NIFTY
Nifty
Historical option data for NIFTY
15 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 24300 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 | 1718 | 138 | - | 3 | 0 | 5 | |||||||||
| 12 Dec | 26046.95 | 1580 | 0 | - | 0 | -1 | 5 | |||||||||
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| 11 Dec | 25898.55 | 1580 | 0 | - | 1 | 0 | 6 | |||||||||
| 10 Dec | 25758.00 | 1580 | -137.05 | - | 0 | 1 | 6 | |||||||||
| 9 Dec | 25839.65 | 1580 | -137.05 | - | 1 | 0 | 5 | |||||||||
| 8 Dec | 25960.55 | 1717.05 | -194.25 | 30.95 | 3 | 2 | 5 | |||||||||
| 5 Dec | 26186.45 | 1911.3 | 89.4 | - | 4 | 1 | 3 | |||||||||
| 4 Dec | 26033.75 | 1819.5 | 51.3 | 23.96 | 2 | 1 | 2 | |||||||||
| 3 Dec | 25986.00 | 1761.9 | -68.45 | - | 3 | 0 | 1 | |||||||||
| 2 Dec | 26032.20 | 1830.35 | -117.65 | - | 1 | 0 | 1 | |||||||||
| 1 Dec | 26175.75 | 1948 | -77.8 | - | 2 | 1 | 1 | |||||||||
| 28 Nov | 26202.95 | 2015.3 | 433 | - | 2 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 1582.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 1582.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 25884.80 | 1582.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 1582.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 1582.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 1582.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 1582.3 | 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 24300 expiring on 16DEC2025
Delta for 24300 CE is -
Historical price for 24300 CE is as follows
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1718, which was 138 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1580, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 5
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1580, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1580, which was -137.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1580, which was -137.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1717.05, which was -194.25 lower than the previous day. The implied volatity was 30.95, the open interest changed by 2 which increased total open position to 5
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1911.3, which was 89.4 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 1819.5, which was 51.3 higher than the previous day. The implied volatity was 23.96, 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 1761.9, which was -68.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1830.35, which was -117.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1948, which was -77.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 2015.3, which was 433 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 1582.3, 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 1582.3, 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 1582.3, 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 1582.3, 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 1582.3, 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 1582.3, 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 1582.3, 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 24300 PE | |||||||
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Delta: -0.01
Vega: 0.22
Theta: -5.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 26027.30 | 1.3 | -0.25 | 51.99 | 89,260 | 7,936 | 20,323 |
| 12 Dec | 26046.95 | 1.5 | -0.1 | 27.06 | 76,697 | -6,380 | 12,387 |
| 11 Dec | 25898.55 | 1.5 | -1.05 | 22.55 | 1,79,048 | 11,208 | 18,767 |
| 10 Dec | 25758.00 | 2.45 | -0.1 | 20.39 | 95,858 | 3,555 | 7,559 |
| 9 Dec | 25839.65 | 2.5 | -1.4 | 19.89 | 27,729 | 2,980 | 4,004 |
| 8 Dec | 25960.55 | 4.05 | 1.2 | 20.88 | 5,382 | 685 | 1,024 |
| 5 Dec | 26186.45 | 2.8 | -0.45 | 19.17 | 633 | 58 | 339 |
| 4 Dec | 26033.75 | 2.7 | -1.15 | 16.96 | 380 | 161 | 281 |
| 3 Dec | 25986.00 | 3.7 | -41.9 | 16.86 | 408 | 120 | 120 |
| 2 Dec | 26032.20 | 45.6 | 0 | 8.67 | 0 | 0 | 0 |
| 1 Dec | 26175.75 | 45.6 | 0 | 8.92 | 0 | 0 | 0 |
| 28 Nov | 26202.95 | 45.6 | 0 | 8.38 | 0 | 0 | 0 |
| 27 Nov | 26215.55 | 45.6 | 0 | 8.26 | 0 | 0 | 0 |
| 26 Nov | 26205.30 | 45.6 | 0 | 8.04 | 0 | 0 | 0 |
| 25 Nov | 25884.80 | 45.6 | 0 | 6.39 | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 45.6 | 0 | 6.56 | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 45.6 | 0 | 6.60 | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 45.6 | 0 | 6.89 | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 45.6 | 0 | 6.38 | 0 | 0 | 0 |
| 18 Nov | 25910.05 | 45.6 | 0 | 5.83 | 0 | 0 | 0 |
| 17 Nov | 26013.45 | 45.6 | 0 | 6.10 | 0 | 0 | 0 |
| 14 Nov | 25910.05 | 45.6 | 0 | 5.62 | 0 | 0 | 0 |
| 13 Nov | 25879.15 | 45.6 | 0 | 5.47 | 0 | 0 | 0 |
For Nifty - strike price 24300 expiring on 16DEC2025
Delta for 24300 PE is -0.01
Historical price for 24300 PE is as follows
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1.3, which was -0.25 lower than the previous day. The implied volatity was 51.99, the open interest changed by 7936 which increased total open position to 20323
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1.5, which was -0.1 lower than the previous day. The implied volatity was 27.06, the open interest changed by -6380 which decreased total open position to 12387
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1.5, which was -1.05 lower than the previous day. The implied volatity was 22.55, the open interest changed by 11208 which increased total open position to 18767
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 2.45, which was -0.1 lower than the previous day. The implied volatity was 20.39, the open interest changed by 3555 which increased total open position to 7559
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 2.5, which was -1.4 lower than the previous day. The implied volatity was 19.89, the open interest changed by 2980 which increased total open position to 4004
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 4.05, which was 1.2 higher than the previous day. The implied volatity was 20.88, the open interest changed by 685 which increased total open position to 1024
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 2.8, which was -0.45 lower than the previous day. The implied volatity was 19.17, the open interest changed by 58 which increased total open position to 339
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 2.7, which was -1.15 lower than the previous day. The implied volatity was 16.96, the open interest changed by 161 which increased total open position to 281
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 3.7, which was -41.9 lower than the previous day. The implied volatity was 16.86, the open interest changed by 120 which increased total open position to 120
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 45.6, which was 0 lower than the previous day. The implied volatity was 8.67, 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 45.6, which was 0 lower than the previous day. The implied volatity was 8.92, 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 45.6, which was 0 lower than the previous day. The implied volatity was 8.38, 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 45.6, which was 0 lower than the previous day. The implied volatity was 8.26, 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 45.6, which was 0 lower than the previous day. The implied volatity was 8.04, 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 45.6, which was 0 lower than the previous day. The implied volatity was 6.39, 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 45.6, which was 0 lower than the previous day. The implied volatity was 6.56, 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 45.6, which was 0 lower than the previous day. The implied volatity was 6.60, 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 45.6, which was 0 lower than the previous day. The implied volatity was 6.89, 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 45.6, which was 0 lower than the previous day. The implied volatity was 6.38, 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 45.6, which was 0 lower than the previous day. The implied volatity was 5.83, 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 45.6, which was 0 lower than the previous day. The implied volatity was 6.10, 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 45.6, 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
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 45.6, which was 0 lower than the previous day. The implied volatity was 5.47, the open interest changed by 0 which decreased total open position to 0































































































































































































































