NIFTY
Nifty
Historical option data for NIFTY
15 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 24600 CE | ||||||||||||||||
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Delta: 0.98
Vega: 0.61
Theta: -22.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 26027.30 | 1427.05 | -34.95 | 51.63 | 11 | -7 | 8 | |||||||||
| 12 Dec | 26046.95 | 1462 | 196.45 | - | 4 | -1 | 15 | |||||||||
| 11 Dec | 25898.55 | 1265.55 | -64.45 | - | 10 | 0 | 16 | |||||||||
| 10 Dec | 25758.00 | 1330 | -69.3 | - | 0 | 4 | 16 | |||||||||
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| 9 Dec | 25839.65 | 1330 | -69.3 | 27.73 | 9 | 4 | 12 | |||||||||
| 8 Dec | 25960.55 | 1399.3 | -250.7 | 20.62 | 8 | 4 | 8 | |||||||||
| 5 Dec | 26186.45 | 1650 | 122.35 | - | 6 | 3 | 4 | |||||||||
| 4 Dec | 26033.75 | 1530.6 | 46.6 | 22.37 | 2 | 0 | 1 | |||||||||
| 3 Dec | 25986.00 | 1487.8 | -45 | 18.05 | 4 | 0 | 1 | |||||||||
| 2 Dec | 26032.20 | 1532.8 | -117.95 | - | 1 | 0 | 1 | |||||||||
| 1 Dec | 26175.75 | 1650.75 | -60.7 | - | 2 | 0 | 1 | |||||||||
| 28 Nov | 26202.95 | 1711.45 | -15.05 | - | 2 | 1 | 1 | |||||||||
| 27 Nov | 26215.55 | 1716.6 | 398 | - | 2 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 1318.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 25884.80 | 1318.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 1318.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 1318.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 1318.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 1318.6 | 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 24600 expiring on 16DEC2025
Delta for 24600 CE is 0.98
Historical price for 24600 CE is as follows
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1427.05, which was -34.95 lower than the previous day. The implied volatity was 51.63, the open interest changed by -7 which decreased total open position to 8
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1462, which was 196.45 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 15
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1265.55, which was -64.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1330, which was -69.3 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 16
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1330, which was -69.3 lower than the previous day. The implied volatity was 27.73, the open interest changed by 4 which increased total open position to 12
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1399.3, which was -250.7 lower than the previous day. The implied volatity was 20.62, the open interest changed by 4 which increased total open position to 8
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1650, which was 122.35 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 4
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1530.6, which was 46.6 higher than the previous day. The implied volatity was 22.37, the open interest changed by 0 which decreased total open position to 1
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1487.8, which was -45 lower than the previous day. The implied volatity was 18.05, the open interest changed by 0 which decreased total open position to 1
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1532.8, which was -117.95 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 1650.75, which was -60.7 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 1711.45, which was -15.05 lower 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 1716.6, which was 398 higher 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 1318.6, 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 1318.6, 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 1318.6, 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 1318.6, 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 1318.6, 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 1318.6, 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 24600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.25
Theta: -5.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 26027.30 | 1.3 | -0.5 | 43.63 | 1,40,333 | -1,687 | 24,066 |
| 12 Dec | 26046.95 | 1.85 | -0.05 | 23.48 | 1,72,376 | -676 | 25,753 |
| 11 Dec | 25898.55 | 1.8 | -1.8 | 19.16 | 2,49,612 | -10,963 | 26,429 |
| 10 Dec | 25758.00 | 3.6 | 0.15 | 17.63 | 2,32,805 | 24,555 | 37,392 |
| 9 Dec | 25839.65 | 3.5 | -1.4 | 17.27 | 52,654 | 9,987 | 12,837 |
| 8 Dec | 25960.55 | 5.1 | 1.75 | 18.17 | 9,287 | 2,292 | 2,850 |
| 5 Dec | 26186.45 | 2.95 | -1 | 16.56 | 1,117 | 8 | 558 |
| 4 Dec | 26033.75 | 3.9 | -1.15 | 15.20 | 754 | 58 | 550 |
| 3 Dec | 25986.00 | 4.85 | -0.25 | 14.87 | 2,038 | 219 | 492 |
| 2 Dec | 26032.20 | 5.3 | -1.05 | 15.16 | 214 | 12 | 273 |
| 1 Dec | 26175.75 | 5.5 | -1.15 | 15.76 | 312 | 171 | 261 |
| 28 Nov | 26202.95 | 5.85 | -1.95 | 14.82 | 98 | 19 | 90 |
| 27 Nov | 26215.55 | 8 | -2.2 | 15.31 | 84 | 15 | 71 |
| 26 Nov | 26205.30 | 10.05 | -7.15 | 15.41 | 31 | 56 | 56 |
| 25 Nov | 25884.80 | 20.2 | 2.2 | - | 0 | -9 | 0 |
| 24 Nov | 25959.50 | 20.2 | 2.2 | 14.88 | 62 | -9 | 31 |
| 21 Nov | 26068.15 | 18 | 0 | 14.59 | 8 | -2 | 40 |
