[--[65.84.65.76]--]

NIFTY

Nifty
25818.55 -41.55 (-0.16%)
L: 25770.35 H: 25929.15

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Historical option data for NIFTY

17 Dec 2025 04:10 PM IST
NIFTY 23-DEC-2025 24650 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.01
Vega: 0.99
Theta: -1.28
Gamma: 0.00
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