NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 24450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 25818.55 | 1628.45 | -17.85 | - | 0 | 0 | 2 | |||||||||
| 16 Dec | 25860.10 | 1628.45 | -17.85 | - | 0 | 2 | 2 | |||||||||
| 15 Dec | 26027.30 | 1628.45 | -17.85 | 18.88 | 3 | 1 | 3 | |||||||||
| 12 Dec | 26046.95 | 1646.3 | 125.15 | - | 2 | 1 | 2 | |||||||||
| 11 Dec | 25898.55 | 1517.4 | 142.95 | - | 4 | 0 | 1 | |||||||||
| 10 Dec | 25758.00 | 1374.45 | -104.1 | - | 2 | 1 | 1 | |||||||||
| 9 Dec | 25839.65 | 1473.6 | -135.75 | - | 2 | -1 | 0 | |||||||||
| 8 Dec | 25960.55 | 1604.65 | -188.85 | 19.21 | 2 | 0 | 1 | |||||||||
| 5 Dec | 26186.45 | 1793.5 | 87.4 | - | 2 | 0 | 1 | |||||||||
| 4 Dec | 26033.75 | 1702.4 | 41.6 | 16.70 | 2 | 1 | 1 | |||||||||
| 3 Dec | 25986.00 | 1652.15 | 9.85 | - | 10 | 0 | 0 | |||||||||
| 2 Dec | 26032.20 | 1642.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 26175.75 | 1642.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 26202.95 | 1642.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 1642.3 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 26 Nov | 26205.30 | 1642.3 | 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 | |||||||||
| 20 Nov | 26192.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24450 expiring on 23DEC2025
Delta for 24450 CE is -
Historical price for 24450 CE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1628.45, which was -17.85 lower 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 1628.45, which was -17.85 lower 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 1628.45, which was -17.85 lower than the previous day. The implied volatity was 18.88, the open interest changed by 1 which increased total open position to 3
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1646.3, which was 125.15 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 1517.4, which was 142.95 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 1374.45, which was -104.1 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 1473.6, which was -135.75 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 1604.65, which was -188.85 lower than the previous day. The implied volatity was 19.21, 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 1793.5, which was 87.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1702.4, which was 41.6 higher than the previous day. The implied volatity was 16.70, 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 1652.15, which was 9.85 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 1642.3, 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 1642.3, 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 1642.3, 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 1642.3, 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 1642.3, 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
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 24450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.80
Theta: -1.17
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 25818.55 | 1.85 | -0.75 | 18.61 | 15,325 | 406 | 915 |
| 16 Dec | 25860.10 | 2.45 | -1.55 | 18.25 | 1,672 | 509 | 509 |
| 15 Dec | 26027.30 | 4.3 | 0.6 | 20.23 | 803 | 132 | 246 |
| 12 Dec | 26046.95 | 3.55 | -0.45 | 17.25 | 186 | 11 | 114 |
| 11 Dec | 25898.55 | 4.05 | -3.4 | 15.60 | 238 | 70 | 103 |
| 10 Dec | 25758.00 | 7.8 | 0.1 | 15.28 | 168 | 12 | 33 |
| 9 Dec | 25839.65 | 7.7 | 1.7 | 15.61 | 19 | 5 | 21 |
| 8 Dec | 25960.55 | 6 | 0 | 15.26 | 1 | 1 | 16 |
| 5 Dec | 26186.45 | 6 | 0.45 | 15.84 | 4 | -1 | 15 |
| 4 Dec | 26033.75 | 5.55 | -3.65 | 14.14 | 5 | 5 | 16 |
| 3 Dec | 25986.00 | 9.2 | -4.4 | 14.82 | 16 | 11 | 11 |
| 2 Dec | 26032.20 | 13.6 | -26.05 | - | 0 | 0 | 0 |
| 1 Dec | 26175.75 | 13.6 | -26.05 | - | 0 | 0 | 0 |
| 28 Nov | 26202.95 | 13.6 | -26.05 | - | 0 | 0 | 0 |
| 27 Nov | 26215.55 | 13.6 | -26.05 | 15.68 | 2 | 0 | 0 |
| 26 Nov | 26205.30 | 39.65 | 0 | 6.36 | 0 | 0 | 0 |
| 25 Nov | 25884.80 | 39.65 | 0 | 5.26 | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 39.65 | 0 | 5.46 | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 39.65 | 0 | 5.58 | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 39.65 | 0 | 5.88 | 0 | 0 | 0 |
For Nifty - strike price 24450 expiring on 23DEC2025
Delta for 24450 PE is -0.01
Historical price for 24450 PE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1.85, which was -0.75 lower than the previous day. The implied volatity was 18.61, the open interest changed by 406 which increased total open position to 915
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 18.25, the open interest changed by 509 which increased total open position to 509
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 4.3, which was 0.6 higher than the previous day. The implied volatity was 20.23, the open interest changed by 132 which increased total open position to 246
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 3.55, which was -0.45 lower than the previous day. The implied volatity was 17.25, the open interest changed by 11 which increased total open position to 114
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 4.05, which was -3.4 lower than the previous day. The implied volatity was 15.60, the open interest changed by 70 which increased total open position to 103
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 7.8, which was 0.1 higher than the previous day. The implied volatity was 15.28, the open interest changed by 12 which increased total open position to 33
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 7.7, which was 1.7 higher than the previous day. The implied volatity was 15.61, the open interest changed by 5 which increased total open position to 21
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 15.26, the open interest changed by 1 which increased total open position to 16
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 6, which was 0.45 higher than the previous day. The implied volatity was 15.84, the open interest changed by -1 which decreased total open position to 15
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 5.55, which was -3.65 lower than the previous day. The implied volatity was 14.14, the open interest changed by 5 which increased total open position to 16
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 9.2, which was -4.4 lower than the previous day. The implied volatity was 14.82, the open interest changed by 11 which increased total open position to 11
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 13.6, which was -26.05 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 13.6, which was -26.05 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 13.6, which was -26.05 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 13.6, which was -26.05 lower than the previous day. The implied volatity was 15.68, 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 39.65, which was 0 lower than the previous day. The implied volatity was 6.36, 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 39.65, which was 0 lower than the previous day. The implied volatity was 5.26, 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 39.65, which was 0 lower than the previous day. The implied volatity was 5.46, 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 39.65, 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 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 39.65, 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































































































































































































































