[--[65.84.65.76]--]

NIFTY

Nifty
26046.95 +148.40 (0.57%)
L: 25938.45 H: 26057.6

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Historical option data for NIFTY

12 Dec 2025 04:10 PM IST
NIFTY 16-DEC-2025 24100 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 26046.95 1935 91.95 - 2 0 7
11 Dec 25898.55 1843.05 57.25 - 0 0 7
10 Dec 25758.00 1843.05 57.25 55.42 2 1 7
9 Dec 25839.65 1785.8 -136.55 - 4 3 6
8 Dec 25960.55 1919.2 -193.55 33.13 3 1 3
5 Dec 26186.45 2112.75 91.55 - 4 0 2
4 Dec 26033.75 2018.55 65.35 26.10 3 0 2
3 Dec 25986.00 1958.85 -79.1 - 2 0 2
2 Dec 26032.20 2037.95 -108.4 - 3 -1 2
1 Dec 26175.75 2146.35 -78.7 - 2 3 3
28 Nov 26202.95 2212.75 447 - 12 0 0
27 Nov 26215.55 1765.75 0 - 0 0 0
26 Nov 26205.30 1765.75 0 - 0 0 0
25 Nov 25884.80 1765.75 0 - 0 0 0
24 Nov 25959.50 1765.75 0 - 0 0 0
21 Nov 26068.15 1765.75 0 - 0 0 0
20 Nov 26192.15 1765.75 0 - 0 0 0
19 Nov 26052.65 1765.75 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 24100 expiring on 16DEC2025

Delta for 24100 CE is -

Historical price for 24100 CE is as follows

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1935, which was 91.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1843.05, which was 57.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1843.05, which was 57.25 higher than the previous day. The implied volatity was 55.42, the open interest changed by 1 which increased total open position to 7


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1785.8, which was -136.55 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 6


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1919.2, which was -193.55 lower than the previous day. The implied volatity was 33.13, the open interest changed by 1 which increased total open position to 3


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 2112.75, which was 91.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 2018.55, which was 65.35 higher than the previous day. The implied volatity was 26.10, the open interest changed by 0 which decreased total open position to 2


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1958.85, which was -79.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 2037.95, which was -108.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 2


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 2146.35, which was -78.7 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 2212.75, which was 447 higher than the previous day. The implied volatity was -, 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 1765.75, 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 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 1765.75, 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 1765.75, 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 1765.75, 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 1765.75, 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 1765.75, 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 1765.75, 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 24100 PE
Delta: -0.01
Vega: 0.42
Theta: -1.52
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 26046.95 1.4 -0.15 29.70 60,556 425 14,393
11 Dec 25898.55 1.4 -0.7 24.89 73,962 5,612 13,968
10 Dec 25758.00 2 -0.05 22.26 89,434 -1,174 8,356
9 Dec 25839.65 2.05 -1.3 21.60 33,584 8,598 9,530
8 Dec 25960.55 3 0.5 22.19 2,134 823 932
5 Dec 26186.45 2.1 -0.4 20.23 426 13 109
4 Dec 26033.75 2.2 -1.15 18.22 299 40 96
3 Dec 25986.00 3.1 -27.15 18.14 139 56 56
2 Dec 26032.20 30.25 0 9.51 0 0 0
1 Dec 26175.75 30.25 0 9.73 0 0 0
28 Nov 26202.95 30.25 0 9.13 0 0 0
27 Nov 26215.55 30.25 0 9.00 0 0 0
26 Nov 26205.30 30.25 0 8.76 0 0 0
25 Nov 25884.80 30.25 0 7.46 0 0 0
24 Nov 25959.50 30.25 0 7.63 0 0 0
21 Nov 26068.15 30.25 0 7.25 0 0 0
20 Nov 26192.15 30.25 0 7.91 0 0 0
19 Nov 26052.65 30.25 0 7.01 0 0 0
18 Nov 25910.05 30.25 0 6.46 0 0 0
17 Nov 26013.45 30.25 0 6.72 0 0 0
14 Nov 25910.05 30.25 0 6.21 0 0 0
13 Nov 25879.15 30.25 0 6.06 0 0 0


For Nifty - strike price 24100 expiring on 16DEC2025

Delta for 24100 PE is -0.01

Historical price for 24100 PE is as follows

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1.4, which was -0.15 lower than the previous day. The implied volatity was 29.70, the open interest changed by 425 which increased total open position to 14393


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1.4, which was -0.7 lower than the previous day. The implied volatity was 24.89, the open interest changed by 5612 which increased total open position to 13968


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 2, which was -0.05 lower than the previous day. The implied volatity was 22.26, the open interest changed by -1174 which decreased total open position to 8356


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 2.05, which was -1.3 lower than the previous day. The implied volatity was 21.60, the open interest changed by 8598 which increased total open position to 9530


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 3, which was 0.5 higher than the previous day. The implied volatity was 22.19, the open interest changed by 823 which increased total open position to 932


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 2.1, which was -0.4 lower than the previous day. The implied volatity was 20.23, the open interest changed by 13 which increased total open position to 109


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 2.2, which was -1.15 lower than the previous day. The implied volatity was 18.22, the open interest changed by 40 which increased total open position to 96


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 3.1, which was -27.15 lower than the previous day. The implied volatity was 18.14, the open interest changed by 56 which increased total open position to 56


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 30.25, which was 0 lower than the previous day. The implied volatity was 9.51, 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 30.25, which was 0 lower than the previous day. The implied volatity was 9.73, 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 30.25, which was 0 lower than the previous day. The implied volatity was 9.13, 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 30.25, which was 0 lower than the previous day. The implied volatity was 9.00, 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 30.25, which was 0 lower than the previous day. The implied volatity was 8.76, 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 30.25, which was 0 lower than the previous day. The implied volatity was 7.46, 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 30.25, which was 0 lower than the previous day. The implied volatity was 7.63, 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 30.25, which was 0 lower than the previous day. The implied volatity was 7.25, 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 30.25, which was 0 lower than the previous day. The implied volatity was 7.91, 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 30.25, which was 0 lower than the previous day. The implied volatity was 7.01, 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 30.25, which was 0 lower than the previous day. The implied volatity was 6.46, 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 30.25, which was 0 lower than the previous day. The implied volatity was 6.72, 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 30.25, which was 0 lower than the previous day. The implied volatity was 6.21, 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 30.25, which was 0 lower than the previous day. The implied volatity was 6.06, the open interest changed by 0 which decreased total open position to 0