NIFTY
Nifty
Historical option data for NIFTY
15 Dec 2025 04:10 PM IST
| NIFTY 30-DEC-2025 26000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 20.25
Theta: -10.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 26027.30 | 250.3 | -32.45 | 8.70 | 1,18,685 | -23,092.667 | 93,811.333 | |||||||||
| 12 Dec | 26046.95 | 284.6 | 61.2 | 8.13 | 1,29,053 | -10,669 | 90,627.333 | |||||||||
| 11 Dec | 25898.55 | 225.25 | 51.8 | 8.92 | 1,53,324 | -10,223.667 | 1,03,841.667 | |||||||||
| 10 Dec | 25758.00 | 173.35 | -49.55 | 9.41 | 1,39,901 | -17,295 | 1,14,846 | |||||||||
| 9 Dec | 25839.65 | 220 | -73.45 | 9.08 | 1,65,844 | 1,04,531.333 | 1,09,771.333 | |||||||||
| 8 Dec | 25960.55 | 280 | -173.3 | 9.14 | 97,536 | 91,244.333 | 95,077.333 | |||||||||
| 5 Dec | 26186.45 | 454 | 82 | 8.55 | 82,244 | -9,051.333 | 83,086.667 | |||||||||
| 4 Dec | 26033.75 | 371.8 | 19.1 | 9.37 | 79,742 | 74,492 | 92,214 | |||||||||
| 3 Dec | 25986.00 | 353.9 | -62.3 | 9.11 | 82,021 | 94,350 | 95,170 | |||||||||
| 2 Dec | 26032.20 | 423 | -82.45 | 9.64 | 48,195 | 82,515.333 | 83,018.333 | |||||||||
| 1 Dec | 26175.75 | 502 | -45.75 | 8.96 | 25,356 | 76,295.667 | 77,627.667 | |||||||||
| 28 Nov | 26202.95 | 555 | -3.3 | 9.43 | 19,231 | 69,046 | 79,098 | |||||||||
| 27 Nov | 26215.55 | 558.15 | -7.45 | 8.77 | 38,609 | 79,905.333 | 81,219.333 | |||||||||
| 26 Nov | 26205.30 | 570 | 203.05 | 9.37 | 75,254 | 75,898.333 | 86,689.333 | |||||||||
| 25 Nov | 25884.80 | 358.35 | -101.45 | 9.00 | 69,399 | 80,254.667 | 86,302.667 | |||||||||
| 24 Nov | 25959.50 | 437.65 | -91.8 | 10.09 | 40,578 | 5,499.333 | 71,500.667 | |||||||||
| 21 Nov | 26068.15 | 523.05 | -92.8 | 9.62 | 36,351 | -390.667 | 66,218 | |||||||||
| 20 Nov | 26192.15 | 626.95 | 105.7 | 9.80 | 30,263 | -2,558 | 66,951 | |||||||||
| 19 Nov | 26052.65 | 527 | 74.7 | 9.48 | 36,121 | 58,876 | 70,980 | |||||||||
| 18 Nov | 25910.05 | 442 | -71.75 | 9.71 | 24,947 | 68,913 | 69,169 | |||||||||
| 17 Nov | 26013.45 | 514.5 | 41.7 | 9.38 | 32,628 | 66,042.667 | 66,219.667 | |||||||||
| 14 Nov | 25910.05 | 481.3 | 7.1 | 9.52 | 34,704 | 60,774 | 63,264 | |||||||||
| 13 Nov | 25879.15 | 475 | -9.5 | 9.64 | 20,443 | 170 | 59,324.667 | |||||||||
| 12 Nov | 25875.80 | 481 | 75.2 | 9.80 | 20,585 | 57,754.333 | 59,455.333 | |||||||||
| 11 Nov | 25694.95 | 417 | 64.4 | 10.40 | 18,398 | 1,176.333 | 60,829.667 | |||||||||
| 10 Nov | 25574.35 | 353 | 30.25 | 10.25 | 10,052 | 58,618 | 59,663 | |||||||||
| 7 Nov | 25492.30 | 323.65 | -10.6 | 9.74 | 22,141 | 3,799.667 | 59,364.667 | |||||||||
| 6 Nov | 25509.70 | 334.65 | -58.25 | 9.74 | 14,801 | 2,509.333 | 56,772 | |||||||||
| 4 Nov | 25597.65 | 385 | -114.7 | 9.83 | 11,066 | 1,826 | 54,934.667 | |||||||||
| 3 Nov | 25763.35 | 502.65 | -6.45 | 10.05 | 6,913 | 52,968.333 | 53,369.333 | |||||||||
| 31 Oct | 25722.10 | 509 | -76.6 | - | 7,076 | 400 | 52,764 | |||||||||
| 30 Oct | 25877.85 | 588.95 | -127.2 | 9.72 | 8,287 | 1,788.667 | 52,416 | |||||||||
| 29 Oct | 26053.90 | 725.65 | 101.85 | 10.01 | 8,474 | 50,507.333 | 50,639.333 | |||||||||
| 28 Oct | 25936.20 | 625.5 | -55.25 | 9.09 | 10,509 | 51,714.333 | 51,792.333 | |||||||||
| 27 Oct | 25966.05 | 690 | 135.8 | 10.35 | 8,080 | -780.333 | 51,656 | |||||||||
| 24 Oct | 25795.15 | 555 | -98.6 | 9.25 | 8,836 | 52,408.333 | 52,441.333 | |||||||||
| 23 Oct | 25891.40 | 638.9 | 35.15 | 9.99 | 9,179 | -278.667 | 50,383.333 | |||||||||
| 21 Oct | 25868.60 | 579.45 | -28.45 | 8.90 | 2,139 | 179.667 | 50,655 | |||||||||
| 20 Oct | 25843.15 | 616.95 | 70.9 | 9.36 | 11,423 | -119.667 | 50,633.333 | |||||||||
| 17 Oct | 25709.85 | 542 | 81.7 | 9.22 | 14,779 | -1,398 | 51,326 | |||||||||
| 16 Oct | 25585.30 | 452 | 114.8 | 8.72 | 13,004 | -2,493.333 | 52,729.667 | |||||||||
| 15 Oct | 25323.55 | 343 | 67.9 | - | 10,609 | -426 | 55,228 | |||||||||
| 14 Oct | 25145.50 | 277.45 | -34.8 | 9.15 | 11,320 | 509.333 | 55,740 | |||||||||
| 13 Oct | 25227.35 | 315 | -32.25 | 8.82 | 9,197 | 972 | 55,501.667 | |||||||||
| 10 Oct | 25285.35 | 349 | 56.85 | 8.81 | 11,544 | -884 | 54,542.667 | |||||||||
| 9 Oct | 25181.80 | 295.1 | 48.4 | 8.65 | 6,706 | -554 | 55,439 | |||||||||
