NIFTY
Nifty
Historical option data for NIFTY
16 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 24350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Dec | 25860.10 | 1718.45 | 90.25 | - | 0 | 2 | 2 | |||||||||
| 15 Dec | 26027.30 | 1718.45 | 90.25 | - | 2 | 0 | 0 | |||||||||
| 12 Dec | 26046.95 | 1622.25 | 143.5 | - | 0 | 1 | 1 | |||||||||
| 11 Dec | 25898.55 | 1622.25 | 143.5 | - | 2 | -1 | 0 | |||||||||
| 10 Dec | 25758.00 | 1478.75 | -81.4 | 11.13 | 3 | 0 | 1 | |||||||||
| 9 Dec | 25839.65 | 1560.15 | -116.7 | - | 2 | 0 | 1 | |||||||||
| 8 Dec | 25960.55 | 1671.4 | -123.75 | - | 2 | 1 | 1 | |||||||||
| 5 Dec | 26186.45 | 1787.2 | 32.9 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 26033.75 | 1787.2 | 32.9 | - | 2 | 0 | 0 | |||||||||
| 3 Dec | 25986.00 | 1747.4 | 13.1 | - | 2 | 0 | 0 | |||||||||
| 2 Dec | 26032.20 | 1734.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 26175.75 | 1734.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 26202.95 | 1734.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 1734.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 1734.3 | 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 24350 expiring on 23DEC2025
Delta for 24350 CE is -
Historical price for 24350 CE is as follows
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1718.45, which was 90.25 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1718.45, which was 90.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1622.25, which was 143.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1622.25, which was 143.5 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1478.75, which was -81.4 lower than the previous day. The implied volatity was 11.13, 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 1560.15, which was -116.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1671.4, which was -123.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1787.2, which was 32.9 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 1787.2, which was 32.9 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 1747.4, which was 13.1 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 1734.3, 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 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1734.3, 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 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1734.3, 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 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1734.3, 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 1734.3, 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 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 24350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.94
Theta: -1.22
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 25860.10 | 2.3 | -1.65 | 19.21 | 631 | 242 | 242 |
| 15 Dec | 26027.30 | 3.55 | -0.25 | 20.78 | 342 | 88 | 143 |
| 12 Dec | 26046.95 | 3.8 | 0.1 | 18.34 | 83 | 1 | 55 |
| 11 Dec | 25898.55 | 3.95 | -2.25 | 16.45 | 161 | -2 | 54 |
| 10 Dec | 25758.00 | 6.7 | -0.15 | 15.88 | 252 | 38 | 56 |
| 9 Dec | 25839.65 | 6.85 | -25.4 | 16.20 | 22 | 18 | 18 |
| 8 Dec | 25960.55 | 32.25 | 0 | 7.74 | 0 | 0 | 0 |
| 5 Dec | 26186.45 | 32.25 | 0 | 8.12 | 0 | 0 | 0 |
| 4 Dec | 26033.75 | 32.25 | 0 | 7.35 | 0 | 0 | 0 |
| 3 Dec | 25986.00 | 32.25 | 0 | 7.10 | 0 | 0 | 0 |
| 2 Dec | 26032.20 | 32.25 | 0 | 7.21 | 0 | 0 | 0 |
| 1 Dec | 26175.75 | 32.25 | 0 | 7.51 | 0 | 0 | 0 |
| 28 Nov | 26202.95 | 32.25 | 0 | 6.88 | 0 | 0 | 0 |
| 27 Nov | 26215.55 | 32.25 | 0 | 6.81 | 0 | 0 | 0 |
| 26 Nov | 26205.30 | 32.25 | 0 | 6.67 | 0 | 0 | 0 |
| 25 Nov | 25884.80 | 32.25 | 0 | 5.58 | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 32.25 | 0 | 5.73 | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 32.25 | 0 | 5.88 | 0 | 0 | 0 |
For Nifty - strike price 24350 expiring on 23DEC2025
Delta for 24350 PE is -0.01
Historical price for 24350 PE is as follows
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 2.3, which was -1.65 lower than the previous day. The implied volatity was 19.21, the open interest changed by 242 which increased total open position to 242
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 3.55, which was -0.25 lower than the previous day. The implied volatity was 20.78, the open interest changed by 88 which increased total open position to 143
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 3.8, which was 0.1 higher than the previous day. The implied volatity was 18.34, the open interest changed by 1 which increased total open position to 55
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 3.95, which was -2.25 lower than the previous day. The implied volatity was 16.45, the open interest changed by -2 which decreased total open position to 54
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 6.7, which was -0.15 lower than the previous day. The implied volatity was 15.88, the open interest changed by 38 which increased total open position to 56
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 6.85, which was -25.4 lower than the previous day. The implied volatity was 16.20, the open interest changed by 18 which increased total open position to 18
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 32.25, which was 0 lower than the previous day. The implied volatity was 7.74, 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 32.25, which was 0 lower than the previous day. The implied volatity was 8.12, 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 32.25, which was 0 lower than the previous day. The implied volatity was 7.35, 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 32.25, which was 0 lower than the previous day. The implied volatity was 7.10, 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 32.25, which was 0 lower than the previous day. The implied volatity was 7.21, 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 32.25, which was 0 lower than the previous day. The implied volatity was 7.51, 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 32.25, which was 0 lower than the previous day. The implied volatity was 6.88, 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 32.25, which was 0 lower than the previous day. The implied volatity was 6.81, 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 32.25, which was 0 lower than the previous day. The implied volatity was 6.67, 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 32.25, which was 0 lower than the previous day. The implied volatity was 5.58, 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 32.25, which was 0 lower than the previous day. The implied volatity was 5.73, 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 32.25, which was 0 lower than the previous day. The implied volatity was 5.88, the open interest changed by 0 which decreased total open position to 0































































































































































































































