[--[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 26500 CE
Delta: 0.04
Vega: 2.11
Theta: -2.49
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 26046.95 3.2 0.15 8.50 13,08,596 19,480 1,58,390
11 Dec 25898.55 2.95 -2.75 9.59 9,58,722 21,317 1,38,910
10 Dec 25758.00 5.95 -0.75 11.75 7,41,178 35,547 1,17,593
9 Dec 25839.65 6.85 -12.2 9.97 3,12,589 35,224 82,046
8 Dec 25960.55 17 -36.95 9.95 2,33,735 20,742 46,822
5 Dec 26186.45 54.25 12.45 7.86 1,35,483 11,011 26,080
4 Dec 26033.75 41.3 -1.25 9.12 64,064 2,791 15,069
3 Dec 25986.00 43.2 -26 9.22 43,147 4,334 12,278
2 Dec 26032.20 71.9 -43.1 9.63 22,038 1,769 7,944
1 Dec 26175.75 112 -26.8 9.34 17,002 3,090 6,175
28 Nov 26202.95 142.5 -11.8 9.23 6,113 608 3,085
27 Nov 26215.55 151.65 -10.35 9.00 5,813 1,090 2,477
26 Nov 26205.30 169 92.75 9.67 3,790 87 1,387
25 Nov 25884.80 72.5 -53.15 9.69 2,428 489 1,300
24 Nov 25959.50 117.35 -52.55 10.54 1,378 260 811
21 Nov 26068.15 165.85 -55.75 10.07 1,155 0 551
20 Nov 26192.15 229.85 60.9 10.20 1,047 134 551
19 Nov 26052.65 169.85 31.1 9.80 688 41 417
18 Nov 25910.05 134 -41.3 10.14 713 41 376
17 Nov 26013.45 177 23.8 10.04 595 51 335
14 Nov 25910.05 160.25 2.6 9.90 517 180 284
13 Nov 25879.15 152.8 -8 9.75 212 55 104
12 Nov 25875.80 158.35 -57.25 9.86 77 49 49


For Nifty - strike price 26500 expiring on 16DEC2025

Delta for 26500 CE is 0.04

Historical price for 26500 CE is as follows

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 3.2, which was 0.15 higher than the previous day. The implied volatity was 8.50, the open interest changed by 19480 which increased total open position to 158390


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 2.95, which was -2.75 lower than the previous day. The implied volatity was 9.59, the open interest changed by 21317 which increased total open position to 138910


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 5.95, which was -0.75 lower than the previous day. The implied volatity was 11.75, the open interest changed by 35547 which increased total open position to 117593


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 6.85, which was -12.2 lower than the previous day. The implied volatity was 9.97, the open interest changed by 35224 which increased total open position to 82046


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 17, which was -36.95 lower than the previous day. The implied volatity was 9.95, the open interest changed by 20742 which increased total open position to 46822


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 54.25, which was 12.45 higher than the previous day. The implied volatity was 7.86, the open interest changed by 11011 which increased total open position to 26080


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 41.3, which was -1.25 lower than the previous day. The implied volatity was 9.12, the open interest changed by 2791 which increased total open position to 15069


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 43.2, which was -26 lower than the previous day. The implied volatity was 9.22, the open interest changed by 4334 which increased total open position to 12278


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 71.9, which was -43.1 lower than the previous day. The implied volatity was 9.63, the open interest changed by 1769 which increased total open position to 7944


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 112, which was -26.8 lower than the previous day. The implied volatity was 9.34, the open interest changed by 3090 which increased total open position to 6175


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 142.5, which was -11.8 lower than the previous day. The implied volatity was 9.23, the open interest changed by 608 which increased total open position to 3085


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 151.65, which was -10.35 lower than the previous day. The implied volatity was 9.00, the open interest changed by 1090 which increased total open position to 2477


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 169, which was 92.75 higher than the previous day. The implied volatity was 9.67, the open interest changed by 87 which increased total open position to 1387


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 72.5, which was -53.15 lower than the previous day. The implied volatity was 9.69, the open interest changed by 489 which increased total open position to 1300


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 117.35, which was -52.55 lower than the previous day. The implied volatity was 10.54, the open interest changed by 260 which increased total open position to 811


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 165.85, which was -55.75 lower than the previous day. The implied volatity was 10.07, the open interest changed by 0 which decreased total open position to 551


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 229.85, which was 60.9 higher than the previous day. The implied volatity was 10.20, the open interest changed by 134 which increased total open position to 551


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 169.85, which was 31.1 higher than the previous day. The implied volatity was 9.80, the open interest changed by 41 which increased total open position to 417


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 134, which was -41.3 lower than the previous day. The implied volatity was 10.14, the open interest changed by 41 which increased total open position to 376


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 177, which was 23.8 higher than the previous day. The implied volatity was 10.04, the open interest changed by 51 which increased total open position to 335


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 160.25, which was 2.6 higher than the previous day. The implied volatity was 9.90, the open interest changed by 180 which increased total open position to 284


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 152.8, which was -8 lower than the previous day. The implied volatity was 9.75, the open interest changed by 55 which increased total open position to 104