| 8 Oct | 25046.15 | 246.15 | -30.65 | 8.60 | 8,110 | 1,121 | 56,779 | |||||||||
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| 7 Oct | 25108.30 | 278.5 | 11.95 | 8.48 | 7,733 | -1,044.667 | 55,708 | |||||||||
| 6 Oct | 25077.65 | 269 | 45.15 | 8.48 | 7,910 | -679.667 | 56,800.667 | |||||||||
| 3 Oct | 24894.25 | 222.9 | -2.2 | 8.58 | 6,597 | 8.333 | 57,502.333 | |||||||||
For Nifty - strike price 26000 expiring on 30DEC2025
Delta for 26000 CE is 0.61
Historical price for 26000 CE is as follows
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 250.3, which was -32.45 lower than the previous day. The implied volatity was 8.70, the open interest changed by -23092.666666666668 which decreased total open position to 93811.33333333333
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 284.6, which was 61.2 higher than the previous day. The implied volatity was 8.13, the open interest changed by -10669 which decreased total open position to 90627.33333333333
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 225.25, which was 51.8 higher than the previous day. The implied volatity was 8.92, the open interest changed by -10223.666666666666 which decreased total open position to 103841.66666666667
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 173.35, which was -49.55 lower than the previous day. The implied volatity was 9.41, the open interest changed by -17295 which decreased total open position to 114846
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 220, which was -73.45 lower than the previous day. The implied volatity was 9.08, the open interest changed by 104531.33333333333 which increased total open position to 109771.33333333333
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 280, which was -173.3 lower than the previous day. The implied volatity was 9.14, the open interest changed by 91244.33333333333 which increased total open position to 95077.33333333333
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 454, which was 82 higher than the previous day. The implied volatity was 8.55, the open interest changed by -9051.333333333334 which decreased total open position to 83086.66666666667
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 371.8, which was 19.1 higher than the previous day. The implied volatity was 9.37, the open interest changed by 74492 which increased total open position to 92214
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 353.9, which was -62.3 lower than the previous day. The implied volatity was 9.11, the open interest changed by 94350 which increased total open position to 95170
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 423, which was -82.45 lower than the previous day. The implied volatity was 9.64, the open interest changed by 82515.33333333333 which increased total open position to 83018.33333333333
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 502, which was -45.75 lower than the previous day. The implied volatity was 8.96, the open interest changed by 76295.66666666667 which increased total open position to 77627.66666666667
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 555, which was -3.3 lower than the previous day. The implied volatity was 9.43, the open interest changed by 69046 which increased total open position to 79098
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 558.15, which was -7.45 lower than the previous day. The implied volatity was 8.77, the open interest changed by 79905.33333333333 which increased total open position to 81219.33333333333
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 570, which was 203.05 higher than the previous day. The implied volatity was 9.37, the open interest changed by 75898.33333333333 which increased total open position to 86689.33333333333
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 358.35, which was -101.45 lower than the previous day. The implied volatity was 9.00, the open interest changed by 80254.66666666667 which increased total open position to 86302.66666666667
