NIFTY
Nifty
Historical option data for NIFTY
12 Dec 2025 04:10 PM IST
| NIFTY 16-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 | |||||||||
| 12 Dec | 26046.95 | 1824.9 | -4.75 | - | 0 | 0 | 2 | |||||||||
| 11 Dec | 25898.55 | 1824.9 | -4.75 | - | 0 | -1 | 2 | |||||||||
| 10 Dec | 25758.00 | 1824.9 | -4.75 | 46.20 | 2 | 1 | 3 | |||||||||
| 9 Dec | 25839.65 | 1826.75 | -128.35 | - | 2 | 0 | 2 | |||||||||
| 8 Dec | 25960.55 | 1949.95 | -209.5 | 30.64 | 2 | -1 | 2 | |||||||||
| 5 Dec | 26186.45 | 2159.45 | 89.45 | - | 2 | 1 | 3 | |||||||||
| 4 Dec | 26033.75 | 2067.4 | 46.8 | 26.42 | 2 | 1 | 2 | |||||||||
| 3 Dec | 25986.00 | 2008.35 | -69.95 | - | 9 | 0 | 1 | |||||||||
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| 2 Dec | 26032.20 | 2078.3 | -118.1 | - | 1 | 0 | 1 | |||||||||
| 1 Dec | 26175.75 | 2196.4 | -63.85 | - | 2 | 0 | 1 | |||||||||
| 28 Nov | 26202.95 | 2256.5 | -28.5 | - | 2 | 1 | 1 | |||||||||
| 27 Nov | 26215.55 | 2275.95 | 463.55 | - | 2 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 1812.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 25884.80 | 1812.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 1812.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 1812.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 1812.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 1812.4 | 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 24050 expiring on 16DEC2025
Delta for 24050 CE is -
Historical price for 24050 CE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1824.9, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1824.9, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 2
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1824.9, which was -4.75 lower than the previous day. The implied volatity was 46.20, the open interest changed by 1 which increased total open position to 3
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1826.75, which was -128.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1949.95, which was -209.5 lower than the previous day. The implied volatity was 30.64, the open interest changed by -1 which decreased total open position to 2
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 2159.45, which was 89.45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 2067.4, which was 46.8 higher than the previous day. The implied volatity was 26.42, the open interest changed by 1 which increased total open position to 2
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 2008.35, which was -69.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 2078.3, which was -118.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 2196.4, which was -63.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 2256.5, which was -28.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 2275.95, which was 463.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 1812.4, 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 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 1812.4, 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 1812.4, 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 1812.4, 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 1812.4, 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 1812.4, 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 24050 PE | |||||||
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Delta: -0.01
Vega: 0.41
Theta: -1.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 26046.95 | 1.4 | -0.05 | 30.34 | 20,800 | 770 | 2,163 |
| 11 Dec | 25898.55 | 1.35 | -0.7 | 25.42 | 27,956 | 23 | 1,393 |
| 10 Dec | 25758.00 | 1.8 | -0.25 | 22.45 | 33,367 | 827 | 1,370 |
| 9 Dec | 25839.65 | 1.95 | -1.25 | 22.02 | 2,329 | 485 | 543 |
| 8 Dec | 25960.55 | 3.35 | 1.2 | 23.05 | 225 | 24 | 58 |
| 5 Dec | 26186.45 | 2.15 | -0.25 | 20.76 | 114 | 8 | 34 |
| 4 Dec | 26033.75 | 2.15 | -25 | 18.67 | 52 | 26 | 26 |
| 3 Dec | 25986.00 | 27.15 | 0 | 9.72 | 0 | 0 | 0 |
| 2 Dec | 26032.20 | 27.15 | 0 | 9.72 | 0 | 0 | 0 |
| 1 Dec | 26175.75 | 27.15 | 0 | 9.93 | 0 | 0 | 0 |
| 28 Nov | 26202.95 | 27.15 | 0 | 9.32 | 0 | 0 | 0 |
| 27 Nov | 26215.55 | 27.15 | 0 | 9.18 | 0 | 0 | 0 |
| 26 Nov | 26205.30 | 27.15 | 0 | 8.94 | 0 | 0 | 0 |
| 25 Nov | 25884.80 | 27.15 | 0 | 7.64 | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 27.15 | 0 | 7.78 | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 27.15 | 0 | 7.78 | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 27.15 | 0 | 8.06 | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 27.15 | 0 | 7.17 | 0 | 0 | 0 |
| 18 Nov | 25910.05 | 27.15 | 0 | 6.61 | 0 | 0 | 0 |
| 17 Nov | 26013.45 | 27.15 | 0 | 6.87 | 0 | 0 | 0 |
| 14 Nov | 25910.05 | 27.15 | 0 | 6.36 | 0 | 0 | 0 |
| 13 Nov | 25879.15 | 27.15 | 0 | 6.20 | 0 | 0 | 0 |
For Nifty - strike price 24050 expiring on 16DEC2025
Delta for 24050 PE is -0.01
Historical price for 24050 PE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 30.34, the open interest changed by 770 which increased total open position to 2163
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1.35, which was -0.7 lower than the previous day. The implied volatity was 25.42, the open interest changed by 23 which increased total open position to 1393
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1.8, which was -0.25 lower than the previous day. The implied volatity was 22.45, the open interest changed by 827 which increased total open position to 1370
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1.95, which was -1.25 lower than the previous day. The implied volatity was 22.02, the open interest changed by 485 which increased total open position to 543
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 3.35, which was 1.2 higher than the previous day. The implied volatity was 23.05, the open interest changed by 24 which increased total open position to 58
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 2.15, which was -0.25 lower than the previous day. The implied volatity was 20.76, the open interest changed by 8 which increased total open position to 34
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 2.15, which was -25 lower than the previous day. The implied volatity was 18.67, the open interest changed by 26 which increased total open position to 26
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 27.15, which was 0 lower than the previous day. The implied volatity was 9.72, the open interest changed by 0 which decreased total open position to 0
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 27.15, which was 0 lower than the previous day. The implied volatity was 9.72, the open interest changed by 0 which decreased total open position to 0
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 27.15, which was 0 lower than the previous day. The implied volatity was 9.93, the open interest changed by 0 which decreased total open position to 0
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 27.15, which was 0 lower than the previous day. The implied volatity was 9.32, the open interest changed by 0 which decreased total open position to 0
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 27.15, which was 0 lower than the previous day. The implied volatity was 9.18, the open interest changed by 0 which decreased total open position to 0
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 27.15, which was 0 lower than the previous day. The implied volatity was 8.94, 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 27.15, which was 0 lower than the previous day. The implied volatity was 7.64, 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 27.15, which was 0 lower than the previous day. The implied volatity was 7.78, 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 27.15, which was 0 lower than the previous day. The implied volatity was 7.78, 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 27.15, which was 0 lower than the previous day. The implied volatity was 8.06, 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 27.15, which was 0 lower than the previous day. The implied volatity was 7.17, 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 27.15, which was 0 lower than the previous day. The implied volatity was 6.61, 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 27.15, which was 0 lower than the previous day. The implied volatity was 6.87, 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 27.15, which was 0 lower than the previous day. The implied volatity was 6.36, 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 27.15, which was 0 lower than the previous day. The implied volatity was 6.20, the open interest changed by 0 which decreased total open position to 0































































































































































































































