NIFTY
Nifty
Historical option data for NIFTY
18 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 24200 CE | ||||||||||||||||
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Delta: 0.89
Vega: 5.58
Theta: -31.79
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.53
Theta: -1.17
Gamma: 0.00
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| 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































































































































































































