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 437.65, which was -91.8 lower than the previous day. The implied volatity was 10.09, the open interest changed by 5499.333333333333 which increased total open position to 71500.66666666667
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 523.05, which was -92.8 lower than the previous day. The implied volatity was 9.62, the open interest changed by -390.6666666666667 which decreased total open position to 66218
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 626.95, which was 105.7 higher than the previous day. The implied volatity was 9.80, the open interest changed by -2558 which decreased total open position to 66951
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 527, which was 74.7 higher than the previous day. The implied volatity was 9.48, the open interest changed by 58876 which increased total open position to 70980
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 442, which was -71.75 lower than the previous day. The implied volatity was 9.71, the open interest changed by 68913 which increased total open position to 69169
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 514.5, which was 41.7 higher than the previous day. The implied volatity was 9.38, the open interest changed by 66042.66666666667 which increased total open position to 66219.66666666667
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 481.3, which was 7.1 higher than the previous day. The implied volatity was 9.52, the open interest changed by 60774 which increased total open position to 63264
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 475, which was -9.5 lower than the previous day. The implied volatity was 9.64, the open interest changed by 170 which increased total open position to 59324.666666666664
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 481, which was 75.2 higher than the previous day. The implied volatity was 9.80, the open interest changed by 57754.333333333336 which increased total open position to 59455.333333333336
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 417, which was 64.4 higher than the previous day. The implied volatity was 10.40, the open interest changed by 1176.3333333333333 which increased total open position to 60829.666666666664
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 353, which was 30.25 higher than the previous day. The implied volatity was 10.25, the open interest changed by 58618 which increased total open position to 59663
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 323.65, which was -10.6 lower than the previous day. The implied volatity was 9.74, the open interest changed by 3799.6666666666665 which increased total open position to 59364.666666666664
On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 334.65, which was -58.25 lower than the previous day. The implied volatity was 9.74, the open interest changed by 2509.3333333333335 which increased total open position to 56772
On 4 Nov NIFTY was trading at 25597.65. The strike last trading price was 385, which was -114.7 lower than the previous day. The implied volatity was 9.83, the open interest changed by 1826 which increased total open position to 54934.666666666664
On 3 Nov NIFTY was trading at 25763.35. The strike last trading price was 502.65, which was -6.45 lower than the previous day. The implied volatity was 10.05, the open interest changed by 52968.333333333336 which increased total open position to 53369.333333333336
On 31 Oct NIFTY was trading at 25722.10. The strike last trading price was 509, which was -76.6 lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 52764
On 30 Oct NIFTY was trading at 25877.85. The strike last trading price was 588.95, which was -127.2 lower than the previous day. The implied volatity was 9.72, the open interest changed by 1788.6666666666667 which increased total open position to 52416
On 29 Oct NIFTY was trading at 26053.90. The strike last trading price was 725.65, which was 101.85 higher than the previous day. The implied volatity was 10.01, the open interest changed by 50507.333333333336 which increased total open position to 50639.333333333336
