[--[65.84.65.76]--]

NIFTY

Nifty
25860.1 -167.20 (-0.64%)
L: 25834.35 H: 25980.75

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Historical option data for NIFTY

17 Dec 2025 09:10 AM IST
NIFTY 23-DEC-2025 24250 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25902.40 1673.4 -144.35 - 1 0 3
16 Dec 25860.10 1673.4 -144.35 31.21 1 3 3
15 Dec 26027.30 1807 -48.65 - 3 0 3
12 Dec 26046.95 1855.65 140.55 - 1 2 3
11 Dec 25898.55 1711.7 139.4 - 3 0 1
10 Dec 25758.00 1572.3 -108.15 - 2 0 1
9 Dec 25839.65 1676.2 -99.55 - 2 1 1
8 Dec 25960.55 1770.1 -124.3 - 2 0 0
5 Dec 26186.45 1886.25 28.85 - 0 0 0
4 Dec 26033.75 1886.25 28.85 - 2 0 0
3 Dec 25986.00 1846.25 18.75 - 2 0 0
2 Dec 26032.20 1827.5 0 - 0 0 0
1 Dec 26175.75 1827.5 0 - 0 0 0
28 Nov 26202.95 1827.5 0 - 0 0 0
27 Nov 26215.55 1827.5 0 - 0 0 0
26 Nov 26205.30 1827.5 0 - 0 0 0
25 Nov 25884.80 0 0 - 0 0 0
24 Nov 25959.50 0 0 - 0 0 0
21 Nov 26068.15 0 0 - 0 0 0


For Nifty - strike price 24250 expiring on 23DEC2025

Delta for 24250 CE is -

Historical price for 24250 CE is as follows

On 17 Dec NIFTY was trading at 25902.40. The strike last trading price was 1673.4, which was -144.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1673.4, which was -144.35 lower than the previous day. The implied volatity was 31.21, the open interest changed by 3 which increased total open position to 3


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1807, which was -48.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1855.65, which was 140.55 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1711.7, which was 139.4 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 1572.3, which was -108.15 lower than the previous day. The implied volatity was -, 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 1676.2, which was -99.55 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 1770.1, which was -124.3 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 1886.25, which was 28.85 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 1886.25, which was 28.85 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 1846.25, which was 18.75 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 1827.5, 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 1827.5, 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 1827.5, 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 1827.5, 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 1827.5, 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 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 24 Nov NIFTY was trading at 25959.50. 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 21 Nov NIFTY was trading at 26068.15. 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 23DEC2025 24250 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25902.40 2.4 -1.15 - 1,166 109 339
16 Dec 25860.10 2.4 -1.15 20.44 1,166 230 230
15 Dec 26027.30 3.55 0.2 21.86 896 77 145
12 Dec 26046.95 3.45 0.25 19.02 376 -4 68
11 Dec 25898.55 2.95 -2.85 16.68 322 24 72
10 Dec 25758.00 5.75 0.45 16.37 318 48 48
9 Dec 25839.65 5.8 -20.2 16.66 12 0 0
8 Dec 25960.55 26 0 8.16 0 0 0
5 Dec 26186.45 26 0 8.48 0 0 0
4 Dec 26033.75 26 0 7.73 0 0 0
3 Dec 25986.00 26 0 7.47 0 0 0
2 Dec 26032.20 26 0 7.58 0 0 0
1 Dec 26175.75 26 0 7.86 0 0 0
28 Nov 26202.95 26 0 7.19 0 0 0
27 Nov 26215.55 26 0 7.13 0 0 0
26 Nov 26205.30 26 0 6.98 0 0 0
25 Nov 25884.80 26 0 5.89 0 0 0
24 Nov 25959.50 26 0 6.05 0 0 0
21 Nov 26068.15 26 0 6.17 0 0 0


For Nifty - strike price 24250 expiring on 23DEC2025

Delta for 24250 PE is -

Historical price for 24250 PE is as follows

On 17 Dec NIFTY was trading at 25902.40. The strike last trading price was 2.4, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 109 which increased total open position to 339


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 2.4, which was -1.15 lower than the previous day. The implied volatity was 20.44, the open interest changed by 230 which increased total open position to 230


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 21.86, the open interest changed by 77 which increased total open position to 145


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 3.45, which was 0.25 higher than the previous day. The implied volatity was 19.02, the open interest changed by -4 which decreased total open position to 68


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 2.95, which was -2.85 lower than the previous day. The implied volatity was 16.68, the open interest changed by 24 which increased total open position to 72


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 5.75, which was 0.45 higher than the previous day. The implied volatity was 16.37, the open interest changed by 48 which increased total open position to 48


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 5.8, which was -20.2 lower than the previous day. The implied volatity was 16.66, the open interest changed by 0 which decreased total open position to 0


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was 8.16, 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 26, which was 0 lower than the previous day. The implied volatity was 8.48, 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 26, which was 0 lower than the previous day. The implied volatity was 7.73, 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 26, which was 0 lower than the previous day. The implied volatity was 7.47, 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 26, which was 0 lower than the previous day. The implied volatity was 7.58, 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 26, which was 0 lower than the previous day. The implied volatity was 7.86, 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 26, which was 0 lower than the previous day. The implied volatity was 7.19, 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 26, which was 0 lower than the previous day. The implied volatity was 7.13, 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 26, which was 0 lower than the previous day. The implied volatity was 6.98, 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 26, which was 0 lower than the previous day. The implied volatity was 5.89, 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 26, which was 0 lower than the previous day. The implied volatity was 6.05, 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 26, which was 0 lower than the previous day. The implied volatity was 6.17, the open interest changed by 0 which decreased total open position to 0