NIFTY

Nifty

26027.3 -19.65 (-0.08%)

L: 25904.75 H: 26047.15

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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 24500 CE
Delta: 0.97 Vega: 0.80 Theta: -30.19 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
15 Dec	26027.30	1528.45 ₹ 1,14,633.75	-29.15 -2186.25	59.24	78 5,850	-69 -5,175	147 11,025
12 Dec	26046.95	1558.05 ₹ 1,16,853.75	193.9 14542.50	-	15 1,125	-5 -375	216 16,200
11 Dec	25898.55	1364.15 ₹ 1,02,311.25	66.35 4976.25	-	11 825	-1 -75	221 16,575

10 Dec	25758.00	1294.45 ₹ 97,083.75	-88.1 -6607.50	22.97	37 2,775	7 525	222 16,650
9 Dec	25839.65	1381.2 ₹ 1,03,590	-119.65 -8973.75	-	176 13,200	145 10,875	215 16,125
8 Dec	25960.55	1482.15 ₹ 1,11,161.25	-287.6 -21570.00	-	60 4,500	57 4,275	70 5,250
5 Dec	26186.45	1769.75 ₹ 1,32,731.25	149.6 11220.00	22.54	13 975	5 375	13 975
4 Dec	26033.75	1620.15 ₹ 1,21,511.25	43.45 3258.75	21.73	5 375	5 375	8 600
3 Dec	25986.00	1570.55 ₹ 1,17,791.25	-61.15 -4586.25	-	5 375	0 0	3 225
2 Dec	26032.20	1631.7 ₹ 1,22,377.5	-118.1 -8857.50	-	1 75	0 0	3 225
1 Dec	26175.75	1749.8 ₹ 1,31,235	-65.2 -4890.00	-	2 150	0 0	3 225
28 Nov	26202.95	1815 ₹ 1,36,125	21.45 1608.75	-	2 150	0 0	3 225
27 Nov	26215.55	1793.55 ₹ 1,34,516.25	388.8 29160.00	-	4 300	3 225	3 225
26 Nov	26205.30	1404.75 ₹ 1,05,356.25	0 0.00	-	0 0	0 0	0 0
25 Nov	25884.80	1404.75 ₹ 1,05,356.25	0 0.00	-	0 0	0 0	0 0
24 Nov	25959.50	1404.75 ₹ 1,05,356.25	0 0.00	-	0 0	0 0	0 0
21 Nov	26068.15	1404.75 ₹ 1,05,356.25	0 0.00	-	0 0	0 0	0 0
20 Nov	26192.15	1404.75 ₹ 1,05,356.25	0 0.00	-	0 0	0 0	0 0
19 Nov	26052.65	1404.75 ₹ 1,05,356.25	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 24500 expiring on 16DEC2025

Delta for 24500 CE is 0.97

Historical price for 24500 CE is as follows

On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1528.45, which was -29.15 lower than the previous day. The implied volatity was 59.24, the open interest changed by -69 which decreased total open position to 147

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1558.05, which was 193.9 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 216

On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1364.15, which was 66.35 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 221

On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1294.45, which was -88.1 lower than the previous day. The implied volatity was 22.97, the open interest changed by 7 which increased total open position to 222

On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1381.2, which was -119.65 lower than the previous day. The implied volatity was -, the open interest changed by 145 which increased total open position to 215

On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1482.15, which was -287.6 lower than the previous day. The implied volatity was -, the open interest changed by 57 which increased total open position to 70

On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1769.75, which was 149.6 higher than the previous day. The implied volatity was 22.54, the open interest changed by 5 which increased total open position to 13

On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1620.15, which was 43.45 higher than the previous day. The implied volatity was 21.73, the open interest changed by 5 which increased total open position to 8

On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1570.55, which was -61.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1631.7, which was -118.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1749.8, which was -65.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1815, which was 21.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1793.55, which was 388.8 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3

