[--[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 24800 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.01
Vega: 0.78
Theta: -1.98
Gamma: 0.00
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