On 28 Oct NIFTY was trading at 25936.20. The strike last trading price was 625.5, which was -55.25 lower than the previous day. The implied volatity was 9.09, the open interest changed by 51714.333333333336 which increased total open position to 51792.333333333336
On 27 Oct NIFTY was trading at 25966.05. The strike last trading price was 690, which was 135.8 higher than the previous day. The implied volatity was 10.35, the open interest changed by -780.3333333333334 which decreased total open position to 51656
On 24 Oct NIFTY was trading at 25795.15. The strike last trading price was 555, which was -98.6 lower than the previous day. The implied volatity was 9.25, the open interest changed by 52408.333333333336 which increased total open position to 52441.333333333336
On 23 Oct NIFTY was trading at 25891.40. The strike last trading price was 638.9, which was 35.15 higher than the previous day. The implied volatity was 9.99, the open interest changed by -278.6666666666667 which decreased total open position to 50383.333333333336
On 21 Oct NIFTY was trading at 25868.60. The strike last trading price was 579.45, which was -28.45 lower than the previous day. The implied volatity was 8.90, the open interest changed by 179.66666666666666 which increased total open position to 50655
On 20 Oct NIFTY was trading at 25843.15. The strike last trading price was 616.95, which was 70.9 higher than the previous day. The implied volatity was 9.36, the open interest changed by -119.66666666666667 which decreased total open position to 50633.333333333336
On 17 Oct NIFTY was trading at 25709.85. The strike last trading price was 542, which was 81.7 higher than the previous day. The implied volatity was 9.22, the open interest changed by -1398 which decreased total open position to 51326
On 16 Oct NIFTY was trading at 25585.30. The strike last trading price was 452, which was 114.8 higher than the previous day. The implied volatity was 8.72, the open interest changed by -2493.3333333333335 which decreased total open position to 52729.666666666664
On 15 Oct NIFTY was trading at 25323.55. The strike last trading price was 343, which was 67.9 higher than the previous day. The implied volatity was -, the open interest changed by -426 which decreased total open position to 55228
On 14 Oct NIFTY was trading at 25145.50. The strike last trading price was 277.45, which was -34.8 lower than the previous day. The implied volatity was 9.15, the open interest changed by 509.3333333333333 which increased total open position to 55740
On 13 Oct NIFTY was trading at 25227.35. The strike last trading price was 315, which was -32.25 lower than the previous day. The implied volatity was 8.82, the open interest changed by 972 which increased total open position to 55501.666666666664
On 10 Oct NIFTY was trading at 25285.35. The strike last trading price was 349, which was 56.85 higher than the previous day. The implied volatity was 8.81, the open interest changed by -884 which decreased total open position to 54542.666666666664
On 9 Oct NIFTY was trading at 25181.80. The strike last trading price was 295.1, which was 48.4 higher than the previous day. The implied volatity was 8.65, the open interest changed by -554 which decreased total open position to 55439
On 8 Oct NIFTY was trading at 25046.15. The strike last trading price was 246.15, which was -30.65 lower than the previous day. The implied volatity was 8.60, the open interest changed by 1121 which increased total open position to 56779
On 7 Oct NIFTY was trading at 25108.30. The strike last trading price was 278.5, which was 11.95 higher than the previous day. The implied volatity was 8.48, the open interest changed by -1044.6666666666667 which decreased total open position to 55708
On 6 Oct NIFTY was trading at 25077.65. The strike last trading price was 269, which was 45.15 higher than the previous day. The implied volatity was 8.48, the open interest changed by -679.6666666666666 which decreased total open position to 56800.666666666664
On 3 Oct NIFTY was trading at 24894.25. The strike last trading price was 222.9, which was -2.2 lower than the previous day. The implied volatity was 8.58, the open interest changed by 8.333333333333334 which increased total open position to 57502.333333333336
