NIFTY
Nifty
Historical option data for NIFTY
16 Dec 2025 04:10 PM IST
| NIFTY 16-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 | |||||||||
| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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































































































































































































































