[--[65.84.65.76]--]

NIFTY

Nifty
25818.55 -41.55 (-0.16%)
L: 25770.35 H: 25929.15

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Historical option data for NIFTY

17 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
17 Dec 25818.55 1718.45 90.25 - 0 0 2
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 17 Dec NIFTY was trading at 25818.55. 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 2


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: 0.70
Theta: -1.08
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 1.65 -0.75 19.53 17,106 598 840
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 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1.65, which was -0.75 lower than the previous day. The implied volatity was 19.53, the open interest changed by 598 which increased total open position to 840


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