NIFTY
Nifty
Historical option data for NIFTY
12 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 24250 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 26046.95 | 1627.2 | -137.85 | - | 0 | 0 | 5 | |||||||||
| 11 Dec | 25898.55 | 1627.2 | -137.85 | - | 0 | 0 | 5 | |||||||||
| 10 Dec | 25758.00 | 1627.2 | -137.85 | - | 0 | 0 | 5 | |||||||||
| 9 Dec | 25839.65 | 1627.2 | -137.85 | - | 2 | 1 | 5 | |||||||||
| 8 Dec | 25960.55 | 1765.05 | -99.9 | 31.29 | 4 | 4 | 4 | |||||||||
| 5 Dec | 26186.45 | 1860.85 | 90.05 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 26033.75 | 1860.85 | 90.05 | 22.42 | 4 | 0 | 3 | |||||||||
| 3 Dec | 25986.00 | 1770.8 | -109.65 | - | 4 | -1 | 3 | |||||||||
| 2 Dec | 26032.20 | 1883.25 | -122.35 | - | 2 | 0 | 4 | |||||||||
| 1 Dec | 26175.75 | 2005.6 | -72.75 | - | 3 | 4 | 4 | |||||||||
| 28 Nov | 26202.95 | 2065.85 | 438.2 | - | 12 | 0 | 0 | |||||||||
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| 27 Nov | 26215.55 | 1627.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 1627.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 25884.80 | 1627.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 1627.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 1627.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 1627.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 1627.65 | 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 24250 expiring on 16DEC2025
Delta for 24250 CE is -
Historical price for 24250 CE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1627.2, which was -137.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1627.2, which was -137.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1627.2, which was -137.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1627.2, which was -137.85 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 1765.05, which was -99.9 lower than the previous day. The implied volatity was 31.29, the open interest changed by 4 which increased total open position to 4
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1860.85, which was 90.05 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 1860.85, which was 90.05 higher than the previous day. The implied volatity was 22.42, the open interest changed by 0 which decreased total open position to 3
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1770.8, which was -109.65 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 3
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1883.25, which was -122.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 2005.6, which was -72.75 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 2065.85, which was 438.2 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 1627.65, 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 1627.65, 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 1627.65, 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 1627.65, 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 1627.65, 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 1627.65, 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 1627.65, 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 24250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.48
Theta: -1.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 26046.95 | 1.55 | 0 | 27.87 | 40,540 | 992 | 3,777 |
| 11 Dec | 25898.55 | 1.45 | -1 | 23.14 | 42,299 | 1,049 | 2,785 |
| 10 Dec | 25758.00 | 2.4 | -0.1 | 20.77 | 34,954 | 1,018 | 1,736 |
| 9 Dec | 25839.65 | 2.5 | -1.45 | 20.44 | 4,120 | 639 | 718 |
| 8 Dec | 25960.55 | 3.35 | 0.55 | 20.87 | 628 | 70 | 79 |
| 5 Dec | 26186.45 | 2.35 | -0.65 | 19.19 | 32 | 9 | 9 |
| 4 Dec | 26033.75 | 3 | -38.3 | 17.70 | 58 | 0 | 0 |
| 3 Dec | 25986.00 | 41.3 | 0 | 8.85 | 0 | 0 | 0 |
| 2 Dec | 26032.20 | 41.3 | 0 | 8.88 | 0 | 0 | 0 |
| 1 Dec | 26175.75 | 41.3 | 0 | 9.09 | 0 | 0 | 0 |
| 28 Nov | 26202.95 | 41.3 | 0 | 8.57 | 0 | 0 | 0 |
| 27 Nov | 26215.55 | 41.3 | 0 | 8.44 | 0 | 0 | 0 |
| 26 Nov | 26205.30 | 41.3 | 0 | 8.22 | 0 | 0 | 0 |
| 25 Nov | 25884.80 | 41.3 | 0 | 6.57 | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 41.3 | 0 | 6.73 | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 41.3 | 0 | 6.76 | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 41.3 | 0 | 7.05 | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 41.3 | 0 | 6.54 | 0 | 0 | 0 |
| 18 Nov | 25910.05 | 41.3 | 0 | 5.99 | 0 | 0 | 0 |
| 17 Nov | 26013.45 | 41.3 | 0 | 6.27 | 0 | 0 | 0 |
| 14 Nov | 25910.05 | 41.3 | 0 | 5.78 | 0 | 0 | 0 |
| 13 Nov | 25879.15 | 41.3 | 0 | 5.62 | 0 | 0 | 0 |
For Nifty - strike price 24250 expiring on 16DEC2025
Delta for 24250 PE is -0.01
Historical price for 24250 PE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1.55, which was 0 lower than the previous day. The implied volatity was 27.87, the open interest changed by 992 which increased total open position to 3777
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1.45, which was -1 lower than the previous day. The implied volatity was 23.14, the open interest changed by 1049 which increased total open position to 2785
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 2.4, which was -0.1 lower than the previous day. The implied volatity was 20.77, the open interest changed by 1018 which increased total open position to 1736
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 2.5, which was -1.45 lower than the previous day. The implied volatity was 20.44, the open interest changed by 639 which increased total open position to 718
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 3.35, which was 0.55 higher than the previous day. The implied volatity was 20.87, the open interest changed by 70 which increased total open position to 79
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 2.35, which was -0.65 lower than the previous day. The implied volatity was 19.19, the open interest changed by 9 which increased total open position to 9
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 3, which was -38.3 lower than the previous day. The implied volatity was 17.70, 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 41.3, which was 0 lower than the previous day. The implied volatity was 8.85, 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 41.3, which was 0 lower than the previous day. The implied volatity was 8.88, 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 41.3, which was 0 lower than the previous day. The implied volatity was 9.09, 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 41.3, which was 0 lower than the previous day. The implied volatity was 8.57, 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 41.3, which was 0 lower than the previous day. The implied volatity was 8.44, 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 41.3, which was 0 lower than the previous day. The implied volatity was 8.22, 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 41.3, 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 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 41.3, which was 0 lower than the previous day. The implied volatity was 6.73, 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 41.3, which was 0 lower than the previous day. The implied volatity was 6.76, 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 41.3, which was 0 lower than the previous day. The implied volatity was 7.05, 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 41.3, which was 0 lower than the previous day. The implied volatity was 6.54, 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 41.3, which was 0 lower than the previous day. The implied volatity was 5.99, 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 41.3, which was 0 lower than the previous day. The implied volatity was 6.27, 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 41.3, which was 0 lower than the previous day. The implied volatity was 5.78, 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 41.3, which was 0 lower than the previous day. The implied volatity was 5.62, the open interest changed by 0 which decreased total open position to 0































































































































































































































