[--[65.84.65.76]--]

NIFTY

Nifty
25860.1 -167.20 (-0.64%)
L: 25834.35 H: 25980.75

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Historical option data for NIFTY

16 Dec 2025 04:10 PM IST
NIFTY 16-DEC-2025 24000 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 25860.10 1864 -166.55 - 443 241 241
15 Dec 26027.30 2022.65 -32.95 - 418 -357 559
12 Dec 26046.95 2065.75 140.85 - 295 -82 916
11 Dec 25898.55 1929.25 135.55 26.99 261 -30 998
10 Dec 25758.00 1788.85 -90.3 28.01 195 -1 1,028
9 Dec 25839.65 1879.15 -111.75 - 954 383 1,029
8 Dec 25960.55 1972.5 -274.15 - 686 481 646
5 Dec 26186.45 2247.6 162.1 - 166 142 165
4 Dec 26033.75 2085.5 65.15 - 3 2 23
3 Dec 25986.00 2020.35 -139.65 - 12 6 21
2 Dec 26032.20 2160 -82.4 22.47 4 1 15
1 Dec 26175.75 2242.4 -67.9 - 15 13 14
28 Nov 26202.95 2314.15 -1.1 - 2 0 1
27 Nov 26215.55 2319 1.1 - 2 1 1
26 Nov 26205.30 2328.35 469.1 - 7 0 0
25 Nov 25884.80 1859.25 0 - 0 0 0
24 Nov 25959.50 1859.25 0 - 0 0 0
21 Nov 26068.15 1859.25 0 - 0 0 0
20 Nov 26192.15 1859.25 0 - 0 0 0
19 Nov 26052.65 1859.25 0 - 0 0 0
18 Nov 25910.05 0 0 - 0 0 0
17 Nov 26013.45 0 0 - 0 0 0
14 Nov 25910.05 0 0 - 0 0 0
13 Nov 25879.15 0 0 - 0 0 0


For Nifty - strike price 24000 expiring on 16DEC2025

Delta for 24000 CE is -

Historical price for 24000 CE is as follows

On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1864, which was -166.55 lower than the previous day. The implied volatity was -, the open interest changed by 241 which increased total open position to 241


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 2022.65, which was -32.95 lower than the previous day. The implied volatity was -, the open interest changed by -357 which decreased total open position to 559


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 2065.75, which was 140.85 higher than the previous day. The implied volatity was -, the open interest changed by -82 which decreased total open position to 916


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1929.25, which was 135.55 higher than the previous day. The implied volatity was 26.99, the open interest changed by -30 which decreased total open position to 998


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1788.85, which was -90.3 lower than the previous day. The implied volatity was 28.01, the open interest changed by -1 which decreased total open position to 1028


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1879.15, which was -111.75 lower than the previous day. The implied volatity was -, the open interest changed by 383 which increased total open position to 1029


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1972.5, which was -274.15 lower than the previous day. The implied volatity was -, the open interest changed by 481 which increased total open position to 646


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 2247.6, which was 162.1 higher than the previous day. The implied volatity was -, the open interest changed by 142 which increased total open position to 165


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 2085.5, which was 65.15 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 23


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 2020.35, which was -139.65 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 21


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 2160, which was -82.4 lower than the previous day. The implied volatity was 22.47, the open interest changed by 1 which increased total open position to 15


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 2242.4, which was -67.9 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 14


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 2314.15, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 2319, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 2328.35, which was 469.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 1859.25, 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


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 1859.25, 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


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 1859.25, 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


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 1859.25, 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


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 1859.25, 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


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 0, 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


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 0, 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


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 0, 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


