[--[65.84.65.76]--]

NIFTY

Nifty
26027.3 -19.65 (-0.08%)
L: 25904.75 H: 26047.15

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Historical option data for NIFTY

15 Dec 2025 04:10 PM IST
NIFTY 16-DEC-2025 24600 CE
Delta: 0.98
Vega: 0.61
Theta: -22.26
Gamma: 0.00
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
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
Delta: -0.01
Vega: 0.25
Theta: -5.51
Gamma: 0.00
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