[--[65.84.65.76]--]

NIFTY

Nifty
26046.95 +148.40 (0.57%)
L: 25938.45 H: 26057.6

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Historical option data for NIFTY

12 Dec 2025 04:10 PM IST
NIFTY 16-DEC-2025 24700 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 26046.95 1363 138.9 - 18 -10 85
11 Dec 25898.55 1226.35 47.2 - 42 12 95
10 Dec 25758.00 1179.15 3.7 34.34 4 0 83
9 Dec 25839.65 1175.45 -116.55 - 34 33 83
8 Dec 25960.55 1292 -219.05 16.04 16 12 50
5 Dec 26186.45 1511.05 126.05 - 56 28 38
4 Dec 26033.75 1385 70 - 7 7 10
3 Dec 25986.00 1315 -99.8 - 2 0 3
2 Dec 26032.20 1414.8 -137.05 - 3 2 3
1 Dec 26175.75 1551.85 -61.15 - 2 0 1
28 Nov 26202.95 1613 8.55 - 2 0 1
27 Nov 26215.55 1604.45 369.95 - 2 1 1
26 Nov 26205.30 1234.5 0 - 0 0 0
25 Nov 25884.80 1234.5 0 - 0 0 0
24 Nov 25959.50 1234.5 0 - 0 0 0
21 Nov 26068.15 1234.5 0 - 0 0 0
20 Nov 26192.15 1234.5 0 - 0 0 0
19 Nov 26052.65 1234.5 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 24700 expiring on 16DEC2025

Delta for 24700 CE is -

Historical price for 24700 CE is as follows

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1363, which was 138.9 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 85


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1226.35, which was 47.2 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 95


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1179.15, which was 3.7 higher than the previous day. The implied volatity was 34.34, the open interest changed by 0 which decreased total open position to 83


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1175.45, which was -116.55 lower than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 83


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1292, which was -219.05 lower than the previous day. The implied volatity was 16.04, the open interest changed by 12 which increased total open position to 50


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1511.05, which was 126.05 higher than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 38


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1385, which was 70 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 10


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1315, which was -99.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1414.8, which was -137.05 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1551.85, which was -61.15 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 1613, which was 8.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1604.45, which was 369.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, 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 24700 PE
Delta: -0.01
Vega: 0.71
Theta: -1.90
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 26046.95 2 -0.1 22.26 2,57,568 10,005 38,715
11 Dec 25898.55 1.95 -2 18.05 2,91,314 3,873 28,710
10 Dec 25758.00 3.85 0.1 16.50 2,05,374 15,953 24,837
9 Dec 25839.65 3.65 -1.75 16.16 75,383 5,042 8,884
8 Dec 25960.55 4.8 1.35 16.87 18,480 2,419 3,842
5 Dec 26186.45 3 -1.4 15.73 5,039 355 1,423
4 Dec 26033.75 4.1 -1.5 14.40 3,309 411 1,068
3 Dec 25986.00 5.4 -0.6 14.21 2,131 289 657
2 Dec 26032.20 5.45 -1.5 14.36 379 158 368
1 Dec 26175.75 6 -1.45 15.14 137 31 210
28 Nov 26202.95 6.3 -2 14.24 223 -59 179
27 Nov 26215.55 8.3 -3.25 14.62 71 4 238
26 Nov 26205.30 11.75 -5 15.05 297 162 234
25 Nov 25884.80 15.3 -4.35 12.89 199 7 72
24 Nov 25959.50 20.75 -1.8 14.14 46 7 65
21 Nov 26068.15 22.55 1.75 14.50 37 26 58
20 Nov 26192.15 20.8 -3.95 14.94 38 4 32
19 Nov 26052.65 25.5 -70 14.35 44 28 28
18 Nov 25910.05 95.5 0 4.56 0 0 0
17 Nov 26013.45 95.5 0 4.86 0 0 0
14 Nov 25910.05 95.5 0 4.42 0 0 0
13 Nov 25879.15 95.5 0 4.29 0 0 0


For Nifty - strike price 24700 expiring on 16DEC2025

Delta for 24700 PE is -0.01

Historical price for 24700 PE is as follows

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 2, which was -0.1 lower than the previous day. The implied volatity was 22.26, the open interest changed by 10005 which increased total open position to 38715


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1.95, which was -2 lower than the previous day. The implied volatity was 18.05, the open interest changed by 3873 which increased total open position to 28710


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 3.85, which was 0.1 higher than the previous day. The implied volatity was 16.50, the open interest changed by 15953 which increased total open position to 24837


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 3.65, which was -1.75 lower than the previous day. The implied volatity was 16.16, the open interest changed by 5042 which increased total open position to 8884


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 4.8, which was 1.35 higher than the previous day. The implied volatity was 16.87, the open interest changed by 2419 which increased total open position to 3842


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 3, which was -1.4 lower than the previous day. The implied volatity was 15.73, the open interest changed by 355 which increased total open position to 1423


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 4.1, which was -1.5 lower than the previous day. The implied volatity was 14.40, the open interest changed by 411 which increased total open position to 1068


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 5.4, which was -0.6 lower than the previous day. The implied volatity was 14.21, the open interest changed by 289 which increased total open position to 657


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 5.45, which was -1.5 lower than the previous day. The implied volatity was 14.36, the open interest changed by 158 which increased total open position to 368


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 6, which was -1.45 lower than the previous day. The implied volatity was 15.14, the open interest changed by 31 which increased total open position to 210


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 6.3, which was -2 lower than the previous day. The implied volatity was 14.24, the open interest changed by -59 which decreased total open position to 179


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 8.3, which was -3.25 lower than the previous day. The implied volatity was 14.62, the open interest changed by 4 which increased total open position to 238


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 11.75, which was -5 lower than the previous day. The implied volatity was 15.05, the open interest changed by 162 which increased total open position to 234


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 15.3, which was -4.35 lower than the previous day. The implied volatity was 12.89, the open interest changed by 7 which increased total open position to 72


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 20.75, which was -1.8 lower than the previous day. The implied volatity was 14.14, the open interest changed by 7 which increased total open position to 65


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 22.55, which was 1.75 higher than the previous day. The implied volatity was 14.50, the open interest changed by 26 which increased total open position to 58


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 20.8, which was -3.95 lower than the previous day. The implied volatity was 14.94, the open interest changed by 4 which increased total open position to 32


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 25.5, which was -70 lower than the previous day. The implied volatity was 14.35, the open interest changed by 28 which increased total open position to 28


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 95.5, which was 0 lower than the previous day. The implied volatity was 4.56, 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 95.5, which was 0 lower than the previous day. The implied volatity was 4.86, 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 95.5, which was 0 lower than the previous day. The implied volatity was 4.42, 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 95.5, which was 0 lower than the previous day. The implied volatity was 4.29, the open interest changed by 0 which decreased total open position to 0