[--[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 24750 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 1082.5 -77.5 - 24 -7 18
16 Dec 25860.10 1160 -165.6 18.72 30 25 25
15 Dec 26027.30 1325.6 -17.2 16.07 2 0 1
12 Dec 26046.95 1342.8 137.95 - 2 -1 1
11 Dec 25898.55 1204.85 122.15 - 2 1 2
10 Dec 25758.00 1082.7 -90.35 10.60 7 0 1
9 Dec 25839.65 1173.05 -140.85 - 3 1 1
8 Dec 25960.55 1310.25 -201.9 16.59 2 -1 0
5 Dec 26186.45 1512.15 105.45 - 2 1 1
4 Dec 26033.75 1401.75 57.4 12.15 2 0 0
3 Dec 25986.00 1341.55 -33.65 - 2 0 0
2 Dec 26032.20 1375.2 0 - 0 0 0
1 Dec 26175.75 1375.2 0 - 0 0 0
28 Nov 26202.95 1375.2 0 - 0 0 0
27 Nov 26215.55 1375.2 0 - 0 0 0
26 Nov 26205.30 1375.2 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 24750 expiring on 23DEC2025

Delta for 24750 CE is -

Historical price for 24750 CE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1082.5, which was -77.5 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 18


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1160, which was -165.6 lower than the previous day. The implied volatity was 18.72, the open interest changed by 25 which increased total open position to 25


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1325.6, which was -17.2 lower than the previous day. The implied volatity was 16.07, the open interest changed by 0 which decreased total open position to 1


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1342.8, which was 137.95 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1204.85, which was 122.15 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 1082.7, which was -90.35 lower than the previous day. The implied volatity was 10.60, 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 1173.05, which was -140.85 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 1310.25, which was -201.9 lower than the previous day. The implied volatity was 16.59, 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 1512.15, which was 105.45 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 1401.75, which was 57.4 higher than the previous day. The implied volatity was 12.15, 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 1341.55, which was -33.65 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 1375.2, 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 1375.2, 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 1375.2, 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 1375.2, 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 1375.2, 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 24750 PE
Delta: -0.01
Vega: 1.11
Theta: -1.34
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 2.35 -1.25 15.52 50,004 1,172 3,172
16 Dec 25860.10 3.65 -1.4 15.69 10,507 2,000 2,000
15 Dec 26027.30 5.1 0.1 17.30 4,900 690 1,184
12 Dec 26046.95 5.05 -0.7 15.24 796 142 494
11 Dec 25898.55 5.8 -5.2 13.61 1,107 175 352
10 Dec 25758.00 11 2.1 13.22 572 171 177
9 Dec 25839.65 9.1 -61.7 13.25 10 6 6
8 Dec 25960.55 70.8 0 6.00 0 0 0
5 Dec 26186.45 70.8 0 6.22 0 0 0
4 Dec 26033.75 70.8 0 5.51 0 0 0
3 Dec 25986.00 70.8 0 5.29 0 0 0
2 Dec 26032.20 70.8 0 5.44 0 0 0
1 Dec 26175.75 70.8 0 5.77 0 0 0
28 Nov 26202.95 70.8 0 5.56 0 0 0
27 Nov 26215.55 70.8 0 5.53 0 0 0
26 Nov 26205.30 70.8 0 5.41 0 0 0
25 Nov 25884.80 70.8 0 4.30 0 0 0
24 Nov 25959.50 70.8 0 4.49 0 0 0
21 Nov 26068.15 70.8 0 4.69 0 0 0
20 Nov 26192.15 70.8 0 5.01 0 0 0
19 Nov 26052.65 70.8 0 4.57 0 0 0


For Nifty - strike price 24750 expiring on 23DEC2025

Delta for 24750 PE is -0.01

Historical price for 24750 PE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 2.35, which was -1.25 lower than the previous day. The implied volatity was 15.52, the open interest changed by 1172 which increased total open position to 3172


On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 3.65, which was -1.4 lower than the previous day. The implied volatity was 15.69, the open interest changed by 2000 which increased total open position to 2000


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 5.1, which was 0.1 higher than the previous day. The implied volatity was 17.30, the open interest changed by 690 which increased total open position to 1184


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 5.05, which was -0.7 lower than the previous day. The implied volatity was 15.24, the open interest changed by 142 which increased total open position to 494


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 5.8, which was -5.2 lower than the previous day. The implied volatity was 13.61, the open interest changed by 175 which increased total open position to 352


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 11, which was 2.1 higher than the previous day. The implied volatity was 13.22, the open interest changed by 171 which increased total open position to 177


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 9.1, which was -61.7 lower than the previous day. The implied volatity was 13.25, the open interest changed by 6 which increased total open position to 6


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 70.8, which was 0 lower than the previous day. The implied volatity was 6.00, the open interest changed by 0 which decreased total open position to 0


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 70.8, which was 0 lower than the previous day. The implied volatity was 6.22, 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 70.8, which was 0 lower than the previous day. The implied volatity was 5.51, 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 70.8, which was 0 lower than the previous day. The implied volatity was 5.29, 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 70.8, which was 0 lower than the previous day. The implied volatity was 5.44, 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 70.8, which was 0 lower than the previous day. The implied volatity was 5.77, 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 70.8, which was 0 lower than the previous day. The implied volatity was 5.56, 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 70.8, which was 0 lower than the previous day. The implied volatity was 5.53, 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 70.8, which was 0 lower than the previous day. The implied volatity was 5.41, 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 70.8, which was 0 lower than the previous day. The implied volatity was 4.30, 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 70.8, which was 0 lower than the previous day. The implied volatity was 4.49, 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 70.8, which was 0 lower than the previous day. The implied volatity was 4.69, 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 70.8, which was 0 lower than the previous day. The implied volatity was 5.01, 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 70.8, which was 0 lower than the previous day. The implied volatity was 4.57, the open interest changed by 0 which decreased total open position to 0