| NIFTY 30DEC2025 26000 PE | |||||||
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Delta: -0.40
Vega: 20.37
Theta: -3.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 26027.30 | 142.5 | 7.25 | 9.38 | 1,48,337 | 4,470.333 | 1,01,334 |
| 12 Dec | 26046.95 | 133.15 | -74.65 | 9.02 | 1,51,076 | 7,643.333 | 97,982.667 |
| 11 Dec | 25898.55 | 206.8 | -93.9 | 9.39 | 96,408 | -3,287.667 | 92,792.333 |
| 10 Dec | 25758.00 | 305 | 48.75 | 10.09 | 86,359 | 63,985 | 96,440 |
| 9 Dec | 25839.65 | 256.05 | 37.9 | 10.17 | 1,13,150 | 93,999.667 | 98,849.667 |
| 8 Dec | 25960.55 | 220.1 | 99.25 | 10.37 | 1,28,398 | 231.333 | 1,00,801.667 |
| 5 Dec | 26186.45 | 119 | -62.95 | 9.57 | 1,37,209 | -275 | 1,01,714.333 |
| 4 Dec | 26033.75 | 182 | -31.2 | 9.82 | 86,096 | 370.333 | 1,02,598.333 |
| 3 Dec | 25986.00 | 210.65 | 13.85 | 10.34 | 90,040 | 1,03,695 | 1,04,941 |
| 2 Dec | 26032.20 | 191 | 22.75 | 10.53 | 99,455 | 1,01,074 | 1,02,230 |
| 1 Dec | 26175.75 | 167.5 | 8.4 | 11.16 | 75,850 | 94,091 | 98,239 |
| 28 Nov | 26202.95 | 155.8 | -10.4 | 10.66 | 51,184 | -1,09,183.667 | 95,673.333 |
| 27 Nov | 26215.55 | 163 | -22.25 | 11.01 | 90,351 | -1,26,931 | 98,025 |
| 26 Nov | 26205.30 | 182 | -125.4 | 11.43 | 1,05,932 | 96,985.333 | 1,05,285.333 |
| 25 Nov | 25884.80 | 300.6 | 20.1 | - | 87,218 | 90,752 | 96,130 |
| 24 Nov | 25959.50 | 291.45 | 31.05 | 11.86 | 70,603 | 917 | 85,740.333 |
| 21 Nov | 26068.15 | 261 | 58.85 | 12.09 | 61,274 | 84,758.333 | 86,297.333 |
| 20 Nov | 26192.15 | 198.35 | -62.4 | 11.46 | 56,970 | 63,558.333 | 82,814.333 |
| 19 Nov | 26052.65 | 258.95 | -50.3 | 11.77 | 39,419 | 71,871.333 | 72,540.333 |
| 18 Nov | 25910.05 | 316 | 49.55 | 11.56 | 31,043 | 1,702.333 | 67,895.667 |
| 17 Nov | 26013.45 | 265.05 | -60.15 | 11.41 | 34,834 | 67,852.333 | 68,258.333 |
| 14 Nov | 25910.05 | 316 | -13.15 | 11.65 | 27,539 | 61,436 | 61,824 |
| 13 Nov | 25879.15 | 325.2 | 11.4 | 11.52 | 27,766 | 59,770.333 | 60,092.333 |
| 12 Nov | 25875.80 | 316.5 | -86.75 | 11.10 | 23,156 | 56,659.667 | 57,065.667 |
| 11 Nov | 25694.95 | 397 | -65.3 | 11.26 | 9,283 | 53,062.333 | 53,342.333 |
| 10 Nov | 25574.35 | 462.8 | -72.1 | 11.28 | 6,388 | 53,358 | 53,668 |
| 7 Nov | 25492.30 | 522.05 | 4.4 | 11.89 | 12,854 | 54,237.333 | 54,237.333 |
| 6 Nov | 25509.70 | 511 | 22.45 | 11.72 | 10,395 | 987.333 | 54,581.667 |
| 4 Nov | 25597.65 | 498 | 89.95 | 12.25 | 7,821 | -254.667 | 53,825.333 |
| 3 Nov | 25763.35 | 406.4 | -1.75 | 12.12 | 7,714 | -233 | 54,317 |
| 31 Oct | 25722.10 | 409 | 47 | - | 10,140 | -105 | 54,550 |
| 30 Oct | 25877.85 | 354.9 | 56.65 | 11.91 | 11,730 | 1,617.333 | 54,754 |
| 29 Oct | 26053.90 | 295.4 | -59.7 | 12.03 | 11,768 | 52,929.667 | 53,143.667 |
| 28 Oct | 25936.20 | 354.2 | 22.5 | 12.50 | 10,743 | 734.333 | 52,474 |
| 27 Oct | 25966.05 | 325.35 | -94.8 | 11.86 | 9,173 | 51,754.667 | 51,793.667 |
| 24 Oct | 25795.15 | 417 | 53.35 | 12.35 | 13,009 | 165.333 | 51,897.333 |
| 23 Oct | 25891.40 | 376.7 | -16.75 | 12.06 | 23,493 | 51,738 | 51,738 |
| 21 Oct | 25868.60 | 405 | 10.2 | 12.27 | 2,510 | 325 | 50,531.667 |
| 20 Oct | 25843.15 | 390.85 | -94.5 | 12.08 | 13,962 | 2,205.667 | 50,264.667 |
| 17 Oct | 25709.85 | 492 | -12.6 | 12.94 | 11,756 | 1,225.667 | 48,551 |
| 16 Oct | 25585.30 | 508 | -102.9 | 12.20 | 9,489 | 1,108.667 | 47,357.333 |
| 15 Oct | 25323.55 | 605 | -150.2 | - | 4,253 | 526.667 | 46,246.667 |
| 14 Oct | 25145.50 | 765 | 77.45 | 12.57 | 4,241 | -230.333 | 45,733 |
| 13 Oct | 25227.35 | 677.95 | 50.15 | 12.10 | 3,837 | 450 | 45,974.333 |
| 10 Oct | 25285.35 | 635 | -79.5 | 11.75 | 4,516 | 183.333 | 45,535.333 |
| 9 Oct | 25181.80 | 713.25 | -103.6 | 11.96 | 6,361 | -1 | 45,349.333 |
| 8 Oct | 25046.15 | 823.45 | 82.8 | 12.67 | 1,424 | -28.667 | 45,346.333 |
| 7 Oct | 25108.30 | 738.85 | -33.85 | 11.97 | 2,155 | 397 | 45,378 |
| 6 Oct | 25077.65 | 775.2 | -128.05 | 12.28 | 2,186 | 128.667 | 44,997 |
| 3 Oct | 24894.25 | 901.1 | -43.8 | 12.75 | 1,489 | 244.333 | 44,893.333 |
For Nifty - strike price 26000 expiring on 30DEC2025
Delta for 26000 PE is -0.40
