NIFTY
Nifty
Historical option data for NIFTY
12 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 24650 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 | 1214.65 | 41.2 | - | 0 | 0 | 11 | |||||||||
| 11 Dec | 25898.55 | 1214.65 | 41.2 | - | 3 | -1 | 11 | |||||||||
| 10 Dec | 25758.00 | 1173.45 | -37.95 | 27.12 | 5 | -2 | 12 | |||||||||
| 9 Dec | 25839.65 | 1211.4 | -156.45 | - | 7 | 6 | 14 | |||||||||
| 8 Dec | 25960.55 | 1367.85 | -209.3 | 24.86 | 6 | 5 | 8 | |||||||||
| 5 Dec | 26186.45 | 1577.15 | 100.85 | - | 2 | 0 | 3 | |||||||||
| 4 Dec | 26033.75 | 1479 | 59.7 | 21.50 | 3 | 0 | 3 | |||||||||
| 3 Dec | 25986.00 | 1422.95 | -76.75 | 10.08 | 4 | 3 | 3 | |||||||||
| 2 Dec | 26032.20 | 1505.9 | -95.25 | 14.08 | 5 | -1 | 0 | |||||||||
| 1 Dec | 26175.75 | 1601.15 | -69.75 | - | 2 | 0 | 1 | |||||||||
| 28 Nov | 26202.95 | 1670.9 | 394.6 | - | 2 | 1 | 1 | |||||||||
| 27 Nov | 26215.55 | 1276.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 1276.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 25884.80 | 1276.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 1276.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 1276.3 | 0 | - | 0 | 0 | 0 | |||||||||
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| 20 Nov | 26192.15 | 1276.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 1276.3 | 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 24650 expiring on 16DEC2025
Delta for 24650 CE is -
Historical price for 24650 CE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1214.65, which was 41.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1214.65, which was 41.2 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 11
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1173.45, which was -37.95 lower than the previous day. The implied volatity was 27.12, the open interest changed by -2 which decreased total open position to 12
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1211.4, which was -156.45 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 14
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1367.85, which was -209.3 lower than the previous day. The implied volatity was 24.86, the open interest changed by 5 which increased total open position to 8
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1577.15, which was 100.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1479, which was 59.7 higher than the previous day. The implied volatity was 21.50, the open interest changed by 0 which decreased total open position to 3
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1422.95, which was -76.75 lower than the previous day. The implied volatity was 10.08, the open interest changed by 3 which increased total open position to 3
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1505.9, which was -95.25 lower than the previous day. The implied volatity was 14.08, the open interest changed by -1 which decreased total open position to 0
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1601.15, which was -69.75 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 1670.9, which was 394.6 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 1276.3, 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 1276.3, 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 1276.3, 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 1276.3, 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 1276.3, 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 1276.3, 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 1276.3, 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 24650 PE | |||||||
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Delta: -0.01
Vega: 0.64
Theta: -1.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 26046.95 | 1.8 | -0.2 | 22.68 | 83,819 | -673 | 5,952 |
| 11 Dec | 25898.55 | 1.95 | -1.8 | 18.70 | 69,857 | 3,010 | 6,625 |
| 10 Dec | 25758.00 | 3.75 | 0.15 | 17.09 | 58,421 | 1,384 | 3,615 |
| 9 Dec | 25839.65 | 3.6 | -1.45 | 16.74 | 11,661 | 1,588 | 2,231 |
| 8 Dec | 25960.55 | 4.7 | 2.05 | 17.38 | 2,454 | 494 | 643 |
| 5 Dec | 26186.45 | 2.9 | -1.55 | 16.11 | 626 | 40 | 149 |
| 4 Dec | 26033.75 | 6.6 | 1.05 | 15.97 | 325 | -29 | 109 |
| 3 Dec | 25986.00 | 5.65 | -0.25 | 14.76 | 619 | 104 | 138 |
| 2 Dec | 26032.20 | 5.9 | -1.05 | 14.98 | 11 | 4 | 34 |
| 1 Dec | 26175.75 | 7.8 | 0 | 16.21 | 5 | -1 | 30 |
| 28 Nov | 26202.95 | 7.8 | -1.45 | 15.10 | 4 | 1 | 31 |
| 27 Nov | 26215.55 | 9.25 | -2.7 | 15.28 | 15 | -8 | 30 |
| 26 Nov | 26205.30 | 10.9 | -4.75 | 15.24 | 7 | -1 | 38 |
| 25 Nov | 25884.80 | 15.95 | -1.8 | 13.41 | 55 | 7 | 39 |
| 24 Nov | 25959.50 | 17.75 | -3.2 | 14.10 | 30 | -3 | 32 |
| 21 Nov | 26068.15 | 20.4 | 1.4 | 14.57 | 19 | -13 | 35 |
| 20 Nov | 26192.15 | 19 | -4.75 | 15.04 | 5 | 1 | 48 |
| 19 Nov | 26052.65 | 24.75 | -14.05 | 14.64 | 57 | 46 | 47 |
| 18 Nov | 25910.05 | 38.8 | -1.2 | 14.78 | 1 | 1 | 1 |
| 17 Nov | 26013.45 | 40 | -16.95 | - | 0 | 1 | 0 |
