NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 24150 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 | 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 | |||||||||
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| 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 | |||||||
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Delta: -0.01
Vega: 0.60
Theta: -1.03
Gamma: 0.00
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| 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































































































































































































































