NIFTY
Nifty
Historical option data for NIFTY
12 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 24800 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 26046.95 | 1262 | 138.6 | - | 44 | -3 | 151 | |||||||||
| 11 Dec | 25898.55 | 1123.35 | 121.05 | - | 206 | -10 | 154 | |||||||||
| 10 Dec | 25758.00 | 998.15 | -84.4 | 19.34 | 52 | -4 | 164 | |||||||||
| 9 Dec | 25839.65 | 1085 | -8 | - | 116 | 110 | 168 | |||||||||
| 8 Dec | 25960.55 | 1085.2 | -326.25 | - | 35 | 18 | 58 | |||||||||
| 5 Dec | 26186.45 | 1411.45 | 131.3 | - | 2 | -1 | 40 | |||||||||
| 4 Dec | 26033.75 | 1280.15 | 34.15 | - | 49 | 37 | 41 | |||||||||
| 3 Dec | 25986.00 | 1246 | -92.15 | - | 5 | 3 | 4 | |||||||||
| 2 Dec | 26032.20 | 1338.15 | -115.05 | - | 1 | 0 | 1 | |||||||||
| 1 Dec | 26175.75 | 1453.2 | -61.05 | - | 2 | 0 | 1 | |||||||||
| 28 Nov | 26202.95 | 1514.25 | 16.2 | - | 2 | 0 | 1 | |||||||||
| 27 Nov | 26215.55 | 1498.05 | 345.5 | - | 2 | 1 | 1 | |||||||||
| 26 Nov | 26205.30 | 1152.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 25884.80 | 1152.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 1152.55 | 0 | - | 0 | 0 | 0 | |||||||||
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| 21 Nov | 26068.15 | 1152.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 1152.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 1152.55 | 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 24800 expiring on 16DEC2025
Delta for 24800 CE is -
Historical price for 24800 CE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1262, which was 138.6 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 151
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1123.35, which was 121.05 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 154
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 998.15, which was -84.4 lower than the previous day. The implied volatity was 19.34, the open interest changed by -4 which decreased total open position to 164
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1085, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 110 which increased total open position to 168
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1085.2, which was -326.25 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 58
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1411.45, which was 131.3 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 40
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1280.15, which was 34.15 higher than the previous day. The implied volatity was -, the open interest changed by 37 which increased total open position to 41
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1246, which was -92.15 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 4
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1338.15, which was -115.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1453.2, which was -61.05 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 1514.25, which was 16.2 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 1498.05, which was 345.5 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 1152.55, 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 1152.55, 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 1152.55, 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 1152.55, 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 1152.55, 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 1152.55, 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 24800 PE | |||||||
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Delta: -0.01
Vega: 0.78
Theta: -1.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 26046.95 | 2.15 | -0.2 | 20.99 | 4,73,376 | -10,462 | 54,793 |
| 11 Dec | 25898.55 | 2.15 | -2.25 | 17.00 | 4,10,910 | 34,484 | 65,255 |
| 10 Dec | 25758.00 | 4.4 | 0.4 | 15.51 | 2,81,303 | 4,454 | 30,771 |
| 9 Dec | 25839.65 | 3.95 | -2.05 | 15.17 | 1,33,385 | 15,290 | 26,317 |
| 8 Dec | 25960.55 | 6.15 | 2.1 | 16.34 | 33,168 | 5,619 | 11,027 |
| 5 Dec | 26186.45 | 4 | -1.15 | 15.40 | 9,028 | 1,736 | 5,408 |
| 4 Dec | 26033.75 | 5 | -1.6 | 13.80 | 4,566 | 412 | 3,672 |
| 3 Dec | 25986.00 | 7.15 | 0.2 | 13.93 | 6,067 | 382 | 3,260 |
| 2 Dec | 26032.20 | 6.9 | -1.1 | 14.02 | 1,475 | 75 | 2,878 |
| 1 Dec | 26175.75 | 7.55 | -1 | 14.83 | 2,539 | 1,216 | 2,803 |
| 28 Nov | 26202.95 | 7.2 | -2.2 | 13.74 | 2,006 | 1,304 | 1,587 |
| 27 Nov | 26215.55 | 9.1 | -3.7 | 14.07 | 271 | 78 | 283 |
| 26 Nov | 26205.30 | 13.85 | -5.05 | 14.70 | 367 | 21 | 205 |
| 25 Nov | 25884.80 | 18.3 | -4.7 | 12.53 | 139 | 67 | 184 |
| 24 Nov | 25959.50 | 23.5 | -2.85 | 13.68 | 195 | 36 | 117 |
| 21 Nov | 26068.15 | 27.5 | 5.7 | 14.34 | 56 | 16 | 81 |
| 20 Nov | 26192.15 | 21.1 | -7.45 | 14.27 | 166 | 52 | 65 |
| 19 Nov | 26052.65 | 29 | -84 | 13.99 | 26 | 13 | 13 |
| 18 Nov | 25910.05 | 113 | 0 | 4.23 | 0 | 0 | 0 |
| 17 Nov | 26013.45 | 113 | 0 | 4.55 | 0 | 0 | 0 |
