NIFTY

Nifty

26027.3 -19.65 (-0.08%)

L: 25904.75 H: 26047.15

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Historical option data for NIFTY
15 Dec 2025 04:10 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

NIFTY 30-DEC-2025 26000 CE
Delta: 0.61 Vega: 20.25 Theta: -10.15 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
15 Dec	26027.30	250.3 ₹ 18,772.5	-32.45 -2433.75	8.70	1,18,685 89,01,375	-23,092.667 -17,31,950	93,811.333 70,35,850
12 Dec	26046.95	284.6 ₹ 21,345	61.2 4590.00	8.13	1,29,053 96,78,975	-10,669 -8,00,175	90,627.333 67,97,050
11 Dec	25898.55	225.25 ₹ 16,893.75	51.8 3885.00	8.92	1,53,324 1,14,99,300	-10,223.667 -7,66,775	1,03,841.667 77,88,125
10 Dec	25758.00	173.35 ₹ 13,001.25	-49.55 -3716.25	9.41	1,39,901 1,04,92,575	-17,295 -12,97,125	1,14,846 86,13,450
9 Dec	25839.65	220 ₹ 16,500	-73.45 -5508.75	9.08	1,65,844 1,24,38,300	1,04,531.333 78,39,850	1,09,771.333 82,32,850
8 Dec	25960.55	280 ₹ 21,000	-173.3 -12997.50	9.14	97,536 73,15,200	91,244.333 68,43,325	95,077.333 71,30,800
5 Dec	26186.45	454 ₹ 34,050	82 6150.00	8.55	82,244 61,68,300	-9,051.333 -6,78,850	83,086.667 62,31,500
4 Dec	26033.75	371.8 ₹ 27,885	19.1 1432.50	9.37	79,742 59,80,650	74,492 55,86,900	92,214 69,16,050
3 Dec	25986.00	353.9 ₹ 26,542.5	-62.3 -4672.50	9.11	82,021 61,51,575	94,350 70,76,250	95,170 71,37,750
2 Dec	26032.20	423 ₹ 31,725	-82.45 -6183.75	9.64	48,195 36,14,625	82,515.333 61,88,650	83,018.333 62,26,375
1 Dec	26175.75	502 ₹ 37,650	-45.75 -3431.25	8.96	25,356 19,01,700	76,295.667 57,22,175	77,627.667 58,22,075
28 Nov	26202.95	555 ₹ 41,625	-3.3 -247.50	9.43	19,231 14,42,325	69,046 51,78,450	79,098 59,32,350
27 Nov	26215.55	558.15 ₹ 41,861.25	-7.45 -558.75	8.77	38,609 28,95,675	79,905.333 59,92,900	81,219.333 60,91,450
26 Nov	26205.30	570 ₹ 42,750	203.05 15228.75	9.37	75,254 56,44,050	75,898.333 56,92,375	86,689.333 65,01,700
25 Nov	25884.80	358.35 ₹ 26,876.25	-101.45 -7608.75	9.00	69,399 52,04,925	80,254.667 60,19,100	86,302.667 64,72,700
24 Nov	25959.50	437.65 ₹ 32,823.75	-91.8 -6885.00	10.09	40,578 30,43,350	5,499.333 4,12,450	71,500.667 53,62,550
21 Nov	26068.15	523.05 ₹ 39,228.75	-92.8 -6960.00	9.62	36,351 27,26,325	-390.667 -29,300	66,218 49,66,350
20 Nov	26192.15	626.95 ₹ 47,021.25	105.7 7927.50	9.80	30,263 22,69,725	-2,558 -1,91,850	66,951 50,21,325
19 Nov	26052.65	527 ₹ 39,525	74.7 5602.50	9.48	36,121 27,09,075	58,876 44,15,700	70,980 53,23,500
18 Nov	25910.05	442 ₹ 33,150	-71.75 -5381.25	9.71	24,947 18,71,025	68,913 51,68,475	69,169 51,87,675

