NIFTY
Nifty
Historical option data for NIFTY
12 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 26500 CE | ||||||||||||||||
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Delta: 0.04
Vega: 2.11
Theta: -2.49
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.92
Vega: 4.21
Theta: 0.73
Gamma: 0.00
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| 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































































































































































































