Historical price for 26000 PE is as follows
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 142.5, which was 7.25 higher than the previous day. The implied volatity was 9.38, the open interest changed by 4470.333333333333 which increased total open position to 101334
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 133.15, which was -74.65 lower than the previous day. The implied volatity was 9.02, the open interest changed by 7643.333333333333 which increased total open position to 97982.66666666667
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 206.8, which was -93.9 lower than the previous day. The implied volatity was 9.39, the open interest changed by -3287.6666666666665 which decreased total open position to 92792.33333333333
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 305, which was 48.75 higher than the previous day. The implied volatity was 10.09, the open interest changed by 63985 which increased total open position to 96440
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 256.05, which was 37.9 higher than the previous day. The implied volatity was 10.17, the open interest changed by 93999.66666666667 which increased total open position to 98849.66666666667
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 220.1, which was 99.25 higher than the previous day. The implied volatity was 10.37, the open interest changed by 231.33333333333334 which increased total open position to 100801.66666666667
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 119, which was -62.95 lower than the previous day. The implied volatity was 9.57, the open interest changed by -275 which decreased total open position to 101714.33333333333
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 182, which was -31.2 lower than the previous day. The implied volatity was 9.82, the open interest changed by 370.3333333333333 which increased total open position to 102598.33333333333
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 210.65, which was 13.85 higher than the previous day. The implied volatity was 10.34, the open interest changed by 103695 which increased total open position to 104941
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 191, which was 22.75 higher than the previous day. The implied volatity was 10.53, the open interest changed by 101074 which increased total open position to 102230
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 167.5, which was 8.4 higher than the previous day. The implied volatity was 11.16, the open interest changed by 94091 which increased total open position to 98239
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 155.8, which was -10.4 lower than the previous day. The implied volatity was 10.66, the open interest changed by -109183.66666666667 which decreased total open position to 95673.33333333333
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 163, which was -22.25 lower than the previous day. The implied volatity was 11.01, the open interest changed by -126931 which decreased total open position to 98025
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 182, which was -125.4 lower than the previous day. The implied volatity was 11.43, the open interest changed by 96985.33333333333 which increased total open position to 105285.33333333333
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 300.6, which was 20.1 higher than the previous day. The implied volatity was -, the open interest changed by 90752 which increased total open position to 96130
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 291.45, which was 31.05 higher than the previous day. The implied volatity was 11.86, the open interest changed by 917 which increased total open position to 85740.33333333333
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 261, which was 58.85 higher than the previous day. The implied volatity was 12.09, the open interest changed by 84758.33333333333 which increased total open position to 86297.33333333333
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 198.35, which was -62.4 lower than the previous day. The implied volatity was 11.46, the open interest changed by 63558.333333333336 which increased total open position to 82814.33333333333
