NIFTY
Nifty
Historical option data for NIFTY
16 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 24350 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Dec | 25860.10 | 1590 | 52.8 | - | 0 | 2 | 2 | |||||||||
| 15 Dec | 26027.30 | 1590 | 52.8 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 26046.95 | 1590 | 52.8 | - | 0 | 0 | 2 | |||||||||
| 11 Dec | 25898.55 | 1590 | 52.8 | 29.67 | 1 | 0 | 2 | |||||||||
| 10 Dec | 25758.00 | 1534.3 | -134.35 | - | 0 | 0 | 2 | |||||||||
| 9 Dec | 25839.65 | 1534.3 | -134.35 | - | 2 | 0 | 2 | |||||||||
| 8 Dec | 25960.55 | 1665.8 | -188.4 | 28.68 | 2 | 0 | 2 | |||||||||
| 5 Dec | 26186.45 | 1854.2 | 79.9 | - | 4 | 1 | 2 | |||||||||
| 4 Dec | 26033.75 | 1770.55 | 80 | 23.59 | 2 | 1 | 1 | |||||||||
| 3 Dec | 25986.00 | 1690.55 | -108.4 | - | 2 | 0 | 0 | |||||||||
| 2 Dec | 26032.20 | 1791.2 | 253.9 | - | 2 | 0 | 0 | |||||||||
| 1 Dec | 26175.75 | 1537.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 26202.95 | 1537.3 | 0 | - | 0 | 0 | 0 | |||||||||
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| 27 Nov | 26215.55 | 1537.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 1537.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 25884.80 | 1537.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 1537.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 1537.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 1537.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 1537.3 | 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 24350 expiring on 16DEC2025
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 1590, which was 52.8 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 1590, which was 52.8 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 1590, which was 52.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1590, which was 52.8 higher than the previous day. The implied volatity was 29.67, the open interest changed by 0 which decreased total open position to 2
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1534.3, which was -134.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1534.3, which was -134.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1665.8, which was -188.4 lower than the previous day. The implied volatity was 28.68, the open interest changed by 0 which decreased total open position to 2
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1854.2, which was 79.9 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1770.55, which was 80 higher than the previous day. The implied volatity was 23.59, the open interest changed by 1 which increased total open position to 1
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1690.55, which was -108.4 lower 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 1791.2, which was 253.9 higher 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 1537.3, 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 1537.3, 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 1537.3, 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 1537.3, 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 1537.3, 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 1537.3, 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 1537.3, 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 1537.3, 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 1537.3, 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 24350 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 25860.10 | 0.05 | -1.2 | - | 16,593 | 1,438 | 1,438 |
| 15 Dec | 26027.30 | 1.25 | -0.3 | - | 32,604 | -1,764 | 1,677 |
| 12 Dec | 26046.95 | 1.6 | -0.05 | 26.56 | 35,803 | 1,932 | 3,441 |
| 11 Dec | 25898.55 | 1.4 | -1.3 | 21.74 | 41,969 | -344 | 1,509 |
| 10 Dec | 25758.00 | 2.6 | -0.15 | 19.93 | 37,458 | 1,406 | 1,853 |
| 9 Dec | 25839.65 | 3.1 | -0.85 | 19.85 | 2,345 | 405 | 447 |
| 8 Dec | 25960.55 | 4.5 | 1.45 | 20.64 | 156 | 37 | 42 |
| 5 Dec | 26186.45 | 3.2 | 0.3 | 19.02 | 27 | -3 | 5 |
| 4 Dec | 26033.75 | 2.9 | -47.45 | 16.76 | 109 | 8 | 8 |
| 3 Dec | 25986.00 | 50.35 | 0 | 8.40 | 0 | 0 | 0 |
| 2 Dec | 26032.20 | 50.35 | 0 | 8.45 | 0 | 0 | 0 |
| 1 Dec | 26175.75 | 50.35 | 0 | 8.72 | 0 | 0 | 0 |
| 28 Nov | 26202.95 | 50.35 | 0 | 8.19 | 0 | 0 | 0 |
| 27 Nov | 26215.55 | 50.35 | 0 | 8.07 | 0 | 0 | 0 |
| 26 Nov | 26205.30 | 50.35 | 0 | 7.85 | 0 | 0 | 0 |
| 25 Nov | 25884.80 | 50.35 | 0 | 6.21 | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 50.35 | 0 | 6.39 | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 50.35 | 0 | 6.44 | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 50.35 | 0 | 6.74 | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 50.35 | 0 | 6.22 | 0 | 0 | 0 |
| 18 Nov | 25910.05 | 50.35 | 0 | 5.67 | 0 | 0 | 0 |
| 17 Nov | 26013.45 | 50.35 | 0 | 5.95 | 0 | 0 | 0 |
| 14 Nov | 25910.05 | 50.35 | 0 | 5.47 | 0 | 0 | 0 |
| 13 Nov | 25879.15 | 50.35 | 0 | 5.33 | 0 | 0 | 0 |
For Nifty - strike price 24350 expiring on 16DEC2025
Delta for 24350 PE is -
Historical price for 24350 PE is as follows
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 0.05, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 1438 which increased total open position to 1438
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1.25, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by -1764 which decreased total open position to 1677
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1.6, which was -0.05 lower than the previous day. The implied volatity was 26.56, the open interest changed by 1932 which increased total open position to 3441
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1.4, which was -1.3 lower than the previous day. The implied volatity was 21.74, the open interest changed by -344 which decreased total open position to 1509
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 2.6, which was -0.15 lower than the previous day. The implied volatity was 19.93, the open interest changed by 1406 which increased total open position to 1853
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 3.1, which was -0.85 lower than the previous day. The implied volatity was 19.85, the open interest changed by 405 which increased total open position to 447
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 4.5, which was 1.45 higher than the previous day. The implied volatity was 20.64, the open interest changed by 37 which increased total open position to 42
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 3.2, which was 0.3 higher than the previous day. The implied volatity was 19.02, the open interest changed by -3 which decreased total open position to 5
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 2.9, which was -47.45 lower than the previous day. The implied volatity was 16.76, the open interest changed by 8 which increased total open position to 8
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 50.35, which was 0 lower than the previous day. The implied volatity was 8.40, 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 50.35, which was 0 lower than the previous day. The implied volatity was 8.45, 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 50.35, which was 0 lower than the previous day. The implied volatity was 8.72, 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 50.35, which was 0 lower than the previous day. The implied volatity was 8.19, 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 50.35, which was 0 lower than the previous day. The implied volatity was 8.07, 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 50.35, which was 0 lower than the previous day. The implied volatity was 7.85, 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 50.35, which was 0 lower than the previous day. The implied volatity was 6.21, 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 50.35, 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 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 50.35, which was 0 lower than the previous day. The implied volatity was 6.44, 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 50.35, which was 0 lower than the previous day. The implied volatity was 6.74, 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 50.35, which was 0 lower than the previous day. The implied volatity was 6.22, 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 50.35, which was 0 lower than the previous day. The implied volatity was 5.67, 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 50.35, which was 0 lower than the previous day. The implied volatity was 5.95, 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 50.35, 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
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 50.35, which was 0 lower than the previous day. The implied volatity was 5.33, the open interest changed by 0 which decreased total open position to 0































































































































































































































