[--[65.84.65.76]--]

NIFTY

Nifty
25815.55 -3.00 (-0.01%)
L: 25726.3 H: 25902.35

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Historical option data for NIFTY

18 Dec 2025 04:10 PM IST
NIFTY 23-DEC-2025 24200 CE
Delta: 0.89
Vega: 5.58
Theta: -31.79
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 25815.55 1725 63.4 46.50 4 -2 35
17 Dec 25818.55 1656.15 -43.85 - 39 -9 37
16 Dec 25860.10 1700 -174.1 22.75 6 46 46
15 Dec 26027.30 1874.1 -11.8 23.80 2 0 51
12 Dec 26046.95 1885.9 115.9 - 2 1 51
11 Dec 25898.55 1770 136 - 36 36 50
10 Dec 25758.00 1640 -59.15 19.03 12 9 14
9 Dec 25839.65 1699.15 -150.85 - 1 1 5
8 Dec 25960.55 1850 -197.25 20.51 6 3 4
5 Dec 26186.45 2047.25 108.25 - 2 1 1
4 Dec 26033.75 1930.65 28.7 - 2 0 0
3 Dec 25986.00 1894.55 20.05 - 2 0 0
2 Dec 26032.20 1874.5 0 - 0 0 0
1 Dec 26175.75 1874.5 0 - 0 0 0
28 Nov 26202.95 1874.5 0 - 0 0 0
27 Nov 26215.55 1874.5 0 - 0 0 0
26 Nov 26205.30 1874.5 0 - 0 0 0
25 Nov 25884.80 1874.5 0 - 0 0 0
24 Nov 25959.50 1874.5 0 - 0 0 0
21 Nov 26068.15 1874.5 0 - 0 0 0


For Nifty - strike price 24200 expiring on 23DEC2025

Delta for 24200 CE is 0.89

Historical price for 24200 CE is as follows

On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 1725, which was 63.4 higher than the previous day. The implied volatity was 46.50, the open interest changed by -2 which decreased total open position to 35


On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1656.15, which was -43.85 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 37


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1700, which was -174.1 lower than the previous day. The implied volatity was 22.75, the open interest changed by 46 which increased total open position to 46


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1874.1, which was -11.8 lower than the previous day. The implied volatity was 23.80, the open interest changed by 0 which decreased total open position to 51


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1885.9, which was 115.9 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 51


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1770, which was 136 higher than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 50


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1640, which was -59.15 lower than the previous day. The implied volatity was 19.03, the open interest changed by 9 which increased total open position to 14


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1699.15, which was -150.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1850, which was -197.25 lower than the previous day. The implied volatity was 20.51, the open interest changed by 3 which increased total open position to 4


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 2047.25, which was 108.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1930.65, which was 28.7 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 1894.55, which was 20.05 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 1874.5, 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 1874.5, 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 1874.5, 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 1874.5, 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 1874.5, 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 1874.5, 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 1874.5, 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 1874.5, 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 24200 PE
Delta: -0.01
Vega: 0.53
Theta: -1.17
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 25815.55 1.4 -0.25 22.73 75,723 3,046 11,551
17 Dec 25818.55 1.5 -0.65 21.04 61,505 3,517 8,505
16 Dec 25860.10 2.1 -1.5 20.66 15,150 4,988 4,988
15 Dec 26027.30 3.55 0.2 22.41 8,224 2,035 3,743
12 Dec 26046.95 3.1 -0.3 19.21 1,949 258 1,708
11 Dec 25898.55 3.1 -2.55 17.23 1,493 220 1,450
10 Dec 25758.00 5.35 0.55 16.78 2,836 633 1,230
9 Dec 25839.65 4.65 -1.4 16.55 1,102 235 597
8 Dec 25960.55 5.75 2.1 17.27 375 122 362
5 Dec 26186.45 3.55 -2.05 16.50 343 -34 240
4 Dec 26033.75 5.3 -1 15.84 25 21 274
3 Dec 25986.00 7 1.05 16.00 166 96 253
2 Dec 26032.20 5.95 -1.05 15.75 28 22 157
1 Dec 26175.75 7 -1.05 16.62 29 -1 135
28 Nov 26202.95 7.6 -3.1 16.03 14 4 136
27 Nov 26215.55 10.7 -1.1 16.72 9 -1 132
26 Nov 26205.30 11 -1.65 16.43 250 109 133
25 Nov 25884.80 11.75 -3.25 - 19 13 24
24 Nov 25959.50 15 -3 15.24 19 9 11
21 Nov 26068.15 18 -5.3 15.82 3 2 2


For Nifty - strike price 24200 expiring on 23DEC2025

Delta for 24200 PE is -0.01

Historical price for 24200 PE is as follows

On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 1.4, which was -0.25 lower than the previous day. The implied volatity was 22.73, the open interest changed by 3046 which increased total open position to 11551


On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1.5, which was -0.65 lower than the previous day. The implied volatity was 21.04, the open interest changed by 3517 which increased total open position to 8505


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 2.1, which was -1.5 lower than the previous day. The implied volatity was 20.66, the open interest changed by 4988 which increased total open position to 4988


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 3.55, which was 0.2 higher than the previous day. The implied volatity was 22.41, the open interest changed by 2035 which increased total open position to 3743


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 3.1, which was -0.3 lower than the previous day. The implied volatity was 19.21, the open interest changed by 258 which increased total open position to 1708


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 3.1, which was -2.55 lower than the previous day. The implied volatity was 17.23, the open interest changed by 220 which increased total open position to 1450


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 5.35, which was 0.55 higher than the previous day. The implied volatity was 16.78, the open interest changed by 633 which increased total open position to 1230


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 4.65, which was -1.4 lower than the previous day. The implied volatity was 16.55, the open interest changed by 235 which increased total open position to 597


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 5.75, which was 2.1 higher than the previous day. The implied volatity was 17.27, the open interest changed by 122 which increased total open position to 362


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 3.55, which was -2.05 lower than the previous day. The implied volatity was 16.50, the open interest changed by -34 which decreased total open position to 240


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 5.3, which was -1 lower than the previous day. The implied volatity was 15.84, the open interest changed by 21 which increased total open position to 274


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 7, which was 1.05 higher than the previous day. The implied volatity was 16.00, the open interest changed by 96 which increased total open position to 253


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 5.95, which was -1.05 lower than the previous day. The implied volatity was 15.75, the open interest changed by 22 which increased total open position to 157


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 7, which was -1.05 lower than the previous day. The implied volatity was 16.62, the open interest changed by -1 which decreased total open position to 135


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 7.6, which was -3.1 lower than the previous day. The implied volatity was 16.03, the open interest changed by 4 which increased total open position to 136


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 10.7, which was -1.1 lower than the previous day. The implied volatity was 16.72, the open interest changed by -1 which decreased total open position to 132


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 11, which was -1.65 lower than the previous day. The implied volatity was 16.43, the open interest changed by 109 which increased total open position to 133


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 11.75, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 24


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 15, which was -3 lower than the previous day. The implied volatity was 15.24, the open interest changed by 9 which increased total open position to 11


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 18, which was -5.3 lower than the previous day. The implied volatity was 15.82, the open interest changed by 2 which increased total open position to 2