[--[65.84.65.76]--]

NIFTY

Nifty
25818.55 -41.55 (-0.16%)
L: 25770.35 H: 25929.15

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Historical option data for NIFTY

17 Dec 2025 04:10 PM IST
NIFTY 23-DEC-2025 24150 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 1785 -139.35 - 0 3 5
16 Dec 25860.10 1785 -139.35 34.26 3 2 2
15 Dec 26027.30 1921.8 -31 22.71 2 1 2
12 Dec 26046.95 1948.2 146.45 - 2 0 1
11 Dec 25898.55 1801.75 122.15 - 2 0 1
10 Dec 25758.00 1679.6 -89.6 14.92 7 0 1
9 Dec 25839.65 1769.2 -103.55 - 2 1 1
8 Dec 25960.55 1866.3 -122.2 - 2 0 0
5 Dec 26186.45 1980.1 28.9 - 0 0 0
4 Dec 26033.75 1980.1 28.9 - 2 0 0
3 Dec 25986.00 1943.8 22.05 - 2 0 0
2 Dec 26032.20 1921.75 0 - 0 0 0
1 Dec 26175.75 1921.75 0 - 0 0 0
28 Nov 26202.95 1921.75 0 - 0 0 0
27 Nov 26215.55 1921.75 0 - 0 0 0
26 Nov 26205.30 1921.75 0 - 0 0 0


For Nifty - strike price 24150 expiring on 23DEC2025

Delta for 24150 CE is -

Historical price for 24150 CE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1785, which was -139.35 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 5


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1785, which was -139.35 lower than the previous day. The implied volatity was 34.26, 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 1921.8, which was -31 lower than the previous day. The implied volatity was 22.71, the open interest changed by 1 which increased total open position to 2


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1948.2, which was 146.45 higher 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 1801.75, which was 122.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1679.6, which was -89.6 lower than the previous day. The implied volatity was 14.92, the open interest changed by 0 which decreased total open position to 1


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1769.2, which was -103.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1866.3, which was -122.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1980.1, which was 28.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1980.1, which was 28.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1943.8, which was 22.05 higher than the previous day. The implied volatity was -, 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 1921.75, 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 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1921.75, 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 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1921.75, 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 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1921.75, 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 1921.75, 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


NIFTY 23DEC2025 24150 PE
Delta: -0.01
Vega: 0.60
Theta: -1.03
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 1.5 -0.6 21.63 20,145 998 1,297
16 Dec 25860.10 2.1 -1.4 21.22 908 299 299
15 Dec 26027.30 3.15 0.05 22.59 502 20 228
12 Dec 26046.95 3.6 0.7 20.06 274 -39 208
11 Dec 25898.55 2.9 -2.3 17.51 461 52 247
10 Dec 25758.00 5.8 0.65 17.44 405 53 195
9 Dec 25839.65 4.4 -2 16.80 167 83 142
8 Dec 25960.55 6.2 1.45 17.83 44 7 59
5 Dec 26186.45 4.75 -1.25 17.53 11 10 52
4 Dec 26033.75 6 -0.2 16.56 12 1 42
3 Dec 25986.00 6.2 -0.35 16.07 36 7 41
2 Dec 26032.20 6.55 -0.15 16.32 25 14 34
1 Dec 26175.75 7.15 0.15 17.02 32 12 20
28 Nov 26202.95 7 -4.25 16.16 13 1 8
27 Nov 26215.55 11.25 1 17.20 3 2 7
26 Nov 26205.30 10.25 -10.6 16.57 7 5 5


For Nifty - strike price 24150 expiring on 23DEC2025

Delta for 24150 PE is -0.01

Historical price for 24150 PE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1.5, which was -0.6 lower than the previous day. The implied volatity was 21.63, the open interest changed by 998 which increased total open position to 1297


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 2.1, which was -1.4 lower than the previous day. The implied volatity was 21.22, the open interest changed by 299 which increased total open position to 299


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 3.15, which was 0.05 higher than the previous day. The implied volatity was 22.59, the open interest changed by 20 which increased total open position to 228


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 3.6, which was 0.7 higher than the previous day. The implied volatity was 20.06, the open interest changed by -39 which decreased total open position to 208


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 2.9, which was -2.3 lower than the previous day. The implied volatity was 17.51, the open interest changed by 52 which increased total open position to 247


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 5.8, which was 0.65 higher than the previous day. The implied volatity was 17.44, the open interest changed by 53 which increased total open position to 195


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 4.4, which was -2 lower than the previous day. The implied volatity was 16.80, the open interest changed by 83 which increased total open position to 142


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 6.2, which was 1.45 higher than the previous day. The implied volatity was 17.83, the open interest changed by 7 which increased total open position to 59


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 4.75, which was -1.25 lower than the previous day. The implied volatity was 17.53, the open interest changed by 10 which increased total open position to 52


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 6, which was -0.2 lower than the previous day. The implied volatity was 16.56, the open interest changed by 1 which increased total open position to 42


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 6.2, which was -0.35 lower than the previous day. The implied volatity was 16.07, the open interest changed by 7 which increased total open position to 41


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 6.55, which was -0.15 lower than the previous day. The implied volatity was 16.32, the open interest changed by 14 which increased total open position to 34


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 7.15, which was 0.15 higher than the previous day. The implied volatity was 17.02, the open interest changed by 12 which increased total open position to 20


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 7, which was -4.25 lower than the previous day. The implied volatity was 16.16, the open interest changed by 1 which increased total open position to 8


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 11.25, which was 1 higher than the previous day. The implied volatity was 17.20, the open interest changed by 2 which increased total open position to 7


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 10.25, which was -10.6 lower than the previous day. The implied volatity was 16.57, the open interest changed by 5 which increased total open position to 5