NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 24600 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 | 1228.3 | -82.7 | - | 2 | 0 | 31 | |||||||||
| 16 Dec | 25860.10 | 1311 | -154.8 | 21.43 | 18 | 31 | 31 | |||||||||
| 15 Dec | 26027.30 | 1465.8 | -44 | - | 12 | 11 | 13 | |||||||||
| 12 Dec | 26046.95 | 1506.95 | 153.15 | - | 4 | 0 | 2 | |||||||||
| 11 Dec | 25898.55 | 1353.8 | 122.8 | - | 2 | 1 | 2 | |||||||||
| 10 Dec | 25758.00 | 1231 | -85.85 | 11.10 | 6 | 0 | 1 | |||||||||
| 9 Dec | 25839.65 | 1316.85 | -132.35 | - | 2 | 1 | 1 | |||||||||
| 8 Dec | 25960.55 | 1444.4 | -216.15 | 14.98 | 2 | -1 | 0 | |||||||||
| 5 Dec | 26186.45 | 1660.55 | 103.3 | - | 2 | 0 | 1 | |||||||||
| 4 Dec | 26033.75 | 1553.95 | 41.3 | 14.16 | 2 | 1 | 1 | |||||||||
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| 3 Dec | 25986.00 | 1508 | 1.05 | - | 2 | 0 | 0 | |||||||||
| 2 Dec | 26032.20 | 1506.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 26175.75 | 1506.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 26202.95 | 1506.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 1506.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 1506.95 | 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 24600 expiring on 23DEC2025
Delta for 24600 CE is -
Historical price for 24600 CE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1228.3, which was -82.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1311, which was -154.8 lower than the previous day. The implied volatity was 21.43, the open interest changed by 31 which increased total open position to 31
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1465.8, which was -44 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 13
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1506.95, which was 153.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1353.8, which was 122.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1231, which was -85.85 lower than the previous day. The implied volatity was 11.10, 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 1316.85, which was -132.35 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 1444.4, which was -216.15 lower than the previous day. The implied volatity was 14.98, the open interest changed by -1 which decreased total open position to 0
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1660.55, which was 103.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1553.95, which was 41.3 higher than the previous day. The implied volatity was 14.16, the open interest changed by 1 which increased total open position to 1
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1508, which was 1.05 higher 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 1506.95, 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 1506.95, 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 1506.95, 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 1506.95, 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 1506.95, 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 24600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.91
Theta: -1.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 25818.55 | 2 | -1 | 16.99 | 1,07,123 | 2,410 | 8,553 |
| 16 Dec | 25860.10 | 2.85 | -1.7 | 16.90 | 40,019 | 6,143 | 6,143 |
| 15 Dec | 26027.30 | 4.6 | 0.2 | 18.75 | 10,785 | 1,690 | 2,826 |
| 12 Dec | 26046.95 | 4.2 | -0.55 | 16.25 | 3,745 | -162 | 1,136 |
| 11 Dec | 25898.55 | 4.85 | -4.1 | 14.63 | 4,735 | 283 | 1,298 |
| 10 Dec | 25758.00 | 9.65 | 2.65 | 14.53 | 4,336 | 867 | 1,015 |
| 9 Dec | 25839.65 | 6.4 | -2.4 | 13.81 | 329 | 66 | 148 |
| 8 Dec | 25960.55 | 7.9 | 2.55 | 14.65 | 81 | 33 | 82 |
| 5 Dec | 26186.45 | 5.3 | -2.05 | 14.44 | 69 | 22 | 49 |
| 4 Dec | 26033.75 | 7.15 | -2.8 | 13.54 | 55 | 10 | 27 |
| 3 Dec | 25986.00 | 10.05 | 1.45 | 13.85 | 20 | 17 | 17 |
| 2 Dec | 26032.20 | 8.6 | -44.8 | 13.71 | 8 | 0 | 0 |
| 1 Dec | 26175.75 | 53.4 | 0 | 6.29 | 0 | 0 | 0 |
| 28 Nov | 26202.95 | 53.4 | 0 | 6.06 | 0 | 0 | 0 |
| 27 Nov | 26215.55 | 53.4 | 0 | 6.02 | 0 | 0 | 0 |
| 26 Nov | 26205.30 | 53.4 | 0 | 5.88 | 0 | 0 | 0 |
| 25 Nov | 25884.80 | 53.4 | 0 | 4.78 | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 53.4 | 0 | 4.98 | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 53.4 | 0 | 5.14 | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 53.4 | 0 | 5.44 | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 53.4 | 0 | 5.00 | 0 | 0 | 0 |
For Nifty - strike price 24600 expiring on 23DEC2025
Delta for 24600 PE is -0.01
Historical price for 24600 PE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 2, which was -1 lower than the previous day. The implied volatity was 16.99, the open interest changed by 2410 which increased total open position to 8553
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 2.85, which was -1.7 lower than the previous day. The implied volatity was 16.90, the open interest changed by 6143 which increased total open position to 6143
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 4.6, which was 0.2 higher than the previous day. The implied volatity was 18.75, the open interest changed by 1690 which increased total open position to 2826
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 4.2, which was -0.55 lower than the previous day. The implied volatity was 16.25, the open interest changed by -162 which decreased total open position to 1136
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 4.85, which was -4.1 lower than the previous day. The implied volatity was 14.63, the open interest changed by 283 which increased total open position to 1298
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 9.65, which was 2.65 higher than the previous day. The implied volatity was 14.53, the open interest changed by 867 which increased total open position to 1015
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 6.4, which was -2.4 lower than the previous day. The implied volatity was 13.81, the open interest changed by 66 which increased total open position to 148
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 7.9, which was 2.55 higher than the previous day. The implied volatity was 14.65, the open interest changed by 33 which increased total open position to 82
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 5.3, which was -2.05 lower than the previous day. The implied volatity was 14.44, the open interest changed by 22 which increased total open position to 49
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 7.15, which was -2.8 lower than the previous day. The implied volatity was 13.54, the open interest changed by 10 which increased total open position to 27
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 10.05, which was 1.45 higher than the previous day. The implied volatity was 13.85, the open interest changed by 17 which increased total open position to 17
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 8.6, which was -44.8 lower than the previous day. The implied volatity was 13.71, 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 53.4, which was 0 lower than the previous day. The implied volatity was 6.29, 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 53.4, which was 0 lower than the previous day. The implied volatity was 6.06, 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 53.4, which was 0 lower than the previous day. The implied volatity was 6.02, 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 53.4, which was 0 lower than the previous day. The implied volatity was 5.88, 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 53.4, which was 0 lower than the previous day. The implied volatity was 4.78, 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 53.4, which was 0 lower than the previous day. The implied volatity was 4.98, 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 53.4, which was 0 lower than the previous day. The implied volatity was 5.14, 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 53.4, which was 0 lower than the previous day. The implied volatity was 5.44, 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 53.4, which was 0 lower than the previous day. The implied volatity was 5.00, the open interest changed by 0 which decreased total open position to 0































































































































































































