17 Nov	26013.45	514.5 ₹ 38,587.5	41.7 3127.50	9.38	32,628 24,47,100	66,042.667 49,53,200	66,219.667 49,66,475
14 Nov	25910.05	481.3 ₹ 36,097.5	7.1 532.50	9.52	34,704 26,02,800	60,774 45,58,050	63,264 47,44,800
13 Nov	25879.15	475 ₹ 35,625	-9.5 -712.50	9.64	20,443 15,33,225	170 12,750	59,324.667 44,49,350
12 Nov	25875.80	481 ₹ 36,075	75.2 5640.00	9.80	20,585 15,43,875	57,754.333 43,31,575	59,455.333 44,59,150
11 Nov	25694.95	417 ₹ 31,275	64.4 4830.00	10.40	18,398 13,79,850	1,176.333 88,225	60,829.667 45,62,225
10 Nov	25574.35	353 ₹ 26,475	30.25 2268.75	10.25	10,052 7,53,900	58,618 43,96,350	59,663 44,74,725
7 Nov	25492.30	323.65 ₹ 24,273.75	-10.6 -795.00	9.74	22,141 16,60,575	3,799.667 2,84,975	59,364.667 44,52,350
6 Nov	25509.70	334.65 ₹ 25,098.75	-58.25 -4368.75	9.74	14,801 11,10,075	2,509.333 1,88,200	56,772 42,57,900
4 Nov	25597.65	385 ₹ 28,875	-114.7 -8602.50	9.83	11,066 8,29,950	1,826 1,36,950	54,934.667 41,20,100
3 Nov	25763.35	502.65 ₹ 37,698.75	-6.45 -483.75	10.05	6,913 5,18,475	52,968.333 39,72,625	53,369.333 40,02,700
31 Oct	25722.10	509 ₹ 38,175	-76.6 -5745.00	-	7,076 5,30,700	400 30,000	52,764 39,57,300
30 Oct	25877.85	588.95 ₹ 44,171.25	-127.2 -9540.00	9.72	8,287 6,21,525	1,788.667 1,34,150	52,416 39,31,200
29 Oct	26053.90	725.65 ₹ 54,423.75	101.85 7638.75	10.01	8,474 6,35,550	50,507.333 37,88,050	50,639.333 37,97,950
28 Oct	25936.20	625.5 ₹ 46,912.5	-55.25 -4143.75	9.09	10,509 7,88,175	51,714.333 38,78,575	51,792.333 38,84,425
27 Oct	25966.05	690 ₹ 51,750	135.8 10185.00	10.35	8,080 6,06,000	-780.333 -58,525	51,656 38,74,200
24 Oct	25795.15	555 ₹ 41,625	-98.6 -7395.00	9.25	8,836 6,62,700	52,408.333 39,30,625	52,441.333 39,33,100
23 Oct	25891.40	638.9 ₹ 47,917.5	35.15 2636.25	9.99	9,179 6,88,425	-278.667 -20,900	50,383.333 37,78,750
21 Oct	25868.60	579.45 ₹ 43,458.75	-28.45 -2133.75	8.90	2,139 1,60,425	179.667 13,475	50,655 37,99,125
20 Oct	25843.15	616.95 ₹ 46,271.25	70.9 5317.50	9.36	11,423 8,56,725	-119.667 -8,975	50,633.333 37,97,500
17 Oct	25709.85	542 ₹ 40,650	81.7 6127.50	9.22	14,779 11,08,425	-1,398 -1,04,850	51,326 38,49,450
16 Oct	25585.30	452 ₹ 33,900	114.8 8610.00	8.72	13,004 9,75,300	-2,493.333 -1,87,000	52,729.667 39,54,725
15 Oct	25323.55	343 ₹ 25,725	67.9 5092.50	-	10,609 7,95,675	-426 -31,950	55,228 41,42,100
14 Oct	25145.50	277.45 ₹ 20,808.75	-34.8 -2610.00	9.15	11,320 8,49,000	509.333 38,200	55,740 41,80,500
13 Oct	25227.35	315 ₹ 23,625	-32.25 -2418.75	8.82	9,197 6,89,775	972 72,900	55,501.667 41,62,625
10 Oct	25285.35	349 ₹ 26,175	56.85 4263.75	8.81	11,544 8,65,800	-884 -66,300	54,542.667 40,90,700
9 Oct	25181.80	295.1 ₹ 22,132.5	48.4 3630.00	8.65	6,706 5,02,950	-554 -41,550	55,439 41,57,925
8 Oct	25046.15	246.15 ₹ 18,461.25	-30.65 -2298.75	8.60	8,110 6,08,250	1,121 84,075	56,779 42,58,425
7 Oct	25108.30	278.5 ₹ 20,887.5	11.95 896.25	8.48	7,733 5,79,975	-1,044.667 -78,350	55,708 41,78,100
6 Oct	25077.65	269 ₹ 20,175	45.15 3386.25	8.48	7,910 5,93,250	-679.667 -50,975	56,800.667 42,60,050
3 Oct	24894.25	222.9 ₹ 16,717.5	-2.2 -165.00	8.58	6,597 4,94,775	8.333 625	57,502.333 43,12,675

