NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-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 | |||||||||
| 17 Dec | 25818.55 | 1189.5 | -82.5 | - | 3 | 1 | 10 | |||||||||
| 16 Dec | 25860.10 | 1272 | -137.9 | 23.45 | 6 | 9 | 9 | |||||||||
| 15 Dec | 26027.30 | 1409.9 | -45.45 | - | 6 | 3 | 5 | |||||||||
| 12 Dec | 26046.95 | 1452.4 | 132.5 | - | 2 | 0 | 2 | |||||||||
| 11 Dec | 25898.55 | 1313.8 | 131.95 | - | 2 | 1 | 2 | |||||||||
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| 10 Dec | 25758.00 | 1181.85 | -87.35 | 11.17 | 6 | 1 | 1 | |||||||||
| 9 Dec | 25839.65 | 1265.25 | -148.55 | - | 2 | -1 | 0 | |||||||||
| 8 Dec | 25960.55 | 1411.75 | -231.3 | 18.68 | 2 | 1 | 1 | |||||||||
| 5 Dec | 26186.45 | 1634.3 | 139.55 | - | 10 | 0 | 0 | |||||||||
| 4 Dec | 26033.75 | 1487.4 | 45.15 | - | 2 | 0 | 0 | |||||||||
| 3 Dec | 25986.00 | 1439.45 | -23.15 | - | 2 | 0 | 0 | |||||||||
| 2 Dec | 26032.20 | 1462.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 26175.75 | 1462.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 26202.95 | 1462.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 1462.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 1462.6 | 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 24650 expiring on 23DEC2025
Delta for 24650 CE is -
Historical price for 24650 CE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1189.5, which was -82.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 10
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1272, which was -137.9 lower than the previous day. The implied volatity was 23.45, the open interest changed by 9 which increased total open position to 9
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1409.9, which was -45.45 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 5
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1452.4, which was 132.5 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 1313.8, which was 131.95 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 1181.85, which was -87.35 lower than the previous day. The implied volatity was 11.17, the open interest changed by 1 which increased total open position to 1
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1265.25, which was -148.55 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1411.75, which was -231.3 lower than the previous day. The implied volatity was 18.68, the open interest changed by 1 which increased total open position to 1
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1634.3, which was 139.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1487.4, which was 45.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1439.45, which was -23.15 lower 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 1462.6, 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 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1462.6, 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 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1462.6, 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 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1462.6, 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 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 1462.6, 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 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 24650 PE | |||||||
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Delta: -0.01
Vega: 0.99
Theta: -1.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 25818.55 | 2.15 | -1.05 | 16.54 | 51,515 | 2,354 | 2,986 |
| 16 Dec | 25860.10 | 3.15 | -1.65 | 16.53 | 6,443 | 632 | 632 |
| 15 Dec | 26027.30 | 4.95 | 0.65 | 18.39 | 2,354 | 660 | 834 |
| 12 Dec | 26046.95 | 4.25 | -0.8 | 15.80 | 561 | 116 | 174 |
| 11 Dec | 25898.55 | 5.1 | -4.35 | 14.28 | 216 | 29 | 58 |
| 10 Dec | 25758.00 | 9.1 | 0.5 | 13.74 | 73 | 22 | 29 |
| 9 Dec | 25839.65 | 8.6 | -19.4 | 14.04 | 12 | 6 | 7 |
| 8 Dec | 25960.55 | 28 | -30.75 | - | 0 | 1 | 1 |
| 5 Dec | 26186.45 | 28 | -30.75 | - | 0 | 1 | 0 |
| 4 Dec | 26033.75 | 28 | -30.75 | - | 0 | 1 | 0 |
| 3 Dec | 25986.00 | 28 | -30.75 | - | 0 | 1 | 0 |
| 2 Dec | 26032.20 | 28 | -30.75 | - | 0 | 1 | 0 |
| 1 Dec | 26175.75 | 28 | -30.75 | - | 0 | 1 | 0 |
| 28 Nov | 26202.95 | 28 | -30.75 | - | 0 | 1 | 0 |
| 27 Nov | 26215.55 | 28 | -30.75 | - | 0 | 1 | 0 |
| 26 Nov | 26205.30 | 28 | -30.75 | - | 0 | 1 | 0 |
| 25 Nov | 25884.80 | 28 | -30.75 | - | 0 | 1 | 0 |
| 24 Nov | 25959.50 | 28 | -30.75 | - | 0 | 1 | 0 |
| 21 Nov | 26068.15 | 28 | -30.75 | - | 0 | 1 | 0 |
| 20 Nov | 26192.15 | 28 | -30.75 | - | 0 | 1 | 0 |
| 19 Nov | 26052.65 | 28 | -30.75 | 13.72 | 2 | 1 | 1 |
For Nifty - strike price 24650 expiring on 23DEC2025
Delta for 24650 PE is -0.01
Historical price for 24650 PE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 2.15, which was -1.05 lower than the previous day. The implied volatity was 16.54, the open interest changed by 2354 which increased total open position to 2986
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 3.15, which was -1.65 lower than the previous day. The implied volatity was 16.53, the open interest changed by 632 which increased total open position to 632
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 4.95, which was 0.65 higher than the previous day. The implied volatity was 18.39, the open interest changed by 660 which increased total open position to 834
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 4.25, which was -0.8 lower than the previous day. The implied volatity was 15.80, the open interest changed by 116 which increased total open position to 174
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 5.1, which was -4.35 lower than the previous day. The implied volatity was 14.28, the open interest changed by 29 which increased total open position to 58
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 9.1, which was 0.5 higher than the previous day. The implied volatity was 13.74, the open interest changed by 22 which increased total open position to 29
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 8.6, which was -19.4 lower than the previous day. The implied volatity was 14.04, the open interest changed by 6 which increased total open position to 7
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 28, which was -30.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 28, which was -30.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 28, which was -30.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 28, which was -30.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 28, which was -30.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 28, which was -30.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 28, which was -30.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 28, which was -30.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 28, which was -30.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 28, which was -30.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 28, which was -30.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 28, which was -30.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 28, which was -30.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 28, which was -30.75 lower than the previous day. The implied volatity was 13.72, the open interest changed by 1 which increased total open position to 1































































































































































































