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 258.95, which was -50.3 lower than the previous day. The implied volatity was 11.77, the open interest changed by 71871.33333333333 which increased total open position to 72540.33333333333
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 316, which was 49.55 higher than the previous day. The implied volatity was 11.56, the open interest changed by 1702.3333333333333 which increased total open position to 67895.66666666667
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 265.05, which was -60.15 lower than the previous day. The implied volatity was 11.41, the open interest changed by 67852.33333333333 which increased total open position to 68258.33333333333
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 316, which was -13.15 lower than the previous day. The implied volatity was 11.65, the open interest changed by 61436 which increased total open position to 61824
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 325.2, which was 11.4 higher than the previous day. The implied volatity was 11.52, the open interest changed by 59770.333333333336 which increased total open position to 60092.333333333336
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 316.5, which was -86.75 lower than the previous day. The implied volatity was 11.10, the open interest changed by 56659.666666666664 which increased total open position to 57065.666666666664
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 397, which was -65.3 lower than the previous day. The implied volatity was 11.26, the open interest changed by 53062.333333333336 which increased total open position to 53342.333333333336
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 462.8, which was -72.1 lower than the previous day. The implied volatity was 11.28, the open interest changed by 53358 which increased total open position to 53668
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 522.05, which was 4.4 higher than the previous day. The implied volatity was 11.89, the open interest changed by 54237.333333333336 which increased total open position to 54237.333333333336
On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 511, which was 22.45 higher than the previous day. The implied volatity was 11.72, the open interest changed by 987.3333333333334 which increased total open position to 54581.666666666664
On 4 Nov NIFTY was trading at 25597.65. The strike last trading price was 498, which was 89.95 higher than the previous day. The implied volatity was 12.25, the open interest changed by -254.66666666666666 which decreased total open position to 53825.333333333336
On 3 Nov NIFTY was trading at 25763.35. The strike last trading price was 406.4, which was -1.75 lower than the previous day. The implied volatity was 12.12, the open interest changed by -233 which decreased total open position to 54317
On 31 Oct NIFTY was trading at 25722.10. The strike last trading price was 409, which was 47 higher than the previous day. The implied volatity was -, the open interest changed by -105 which decreased total open position to 54550
On 30 Oct NIFTY was trading at 25877.85. The strike last trading price was 354.9, which was 56.65 higher than the previous day. The implied volatity was 11.91, the open interest changed by 1617.3333333333333 which increased total open position to 54754
On 29 Oct NIFTY was trading at 26053.90. The strike last trading price was 295.4, which was -59.7 lower than the previous day. The implied volatity was 12.03, the open interest changed by 52929.666666666664 which increased total open position to 53143.666666666664
On 28 Oct NIFTY was trading at 25936.20. The strike last trading price was 354.2, which was 22.5 higher than the previous day. The implied volatity was 12.50, the open interest changed by 734.3333333333334 which increased total open position to 52474
On 27 Oct NIFTY was trading at 25966.05. The strike last trading price was 325.35, which was -94.8 lower than the previous day. The implied volatity was 11.86, the open interest changed by 51754.666666666664 which increased total open position to 51793.666666666664
