[--[65.84.65.76]--]

NIFTY

Nifty
26046.95 +148.40 (0.57%)
L: 25938.45 H: 26057.6

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Historical option data for NIFTY

12 Dec 2025 04:10 PM IST
NIFTY 16-DEC-2025 24550 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.01
Vega: 0.59
Theta: -1.70
Gamma: 0.00
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