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 0, 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 16DEC2025 24000 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 25860.10 0.05 -0.95 - 1,39,285 32,499 32,499
15 Dec 26027.30 1 -0.3 - 2,37,577 -22,728 66,175
12 Dec 26046.95 1.2 -0.2 30.57 2,45,318 18,486 88,903
11 Dec 25898.55 1.35 -0.75 26.04 2,34,778 18,769 70,417
10 Dec 25758.00 1.95 0.05 23.39 2,31,033 21,404 51,648
9 Dec 25839.65 1.9 -1.1 22.49 87,494 15,856 30,244
8 Dec 25960.55 3.05 0.75 23.30 32,639 8,604 14,388
5 Dec 26186.45 2.15 -0.2 21.16 8,590 2,525 5,784
4 Dec 26033.75 2.2 -0.9 19.12 3,117 710 3,259
3 Dec 25986.00 3.05 -1.2 18.95 3,321 721 2,549
2 Dec 26032.20 3.95 0.05 19.48 2,464 1,007 1,828
1 Dec 26175.75 3.6 -0.7 19.54 808 192 821
28 Nov 26202.95 4.25 -1.45 18.51 456 136 629
27 Nov 26215.55 5.6 -1.3 18.85 190 28 493
26 Nov 26205.30 6.65 -0.4 18.77 359 36 465
25 Nov 25884.80 6.75 -1.4 16.19 2,017 140 429
24 Nov 25959.50 8.05 -1.9 16.88 279 59 289
21 Nov 26068.15 9.95 -0.6 17.20 100 43 230
20 Nov 26192.15 10.45 -0.9 17.83 104 65 187
19 Nov 26052.65 11.35 -2.65 16.93 142 89 122
18 Nov 25910.05 14 -0.1 16.29 25 19 33
17 Nov 26013.45 14.1 -3.4 16.81 28 11 14
14 Nov 25910.05 15 -4.95 15.72 4 0 3
13 Nov 25879.15 19.95 -5.6 16.17 4 3 3


For Nifty - strike price 24000 expiring on 16DEC2025

Delta for 24000 PE is -

Historical price for 24000 PE is as follows

On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 0.05, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 32499 which increased total open position to 32499


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by -22728 which decreased total open position to 66175


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1.2, which was -0.2 lower than the previous day. The implied volatity was 30.57, the open interest changed by 18486 which increased total open position to 88903


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1.35, which was -0.75 lower than the previous day. The implied volatity was 26.04, the open interest changed by 18769 which increased total open position to 70417


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1.95, which was 0.05 higher than the previous day. The implied volatity was 23.39, the open interest changed by 21404 which increased total open position to 51648


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1.9, which was -1.1 lower than the previous day. The implied volatity was 22.49, the open interest changed by 15856 which increased total open position to 30244


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 3.05, which was 0.75 higher than the previous day. The implied volatity was 23.30, the open interest changed by 8604 which increased total open position to 14388


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 2.15, which was -0.2 lower than the previous day. The implied volatity was 21.16, the open interest changed by 2525 which increased total open position to 5784


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 2.2, which was -0.9 lower than the previous day. The implied volatity was 19.12, the open interest changed by 710 which increased total open position to 3259


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 3.05, which was -1.2 lower than the previous day. The implied volatity was 18.95, the open interest changed by 721 which increased total open position to 2549


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 3.95, which was 0.05 higher than the previous day. The implied volatity was 19.48, the open interest changed by 1007 which increased total open position to 1828


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 3.6, which was -0.7 lower than the previous day. The implied volatity was 19.54, the open interest changed by 192 which increased total open position to 821


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 4.25, which was -1.45 lower than the previous day. The implied volatity was 18.51, the open interest changed by 136 which increased total open position to 629


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 5.6, which was -1.3 lower than the previous day. The implied volatity was 18.85, the open interest changed by 28 which increased total open position to 493


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 6.65, which was -0.4 lower than the previous day. The implied volatity was 18.77, the open interest changed by 36 which increased total open position to 465


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 6.75, which was -1.4 lower than the previous day. The implied volatity was 16.19, the open interest changed by 140 which increased total open position to 429


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 8.05, which was -1.9 lower than the previous day. The implied volatity was 16.88, the open interest changed by 59 which increased total open position to 289


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 9.95, which was -0.6 lower than the previous day. The implied volatity was 17.20, the open interest changed by 43 which increased total open position to 230


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 10.45, which was -0.9 lower than the previous day. The implied volatity was 17.83, the open interest changed by 65 which increased total open position to 187


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 11.35, which was -2.65 lower than the previous day. The implied volatity was 16.93, the open interest changed by 89 which increased total open position to 122


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 14, which was -0.1 lower than the previous day. The implied volatity was 16.29, the open interest changed by 19 which increased total open position to 33


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 14.1, which was -3.4 lower than the previous day. The implied volatity was 16.81, the open interest changed by 11 which increased total open position to 14


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 15, which was -4.95 lower than the previous day. The implied volatity was 15.72, the open interest changed by 0 which decreased total open position to 3


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 19.95, which was -5.6 lower than the previous day. The implied volatity was 16.17, the open interest changed by 3 which increased total open position to 3