NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 24700 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 | 1142 | -64.9 | - | 28 | 2 | 69 | |||||||||
| 16 Dec | 25860.10 | 1197 | -167.05 | - | 14 | 67 | 67 | |||||||||
| 15 Dec | 26027.30 | 1366 | -40 | - | 55 | 54 | 57 | |||||||||
| 12 Dec | 26046.95 | 1406 | 131.6 | - | 5 | 2 | 3 | |||||||||
| 11 Dec | 25898.55 | 1272.2 | 141.65 | - | 2 | 0 | 1 | |||||||||
| 10 Dec | 25758.00 | 1130.55 | -94.5 | - | 3 | 0 | 1 | |||||||||
| 9 Dec | 25839.65 | 1225.05 | -132.55 | - | 1 | 1 | 1 | |||||||||
| 8 Dec | 25960.55 | 1353.5 | -205.8 | 16.26 | 2 | -1 | 0 | |||||||||
| 5 Dec | 26186.45 | 1559.3 | 109.4 | - | 2 | 1 | 1 | |||||||||
| 4 Dec | 26033.75 | 1443.1 | 39.95 | - | 4 | 0 | 0 | |||||||||
| 3 Dec | 25986.00 | 1400.4 | -18.25 | - | 2 | 0 | 0 | |||||||||
| 2 Dec | 26032.20 | 1418.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 26175.75 | 1418.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 26202.95 | 1418.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 1418.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 1418.65 | 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 | |||||||||
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| 19 Nov | 26052.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24700 expiring on 23DEC2025
Delta for 24700 CE is -
Historical price for 24700 CE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1142, which was -64.9 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 69
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1197, which was -167.05 lower than the previous day. The implied volatity was -, the open interest changed by 67 which increased total open position to 67
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1366, which was -40 lower than the previous day. The implied volatity was -, the open interest changed by 54 which increased total open position to 57
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1406, which was 131.6 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1272.2, which was 141.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1130.55, which was -94.5 lower than the previous day. The implied volatity was -, 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 1225.05, which was -132.55 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 1353.5, which was -205.8 lower than the previous day. The implied volatity was 16.26, 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 1559.3, which was 109.4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1443.1, which was 39.95 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 1400.4, which was -18.25 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 1418.65, 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 1418.65, 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 1418.65, 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 1418.65, 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 1418.65, 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 24700 PE | |||||||
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Delta: -0.01
Vega: 1.06
Theta: -1.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 25818.55 | 2.3 | -1 | 16.08 | 1,55,908 | 7,234 | 17,657 |
| 16 Dec | 25860.10 | 3.15 | -1.75 | 15.95 | 43,929 | 10,423 | 10,423 |
| 15 Dec | 26027.30 | 5 | 0.2 | 17.82 | 19,433 | 4,012 | 5,945 |
| 12 Dec | 26046.95 | 4.25 | -1.05 | 15.33 | 8,651 | 354 | 1,933 |
| 11 Dec | 25898.55 | 5 | -5.1 | 13.76 | 6,035 | 412 | 1,579 |
| 10 Dec | 25758.00 | 10.15 | 2.2 | 13.67 | 3,846 | 887 | 1,167 |
| 9 Dec | 25839.65 | 8.55 | -1.1 | 13.57 | 474 | 27 | 280 |
| 8 Dec | 25960.55 | 8.95 | 3.05 | 14.05 | 288 | 54 | 253 |
| 5 Dec | 26186.45 | 5.6 | -2.95 | 13.80 | 149 | -31 | 199 |
| 4 Dec | 26033.75 | 9.1 | -1.4 | 13.36 | 140 | 93 | 230 |
| 3 Dec | 25986.00 | 10.5 | 0 | 13.17 | 71 | 41 | 137 |
| 2 Dec | 26032.20 | 10.35 | 0.6 | 13.39 | 72 | 47 | 96 |
| 1 Dec | 26175.75 | 9.6 | -3.4 | 13.83 | 29 | 15 | 49 |
| 28 Nov | 26202.95 | 13 | -0.75 | 13.96 | 13 | 12 | 34 |
| 27 Nov | 26215.55 | 13.4 | -4.6 | 13.90 | 31 | 6 | 22 |
| 26 Nov | 26205.30 | 18 | -6.2 | 14.36 | 15 | -2 | 16 |
| 25 Nov | 25884.80 | 24.2 | -5.65 | - | 4 | 5 | 18 |
| 24 Nov | 25959.50 | 30 | -2.7 | 13.72 | 22 | -1 | 13 |
| 21 Nov | 26068.15 | 32.7 | 4.1 | 14.25 | 39 | -16 | 14 |
| 20 Nov | 26192.15 | 28.6 | -3.45 | 14.50 | 6 | -1 | 30 |
| 19 Nov | 26052.65 | 33.6 | -30.95 | 13.94 | 38 | 31 | 31 |
For Nifty - strike price 24700 expiring on 23DEC2025
Delta for 24700 PE is -0.01
