NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 09:05 AM IST
| NIFTY 23-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 | |||||||||
| 17 Dec | 25903.40 | 1130 | -137.15 | - | 92 | 3 | 142 | |||||||||
| 16 Dec | 25860.10 | 1130 | -137.15 | 22.72 | 92 | 139 | 139 | |||||||||
| 15 Dec | 26027.30 | 1264.95 | -40.05 | - | 59 | 54 | 61 | |||||||||
| 12 Dec | 26046.95 | 1305 | 133.55 | - | 4 | 2 | 7 | |||||||||
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| 11 Dec | 25898.55 | 1165.45 | 131.35 | - | 3 | 4 | 5 | |||||||||
| 10 Dec | 25758.00 | 1034.1 | -103.8 | 10.72 | 7 | 1 | 1 | |||||||||
| 9 Dec | 25839.65 | 1140.9 | -125.75 | 13.79 | 3 | 0 | 0 | |||||||||
| 8 Dec | 25960.55 | 1263.25 | -199.4 | 16.74 | 2 | -1 | 0 | |||||||||
| 5 Dec | 26186.45 | 1462.65 | 104.95 | - | 2 | 1 | 1 | |||||||||
| 4 Dec | 26033.75 | 1352.95 | 47.55 | 12.05 | 2 | 0 | 0 | |||||||||
| 3 Dec | 25986.00 | 1302.65 | -29.55 | - | 2 | 0 | 0 | |||||||||
| 2 Dec | 26032.20 | 1332.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 26175.75 | 1332.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 26202.95 | 1332.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 1332.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 1332.2 | 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 24800 expiring on 23DEC2025
Delta for 24800 CE is -
Historical price for 24800 CE is as follows
On 17 Dec NIFTY was trading at 25903.40. The strike last trading price was 1130, which was -137.15 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 142
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1130, which was -137.15 lower than the previous day. The implied volatity was 22.72, the open interest changed by 139 which increased total open position to 139
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1264.95, which was -40.05 lower than the previous day. The implied volatity was -, the open interest changed by 54 which increased total open position to 61
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1305, which was 133.55 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 7
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1165.45, which was 131.35 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 5
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1034.1, which was -103.8 lower than the previous day. The implied volatity was 10.72, the open interest changed by 1 which increased total open position to 1
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1140.9, which was -125.75 lower than the previous day. The implied volatity was 13.79, the open interest changed by 0 which decreased total open position to 0
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1263.25, which was -199.4 lower than the previous day. The implied volatity was 16.74, 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 1462.65, which was 104.95 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 1352.95, which was 47.55 higher than the previous day. The implied volatity was 12.05, 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 1302.65, which was -29.55 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 1332.2, 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 1332.2, 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 1332.2, 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 1332.2, 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 1332.2, 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 24800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 25903.40 | 3.8 | -1.5 | - | 1,08,363 | -67 | 25,803 |
| 16 Dec | 25860.10 | 3.8 | -1.5 | 15.20 | 1,08,363 | 25,870 | 25,870 |
| 15 Dec | 26027.30 | 5.45 | 0.1 | 16.93 | 43,343 | 12,194 | 18,014 |
| 12 Dec | 26046.95 | 5.35 | -0.75 | 14.89 | 15,365 | 465 | 5,820 |
| 11 Dec | 25898.55 | 6.15 | -6 | 13.25 | 14,566 | -974 | 5,355 |
| 10 Dec | 25758.00 | 12.1 | 3.1 | 13.11 | 16,384 | 4,657 | 6,329 |
| 9 Dec | 25839.65 | 9.3 | -1.1 | 12.81 | 4,950 | 690 | 1,672 |
| 8 Dec | 25960.55 | 11 | 4.4 | 13.66 | 1,269 | 256 | 982 |
| 5 Dec | 26186.45 | 6.15 | -3.8 | 13.23 | 694 | 179 | 726 |
| 4 Dec | 26033.75 | 9.95 | -2.15 | 12.77 | 329 | 144 | 547 |
| 3 Dec | 25986.00 | 11.55 | -0.3 | 12.60 | 195 | 81 | 403 |
| 2 Dec | 26032.20 | 11.35 | -0.95 | 12.84 | 134 | 82 | 322 |
| 1 Dec | 26175.75 | 12.55 | -1.6 | 13.74 | 236 | 91 | 240 |
| 28 Nov | 26202.95 | 14.05 | -3.2 | 13.44 | 76 | 9 | 149 |
| 27 Nov | 26215.55 | 17.25 | -2.55 | 13.85 | 60 | 0 | 140 |
| 26 Nov | 26205.30 | 19.85 | -11.1 | 13.92 | 106 | 44 | 140 |
| 25 Nov | 25884.80 | 31.8 | -2.25 | 12.69 | 82 | 46 | 96 |
| 24 Nov | 25959.50 | 35.6 | -0.25 | 13.51 | 72 | 13 | 50 |
| 21 Nov | 26068.15 | 35.6 | 4.9 | 13.81 | 33 | 21 | 37 |
| 20 Nov | 26192.15 | 30 | -47.5 | 13.96 | 23 | 16 | 16 |
