NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 24750 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 | 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 1.11
Theta: -1.34
Gamma: 0.00
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| 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































































































































































































