On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 158.35, which was -57.25 lower than the previous day. The implied volatity was 9.86, the open interest changed by 49 which increased total open position to 49


NIFTY 16DEC2025 26500 PE
Delta: -0.92
Vega: 4.21
Theta: 0.73
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 26046.95 439.75 -135.05 11.26 13,889 478 4,329
11 Dec 25898.55 571.2 -137.9 9.04 6,960 -1,507 3,851
10 Dec 25758.00 714.5 90.35 - 8,594 -508 5,358
9 Dec 25839.65 623.4 103.2 11.87 6,039 764 5,866
8 Dec 25960.55 535 237.25 11.40 10,823 -600 5,102
5 Dec 26186.45 297.5 -122.65 8.13 14,247 3,432 5,702
4 Dec 26033.75 422.75 -46.5 7.78 2,980 706 2,270
3 Dec 25986.00 465 46.15 9.25 1,349 187 1,564
2 Dec 26032.20 406.25 66.95 9.22 1,540 -33 1,377
1 Dec 26175.75 336.55 24.45 10.24 2,778 674 1,410
28 Nov 26202.95 306.2 -15.35 9.24 1,334 338 736
27 Nov 26215.55 317 -34.1 9.99 950 140 398
26 Nov 26205.30 342.3 -221.5 10.57 562 120 258
25 Nov 25884.80 566.75 64.85 10.07 59 14 138
24 Nov 25959.50 511.6 58.25 10.55 115 28 124
21 Nov 26068.15 456 92.45 11.37 193 38 96
20 Nov 26192.15 360 -105 10.63 75 18 58
19 Nov 26052.65 473 -54.2 11.66 61 18 40
18 Nov 25910.05 527.2 32.2 9.67 80 14 22
17 Nov 26013.45 495 -70.2 11.54 10 1 8
14 Nov 25910.05 565 9.05 11.75 174 -4 7
13 Nov 25879.15 555.95 22.9 10.69 23 5 11
12 Nov 25875.80 533.05 -333.05 9.60 12 6 6


For Nifty - strike price 26500 expiring on 16DEC2025

Delta for 26500 PE is -0.92

Historical price for 26500 PE is as follows

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 439.75, which was -135.05 lower than the previous day. The implied volatity was 11.26, the open interest changed by 478 which increased total open position to 4329


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 571.2, which was -137.9 lower than the previous day. The implied volatity was 9.04, the open interest changed by -1507 which decreased total open position to 3851


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 714.5, which was 90.35 higher than the previous day. The implied volatity was -, the open interest changed by -508 which decreased total open position to 5358


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 623.4, which was 103.2 higher than the previous day. The implied volatity was 11.87, the open interest changed by 764 which increased total open position to 5866


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 535, which was 237.25 higher than the previous day. The implied volatity was 11.40, the open interest changed by -600 which decreased total open position to 5102


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 297.5, which was -122.65 lower than the previous day. The implied volatity was 8.13, the open interest changed by 3432 which increased total open position to 5702


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 422.75, which was -46.5 lower than the previous day. The implied volatity was 7.78, the open interest changed by 706 which increased total open position to 2270


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 465, which was 46.15 higher than the previous day. The implied volatity was 9.25, the open interest changed by 187 which increased total open position to 1564


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 406.25, which was 66.95 higher than the previous day. The implied volatity was 9.22, the open interest changed by -33 which decreased total open position to 1377


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 336.55, which was 24.45 higher than the previous day. The implied volatity was 10.24, the open interest changed by 674 which increased total open position to 1410


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 306.2, which was -15.35 lower than the previous day. The implied volatity was 9.24, the open interest changed by 338 which increased total open position to 736


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 317, which was -34.1 lower than the previous day. The implied volatity was 9.99, the open interest changed by 140 which increased total open position to 398


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 342.3, which was -221.5 lower than the previous day. The implied volatity was 10.57, the open interest changed by 120 which increased total open position to 258


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 566.75, which was 64.85 higher than the previous day. The implied volatity was 10.07, the open interest changed by 14 which increased total open position to 138


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 511.6, which was 58.25 higher than the previous day. The implied volatity was 10.55, the open interest changed by 28 which increased total open position to 124


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 456, which was 92.45 higher than the previous day. The implied volatity was 11.37, the open interest changed by 38 which increased total open position to 96


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 360, which was -105 lower than the previous day. The implied volatity was 10.63, the open interest changed by 18 which increased total open position to 58


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 473, which was -54.2 lower than the previous day. The implied volatity was 11.66, the open interest changed by 18 which increased total open position to 40


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 527.2, which was 32.2 higher than the previous day. The implied volatity was 9.67, the open interest changed by 14 which increased total open position to 22


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 495, which was -70.2 lower than the previous day. The implied volatity was 11.54, the open interest changed by 1 which increased total open position to 8


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 565, which was 9.05 higher than the previous day. The implied volatity was 11.75, the open interest changed by -4 which decreased total open position to 7


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 555.95, which was 22.9 higher than the previous day. The implied volatity was 10.69, the open interest changed by 5 which increased total open position to 11


On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 533.05, which was -333.05 lower than the previous day. The implied volatity was 9.60, the open interest changed by 6 which increased total open position to 6