NIFTY
Nifty
Historical option data for NIFTY
12 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 27950 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.25
Theta: -0.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 26046.95 | 0.6 | -0.05 | 24.07 | 58,644 | -66 | 33,522 | |||||||||
| 11 Dec | 25898.55 | 0.65 | -0.4 | 23.27 | 82,244 | 4,774 | 33,588 | |||||||||
| 10 Dec | 25758.00 | 1 | -0.1 | 23.53 | 1,10,337 | 12,808 | 28,814 | |||||||||
| 9 Dec | 25839.65 | 1 | -0.25 | 20.95 | 42,699 | 13,683 | 16,006 | |||||||||
| 8 Dec | 25960.55 | 1.2 | 0.05 | 19.05 | 7,109 | 1,923 | 2,323 | |||||||||
| 5 Dec | 26186.45 | 1.15 | -0.35 | 14.09 | 660 | 48 | 400 | |||||||||
| 4 Dec | 26033.75 | 1.45 | -0.5 | 15.05 | 471 | 90 | 352 | |||||||||
| 3 Dec | 25986.00 | 2.4 | 0.45 | 15.55 | 298 | 95 | 262 | |||||||||
| 2 Dec | 26032.20 | 1.7 | -0.55 | 13.82 | 156 | 71 | 167 | |||||||||
| 1 Dec | 26175.75 | 2 | -0.7 | 12.75 | 76 | 25 | 96 | |||||||||
| 28 Nov | 26202.95 | 2.7 | -0.65 | 11.73 | 47 | 29 | 71 | |||||||||
| 27 Nov | 26215.55 | 3.45 | -1.05 | 11.63 | 25 | 8 | 42 | |||||||||
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| 26 Nov | 26205.30 | 4.65 | 0.25 | 11.92 | 14 | 10 | 34 | |||||||||
| 25 Nov | 25884.80 | 4.4 | -0.65 | 13.66 | 62 | 7 | 24 | |||||||||
| 24 Nov | 25959.50 | 3.3 | -2.1 | 12.32 | 36 | 16 | 17 | |||||||||
| 21 Nov | 26068.15 | 5.4 | -15.6 | 11.53 | 7 | 1 | 1 | |||||||||
For Nifty - strike price 27950 expiring on 16DEC2025
Delta for 27950 CE is 0.00
Historical price for 27950 CE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 24.07, the open interest changed by -66 which decreased total open position to 33522
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 0.65, which was -0.4 lower than the previous day. The implied volatity was 23.27, the open interest changed by 4774 which increased total open position to 33588
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1, which was -0.1 lower than the previous day. The implied volatity was 23.53, the open interest changed by 12808 which increased total open position to 28814
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 20.95, the open interest changed by 13683 which increased total open position to 16006
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1.2, which was 0.05 higher than the previous day. The implied volatity was 19.05, the open interest changed by 1923 which increased total open position to 2323
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1.15, which was -0.35 lower than the previous day. The implied volatity was 14.09, the open interest changed by 48 which increased total open position to 400
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1.45, which was -0.5 lower than the previous day. The implied volatity was 15.05, the open interest changed by 90 which increased total open position to 352
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 2.4, which was 0.45 higher than the previous day. The implied volatity was 15.55, the open interest changed by 95 which increased total open position to 262
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1.7, which was -0.55 lower than the previous day. The implied volatity was 13.82, the open interest changed by 71 which increased total open position to 167
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 2, which was -0.7 lower than the previous day. The implied volatity was 12.75, the open interest changed by 25 which increased total open position to 96
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 2.7, which was -0.65 lower than the previous day. The implied volatity was 11.73, the open interest changed by 29 which increased total open position to 71
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 3.45, which was -1.05 lower than the previous day. The implied volatity was 11.63, the open interest changed by 8 which increased total open position to 42
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 4.65, which was 0.25 higher than the previous day. The implied volatity was 11.92, the open interest changed by 10 which increased total open position to 34
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 4.4, which was -0.65 lower than the previous day. The implied volatity was 13.66, the open interest changed by 7 which increased total open position to 24
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 3.3, which was -2.1 lower than the previous day. The implied volatity was 12.32, the open interest changed by 16 which increased total open position to 17
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 5.4, which was -15.6 lower than the previous day. The implied volatity was 11.53, the open interest changed by 1 which increased total open position to 1
| NIFTY 16DEC2025 27950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 26046.95 | 2170 | 97.6 | - | 0 | 0 | 5 |
| 11 Dec | 25898.55 | 2170 | 97.6 | - | 0 | -1 | 5 |
| 10 Dec | 25758.00 | 2170 | 97.6 | 34.07 | 4 | 2 | 6 |
| 9 Dec | 25839.65 | 2075 | 114.5 | 31.13 | 3 | 1 | 4 |
| 8 Dec | 25960.55 | 1954.1 | 258.55 | - | 2 | 0 | 3 |
| 5 Dec | 26186.45 | 1690.7 | -146 | 17.35 | 2 | 0 | 3 |
| 4 Dec | 26033.75 | 1828.5 | -36.85 | - | 2 | 3 | 3 |
| 3 Dec | 25986.00 | 1851.65 | 75.6 | - | 10 | 0 | 0 |
| 2 Dec | 26032.20 | 1765.95 | 151.1 | - | 12 | 0 | 0 |
| 1 Dec | 26175.75 | 1602.4 | -8.3 | - | 0 | 0 | 0 |
| 28 Nov | 26202.95 | 1602.4 | -8.3 | - | 12 | 0 | 0 |
| 27 Nov | 26215.55 | 1599.65 | -27.75 | 14.69 | 2 | 0 | 0 |
| 26 Nov | 26205.30 | 1620.2 | -492.85 | 15.63 | 6 | 0 | 0 |
| 25 Nov | 25884.80 | 2113.05 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 2113.05 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 2113.05 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 27950 expiring on 16DEC2025
Delta for 27950 PE is -
Historical price for 27950 PE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 2170, which was 97.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 2170, which was 97.6 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 5
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 2170, which was 97.6 higher than the previous day. The implied volatity was 34.07, the open interest changed by 2 which increased total open position to 6
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 2075, which was 114.5 higher than the previous day. The implied volatity was 31.13, the open interest changed by 1 which increased total open position to 4
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1954.1, which was 258.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1690.7, which was -146 lower than the previous day. The implied volatity was 17.35, the open interest changed by 0 which decreased total open position to 3
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1828.5, which was -36.85 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1851.65, which was 75.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1765.95, which was 151.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1602.4, which was -8.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1602.4, which was -8.3 lower than the previous day. The implied volatity was -, 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 1599.65, which was -27.75 lower than the previous day. The implied volatity was 14.69, 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 1620.2, which was -492.85 lower than the previous day. The implied volatity was 15.63, 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 2113.05, 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 2113.05, 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 2113.05, 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































































































































































































