On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 1404.75, 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 1404.75, 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 1404.75, 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 1404.75, 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 1404.75, 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 1404.75, 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 24500 PE
Delta: -0.01 Vega: 0.22 Theta: -5.04 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
15 Dec	26027.30	1.15 ₹ 86.25	-0.55 -41.25	45.73	3,14,196 2,35,64,700	64 4,800	61,416 46,06,200
12 Dec	26046.95	1.75 ₹ 131.25	-0.05 -3.75	24.75	3,07,894 2,30,92,050	-857 -64,275	61,352 46,01,400
11 Dec	25898.55	1.7 ₹ 127.5	-1.55 -116.25	20.32	3,72,920 2,79,69,000	-5,564 -4,17,300	62,209 46,65,675
10 Dec	25758.00	3.2 ₹ 240	0.05 3.75	18.60	3,21,491 2,41,11,825	13,188 9,89,100	67,773 50,82,975
9 Dec	25839.65	3.1 ₹ 232.5	-1.55 -116.25	18.11	1,71,818 1,28,86,350	39,091 29,31,825	54,585 40,93,875
8 Dec	25960.55	4.6 ₹ 345	1.5 112.50	19.02	36,287 27,21,525	10,194 7,64,550	15,494 11,62,050
5 Dec	26186.45	2.55 ₹ 191.25	-1 -75.00	17.17	11,588 8,69,100	624 46,800	5,300 3,97,500
4 Dec	26033.75	3.4 ₹ 255	-0.9 -67.50	15.79	8,359 6,26,925	412 30,900	4,676 3,50,700
3 Dec	25986.00	3.95 ₹ 296.25	-0.85 -63.75	15.29	9,611 7,20,825	1,492 1,11,900	4,264 3,19,800
2 Dec	26032.20	4.9 ₹ 367.5	-1.1 -82.50	15.83	2,660 1,99,500	349 26,175	2,772 2,07,900
1 Dec	26175.75	5.3 ₹ 397.5	-0.7 -52.50	16.50	3,043 2,28,225	863 64,725	2,423 1,81,725
28 Nov	26202.95	5.35 ₹ 401.25	-2.2 -165.00	15.37	711 53,325	221 16,575	1,560 1,17,000
27 Nov	26215.55	7.3 ₹ 547.5	-2.1 -157.50	15.83	1,320 99,000	412 30,900	1,339 1,00,425
26 Nov	26205.30	9.05 ₹ 678.75	-2.75 -206.25	15.90	644 48,300	291 21,825	927 69,525
25 Nov	25884.80	12.75 ₹ 956.25	-1.2 -90.00	14.03	462 34,650	134 10,050	636 47,700
24 Nov	25959.50	14.5 ₹ 1,087.5	-2.5 -187.50	14.71	443 33,225	230 17,250	502 37,650
21 Nov	26068.15	17 ₹ 1,275	1.7 127.50	15.17	172 12,900	71 5,325	272 20,400
20 Nov	26192.15	15 ₹ 1,125	-4.1 -307.50	15.43	154 11,550	53 3,975	201 15,075
19 Nov	26052.65	19.25 ₹ 1,443.75	-3.5 -262.50	14.98	228 17,100	109 8,175	148 11,100
18 Nov	25910.05	22.75 ₹ 1,706.25	-0.2 -15.00	14.18	41 3,075	29 2,175	39 2,925
17 Nov	26013.45	23.35 ₹ 1,751.25	-43.55 -3266.25	14.86	14 1,050	10 750	10 750
14 Nov	25910.05	66.9 ₹ 5,017.5	0 0.00	5.02	0 0	0 0	0 0
13 Nov	25879.15	66.9 ₹ 5,017.5	0 0.00	4.89	0 0	0 0	0 0

For Nifty - strike price 24500 expiring on 16DEC2025

Delta for 24500 PE is -0.01

Historical price for 24500 PE is as follows

On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1.15, which was -0.55 lower than the previous day. The implied volatity was 45.73, the open interest changed by 64 which increased total open position to 61416

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1.75, which was -0.05 lower than the previous day. The implied volatity was 24.75, the open interest changed by -857 which decreased total open position to 61352

On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1.7, which was -1.55 lower than the previous day. The implied volatity was 20.32, the open interest changed by -5564 which decreased total open position to 62209

On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 3.2, which was 0.05 higher than the previous day. The implied volatity was 18.60, the open interest changed by 13188 which increased total open position to 67773

On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 3.1, which was -1.55 lower than the previous day. The implied volatity was 18.11, the open interest changed by 39091 which increased total open position to 54585

On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 4.6, which was 1.5 higher than the previous day. The implied volatity was 19.02, the open interest changed by 10194 which increased total open position to 15494

On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 2.55, which was -1 lower than the previous day. The implied volatity was 17.17, the open interest changed by 624 which increased total open position to 5300

On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 3.4, which was -0.9 lower than the previous day. The implied volatity was 15.79, the open interest changed by 412 which increased total open position to 4676

On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 3.95, which was -0.85 lower than the previous day. The implied volatity was 15.29, the open interest changed by 1492 which increased total open position to 4264

On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 4.9, which was -1.1 lower than the previous day. The implied volatity was 15.83, the open interest changed by 349 which increased total open position to 2772

On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 5.3, which was -0.7 lower than the previous day. The implied volatity was 16.50, the open interest changed by 863 which increased total open position to 2423

On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 5.35, which was -2.2 lower than the previous day. The implied volatity was 15.37, the open interest changed by 221 which increased total open position to 1560

On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 7.3, which was -2.1 lower than the previous day. The implied volatity was 15.83, the open interest changed by 412 which increased total open position to 1339

On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 9.05, which was -2.75 lower than the previous day. The implied volatity was 15.90, the open interest changed by 291 which increased total open position to 927

On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 12.75, which was -1.2 lower than the previous day. The implied volatity was 14.03, the open interest changed by 134 which increased total open position to 636

On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 14.5, which was -2.5 lower than the previous day. The implied volatity was 14.71, the open interest changed by 230 which increased total open position to 502

On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 17, which was 1.7 higher than the previous day. The implied volatity was 15.17, the open interest changed by 71 which increased total open position to 272

On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 15, which was -4.1 lower than the previous day. The implied volatity was 15.43, the open interest changed by 53 which increased total open position to 201

On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 19.25, which was -3.5 lower than the previous day. The implied volatity was 14.98, the open interest changed by 109 which increased total open position to 148

On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 22.75, which was -0.2 lower than the previous day. The implied volatity was 14.18, the open interest changed by 29 which increased total open position to 39

On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 23.35, which was -43.55 lower than the previous day. The implied volatity was 14.86, the open interest changed by 10 which increased total open position to 10

On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 66.9, which was 0 lower than the previous day. The implied volatity was 5.02, 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 66.9, which was 0 lower than the previous day. The implied volatity was 4.89, the open interest changed by 0 which decreased total open position to 0

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