| 14 Nov | 25910.05 | 113 | 0 | 4.12 | 0 | 0 | 0 |
| 13 Nov | 25879.15 | 113 | 0 | 3.99 | 0 | 0 | 0 |
For Nifty - strike price 24800 expiring on 16DEC2025
Delta for 24800 PE is -0.01
Historical price for 24800 PE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 2.15, which was -0.2 lower than the previous day. The implied volatity was 20.99, the open interest changed by -10462 which decreased total open position to 54793
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 2.15, which was -2.25 lower than the previous day. The implied volatity was 17.00, the open interest changed by 34484 which increased total open position to 65255
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 4.4, which was 0.4 higher than the previous day. The implied volatity was 15.51, the open interest changed by 4454 which increased total open position to 30771
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 3.95, which was -2.05 lower than the previous day. The implied volatity was 15.17, the open interest changed by 15290 which increased total open position to 26317
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 6.15, which was 2.1 higher than the previous day. The implied volatity was 16.34, the open interest changed by 5619 which increased total open position to 11027
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 4, which was -1.15 lower than the previous day. The implied volatity was 15.40, the open interest changed by 1736 which increased total open position to 5408
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 5, which was -1.6 lower than the previous day. The implied volatity was 13.80, the open interest changed by 412 which increased total open position to 3672
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 7.15, which was 0.2 higher than the previous day. The implied volatity was 13.93, the open interest changed by 382 which increased total open position to 3260
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 6.9, which was -1.1 lower than the previous day. The implied volatity was 14.02, the open interest changed by 75 which increased total open position to 2878
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 7.55, which was -1 lower than the previous day. The implied volatity was 14.83, the open interest changed by 1216 which increased total open position to 2803
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 7.2, which was -2.2 lower than the previous day. The implied volatity was 13.74, the open interest changed by 1304 which increased total open position to 1587
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 9.1, which was -3.7 lower than the previous day. The implied volatity was 14.07, the open interest changed by 78 which increased total open position to 283
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 13.85, which was -5.05 lower than the previous day. The implied volatity was 14.70, the open interest changed by 21 which increased total open position to 205
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 18.3, which was -4.7 lower than the previous day. The implied volatity was 12.53, the open interest changed by 67 which increased total open position to 184
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 23.5, which was -2.85 lower than the previous day. The implied volatity was 13.68, the open interest changed by 36 which increased total open position to 117
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 27.5, which was 5.7 higher than the previous day. The implied volatity was 14.34, the open interest changed by 16 which increased total open position to 81
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 21.1, which was -7.45 lower than the previous day. The implied volatity was 14.27, the open interest changed by 52 which increased total open position to 65
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 29, which was -84 lower than the previous day. The implied volatity was 13.99, the open interest changed by 13 which increased total open position to 13
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 113, which was 0 lower than the previous day. The implied volatity was 4.23, 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 113, which was 0 lower than the previous day. The implied volatity was 4.55, 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 113, which was 0 lower than the previous day. The implied volatity was 4.12, 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 113, which was 0 lower than the previous day. The implied volatity was 3.99, the open interest changed by 0 which decreased total open position to 0































































































































































































































