NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 24550 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 25818.55 | 1304.5 | -67.5 | - | 5 | 1 | 10 | |||||||||
| 16 Dec | 25860.10 | 1372 | -157.9 | 25.00 | 10 | 9 | 9 | |||||||||
| 15 Dec | 26027.30 | 1527.2 | -26.1 | 16.05 | 2 | 0 | 1 | |||||||||
| 12 Dec | 26046.95 | 1548.45 | 126.35 | - | 2 | 0 | 1 | |||||||||
| 11 Dec | 25898.55 | 1418.35 | 136.05 | - | 4 | 0 | 1 | |||||||||
| 10 Dec | 25758.00 | 1282.3 | -39.6 | 12.49 | 3 | 0 | 1 | |||||||||
| 9 Dec | 25839.65 | 1321.9 | -170.4 | - | 2 | 1 | 1 | |||||||||
| 8 Dec | 25960.55 | 1485.5 | -111.8 | 13.68 | 2 | 0 | 0 | |||||||||
| 5 Dec | 26186.45 | 1589.5 | 32.6 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 26033.75 | 1589.5 | 32.6 | 13.69 | 2 | 0 | 0 | |||||||||
| 3 Dec | 25986.00 | 1549.75 | -1.95 | - | 4 | 0 | 0 | |||||||||
| 2 Dec | 26032.20 | 1551.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 26175.75 | 1551.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 26202.95 | 1551.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 1551.7 | 0 | - | 0 | 0 | 0 | |||||||||
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| 26 Nov | 26205.30 | 1551.7 | 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 24550 expiring on 23DEC2025
Delta for 24550 CE is -
Historical price for 24550 CE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1304.5, which was -67.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 10
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1372, which was -157.9 lower than the previous day. The implied volatity was 25.00, the open interest changed by 9 which increased total open position to 9
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1527.2, which was -26.1 lower than the previous day. The implied volatity was 16.05, the open interest changed by 0 which decreased total open position to 1
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1548.45, which was 126.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1418.35, which was 136.05 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 1282.3, which was -39.6 lower than the previous day. The implied volatity was 12.49, the open interest changed by 0 which decreased total open position to 1
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1321.9, which was -170.4 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 1485.5, which was -111.8 lower than the previous day. The implied volatity was 13.68, 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 1589.5, which was 32.6 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 1589.5, which was 32.6 higher than the previous day. The implied volatity was 13.69, 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 1549.75, which was -1.95 lower 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 1551.7, 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 1551.7, 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 1551.7, 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 1551.7, 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 1551.7, 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 24550 PE | |||||||
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Delta: -0.01
Vega: 0.86
Theta: -1.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 25818.55 | 1.9 | -0.95 | 17.47 | 28,679 | 1,233 | 1,899 |
| 16 Dec | 25860.10 | 2.8 | -1.65 | 17.43 | 2,592 | 666 | 666 |
| 15 Dec | 26027.30 | 4.4 | 0.2 | 19.18 | 1,017 | 242 | 331 |
| 12 Dec | 26046.95 | 4.1 | -0.4 | 16.66 | 188 | 24 | 89 |
| 11 Dec | 25898.55 | 4.15 | -4.3 | 14.75 | 221 | 10 | 65 |
| 10 Dec | 25758.00 | 8.2 | 0.5 | 14.45 | 174 | 39 | 55 |
| 9 Dec | 25839.65 | 7.7 | 1.2 | 14.69 | 24 | 8 | 16 |
| 8 Dec | 25960.55 | 6.5 | 1.15 | 14.62 | 4 | -2 | 8 |
| 5 Dec | 26186.45 | 5.3 | -9.7 | 14.81 | 93 | 10 | 10 |
| 4 Dec | 26033.75 | 15 | -33.45 | - | 0 | 7 | 0 |
| 3 Dec | 25986.00 | 15 | -33.45 | - | 0 | 7 | 0 |
| 2 Dec | 26032.20 | 15 | -33.45 | - | 0 | 7 | 0 |
| 1 Dec | 26175.75 | 15 | -33.45 | - | 0 | 7 | 0 |
| 28 Nov | 26202.95 | 15 | -33.45 | - | 0 | 7 | 0 |
| 27 Nov | 26215.55 | 15 | -33.45 | - | 0 | 7 | 0 |
| 26 Nov | 26205.30 | 15 | -33.45 | 14.91 | 17 | 7 | 7 |
| 25 Nov | 25884.80 | 48.45 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 48.45 | 0 | 5.13 | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 48.45 | 0 | 5.29 | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 48.45 | 0 | 5.59 | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 48.45 | 0 | 5.15 | 0 | 0 | 0 |
For Nifty - strike price 24550 expiring on 23DEC2025
Delta for 24550 PE is -0.01
Historical price for 24550 PE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1.9, which was -0.95 lower than the previous day. The implied volatity was 17.47, the open interest changed by 1233 which increased total open position to 1899
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 2.8, which was -1.65 lower than the previous day. The implied volatity was 17.43, the open interest changed by 666 which increased total open position to 666
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 4.4, which was 0.2 higher than the previous day. The implied volatity was 19.18, the open interest changed by 242 which increased total open position to 331
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 4.1, which was -0.4 lower than the previous day. The implied volatity was 16.66, the open interest changed by 24 which increased total open position to 89
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 4.15, which was -4.3 lower than the previous day. The implied volatity was 14.75, the open interest changed by 10 which increased total open position to 65
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 8.2, which was 0.5 higher than the previous day. The implied volatity was 14.45, the open interest changed by 39 which increased total open position to 55
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 7.7, which was 1.2 higher than the previous day. The implied volatity was 14.69, the open interest changed by 8 which increased total open position to 16
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 6.5, which was 1.15 higher than the previous day. The implied volatity was 14.62, the open interest changed by -2 which decreased total open position to 8
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 5.3, which was -9.7 lower than the previous day. The implied volatity was 14.81, the open interest changed by 10 which increased total open position to 10
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 15, which was -33.45 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 15, which was -33.45 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 15, which was -33.45 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 15, which was -33.45 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 15, which was -33.45 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 15, which was -33.45 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 15, which was -33.45 lower than the previous day. The implied volatity was 14.91, the open interest changed by 7 which increased total open position to 7
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 48.45, 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 48.45, which was 0 lower than the previous day. The implied volatity was 5.13, 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 48.45, which was 0 lower than the previous day. The implied volatity was 5.29, 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 48.45, which was 0 lower than the previous day. The implied volatity was 5.59, 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 48.45, which was 0 lower than the previous day. The implied volatity was 5.15, the open interest changed by 0 which decreased total open position to 0































































































































































































































