[--[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 25000 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.01
Vega: 1.00
Theta: -2.22
Gamma: 0.00
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