| 19 Nov | 26052.65 | 77.5 | 0 | 4.42 | 0 | 0 | 0 |
For Nifty - strike price 24800 expiring on 23DEC2025
Delta for 24800 PE is -
Historical price for 24800 PE is as follows
On 17 Dec NIFTY was trading at 25903.40. The strike last trading price was 3.8, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by -67 which decreased total open position to 25803
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 3.8, which was -1.5 lower than the previous day. The implied volatity was 15.20, the open interest changed by 25870 which increased total open position to 25870
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 5.45, which was 0.1 higher than the previous day. The implied volatity was 16.93, the open interest changed by 12194 which increased total open position to 18014
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 5.35, which was -0.75 lower than the previous day. The implied volatity was 14.89, the open interest changed by 465 which increased total open position to 5820
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 6.15, which was -6 lower than the previous day. The implied volatity was 13.25, the open interest changed by -974 which decreased total open position to 5355
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 12.1, which was 3.1 higher than the previous day. The implied volatity was 13.11, the open interest changed by 4657 which increased total open position to 6329
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 9.3, which was -1.1 lower than the previous day. The implied volatity was 12.81, the open interest changed by 690 which increased total open position to 1672
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 11, which was 4.4 higher than the previous day. The implied volatity was 13.66, the open interest changed by 256 which increased total open position to 982
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 6.15, which was -3.8 lower than the previous day. The implied volatity was 13.23, the open interest changed by 179 which increased total open position to 726
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 9.95, which was -2.15 lower than the previous day. The implied volatity was 12.77, the open interest changed by 144 which increased total open position to 547
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 11.55, which was -0.3 lower than the previous day. The implied volatity was 12.60, the open interest changed by 81 which increased total open position to 403
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 11.35, which was -0.95 lower than the previous day. The implied volatity was 12.84, the open interest changed by 82 which increased total open position to 322
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 12.55, which was -1.6 lower than the previous day. The implied volatity was 13.74, the open interest changed by 91 which increased total open position to 240
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 14.05, which was -3.2 lower than the previous day. The implied volatity was 13.44, the open interest changed by 9 which increased total open position to 149
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 17.25, which was -2.55 lower than the previous day. The implied volatity was 13.85, the open interest changed by 0 which decreased total open position to 140
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 19.85, which was -11.1 lower than the previous day. The implied volatity was 13.92, the open interest changed by 44 which increased total open position to 140
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 31.8, which was -2.25 lower than the previous day. The implied volatity was 12.69, the open interest changed by 46 which increased total open position to 96
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 35.6, which was -0.25 lower than the previous day. The implied volatity was 13.51, the open interest changed by 13 which increased total open position to 50
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 35.6, which was 4.9 higher than the previous day. The implied volatity was 13.81, the open interest changed by 21 which increased total open position to 37
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 30, which was -47.5 lower than the previous day. The implied volatity was 13.96, the open interest changed by 16 which increased total open position to 16
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 77.5, which was 0 lower than the previous day. The implied volatity was 4.42, the open interest changed by 0 which decreased total open position to 0































































































































































































































