NIFTY
Nifty
Historical option data for NIFTY
12 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 25000 CE | ||||||||||||||||
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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 | 1063 | 135.4 | - | 1,458 | -399 | 2,573 | |||||||||
| 11 Dec | 25898.55 | 929.05 | 129.75 | 11.25 | 2,400 | -187 | 2,972 | |||||||||
| 10 Dec | 25758.00 | 794.6 | -89.1 | - | 1,995 | 570 | 3,159 | |||||||||
| 9 Dec | 25839.65 | 885.95 | -132.15 | - | 2,259 | 768 | 2,589 | |||||||||
| 8 Dec | 25960.55 | 988 | -263.25 | - | 1,861 | 1,420 | 1,821 | |||||||||
| 5 Dec | 26186.45 | 1253.95 | 135.8 | - | 345 | 274 | 401 | |||||||||
| 4 Dec | 26033.75 | 1111.9 | 59.3 | 14.21 | 91 | 65 | 127 | |||||||||
| 3 Dec | 25986.00 | 1074.1 | -55.9 | 7.36 | 68 | 46 | 62 | |||||||||
| 2 Dec | 26032.20 | 1130 | -116.6 | - | 10 | 6 | 16 | |||||||||
| 1 Dec | 26175.75 | 1246.6 | -72.2 | - | 2 | 0 | 10 | |||||||||
| 28 Nov | 26202.95 | 1317.75 | -9 | - | 4 | 0 | 10 | |||||||||
| 27 Nov | 26215.55 | 1346.35 | 34.2 | - | 10 | 9 | 10 | |||||||||
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| 26 Nov | 26205.30 | 1309.45 | 259.4 | - | 2 | -1 | 1 | |||||||||
| 25 Nov | 25884.80 | 1050.05 | 54.05 | 13.67 | 3 | 2 | 2 | |||||||||
| 24 Nov | 25959.50 | 996 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 996 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 996 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 996 | 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 25000 expiring on 16DEC2025
Delta for 25000 CE is -
Historical price for 25000 CE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1063, which was 135.4 higher than the previous day. The implied volatity was -, the open interest changed by -399 which decreased total open position to 2573
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 929.05, which was 129.75 higher than the previous day. The implied volatity was 11.25, the open interest changed by -187 which decreased total open position to 2972
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 794.6, which was -89.1 lower than the previous day. The implied volatity was -, the open interest changed by 570 which increased total open position to 3159
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 885.95, which was -132.15 lower than the previous day. The implied volatity was -, the open interest changed by 768 which increased total open position to 2589
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 988, which was -263.25 lower than the previous day. The implied volatity was -, the open interest changed by 1420 which increased total open position to 1821
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1253.95, which was 135.8 higher than the previous day. The implied volatity was -, the open interest changed by 274 which increased total open position to 401
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1111.9, which was 59.3 higher than the previous day. The implied volatity was 14.21, the open interest changed by 65 which increased total open position to 127
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1074.1, which was -55.9 lower than the previous day. The implied volatity was 7.36, the open interest changed by 46 which increased total open position to 62
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1130, which was -116.6 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 16
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1246.6, which was -72.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1317.75, which was -9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1346.35, which was 34.2 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 10
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 1309.45, which was 259.4 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 1050.05, which was 54.05 higher than the previous day. The implied volatity was 13.67, the open interest changed by 2 which increased total open position to 2
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 996, 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 996, 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 996, 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 996, 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
| NIFTY 16DEC2025 25000 PE | |||||||
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Delta: -0.01
Vega: 1.00
Theta: -2.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 26046.95 | 2.6 | -0.35 | 18.51 | 10,75,283 | 19,072 | 1,69,682 |
| 11 Dec | 25898.55 | 2.85 | -3.4 | 14.85 | 8,07,326 | 63,130 | 1,50,610 |
| 10 Dec | 25758.00 | 6.25 | 0.95 | 13.62 | 5,48,477 | 15,321 | 87,480 |
| 9 Dec | 25839.65 | 5.35 | -2.5 | 13.38 | 2,06,856 | 26,739 | 72,159 |
| 8 Dec | 25960.55 | 7.75 | 2.7 | 14.56 | 1,06,718 | 30,682 | 45,420 |
| 5 Dec | 26186.45 | 4.55 | -2.3 | 13.82 | 33,673 | 5,659 | 14,738 |
| 4 Dec | 26033.75 | 6.5 | -2.45 | 12.56 | 18,844 | 1,754 | 9,079 |
| 3 Dec | 25986.00 | 8.2 | -0.1 | 12.34 | 18,233 | 2,649 | 7,325 |
| 2 Dec | 26032.20 | 7.9 | -1.2 | 12.51 | 6,867 | 979 | 4,676 |
| 1 Dec | 26175.75 | 8.7 | -0.5 | 13.43 | 6,938 | 705 | 3,697 |
| 28 Nov | 26202.95 | 8.7 | -4.05 | 12.58 | 3,258 | 1,177 | 2,992 |
| 27 Nov | 26215.55 | 12.95 | -4.45 | 13.33 | 1,740 | 178 | 1,815 |
| 26 Nov | 26205.30 | 17.7 | -12.3 | 13.74 | 3,392 | 46 | 1,637 |
| 25 Nov | 25884.80 | 29.7 | -4.55 | 12.16 | 1,341 | 332 | 1,591 |
| 24 Nov | 25959.50 | 34.6 | -2.55 | 13.17 | 1,508 | 440 | 1,259 |
| 21 Nov | 26068.15 | 37.95 | 8 | 13.77 | 1,053 | 120 | 819 |
| 20 Nov | 26192.15 | 29 | -9.1 | 13.68 | 430 | -15 | 699 |
