[--[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 23-DEC-2025 26000 CE
Delta: 0.64
Vega: 16.89
Theta: -10.52
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 26046.95 212 58.3 7.82 1,28,737 1,964 19,514
11 Dec 25898.55 155.05 38.35 8.80 1,03,059 467 17,550
10 Dec 25758.00 115.6 -42.25 9.61 57,468 8,912 17,083
9 Dec 25839.65 156.5 -71.7 9.12 25,831 2,916 8,171
8 Dec 25960.55 217 -168.2 9.34 12,880 1,386 5,255
5 Dec 26186.45 385 76.95 8.35 7,437 37 3,869
4 Dec 26033.75 304.95 12.45 9.34 5,937 1,035 3,832
3 Dec 25986.00 295 -59.3 9.33 5,611 1,973 2,797
2 Dec 26032.20 362 -83.15 9.86 1,103 321 824
1 Dec 26175.75 448.95 -43.1 9.75 308 -9 503
28 Nov 26202.95 496.05 -7.65 9.63 152 -19 512
27 Nov 26215.55 508.95 -0.95 9.31 543 36 531
26 Nov 26205.30 514.9 193.55 9.68 1,479 -298 495
25 Nov 25884.80 311.5 -95.75 - 1,470 476 793
24 Nov 25959.50 389.9 -90.9 10.57 338 110 317
21 Nov 26068.15 475 -94 10.10 299 63 207
20 Nov 26192.15 573.3 102.05 10.09 125 -1 144
19 Nov 26052.65 472.6 -22.85 9.64 392 145 145


For Nifty - strike price 26000 expiring on 23DEC2025

Delta for 26000 CE is 0.64

Historical price for 26000 CE is as follows

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 212, which was 58.3 higher than the previous day. The implied volatity was 7.82, the open interest changed by 1964 which increased total open position to 19514


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 155.05, which was 38.35 higher than the previous day. The implied volatity was 8.80, the open interest changed by 467 which increased total open position to 17550


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 115.6, which was -42.25 lower than the previous day. The implied volatity was 9.61, the open interest changed by 8912 which increased total open position to 17083


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 156.5, which was -71.7 lower than the previous day. The implied volatity was 9.12, the open interest changed by 2916 which increased total open position to 8171


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 217, which was -168.2 lower than the previous day. The implied volatity was 9.34, the open interest changed by 1386 which increased total open position to 5255


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 385, which was 76.95 higher than the previous day. The implied volatity was 8.35, the open interest changed by 37 which increased total open position to 3869


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 304.95, which was 12.45 higher than the previous day. The implied volatity was 9.34, the open interest changed by 1035 which increased total open position to 3832


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 295, which was -59.3 lower than the previous day. The implied volatity was 9.33, the open interest changed by 1973 which increased total open position to 2797


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 362, which was -83.15 lower than the previous day. The implied volatity was 9.86, the open interest changed by 321 which increased total open position to 824


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 448.95, which was -43.1 lower than the previous day. The implied volatity was 9.75, the open interest changed by -9 which decreased total open position to 503


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 496.05, which was -7.65 lower than the previous day. The implied volatity was 9.63, the open interest changed by -19 which decreased total open position to 512


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 508.95, which was -0.95 lower than the previous day. The implied volatity was 9.31, the open interest changed by 36 which increased total open position to 531


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 514.9, which was 193.55 higher than the previous day. The implied volatity was 9.68, the open interest changed by -298 which decreased total open position to 495


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 311.5, which was -95.75 lower than the previous day. The implied volatity was -, the open interest changed by 476 which increased total open position to 793


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 389.9, which was -90.9 lower than the previous day. The implied volatity was 10.57, the open interest changed by 110 which increased total open position to 317


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 475, which was -94 lower than the previous day. The implied volatity was 10.10, the open interest changed by 63 which increased total open position to 207


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 573.3, which was 102.05 higher than the previous day. The implied volatity was 10.09, the open interest changed by -1 which decreased total open position to 144


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 472.6, which was -22.85 lower than the previous day. The implied volatity was 9.64, the open interest changed by 145 which increased total open position to 145