On 24 Oct NIFTY was trading at 25795.15. The strike last trading price was 417, which was 53.35 higher than the previous day. The implied volatity was 12.35, the open interest changed by 165.33333333333334 which increased total open position to 51897.333333333336
On 23 Oct NIFTY was trading at 25891.40. The strike last trading price was 376.7, which was -16.75 lower than the previous day. The implied volatity was 12.06, the open interest changed by 51738 which increased total open position to 51738
On 21 Oct NIFTY was trading at 25868.60. The strike last trading price was 405, which was 10.2 higher than the previous day. The implied volatity was 12.27, the open interest changed by 325 which increased total open position to 50531.666666666664
On 20 Oct NIFTY was trading at 25843.15. The strike last trading price was 390.85, which was -94.5 lower than the previous day. The implied volatity was 12.08, the open interest changed by 2205.6666666666665 which increased total open position to 50264.666666666664
On 17 Oct NIFTY was trading at 25709.85. The strike last trading price was 492, which was -12.6 lower than the previous day. The implied volatity was 12.94, the open interest changed by 1225.6666666666667 which increased total open position to 48551
On 16 Oct NIFTY was trading at 25585.30. The strike last trading price was 508, which was -102.9 lower than the previous day. The implied volatity was 12.20, the open interest changed by 1108.6666666666667 which increased total open position to 47357.333333333336
On 15 Oct NIFTY was trading at 25323.55. The strike last trading price was 605, which was -150.2 lower than the previous day. The implied volatity was -, the open interest changed by 526.6666666666666 which increased total open position to 46246.666666666664
On 14 Oct NIFTY was trading at 25145.50. The strike last trading price was 765, which was 77.45 higher than the previous day. The implied volatity was 12.57, the open interest changed by -230.33333333333334 which decreased total open position to 45733
On 13 Oct NIFTY was trading at 25227.35. The strike last trading price was 677.95, which was 50.15 higher than the previous day. The implied volatity was 12.10, the open interest changed by 450 which increased total open position to 45974.333333333336
On 10 Oct NIFTY was trading at 25285.35. The strike last trading price was 635, which was -79.5 lower than the previous day. The implied volatity was 11.75, the open interest changed by 183.33333333333334 which increased total open position to 45535.333333333336
On 9 Oct NIFTY was trading at 25181.80. The strike last trading price was 713.25, which was -103.6 lower than the previous day. The implied volatity was 11.96, the open interest changed by -1 which decreased total open position to 45349.333333333336
On 8 Oct NIFTY was trading at 25046.15. The strike last trading price was 823.45, which was 82.8 higher than the previous day. The implied volatity was 12.67, the open interest changed by -28.666666666666668 which decreased total open position to 45346.333333333336
On 7 Oct NIFTY was trading at 25108.30. The strike last trading price was 738.85, which was -33.85 lower than the previous day. The implied volatity was 11.97, the open interest changed by 397 which increased total open position to 45378
On 6 Oct NIFTY was trading at 25077.65. The strike last trading price was 775.2, which was -128.05 lower than the previous day. The implied volatity was 12.28, the open interest changed by 128.66666666666666 which increased total open position to 44997
On 3 Oct NIFTY was trading at 24894.25. The strike last trading price was 901.1, which was -43.8 lower than the previous day. The implied volatity was 12.75, the open interest changed by 244.33333333333334 which increased total open position to 44893.333333333336































































































































































































































