NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 24400 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 | 1520 | -158.55 | - | 0 | 1 | 4 | |||||||||
| 16 Dec | 25860.10 | 1520 | -158.55 | 28.20 | 2 | 3 | 3 | |||||||||
| 15 Dec | 26027.30 | 1678.55 | -12.4 | 23.48 | 2 | -1 | 1 | |||||||||
| 12 Dec | 26046.95 | 1690.95 | 117.7 | - | 3 | 1 | 2 | |||||||||
| 11 Dec | 25898.55 | 1570.85 | 142.5 | - | 3 | 0 | 1 | |||||||||
| 10 Dec | 25758.00 | 1428.35 | -99.15 | - | 6 | 1 | 1 | |||||||||
| 9 Dec | 25839.65 | 1522.25 | -135.95 | - | 2 | -1 | 0 | |||||||||
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| 8 Dec | 25960.55 | 1655.5 | -194 | 19.56 | 2 | 0 | 1 | |||||||||
| 5 Dec | 26186.45 | 1849.5 | 103.9 | - | 2 | 1 | 1 | |||||||||
| 4 Dec | 26033.75 | 1737.7 | 30.75 | - | 2 | 0 | 0 | |||||||||
| 3 Dec | 25986.00 | 1700.8 | 12.65 | - | 2 | 0 | 0 | |||||||||
| 2 Dec | 26032.20 | 1688.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 26175.75 | 1688.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 26202.95 | 1688.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 1688.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 1688.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 25884.80 | 1688.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 1688.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24400 expiring on 23DEC2025
Delta for 24400 CE is -
Historical price for 24400 CE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1520, which was -158.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1520, which was -158.55 lower than the previous day. The implied volatity was 28.20, 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 1678.55, which was -12.4 lower than the previous day. The implied volatity was 23.48, the open interest changed by -1 which decreased total open position to 1
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1690.95, which was 117.7 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 1570.85, which was 142.5 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 1428.35, which was -99.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1522.25, which was -135.95 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1655.5, which was -194 lower than the previous day. The implied volatity was 19.56, the open interest changed by 0 which decreased total open position to 1
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1849.5, which was 103.9 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1737.7, which was 30.75 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 1700.8, which was 12.65 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 1688.15, 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 1688.15, 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 1688.15, 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 1688.15, 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 1688.15, 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 1688.15, 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 1688.15, 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
On 20 Nov NIFTY was trading at 26192.15. 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 24400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.72
Theta: -1.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 25818.55 | 1.65 | -0.8 | 18.94 | 74,242 | 7,470 | 13,329 |
| 16 Dec | 25860.10 | 2.45 | -1.55 | 18.80 | 20,363 | 5,859 | 5,859 |
| 15 Dec | 26027.30 | 4.15 | 0.3 | 20.68 | 5,740 | 1,149 | 2,738 |
| 12 Dec | 26046.95 | 3.65 | -0.25 | 17.78 | 3,068 | 744 | 1,589 |
| 11 Dec | 25898.55 | 3.75 | -3.2 | 15.88 | 2,563 | 369 | 845 |
| 10 Dec | 25758.00 | 6.55 | 0.4 | 15.45 | 1,506 | 149 | 476 |
| 9 Dec | 25839.65 | 5.3 | -2.1 | 15.14 | 306 | 98 | 327 |
| 8 Dec | 25960.55 | 7.35 | 3 | 16.16 | 150 | 33 | 229 |
| 5 Dec | 26186.45 | 4.3 | -3.85 | 15.47 | 11 | 0 | 196 |
| 4 Dec | 26033.75 | 8.15 | 0 | 15.44 | 1 | 0 | 196 |
| 3 Dec | 25986.00 | 8.15 | 0.8 | 14.88 | 6 | 0 | 196 |
| 2 Dec | 26032.20 | 8.55 | 1.45 | 15.17 | 13 | -4 | 196 |
| 1 Dec | 26175.75 | 7.05 | -2.7 | 15.24 | 21 | 4 | 200 |
| 28 Nov | 26202.95 | 9.75 | -0.05 | 15.31 | 6 | 0 | 196 |
| 27 Nov | 26215.55 | 9.75 | -3.25 | 15.15 | 55 | 22 | 196 |
| 26 Nov | 26205.30 | 13 | -3.2 | 15.54 | 29 | 15 | 174 |
| 25 Nov | 25884.80 | 16.5 | -2.35 | 13.79 | 74 | 33 | 159 |
| 24 Nov | 25959.50 | 18.65 | -2.35 | 14.48 | 171 | 119 | 126 |
| 21 Nov | 26068.15 | 21 | 0.95 | 14.95 | 11 | 6 | 7 |
| 20 Nov | 26192.15 | 20.05 | -15.75 | 15.42 | 2 | 1 | 1 |
For Nifty - strike price 24400 expiring on 23DEC2025
Delta for 24400 PE is -0.01
Historical price for 24400 PE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1.65, which was -0.8 lower than the previous day. The implied volatity was 18.94, the open interest changed by 7470 which increased total open position to 13329
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 2.45, which was -1.55 lower than the previous day. The implied volatity was 18.80, the open interest changed by 5859 which increased total open position to 5859
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 4.15, which was 0.3 higher than the previous day. The implied volatity was 20.68, the open interest changed by 1149 which increased total open position to 2738
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 3.65, which was -0.25 lower than the previous day. The implied volatity was 17.78, the open interest changed by 744 which increased total open position to 1589
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 3.75, which was -3.2 lower than the previous day. The implied volatity was 15.88, the open interest changed by 369 which increased total open position to 845
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 6.55, which was 0.4 higher than the previous day. The implied volatity was 15.45, the open interest changed by 149 which increased total open position to 476
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 5.3, which was -2.1 lower than the previous day. The implied volatity was 15.14, the open interest changed by 98 which increased total open position to 327
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 7.35, which was 3 higher than the previous day. The implied volatity was 16.16, the open interest changed by 33 which increased total open position to 229
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 4.3, which was -3.85 lower than the previous day. The implied volatity was 15.47, the open interest changed by 0 which decreased total open position to 196
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 8.15, which was 0 lower than the previous day. The implied volatity was 15.44, the open interest changed by 0 which decreased total open position to 196
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 8.15, which was 0.8 higher than the previous day. The implied volatity was 14.88, the open interest changed by 0 which decreased total open position to 196
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 8.55, which was 1.45 higher than the previous day. The implied volatity was 15.17, the open interest changed by -4 which decreased total open position to 196
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 7.05, which was -2.7 lower than the previous day. The implied volatity was 15.24, the open interest changed by 4 which increased total open position to 200
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 9.75, which was -0.05 lower than the previous day. The implied volatity was 15.31, the open interest changed by 0 which decreased total open position to 196
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 9.75, which was -3.25 lower than the previous day. The implied volatity was 15.15, the open interest changed by 22 which increased total open position to 196
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 13, which was -3.2 lower than the previous day. The implied volatity was 15.54, the open interest changed by 15 which increased total open position to 174
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 16.5, which was -2.35 lower than the previous day. The implied volatity was 13.79, the open interest changed by 33 which increased total open position to 159
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 18.65, which was -2.35 lower than the previous day. The implied volatity was 14.48, the open interest changed by 119 which increased total open position to 126
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 21, which was 0.95 higher than the previous day. The implied volatity was 14.95, the open interest changed by 6 which increased total open position to 7
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 20.05, which was -15.75 lower than the previous day. The implied volatity was 15.42, the open interest changed by 1 which increased total open position to 1































































































































































































































