NIFTY
Nifty
Historical option data for NIFTY
18 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 24500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.01
Vega: 0.79
Theta: -1.50
Gamma: 0.00
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| 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































































































































































































































