NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-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 | |||||||||
| 17 Dec | 25818.55 | 1765 | -23.4 | - | 0 | 0 | 3 | |||||||||
| 16 Dec | 25860.10 | 1765 | -23.4 | - | 0 | 3 | 3 | |||||||||
| 15 Dec | 26027.30 | 1765 | -23.4 | - | 5 | 1 | 3 | |||||||||
| 12 Dec | 26046.95 | 1788.4 | 115.05 | - | 2 | 1 | 2 | |||||||||
| 11 Dec | 25898.55 | 1671.15 | 144.9 | - | 2 | 0 | 1 | |||||||||
| 10 Dec | 25758.00 | 1526.25 | -104 | - | 8 | 0 | 1 | |||||||||
| 9 Dec | 25839.65 | 1626.75 | -99.25 | - | 2 | 1 | 1 | |||||||||
| 8 Dec | 25960.55 | 1720.55 | -119.55 | - | 2 | 0 | 0 | |||||||||
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| 5 Dec | 26186.45 | 1832 | 23.95 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 26033.75 | 1832 | 23.95 | - | 2 | 0 | 0 | |||||||||
| 3 Dec | 25986.00 | 1796.9 | 16.15 | - | 2 | 0 | 0 | |||||||||
| 2 Dec | 26032.20 | 1780.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 26175.75 | 1780.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 26202.95 | 1780.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 1780.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 1780.75 | 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 24300 expiring on 23DEC2025
Delta for 24300 CE is -
Historical price for 24300 CE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1765, which was -23.4 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 1765, which was -23.4 lower than the previous day. The implied volatity was -, 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 1765, which was -23.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1788.4, which was 115.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1671.15, which was 144.9 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 1526.25, which was -104 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 1626.75, which was -99.25 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 1720.55, which was -119.55 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 1832, which was 23.95 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 1832, which was 23.95 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 1796.9, which was 16.15 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 1780.75, 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 1780.75, 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 1780.75, 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 1780.75, 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 1780.75, 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 24300 PE | |||||||
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Delta: -0.01
Vega: 0.70
Theta: -1.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 25818.55 | 1.7 | -0.65 | 20.18 | 51,689 | 4,981 | 7,865 |
| 16 Dec | 25860.10 | 2.3 | -1.5 | 19.78 | 10,517 | 2,884 | 2,884 |
| 15 Dec | 26027.30 | 3.85 | 0.3 | 21.56 | 7,014 | 1,820 | 2,552 |
| 12 Dec | 26046.95 | 3 | -0.45 | 18.23 | 2,599 | 208 | 732 |
| 11 Dec | 25898.55 | 3.45 | -3 | 16.59 | 961 | 65 | 524 |
| 10 Dec | 25758.00 | 5.2 | -0.4 | 15.81 | 1,117 | 178 | 459 |
| 9 Dec | 25839.65 | 5.8 | -0.35 | 16.20 | 259 | 131 | 281 |
| 8 Dec | 25960.55 | 5.5 | 0 | 16.33 | 191 | 88 | 150 |
| 5 Dec | 26186.45 | 5.5 | -0.25 | 16.74 | 8 | 2 | 62 |
| 4 Dec | 26033.75 | 5.75 | -0.7 | 15.37 | 24 | 2 | 60 |
| 3 Dec | 25986.00 | 6.7 | 0.25 | 15.16 | 31 | 5 | 58 |
| 2 Dec | 26032.20 | 6.45 | -0.55 | 15.23 | 7 | 7 | 53 |
| 1 Dec | 26175.75 | 7 | -1.4 | 15.92 | 30 | 17 | 46 |
| 28 Nov | 26202.95 | 7.9 | -1.45 | 15.47 | 13 | -4 | 29 |
| 27 Nov | 26215.55 | 9.05 | -2.45 | 15.63 | 33 | 7 | 33 |
| 26 Nov | 26205.30 | 11.45 | -3.55 | 15.87 | 13 | 10 | 26 |
| 25 Nov | 25884.80 | 15 | -2 | 14.23 | 15 | 14 | 16 |
| 24 Nov | 25959.50 | 17 | -12 | 14.91 | 4 | 2 | 2 |
| 21 Nov | 26068.15 | 29 | 0 | 6.02 | 0 | 0 | 0 |
For Nifty - strike price 24300 expiring on 23DEC2025
Delta for 24300 PE is -0.01
Historical price for 24300 PE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1.7, which was -0.65 lower than the previous day. The implied volatity was 20.18, the open interest changed by 4981 which increased total open position to 7865
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 2.3, which was -1.5 lower than the previous day. The implied volatity was 19.78, the open interest changed by 2884 which increased total open position to 2884
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 3.85, which was 0.3 higher than the previous day. The implied volatity was 21.56, the open interest changed by 1820 which increased total open position to 2552
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 3, which was -0.45 lower than the previous day. The implied volatity was 18.23, the open interest changed by 208 which increased total open position to 732
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 3.45, which was -3 lower than the previous day. The implied volatity was 16.59, the open interest changed by 65 which increased total open position to 524
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 5.2, which was -0.4 lower than the previous day. The implied volatity was 15.81, the open interest changed by 178 which increased total open position to 459
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 5.8, which was -0.35 lower than the previous day. The implied volatity was 16.20, the open interest changed by 131 which increased total open position to 281
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 5.5, which was 0 lower than the previous day. The implied volatity was 16.33, the open interest changed by 88 which increased total open position to 150
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 5.5, which was -0.25 lower than the previous day. The implied volatity was 16.74, the open interest changed by 2 which increased total open position to 62
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 5.75, which was -0.7 lower than the previous day. The implied volatity was 15.37, the open interest changed by 2 which increased total open position to 60
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 6.7, which was 0.25 higher than the previous day. The implied volatity was 15.16, the open interest changed by 5 which increased total open position to 58
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 6.45, which was -0.55 lower than the previous day. The implied volatity was 15.23, the open interest changed by 7 which increased total open position to 53
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 7, which was -1.4 lower than the previous day. The implied volatity was 15.92, the open interest changed by 17 which increased total open position to 46
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 7.9, which was -1.45 lower than the previous day. The implied volatity was 15.47, the open interest changed by -4 which decreased total open position to 29
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 9.05, which was -2.45 lower than the previous day. The implied volatity was 15.63, the open interest changed by 7 which increased total open position to 33
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 11.45, which was -3.55 lower than the previous day. The implied volatity was 15.87, the open interest changed by 10 which increased total open position to 26
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 15, which was -2 lower than the previous day. The implied volatity was 14.23, the open interest changed by 14 which increased total open position to 16
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 17, which was -12 lower than the previous day. The implied volatity was 14.91, the open interest changed by 2 which increased total open position to 2
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 29, which was 0 lower than the previous day. The implied volatity was 6.02, the open interest changed by 0 which decreased total open position to 0































































































































































































