| 19 Nov | 26052.65 | 39 | -9.4 | 13.38 | 398 | 59 | 714 |
| 18 Nov | 25910.05 | 49.95 | 9.1 | 12.81 | 779 | 355 | 655 |
| 17 Nov | 26013.45 | 40.6 | -17.3 | 12.86 | 477 | 108 | 300 |
| 14 Nov | 25910.05 | 59.4 | -6.8 | 13.02 | 212 | 29 | 192 |
| 13 Nov | 25879.15 | 65.75 | 5.35 | 13.04 | 252 | 85 | 163 |
| 12 Nov | 25875.80 | 63.05 | -92.2 | 12.64 | 116 | 78 | 78 |
For Nifty - strike price 25000 expiring on 16DEC2025
Delta for 25000 PE is -0.01
Historical price for 25000 PE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 2.6, which was -0.35 lower than the previous day. The implied volatity was 18.51, the open interest changed by 19072 which increased total open position to 169682
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 2.85, which was -3.4 lower than the previous day. The implied volatity was 14.85, the open interest changed by 63130 which increased total open position to 150610
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 6.25, which was 0.95 higher than the previous day. The implied volatity was 13.62, the open interest changed by 15321 which increased total open position to 87480
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 5.35, which was -2.5 lower than the previous day. The implied volatity was 13.38, the open interest changed by 26739 which increased total open position to 72159
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 7.75, which was 2.7 higher than the previous day. The implied volatity was 14.56, the open interest changed by 30682 which increased total open position to 45420
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 4.55, which was -2.3 lower than the previous day. The implied volatity was 13.82, the open interest changed by 5659 which increased total open position to 14738
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 6.5, which was -2.45 lower than the previous day. The implied volatity was 12.56, the open interest changed by 1754 which increased total open position to 9079
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 8.2, which was -0.1 lower than the previous day. The implied volatity was 12.34, the open interest changed by 2649 which increased total open position to 7325
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 7.9, which was -1.2 lower than the previous day. The implied volatity was 12.51, the open interest changed by 979 which increased total open position to 4676
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 8.7, which was -0.5 lower than the previous day. The implied volatity was 13.43, the open interest changed by 705 which increased total open position to 3697
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 8.7, which was -4.05 lower than the previous day. The implied volatity was 12.58, the open interest changed by 1177 which increased total open position to 2992
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 12.95, which was -4.45 lower than the previous day. The implied volatity was 13.33, the open interest changed by 178 which increased total open position to 1815
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 17.7, which was -12.3 lower than the previous day. The implied volatity was 13.74, the open interest changed by 46 which increased total open position to 1637
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 29.7, which was -4.55 lower than the previous day. The implied volatity was 12.16, the open interest changed by 332 which increased total open position to 1591
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 34.6, which was -2.55 lower than the previous day. The implied volatity was 13.17, the open interest changed by 440 which increased total open position to 1259
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 37.95, which was 8 higher than the previous day. The implied volatity was 13.77, the open interest changed by 120 which increased total open position to 819
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 29, which was -9.1 lower than the previous day. The implied volatity was 13.68, the open interest changed by -15 which decreased total open position to 699
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 39, which was -9.4 lower than the previous day. The implied volatity was 13.38, the open interest changed by 59 which increased total open position to 714
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 49.95, which was 9.1 higher than the previous day. The implied volatity was 12.81, the open interest changed by 355 which increased total open position to 655
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 40.6, which was -17.3 lower than the previous day. The implied volatity was 12.86, the open interest changed by 108 which increased total open position to 300
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 59.4, which was -6.8 lower than the previous day. The implied volatity was 13.02, the open interest changed by 29 which increased total open position to 192
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 65.75, which was 5.35 higher than the previous day. The implied volatity was 13.04, the open interest changed by 85 which increased total open position to 163
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 63.05, which was -92.2 lower than the previous day. The implied volatity was 12.64, the open interest changed by 78 which increased total open position to 78































































































































































































