| 20 Nov | 26192.15 | 18 | -3.8 | 15.24 | 5 | 1 | 42 |
| 19 Nov | 26052.65 | 21.8 | -58.4 | 14.62 | 46 | 41 | 41 |
| 18 Nov | 25910.05 | 80.2 | 0 | 4.88 | 0 | 0 | 0 |
| 17 Nov | 26013.45 | 80.2 | 0 | 5.18 | 0 | 0 | 0 |
| 14 Nov | 25910.05 | 80.2 | 0 | 4.72 | 0 | 0 | 0 |
| 13 Nov | 25879.15 | 80.2 | 0 | 4.59 | 0 | 0 | 0 |
For Nifty - strike price 24600 expiring on 16DEC2025
Delta for 24600 PE is -0.01
Historical price for 24600 PE is as follows
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1.3, which was -0.5 lower than the previous day. The implied volatity was 43.63, the open interest changed by -1687 which decreased total open position to 24066
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1.85, which was -0.05 lower than the previous day. The implied volatity was 23.48, the open interest changed by -676 which decreased total open position to 25753
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1.8, which was -1.8 lower than the previous day. The implied volatity was 19.16, the open interest changed by -10963 which decreased total open position to 26429
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 3.6, which was 0.15 higher than the previous day. The implied volatity was 17.63, the open interest changed by 24555 which increased total open position to 37392
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 3.5, which was -1.4 lower than the previous day. The implied volatity was 17.27, the open interest changed by 9987 which increased total open position to 12837
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 5.1, which was 1.75 higher than the previous day. The implied volatity was 18.17, the open interest changed by 2292 which increased total open position to 2850
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 2.95, which was -1 lower than the previous day. The implied volatity was 16.56, the open interest changed by 8 which increased total open position to 558
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 3.9, which was -1.15 lower than the previous day. The implied volatity was 15.20, the open interest changed by 58 which increased total open position to 550
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 4.85, which was -0.25 lower than the previous day. The implied volatity was 14.87, the open interest changed by 219 which increased total open position to 492
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 5.3, which was -1.05 lower than the previous day. The implied volatity was 15.16, the open interest changed by 12 which increased total open position to 273
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 5.5, which was -1.15 lower than the previous day. The implied volatity was 15.76, the open interest changed by 171 which increased total open position to 261
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 5.85, which was -1.95 lower than the previous day. The implied volatity was 14.82, the open interest changed by 19 which increased total open position to 90
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 8, which was -2.2 lower than the previous day. The implied volatity was 15.31, the open interest changed by 15 which increased total open position to 71
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 10.05, which was -7.15 lower than the previous day. The implied volatity was 15.41, the open interest changed by 56 which increased total open position to 56
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 20.2, which was 2.2 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 0
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 20.2, which was 2.2 higher than the previous day. The implied volatity was 14.88, the open interest changed by -9 which decreased total open position to 31
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was 14.59, the open interest changed by -2 which decreased total open position to 40
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 18, which was -3.8 lower than the previous day. The implied volatity was 15.24, the open interest changed by 1 which increased total open position to 42
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 21.8, which was -58.4 lower than the previous day. The implied volatity was 14.62, the open interest changed by 41 which increased total open position to 41
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 80.2, which was 0 lower than the previous day. The implied volatity was 4.88, 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 80.2, which was 0 lower than the previous day. The implied volatity was 5.18, 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 80.2, which was 0 lower than the previous day. The implied volatity was 4.72, 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 80.2, which was 0 lower than the previous day. The implied volatity was 4.59, the open interest changed by 0 which decreased total open position to 0































































































































































































































