NIFTY
Nifty
Historical option data for NIFTY
19 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 24050 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 19 Dec | 25966.40 | 2012.7 | 87 | - | 0 | 0 | 2 | |||||||||
| 18 Dec | 25815.55 | 2012.7 | 87 | - | 0 | 0 | 2 | |||||||||
| 17 Dec | 25818.55 | 2012.7 | 87 | - | 0 | 0 | 2 | |||||||||
| 16 Dec | 25860.10 | 2012.7 | 87 | - | 0 | 2 | 2 | |||||||||
| 15 Dec | 26027.30 | 2012.7 | 87 | - | 2 | 0 | 1 | |||||||||
| 12 Dec | 26046.95 | 1919.65 | -97.2 | - | 0 | 1 | 1 | |||||||||
| 11 Dec | 25898.55 | 1919.65 | -97.2 | - | 2 | 0 | 0 | |||||||||
For Nifty - strike price 24050 expiring on 23DEC2025
Delta for 24050 CE is -
Historical price for 24050 CE is as follows
On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 2012.7, which was 87 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 2012.7, which was 87 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 2012.7, which was 87 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 2012.7, which was 87 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 2012.7, which was 87 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1919.65, which was -97.2 lower 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 1919.65, which was -97.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTY 23DEC2025 24050 PE | |||||||
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Delta: -0.01
Vega: 0.43
Theta: -1.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 25966.40 | 1.4 | -0.05 | 29.29 | 38,364 | 529 | 2,703 |
| 18 Dec | 25815.55 | 1.25 | -0.35 | 24.31 | 28,268 | 393 | 2,174 |
| 17 Dec | 25818.55 | 1.5 | -0.55 | 22.78 | 16,568 | 1,183 | 1,781 |
| 16 Dec | 25860.10 | 2.45 | -0.8 | 22.75 | 1,387 | 598 | 598 |
| 15 Dec | 26027.30 | 3.15 | -0.2 | 23.66 | 652 | 285 | 372 |
| 12 Dec | 26046.95 | 3.35 | 0.4 | 20.78 | 84 | 28 | 87 |
| 11 Dec | 25898.55 | 3.2 | -13.35 | 18.62 | 287 | 59 | 59 |
For Nifty - strike price 24050 expiring on 23DEC2025
Delta for 24050 PE is -0.01
Historical price for 24050 PE is as follows
On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 29.29, the open interest changed by 529 which increased total open position to 2703
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 24.31, the open interest changed by 393 which increased total open position to 2174
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1.5, which was -0.55 lower than the previous day. The implied volatity was 22.78, the open interest changed by 1183 which increased total open position to 1781
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 2.45, which was -0.8 lower than the previous day. The implied volatity was 22.75, the open interest changed by 598 which increased total open position to 598
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 3.15, which was -0.2 lower than the previous day. The implied volatity was 23.66, the open interest changed by 285 which increased total open position to 372
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 3.35, which was 0.4 higher than the previous day. The implied volatity was 20.78, the open interest changed by 28 which increased total open position to 87
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 3.2, which was -13.35 lower than the previous day. The implied volatity was 18.62, the open interest changed by 59 which increased total open position to 59































































































































































































































