NIFTY
Nifty
Historical option data for NIFTY
12 Dec 2025 04:10 PM IST
| NIFTY 16-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 | |||||||||
| 12 Dec | 26046.95 | 1255.5 | -60.65 | - | 0 | 0 | 17 | |||||||||
| 11 Dec | 25898.55 | 1255.5 | -60.65 | - | 0 | -1 | 17 | |||||||||
| 10 Dec | 25758.00 | 1255.5 | -60.65 | 25.14 | 1 | 1 | 18 | |||||||||
| 9 Dec | 25839.65 | 1316.15 | -161.5 | - | 18 | 16 | 17 | |||||||||
| 8 Dec | 25960.55 | 1477.65 | -199.85 | 28.92 | 2 | -1 | 1 | |||||||||
| 5 Dec | 26186.45 | 1677.5 | 106.05 | - | 4 | 1 | 2 | |||||||||
| 4 Dec | 26033.75 | 1574.75 | 46.05 | 22.00 | 5 | -2 | 1 | |||||||||
| 3 Dec | 25986.00 | 1532.4 | -58.85 | 17.20 | 6 | 2 | 3 | |||||||||
| 2 Dec | 26032.20 | 1591.25 | -112.7 | - | 1 | 0 | 1 | |||||||||
| 1 Dec | 26175.75 | 1703.95 | -65.25 | - | 3 | 0 | 1 | |||||||||
| 28 Nov | 26202.95 | 1769.2 | 407.75 | - | 2 | 1 | 1 | |||||||||
| 27 Nov | 26215.55 | 1361.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 1361.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 25884.80 | 1361.45 | 0 | - | 0 | 0 | 0 | |||||||||
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| 24 Nov | 25959.50 | 1361.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 1361.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 1361.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 1361.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 25910.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 26013.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 25910.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 25879.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24550 expiring on 16DEC2025
Delta for 24550 CE is -
Historical price for 24550 CE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1255.5, which was -60.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1255.5, which was -60.65 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 17
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1255.5, which was -60.65 lower than the previous day. The implied volatity was 25.14, the open interest changed by 1 which increased total open position to 18
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1316.15, which was -161.5 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 17
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1477.65, which was -199.85 lower than the previous day. The implied volatity was 28.92, the open interest changed by -1 which decreased total open position to 1
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1677.5, which was 106.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1574.75, which was 46.05 higher than the previous day. The implied volatity was 22.00, the open interest changed by -2 which decreased total open position to 1
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1532.4, which was -58.85 lower than the previous day. The implied volatity was 17.20, the open interest changed by 2 which increased total open position to 3
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1591.25, which was -112.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1703.95, which was -65.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1769.2, which was 407.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1361.45, 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 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 1361.45, 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 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 1361.45, 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 1361.45, 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 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 1361.45, 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 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 1361.45, 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 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 1361.45, 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 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 24550 PE | |||||||
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Delta: -0.01
Vega: 0.59
Theta: -1.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 26046.95 | 1.7 | -0.15 | 23.90 | 67,190 | 473 | 4,078 |
| 11 Dec | 25898.55 | 1.8 | -1.55 | 19.81 | 59,571 | 1,132 | 3,605 |
| 10 Dec | 25758.00 | 3.25 | 0 | 18.01 | 45,601 | 1,155 | 2,473 |
| 9 Dec | 25839.65 | 3.35 | -1.2 | 17.72 | 4,820 | 843 | 1,318 |
| 8 Dec | 25960.55 | 4.5 | 1.4 | 18.39 | 1,376 | 305 | 475 |
| 5 Dec | 26186.45 | 2.8 | -0.7 | 16.93 | 460 | 72 | 170 |
| 4 Dec | 26033.75 | 3.15 | -1.4 | 15.21 | 102 | 21 | 98 |
| 3 Dec | 25986.00 | 5 | 0.5 | 15.38 | 399 | 63 | 77 |
| 2 Dec | 26032.20 | 4.5 | -0.9 | 15.22 | 6 | 4 | 14 |
| 1 Dec | 26175.75 | 5.5 | 0 | 16.08 | 12 | 10 | 10 |
| 28 Nov | 26202.95 | 5.5 | -67.8 | 15.06 | 10 | 0 | 0 |
| 27 Nov | 26215.55 | 73.3 | 0 | 7.32 | 0 | 0 | 0 |
| 26 Nov | 26205.30 | 73.3 | 0 | 7.11 | 0 | 0 | 0 |
| 25 Nov | 25884.80 | 73.3 | 0 | 5.49 | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 73.3 | 0 | 5.66 | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 73.3 | 0 | 5.78 | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 73.3 | 0 | 6.10 | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 73.3 | 0 | 5.59 | 0 | 0 | 0 |
| 18 Nov | 25910.05 | 73.3 | 0 | 5.04 | 0 | 0 | 0 |
| 17 Nov | 26013.45 | 73.3 | 0 | 5.33 | 0 | 0 | 0 |
| 14 Nov | 25910.05 | 73.3 | 0 | 4.87 | 0 | 0 | 0 |
| 13 Nov | 25879.15 | 73.3 | 0 | 4.74 | 0 | 0 | 0 |
For Nifty - strike price 24550 expiring on 16DEC2025
Delta for 24550 PE is -0.01
Historical price for 24550 PE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1.7, which was -0.15 lower than the previous day. The implied volatity was 23.90, the open interest changed by 473 which increased total open position to 4078
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1.8, which was -1.55 lower than the previous day. The implied volatity was 19.81, the open interest changed by 1132 which increased total open position to 3605
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 3.25, which was 0 lower than the previous day. The implied volatity was 18.01, the open interest changed by 1155 which increased total open position to 2473
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 3.35, which was -1.2 lower than the previous day. The implied volatity was 17.72, the open interest changed by 843 which increased total open position to 1318
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 4.5, which was 1.4 higher than the previous day. The implied volatity was 18.39, the open interest changed by 305 which increased total open position to 475
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 2.8, which was -0.7 lower than the previous day. The implied volatity was 16.93, the open interest changed by 72 which increased total open position to 170
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 3.15, which was -1.4 lower than the previous day. The implied volatity was 15.21, the open interest changed by 21 which increased total open position to 98
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 5, which was 0.5 higher than the previous day. The implied volatity was 15.38, the open interest changed by 63 which increased total open position to 77
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 4.5, which was -0.9 lower than the previous day. The implied volatity was 15.22, the open interest changed by 4 which increased total open position to 14
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 5.5, which was 0 lower than the previous day. The implied volatity was 16.08, the open interest changed by 10 which increased total open position to 10
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 5.5, which was -67.8 lower than the previous day. The implied volatity was 15.06, 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 73.3, which was 0 lower than the previous day. The implied volatity was 7.32, 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 73.3, which was 0 lower than the previous day. The implied volatity was 7.11, 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 73.3, which was 0 lower than the previous day. The implied volatity was 5.49, 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 73.3, which was 0 lower than the previous day. The implied volatity was 5.66, 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 73.3, which was 0 lower than the previous day. The implied volatity was 5.78, 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 73.3, which was 0 lower than the previous day. The implied volatity was 6.10, 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 73.3, 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 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 73.3, which was 0 lower than the previous day. The implied volatity was 5.04, 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 73.3, which was 0 lower than the previous day. The implied volatity was 5.33, 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 73.3, which was 0 lower than the previous day. The implied volatity was 4.87, 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 73.3, which was 0 lower than the previous day. The implied volatity was 4.74, the open interest changed by 0 which decreased total open position to 0































































































































































































































