[--[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 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