NIFTY

Nifty

26027.3 -19.65 (-0.08%)

L: 25904.75 H: 26047.15

Back to Option Chain

Historical option data for NIFTY
15 Dec 2025 04:10 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

NIFTY 16-DEC-2025 24450 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
15 Dec	26027.30	1356 ₹ 1,01,700	-101.8 -7635.00	-	0 0	0 0	0 0
12 Dec	26046.95	1356 ₹ 1,01,700	-101.8 -7635.00	-	0 0	0 0	25 1,875
11 Dec	25898.55	1356 ₹ 1,01,700	-101.8 -7635.00	-	0 0	-1 -75	25 1,875

10 Dec	25758.00	1356 ₹ 1,01,700	-101.8 -7635.00	27.14	18 1,350	12 900	26 1,950
9 Dec	25839.65	1464.15 ₹ 1,09,811.25	-97.65 -7323.75	27.15	25 1,875	11 825	14 1,050
8 Dec	25960.55	1567.4 ₹ 1,17,555	-217.45 -16308.75	28.36	3 225	2 150	3 225
5 Dec	26186.45	1784.85 ₹ 1,33,863.75	131.85 9888.75	-	4 300	-1 -75	1 75
4 Dec	26033.75	1646.1 ₹ 1,23,457.5	20.65 1548.75	18.18	8 600	1 75	2 150
3 Dec	25986.00	1620.55 ₹ 1,21,541.25	-103.55 -7766.25	-	3 225	1 75	1 75
2 Dec	26032.20	1724.1 ₹ 1,29,307.5	275.6 20670.00	21.20	1 75	0 0	0 0
1 Dec	26175.75	1867.7 ₹ 1,40,077.5	419.2 31440.00	-	0 0	1 75	0 0
28 Nov	26202.95	1867.7 ₹ 1,40,077.5	419.2 31440.00	-	2 150	1 75	1 75
27 Nov	26215.55	1448.5 ₹ 1,08,637.5	0 0.00	-	0 0	0 0	0 0
26 Nov	26205.30	1448.5 ₹ 1,08,637.5	0 0.00	-	0 0	0 0	0 0
25 Nov	25884.80	1448.5 ₹ 1,08,637.5	0 0.00	-	0 0	0 0	0 0
24 Nov	25959.50	1448.5 ₹ 1,08,637.5	0 0.00	-	0 0	0 0	0 0
21 Nov	26068.15	1448.5 ₹ 1,08,637.5	0 0.00	-	0 0	0 0	0 0
20 Nov	26192.15	1448.5 ₹ 1,08,637.5	0 0.00	-	0 0	0 0	0 0
19 Nov	26052.65	1448.5 ₹ 1,08,637.5	0 0.00	-	0 0	0 0	0 0
18 Nov	25910.05	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
17 Nov	26013.45	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
14 Nov	25910.05	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
13 Nov	25879.15	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Nifty - strike price 24450 expiring on 16DEC2025

Delta for 24450 CE is -

Historical price for 24450 CE is as follows

On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1356, which was -101.8 lower 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 1356, which was -101.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25

On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1356, which was -101.8 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 25

On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1356, which was -101.8 lower than the previous day. The implied volatity was 27.14, the open interest changed by 12 which increased total open position to 26

On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1464.15, which was -97.65 lower than the previous day. The implied volatity was 27.15, the open interest changed by 11 which increased total open position to 14

On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1567.4, which was -217.45 lower than the previous day. The implied volatity was 28.36, the open interest changed by 2 which increased total open position to 3

On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1784.85, which was 131.85 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1

On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1646.1, which was 20.65 higher than the previous day. The implied volatity was 18.18, the open interest changed by 1 which increased total open position to 2

On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1620.55, which was -103.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1

On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1724.1, which was 275.6 higher than the previous day. The implied volatity was 21.20, 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 1867.7, which was 419.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1867.7, which was 419.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1