NIFTY 23DEC2025 26000 PE
Delta: -0.37
Vega: 17.12
Theta: -4.14
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 26046.95 103.25 -74.15 8.78 1,26,408 12,338 21,334
11 Dec 25898.55 175.85 -107.85 8.84 41,612 1,111 8,996
10 Dec 25758.00 287.25 53.5 9.93 28,984 2,471 7,885
9 Dec 25839.65 231.9 41.4 9.95 18,620 550 5,414
8 Dec 25960.55 192.4 99.5 10.13 20,316 -1,340 4,864
5 Dec 26186.45 92.05 -60.8 9.18 12,210 3,282 6,204
4 Dec 26033.75 153 -34.45 9.35 5,853 521 2,922
3 Dec 25986.00 181.4 11.5 9.90 5,300 1,158 2,401
2 Dec 26032.20 163.4 21 10.21 2,248 68 1,243
1 Dec 26175.75 141 6.15 10.83 1,519 94 1,175
28 Nov 26202.95 131.6 -10.55 10.40 1,042 -56 1,081
27 Nov 26215.55 141.3 -22.6 10.88 1,565 283 1,137
26 Nov 26205.30 159 -124 11.28 1,596 372 854
25 Nov 25884.80 282 20.6 - 1,701 -240 482
24 Nov 25959.50 270.2 31.6 11.73 859 -5 722
21 Nov 26068.15 241 55.8 12.01 1,384 221 727
20 Nov 26192.15 181.35 -65.15 11.43 656 301 506
19 Nov 26052.65 243.9 -189.85 11.80 648 205 205


For Nifty - strike price 26000 expiring on 23DEC2025

Delta for 26000 PE is -0.37

Historical price for 26000 PE is as follows

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 103.25, which was -74.15 lower than the previous day. The implied volatity was 8.78, the open interest changed by 12338 which increased total open position to 21334


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 175.85, which was -107.85 lower than the previous day. The implied volatity was 8.84, the open interest changed by 1111 which increased total open position to 8996


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 287.25, which was 53.5 higher than the previous day. The implied volatity was 9.93, the open interest changed by 2471 which increased total open position to 7885


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 231.9, which was 41.4 higher than the previous day. The implied volatity was 9.95, the open interest changed by 550 which increased total open position to 5414


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 192.4, which was 99.5 higher than the previous day. The implied volatity was 10.13, the open interest changed by -1340 which decreased total open position to 4864


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 92.05, which was -60.8 lower than the previous day. The implied volatity was 9.18, the open interest changed by 3282 which increased total open position to 6204


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 153, which was -34.45 lower than the previous day. The implied volatity was 9.35, the open interest changed by 521 which increased total open position to 2922


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 181.4, which was 11.5 higher than the previous day. The implied volatity was 9.90, the open interest changed by 1158 which increased total open position to 2401


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 163.4, which was 21 higher than the previous day. The implied volatity was 10.21, the open interest changed by 68 which increased total open position to 1243


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 141, which was 6.15 higher than the previous day. The implied volatity was 10.83, the open interest changed by 94 which increased total open position to 1175


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 131.6, which was -10.55 lower than the previous day. The implied volatity was 10.40, the open interest changed by -56 which decreased total open position to 1081


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 141.3, which was -22.6 lower than the previous day. The implied volatity was 10.88, the open interest changed by 283 which increased total open position to 1137


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 159, which was -124 lower than the previous day. The implied volatity was 11.28, the open interest changed by 372 which increased total open position to 854


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 282, which was 20.6 higher than the previous day. The implied volatity was -, the open interest changed by -240 which decreased total open position to 482


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 270.2, which was 31.6 higher than the previous day. The implied volatity was 11.73, the open interest changed by -5 which decreased total open position to 722


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 241, which was 55.8 higher than the previous day. The implied volatity was 12.01, the open interest changed by 221 which increased total open position to 727


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 181.35, which was -65.15 lower than the previous day. The implied volatity was 11.43, the open interest changed by 301 which increased total open position to 506


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 243.9, which was -189.85 lower than the previous day. The implied volatity was 11.80, the open interest changed by 205 which increased total open position to 205