NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 24100 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 25818.55 | 1963.55 | 237.75 | - | 0 | 0 | 2 | |||||||||
| 16 Dec | 25860.10 | 1963.55 | 237.75 | - | 0 | 2 | 2 | |||||||||
| 15 Dec | 26027.30 | 1963.55 | 237.75 | - | 2 | 0 | 1 | |||||||||
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| 12 Dec | 26046.95 | 1725.8 | -243.4 | - | 0 | 0 | 1 | |||||||||
| 11 Dec | 25898.55 | 1725.8 | -243.4 | - | 0 | 1 | 1 | |||||||||
| 10 Dec | 25758.00 | 1725.8 | -243.4 | - | 2 | 0 | 0 | |||||||||
For Nifty - strike price 24100 expiring on 23DEC2025
Delta for 24100 CE is -
Historical price for 24100 CE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1963.55, which was 237.75 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 1963.55, which was 237.75 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 1963.55, which was 237.75 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 1725.8, which was -243.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1725.8, which was -243.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1725.8, which was -243.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTY 23DEC2025 24100 PE | |||||||
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Delta: -0.01
Vega: 0.57
Theta: -1.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 25818.55 | 1.45 | -0.6 | 22.12 | 37,719 | 2,500 | 4,871 |
| 16 Dec | 25860.10 | 2.15 | -1.25 | 21.84 | 7,426 | 2,371 | 2,371 |
| 15 Dec | 26027.30 | 3.25 | 0.15 | 23.22 | 2,901 | 240 | 609 |
| 12 Dec | 26046.95 | 2.8 | -0.3 | 19.86 | 765 | 56 | 369 |
| 11 Dec | 25898.55 | 2.75 | -2.35 | 17.82 | 564 | 85 | 313 |
| 10 Dec | 25758.00 | 4.65 | -13.95 | 17.32 | 581 | 228 | 228 |
For Nifty - strike price 24100 expiring on 23DEC2025
Delta for 24100 PE is -0.01
Historical price for 24100 PE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1.45, which was -0.6 lower than the previous day. The implied volatity was 22.12, the open interest changed by 2500 which increased total open position to 4871
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 2.15, which was -1.25 lower than the previous day. The implied volatity was 21.84, the open interest changed by 2371 which increased total open position to 2371
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 3.25, which was 0.15 higher than the previous day. The implied volatity was 23.22, the open interest changed by 240 which increased total open position to 609
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 2.8, which was -0.3 lower than the previous day. The implied volatity was 19.86, the open interest changed by 56 which increased total open position to 369
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 2.75, which was -2.35 lower than the previous day. The implied volatity was 17.82, the open interest changed by 85 which increased total open position to 313
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 4.65, which was -13.95 lower than the previous day. The implied volatity was 17.32, the open interest changed by 228 which increased total open position to 228































































































































































































