| 14 Nov | 25910.05 | 40 | -16.95 | 14.30 | 3 | 1 | 4 |
| 13 Nov | 25879.15 | 56.95 | -30.65 | 15.27 | 4 | 3 | 3 |
For Nifty - strike price 24650 expiring on 16DEC2025
Delta for 24650 PE is -0.01
Historical price for 24650 PE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1.8, which was -0.2 lower than the previous day. The implied volatity was 22.68, the open interest changed by -673 which decreased total open position to 5952
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1.95, which was -1.8 lower than the previous day. The implied volatity was 18.70, the open interest changed by 3010 which increased total open position to 6625
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 3.75, which was 0.15 higher than the previous day. The implied volatity was 17.09, the open interest changed by 1384 which increased total open position to 3615
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 3.6, which was -1.45 lower than the previous day. The implied volatity was 16.74, the open interest changed by 1588 which increased total open position to 2231
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 4.7, which was 2.05 higher than the previous day. The implied volatity was 17.38, the open interest changed by 494 which increased total open position to 643
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 2.9, which was -1.55 lower than the previous day. The implied volatity was 16.11, the open interest changed by 40 which increased total open position to 149
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 6.6, which was 1.05 higher than the previous day. The implied volatity was 15.97, the open interest changed by -29 which decreased total open position to 109
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 5.65, which was -0.25 lower than the previous day. The implied volatity was 14.76, the open interest changed by 104 which increased total open position to 138
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 5.9, which was -1.05 lower than the previous day. The implied volatity was 14.98, the open interest changed by 4 which increased total open position to 34
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 7.8, which was 0 lower than the previous day. The implied volatity was 16.21, the open interest changed by -1 which decreased total open position to 30
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 7.8, which was -1.45 lower than the previous day. The implied volatity was 15.10, the open interest changed by 1 which increased total open position to 31
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 9.25, which was -2.7 lower than the previous day. The implied volatity was 15.28, the open interest changed by -8 which decreased total open position to 30
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 10.9, which was -4.75 lower than the previous day. The implied volatity was 15.24, the open interest changed by -1 which decreased total open position to 38
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 15.95, which was -1.8 lower than the previous day. The implied volatity was 13.41, the open interest changed by 7 which increased total open position to 39
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 17.75, which was -3.2 lower than the previous day. The implied volatity was 14.10, the open interest changed by -3 which decreased total open position to 32
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 20.4, which was 1.4 higher than the previous day. The implied volatity was 14.57, the open interest changed by -13 which decreased total open position to 35
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 19, which was -4.75 lower than the previous day. The implied volatity was 15.04, the open interest changed by 1 which increased total open position to 48
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 24.75, which was -14.05 lower than the previous day. The implied volatity was 14.64, the open interest changed by 46 which increased total open position to 47
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 38.8, which was -1.2 lower than the previous day. The implied volatity was 14.78, the open interest changed by 1 which increased total open position to 1
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 40, which was -16.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 40, which was -16.95 lower than the previous day. The implied volatity was 14.30, the open interest changed by 1 which increased total open position to 4
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 56.95, which was -30.65 lower than the previous day. The implied volatity was 15.27, the open interest changed by 3 which increased total open position to 3































































































































































































































