[--[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 24800 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 1059.8 -70.2 - 91 11 150
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
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 25818.55. The strike last trading price was 1059.8, which was -70.2 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 150


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: -0.01
Vega: 1.19
Theta: -1.39
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 25818.55 2.5 -1.3 15.02 2,10,491 2,154 28,024
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 -0.01

Historical price for 24800 PE is as follows

On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 2.5, which was -1.3 lower than the previous day. The implied volatity was 15.02, the open interest changed by 2154 which increased total open position to 28024


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