On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1448.5, 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 1448.5, 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 1448.5, 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 1448.5, 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 1448.5, 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 1448.5, 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 1448.5, 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 24450 PE
Delta: -0.01 Vega: 0.22 Theta: -5.07 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
15 Dec	26027.30	1.15 ₹ 86.25	-0.45 -33.75	47.15	41,582 31,18,650	-2,578 -1,93,350	2,726 2,04,450
12 Dec	26046.95	1.55 ₹ 116.25	-0.2 -15.00	25.05	44,620 33,46,500	2,484 1,86,300	5,304 3,97,800
11 Dec	25898.55	1.65 ₹ 123.75	-1.4 -105.00	20.88	36,070 27,05,250	-547 -41,025	2,820 2,11,500
10 Dec	25758.00	3 ₹ 225	0.05 3.75	19.07	47,288 35,46,600	2,184 1,63,800	3,367 2,52,525
9 Dec	25839.65	2.8 ₹ 210	-1.6 -120.00	18.47	4,811 3,60,825	889 66,675	1,183 88,725
8 Dec	25960.55	4.25 ₹ 318.75	1.2 90.00	19.36	1,000 75,000	237 17,775	294 22,050
5 Dec	26186.45	3.5 ₹ 262.5	0.1 7.50	18.36	128 9,600	3 225	57 4,275
4 Dec	26033.75	3.8 ₹ 285	-0.5 -37.50	16.47	112 8,400	23 1,725	54 4,050
3 Dec	25986.00	4.1 ₹ 307.5	-56.85 -4263.75	15.81	52 3,900	31 2,325	31 2,325
2 Dec	26032.20	60.95 ₹ 4,571.25	0 0.00	8.02	0 0	0 0	0 0
1 Dec	26175.75	60.95 ₹ 4,571.25	0 0.00	8.30	0 0	0 0	0 0
28 Nov	26202.95	60.95 ₹ 4,571.25	0 0.00	7.80	0 0	0 0	0 0
27 Nov	26215.55	60.95 ₹ 4,571.25	0 0.00	7.70	0 0	0 0	0 0
26 Nov	26205.30	60.95 ₹ 4,571.25	0 0.00	7.48	0 0	0 0	0 0
25 Nov	25884.80	60.95 ₹ 4,571.25	0 0.00	5.85	0 0	0 0	0 0
24 Nov	25959.50	60.95 ₹ 4,571.25	0 0.00	6.04	0 0	0 0	0 0
21 Nov	26068.15	60.95 ₹ 4,571.25	0 0.00	6.09	0 0	0 0	0 0
20 Nov	26192.15	60.95 ₹ 4,571.25	0 0.00	6.42	0 0	0 0	0 0
19 Nov	26052.65	60.95 ₹ 4,571.25	0 0.00	5.91	0 0	0 0	0 0
18 Nov	25910.05	60.95 ₹ 4,571.25	0 0.00	5.35	0 0	0 0	0 0
17 Nov	26013.45	60.95 ₹ 4,571.25	0 0.00	5.64	0 0	0 0	0 0
14 Nov	25910.05	60.95 ₹ 4,571.25	0 0.00	5.17	0 0	0 0	0 0
13 Nov	25879.15	60.95 ₹ 4,571.25	0 0.00	5.03	0 0	0 0	0 0

For Nifty - strike price 24450 expiring on 16DEC2025

Delta for 24450 PE is -0.01

Historical price for 24450 PE is as follows

On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1.15, which was -0.45 lower than the previous day. The implied volatity was 47.15, the open interest changed by -2578 which decreased total open position to 2726

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1.55, which was -0.2 lower than the previous day. The implied volatity was 25.05, the open interest changed by 2484 which increased total open position to 5304

On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1.65, which was -1.4 lower than the previous day. The implied volatity was 20.88, the open interest changed by -547 which decreased total open position to 2820

On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 3, which was 0.05 higher than the previous day. The implied volatity was 19.07, the open interest changed by 2184 which increased total open position to 3367

On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 2.8, which was -1.6 lower than the previous day. The implied volatity was 18.47, the open interest changed by 889 which increased total open position to 1183

On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 4.25, which was 1.2 higher than the previous day. The implied volatity was 19.36, the open interest changed by 237 which increased total open position to 294

On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 3.5, which was 0.1 higher than the previous day. The implied volatity was 18.36, the open interest changed by 3 which increased total open position to 57

On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 3.8, which was -0.5 lower than the previous day. The implied volatity was 16.47, the open interest changed by 23 which increased total open position to 54

On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 4.1, which was -56.85 lower than the previous day. The implied volatity was 15.81, the open interest changed by 31 which increased total open position to 31

On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 60.95, which was 0 lower than the previous day. The implied volatity was 8.02, 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 60.95, which was 0 lower than the previous day. The implied volatity was 8.30, 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 60.95, which was 0 lower than the previous day. The implied volatity was 7.80, 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 60.95, which was 0 lower than the previous day. The implied volatity was 7.70, 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 60.95, which was 0 lower than the previous day. The implied volatity was 7.48, 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 60.95, which was 0 lower than the previous day. The implied volatity was 5.85, 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 60.95, which was 0 lower than the previous day. The implied volatity was 6.04, 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 60.95, which was 0 lower than the previous day. The implied volatity was 6.09, 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 60.95, which was 0 lower than the previous day. The implied volatity was 6.42, 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 60.95, which was 0 lower than the previous day. The implied volatity was 5.91, 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 60.95, which was 0 lower than the previous day. The implied volatity was 5.35, 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 60.95, which was 0 lower than the previous day. The implied volatity was 5.64, 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 60.95, which was 0 lower than the previous day. The implied volatity was 5.17, 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 60.95, which was 0 lower than the previous day. The implied volatity was 5.03, the open interest changed by 0 which decreased total open position to 0

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