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
Delta: -0.40 Vega: 20.37 Theta: -3.48 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
15 Dec	26027.30	142.5 ₹ 10,687.5	7.25 543.75	9.38	1,48,337 1,11,25,275	4,470.333 3,35,275	1,01,334 76,00,050
12 Dec	26046.95	133.15 ₹ 9,986.25	-74.65 -5598.75	9.02	1,51,076 1,13,30,700	7,643.333 5,73,250	97,982.667 73,48,700
11 Dec	25898.55	206.8 ₹ 15,510	-93.9 -7042.50	9.39	96,408 72,30,600	-3,287.667 -2,46,575	92,792.333 69,59,425
10 Dec	25758.00	305 ₹ 22,875	48.75 3656.25	10.09	86,359 64,76,925	63,985 47,98,875	96,440 72,33,000
9 Dec	25839.65	256.05 ₹ 19,203.75	37.9 2842.50	10.17	1,13,150 84,86,250	93,999.667 70,49,975	98,849.667 74,13,725
8 Dec	25960.55	220.1 ₹ 16,507.5	99.25 7443.75	10.37	1,28,398 96,29,850	231.333 17,350	1,00,801.667 75,60,125
5 Dec	26186.45	119 ₹ 8,925	-62.95 -4721.25	9.57	1,37,209 1,02,90,675	-275 -20,625	1,01,714.333 76,28,575
4 Dec	26033.75	182 ₹ 13,650	-31.2 -2340.00	9.82	86,096 64,57,200	370.333 27,775	1,02,598.333 76,94,875
3 Dec	25986.00	210.65 ₹ 15,798.75	13.85 1038.75	10.34	90,040 67,53,000	1,03,695 77,77,125	1,04,941 78,70,575
2 Dec	26032.20	191 ₹ 14,325	22.75 1706.25	10.53	99,455 74,59,125	1,01,074 75,80,550	1,02,230 76,67,250
1 Dec	26175.75	167.5 ₹ 12,562.5	8.4 630.00	11.16	75,850 56,88,750	94,091 70,56,825	98,239 73,67,925
28 Nov	26202.95	155.8 ₹ 11,685	-10.4 -780.00	10.66	51,184 38,38,800	-1,09,183.667 -81,88,775	95,673.333 71,75,500
27 Nov	26215.55	163 ₹ 12,225	-22.25 -1668.75	11.01	90,351 67,76,325	-1,26,931 -95,19,825	98,025 73,51,875
26 Nov	26205.30	182 ₹ 13,650	-125.4 -9405.00	11.43	1,05,932 79,44,900	96,985.333 72,73,900	1,05,285.333 78,96,400
25 Nov	25884.80	300.6 ₹ 22,545	20.1 1507.50	-	87,218 65,41,350	90,752 68,06,400	96,130 72,09,750
24 Nov	25959.50	291.45 ₹ 21,858.75	31.05 2328.75	11.86	70,603 52,95,225	917 68,775	85,740.333 64,30,525
21 Nov	26068.15	261 ₹ 19,575	58.85 4413.75	12.09	61,274 45,95,550	84,758.333 63,56,875	86,297.333 64,72,300
20 Nov	26192.15	198.35 ₹ 14,876.25	-62.4 -4680.00	11.46	56,970 42,72,750	63,558.333 47,66,875	82,814.333 62,11,075
19 Nov	26052.65	258.95 ₹ 19,421.25	-50.3 -3772.50	11.77	39,419 29,56,425	71,871.333 53,90,350	72,540.333 54,40,525
18 Nov	25910.05	316 ₹ 23,700	49.55 3716.25	11.56	31,043 23,28,225	1,702.333 1,27,675	67,895.667 50,92,175
17 Nov	26013.45	265.05 ₹ 19,878.75	-60.15 -4511.25	11.41	34,834 26,12,550	67,852.333 50,88,925	68,258.333 51,19,375
14 Nov	25910.05	316 ₹ 23,700	-13.15 -986.25	11.65	27,539 20,65,425	61,436 46,07,700	61,824 46,36,800
13 Nov	25879.15	325.2 ₹ 24,390	11.4 855.00	11.52	27,766 20,82,450	59,770.333 44,82,775	60,092.333 45,06,925
12 Nov	25875.80	316.5 ₹ 23,737.5	-86.75 -6506.25	11.10	23,156 17,36,700	56,659.667 42,49,475	57,065.667 42,79,925
