1.6, which was -0.65 lower than the previous day. The implied volatity was 10.87, the open interest changed by -160 which decreased total open position to 326
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 2.1, which was -0.9 lower than the previous day. The implied volatity was 12.04, the open interest changed by 166 which increased total open position to 486
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 2.95, which was -1 lower than the previous day. The implied volatity was 12.31, the open interest changed by -16 which decreased total open position to 320
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 4.45, which was -1.2 lower than the previous day. The implied volatity was 11.92, the open interest changed by 40 which increased total open position to 336
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 6, which was -0.4 lower than the previous day. The implied volatity was 10.98, the open interest changed by 46 which increased total open position to 296
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 6.4, which was -0.2 lower than the previous day. The implied volatity was 9.82, the open interest changed by 0 which decreased total open position to 250
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 6.6, which was -1.65 lower than the previous day. The implied volatity was 9.44, the open interest changed by 26 which increased total open position to 250
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 8.6, which was 1.95 higher than the previous day. The implied volatity was 9.71, the open interest changed by 21 which increased total open position to 224
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 5.55, which was -4.45 lower than the previous day. The implied volatity was 11.08, the open interest changed by 2 which increased total open position to 203
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 10.1, which was -4.25 lower than the previous day. The implied volatity was 11.28, the open interest changed by -7 which decreased total open position to 201
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 14.5, which was -4.8 lower than the previous day. The implied volatity was 10.34, the open interest changed by 8 which increased total open position to 208
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 19.05, which was 3.75 higher than the previous day. The implied volatity was 9.74, the open interest changed by 2 which increased total open position to 200
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 15, which was 2.4 higher than the previous day. The implied volatity was 10.01, the open interest changed by 13 which increased total open position to 198
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 11.6, which was -5.65 lower than the previous day. The implied volatity was 10.33, the open interest changed by 79 which increased total open position to 185
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 17.65, which was -4 lower than the previous day. The implied volatity was 10.15, the open interest changed by 9 which increased total open position to 106
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 22, which was -1 lower than the previous day. The implied volatity was 10.65, the open interest changed by 22 which increased total open position to 97
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 22.95, which was 1.95 higher than the previous day. The implied volatity was 10.73, the open interest changed by 66 which increased total open position to 75
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 20, which was -31.9 lower than the previous day. The implied volatity was 10.30, the open interest changed by 9 which increased total open position to 9
| NIFTY 16DEC2025 27450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 25860.10 | 1578 | 142.1 | - | 0 | 1 | 1 |
| 15 Dec | 26027.30 | 1578 | 142.1 | - | 0 | 0 | 0 |
| 12 Dec | 26046.95 | 1578 | 142.1 | - | 0 | 0 | 1 |
| 11 Dec | 25898.55 | 1578 | 142.1 | - | 0 | 0 | 1 |
| 10 Dec | 25758.00 | 1578 | 142.1 | - | 0 | -1 | 1 |
| 9 Dec | 25839.65 | 1578 | 142.1 | 26.16 | 1 | 1 | 2 |
| 8 Dec | 25960.55 | 1435.9 | 211.25 | - | 2 | -1 | 1 |
| 5 Dec | 26186.45 | 1224.65 | -103.65 | 19.21 | 3 | 0 | 2 |
| 4 Dec | 26033.75 | 1324.95 | -66.1 | - | 4 | 0 | 2 |
| 3 Dec | 25986.00 | 1387.8 | 73.1 | 17.10 | 2 | 0 | 2 |
| 2 Dec | 26032.20 | 1314.7 | 110.45 | 16.74 | 1 | 0 | 2 |
| 1 Dec | 26175.75 | 1204.25 | 70.2 | 16.46 | 2 | 0 | 2 |
| 28 Nov | 26202.95 | 1134.05 | 17.45 | 12.95 | 3 | 2 | 2 |
| 27 Nov | 26215.55 | 1106.6 | -43.1 | 11.95 | 4 | 0 | 0 |
| 26 Nov | 26205.30 | 1146.25 | -500.6 | 14.45 | 2 | 0 | 0 |
| 25 Nov | 25884.80 | 1646.85 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 1646.85 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 1646.85 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 1646.85 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 1646.85 | 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 27450 expiring on 16DEC2025
Delta for 27450 PE is -
Historical price for 27450 PE is as follows
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1578, which was 142.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1578, which was 142.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1578, which was 142.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1578, which was 142.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1578, which was 142.1 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1578, which was 142.1 higher than the previous day. The implied volatity was 26.16, the open interest changed by 1 which increased total open position to 2
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1435.9, which was 211.25 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1224.65, which was -103.65 lower than the previous day. The implied volatity was 19.21, the open interest changed by 0 which decreased total open position to 2
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1324.95, 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 2
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1387.8, which was 73.1 higher than the previous day. The implied volatity was 17.10, 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 1314.7, which was 110.45 higher than the previous day. The implied volatity was 16.74, the open interest changed by 0 which decreased total open position to 2
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1204.25, which was 70.2 higher than the previous day. The implied volatity was 16.46, the open interest changed by 0 which decreased total open position to 2
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1134.05, which was 17.45 higher than the previous day. The implied volatity was 12.95, the open interest changed by 2 which increased total open position to 2
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1106.6, which was -43.1 lower than the previous day. The implied volatity was 11.95, 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 1146.25, which was -500.6 lower than the previous day. The implied volatity was 14.45, 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 1646.85, 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 1646.85, 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 1646.85, 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 1646.85, 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 1646.85, 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































































































































































































































