NIFTY
Nifty
Historical option data for NIFTY
18 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 24000 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 25815.55 | 1833.3 | -23.1 | - | 262 | -19 | 933 | |||||||||
| 17 Dec | 25818.55 | 1866.05 | -35.1 | 26.91 | 119 | 12 | 952 | |||||||||
| 16 Dec | 25860.10 | 1895.5 | -171.25 | - | 671 | 940 | 940 | |||||||||
| 15 Dec | 26027.30 | 2064.05 | -13.65 | - | 292 | 291 | 292 | |||||||||
| 12 Dec | 26046.95 | 2077.7 | 12.95 | - | 3 | 1 | 1 | |||||||||
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| 11 Dec | 25898.55 | 2064.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24000 expiring on 23DEC2025
Delta for 24000 CE is -
Historical price for 24000 CE is as follows
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 1833.3, which was -23.1 lower than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 933
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1866.05, which was -35.1 lower than the previous day. The implied volatity was 26.91, the open interest changed by 12 which increased total open position to 952
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1895.5, which was -171.25 lower than the previous day. The implied volatity was -, the open interest changed by 940 which increased total open position to 940
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 2064.05, which was -13.65 lower than the previous day. The implied volatity was -, the open interest changed by 291 which increased total open position to 292
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 2077.7, which was 12.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 2064.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTY 23DEC2025 24000 PE | |||||||
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Delta: -0.01
Vega: 0.45
Theta: -1.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 25815.55 | 1.25 | -0.35 | 24.94 | 1,87,428 | 20,665 | 75,057 |
| 17 Dec | 25818.55 | 1.5 | -0.45 | 23.38 | 1,45,028 | 16,877 | 54,392 |
| 16 Dec | 25860.10 | 2 | -1.1 | 22.74 | 72,581 | 37,515 | 37,515 |
| 15 Dec | 26027.30 | 3.05 | 0.05 | 24.09 | 34,059 | 13,331 | 15,380 |
| 12 Dec | 26046.95 | 3.05 | 0.05 | 20.98 | 5,327 | 1,606 | 2,049 |
| 11 Dec | 25898.55 | 3 | -11.7 | 18.90 | 920 | 443 | 443 |
For Nifty - strike price 24000 expiring on 23DEC2025
Delta for 24000 PE is -0.01
Historical price for 24000 PE is as follows
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 1.25, which was -0.35 lower than the previous day. The implied volatity was 24.94, the open interest changed by 20665 which increased total open position to 75057
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1.5, which was -0.45 lower than the previous day. The implied volatity was 23.38, the open interest changed by 16877 which increased total open position to 54392
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 2, which was -1.1 lower than the previous day. The implied volatity was 22.74, the open interest changed by 37515 which increased total open position to 37515
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 3.05, which was 0.05 higher than the previous day. The implied volatity was 24.09, the open interest changed by 13331 which increased total open position to 15380
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 3.05, which was 0.05 higher than the previous day. The implied volatity was 20.98, the open interest changed by 1606 which increased total open position to 2049
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 3, which was -11.7 lower than the previous day. The implied volatity was 18.90, the open interest changed by 443 which increased total open position to 443































































































































































































