11 Nov	25694.95	397 ₹ 29,775	-65.3 -4897.50	11.26	9,283 6,96,225	53,062.333 39,79,675	53,342.333 40,00,675
10 Nov	25574.35	462.8 ₹ 34,710	-72.1 -5407.50	11.28	6,388 4,79,100	53,358 40,01,850	53,668 40,25,100
7 Nov	25492.30	522.05 ₹ 39,153.75	4.4 330.00	11.89	12,854 9,64,050	54,237.333 40,67,800	54,237.333 40,67,800
6 Nov	25509.70	511 ₹ 38,325	22.45 1683.75	11.72	10,395 7,79,625	987.333 74,050	54,581.667 40,93,625
4 Nov	25597.65	498 ₹ 37,350	89.95 6746.25	12.25	7,821 5,86,575	-254.667 -19,100	53,825.333 40,36,900
3 Nov	25763.35	406.4 ₹ 30,480	-1.75 -131.25	12.12	7,714 5,78,550	-233 -17,475	54,317 40,73,775
31 Oct	25722.10	409 ₹ 30,675	47 3525.00	-	10,140 7,60,500	-105 -7,875	54,550 40,91,250
30 Oct	25877.85	354.9 ₹ 26,617.5	56.65 4248.75	11.91	11,730 8,79,750	1,617.333 1,21,300	54,754 41,06,550
29 Oct	26053.90	295.4 ₹ 22,155	-59.7 -4477.50	12.03	11,768 8,82,600	52,929.667 39,69,725	53,143.667 39,85,775
28 Oct	25936.20	354.2 ₹ 26,565	22.5 1687.50	12.50	10,743 8,05,725	734.333 55,075	52,474 39,35,550
27 Oct	25966.05	325.35 ₹ 24,401.25	-94.8 -7110.00	11.86	9,173 6,87,975	51,754.667 38,81,600	51,793.667 38,84,525
24 Oct	25795.15	417 ₹ 31,275	53.35 4001.25	12.35	13,009 9,75,675	165.333 12,400	51,897.333 38,92,300
23 Oct	25891.40	376.7 ₹ 28,252.5	-16.75 -1256.25	12.06	23,493 17,61,975	51,738 38,80,350	51,738 38,80,350
21 Oct	25868.60	405 ₹ 30,375	10.2 765.00	12.27	2,510 1,88,250	325 24,375	50,531.667 37,89,875
20 Oct	25843.15	390.85 ₹ 29,313.75	-94.5 -7087.50	12.08	13,962 10,47,150	2,205.667 1,65,425	50,264.667 37,69,850
17 Oct	25709.85	492 ₹ 36,900	-12.6 -945.00	12.94	11,756 8,81,700	1,225.667 91,925	48,551 36,41,325
16 Oct	25585.30	508 ₹ 38,100	-102.9 -7717.50	12.20	9,489 7,11,675	1,108.667 83,150	47,357.333 35,51,800
15 Oct	25323.55	605 ₹ 45,375	-150.2 -11265.00	-	4,253 3,18,975	526.667 39,500	46,246.667 34,68,500
14 Oct	25145.50	765 ₹ 57,375	77.45 5808.75	12.57	4,241 3,18,075	-230.333 -17,275	45,733 34,29,975
13 Oct	25227.35	677.95 ₹ 50,846.25	50.15 3761.25	12.10	3,837 2,87,775	450 33,750	45,974.333 34,48,075
10 Oct	25285.35	635 ₹ 47,625	-79.5 -5962.50	11.75	4,516 3,38,700	183.333 13,750	45,535.333 34,15,150
9 Oct	25181.80	713.25 ₹ 53,493.75	-103.6 -7770.00	11.96	6,361 4,77,075	-1 -75	45,349.333 34,01,200
8 Oct	25046.15	823.45 ₹ 61,758.75	82.8 6210.00	12.67	1,424 1,06,800	-28.667 -2,150	45,346.333 34,00,975
7 Oct	25108.30	738.85 ₹ 55,413.75	-33.85 -2538.75	11.97	2,155 1,61,625	397 29,775	45,378 34,03,350
6 Oct	25077.65	775.2 ₹ 58,140	-128.05 -9603.75	12.28	2,186 1,63,950	128.667 9,650	44,997 33,74,775
3 Oct	24894.25	901.1 ₹ 67,582.5	-43.8 -3285.00	12.75	1,489 1,11,675	244.333 18,325	44,893.333 33,67,000

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

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