[--[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 25150 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 26046.95 913.45 133.7 - 22 -2 173
11 Dec 25898.55 779.15 124.15 - 213 150 175
10 Dec 25758.00 653.75 -82.2 14.66 81 12 25
9 Dec 25839.65 732.25 -134.5 - 53 6 13
8 Dec 25960.55 866.75 -228.1 17.03 5 -1 7
5 Dec 26186.45 1094.85 120.85 - 6 3 8
4 Dec 26033.75 973.9 87.6 15.95 14 4 5
3 Dec 25986.00 886.3 -113.7 - 2 1 1
2 Dec 26032.20 1000 -115.25 - 1 0 0
1 Dec 26175.75 1112.65 -61.5 - 2 0 0
28 Nov 26202.95 1171.6 8.15 - 2 0 0
27 Nov 26215.55 1163.45 -2.6 - 2 0 0
26 Nov 26205.30 1163.5 278.1 - 2 0 0
25 Nov 25884.80 885.4 0 - 0 0 0
24 Nov 25959.50 885.4 0 - 0 0 0
21 Nov 26068.15 885.4 0 - 0 0 0
20 Nov 26192.15 885.4 0 - 0 0 0
19 Nov 26052.65 885.4 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 25150 expiring on 16DEC2025

Delta for 25150 CE is -

Historical price for 25150 CE is as follows

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 913.45, which was 133.7 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 173


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 779.15, which was 124.15 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 175


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 653.75, which was -82.2 lower than the previous day. The implied volatity was 14.66, the open interest changed by 12 which increased total open position to 25


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 732.25, which was -134.5 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 13


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 866.75, which was -228.1 lower than the previous day. The implied volatity was 17.03, the open interest changed by -1 which decreased total open position to 7


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1094.85, which was 120.85 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 8


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 973.9, which was 87.6 higher than the previous day. The implied volatity was 15.95, the open interest changed by 4 which increased total open position to 5


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 886.3, which was -113.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1000, which was -115.25 lower 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 1112.65, which was -61.5 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 1171.6, which was 8.15 higher 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 1163.45, which was -2.6 lower than the previous day. The implied volatity was -, 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 1163.5, which was 278.1 higher than the previous day. The implied volatity was -, 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 885.4, 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 885.4, 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 885.4, 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 885.4, 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 885.4, 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 25150 PE
Delta: -0.02
Vega: 1.18
Theta: -2.30
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 26046.95 2.85 -0.55 16.44 4,98,537 5,921 22,909
11 Dec 25898.55 3.15 -5.55 12.95 2,14,365 6,717 16,988
10 Dec 25758.00 8.95 2.05 12.31 1,79,024 5,032 10,271
9 Dec 25839.65 6.85 -2.85 11.98 33,912 2,793 5,239
8 Dec 25960.55 9.3 3.55 13.13 12,836 1,623 2,446
5 Dec 26186.45 5.1 -3.4 12.57 4,026 294 823
4 Dec 26033.75 8.05 -4.15 11.53 2,491 77 529
3 Dec 25986.00 11.9 0.8 11.69 1,692 247 452
2 Dec 26032.20 10.25 -0.15 11.68 350 103 205
1 Dec 26175.75 10.3 -2.3 12.47 245 59 102
28 Nov 26202.95 11.55 -4.1 11.97 115 18 43
27 Nov 26215.55 15.9 -6.4 12.60 30 7 25
26 Nov 26205.30 22.3 -171.5 13.12 20 18 18
25 Nov 25884.80 193.8 0 3.27 0 0 0
24 Nov 25959.50 193.8 0 3.53 0 0 0
21 Nov 26068.15 193.8 0 3.77 0 0 0
20 Nov 26192.15 193.8 0 4.14 0 0 0
19 Nov 26052.65 193.8 0 3.64 0 0 0
18 Nov 25910.05 193.8 0 3.10 0 0 0
17 Nov 26013.45 193.8 0 3.44 0 0 0
14 Nov 25910.05 193.8 0 3.06 0 0 0
13 Nov 25879.15 193.8 0 2.95 0 0 0
12 Nov 25875.80 193.8 0 2.89 0 0 0


For Nifty - strike price 25150 expiring on 16DEC2025

Delta for 25150 PE is -0.02

Historical price for 25150 PE is as follows

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 2.85, which was -0.55 lower than the previous day. The implied volatity was 16.44, the open interest changed by 5921 which increased total open position to 22909


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 3.15, which was -5.55 lower than the previous day. The implied volatity was 12.95, the open interest changed by 6717 which increased total open position to 16988


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 8.95, which was 2.05 higher than the previous day. The implied volatity was 12.31, the open interest changed by 5032 which increased total open position to 10271


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 6.85, which was -2.85 lower than the previous day. The implied volatity was 11.98, the open interest changed by 2793 which increased total open position to 5239


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 9.3, which was 3.55 higher than the previous day. The implied volatity was 13.13, the open interest changed by 1623 which increased total open position to 2446


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 5.1, which was -3.4 lower than the previous day. The implied volatity was 12.57, the open interest changed by 294 which increased total open position to 823


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 8.05, which was -4.15 lower than the previous day. The implied volatity was 11.53, the open interest changed by 77 which increased total open position to 529


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 11.9, which was 0.8 higher than the previous day. The implied volatity was 11.69, the open interest changed by 247 which increased total open position to 452


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 10.25, which was -0.15 lower than the previous day. The implied volatity was 11.68, the open interest changed by 103 which increased total open position to 205


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 10.3, which was -2.3 lower than the previous day. The implied volatity was 12.47, the open interest changed by 59 which increased total open position to 102


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 11.55, which was -4.1 lower than the previous day. The implied volatity was 11.97, the open interest changed by 18 which increased total open position to 43


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 15.9, which was -6.4 lower than the previous day. The implied volatity was 12.60, the open interest changed by 7 which increased total open position to 25


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 22.3, which was -171.5 lower than the previous day. The implied volatity was 13.12, the open interest changed by 18 which increased total open position to 18


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 193.8, which was 0 lower than the previous day. The implied volatity was 3.27, 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 193.8, which was 0 lower than the previous day. The implied volatity was 3.53, 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 193.8, which was 0 lower than the previous day. The implied volatity was 3.77, 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 193.8, which was 0 lower than the previous day. The implied volatity was 4.14, 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 193.8, which was 0 lower than the previous day. The implied volatity was 3.64, 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 193.8, which was 0 lower than the previous day. The implied volatity was 3.10, 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 193.8, which was 0 lower than the previous day. The implied volatity was 3.44, 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 193.8, which was 0 lower than the previous day. The implied volatity was 3.06, 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 193.8, which was 0 lower than the previous day. The implied volatity was 2.95, 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 193.8, which was 0 lower than the previous day. The implied volatity was 2.89, the open interest changed by 0 which decreased total open position to 0