Historical price for 24700 PE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 2.3, which was -1 lower than the previous day. The implied volatity was 16.08, the open interest changed by 7234 which increased total open position to 17657
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 3.15, which was -1.75 lower than the previous day. The implied volatity was 15.95, the open interest changed by 10423 which increased total open position to 10423
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 5, which was 0.2 higher than the previous day. The implied volatity was 17.82, the open interest changed by 4012 which increased total open position to 5945
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 4.25, which was -1.05 lower than the previous day. The implied volatity was 15.33, the open interest changed by 354 which increased total open position to 1933
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 5, which was -5.1 lower than the previous day. The implied volatity was 13.76, the open interest changed by 412 which increased total open position to 1579
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 10.15, which was 2.2 higher than the previous day. The implied volatity was 13.67, the open interest changed by 887 which increased total open position to 1167
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 8.55, which was -1.1 lower than the previous day. The implied volatity was 13.57, the open interest changed by 27 which increased total open position to 280
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 8.95, which was 3.05 higher than the previous day. The implied volatity was 14.05, the open interest changed by 54 which increased total open position to 253
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 5.6, which was -2.95 lower than the previous day. The implied volatity was 13.80, the open interest changed by -31 which decreased total open position to 199
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 9.1, which was -1.4 lower than the previous day. The implied volatity was 13.36, the open interest changed by 93 which increased total open position to 230
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 10.5, which was 0 lower than the previous day. The implied volatity was 13.17, the open interest changed by 41 which increased total open position to 137
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 10.35, which was 0.6 higher than the previous day. The implied volatity was 13.39, the open interest changed by 47 which increased total open position to 96
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 9.6, which was -3.4 lower than the previous day. The implied volatity was 13.83, the open interest changed by 15 which increased total open position to 49
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 13, which was -0.75 lower than the previous day. The implied volatity was 13.96, the open interest changed by 12 which increased total open position to 34
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 13.4, which was -4.6 lower than the previous day. The implied volatity was 13.90, the open interest changed by 6 which increased total open position to 22
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 18, which was -6.2 lower than the previous day. The implied volatity was 14.36, the open interest changed by -2 which decreased total open position to 16
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 24.2, which was -5.65 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 18
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 30, which was -2.7 lower than the previous day. The implied volatity was 13.72, the open interest changed by -1 which decreased total open position to 13
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 32.7, which was 4.1 higher than the previous day. The implied volatity was 14.25, the open interest changed by -16 which decreased total open position to 14
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 28.6, which was -3.45 lower than the previous day. The implied volatity was 14.50, the open interest changed by -1 which decreased total open position to 30
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 33.6, which was -30.95 lower than the previous day. The implied volatity was 13.94, the open interest changed by 31 which increased total open position to 31































































































































































































































