[--[65.84.65.76]--]

NIFTY

Nifty
25815.55 -3.00 (-0.01%)
L: 25726.3 H: 25902.35

Back to Option Chain


Historical option data for NIFTY

18 Dec 2025 04:10 PM IST
NIFTY 23-DEC-2025 24500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 25815.55 1338 -18.3 - 68 34 202
17 Dec 25818.55 1358.85 -45.95 - 154 33 168
16 Dec 25860.10 1398.2 -169.6 - 89 135 135
15 Dec 26027.30 1567.3 -20.6 - 77 58 67
12 Dec 26046.95 1587.9 136.3 - 3 1 9
11 Dec 25898.55 1451.6 31.6 - 4 5 8
10 Dec 25758.00 1420 0 26.25 3 2 3
9 Dec 25839.65 1420 -122.05 - 2 1 1
8 Dec 25960.55 1535.2 -256.4 13.77 2 0 0
5 Dec 26186.45 1782.05 139.2 - 2 0 0
4 Dec 26033.75 1635.2 28.1 - 2 0 0
3 Dec 25986.00 1600.7 3.9 - 2 0 0
2 Dec 26032.20 1596.8 0 - 0 0 0
1 Dec 26175.75 1596.8 0 - 0 0 0
28 Nov 26202.95 1596.8 0 - 0 0 0
27 Nov 26215.55 1596.8 0 - 0 0 0
26 Nov 26205.30 1596.8 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
19 Nov 26052.65 0 0 - 0 0 0


For Nifty - strike price 24500 expiring on 23DEC2025

Delta for 24500 CE is -

Historical price for 24500 CE is as follows

On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 1338, which was -18.3 lower than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 202


On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1358.85, which was -45.95 lower than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 168


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1398.2, which was -169.6 lower than the previous day. The implied volatity was -, the open interest changed by 135 which increased total open position to 135


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1567.3, which was -20.6 lower than the previous day. The implied volatity was -, the open interest changed by 58 which increased total open position to 67


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1587.9, which was 136.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 9


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1451.6, which was 31.6 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 8


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1420, which was 0 lower than the previous day. The implied volatity was 26.25, the open interest changed by 2 which increased total open position to 3


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1420, which was -122.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1535.2, which was -256.4 lower than the previous day. The implied volatity was 13.77, the open interest changed by 0 which decreased total open position to 0


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1782.05, which was 139.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1635.2, which was 28.1 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 1600.7, which was 3.9 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 1596.8, 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 1596.8, 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 1596.8, 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 1596.8, 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 1596.8, 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


On 19 Nov NIFTY was trading at 26052.65. 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 24500 PE
Delta: -0.01
Vega: 0.79
Theta: -1.50
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 25815.55 2 -0.1 19.79 2,63,457 22,126 61,144
17 Dec 25818.55 2 -0.85 18.20 1,64,747 11,275 39,018
16 Dec 25860.10 2.75 -1.6 17.96 63,891 27,743 27,743
15 Dec 26027.30 4.2 0.2 19.59 39,646 8,580 14,504
12 Dec 26046.95 3.7 -0.7 16.89 9,364 1,399 5,924
11 Dec 25898.55 4.15 -3.75 15.20 11,244 724 4,525
10 Dec 25758.00 8.3 1.7 15.11 11,026 1,426 3,801
9 Dec 25839.65 6.3 -1.75 14.66 3,933 298 2,375
8 Dec 25960.55 8.25 3 15.63 2,167 679 2,077
5 Dec 26186.45 4.85 -2.55 14.99 1,393 546 1,398
4 Dec 26033.75 7.4 -1.7 14.44 432 -32 852
3 Dec 25986.00 9 0.9 14.35 809 302 884
2 Dec 26032.20 7.75 -0.15 14.21 417 37 582
1 Dec 26175.75 7.6 -2.15 14.72 473 171 545
28 Nov 26202.95 8.3 -2.9 14.26 351 67 374
27 Nov 26215.55 11.05 -3.25 14.79 444 62 307
26 Nov 26205.30 14.65 -3.75 15.19 215 91 245
25 Nov 25884.80 19.25 -2.85 13.49 152 20 154
24 Nov 25959.50 22.5 -2.35 14.31 149 27 134
21 Nov 26068.15 24 1.5 14.68 113 19 107
20 Nov 26192.15 22.4 -1.8 15.09 212 33 88
19 Nov 26052.65 23.7 -20.2 14.23 64 55 55


For Nifty - strike price 24500 expiring on 23DEC2025

Delta for 24500 PE is -0.01

Historical price for 24500 PE is as follows

On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 2, which was -0.1 lower than the previous day. The implied volatity was 19.79, the open interest changed by 22126 which increased total open position to 61144


On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 2, which was -0.85 lower than the previous day. The implied volatity was 18.20, the open interest changed by 11275 which increased total open position to 39018


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 2.75, which was -1.6 lower than the previous day. The implied volatity was 17.96, the open interest changed by 27743 which increased total open position to 27743


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 4.2, which was 0.2 higher than the previous day. The implied volatity was 19.59, the open interest changed by 8580 which increased total open position to 14504


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 3.7, which was -0.7 lower than the previous day. The implied volatity was 16.89, the open interest changed by 1399 which increased total open position to 5924


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 4.15, which was -3.75 lower than the previous day. The implied volatity was 15.20, the open interest changed by 724 which increased total open position to 4525


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 8.3, which was 1.7 higher than the previous day. The implied volatity was 15.11, the open interest changed by 1426 which increased total open position to 3801


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 6.3, which was -1.75 lower than the previous day. The implied volatity was 14.66, the open interest changed by 298 which increased total open position to 2375


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 8.25, which was 3 higher than the previous day. The implied volatity was 15.63, the open interest changed by 679 which increased total open position to 2077


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 4.85, which was -2.55 lower than the previous day. The implied volatity was 14.99, the open interest changed by 546 which increased total open position to 1398


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 7.4, which was -1.7 lower than the previous day. The implied volatity was 14.44, the open interest changed by -32 which decreased total open position to 852


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 9, which was 0.9 higher than the previous day. The implied volatity was 14.35, the open interest changed by 302 which increased total open position to 884


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 7.75, which was -0.15 lower than the previous day. The implied volatity was 14.21, the open interest changed by 37 which increased total open position to 582


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 7.6, which was -2.15 lower than the previous day. The implied volatity was 14.72, the open interest changed by 171 which increased total open position to 545


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 8.3, which was -2.9 lower than the previous day. The implied volatity was 14.26, the open interest changed by 67 which increased total open position to 374


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 11.05, which was -3.25 lower than the previous day. The implied volatity was 14.79, the open interest changed by 62 which increased total open position to 307


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 14.65, which was -3.75 lower than the previous day. The implied volatity was 15.19, the open interest changed by 91 which increased total open position to 245


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 19.25, which was -2.85 lower than the previous day. The implied volatity was 13.49, the open interest changed by 20 which increased total open position to 154


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 22.5, which was -2.35 lower than the previous day. The implied volatity was 14.31, the open interest changed by 27 which increased total open position to 134


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 24, which was 1.5 higher than the previous day. The implied volatity was 14.68, the open interest changed by 19 which increased total open position to 107


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 22.4, which was -1.8 lower than the previous day. The implied volatity was 15.09, the open interest changed by 33 which increased total open position to 88


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 23.7, which was -20.2 lower than the previous day. The implied volatity was 14.23, the open interest changed by 55 which increased total open position to 55