[--[65.84.65.76]--]

NIFTY

Nifty
25815.55 -3.00 (-0.01%)
L: 25726.3 H: 25902.35

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Historical option data for NIFTY

18 Dec 2025 04:10 PM IST
NIFTY 23-DEC-2025 24000 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.01
Vega: 0.45
Theta: -1.09
Gamma: 0.00
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