[--[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 27950 CE
Delta: 0.00
Vega: 0.25
Theta: -0.78
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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