NIFTY
Nifty
Historical option data for NIFTY
15 Dec 2025 04:10 PM IST
| NIFTY 16-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 | |||||||||
| 15 Dec | 26027.30 | 1797.3 | 64.85 | - | 2 | 1 | 3 | |||||||||
| 12 Dec | 26046.95 | 1729.95 | -125 | - | 0 | 0 | 2 | |||||||||
| 11 Dec | 25898.55 | 1729.95 | -125 | - | 0 | 0 | 2 | |||||||||
| 10 Dec | 25758.00 | 1729.95 | -125 | - | 0 | 0 | 2 | |||||||||
| 9 Dec | 25839.65 | 1729.95 | -125 | - | 2 | 0 | 2 | |||||||||
| 8 Dec | 25960.55 | 1850.15 | -210.15 | 29.48 | 2 | -1 | 2 | |||||||||
| 5 Dec | 26186.45 | 2060.3 | 89.5 | - | 2 | 1 | 3 | |||||||||
| 4 Dec | 26033.75 | 1968.25 | 53.8 | 25.45 | 2 | 1 | 2 | |||||||||
| 3 Dec | 25986.00 | 1907.85 | -114.2 | - | 3 | 1 | 1 | |||||||||
| 2 Dec | 26032.20 | 2022.05 | -153.35 | 24.41 | 1 | 0 | 0 | |||||||||
| 1 Dec | 26175.75 | 2163.1 | 443.7 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 26202.95 | 2163.1 | 443.7 | - | 12 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 1719.4 | 0 | - | 0 | 0 | 0 | |||||||||
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| 26 Nov | 26205.30 | 1719.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 25884.80 | 1719.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 1719.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 1719.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 1719.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 1719.4 | 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 24150 expiring on 16DEC2025
Delta for 24150 CE is -
Historical price for 24150 CE is as follows
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1797.3, which was 64.85 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1729.95, which was -125 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 1729.95, which was -125 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1729.95, which was -125 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1729.95, which was -125 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 1850.15, which was -210.15 lower than the previous day. The implied volatity was 29.48, 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 2060.3, which was 89.5 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 1968.25, which was 53.8 higher than the previous day. The implied volatity was 25.45, 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 1907.85, which was -114.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 2022.05, which was -153.35 lower than the previous day. The implied volatity was 24.41, 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 2163.1, which was 443.7 higher 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 2163.1, which was 443.7 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 1719.4, 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 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 1719.4, 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 1719.4, 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 1719.4, 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 1719.4, 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 1719.4, 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 1719.4, 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 24150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 26027.30 | 0.9 | -0.55 | - | 32,388 | -509 | 2,071 |
| 12 Dec | 26046.95 | 1.55 | 0.05 | 29.28 | 20,232 | -131 | 2,580 |
| 11 Dec | 25898.55 | 1.4 | -0.8 | 24.30 | 39,630 | 725 | 2,711 |
| 10 Dec | 25758.00 | 2.1 | -0.15 | 21.62 | 35,448 | 1,433 | 1,986 |
| 9 Dec | 25839.65 | 2.1 | -1.25 | 21.11 | 2,034 | 512 | 553 |
| 8 Dec | 25960.55 | 3.15 | -30.45 | 21.79 | 234 | 41 | 41 |
| 5 Dec | 26186.45 | 33.6 | 0 | 11.27 | 0 | 0 | 0 |
| 4 Dec | 26033.75 | 33.6 | 0 | 9.72 | 0 | 0 | 0 |
| 3 Dec | 25986.00 | 33.6 | 0 | 9.28 | 0 | 0 | 0 |
| 2 Dec | 26032.20 | 33.6 | 0 | 9.30 | 0 | 0 | 0 |
| 1 Dec | 26175.75 | 33.6 | 0 | 9.50 | 0 | 0 | 0 |
| 28 Nov | 26202.95 | 33.6 | 0 | 8.94 | 0 | 0 | 0 |
| 27 Nov | 26215.55 | 33.6 | 0 | 8.81 | 0 | 0 | 0 |
| 26 Nov | 26205.30 | 33.6 | 0 | 8.58 | 0 | 0 | 0 |
| 25 Nov | 25884.80 | 33.6 | 0 | 7.27 | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 33.6 | 0 | 7.44 | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 33.6 | 0 | 7.09 | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 33.6 | 0 | 7.37 | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 33.6 | 0 | 6.85 | 0 | 0 | 0 |
| 18 Nov | 25910.05 | 33.6 | 0 | 6.31 | 0 | 0 | 0 |
| 17 Nov | 26013.45 | 33.6 | 0 | 6.57 | 0 | 0 | 0 |
| 14 Nov | 25910.05 | 33.6 | 0 | 6.06 | 0 | 0 | 0 |
| 13 Nov | 25879.15 | 33.6 | 0 | 5.91 | 0 | 0 | 0 |
For Nifty - strike price 24150 expiring on 16DEC2025
Delta for 24150 PE is -
Historical price for 24150 PE is as follows
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 0.9, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -509 which decreased total open position to 2071
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1.55, which was 0.05 higher than the previous day. The implied volatity was 29.28, the open interest changed by -131 which decreased total open position to 2580
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1.4, which was -0.8 lower than the previous day. The implied volatity was 24.30, the open interest changed by 725 which increased total open position to 2711
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 2.1, which was -0.15 lower than the previous day. The implied volatity was 21.62, the open interest changed by 1433 which increased total open position to 1986
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 2.1, which was -1.25 lower than the previous day. The implied volatity was 21.11, the open interest changed by 512 which increased total open position to 553
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 3.15, which was -30.45 lower than the previous day. The implied volatity was 21.79, the open interest changed by 41 which increased total open position to 41
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was 11.27, 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 33.6, 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 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was 9.28, 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 33.6, which was 0 lower than the previous day. The implied volatity was 9.30, 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 33.6, which was 0 lower than the previous day. The implied volatity was 9.50, 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 33.6, 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 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was 8.81, 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 33.6, which was 0 lower than the previous day. The implied volatity was 8.58, 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 33.6, which was 0 lower than the previous day. The implied volatity was 7.27, 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 33.6, which was 0 lower than the previous day. The implied volatity was 7.44, 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 33.6, which was 0 lower than the previous day. The implied volatity was 7.09, 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 33.6, which was 0 lower than the previous day. The implied volatity was 7.37, 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 33.6, which was 0 lower than the previous day. The implied volatity was 6.85, 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 33.6, which was 0 lower than the previous day. The implied volatity was 6.31, 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 33.6, which was 0 lower than the previous day. The implied volatity was 6.57, 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 33.6, 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
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was 5.91, the open interest changed by 0 which decreased total open position to 0































































































































































































































